Discovering transcriptional modules by Bayesian data integration.

MOTIVATION: We present a method for directly inferring transcriptional modules (TMs) by integrating gene expression and transcription factor binding (ChIP-chip) data. Our model extends a hierarchical Dirichlet process mixture model to allow data fusion on a gene-by-gene basis. This encodes the intuition that co-expression and co-regulation are not necessarily equivalent and hence we do not expect all genes to group similarly in both datasets. In particular, it allows us to identify the subset of genes that share the same structure of transcriptional modules in both datasets. RESULTS: We find that by working on a gene-by-gene basis, our model is able to extract clusters with greater functional coherence than existing methods. By combining gene expression and transcription factor binding (ChIP-chip) data in this way, we are better able to determine the groups of genes that are most likely to represent underlying TMs. AVAILABILITY: If interested in the code for the work presented in this article, please contact the authors. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.

Bayesian two-sample tests

In this paper, we present two classes of Bayesian approaches to the two-sample problem. Our first class of methods extends the Bayesian t-test to include all parametric models in the exponential family and their conjugate priors. Our second class of methods uses Dirichlet process mixtures (DPM) of such conjugate-exponential distributions as flexible nonparametric priors over the unknown distributions.

Projective Limit Random Probabilities on Polish Spaces

A pivotal problem in Bayesian nonparametrics is the construction of prior distributions on the space M(V) of probability measures on a given domain V. In principle, such distributions on the infinite-dimensional space M(V) can be constructed from their finite-dimensional marginals---the most prominent example being the construction of the Dirichlet process from finite-dimensional Dirichlet distributions. This approach is both intuitive and applicable to the construction of arbitrary distributions on M(V), but also hamstrung by a number of technical difficulties. We show how these difficulties can be resolved if the domain V is a Polish topological space, and give a representation theorem directly applicable to the construction of any probability distribution on M(V) whose first moment measure is well-defined. The proof draws on a projective limit theorem of Bochner, and on properties of set functions on Polish spaces to establish countable additivity of the resulting random probabilities.

Nonparametric mixtures of factor analyzers

The mixtures of factor analyzers (MFA) model allows data to be modeled as a mixture of Gaussians with a reduced parametrization. We present the formulation of a nonparametric form of the MFA model, the Dirichlet process MFA (DPMFA). The proposed model can be used for density estimation or clustering of high dimensiona data. We utilize the DPMFA for clustering the action potentials of different neurons from extracellular recordings, a problem known as spike sorting. DPMFA model is compared to Dirichlet process mixtures of Gaussians model (DPGMM) which has a higher computational complexity. We show that DPMFA has similar modeling performance in lower dimensions when compared to DPGMM, and is able to work in higher dimensions. ©2009 IEEE.

Determinantal Clustering Processes - A Nonparametric Bayesian Approach to Kernel Based Semi-Supervised Clustering

Semi-supervised clustering is the task of clustering data points into clusters where only a fraction of the points are labelled. The true number of clusters in the data is often unknown and most models require this parameter as an input. Dirichlet process mixture models are appealing as they can infer the number of clusters from the data. However, these models do not deal with high dimensional data well and can encounter difficulties in inference. We present a novel nonparameteric Bayesian kernel based method to cluster data points without the need to prespecify the number of clusters or to model complicated densities from which data points are assumed to be generated from. The key insight is to use determinants of submatrices of a kernel matrix as a measure of how close together a set of points are. We explore some theoretical properties of the model and derive a natural Gibbs based algorithm with MCMC hyperparameter learning. The model is implemented on a variety of synthetic and real world data sets.

A reversible infinite HMM using normalised random measures

Copyright 2014 by the author(s). We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected we define a prior over random walks on graphs that results in a reversible Markov chain. The resulting prior over infinite transition matrices is closely related to the hierarchical Dirichlet process but enforces reversibility. A reinforcement scheme has recently been proposed with similar properties, but the de Finetti measure is not well characterised. We take the alternative approach of explicitly constructing the mixing measure, which allows more straightforward and efficient inference at the cost of no longer having a closed form predictive distribution. We use our process to construct a reversible infinite HMM which we apply to two real datasets, one from epigenomics and one ion channel recording.