Monotone response surface of multi-factor condition: estimation and Bayes classifiers

J R Stat Soc Series B Stat Methodol. 2023 Apr;85(2):497-522. doi: 10.1093/jrsssb/qkad014. Epub 2023 Mar 22.

Abstract

We formulate the estimation of monotone response surface of multiple factors as the inverse of an iteration of partially ordered classifier ensembles. Each ensemble (called PIPE-classifiers) is a projection of Bayes classifiers on the constrained space. We prove the inverse of PIPE-classifiers (iPIPE) exists, and propose algorithms to efficiently compute iPIPE by reducing the space over which optimisation is conducted. The methods are applied in analysis and simulation settings where the surface dimension is higher than what the isotonic regression literature typically considers. Simulation shows iPIPE-based credible intervals achieve nominal coverage probability and are more precise compared to unconstrained estimation.

Keywords: Clinical decision support tool; partial ordering; posterior quantiles; sweep algorithm; weighted posterior gain.