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.

An approximate method for the solution of an influence function foil rolling model

Fleck and Johnson (Int. J. Mech. Sci. 29 (1987) 507) and Fleck et al. (Proc. Inst. Mech. Eng. 206 (1992) 119) have developed foil rolling models which allow for large deformations in the roll profile, including the possibility that the rolls flatten completely. However, these models require computationally expensive iterative solution techniques. A new approach to the approximate solution of the Fleck et al. (1992) Influence Function Model has been developed using both analytic and approximation techniques. The numerical difficulties arising from solving an integral equation in the flattened region have been reduced by applying an Inverse Hilbert Transform to get an analytic expression for the pressure. The method described in this paper is applicable to cases where there is or there is not a flat region.

Integrating science through Bayesian Belief Networks : case study of Lyngbya in Moreton Bay

Bayesian Belief Networks (BBNs) are emerging as valuable tools for investigating complex ecological problems. In a BBN, the important variables in a problem are identified and causal relationships are represented graphically. Underpinning this is the probabilistic framework in which variables can take on a finite range of mutually exclusive states. Associated with each variable is a conditional probability table (CPT), showing the probability of a variable attaining each of its possible states conditioned on all possible combinations of it parents. Whilst the variables (nodes) are connected, the CPT attached to each node can be quantified independently. This allows each variable to be populated with the best data available, including expert opinion, simulation results or observed data. It also allows the information to be easily updated as better data become available ----- ----- This paper reports on the process of developing a BBN to better understand the initial rapid growth phase (initiation) of a marine cyanobacterium, Lyngbya majuscula, in Moreton Bay, Queensland. Anecdotal evidence suggests that Lyngbya blooms in this region have increased in severity and extent over the past decade. Lyngbya has been associated with acute dermatitis and a range of other health problems in humans. Blooms have been linked to ecosystem degradation and have also damaged commercial and recreational fisheries. However, the causes of blooms are as yet poorly understood.

Bayesian versus frequentist statistical inference for investi gating a one-off cancer cluster reported to a health department

Background The problem of silent multiple comparisons is one of the most difficult statistical problems faced by scientists. It is a particular problem for investigating a one-off cancer cluster reported to a health department because any one of hundreds, or possibly thousands, of neighbourhoods, schools, or workplaces could have reported a cluster, which could have been for any one of several types of cancer or any one of several time periods. Methods This paper contrasts the frequentist approach with a Bayesian approach for dealing with silent multiple comparisons in the context of a one-off cluster reported to a health department. Two published cluster investigations were re-analysed using the Dunn-Sidak method to adjust frequentist p-values and confidence intervals for silent multiple comparisons. Bayesian methods were based on the Gamma distribution. Results Bayesian analysis with non-informative priors produced results similar to the frequentist analysis, and suggested that both clusters represented a statistical excess. In the frequentist framework, the statistical significance of both clusters was extremely sensitive to the number of silent multiple comparisons, which can only ever be a subjective "guesstimate". The Bayesian approach is also subjective: whether there is an apparent statistical excess depends on the specified prior. Conclusion In cluster investigations, the frequentist approach is just as subjective as the Bayesian approach, but the Bayesian approach is less ambitious in that it treats the analysis as a synthesis of data and personal judgements (possibly poor ones), rather than objective reality. Bayesian analysis is (arguably) a useful tool to support complicated decision-making, because it makes the uncertainty associated with silent multiple comparisons explicit.

Bayesian model averaging for harmful algal bloom prediction

Harmful Algal Blooms (HABs) are a worldwide problem that have been increasing in frequency and extent over the past several decades. HABs severely damage aquatic ecosystems by destroying benthic habitat, reducing invertebrate and fish populations and affecting larger species such as dugong that rely on seagrasses for food. Few statistical models for predicting HAB occurrences have been developed, and in common with most predictive models in ecology, those that have been developed do not fully account for uncertainties in parameters and model structure. This makes management decisions based on these predictions more risky than might be supposed. We used a probit time series model and Bayesian Model Averaging (BMA) to predict occurrences of blooms of Lyngbya majuscula, a toxic cyanophyte, in Deception Bay, Queensland, Australia. We found a suite of useful predictors for HAB occurrence, with Temperature figuring prominently in models with the majority of posterior support, and a model consisting of the single covariate average monthly minimum temperature showed by far the greatest posterior support. A comparison of alternative model averaging strategies was made with one strategy using the full posterior distribution and a simpler approach that utilised the majority of the posterior distribution for predictions but with vastly fewer models. Both BMA approaches showed excellent predictive performance with little difference in their predictive capacity. Applications of BMA are still rare in ecology, particularly in management settings. This study demonstrates the power of BMA as an important management tool that is capable of high predictive performance while fully accounting for both parameter and model uncertainty.

A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean

Phase-type distributions represent the time to absorption for a finite state Markov chain in continuous time, generalising the exponential distribution and providing a flexible and useful modelling tool. We present a new reversible jump Markov chain Monte Carlo scheme for performing a fully Bayesian analysis of the popular Coxian subclass of phase-type models; the convenient Coxian representation involves fewer parameters than a more general phase-type model. The key novelty of our approach is that we model covariate dependence in the mean whilst using the Coxian phase-type model as a very general residual distribution. Such incorporation of covariates into the model has not previously been attempted in the Bayesian literature. A further novelty is that we also propose a reversible jump scheme for investigating structural changes to the model brought about by the introduction of Erlang phases. Our approach addresses more questions of inference than previous Bayesian treatments of this model and is automatic in nature. We analyse an example dataset comprising lengths of hospital stays of a sample of patients collected from two Australian hospitals to produce a model for a patient's expected length of stay which incorporates the effects of several covariates. This leads to interesting conclusions about what contributes to length of hospital stay with implications for hospital planning. We compare our results with an alternative classical analysis of these data.