Bayesian hierarchical vector autoregressive models for patient-level predictive modeling

Feihan Lu, Yao Zheng, Harrington Cleveland, Chris Burton, David Madigan

Research output: Contribution to journalArticlepeer-review

6 Scopus citations


Predicting health outcomes from longitudinal health histories is of central importance to healthcare. Observational healthcare databases such as patient diary databases provide a rich resource for patient-level predictive modeling. In this paper, we propose a Bayesian hierarchical vector autoregressive (VAR) model to predict medical and psychological conditions using multivariate time series data. Compared to the existing patient-specific predictive VAR models, our model demonstrated higher accuracy in predicting future observations in terms of both point and interval estimates due to the pooling effect of the hierarchical model specification. In addition, by adopting an elastic-net prior, our model offers greater interpretability about the associations between variables of interest on both the population level and the patient level, as well as between-patient heterogeneity. We apply the model to two examples: 1) predicting substance use craving, negative affect and tobacco use among college students, and 2) predicting functional somatic symptoms and psychological discomforts.

Original languageEnglish (US)
Article numbere0208082
JournalPloS one
Issue number12
StatePublished - Dec 2018

All Science Journal Classification (ASJC) codes

  • General Biochemistry, Genetics and Molecular Biology
  • General Agricultural and Biological Sciences
  • General


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