The construction of decision-theoretic Bayesian designs for realistically-complex nonlinear models is computationally challenging, as it requires the optimization of analytically intractable expected utility functions over high-dimensional design spaces. We provide the most general solution to date for this problem through a novel approximate coordinate exchange algorithm. This methodology uses a Gaussian process emulator to approximate the expected utility as a function of a single design coordinate in a series of conditional optimization steps. It has flexibility to address problems for any choice of utility function and for a wide range of statistical models with different numbers of variables, numbers of runs and randomization restrictions. In contrast to existing approaches to Bayesian design, the method can find multi-variable designs in large numbers of runs without resorting to asymptotic approximations to the posterior distribution or expected utility. The methodology is demonstrated on a variety of challenging examples of practical importance, including design for pharmacokinetic models and design for mixed models with discrete data. For many of these models, Bayesian designs are not currently available. Comparisons are made to results from the literature, and to designs obtained from asymptotic approximations.

A default strategy for fully Bayesian model determination for GLMMs is considered which addresses the two key issues of default prior specification and computation. In particular, the concept of unit information priors is extended to the parameters of a GLMM. A combination of MCMC and Laplace approximations is used to compute approximations to the posterior model probabilities to find a subset of models with high posterior model probability. Bridge sampling is then used on the models in this subset to approximate the posterior model probabilities more accurately. The strategy is applied to four examples.

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A new general approach for approximately finding Bayesian optimal designs is proposed which uses computationally efficient normal-based approximations to posterior summaries to aid in approximating the expected loss. This new approach is demonstrated on illustrative, yet challenging, examples including hierarchical models for blocked experiments, and experimental aims of parameter estimation and model discrimination. Where possible, the results of the proposed methodology are compared, both in terms of performance and computing time, to results from using computationally more expensive, but potentially more accurate, Monte Carlo approximations. Moreover, the methodology is also applied to problems where the use of Monte Carlo approximations is computationally infeasible.

Summary.Injecting drug users (IDUs) have a direct social and economic effect yet can typically be regarded as a hidden population within a community. We estimate the size of the IDU population across the nine different Government Office regions of England in 2005-2006 by using capture-recapture methods with age (ranging from 15 to 64 years) and gender as covariate information. We consider a Bayesian model averaging approach using log-linear models, where we can include explicit prior information within the analysis in relation to the total IDU population (elicited from the number of drug-related deaths and injectors' drug-related death rates). Estimation at the regional level allows for regional heterogeneity with these regional estimates aggregated to obtain a posterior mean estimate for the number of England's IDUs of 195840 with 95% credible interval (181700, 210480). There is significant variation in the estimated regional prevalence of current IDUs per million of population aged 15-64 years, and in injecting drug-related death rates across the gender age cross-classifications. The propensity of an IDU to be seen by at least one source also exhibits strong regional variability with London having the lowest propensity of being observed (posterior mean probability 0.21) and the South West the highest propensity (posterior mean 0.46).

Using Bayesian capture–recapture analysis, we estimated the number of current injecting drug users (IDUs) in Scotland in 2006 from the cross-counts of 5670 IDUs listed on four data-sources: social enquiry reports (901 IDUs listed), hospital records (953), drug treatment agencies (3504), and recent Hepatitis C virus (HCV) diagnoses (827 listed as IDU-risk). Further, we accessed exact numbers of opiate-related drugs-related deaths (DRDs) in 2006 and 2007 to improve estimation of Scotland's DRD rates per 100 current IDUs. Using all four data-sources, and model-averaging of standard hierarchical log-linear models to allow for pairwise interactions between data-sources and/or demographic classifications, Scotland had an estimated 31700 IDUs in 2006 (95% credible interval: 24900–38700); but 25000 IDUs (95% CI: 20700–35000) by excluding recent HCV diagnoses whose IDU-risk can refer to past injecting. Only in the younger age-group (15–34 years) were Scotland's opiate-related DRD rates significantly lower for females than males. Older males’ opiate-related DRD rate was 1.9 (1.24–2.40) per 100 current IDUs without or 1.3 (0.94–1.64) with inclusion of recent HCV diagnoses. If, indeed, Scotland had only 25000 current IDUs in 2006, with only 8200 of them aged 35+ years, the opiate-related DRD rate is higher among this older age group than has been appreciated hitherto. There is counter-balancing good news for the public health: the hitherto sharp increase in older current IDUs had stalled by 2006.