A Bayesian Motivated Two-Sample Test Based on Kernel Density Estimates.

A new nonparametric test of equality of two densities is investigated. The test statistic is an average of log-Bayes factors, each of which is constructed from a kernel density estimate. Prior densities for the bandwidths of the kernel estimates are required, and it is shown how to choose priors so that the log-Bayes factors can be calculated exactly. Critical values of the test statistic are determined by a permutation distribution, conditional on the data. An attractive property of the methodology is that a critical value of 0 leads to a test for which both type I and II error probabilities tend to 0 as sample sizes tend to ∞. Existing results on Kullback-Leibler loss of kernel estimates are crucial to obtaining these asymptotic results, and also imply that the proposed test works best with heavy-tailed kernels. Finite sample characteristics of the test are studied via simulation, and extensions to multivariate data are straightforward, as illustrated by an application to bivariate connectionist data.

COVID-19: Short term prediction model using daily incidence data.

BACKGROUND: Prediction of the dynamics of new SARS-CoV-2 infections during the current COVID-19 pandemic is critical for public health planning of efficient health care allocation and monitoring the effects of policy interventions. We describe a new approach that forecasts the number of incident cases in the near future given past occurrences using only a small number of assumptions. METHODS: Our approach to forecasting future COVID-19 cases involves 1) modeling the observed incidence cases using a Poisson distribution for the daily incidence number, and a gamma distribution for the series interval; 2) estimating the effective reproduction number assuming its value stays constant during a short time interval; and 3) drawing future incidence cases from their posterior distributions, assuming that the current transmission rate will stay the same, or change by a certain degree. RESULTS: We apply our method to predicting the number of new COVID-19 cases in a single state in the U.S. and for a subset of counties within the state to demonstrate the utility of this method at varying scales of prediction. Our method produces reasonably accurate results when the effective reproduction number is distributed similarly in the future as in the past. Large deviations from the predicted results can imply that a change in policy or some other factors have occurred that have dramatically altered the disease transmission over time. CONCLUSION: We presented a modelling approach that we believe can be easily adopted by others, and immediately useful for local or state planning.