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Stevens, Nathaniel T.

Publications and source records attributed to Stevens, Nathaniel T..

Bayesian probability of agreement for comparing the similarity of response surfaces

For a variety of linear and generalized linear models, there may be interest in evaluating whether the expected response values in two different populations are sufficiently similar to be considered practically equivalent. The probability of agreement has been introduced as a strategy for quantifying the similarity between two groups. We propose a Bayesian version of the probability of agreement to quantify the similarity between linear and generalized linear response surfaces. The proposed methodology is based on Markov chain Monte Carlo estimation and it allows for an intuitive interpretation based directly on population parameters. As demonstrated, the methodology can be flexibly applied to a variety of different models. We illustrate its use with three examples for which the response depends on predictor variables through a linear, logistic, or Poisson regression model. The computation associated with this approach has been automated with a freely available R Shiny app.

97 MATHEMATICS AND COMPUTING↗

Design and analysis of confirmation experiments

The statistical literature and practitioners have long advocated the use of confirmation experiments as the final stage of a sequence of designed experiments to verify that the optimal operating conditions identified as part of a response surface methodology strategy are attainable and able to achieve the value of the response desired. Yet, until recently there has been a gap between this recommendation and details about how to perform an analysis to quantitatively assess whether the confirmation runs are adequate. Likewise, there has been little in the way of specific recommendations for the number and nature of the confirmation runs that should be performed. In this article, we propose analysis methods to assess agreement between the mean response from previous experiments and the confirmation experiment, and suggest a strategy for the design of confirmation experiments that more fully explores the region around the optimum.

97 MATHEMATICS AND COMPUTING↗

Bayesian probability of predictive agreement for comparing the outcome of two separate regressions

The concept of a Bayesian probability of agreement was recently introduced to give the posterior probabilities that the response surfaces for two different groups are within δ of one another. For example, a difference of less than δ in the mean response at fixed levels of the predictor variables might be thought to be practically unimportant. In such a case, we would say that the mean responses are in agreement. The posterior probability of this is called the Bayesian probability of agreement. In this article, we quantify the probability that new response observations from two groups will be within δ for a continuous response, and the probability that the two responses agree completely for categorical cases such as logistic regression and Poisson regression. We call these Bayesian comparative predictive probabilities, with the former being the predictive probability of agreement. We use Markov chain Monte Carlo simulation to estimate the posterior distribution of the model parameters and then the predictive probability of agreement. Here, we illustrate the use of this methodology with three examples and provide a freely available R Shiny app that automates the computation and estimation associated with the methodology.

97 MATHEMATICS AND COMPUTING↗

Statistical methods for network surveillance

The term network surveillance is defined in general terms and illustrated with many examples. Statistical methodologies that can be used as tools for network surveillance are discussed. Details for 3 illustrative examples that address network security, surveillance for data network failures, and surveillance of email traffic flows are presented. Some open areas of research are identified.

Jeske, Daniel R.↗