Parallelization of Logical Inference for Confluent Rule-based System

* This paper was made according to the program № 14 of fundamental scientific research of the Presidium of the Russian Academy of Sciences, the project 06-I-П14-052

Tail Inference for a Law in a Max-Semistable Domain of Attraction

2000 Mathematics Subject Classification: 62G32, 62G05.

Statistical Inference for Processes Depending on Environments and Application in Regenerative Processes

We build the Conditional Least Squares Estimator of 0 based on the observation of a single trajectory of {Zk,Ck}k, and give conditions ensuring its strong consistency. The particular case of general linear models according to 0=( 0, 0) and among them, regenerative processes, are studied more particularly. In this frame, we may also prove the consistency of the estimator of 0 although it belongs to an asymptotic negligible part of the model, and the asymptotic law of the estimator may also be calculated.

Inference of helicopter airframe condition

The goal of this paper is to model normal airframe conditions for helicopters in order to detect changes. This is done by inferring the flying state using a selection of sensors and frequency bands that are best for discriminating between different states. We used non-linear state-space models (NLSSM) for modelling flight conditions based on short-time frequency analysis of the vibration data and embedded the models in a switching framework to detect transitions between states. We then created a density model (using a Gaussian mixture model) for the NLSSM innovations: this provides a model for normal operation. To validate our approach, we used data with added synthetic abnormalities which was detected as low-probability periods. The model of normality gave good indications of faults during the flight, in the form of low probabilities under the model, with high accuracy (>92 %). © 2013 IEEE.

Strong inference from transect sign surveys : combining spatial autocorrelation and misclassification occupancy models to quantify the detectability of a recovering carnivore

Funding — Forest Enterprise Scotland and the University of Aberdeen provided funding for the project. The Carnegie Trust supported the lead author, E. McHenry, in this research through the award of a tuition fees bursary.

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.

Likelihood-Based Inference for Partially Observed Multi-Type Markov Branching Processes

Thesis (Ph.D.)--University of Washington, 2016-08

Finite Population Inference for Causal Parameters

Thesis (Ph.D.)--University of Washington, 2016-08

CAUSAL INFERENCE WITH A CONTINUOUS TREATMENT AND OUTCOME: ALTERNATIVE ESTIMATORS FOR PARAMETRIC DOSE-RESPONSE FUNCTIONS WITH APPLICATIONS.

Causal inference with a continuous treatment is a relatively under-explored problem. In this dissertation, we adopt the potential outcomes framework. Potential outcomes are responses that would be seen for a unit under all possible treatments. In an observational study where the treatment is continuous, the potential outcomes are an uncountably infinite set indexed by treatment dose. We parameterize this unobservable set as a linear combination of a finite number of basis functions whose coefficients vary across units. This leads to new techniques for estimating the population average dose-response function (ADRF). Some techniques require a model for the treatment assignment given covariates, some require a model for predicting the potential outcomes from covariates, and some require both. We develop these techniques using a framework of estimating functions, compare them to existing methods for continuous treatments, and simulate their performance in a population where the ADRF is linear and the models for the treatment and/or outcomes may be misspecified. We also extend the comparisons to a data set of lottery winners in Massachusetts. Next, we describe the methods and functions in the R package causaldrf using data from the National Medical Expenditure Survey (NMES) and Infant Health and Development Program (IHDP) as examples. Additionally, we analyze the National Growth and Health Study (NGHS) data set and deal with the issue of missing data. Lastly, we discuss future research goals and possible extensions.

The renormalization group via statistical inference

In physics, one attempts to infer the rules governing a system given only the results of imperfect measurements. Hence, microscopic theories may be effectively indistinguishable experimentally. We develop an operationally motivated procedure to identify the corresponding equivalence classes of states, and argue that the renormalization group (RG) arises from the inherent ambiguities associated with the classes: one encounters flow parameters as, e.g., a regulator, a scale, or a measure of precision, which specify representatives in a given equivalence class. This provides a unifying framework and reveals the role played by information in renormalization. We validate this idea by showing that it justifies the use of low-momenta n-point functions as statistically relevant observables around a Gaussian hypothesis. These results enable the calculation of distinguishability in quantum field theory. Our methods also provide a way to extend renormalization techniques to effective models which are not based on the usual quantum-field formalism, and elucidates the relationships between various type of RG.

Phylogenetic inference's algorithms

Phylogenetic inference consist in the search of an evolutionary tree to explain the best way possible genealogical relationships of a set of species. Phylogenetic analysis has a large number of applications in areas such as biology, ecology, paleontology, etc. There are several criterias which has been defined in order to infer phylogenies, among which are the maximum parsimony and maximum likelihood. The first one tries to find the phylogenetic tree that minimizes the number of evolutionary steps needed to describe the evolutionary history among species, while the second tries to find the tree that has the highest probability of produce the observed data according to an evolutionary model. The search of a phylogenetic tree can be formulated as a multi-objective optimization problem, which aims to find trees which satisfy simultaneously (and as much as possible) both criteria of parsimony and likelihood. Due to the fact that these criteria are different there won't be a single optimal solution (a single tree), but a set of compromise solutions. The solutions of this set are called "Pareto Optimal". To find this solutions, evolutionary algorithms are being used with success nowadays.This algorithms are a family of techniques, which aren’t exact, inspired by the process of natural selection. They usually find great quality solutions in order to resolve convoluted optimization problems. The way this algorithms works is based on the handling of a set of trial solutions (trees in the phylogeny case) using operators, some of them exchanges information between solutions, simulating DNA crossing, and others apply aleatory modifications, simulating a mutation. The result of this algorithms is an approximation to the set of the “Pareto Optimal” which can be shown in a graph with in order that the expert in the problem (the biologist when we talk about inference) can choose the solution of the commitment which produces the higher interest. In the case of optimization multi-objective applied to phylogenetic inference, there is open source software tool, called MO-Phylogenetics, which is designed for the purpose of resolving inference problems with classic evolutionary algorithms and last generation algorithms. REFERENCES [1] C.A. Coello Coello, G.B. Lamont, D.A. van Veldhuizen. Evolutionary algorithms for solving multi-objective problems. Spring. Agosto 2007 [2] C. Zambrano-Vega, A.J. Nebro, J.F Aldana-Montes. MO-Phylogenetics: a phylogenetic inference software tool with multi-objective evolutionary metaheuristics. Methods in Ecology and Evolution. En prensa. Febrero 2016.

Metastability and dynamics of stem cells: from direct observations to inference at the single cell level

Organismal development, homeostasis, and pathology are rooted in inherently probabilistic events. From gene expression to cellular differentiation, rates and likelihoods shape the form and function of biology. Processes ranging from growth to cancer homeostasis to reprogramming of stem cells all require transitions between distinct phenotypic states, and these occur at defined rates. Therefore, measuring the fidelity and dynamics with which such transitions occur is central to understanding natural biological phenomena and is critical for therapeutic interventions.

While these processes may produce robust population-level behaviors, decisions are made by individual cells. In certain circumstances, these minuscule computing units effectively roll dice to determine their fate. And while the 'omics' era has provided vast amounts of data on what these populations are doing en masse, the behaviors of the underlying units of these processes get washed out in averages.

Therefore, in order to understand the behavior of a sample of cells, it is critical to reveal how its underlying components, or mixture of cells in distinct states, each contribute to the overall phenotype. As such, we must first define what states exist in the population, determine what controls the stability of these states, and measure in high dimensionality the dynamics with which these cells transition between states.

To address a specific example of this general problem, we investigate the heterogeneity and dynamics of mouse embryonic stem cells (mESCs). While a number of reports have identified particular genes in ES cells that switch between 'high' and 'low' metastable expression states in culture, it remains unclear how levels of many of these regulators combine to form states in transcriptional space. Using a method called single molecule mRNA fluorescent in situ hybridization (smFISH), we quantitatively measure and fit distributions of core pluripotency regulators in single cells, identifying a wide range of variabilities between genes, but each explained by a simple model of bursty transcription. From this data, we also observed that strongly bimodal genes appear to be co-expressed, effectively limiting the occupancy of transcriptional space to two primary states across genes studied here. However, these states also appear punctuated by the conditional expression of the most highly variable genes, potentially defining smaller substates of pluripotency.

Having defined the transcriptional states, we next asked what might control their stability or persistence. Surprisingly, we found that DNA methylation, a mark normally associated with irreversible developmental progression, was itself differentially regulated between these two primary states. Furthermore, both acute or chronic inhibition of DNA methyltransferase activity led to reduced heterogeneity among the population, suggesting that metastability can be modulated by this strong epigenetic mark.

Finally, because understanding the dynamics of state transitions is fundamental to a variety of biological problems, we sought to develop a high-throughput method for the identification of cellular trajectories without the need for cell-line engineering. We achieved this by combining cell-lineage information gathered from time-lapse microscopy with endpoint smFISH for measurements of final expression states. Applying a simple mathematical framework to these lineage-tree associated expression states enables the inference of dynamic transitions. We apply our novel approach in order to infer temporal sequences of events, quantitative switching rates, and network topology among a set of ESC states.

Taken together, we identify distinct expression states in ES cells, gain fundamental insight into how a strong epigenetic modifier enforces the stability of these states, and develop and apply a new method for the identification of cellular trajectories using scalable in situ readouts of cellular state.