Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2009/iii/paper-36/4/f/solution

Introduce independent component indicators , and auxiliary slab effects , independent of the indicators. Set . Then inactive genes have exactly zero effect, while active genes have the stipulated normal distribution. With supplied as known data and elicited positive beta shapes, one suitable WinBUGS model is
model {
q ~ dbeta(aq, bq)
for (i in 1:N) {
z[i] ~ dbern(q)
u[i] ~ dnorm(0, 1/V)
theta[i] <- z[i]*u[i]
y[i] ~ dnorm(theta[i], 1)
}
}
The normal arguments are precisions, not variances. Supply all observed y values, monitor q, theta and optionally z, and assess Markov chain Monte Carlo convergence diagnostics. The proper auxiliary prior remains defined for inactive genes, where is not informed by the likelihood. This represents the exact point-null mixture prior, rather than replacing its point mass by a narrow continuous spike. Conditional on the indicators, has beta distribution , providing a useful check on the update.

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