Projected sequential Gaussian processes: flexible interpolation for large data sets

Recently within the machine learning and spatial statistics communities many papers have explored the potential of reduced rank representations of the covariance matrix, often referred to as projected or fixed rank approaches. In such methods the covariance function of the posterior process is represented by a reduced rank approximation which is chosen such that there is minimal information loss. In this paper a sequential framework for inference in such projected processes is presented, where the observations are considered one at a time. We introduce a C++ library for carrying out such projected, sequential estimation which adds several novel features. In particular we have incorporated the ability to use a generic observation operator, or sensor model, to permit data fusion. We can also cope with a range of observation error characteristics, including non-Gaussian observation errors. Inference for the variogram parameters is based on maximum likelihood estimation. We illustrate the projected sequential method in application to synthetic and real data sets. We discuss the software implementation and suggest possible future extensions.

Projected sequential Gaussian processes:a C++ tool for interpolation of large datasets with heterogeneous noise

Heterogeneous datasets arise naturally in most applications due to the use of a variety of sensors and measuring platforms. Such datasets can be heterogeneous in terms of the error characteristics and sensor models. Treating such data is most naturally accomplished using a Bayesian or model-based geostatistical approach; however, such methods generally scale rather badly with the size of dataset, and require computationally expensive Monte Carlo based inference. Recently within the machine learning and spatial statistics communities many papers have explored the potential of reduced rank representations of the covariance matrix, often referred to as projected or fixed rank approaches. In such methods the covariance function of the posterior process is represented by a reduced rank approximation which is chosen such that there is minimal information loss. In this paper a sequential Bayesian framework for inference in such projected processes is presented. The observations are considered one at a time which avoids the need for high dimensional integrals typically required in a Bayesian approach. A C++ library, gptk, which is part of the INTAMAP web service, is introduced which implements projected, sequential estimation and adds several novel features. In particular the library includes the ability to use a generic observation operator, or sensor model, to permit data fusion. It is also possible to cope with a range of observation error characteristics, including non-Gaussian observation errors. Inference for the covariance parameters is explored, including the impact of the projected process approximation on likelihood profiles. We illustrate the projected sequential method in application to synthetic and real datasets. Limitations and extensions are discussed. © 2010 Elsevier Ltd.

Data methods in optometry. Part 10: non-linear regression analysis

1. The techniques associated with regression, whether linear or non-linear, are some of the most useful statistical procedures that can be applied in clinical studies in optometry. 2. In some cases, there may be no scientific model of the relationship between X and Y that can be specified in advance and the objective may be to provide a ‘curve of best fit’ for predictive purposes. In such cases, the fitting of a general polynomial type curve may be the best approach. 3. An investigator may have a specific model in mind that relates Y to X and the data may provide a test of this hypothesis. Some of these curves can be reduced to a linear regression by transformation, e.g., the exponential and negative exponential decay curves. 4. In some circumstances, e.g., the asymptotic curve or logistic growth law, a more complex process of curve fitting involving non-linear estimation will be required.

Factors determining disease duration in Alzheimer's disease:a postmortem study of 103 cases using the Kaplan-Meier estimator and Cox regression

Factors associated with duration of dementia in a consecutive series of 103 Alzheimer's disease (AD) cases were studied using the Kaplan-Meier estimator and Cox regression analysis (proportional hazard model). Mean disease duration was 7.1 years (range: 6 weeks-30 years, standard deviation = 5.18); 25% of cases died within four years, 50% within 6.9 years, and 75% within 10 years. Familial AD cases (FAD) had a longer duration than sporadic cases (SAD), especially cases linked to presenilin (PSEN) genes. No significant differences in duration were associated with age, sex, or apolipoprotein E (Apo E) genotype. Duration was reduced in cases with arterial hypertension. Cox regression analysis suggested longer duration was associated with an earlier disease onset and increased senile plaque (SP) and neurofibrillary tangle (NFT) pathology in the orbital gyrus (OrG), CA1 sector of the hippocampus, and nucleus basalis of Meynert (NBM). The data suggest shorter disease duration in SAD and in cases with hypertensive comorbidity. In addition, degree of neuropathology did not influence survival, but spread of SP/NFT pathology into the frontal lobe, hippocampus, and basal forebrain was associated with longer disease duration. © 2014 R. A. Armstrong.