缺少数据
插补(统计学)
计算机科学
推论
贝叶斯概率
多元正态分布
Probit模型
统计
多元统计
数据挖掘
计量经济学
人工智能
机器学习
数学
作者
Curtis B. Storlie,Terry M. Therneau,Rickey E. Carter,Nicholas Chia,John R. Bergquist,Jeanne M. Huddleston,Santiago Romero‐Brufau
标识
DOI:10.1080/01621459.2019.1604359
摘要
We describe the Bedside Patient Rescue (BPR) project, the goal of which is risk prediction of adverse events for non-intensive care unit patients using ∼100 variables (vitals, lab results, assessments, etc.). There are several missing predictor values for most patients, which in the health sciences is the norm, rather than the exception. A Bayesian approach is presented that addresses many of the shortcomings to standard approaches to missing predictors: (i) treatment of the uncertainty due to imputation is straight-forward in the Bayesian paradigm, (ii) the predictor distribution is flexibly modeled as an infinite normal mixture with latent variables to explicitly account for discrete predictors (i.e., as in multivariate probit regression models), and (iii) certain missing not at random situations can be handled effectively by allowing the indicator of missingness into the predictor distribution only to inform the distribution of the missing variables. The proposed approach also has the benefit of providing a distribution for the prediction, including the uncertainty inherent in the imputation. Therefore, we can ask questions such as: is it possible this individual is at high risk but we are missing too much information to know for sure? How much would we reduce the uncertainty in our risk prediction by obtaining a particular missing value? This approach is applied to the BPR problem resulting in excellent predictive capability to identify deteriorating patients. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
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