Sequential anomaly detection in the presence of noise and limited feedback

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: 1) filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations and 2) hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset. © 1963-2012 IEEE.

The distribution of sales revenues from pharmaceutical innovation.

OBJECTIVE: This report updates our earlier work on the returns to pharmaceutical research and development (R&D) in the US (1980 to 1984), which showed that the returns distributions are highly skewed. It evaluates a more recent cohort of new drug introductions in the US (1988 to 1992) and examines how the returns distribution is emerging for drugs with life cycles concentrated in the 1990s versus the 1980s. DESIGN AND SETTING: Methods were described in detail in our earlier reports. The current sample included 110 new drug entities (including 28 orphan drugs), and sales data were obtained for the period 1988 to 1998, which represented between 7 and 11 years of sales for the drugs included. 20 years was chosen as the expected market life for this cohort, and a 2-step procedure was used to project future sales for the drugs--during the period until patent expiry and then beyond patent expiry until the 20-year time-horizon was completed. Thus, the values in the first half of the life cycle are essentially based on realised sales, while those in the second half are projected using information on patent expiry and other inputs. MAIN OUTCOME MEASURES AND RESULTS: Peak annual sales for the top decile of drugs introduced between 1988 and 1992 in the US amounted to almost $US1.1 billion compared with peak sales of less than $US175 million (1992 values) for the mean compound. In particular, the top decile accounted for 56% of overall sales revenue. Although the sales distributions were skewed in both our earlier and current analysis, the top decile in the later time-period exhibited more rapid rates of growth after launch, a peak that was more than 50% greater in real terms than for the 1980 to 1984 cohort, and a faster rate of expected decline in sales after patent expiry. One factor contributing to the distribution of sales revenues becoming more skewed over time is the orphan drug phenomenon (i.e. most of the orphan drugs are concentrated at the bottom of the distribution). CONCLUSION: The distribution of sales revenues for new drug compounds is highly skewed in nature. In this regard, the top decile of new drugs accounts for more than half of the total sales generated by the 1988 to 1992 cohort analysed. Furthermore, the distribution of sales revenues for this cohort is more skewed than that of the 1980 to 1984 cohort we analysed in previous research.

Lognormal and gamma mixed negative binomial regression

In regression analysis of counts, a lack of simple and efficient algorithms for posterior computation has made Bayesian approaches appear unattractive and thus underdeveloped. We propose a lognormal and gamma mixed negative binomial (NB) regression model for counts, and present efficient closed-form Bayesian inference; unlike conventional Poisson models, the proposed approach has two free parameters to include two different kinds of random effects, and allows the incorporation of prior information, such as sparsity in the regression coefficients. By placing a gamma distribution prior on the NB dispersion parameter r, and connecting a log-normal distribution prior with the logit of the NB probability parameter p, efficient Gibbs sampling and variational Bayes inference are both developed. The closed-form updates are obtained by exploiting conditional conjugacy via both a compound Poisson representation and a Polya-Gamma distribution based data augmentation approach. The proposed Bayesian inference can be implemented routinely, while being easily generalizable to more complex settings involving multivariate dependence structures. The algorithms are illustrated using real examples. Copyright 2012 by the author(s)/owner(s).

The vertebrate taxonomy ontology: a framework for reasoning across model organism and species phenotypes.

BACKGROUND: A hierarchical taxonomy of organisms is a prerequisite for semantic integration of biodiversity data. Ideally, there would be a single, expansive, authoritative taxonomy that includes extinct and extant taxa, information on synonyms and common names, and monophyletic supraspecific taxa that reflect our current understanding of phylogenetic relationships. DESCRIPTION: As a step towards development of such a resource, and to enable large-scale integration of phenotypic data across vertebrates, we created the Vertebrate Taxonomy Ontology (VTO), a semantically defined taxonomic resource derived from the integration of existing taxonomic compilations, and freely distributed under a Creative Commons Zero (CC0) public domain waiver. The VTO includes both extant and extinct vertebrates and currently contains 106,947 taxonomic terms, 22 taxonomic ranks, 104,736 synonyms, and 162,400 cross-references to other taxonomic resources. Key challenges in constructing the VTO included (1) extracting and merging names, synonyms, and identifiers from heterogeneous sources; (2) structuring hierarchies of terms based on evolutionary relationships and the principle of monophyly; and (3) automating this process as much as possible to accommodate updates in source taxonomies. CONCLUSIONS: The VTO is the primary source of taxonomic information used by the Phenoscape Knowledgebase (http://phenoscape.org/), which integrates genetic and evolutionary phenotype data across both model and non-model vertebrates. The VTO is useful for inferring phenotypic changes on the vertebrate tree of life, which enables queries for candidate genes for various episodes in vertebrate evolution.

The 2015 Bioinformatics Open Source Conference (BOSC 2015).

The Bioinformatics Open Source Conference (BOSC) is organized by the Open Bioinformatics Foundation (OBF), a nonprofit group dedicated to promoting the practice and philosophy of open source software development and open science within the biological research community. Since its inception in 2000, BOSC has provided bioinformatics developers with a forum for communicating the results of their latest efforts to the wider research community. BOSC offers a focused environment for developers and users to interact and share ideas about standards; software development practices; practical techniques for solving bioinformatics problems; and approaches that promote open science and sharing of data, results, and software. BOSC is run as a two-day special interest group (SIG) before the annual Intelligent Systems in Molecular Biology (ISMB) conference. BOSC 2015 took place in Dublin, Ireland, and was attended by over 125 people, about half of whom were first-time attendees. Session topics included "Data Science;" "Standards and Interoperability;" "Open Science and Reproducibility;" "Translational Bioinformatics;" "Visualization;" and "Bioinformatics Open Source Project Updates". In addition to two keynote talks and dozens of shorter talks chosen from submitted abstracts, BOSC 2015 included a panel, titled "Open Source, Open Door: Increasing Diversity in the Bioinformatics Open Source Community," that provided an opportunity for open discussion about ways to increase the diversity of participants in BOSC in particular, and in open source bioinformatics in general. The complete program of BOSC 2015 is available online at http://www.open-bio.org/wiki/BOSC_2015_Schedule.

Data to Decision in a Dynamic Ocean: Robust Species Distribution Models and Spatial Decision Frameworks

Human use of the oceans is increasingly in conflict with conservation of endangered species. Methods for managing the spatial and temporal placement of industries such as military, fishing, transportation and offshore energy, have historically been post hoc; i.e. the time and place of human activity is often already determined before assessment of environmental impacts. In this dissertation, I build robust species distribution models in two case study areas, US Atlantic (Best et al. 2012) and British Columbia (Best et al. 2015), predicting presence and abundance respectively, from scientific surveys. These models are then applied to novel decision frameworks for preemptively suggesting optimal placement of human activities in space and time to minimize ecological impacts: siting for offshore wind energy development, and routing ships to minimize risk of striking whales. Both decision frameworks relate the tradeoff between conservation risk and industry profit with synchronized variable and map views as online spatial decision support systems.

For siting offshore wind energy development (OWED) in the U.S. Atlantic (chapter 4), bird density maps are combined across species with weights of OWED sensitivity to collision and displacement and 10 km2 sites are compared against OWED profitability based on average annual wind speed at 90m hub heights and distance to transmission grid. A spatial decision support system enables toggling between the map and tradeoff plot views by site. A selected site can be inspected for sensitivity to a cetaceans throughout the year, so as to capture months of the year which minimize episodic impacts of pre-operational activities such as seismic airgun surveying and pile driving.

Routing ships to avoid whale strikes (chapter 5) can be similarly viewed as a tradeoff, but is a different problem spatially. A cumulative cost surface is generated from density surface maps and conservation status of cetaceans, before applying as a resistance surface to calculate least-cost routes between start and end locations, i.e. ports and entrance locations to study areas. Varying a multiplier to the cost surface enables calculation of multiple routes with different costs to conservation of cetaceans versus cost to transportation industry, measured as distance. Similar to the siting chapter, a spatial decisions support system enables toggling between the map and tradeoff plot view of proposed routes. The user can also input arbitrary start and end locations to calculate the tradeoff on the fly.

Essential to the input of these decision frameworks are distributions of the species. The two preceding chapters comprise species distribution models from two case study areas, U.S. Atlantic (chapter 2) and British Columbia (chapter 3), predicting presence and density, respectively. Although density is preferred to estimate potential biological removal, per Marine Mammal Protection Act requirements in the U.S., all the necessary parameters, especially distance and angle of observation, are less readily available across publicly mined datasets.

In the case of predicting cetacean presence in the U.S. Atlantic (chapter 2), I extracted datasets from the online OBIS-SEAMAP geo-database, and integrated scientific surveys conducted by ship (n=36) and aircraft (n=16), weighting a Generalized Additive Model by minutes surveyed within space-time grid cells to harmonize effort between the two survey platforms. For each of 16 cetacean species guilds, I predicted the probability of occurrence from static environmental variables (water depth, distance to shore, distance to continental shelf break) and time-varying conditions (monthly sea-surface temperature). To generate maps of presence vs. absence, Receiver Operator Characteristic (ROC) curves were used to define the optimal threshold that minimizes false positive and false negative error rates. I integrated model outputs, including tables (species in guilds, input surveys) and plots (fit of environmental variables, ROC curve), into an online spatial decision support system, allowing for easy navigation of models by taxon, region, season, and data provider.

For predicting cetacean density within the inner waters of British Columbia (chapter 3), I calculated density from systematic, line-transect marine mammal surveys over multiple years and seasons (summer 2004, 2005, 2008, and spring/autumn 2007) conducted by Raincoast Conservation Foundation. Abundance estimates were calculated using two different methods: Conventional Distance Sampling (CDS) and Density Surface Modelling (DSM). CDS generates a single density estimate for each stratum, whereas DSM explicitly models spatial variation and offers potential for greater precision by incorporating environmental predictors. Although DSM yields a more relevant product for the purposes of marine spatial planning, CDS has proven to be useful in cases where there are fewer observations available for seasonal and inter-annual comparison, particularly for the scarcely observed elephant seal. Abundance estimates are provided on a stratum-specific basis. Steller sea lions and harbour seals are further differentiated by ‘hauled out’ and ‘in water’. This analysis updates previous estimates (Williams & Thomas 2007) by including additional years of effort, providing greater spatial precision with the DSM method over CDS, novel reporting for spring and autumn seasons (rather than summer alone), and providing new abundance estimates for Steller sea lion and northern elephant seal. In addition to providing a baseline of marine mammal abundance and distribution, against which future changes can be compared, this information offers the opportunity to assess the risks posed to marine mammals by existing and emerging threats, such as fisheries bycatch, ship strikes, and increased oil spill and ocean noise issues associated with increases of container ship and oil tanker traffic in British Columbia’s continental shelf waters.

Starting with marine animal observations at specific coordinates and times, I combine these data with environmental data, often satellite derived, to produce seascape predictions generalizable in space and time. These habitat-based models enable prediction of encounter rates and, in the case of density surface models, abundance that can then be applied to management scenarios. Specific human activities, OWED and shipping, are then compared within a tradeoff decision support framework, enabling interchangeable map and tradeoff plot views. These products make complex processes transparent for gaming conservation, industry and stakeholders towards optimal marine spatial management, fundamental to the tenets of marine spatial planning, ecosystem-based management and dynamic ocean management.

State Political Parties in American Politics: Innovation and Integration in the Party System

What role do state party organizations play in twenty-first century American politics? What is the nature of the relationship between the state and national party organizations in contemporary elections? These questions frame the three studies presented in this dissertation. More specifically, I examine the organizational development of the state party organizations and the strategic interactions and connections between the state and national party organizations in contemporary elections.

In the first empirical chapter, I argue that the Internet Age represents a significant transitional period for state party organizations. Using data collected from surveys of state party leaders, this chapter reevaluates and updates existing theories of party organizational strength and demonstrates the importance of new indicators of party technological capacity to our understanding of party organizational development in the early twenty-first century. In the second chapter, I ask whether the national parties utilize different strategies in deciding how to allocate resources to state parties through fund transfers and through the 50-state-strategy party-building programs that both the Democratic and Republican National Committees advertised during the 2010 elections. Analyzing data collected from my 2011 state party survey and party-fund-transfer data collected from the Federal Election Commission, I find that the national parties considered a combination of state and national electoral concerns in directing assistance to the state parties through their 50-state strategies, as opposed to the strict battleground-state strategy that explains party fund transfers. In my last chapter, I examine the relationships between platforms issued by Democratic and Republican state and national parties and the strategic considerations that explain why state platforms vary in their degree of similarity to the national platform. I analyze an extensive platform dataset, using cluster analysis and document similarity measures to compare platform content across the 1952 to 2014 period. The analysis shows that, as a group, Democratic and Republican state platforms exhibit greater intra-party homogeneity and inter-party heterogeneity starting in the early 1990s, and state-national platform similarity is higher in states that are key players in presidential elections, among other factors. Together, these three studies demonstrate the significance of the state party organizations and the state-national party partnership in contemporary politics.