Reflections on the statistical analysis of personality and norms in war, peace, and prejudice: Are deviant minorities the problem?

The compelling quality of the Global Change simulation study (Altemeyer, 2003), in which high RWA (right-wing authoritarianism)/high SDO (social dominance orientation) individuals produced poor outcomes for the planet, rests on the inference that the link between high RWA/SDO scores and disaster in the simulation can be generalized to real environmental and social situations. However, we argue that studies of the Person × Situation interaction are biased to overestimate the role of the individual variability. When variables are operationalized, strongly normative items are excluded because they are skewed and kurtotic. This occurs both in the measurement of predictor constructs, such as RWA, and in the outcome constructs, such as prejudice and war. Analyses of normal linear statistics highlight personality variables such as RWA, which produce variance, and overlook the role of norms, which produce invariance. Where both normative and personality forces are operating, as in intergroup contexts, the linear analysis generates statistics for the sample that disproportionately reflect the behavior of the deviant, antinormative minority and direct attention away from the baseline, normative position. The implications of these findings for the link between high RWA and disaster are discussed.

A basis function approach to Bayesian inference in diffusion processes

In this paper, we present a framework for Bayesian inference in continuous-time diffusion processes. The new method is directly related to the recently proposed variational Gaussian Process approximation (VGPA) approach to Bayesian smoothing of partially observed diffusions. By adopting a basis function expansion (BF-VGPA), both the time-dependent control parameters of the approximate GP process and its moment equations are projected onto a lower-dimensional subspace. This allows us both to reduce the computational complexity and to eliminate the time discretisation used in the previous algorithm. The new algorithm is tested on an Ornstein-Uhlenbeck process. Our preliminary results show that BF-VGPA algorithm provides a reasonably accurate state estimation using a small number of basis functions.

Network optimisation - A statistical physics perspective

Inference and optimisation of real-value edge variables in sparse graphs are studied using the tree based Bethe approximation optimisation algorithms. Equilibrium states of general energy functions involving a large set of real edge-variables that interact at the network nodes are obtained for networks in various cases. These include different cost functions, connectivity values, constraints on the edge bandwidth and the case of multiclass optimisation.

Networking - a statistical physics perspective

Networking encompasses a variety of tasks related to the communication of information on networks; it has a substantial economic and societal impact on a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication networks become increasingly more complex, the ever increasing demand for congestion control, higher traffic capacity, quality of service, robustness and reduced energy consumption requires new tools and methods to meet these conflicting requirements. The new methodology should serve for gaining better understanding of the properties of networking systems at the macroscopic level, as well as for the development of new principled optimization and management algorithms at the microscopic level. Methods of statistical physics seem best placed to provide new approaches as they have been developed specifically to deal with nonlinear large-scale systems. This review aims at presenting an overview of tools and methods that have been developed within the statistical physics community and that can be readily applied to address the emerging problems in networking. These include diffusion processes, methods from disordered systems and polymer physics, probabilistic inference, which have direct relevance to network routing, file and frequency distribution, the exploration of network structures and vulnerability, and various other practical networking applications. © 2013 IOP Publishing Ltd.

Message-passing for inference and optimization of real variables on sparse graphs

The inference and optimization in sparse graphs with real variables is studied using methods of statistical mechanics. Efficient distributed algorithms for the resource allocation problem are devised. Numerical simulations show excellent performance and full agreement with the theoretical results. © Springer-Verlag Berlin Heidelberg 2006.

Bayesian Inference in Large-scale Problems

Many modern applications fall into the category of "large-scale" statistical problems, in which both the number of observations n and the number of features or parameters p may be large. Many existing methods focus on point estimation, despite the continued relevance of uncertainty quantification in the sciences, where the number of parameters to estimate often exceeds the sample size, despite huge increases in the value of n typically seen in many fields. Thus, the tendency in some areas of industry to dispense with traditional statistical analysis on the basis that "n=all" is of little relevance outside of certain narrow applications. The main result of the Big Data revolution in most fields has instead been to make computation much harder without reducing the importance of uncertainty quantification. Bayesian methods excel at uncertainty quantification, but often scale poorly relative to alternatives. This conflict between the statistical advantages of Bayesian procedures and their substantial computational disadvantages is perhaps the greatest challenge facing modern Bayesian statistics, and is the primary motivation for the work presented here.

Two general strategies for scaling Bayesian inference are considered. The first is the development of methods that lend themselves to faster computation, and the second is design and characterization of computational algorithms that scale better in n or p. In the first instance, the focus is on joint inference outside of the standard problem of multivariate continuous data that has been a major focus of previous theoretical work in this area. In the second area, we pursue strategies for improving the speed of Markov chain Monte Carlo algorithms, and characterizing their performance in large-scale settings. Throughout, the focus is on rigorous theoretical evaluation combined with empirical demonstrations of performance and concordance with the theory.

One topic we consider is modeling the joint distribution of multivariate categorical data, often summarized in a contingency table. Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. In Chapter 2, we derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions.

Latent class models for the joint distribution of multivariate categorical, such as the PARAFAC decomposition, data play an important role in the analysis of population structure. In this context, the number of latent classes is interpreted as the number of genetically distinct subpopulations of an organism, an important factor in the analysis of evolutionary processes and conservation status. Existing methods focus on point estimates of the number of subpopulations, and lack robust uncertainty quantification. Moreover, whether the number of latent classes in these models is even an identified parameter is an open question. In Chapter 3, we show that when the model is properly specified, the correct number of subpopulations can be recovered almost surely. We then propose an alternative method for estimating the number of latent subpopulations that provides good quantification of uncertainty, and provide a simple procedure for verifying that the proposed method is consistent for the number of subpopulations. The performance of the model in estimating the number of subpopulations and other common population structure inference problems is assessed in simulations and a real data application.

In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solution is to obtain regularized estimates of the parameters of a log-linear model. Bayesian methods provide a coherent approach to regularization, but are often computationally intensive. Conjugate priors ease computational demands, but the conjugate Diaconis--Ylvisaker priors for the parameters of log-linear models do not give rise to closed form credible regions, complicating posterior inference. In Chapter 4 we derive the optimal Gaussian approximation to the posterior for log-linear models with Diaconis--Ylvisaker priors, and provide convergence rate and finite-sample bounds for the Kullback-Leibler divergence between the exact posterior and the optimal Gaussian approximation. We demonstrate empirically in simulations and a real data application that the approximation is highly accurate, even in relatively small samples. The proposed approximation provides a computationally scalable and principled approach to regularized estimation and approximate Bayesian inference for log-linear models.

Another challenging and somewhat non-standard joint modeling problem is inference on tail dependence in stochastic processes. In applications where extreme dependence is of interest, data are almost always time-indexed. Existing methods for inference and modeling in this setting often cluster extreme events or choose window sizes with the goal of preserving temporal information. In Chapter 5, we propose an alternative paradigm for inference on tail dependence in stochastic processes with arbitrary temporal dependence structure in the extremes, based on the idea that the information on strength of tail dependence and the temporal structure in this dependence are both encoded in waiting times between exceedances of high thresholds. We construct a class of time-indexed stochastic processes with tail dependence obtained by endowing the support points in de Haan's spectral representation of max-stable processes with velocities and lifetimes. We extend Smith's model to these max-stable velocity processes and obtain the distribution of waiting times between extreme events at multiple locations. Motivated by this result, a new definition of tail dependence is proposed that is a function of the distribution of waiting times between threshold exceedances, and an inferential framework is constructed for estimating the strength of extremal dependence and quantifying uncertainty in this paradigm. The method is applied to climatological, financial, and electrophysiology data.

The remainder of this thesis focuses on posterior computation by Markov chain Monte Carlo. The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It has long been common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention has been paid to convergence and estimation error in these approximating Markov Chains. In Chapter 6, we propose a framework for assessing when to use approximations in MCMC algorithms, and how much error in the transition kernel should be tolerated to obtain optimal estimation performance with respect to a specified loss function and computational budget. The results require only ergodicity of the exact kernel and control of the kernel approximation accuracy. The theoretical framework is applied to approximations based on random subsets of data, low-rank approximations of Gaussian processes, and a novel approximating Markov chain for discrete mixture models.

Data augmentation Gibbs samplers are arguably the most popular class of algorithm for approximately sampling from the posterior distribution for the parameters of generalized linear models. The truncated Normal and Polya-Gamma data augmentation samplers are standard examples for probit and logit links, respectively. Motivated by an important problem in quantitative advertising, in Chapter 7 we consider the application of these algorithms to modeling rare events. We show that when the sample size is large but the observed number of successes is small, these data augmentation samplers mix very slowly, with a spectral gap that converges to zero at a rate at least proportional to the reciprocal of the square root of the sample size up to a log factor. In simulation studies, moderate sample sizes result in high autocorrelations and small effective sample sizes. Similar empirical results are observed for related data augmentation samplers for multinomial logit and probit models. When applied to a real quantitative advertising dataset, the data augmentation samplers mix very poorly. Conversely, Hamiltonian Monte Carlo and a type of independence chain Metropolis algorithm show good mixing on the same dataset.

Bayesian Emulation for Sequential Modeling, Inference and Decision Analysis

The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.

Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.

Evaluating statistical and machine learning methods to predict risk of in-hospital child mortality in Uganda

Thesis (Master's)--University of Washington, 2016-08

Simple approximate MAP inference for Dirichlet processes mixtures

The Dirichlet process mixture model (DPMM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as Gibbs sampling are required. As a result, DPMM-based methods, which have considerable potential, are restricted to applications in which computational resources and time for inference is plentiful. For example, they would not be practical for digital signal processing on embedded hardware, where computational resources are at a serious premium. Here, we develop a simplified yet statistically rigorous approximate maximum a-posteriori (MAP) inference algorithm for DPMMs. This algorithm is as simple as DP-means clustering, solves the MAP problem as well as Gibbs sampling, while requiring only a fraction of the computational effort. (For freely available code that implements the MAP-DP algorithm for Gaussian mixtures see http://www.maxlittle.net/.) Unlike related small variance asymptotics (SVA), our method is non-degenerate and so inherits the “rich get richer” property of the Dirichlet process. It also retains a non-degenerate closed-form likelihood which enables out-of-sample calculations and the use of standard tools such as cross-validation. We illustrate the benefits of our algorithm on a range of examples and contrast it to variational, SVA and sampling approaches from both a computational complexity perspective as well as in terms of clustering performance. We demonstrate the wide applicabiity of our approach by presenting an approximate MAP inference method for the infinite hidden Markov model whose performance contrasts favorably with a recently proposed hybrid SVA approach. Similarly, we show how our algorithm can applied to a semiparametric mixed-effects regression model where the random effects distribution is modelled using an infinite mixture model, as used in longitudinal progression modelling in population health science. Finally, we propose directions for future research on approximate MAP inference in Bayesian nonparametrics.

Statistical learning of random probability measures

The study of random probability measures is a lively research topic that has attracted interest from different fields in recent years. In this thesis, we consider random probability measures in the context of Bayesian nonparametrics, where the law of a random probability measure is used as prior distribution, and in the context of distributional data analysis, where the goal is to perform inference given avsample from the law of a random probability measure. The contributions contained in this thesis can be subdivided according to three different topics: (i) the use of almost surely discrete repulsive random measures (i.e., whose support points are well separated) for Bayesian model-based clustering, (ii) the proposal of new laws for collections of random probability measures for Bayesian density estimation of partially exchangeable data subdivided into different groups, and (iii) the study of principal component analysis and regression models for probability distributions seen as elements of the 2-Wasserstein space. Specifically, for point (i) above we propose an efficient Markov chain Monte Carlo algorithm for posterior inference, which sidesteps the need of split-merge reversible jump moves typically associated with poor performance, we propose a model for clustering high-dimensional data by introducing a novel class of anisotropic determinantal point processes, and study the distributional properties of the repulsive measures, shedding light on important theoretical results which enable more principled prior elicitation and more efficient posterior simulation algorithms. For point (ii) above, we consider several models suitable for clustering homogeneous populations, inducing spatial dependence across groups of data, extracting the characteristic traits common to all the data-groups, and propose a novel vector autoregressive model to study of growth curves of Singaporean kids. Finally, for point (iii), we propose a novel class of projected statistical methods for distributional data analysis for measures on the real line and on the unit-circle.

Exploring Iris Colour Prediction And Ancestry Inference In Admixed Populations Of South America.

New DNA-based predictive tests for physical characteristics and inference of ancestry are highly informative tools that are being increasingly used in forensic genetic analysis. Two eye colour prediction models: a Bayesian classifier - Snipper and a multinomial logistic regression (MLR) system for the Irisplex assay, have been described for the analysis of unadmixed European populations. Since multiple SNPs in combination contribute in varying degrees to eye colour predictability in Europeans, it is likely that these predictive tests will perform in different ways amongst admixed populations that have European co-ancestry, compared to unadmixed Europeans. In this study we examined 99 individuals from two admixed South American populations comparing eye colour versus ancestry in order to reveal a direct correlation of light eye colour phenotypes with European co-ancestry in admixed individuals. Additionally, eye colour prediction following six prediction models, using varying numbers of SNPs and based on Snipper and MLR, were applied to the study populations. Furthermore, patterns of eye colour prediction have been inferred for a set of publicly available admixed and globally distributed populations from the HGDP-CEPH panel and 1000 Genomes databases with a special emphasis on admixed American populations similar to those of the study samples.

Neural networks and statistical analysis for classification of corneal videokeratography maps based on Zernike coefficients: a quantitative comparison

PURPOSE: The main goal of this study was to develop and compare two different techniques for classification of specific types of corneal shapes when Zernike coefficients are used as inputs. A feed-forward artificial Neural Network (NN) and discriminant analysis (DA) techniques were used. METHODS: The inputs both for the NN and DA were the first 15 standard Zernike coefficients for 80 previously classified corneal elevation data files from an Eyesys System 2000 Videokeratograph (VK), installed at the Departamento de Oftalmologia of the Escola Paulista de Medicina, São Paulo. The NN had 5 output neurons which were associated with 5 typical corneal shapes: keratoconus, with-the-rule astigmatism, against-the-rule astigmatism, "regular" or "normal" shape and post-PRK. RESULTS: The NN and DA responses were statistically analyzed in terms of precision ([true positive+true negative]/total number of cases). Mean overall results for all cases for the NN and DA techniques were, respectively, 94% and 84.8%. CONCLUSION: Although we used a relatively small database, results obtained in the present study indicate that Zernike polynomials as descriptors of corneal shape may be a reliable parameter as input data for diagnostic automation of VK maps, using either NN or DA.

Turbulence in collisionless plasmas: statistical analysis from numerical simulations with pressure anisotropy

In recent years, we have experienced increasing interest in the understanding of the physical properties of collisionless plasmas, mostly because of the large number of astrophysical environments (e. g. the intracluster medium (ICM)) containing magnetic fields that are strong enough to be coupled with the ionized gas and characterized by densities sufficiently low to prevent the pressure isotropization with respect to the magnetic line direction. Under these conditions, a new class of kinetic instabilities arises, such as firehose and mirror instabilities, which have been studied extensively in the literature. Their role in the turbulence evolution and cascade process in the presence of pressure anisotropy, however, is still unclear. In this work, we present the first statistical analysis of turbulence in collisionless plasmas using three-dimensional numerical simulations and solving double-isothermal magnetohydrodynamic equations with the Chew-Goldberger-Low laws closure (CGL-MHD). We study models with different initial conditions to account for the firehose and mirror instabilities and to obtain different turbulent regimes. We found that the CGL-MHD subsonic and supersonic turbulences show small differences compared to the MHD models in most cases. However, in the regimes of strong kinetic instabilities, the statistics, i.e. the probability distribution functions (PDFs) of density and velocity, are very different. In subsonic models, the instabilities cause an increase in the dispersion of density, while the dispersion of velocity is increased by a large factor in some cases. Moreover, the spectra of density and velocity show increased power at small scales explained by the high growth rate of the instabilities. Finally, we calculated the structure functions of velocity and density fluctuations in the local reference frame defined by the direction of magnetic lines. The results indicate that in some cases the instabilities significantly increase the anisotropy of fluctuations. These results, even though preliminary and restricted to very specific conditions, show that the physical properties of turbulence in collisionless plasmas, as those found in the ICM, may be very different from what has been largely believed.

Searching for molecular markers in head and neck squamous cell carcinomas (HNSCC) by statistical and bioinformatic analysis of larynx-derived SAGE libraries

Background: Head and neck squamous cell carcinoma (HNSCC) is one of the most common malignancies in humans. The average 5-year survival rate is one of the lowest among aggressive cancers, showing no significant improvement in recent years. When detected early, HNSCC has a good prognosis, but most patients present metastatic disease at the time of diagnosis, which significantly reduces survival rate. Despite extensive research, no molecular markers are currently available for diagnostic or prognostic purposes. Methods: Aiming to identify differentially-expressed genes involved in laryngeal squamous cell carcinoma (LSCC) development and progression, we generated individual Serial Analysis of Gene Expression (SAGE) libraries from a metastatic and non-metastatic larynx carcinoma, as well as from a normal larynx mucosa sample. Approximately 54,000 unique tags were sequenced in three libraries. Results: Statistical data analysis identified a subset of 1,216 differentially expressed tags between tumor and normal libraries, and 894 differentially expressed tags between metastatic and non-metastatic carcinomas. Three genes displaying differential regulation, one down-regulated (KRT31) and two up-regulated (BST2, MFAP2), as well as one with a non-significant differential expression pattern (GNA15) in our SAGE data were selected for real-time polymerase chain reaction (PCR) in a set of HNSCC samples. Consistent with our statistical analysis, quantitative PCR confirmed the upregulation of BST2 and MFAP2 and the downregulation of KRT31 when samples of HNSCC were compared to tumor-free surgical margins. As expected, GNA15 presented a non-significant differential expression pattern when tumor samples were compared to normal tissues. Conclusion: To the best of our knowledge, this is the first study reporting SAGE data in head and neck squamous cell tumors. Statistical analysis was effective in identifying differentially expressed genes reportedly involved in cancer development. The differential expression of a subset of genes was confirmed in additional larynx carcinoma samples and in carcinomas from a distinct head and neck subsite. This result suggests the existence of potential common biomarkers for prognosis and targeted-therapy development in this heterogeneous type of tumor.