Prior Sensitivity Analysis in a Semi-Parametric Integer-Valued Time Series Model.

We examine issues of prior sensitivity in a semi-parametric hierarchical extension of the INAR(p) model with innovation rates clustered according to a Pitman-Yor process placed at the top of the model hierarchy. Our main finding is a graphical criterion that guides the specification of the hyperparameters of the Pitman-Yor process base measure. We show how the discount and concentration parameters interact with the chosen base measure to yield a gain in terms of the robustness of the inferential results. The forecasting performance of the model is exemplified in the analysis of a time series of worldwide earthquake events, for which the new model outperforms the original INAR(p) model.

Model Choice for Quantitative Health Impact Assessment and Modelling: An Expert Consultation and Narrative Literature Review.

BACKGROUND: Health impact assessment (HIA) is a widely used process that aims to identify the health impacts, positive or negative, of a policy or intervention that is not necessarily placed in the health sector. Most HIAs are done prospectively and aim to forecast expected health impacts under assumed policy implementation. HIAs may quantitatively and/ or qualitatively assess health impacts, with this study focusing on the former. A variety of quantitative modelling methods exist that are used for forecasting health impacts, however, they differ in application area, data requirements, assumptions, risk modelling, complexities, limitations, strengths, and comprehensibility. We reviewed relevant models, so as to provide public health researchers with considerations for HIA model choice. METHODS: Based on an HIA expert consultation, combined with a narrative literature review, we identified the most relevant models that can be used for health impact forecasting. We narratively and comparatively reviewed the models, according to their fields of application, their configuration and purposes, counterfactual scenarios, underlying assumptions, health risk modelling, limitations and strengths. RESULTS: Seven relevant models for health impacts forecasting were identified, consisting of (i) comparative risk assessment (CRA), (ii) time series analysis (TSA), (iii) compartmental models (CMs), (iv) structural models (SMs), (v) agent-based models (ABMs), (vi) microsimulations (MS), and (vii) artificial intelligence (AI)/machine learning (ML). These models represent a variety in approaches and vary in the fields of HIA application, complexity and comprehensibility. We provide a set of criteria for HIA model choice. Researchers must consider that model input assumptions match the available data and parameter structures, the available resources, and that model outputs match the research question, meet expectations and are comprehensible to end-users. CONCLUSION: The reviewed models have specific characteristics, related to available data and parameter structures, computational implementation, interpretation and comprehensibility, which the researcher should critically consider before HIA model choice.

Bayesian generalizations of the integer-valued autoregressive model.

We develop two Bayesian generalizations of the Poisson integer-valued autoregressive model. The AdINAR(1) model accounts for overdispersed data by means of an innovation process whose marginal distributions are finite mixtures, while the DP-INAR(1) model is a hierarchical extension involving a Dirichlet process, which is capable of modeling a latent pattern of heterogeneity in the distribution of the innovations rates. The probabilistic forecasting capabilities of both models are put to test in the analysis of crime data in Pittsburgh, with favorable results.