2004
DOI: 10.1111/j.0006-341x.2004.00185.x
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Bayesian Analysis of Serial Dilution Assays

Abstract: Summary. In a serial dilution assay, the concentration of a compound is estimated by combining measurements of several different dilutions of an unknown sample. The relation between concentration and measurement is nonlinear and heteroscedastic, and so it is not appropriate to weight these measurements equally. In the standard existing approach for analysis of these data, a large proportion of the measurements are discarded as being above or below detection limits. We present a Bayesian method for jointly esti… Show more

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Cited by 48 publications
(44 citation statements)
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“…Differently, Hallin et al [15] proposed spatial conditional quantile regression, defined by q : (x, u)7 q (x, u) : Q[Yi | Xi x, Ui u] τ τ → = = = , (1.1) which provides more comprehensive information on the dependence of Y on X and Uthrough different 0 1 τ < < (see [23] and [41]), where qτ (x, u) satisfies P[Yi q (x, u) | Xi x, Ui u] τ τ < = = = ; see also the robust spatial conditional regression in [24]. As is well known in the nonparametric literature, when d k 3 + > , both spatial regression functions g(x, u) and q (x, u) τ can not be well estimated nonparametrically with reasonable accuracy owing to the curse of dimensionality.…”
Section: American Journal Of Applied Mathematics and Statisticsmentioning
confidence: 93%
“…Differently, Hallin et al [15] proposed spatial conditional quantile regression, defined by q : (x, u)7 q (x, u) : Q[Yi | Xi x, Ui u] τ τ → = = = , (1.1) which provides more comprehensive information on the dependence of Y on X and Uthrough different 0 1 τ < < (see [23] and [41]), where qτ (x, u) satisfies P[Yi q (x, u) | Xi x, Ui u] τ τ < = = = ; see also the robust spatial conditional regression in [24]. As is well known in the nonparametric literature, when d k 3 + > , both spatial regression functions g(x, u) and q (x, u) τ can not be well estimated nonparametrically with reasonable accuracy owing to the curse of dimensionality.…”
Section: American Journal Of Applied Mathematics and Statisticsmentioning
confidence: 93%
“…One introduces a degree of belief in the parameter θ in terms of its probability distribution function, for example g(θ), called a priori distribution of θ, or simply a prior for θ. The inference about θ is obtained in terms of the probability distribution of θ given the data y and is expressed as p(θ | y)∞g(θ) f (y | θ) and called the a posteriori, or simply a posterior, density function of θ,which is obtainable from the famous Bayes' Theorem available in standard texts (Ntzoufras 2002, Rowe 2003, Gelman et al 2004, Robert and Casella 2004. Using this a posteriori density, one can obtain the expected value of θ as an estimate of θ, standard error, and its Bayesian confidence intervals.…”
Section: Bayesian Approachmentioning
confidence: 99%
“…In the Bayesian framework, one integrates prior information with the likelihood of current data and draws inferences in terms of conditional distribution of parameters of interest, given the data. In this process, an estimate of the parameter is assessed as posterior mean and precision as posterior standard deviation (Gelman et al 2004). In contrast, the commonly used frequentist approach does not make use of such information.…”
Section: Introductionmentioning
confidence: 99%
“…We next consider an applied example-a model for serial dilution assays from Gelman, Chew, and Shnaidman (2004),…”
Section: -Dimensional Nonlinear Modelmentioning
confidence: 99%