Mixture models for detecting differentially expressed genes in microarrays

An important and common problem in microarray experiments is the detection of genes that are differentially expressed in a given number of classes. As this problem concerns the selection of significant genes from a large pool of candidate genes, it needs to be carried out within the framework of multiple hypothesis testing. In this paper, we focus on the use of mixture models to handle the multiplicity issue. With this approach, a measure of the local FDR (false discovery rate) is provided for each gene. An attractive feature of the mixture model approach is that it provides a framework for the estimation of the prior probability that a gene is not differentially expressed, and this probability can subsequently be used in forming a decision rule. The rule can also be formed to take the false negative rate into account. We apply this approach to a well-known publicly available data set on breast cancer, and discuss our findings with reference to other approaches.

Why people underestimate y when extrapolating in linear functions

E. L. DeLosh, J. R. Busemeyer, and M. A. McDaniel (1997) found that when learning a positive, linear relationship between a continuous predictor (x) and a continuous criterion (y), trainees tend to underestimate y on items that ask the trainee to extrapolate. In 3 experiments, the authors examined the phenomenon and found that the tendency to underestimate y is reliable only in the so-called lower extrapolation region-that is, new values of x that lie between zero and the edge of the training region. Existing models of function learning, such as the extrapolation-association model (DeLosh et al., 1997) and the population of linear experts model (M. L. Kalish, S. Lewandowsky, & J. Kruschke, 2004), cannot account for these results. The authors show that with minor changes, both models can predict the correct pattern of results.

Performance analysis using equivariant kernel density estimator in nonlinear mixture

This paper investigates the performance analysis of separation of mutually independent sources in nonlinear models. The nonlinear mapping constituted by an unsupervised linear mixture is followed by an unknown and invertible nonlinear distortion, are found in many signal processing cases. Generally, blind separation of sources from their nonlinear mixtures is rather difficult. We propose using a kernel density estimator incorporated with equivariant gradient analysis to separate the sources with nonlinear distortion. The kernel density estimator parameters of which are iteratively updated to minimize the output independence expressed as a mutual information criterion. The equivariant gradient algorithm has the form of nonlinear decorrelation to perform the convergence analysis. Experiments are proposed to illustrate these results.

Mixtures of probabilistic principal component analysers

Principal component analysis (PCA) is one of the most popular techniques for processing, compressing and visualising data, although its effectiveness is limited by its global linearity. While nonlinear variants of PCA have been proposed, an alternative paradigm is to capture data complexity by a combination of local linear PCA projections. However, conventional PCA does not correspond to a probability density, and so there is no unique way to combine PCA models. Previous attempts to formulate mixture models for PCA have therefore to some extent been ad hoc. In this paper, PCA is formulated within a maximum-likelihood framework, based on a specific form of Gaussian latent variable model. This leads to a well-defined mixture model for probabilistic principal component analysers, whose parameters can be determined using an EM algorithm. We discuss the advantages of this model in the context of clustering, density modelling and local dimensionality reduction, and we demonstrate its application to image compression and handwritten digit recognition.

Estimating conditional volatility with neural networks

It is well known that one of the obstacles to effective forecasting of exchange rates is heteroscedasticity (non-stationary conditional variance). The autoregressive conditional heteroscedastic (ARCH) model and its variants have been used to estimate a time dependent variance for many financial time series. However, such models are essentially linear in form and we can ask whether a non-linear model for variance can improve results just as non-linear models (such as neural networks) for the mean have done. In this paper we consider two neural network models for variance estimation. Mixture Density Networks (Bishop 1994, Nix and Weigend 1994) combine a Multi-Layer Perceptron (MLP) and a mixture model to estimate the conditional data density. They are trained using a maximum likelihood approach. However, it is known that maximum likelihood estimates are biased and lead to a systematic under-estimate of variance. More recently, a Bayesian approach to parameter estimation has been developed (Bishop and Qazaz 1996) that shows promise in removing the maximum likelihood bias. However, up to now, this model has not been used for time series prediction. Here we compare these algorithms with two other models to provide benchmark results: a linear model (from the ARIMA family), and a conventional neural network trained with a sum-of-squares error function (which estimates the conditional mean of the time series with a constant variance noise model). This comparison is carried out on daily exchange rate data for five currencies.

Regularisation of mixture density networks

Mixture Density Networks are a principled method to model conditional probability density functions which are non-Gaussian. This is achieved by modelling the conditional distribution for each pattern with a Gaussian Mixture Model for which the parameters are generated by a neural network. This thesis presents a novel method to introduce regularisation in this context for the special case where the mean and variance of the spherical Gaussian Kernels in the mixtures are fixed to predetermined values. Guidelines for how these parameters can be initialised are given, and it is shown how to apply the evidence framework to mixture density networks to achieve regularisation. This also provides an objective stopping criteria that can replace the `early stopping' methods that have previously been used. If the neural network used is an RBF network with fixed centres this opens up new opportunities for improved initialisation of the network weights, which are exploited to start training relatively close to the optimum. The new method is demonstrated on two data sets. The first is a simple synthetic data set while the second is a real life data set, namely satellite scatterometer data used to infer the wind speed and wind direction near the ocean surface. For both data sets the regularisation method performs well in comparison with earlier published results. Ideas on how the constraint on the kernels may be relaxed to allow fully adaptable kernels are presented.

Data visualisation with missing data: A non-linear approach

Exploratory analysis of data in all sciences seeks to find common patterns to gain insights into the structure and distribution of the data. Typically visualisation methods like principal components analysis are used but these methods are not easily able to deal with missing data nor can they capture non-linear structure in the data. One approach to discovering complex, non-linear structure in the data is through the use of linked plots, or brushing, while ignoring the missing data. In this technical report we discuss a complementary approach based on a non-linear probabilistic model. The generative topographic mapping enables the visualisation of the effects of very many variables on a single plot, which is able to incorporate far more structure than a two dimensional principal components plot could, and deal at the same time with missing data. We show that using the generative topographic mapping provides us with an optimal method to explore the data while being able to replace missing values in a dataset, particularly where a large proportion of the data is missing.

Regularisation of mixture density networks

Mixture Density Networks are a principled method to model conditional probability density functions which are non-Gaussian. This is achieved by modelling the conditional distribution for each pattern with a Gaussian Mixture Model for which the parameters are generated by a neural network. This thesis presents a novel method to introduce regularisation in this context for the special case where the mean and variance of the spherical Gaussian Kernels in the mixtures are fixed to predetermined values. Guidelines for how these parameters can be initialised are given, and it is shown how to apply the evidence framework to mixture density networks to achieve regularisation. This also provides an objective stopping criteria that can replace the `early stopping' methods that have previously been used. If the neural network used is an RBF network with fixed centres this opens up new opportunities for improved initialisation of the network weights, which are exploited to start training relatively close to the optimum. The new method is demonstrated on two data sets. The first is a simple synthetic data set while the second is a real life data set, namely satellite scatterometer data used to infer the wind speed and wind direction near the ocean surface. For both data sets the regularisation method performs well in comparison with earlier published results. Ideas on how the constraint on the kernels may be relaxed to allow fully adaptable kernels are presented.

Finding relevant search engine results:a minimax linear programming approach

For a submitted query to multiple search engines finding relevant results is an important task. This paper formulates the problem of aggregation and ranking of multiple search engines results in the form of a minimax linear programming model. Besides the novel application, this study detects the most relevant information among a return set of ranked lists of documents retrieved by distinct search engines. Furthermore, two numerical examples aree used to illustrate the usefulness of the proposed approach.

Exploratory data analysis with non-linear and missing data in geochemistry

Exploratory analysis of data seeks to find common patterns to gain insights into the structure and distribution of the data. In geochemistry it is a valuable means to gain insights into the complicated processes making up a petroleum system. Typically linear visualisation methods like principal components analysis, linked plots, or brushing are used. These methods can not directly be employed when dealing with missing data and they struggle to capture global non-linear structures in the data, however they can do so locally. This thesis discusses a complementary approach based on a non-linear probabilistic model. The generative topographic mapping (GTM) enables the visualisation of the effects of very many variables on a single plot, which is able to incorporate more structure than a two dimensional principal components plot. The model can deal with uncertainty, missing data and allows for the exploration of the non-linear structure in the data. In this thesis a novel approach to initialise the GTM with arbitrary projections is developed. This makes it possible to combine GTM with algorithms like Isomap and fit complex non-linear structure like the Swiss-roll. Another novel extension is the incorporation of prior knowledge about the structure of the covariance matrix. This extension greatly enhances the modelling capabilities of the algorithm resulting in better fit to the data and better imputation capabilities for missing data. Additionally an extensive benchmark study of the missing data imputation capabilities of GTM is performed. Further a novel approach, based on missing data, will be introduced to benchmark the fit of probabilistic visualisation algorithms on unlabelled data. Finally the work is complemented by evaluating the algorithms on real-life datasets from geochemical projects.

Addressing missing data in geochemistry: a non-linear approach

Exploratory analysis of petroleum geochemical data seeks to find common patterns to help distinguish between different source rocks, oils and gases, and to explain their source, maturity and any intra-reservoir alteration. However, at the outset, one is typically faced with (a) a large matrix of samples, each with a range of molecular and isotopic properties, (b) a spatially and temporally unrepresentative sampling pattern, (c) noisy data and (d) often, a large number of missing values. This inhibits analysis using conventional statistical methods. Typically, visualisation methods like principal components analysis are used, but these methods are not easily able to deal with missing data nor can they capture non-linear structure in the data. One approach to discovering complex, non-linear structure in the data is through the use of linked plots, or brushing, while ignoring the missing data. In this paper we introduce a complementary approach based on a non-linear probabilistic model. Generative topographic mapping enables the visualisation of the effects of very many variables on a single plot, while also dealing with missing data. We show how using generative topographic mapping also provides an optimal method with which to replace missing values in two geochemical datasets, particularly where a large proportion of the data is missing.

Measuring information society with linear programming

The measurement of different aspects of information society has been problematic over along time, and the International Telecommunication Union (ITU) is spearheading in developing a single ICT index. In Geneva during the first World Summit on Information Society (WSIS) in December 2003, the heads of states declared their commitment to the importance of benchmarking and measuring progress toward the information society. Consequently, they re-affirmed their Geneva commitments in their second summit held in Tunis in 2005. In this paper, we propose a multiplicative linear programming model to measure Opportunity Index. We also compared our results with the common measure of ICT opportunity index and we found that the two indices are consistent in their measurement of digital opportunity though differences still exist among regions.

Improved Hybrid Model of HMM/GMM for Speech Recognition

In this paper, we propose a speech recognition engine using hybrid model of Hidden Markov Model (HMM) and Gaussian Mixture Model (GMM). Both the models have been trained independently and the respective likelihood values have been considered jointly and input to a decision logic which provides net likelihood as the output. This hybrid model has been compared with the HMM model. Training and testing has been done by using a database of 20 Hindi words spoken by 80 different speakers. Recognition rates achieved by normal HMM are 83.5% and it gets increased to 85% by using the hybrid approach of HMM and GMM.

A Note on Bayesian Estimation for the Negative-Binomial Model

2000 Mathematics Subject Classification: 62F15.

Application of the D-Fullness Technique for Breakdown Point Study of the Trimmed Likelihood Estimator to a Generalized Logistic Model

2000 Mathematics Subject Classification: 62J12, 62F35