Introduction to BayesPIM

Data generation

We start by loading BayesPIM:

library(BayesPIM)
#> Loading required package: coda

and generate data

# Generate data according to the Klausch et al. (2024) PIM
set.seed(2025)
dat = gen.dat(
  kappa = 0.7, n = 1e3, theta = 0.2,
  p = 1, p.discrete = 1,
  beta.X = c(0.2, 0.2), beta.W = c(0.2, 0.2),
  v.min = 20, v.max = 30, mean.rc = 80,
  sigma.X = 0.2, mu.X = 5, dist.X = "weibull",
  prob.r = 1
)

For all details, see ?gen.dat. Here, we simulate screening data under an AFT survival (incidence) model:

$\log(x_i) = \mathbf{z}_{xi}' \mathbf{\beta}_x + \sigma \epsilon_i$

and a Probit prevalence model where prevalence is given when $g_i=1$ and absent when $g_i=0$ , and we use the latent variable representation $Pr(g_i=1 | \mathbf{z}_{wi}) = Pr(w_i > 0 | \mathbf{z}_{wi})$ to fit the model, where

$w_i = \mathbf{z}_{wi}' \mathbf{\beta}_w + \psi_i$

with $\psi_i$ a standard normal random variable. gen.dat sets the regression coefficients of the incidence and prevalence model to beta.X and beta.W respectively, with mu.X and sigma.X the intercept and scale of the AFT model and the intercept of the prevalence model given by qnorm(theta). So, theta can be interpreted as the conditional probability of prevalence if all covariates are zero.

Subsequently, a screening series is super-imposed using successive draws from uniformly distributed random variables, with v.min the minimum and v.max the maximum time between screening moments. The right censoring time is drawn from an exponential distribution with mean time to right censoring mean.rc. At each screening time, a test is executed if the event of the time is larger than the true simulated $x_i$ . Detection is successful with probability kappa, the test sensitivity. prob.r controls the probability that a baseline test is executed, which we leave at one denoting a baseline test for all individuals. This data generating mechanism is identical to the one described in Simulation 1 in Klausch et al. (2024).

head(dat$Vobs)
#> [[1]]
#> [1] 0
#> 
#> [[2]]
#> [1]   0.00000  22.53705  51.89452  78.35944 104.52213 131.74624
#> 
#> [[3]]
#> [1]  0.00000 25.37066
#> 
#> [[4]]
#> [1] 0
#> 
#> [[5]]
#> [1]   0.00000  27.37410  53.60168  80.54386 108.43628       Inf
#> 
#> [[6]]
#> [1]  0.00000 22.31108 48.06398 77.10746      Inf

We see dat$Vobs[[1]] and dat$Vobs[[3]] are prevalent cases positive at baseline. dat$Vobs[[2]] has an event detected at 131.7 and dat$Vobs[[5]] and dat$Vobs[[6] are right censored cases (no event). In addition, covariates dat$Z are returned as well as the true times dat$X.true and prevalence status dat$C, which are both not observed in practice (latent), dat$r indicates whether a baseline test was done. Data of this kind is processed by bayes.2S.

Running the estimation (Gibbs sampler)

The bayes.2S function first searches starting values using a vanilla run that drops all known (confirmed) prevalent cases and assumes kappa=1 as well as no prevalence (prev=F setting in BayesPIM). This setting is akin to an interval censored survival regression, which has high robustness and finds starting values in the neighbourhood of the final estimates of a run of BayesPIM where kappa<1 and prev=T. Subsequently, the main Gibbs sampler is started and run for ndraws.

The code below shows a straight forward fit to the generated data. In practice, we advise to normalize any continuous variables, as large scale in Z.X can lead to slow convergence of the Gibbs sampler, which is not needed here because the generated covariates are standard normally distributed. The test sensitivity kappa is set to a known value when update.kappa=F - otherwise it is estimated, and then a kappa.prior is needed; see below. The function runs chains=4 MCMC chains in parallel and takes about 1 to 3 minutes, depending on machine. If parallel processing is not desired parallel = F is available or bayes.2S_seq can be used which uses a for loop over the chains.

# An initial model fit with fixed test sensitivity kappa (approx. 1-3 minutes, depending on machine)
mod = bayes.2S( Vobs = dat$Vobs,
                Z.X = dat$Z,
                Z.W = dat$Z,
                r= dat$r,
                kappa = 0.7,
                update.kappa = FALSE,
                ndraws= 1e4,
                chains = 4,
                prop.sd.X = 0.008,
                parallel = TRUE,
                dist.X = 'weibull'
)

# Searching starting values by one naive run 
# Starting Gibbs sampler with 3 chains and 5000 iterations.
# Now doing main run. 
# Starting Gibbs sampler with 4 chains and 10000 iterations.

Subsequently, we inspect results

# Inspect results
mod$runtime # runtime of Gibbs sampler
plot( trim.mcmc( mod$par.X.all, thining = 10) ) # MCMC chains including burn-in
plot( trim.mcmc( mod$par.X.bi, thining = 10) ) # MCMC chains excluding burn-in
summary( mod$par.X.bi)
apply(mod$ac.X, 2, mean) # Acceptance rates per chain
gelman.diag(mod$par.X.bi) # Gelman convergence diagnostics

The coda package is required for doing these analyses (attached when loading BayesPIM). Function trim.mcmc is a convenient extension to thin and trim an mcmc.list for faster processing.

Automated search for the proposal s.d.

A proposal standard deviation has to be specified for the Metropolis step that samples incidence model parameters from the full conditional distribution. There is no general guidance on this parameter other than that it is often found in the range of 0.001 to 0.1. Ideally the acceptance rate of the Metropolis sampler is 23% (which is a general result for Metropolis-Hastings samplers). Above, we set the prop.sd.X to a good value, but in practice it has to be searched by trial and error. Therefore, the function search.prop.sd has been desgined which can be used to automatically search for a good proposal s.d..

If the prop.sd.X should be searched automatically, the function search.prop.sd can be used. This function requries an initial fit by bayes.2S as input, typically a few thousand draws, and then heuristically searches a useful search.prop.sd which yields a Metropolis sampler that has an acceptance probability in the acc.bounds.X, by default set to c(0.2, 0.25). What the automated search essentially does is, starting with the initial fit, the prop.sd.X is adapted using a heuristic rule (see ?search.prop.sd) such that the acceptance rate likely increases if it is too low or decreases if it is too high. After an acceptance rate in the interval acc.bounds.X has been obtained, the algorithm double ndraws to reassure on the stability of the result. It does so a total of succ.min times (default: 3).

# An initial model fit with a moderate number of ndraws (here 1e3)
mod.ini = bayes.2S( Vobs = dat$Vobs,
                Z.X = dat$Z,
                Z.W = dat$Z,
                r= dat$r,
                kappa = 0.7,
                update.kappa = F,
                ndraws= 1e3,
                chains = 4,
                prop.sd.X = 0.005,
                parallel = T,
                dist.X = 'weibull'
)

# Searching starting values by one naive run 
# Starting Gibbs sampler with 3 chains and 5000 iterations.
# Now doing main run. 
# Starting Gibbs sampler with 4 chains and 1000 iterations.

# Running the automated search
search.sd <- search.prop.sd(m = mod.ini)

# Iteration 1 
# Acceptance rate was: 0.564 
# prop.sd.X is set to 0.011 
# Iteration 2 
# Acceptance rate was: 0.417 
# prop.sd.X is set to 0.019 
# Iteration 3 
# Acceptance rate was: 0.113 
# prop.sd.X is set to 0.011 
# Iteration 4 
# Acceptance rate was: 0.216 
# Success. Doubling number of MCMC draws: 2000 
# Iteration 5 
# Acceptance rate was: 0.223 
# Success. Doubling number of MCMC draws: 4000 
# Iteration 6 
# Acceptance rate was: 0.222 
# Finished calibrating proposal variance.

print(search.sd$prop.sd.X)
#> [1] 0.01058928

Model updating

As can be seen from the R-hat statistics obtained using gelman.diag, the sampler has not fully converged yet. To achieve convergence the model can be updated for another ndraws or for a specified number of draws ndraws.update.

# Model updating
mod_update = bayes.2S( prev.run = mod ) # ndraws additional MCMC draws

# Updating previous MCMC run. 
# Starting Gibbs sampler with 4 chains and 10000 iterations.

mod_update = bayes.2S( prev.run = mod, ndraws.update = 1e3 ) # ndraws.update additional MCMC draws

# Updating previous MCMC run. 
# Starting Gibbs sampler with 4 chains and 1000 iterations.

In addition the argument update.till.converge = T allows bayes.2S to run until convergence directly, which involves repeated internal calles to bayes.2S to obtain updates if convergence has not been attained yet. Convergence is attained when the Gelman-Rubin convergence diagnositic $\hat{R} < 1.1$ for all parameters and the minimum effective sample size min_effs is reached. If update.till.converge = T, the sampler continues updating until convergence is attained or maxit is reached.

Cumulative Incidence Functions

Cumulative incidence functions (CIFs) indicate the cumulative probability to progress until a specified point in time. BayesPIM offers two different type of CIFs which differ in how they handle prevalence. First, mixture CIFs depict prevalence as a point-probability mass at zero. Second, non-prevalence (healthy population) CIFs depict the CIF for the stratum of the population that is healthy (disease free) at baseline. Hence, mixture CIFs start at a probability higher than zero at time zero, whereas non-prevalence CIFs start at zero (like ‘usual’ CIFs do).

For both mixture CIFs and non-prevalence CIFs we can estimate a marginal variant which integrates over all model covariates or a conditional variant which integrates over no or only a subset of covariates. A marginal CIF can be interpreted as the CIF for a randomly selected individual from the population, while a conditional CIF gives the CIF for a randomly selected individual from a subset defined by a combination of covariates (e.g. male 60 year olds).

To obtain CIF estimates, the function get.ppd.2S is employed. We first obtain the two types of marginal CIFs:

# Get posterior predictive marginal CIF, we provide percentiles and obtain quantiles
cif_nonprev <- get.ppd.2S(mod, pst.samples = 1e3, type = 'x', 
                          ppd.type = "quantiles", perc = seq(0, 1, 0.01))
cif_mix     <- get.ppd.2S(mod, pst.samples = 1e3, type = 'xstar', 
                          ppd.type = "quantiles", perc = seq(0, 1, 0.01))

The argument type controls the type CIF depicted. Here xstar denotes the mixture of prevlant and incident cases and x the CIF of the healthy sub-group. In princple, CIFs can be obtained in two ways, specified through ppd.type: either specify a set of percentiles perc for which quantiles are returned, or specify a set of quantiles quant for which percentiles are returned. Above, we show the inference via percentiles which requires to specify ppd.type = 'quantiles' to indicate that quantiles should be returned. An arbitrary narrow grid of percentiles can be supplied but we found that seq(0, 1, 0.01) is sufficiently narrow.

The argument pst.samples gives the precision of inference. Note that the computation of CIF’s requires selecting a random sample of posterior draws of the parameters (default: 1000). For each unique draw one CIF is obtained and subsequently the median (returned as list entry cif_nonprev$med.cdf) and 95% credible intervals (cif_nonprev$med.cdf.ci) are determined point-wise at perc (or quant). Hence, more precise inference is obtained through higher values of pst.samples which, however, increases computational cost.

Subsequently, we can plot the results as follows.

# Comparison plot non-prevalent stratum CIF vs. mixture CIF (marginal)
oldpar <- par(no.readonly = TRUE)
par(mfrow = c(1,2))

plot(cif_nonprev$med.cdf, cif_nonprev$perc, ty = 'l', ylim=c(0,1), 
     xlim=c(0,300), xlab = 'Time', ylab ='Cum. prob.', main = 'Non-prevalence CIF')
lines(cif_nonprev$med.cdf.ci[1,], cif_nonprev$perc, lty=2, col=2)
lines(cif_nonprev$med.cdf.ci[2,], cif_nonprev$perc, lty=2, col=2)
plot(cif_mix$med.cdf, cif_nonprev$perc, ty = 'l', ylim=c(0,1), 
     xlim=c(0,300), xlab = 'Time', ylab ='Cum. prob.', main = 'Mixture CIF')
lines(cif_mix$med.cdf.ci[1,], cif_nonprev$perc, lty=2, col=2)
lines(cif_mix$med.cdf.ci[2,], cif_nonprev$perc, lty=2, col=2)

The same result is obtaiend via ppd.type = "quantiles", but now quant has to be passed in a useful range of values. If it is unknown which value range is useful, the inference approach via ppd.type = "percentiles" is more straightforward, as it only requires specifying a grid of percentiles between 0 and 1 and any associated quantiles are returned.

# Alternatively, we can provide quantiles and obtain percentiles
cif2_nonprev <- get.ppd.2S(mod, pst.samples = 1e3, type = 'x', 
                           ppd.type = "percentiles", quant = 1:300)
cif2_mix     <- get.ppd.2S(mod, pst.samples = 1e3, type = 'xstar', 
                           ppd.type = "percentiles", quant = 1:300)

However, the inference approach via ppd.type = "percentiles" is still useful if probabilities of transition for specific quantiles are of interest. For example, if the mixture CIF should be evaluated at zero and 100 time units (e.g. days), the following approach is useful to obtain prevalence estimates and incidence estimates at 100 time units.

get.ppd.2S(mod, pst.samples = 1e3, type = 'xstar', ppd.type = "percentiles", quant = c(0,100))

print(quants)
#> $med.cdf
#> [1] 0.241 0.360
#> 
#> $med.cdf.ci
#>           [,1]  [,2]
#> 2.5%  0.202000 0.311
#> 97.5% 0.278025 0.409
#> 
#> $quant
#> [1]   0 100

While the above discussed CIFs are marginal, i.e. they integrate over all underlying covariates, it is also possible to condition CIFs on all or a subset of covariates passed in Z.X and Z.W. For this, the get.ppd.2S arguments fix_Z.X and fix_Z.W are employed. If the columns (covariates) in Z.X and Z.W are identical, only fix_Z.X has to be employed as demonstrated by the following example.

# Conditional CIFs, example conditional mixture CIF integrating over one covariate
cif_mix_m1 <- get.ppd.2S(mod, fix_Z.X = c(-1,NA), pst.samples = 1e3, type = 'xstar', 
                         ppd.type = "quantiles", perc = seq(0, 1, 0.01))
cif_mix_0  <- get.ppd.2S(mod, fix_Z.X = c(0,NA), pst.samples = 1e3, type = 'xstar', 
                         ppd.type = "quantiles", perc = seq(0, 1, 0.01))
cif_mix_p1 <- get.ppd.2S(mod, fix_Z.X = c(1,NA), pst.samples = 1e3, type = 'xstar', 
                         ppd.type = "quantiles", perc = seq(0, 1, 0.01))

Here we get three conditional CIFs fixing the first covariate in the incidence and prevalence model at the levels -1, 0, and 1, respectively, while inegrating over the second covariate which is indicated by setting this entry to NA. Subsequently a comparative plot is obtained via

# Plot of CIFs for three levels of the first covariate
par(mfrow = c(1,1))
plot(cif_mix_m1$med.cdf, cif_mix_m1$perc, ty = 'l', ylim=c(0,1), 
     xlim=c(0,300), xlab = 'Time', ylab ='Cum. prob.', main = 'Conditional mixture CIF')
lines(cif_mix_0$med.cdf, cif_mix_m1$perc, col=2)
lines(cif_mix_p1$med.cdf, cif_mix_m1$perc, col=3)

par(oldpar)

If the columns in Z.X and Z.W differ, care has to be taken in fixing the covariates to the right values. Suppose, for example Z.X contains the variables age, gender, and education, while Z.W contains age and education, then the vector fix_Z.X conditioning the incidence model used for the CIF would be, for example c(60,0,1), denoting 60 years, male, and high education, so that the prevalence model would need to be conditioned through fixing fix_Z.X = c(60, 1). Here, gender would be omitted because it was not part of the prevalence model. However, we believe that more commonly the incidence and prevalence models contain the same covariates, so that the approach of conditioning via fix_Z.X only, described above, likely is more commonly used.

Information Criteria

Bayesian information criteria are a straightforward approach for model selection. The function get.IC_2S.r returns the Widely Applicable Information Criterion (WAIC-1/-2) and the Divergence Information Criterion (DIC), as defined in Gelman et al. (2014). The information criteria are useful for selecting the best distribution for the incidence times. bayes.2S offers the Weibull, log-logistic, and normal distributions. In addition, we can obtain an exponential transition time through selecting a Weibull model and constraining the AFT scale parameter $\sigma$ to one. In bayes.2S this is achieved through setting dist='weibull, sig.prior.X = 1, and fix.sigma.X=T. To illustrate, we will compare the Weibull model fitted above with an exponential model. Note that the resulting exponential model is equivalent to a Markov model.

# An exponential model
mod_exp = bayes.2S( Vobs = dat$Vobs,
                Z.X = dat$Z,
                Z.W = dat$Z,
                r= dat$r,
                kappa = 0.7,
                update.kappa = F,
                ndraws= 1e4,
                chains = 4,
                prop.sd.X = 0.008,
                parallel = T,
                fix.sigma.X = T,
                sig.prior.X = 1,
                dist.X = 'weibull'
)

# Searching starting values by one naive run 
# Starting Gibbs sampler with 3 chains and 5000 iterations.
# Now doing main run. 
# Starting Gibbs sampler with 4 chains and 10000 iterations.

# Get information criteria
get.IC_2S(mod, samples = 1e3)

# > IC_weib
#         WAIC1    WAIC2      DIC
# [1,] 2083.599 2083.694 2083.359

get.IC_2S(mod_exp, samples = 1e3)

# > IC_exp
#         WAIC1    WAIC2      DIC
# [1,] 2392.869 2392.945 2393.931

As can be seen, the exponential model has higher information criteria values, suggesting that the Weibull model has better fit. This is plausible, since the data were generated from a Weibull distribution.