Gaussian mixture modeling with Gaussian process latent variable models

Density modeling is notoriously difficult for high dimensional data. One approach to the problem is to search for a lower dimensional manifold which captures the main characteristics of the data. Recently, the Gaussian Process Latent Variable Model (GPLVM) has successfully been used to find low dimensional manifolds in a variety of complex data. The GPLVM consists of a set of points in a low dimensional latent space, and a stochastic map to the observed space. We show how it can be interpreted as a density model in the observed space. However, the GPLVM is not trained as a density model and therefore yields bad density estimates. We propose a new training strategy and obtain improved generalisation performance and better density estimates in comparative evaluations on several benchmark data sets. © 2010 Springer-Verlag.

Adaptive Mixture Modelling Metropolis Methods for Bayesian Analysis of Non-linear State-Space Models.

We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation is a Metropolis-Hastings method for the time series of state variables based on sequential approximation of filtering and smoothing densities using normal mixtures. These mixtures are propagated through the non-linearities using an accurate, local mixture approximation method, and we use a regenerating procedure to deal with potential degeneracy of mixture components. This provides accurate, direct approximations to sequential filtering and retrospective smoothing distributions, and hence a useful construction of global Metropolis proposal distributions for simulation of posteriors for the set of states. This analysis is embedded within a Gibbs sampler to include uncertain fixed parameters. We give an example motivated by an application in systems biology. Supplemental materials provide an example based on a stochastic volatility model as well as MATLAB code.

Mixture Cure Survival Models with Dependent Censoring

A number of authors have studies the mixture survival model to analyze survival data with nonnegligible cure fractions. A key assumption made by these authors is the independence between the survival time and the censoring time. To our knowledge, no one has studies the mixture cure model in the presence of dependent censoring. To account for such dependence, we propose a more general cure model which allows for dependent censoring. In particular, we derive the cure models from the perspective of competing risks and model the dependence between the censoring time and the survival time using a class of Archimedean copula models. Within this framework, we consider the parameter estimation, the cure detection, and the two-sample comparison of latency distribution in the presence of dependent censoring when a proportion of patients is deemed cured. Large sample results using the martingale theory are obtained. We applied the proposed methodologies to the SEER prostate cancer data.

Mixture of time-dependent growth models with an application to blue swimmer crab length-frequency data

Understanding how aquatic species grow is fundamental in fisheries because stock assessment often relies on growth dependent statistical models. Length-frequency-based methods become important when more applicable data for growth model estimation are either not available or very expensive. In this article, we develop a new framework for growth estimation from length-frequency data using a generalized von Bertalanffy growth model (VBGM) framework that allows for time-dependent covariates to be incorporated. A finite mixture of normal distributions is used to model the length-frequency cohorts of each month with the means constrained to follow a VBGM. The variances of the finite mixture components are constrained to be a function of mean length, reducing the number of parameters and allowing for an estimate of the variance at any length. To optimize the likelihood, we use a minorization–maximization (MM) algorithm with a Nelder–Mead sub-step. This work was motivated by the decline in catches of the blue swimmer crab (BSC) (Portunus armatus) off the east coast of Queensland, Australia. We test the method with a simulation study and then apply it to the BSC fishery data.

Latent variable models in statistical genetics

Understanding the complexities that are involved in the genetics of multifactorial diseases is still a monumental task. In addition to environmental factors that can influence the risk of disease, there is also a number of other complicating factors. Genetic variants associated with age of disease onset may be different from those variants associated with overall risk of disease, and variants may be located in positions that are not consistent with the traditional protein coding genetic paradigm. Latent Variable Models are well suited for the analysis of genetic data. A latent variable is one that we do not directly observe, but which is believed to exist or is included for computational or analytic convenience in a model. This thesis presents a mixture of methodological developments utilising latent variables, and results from case studies in genetic epidemiology and comparative genomics. Epidemiological studies have identified a number of environmental risk factors for appendicitis, but the disease aetiology of this oft thought useless vestige remains largely a mystery. The effects of smoking on other gastrointestinal disorders are well documented, and in light of this, the thesis investigates the association between smoking and appendicitis through the use of latent variables. By utilising data from a large Australian twin study questionnaire as both cohort and case-control, evidence is found for the association between tobacco smoking and appendicitis. Twin and family studies have also found evidence for the role of heredity in the risk of appendicitis. Results from previous studies are extended here to estimate the heritability of age-at-onset and account for the eect of smoking. This thesis presents a novel approach for performing a genome-wide variance components linkage analysis on transformed residuals from a Cox regression. This method finds evidence for a dierent subset of genes responsible for variation in age at onset than those associated with overall risk of appendicitis. Motivated by increasing evidence of functional activity in regions of the genome once thought of as evolutionary graveyards, this thesis develops a generalisation to the Bayesian multiple changepoint model on aligned DNA sequences for more than two species. This sensitive technique is applied to evaluating the distributions of evolutionary rates, with the finding that they are much more complex than previously apparent. We show strong evidence for at least 9 well-resolved evolutionary rate classes in an alignment of four Drosophila species and at least 7 classes in an alignment of four mammals, including human. A pattern of enrichment and depletion of genic regions in the profiled segments suggests they are functionally significant, and most likely consist of various functional classes. Furthermore, a method of incorporating alignment characteristics representative of function such as GC content and type of mutation into the segmentation model is developed within this thesis. Evidence of fine-structured segmental variation is presented.

Bayesian hybrid algorithms and models : implementation and associated issues

This thesis addresses computational challenges arising from Bayesian analysis of complex real-world problems. Many of the models and algorithms designed for such analysis are ‘hybrid’ in nature, in that they are a composition of components for which their individual properties may be easily described but the performance of the model or algorithm as a whole is less well understood. The aim of this research project is to after a better understanding of the performance of hybrid models and algorithms. The goal of this thesis is to analyse the computational aspects of hybrid models and hybrid algorithms in the Bayesian context. The first objective of the research focuses on computational aspects of hybrid models, notably a continuous finite mixture of t-distributions. In the mixture model, an inference of interest is the number of components, as this may relate to both the quality of model fit to data and the computational workload. The analysis of t-mixtures using Markov chain Monte Carlo (MCMC) is described and the model is compared to the Normal case based on the goodness of fit. Through simulation studies, it is demonstrated that the t-mixture model can be more flexible and more parsimonious in terms of number of components, particularly for skewed and heavytailed data. The study also reveals important computational issues associated with the use of t-mixtures, which have not been adequately considered in the literature. The second objective of the research focuses on computational aspects of hybrid algorithms for Bayesian analysis. Two approaches will be considered: a formal comparison of the performance of a range of hybrid algorithms and a theoretical investigation of the performance of one of these algorithms in high dimensions. For the first approach, the delayed rejection algorithm, the pinball sampler, the Metropolis adjusted Langevin algorithm, and the hybrid version of the population Monte Carlo (PMC) algorithm are selected as a set of examples of hybrid algorithms. Statistical literature shows how statistical efficiency is often the only criteria for an efficient algorithm. In this thesis the algorithms are also considered and compared from a more practical perspective. This extends to the study of how individual algorithms contribute to the overall efficiency of hybrid algorithms, and highlights weaknesses that may be introduced by the combination process of these components in a single algorithm. The second approach to considering computational aspects of hybrid algorithms involves an investigation of the performance of the PMC in high dimensions. It is well known that as a model becomes more complex, computation may become increasingly difficult in real time. In particular the importance sampling based algorithms, including the PMC, are known to be unstable in high dimensions. This thesis examines the PMC algorithm in a simplified setting, a single step of the general sampling, and explores a fundamental problem that occurs in applying importance sampling to a high-dimensional problem. The precision of the computed estimate from the simplified setting is measured by the asymptotic variance of the estimate under conditions on the importance function. Additionally, the exponential growth of the asymptotic variance with the dimension is demonstrated and we illustrates that the optimal covariance matrix for the importance function can be estimated in a special case.

Relative entropy rate based design for linear hybrid system models

Hybrid system representations have been applied to many challenging modeling situations. In these hybrid system representations, a mixture of continuous and discrete states is used to capture the dominating behavioural features of a nonlinear, possible uncertain, model under approximation. Unfortunately, the problem of how to best design a suitable hybrid system model has not yet been fully addressed. This paper proposes a new joint state measurement relative entropy rate based approach for this design purpose. Design examples and simulation studies are presented which highlight the benefits of our proposed design approaches.

Optical and microscopic study of a polymer-nanotube mixture for organic photovoltaic applications

Organic solar cells based on bulk heterojunction between a conductive polymer and a carbon nanostructure offer potential advantages compared to conventional inorganic cells. Low cost, light weight, flexibility and high peak power per unit weight are all features that can be considered a reality for organic photovoltaics. Although polymer/carbon nanotubes solar cells have been proposed, only low power conversion efficiencies have been reached without addressing the mechanisms responsible for this poor performance. The purpose of this work is therefore to investigate the basic interaction between carbon nanotubes and poly(3-hexylthiophene) in order to demonstrate how this interaction affects the performance of photovoltaic devices. The outcomes of this study are the contributions made to the knowledge of the phenomena explaining the behaviour of electronic devices based on carbon nanotubes and poly(3-hexylthiophene). In this PhD, polymer thin films with the inclusion of uniformly distributed carbon nanotubes were deposited from solution and characterised. The bulk properties of the composites were studied with microscopy and spectroscopy techniques to provide evidence of higher degrees of polymer order when interacting with carbon nanotubes. Although bulk investigation techniques provided useful information about the interaction between the polymer and the nanotubes, clear evidence of the phenomena affecting the heterojunction formed between the two species was investigated at nanoscale. Identifying chirality-driven polymer assisted assembly on the carbon nanotube surface was one of the major achievements of this study. Moreover, the analysis of the electrical behaviour of the heterojunction between the polymer and the nanotube highlighted the charge transfer responsible for the low performance of photovoltaic devices. Polymer and carbon nanotube composite-based devices were fabricated and characterised in order to study their electronic properties. The carbon nanotube introduction in the polymer matrix evidenced a strong electrical conductivity enhancement but also a lower photoconductivity response. Moreover, the extension of pristine polymer device characterisation models to composites based devices evidenced the conduction mechanisms related to nanotubes. Finally, the introduction of carbon nanotubes in the polymer matrix was demonstrated to improve the pristine polymer solar cell performance and the spectral response even though the power conversion efficiency is still too low.

An evaluation of different features and learning models for anomalous event detection

The huge amount of CCTV footage available makes it very burdensome to process these videos manually through human operators. This has made automated processing of video footage through computer vision technologies necessary. During the past several years, there has been a large effort to detect abnormal activities through computer vision techniques. Typically, the problem is formulated as a novelty detection task where the system is trained on normal data and is required to detect events which do not fit the learned ‘normal’ model. There is no precise and exact definition for an abnormal activity; it is dependent on the context of the scene. Hence there is a requirement for different feature sets to detect different kinds of abnormal activities. In this work we evaluate the performance of different state of the art features to detect the presence of the abnormal objects in the scene. These include optical flow vectors to detect motion related anomalies, textures of optical flow and image textures to detect the presence of abnormal objects. These extracted features in different combinations are modeled using different state of the art models such as Gaussian mixture model(GMM) and Semi- 2D Hidden Markov model(HMM) to analyse the performances. Further we apply perspective normalization to the extracted features to compensate for perspective distortion due to the distance between the camera and objects of consideration. The proposed approach is evaluated using the publicly available UCSD datasets and we demonstrate improved performance compared to other state of the art methods.

Semiparametric estimation of count regression models

This paper develops a semiparametric estimation approach for mixed count regression models based on series expansion for the unknown density of the unobserved heterogeneity. We use the generalized Laguerre series expansion around a gamma baseline density to model unobserved heterogeneity in a Poisson mixture model. We establish the consistency of the estimator and present a computational strategy to implement the proposed estimation techniques in the standard count model as well as in truncated, censored, and zero-inflated count regression models. Monte Carlo evidence shows that the finite sample behavior of the estimator is quite good. The paper applies the method to a model of individual shopping behavior. © 1999 Elsevier Science S.A. All rights reserved.