Abstract:
This paper develops new methodology, together with related theories, for combining information from independent studies through confidence distributions. A formal definition of a confidence distribution and its asymptotic counterpart (i.e., asymptotic confidence distribution) are given and illustrated in the context of combining information. Two general combination methods are developed: the first along the lines of combining p-values, with some notable differences in regard to optimality of Bahadur type efficiency; the second by multiplying and normalizing confidence densities. The latter approach is inspired by the common approach of multiplying likelihood functions for combining parametric information. The paper also develops adaptive combining methods, with supporting asymptotic theory which should be of practical interest. The key point of the adaptive development is that the methods attempt to combine only the correct information, downweighting or excluding studies containing little or wrong information about the true parameter of interest. The combination methodologies are illustrated in simulated and real data examples with a variety of applications.

Abstract:
Background In genetic studies of rare complex diseases it is common to ascertain familial data from population based registries through all incident cases diagnosed during a pre-defined enrollment period. Such an ascertainment procedure is typically taken into account in the statistical analysis of the familial data by constructing either a retrospective or prospective likelihood expression, which conditions on the ascertainment event. Both of these approaches lead to a substantial loss of valuable data. Methodology and Findings Here we consider instead the possibilities provided by a Bayesian approach to risk analysis, which also incorporates the ascertainment procedure and reference information concerning the genetic composition of the target population to the considered statistical model. Furthermore, the proposed Bayesian hierarchical survival model does not require the considered genotype or haplotype effects be expressed as functions of corresponding allelic effects. Our modeling strategy is illustrated by a risk analysis of type 1 diabetes mellitus (T1D) in the Finnish population-based on the HLA-A, HLA-B and DRB1 human leucocyte antigen (HLA) information available for both ascertained sibships and a large number of unrelated individuals from the Finnish bone marrow donor registry. The heterozygous genotype DR3/DR4 at the DRB1 locus was associated with the lowest predictive probability of T1D free survival to the age of 15, the estimate being 0.936 (0.926; 0.945 95% credible interval) compared to the average population T1D free survival probability of 0.995. Significance The proposed statistical method can be modified to other population-based family data ascertained from a disease registry provided that the ascertainment process is well documented, and that external information concerning the sizes of birth cohorts and a suitable reference sample are available. We confirm the earlier findings from the same data concerning the HLA-DR3/4 related risks for T1D, and also provide here estimated predictive probabilities of disease free survival as a function of age.

Abstract:
Observations of the Cosmic Microwave Background (CMB), large scale structure (LSS) and standard candles such as Type 1a Supernovae (SN) each place different constraints on the values of cosmological parameters. We assume an inflationary Cold Dark Matter model with a cosmological constant, in which the initial density perturbations in the universe are adiabatic. We discuss the parameter degeneracies inherent in interpreting CMB or SN data, and derive their orthogonal nature. We then present our preliminary results of combining CMB and SN likelihood functions. The results of combining the CMB and IRAS 1.2 Jy survey information are given, with marginalised confidence regions in the H_0, Omega_m, b_IRAS and Q_rms-ps directions assuming n=1, Omega_Lambda+Omega_m=1 and Omega_b h^2=0.024. Finally we combine all three likelihood functions and find that the three data sets are consistent and suitably orthogonal, leading to tight constraints on H_0, Omega_m, b_IRAS and Q_rms-ps, given our assumptions.

Abstract:
Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent, likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.

Abstract:
Extremes of information combining inequalities play an important role in the analysis of sparse-graph codes under message-passing decoding. We introduce new tools for the derivation of such inequalities, and show by means of a concrete examples how they can be applied to solve some optimization problems in the analysis of low-density parity-check codes.

Abstract:
The theory of belief functions manages uncertainty and also proposes a set of combination rules to aggregate opinions of several sources. Some combination rules mix evidential information where sources are independent; other rules are suited to combine evidential information held by dependent sources. In this paper we have two main contributions: First we suggest a method to quantify sources' degree of independence that may guide the choice of the more appropriate set of combination rules. Second, we propose a new combination rule that takes consideration of sources' degree of independence. The proposed method is illustrated on generated mass functions.

Abstract:
We propose a unifying picture where the notion of generalized entropy is related to information theory by means of a group-theoretical approach. The group structure comes from the requirement that an entropy be well defined with respect to the composition of independent systems, in the context of a recently proposed generalization of the Shannon-Khinchin axioms. We associate a general information functional to each member of a large class of non-extensive entropies, satisfying the additivity property on a set of independent systems on the basis of the underlying group law. At the same time, we also show that the Einstein likelihood function naturally emerges as a byproduct of our informational interpretation of nonadditive entropies. These results confirm the adequacy of composable entropies both in physical and social science contexts.

Abstract:
Every experiment is affected by systematic effects that hamper the data analysis and have the potential to ultimately degrade its performance. In the case of probes of the cosmic microwave background (CMB) radiation, a minimal set of issues to consider includes asymmetric beam functions, correlated noise, and incomplete sky coverage. Presuming a simplified scanning strategy that allows for an exact analytical treatment of the problem, we study the impact of systematic effects on the likelihood function of the CMB power spectrum. We use the Fisher matrix, a measure of the information content of a data set, for a quantitative comparison of different experimental configurations. In addition, for various power spectrum coefficients, we explore the functional form of the likelihood directly, and obtain the following results: The likelihood function can deviate systematically from a Gaussian distribution up to the highest multipole values considered in our analysis. Treated exactly, realistic levels of asymmetric beam functions and correlated noise do not by themselves decrease the information yield of CMB experiments nor do they induce noticeable coupling between multipoles. Masking large fractions of the sky, on the other hand, results in a considerably more complex correlation structure of the likelihood function. Combining adjacent power spectrum coefficients into bins can partially mitigate these problems.

Abstract:
This paper considers the model of an arbitrary distributed signal x observed through an added independent white Gaussian noise w, y=x+w. New relations between the minimal mean square error of the non-causal estimator and the likelihood ratio between y and \omega are derived. This is followed by an extended version of a recently derived relation between the mutual information I(x;y) and the minimal mean square error. These results are applied to derive infinite dimensional versions of the Fisher information and the de Bruijn identity. The derivation of the results is based on the Malliavin calculus.

Abstract:
Comparisons are made for the amount of agreement of the composite likelihood information criteria and their full likelihood counterparts when making decisions among the fits of different models, and some properties of penalty term for composite likelihood information criteria are obtained. Asymptotic theory is given for the case when a simpler model is nested within a bigger model, and the bigger model approaches the simpler model under a sequence of local alternatives. Composite likelihood can more or less frequently choose the bigger model, depending on the direction of local alternatives; in the former case, composite likelihood has more "power" to choose the bigger model. The behaviors of the information criteria are illustrated via theory and simulation examples of the Gaussian linear mixed-effects model.