Nonparametric Bayesian sparse factor models with application to gene expression modeling

A nonparametric Bayesian extension of Factor Analysis (FA) is proposed where observed data $\mathbf{Y}$ is modeled as a linear superposition, $\mathbf{G}$, of a potentially infinite number of hidden factors, $\mathbf{X}$. The Indian Buffet Process (IBP) is used as a prior on $\mathbf{G}$ to incorporate sparsity and to allow the number of latent features to be inferred. The model's utility for modeling gene expression data is investigated using randomly generated data sets based on a known sparse connectivity matrix for E. Coli, and on three biological data sets of increasing complexity.

Metrical dental analysis on golden monkey (Rhinopithecus roxellana)

Dental variation in the Chinese golden monkey (Rhinopithecus roxellana) is here evaluated by univariate, bivariate, and multivariate analyses. Allometric analyses indicate that canines and P3s are positively, but other dimensions negatively scaled to mandible and maxilla, and to body size. With the exception of the mesiodistal dimensions of I-1 and M-3, and the buccolingual dimension of Pq, mandibular dental variables show similar scaling relative to body size. Analysis of residuals shows that males have significantly larger canine, P-3 and buccolingual dimensions of the postcanine teeth (M-2 and M-3) than females. A significant difference in shape between the sexes is found in the buccolingual dimension of the upper teeth, but not in the mandible. Unlike the situation in some other species, Female golden monkeys do nor exhibit relatively larger postcanine teeth than males, in fact, the reverse is true, especially for M(2)s and M(3)s. The fact that most of the dental variables show low negative allometry to body size might be related a cold environment that has led to the development of larger body size with I-educed energy loss. When the raw data are examined by Discriminant Function Analysis the sexes are clearly distinguishable.

Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

Robust estimation of local genetic ancestry in admixed populations using a nonparametric Bayesian approach.

We present a new haplotype-based approach for inferring local genetic ancestry of individuals in an admixed population. Most existing approaches for local ancestry estimation ignore the latent genetic relatedness between ancestral populations and treat them as independent. In this article, we exploit such information by building an inheritance model that describes both the ancestral populations and the admixed population jointly in a unified framework. Based on an assumption that the common hypothetical founder haplotypes give rise to both the ancestral and the admixed population haplotypes, we employ an infinite hidden Markov model to characterize each ancestral population and further extend it to generate the admixed population. Through an effective utilization of the population structural information under a principled nonparametric Bayesian framework, the resulting model is significantly less sensitive to the choice and the amount of training data for ancestral populations than state-of-the-art algorithms. We also improve the robustness under deviation from common modeling assumptions by incorporating population-specific scale parameters that allow variable recombination rates in different populations. Our method is applicable to an admixed population from an arbitrary number of ancestral populations and also performs competitively in terms of spurious ancestry proportions under a general multiway admixture assumption. We validate the proposed method by simulation under various admixing scenarios and present empirical analysis results from a worldwide-distributed dataset from the Human Genome Diversity Project.

Bayesian parameter identification for vibro-acoustic models with nonparametric uncertainty

Vibration and acoustic analysis at higher frequencies faces two challenges: computing the response without using an excessive number of degrees of freedom, and quantifying its uncertainty due to small spatial variations in geometry, material properties and boundary conditions. Efficient models make use of the observation that when the response of a decoupled vibro-acoustic subsystem is sufficiently sensitive to uncertainty in such spatial variations, the local statistics of its natural frequencies and mode shapes saturate to universal probability distributions. This holds irrespective of the causes that underly these spatial variations and thus leads to a nonparametric description of uncertainty. This work deals with the identification of uncertain parameters in such models by using experimental data. One of the difficulties is that both experimental errors and modeling errors, due to the nonparametric uncertainty that is inherent to the model type, are present. This is tackled by employing a Bayesian inference strategy. The prior probability distribution of the uncertain parameters is constructed using the maximum entropy principle. The likelihood function that is subsequently computed takes the experimental information, the experimental errors and the modeling errors into account. The posterior probability distribution, which is computed with the Markov Chain Monte Carlo method, provides a full uncertainty quantification of the identified parameters, and indicates how well their uncertainty is reduced, with respect to the prior information, by the experimental data. © 2013 Taylor & Francis Group, London.

Decision tree classification of land cover from remotely sensed data

Decision tree classification algorithms have significant potential for land cover mapping problems and have not been tested in detail by the remote sensing community relative to more conventional pattern recognition techniques such as maximum likelihood classification. In this paper, we present several types of decision tree classification algorithms arid evaluate them on three different remote sensing data sets. The decision tree classification algorithms tested include an univariate decision tree, a multivariate decision tree, and a hybrid decision tree capable of including several different types of classification algorithms within a single decision tree structure. Classification accuracies produced by each of these decision tree algorithms are compared with both maximum likelihood and linear discriminant function classifiers. Results from this analysis show that the decision tree algorithms consistently outperform the maximum likelihood and linear discriminant function classifiers in regard to classf — cation accuracy. In particular, the hybrid tree consistently produced the highest classification accuracies for the data sets tested. More generally, the results from this work show that decision trees have several advantages for remote sensing applications by virtue of their relatively simple, explicit, and intuitive classification structure. Further, decision tree algorithms are strictly nonparametric and, therefore, make no assumptions regarding the distribution of input data, and are flexible and robust with respect to nonlinear and noisy relations among input features and class labels.

Volume, volatility, and leverage: A dynamic analysis

This paper uses dynamic impulse response analysis to investigate the interrelationships among stock price volatility, trading volume, and the leverage effect. Dynamic impulse response analysis is a technique for analyzing the multi-step-ahead characteristics of a nonparametric estimate of the one-step conditional density of a strictly stationary process. The technique is the generalization to a nonlinear process of Sims-style impulse response analysis for linear models. In this paper, we refine the technique and apply it to a long panel of daily observations on the price and trading volume of four stocks actively traded on the NYSE: Boeing, Coca-Cola, IBM, and MMM.

Nonparametric Estimation of Data Dimensionality Prior to Data Compression: the case of the Human Development Index

In many applications in applied statistics researchers reduce the complexity of a data set by combining a group of variables into a single measure using factor analysis or an index number. We argue that such compression loses information if the data actually has high dimensionality. We advocate the use of a non-parametric estimator, commonly used in physics (the Takens estimator), to estimate the correlation dimension of the data prior to compression. The advantage of this approach over traditional linear data compression approaches is that the data does not have to be linearized. Applying our ideas to the United Nations Human Development Index we find that the four variables that are used in its construction have dimension three and the index loses information.

Analysis of epistasis in linked regions in the Irish study of high-density schizophrenia families

Epistasis may be important in the etiology of schizophrenia. Analysis of epistasis has been important in the positional cloning of a gene involved in the etiology of type II diabetes mellitus. We investigated the importance of epistasis among six linked regions in 268 multiplex pedigrees in the Irish Study of High-Density Schizophrenia Families (ISHDSF) by computing pairwise correlations between nonparametric linkage scores for narrow, intermediate, and broad diagnostic definitions. The linked regions were on chromosomes 2, 4, 5, 6, 8, and 10. No correlation reached our a priori level of statistical significance. Using this statistical approach, we did not find evidence of important epistatic effects among these six regions in the ISHDSF.

Fingerprint Volatile Organic Compounds (VOC) analysis in Goat’s Milk and Halloumi Cheese as Marker for Authentication of Region of Origin

Goats’ milk is responsible for unique traditional products such as Halloumi cheese. The characteristics of Halloumi depend on the original features of the milk and on the conditions under which the milk has been produced such as feeding regime of the animals or region of production. Using a range of milk (33) and Halloumi (33) samples collected over a year from three different locations in Cyprus (A, Anogyra; K, Kofinou; P, Paphos), the potential for fingerprint VOC analysis as marker to authenticate Halloumi was investigated. This unique set up consists of an in-injector thermo desorption (VOCtrap needle) and a chromatofocusing system based on mass spectrometry (VOCscanner). The mass spectra of all the analyzed samples are treated by multivariate analysis (Principle component analysis and Discriminant functions analysis). Results showed that the highland area of product (P) is clearly identified in milks produced (discriminant score 67%). It is interesting to note that the higher similitude found on milks from regions “A” and “K” (with P being distractive; discriminant score 80%) are not ‘carried over’ on the cheeses (higher similitude between regions “A” and “P”, with “K” distinctive). Data have been broken down into three seasons. Similarly, the seasonality differences observed in different milks are not necessarily reported on the produced cheeses. This is expected due to the different VOC signatures developed in cheeses as part of the numerous biochemical changes during its elaboration compared to milk. VOC however it is an additional analytical tool that can aid in the identification of region origin in dairy products.

Reliable survival analysis based on the Dirichlet Process

We present a robust Dirichlet process for estimating survival functions from samples with right-censored data. It adopts a prior near-ignorance approach to avoid almost any assumption about the distribution of the population lifetimes, as well as the need of eliciting an infinite dimensional parameter (in case of lack of prior information), as it happens with the usual Dirichlet process prior. We show how such model can be used to derive robust inferences from right-censored lifetime data. Robustness is due to the identification of the decisions that are prior-dependent, and can be interpreted as an analysis of sensitivity with respect to the hypothetical inclusion of fictitious new samples in the data. In particular, we derive a nonparametric estimator of the survival probability and a hypothesis test about the probability that the lifetime of an individual from one population is shorter than the lifetime of an individual from another. We evaluate these ideas on simulated data and on the Australian AIDS survival dataset. The methods are publicly available through an easy-to-use R package.

Problems of allometric scaling analysis: examples from mammalian reproductive biology.

Biological scaling analyses employing the widely used bivariate allometric model are beset by at least four interacting problems: (1) choice of an appropriate best-fit line with due attention to the influence of outliers; (2) objective recognition of divergent subsets in the data (allometric grades); (3) potential restrictions on statistical independence resulting from phylogenetic inertia; and (4) the need for extreme caution in inferring causation from correlation. A new non-parametric line-fitting technique has been developed that eliminates requirements for normality of distribution, greatly reduces the influence of outliers and permits objective recognition of grade shifts in substantial datasets. This technique is applied in scaling analyses of mammalian gestation periods and of neonatal body mass in primates. These analyses feed into a re-examination, conducted with partial correlation analysis, of the maternal energy hypothesis relating to mammalian brain evolution, which suggests links between body size and brain size in neonates and adults, gestation period and basal metabolic rate. Much has been made of the potential problem of phylogenetic inertia as a confounding factor in scaling analyses. However, this problem may be less severe than suspected earlier because nested analyses of variance conducted on residual variation (rather than on raw values) reveals that there is considerable variance at low taxonomic levels. In fact, limited divergence in body size between closely related species is one of the prime examples of phylogenetic inertia. One common approach to eliminating perceived problems of phylogenetic inertia in allometric analyses has been calculation of 'independent contrast values'. It is demonstrated that the reasoning behind this approach is flawed in several ways. Calculation of contrast values for closely related species of similar body size is, in fact, highly questionable, particularly when there are major deviations from the best-fit line for the scaling relationship under scrutiny.

Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods

McCausland (2004a) describes a new theory of random consumer demand. Theoretically consistent random demand can be represented by a \"regular\" \"L-utility\" function on the consumption set X. The present paper is about Bayesian inference for regular L-utility functions. We express prior and posterior uncertainty in terms of distributions over the indefinite-dimensional parameter set of a flexible functional form. We propose a class of proper priors on the parameter set. The priors are flexible, in the sense that they put positive probability in the neighborhood of any L-utility function that is regular on a large subset bar(X) of X; and regular, in the sense that they assign zero probability to the set of L-utility functions that are irregular on bar(X). We propose methods of Bayesian inference for an environment with indivisible goods, leaving the more difficult case of indefinitely divisible goods for another paper. We analyse individual choice data from a consumer experiment described in Harbaugh et al. (2001).