Bayesian Analysis of Latent Threshold Dynamic Models

We discuss a general approach to dynamic sparsity modeling in multivariate time series analysis. Time-varying parameters are linked to latent processes that are thresholded to induce zero values adaptively, providing natural mechanisms for dynamic variable inclusion/selection. We discuss Bayesian model specification, analysis and prediction in dynamic regressions, time-varying vector autoregressions, and multivariate volatility models using latent thresholding. Application to a topical macroeconomic time series problem illustrates some of the benefits of the approach in terms of statistical and economic interpretations as well as improved predictions. Supplementary materials for this article are available online. © 2013 Copyright Taylor and Francis Group, LLC.

BAYESIAN MODEL SEARCH AND MULTILEVEL INFERENCE FOR SNP ASSOCIATION STUDIES.

Technological advances in genotyping have given rise to hypothesis-based association studies of increasing scope. As a result, the scientific hypotheses addressed by these studies have become more complex and more difficult to address using existing analytic methodologies. Obstacles to analysis include inference in the face of multiple comparisons, complications arising from correlations among the SNPs (single nucleotide polymorphisms), choice of their genetic parametrization and missing data. In this paper we present an efficient Bayesian model search strategy that searches over the space of genetic markers and their genetic parametrization. The resulting method for Multilevel Inference of SNP Associations, MISA, allows computation of multilevel posterior probabilities and Bayes factors at the global, gene and SNP level, with the prior distribution on SNP inclusion in the model providing an intrinsic multiplicity correction. We use simulated data sets to characterize MISA's statistical power, and show that MISA has higher power to detect association than standard procedures. Using data from the North Carolina Ovarian Cancer Study (NCOCS), MISA identifies variants that were not identified by standard methods and have been externally "validated" in independent studies. We examine sensitivity of the NCOCS results to prior choice and method for imputing missing data. MISA is available in an R package on CRAN.

Functional annotation signatures of disease susceptibility loci improve SNP association analysis.

BACKGROUND: Genetic association studies are conducted to discover genetic loci that contribute to an inherited trait, identify the variants behind these associations and ascertain their functional role in determining the phenotype. To date, functional annotations of the genetic variants have rarely played more than an indirect role in assessing evidence for association. Here, we demonstrate how these data can be systematically integrated into an association study's analysis plan. RESULTS: We developed a Bayesian statistical model for the prior probability of phenotype-genotype association that incorporates data from past association studies and publicly available functional annotation data regarding the susceptibility variants under study. The model takes the form of a binary regression of association status on a set of annotation variables whose coefficients were estimated through an analysis of associated SNPs in the GWAS Catalog (GC). The functional predictors examined included measures that have been demonstrated to correlate with the association status of SNPs in the GC and some whose utility in this regard is speculative: summaries of the UCSC Human Genome Browser ENCODE super-track data, dbSNP function class, sequence conservation summaries, proximity to genomic variants in the Database of Genomic Variants and known regulatory elements in the Open Regulatory Annotation database, PolyPhen-2 probabilities and RegulomeDB categories. Because we expected that only a fraction of the annotations would contribute to predicting association, we employed a penalized likelihood method to reduce the impact of non-informative predictors and evaluated the model's ability to predict GC SNPs not used to construct the model. We show that the functional data alone are predictive of a SNP's presence in the GC. Further, using data from a genome-wide study of ovarian cancer, we demonstrate that their use as prior data when testing for association is practical at the genome-wide scale and improves power to detect associations. CONCLUSIONS: We show how diverse functional annotations can be efficiently combined to create 'functional signatures' that predict the a priori odds of a variant's association to a trait and how these signatures can be integrated into a standard genome-wide-scale association analysis, resulting in improved power to detect truly associated variants.

Bayesian Gaussian Copula Factor Models for Mixed Data.

Gaussian factor models have proven widely useful for parsimoniously characterizing dependence in multivariate data. There is a rich literature on their extension to mixed categorical and continuous variables, using latent Gaussian variables or through generalized latent trait models acommodating measurements in the exponential family. However, when generalizing to non-Gaussian measured variables the latent variables typically influence both the dependence structure and the form of the marginal distributions, complicating interpretation and introducing artifacts. To address this problem we propose a novel class of Bayesian Gaussian copula factor models which decouple the latent factors from the marginal distributions. A semiparametric specification for the marginals based on the extended rank likelihood yields straightforward implementation and substantial computational gains. We provide new theoretical and empirical justifications for using this likelihood in Bayesian inference. We propose new default priors for the factor loadings and develop efficient parameter-expanded Gibbs sampling for posterior computation. The methods are evaluated through simulations and applied to a dataset in political science. The models in this paper are implemented in the R package bfa.

Bayesian inference of the number of factors in gene-expression analysis: application to human virus challenge studies.

BACKGROUND: Nonparametric Bayesian techniques have been developed recently to extend the sophistication of factor models, allowing one to infer the number of appropriate factors from the observed data. We consider such techniques for sparse factor analysis, with application to gene-expression data from three virus challenge studies. Particular attention is placed on employing the Beta Process (BP), the Indian Buffet Process (IBP), and related sparseness-promoting techniques to infer a proper number of factors. The posterior density function on the model parameters is computed using Gibbs sampling and variational Bayesian (VB) analysis. RESULTS: Time-evolving gene-expression data are considered for respiratory syncytial virus (RSV), Rhino virus, and influenza, using blood samples from healthy human subjects. These data were acquired in three challenge studies, each executed after receiving institutional review board (IRB) approval from Duke University. Comparisons are made between several alternative means of per-forming nonparametric factor analysis on these data, with comparisons as well to sparse-PCA and Penalized Matrix Decomposition (PMD), closely related non-Bayesian approaches. CONCLUSIONS: Applying the Beta Process to the factor scores, or to the singular values of a pseudo-SVD construction, the proposed algorithms infer the number of factors in gene-expression data. For real data the "true" number of factors is unknown; in our simulations we consider a range of noise variances, and the proposed Bayesian models inferred the number of factors accurately relative to other methods in the literature, such as sparse-PCA and PMD. We have also identified a "pan-viral" factor of importance for each of the three viruses considered in this study. We have identified a set of genes associated with this pan-viral factor, of interest for early detection of such viruses based upon the host response, as quantified via gene-expression data.

Lognormal and gamma mixed negative binomial regression

In regression analysis of counts, a lack of simple and efficient algorithms for posterior computation has made Bayesian approaches appear unattractive and thus underdeveloped. We propose a lognormal and gamma mixed negative binomial (NB) regression model for counts, and present efficient closed-form Bayesian inference; unlike conventional Poisson models, the proposed approach has two free parameters to include two different kinds of random effects, and allows the incorporation of prior information, such as sparsity in the regression coefficients. By placing a gamma distribution prior on the NB dispersion parameter r, and connecting a log-normal distribution prior with the logit of the NB probability parameter p, efficient Gibbs sampling and variational Bayes inference are both developed. The closed-form updates are obtained by exploiting conditional conjugacy via both a compound Poisson representation and a Polya-Gamma distribution based data augmentation approach. The proposed Bayesian inference can be implemented routinely, while being easily generalizable to more complex settings involving multivariate dependence structures. The algorithms are illustrated using real examples. Copyright 2012 by the author(s)/owner(s).

VizMaps: A Bayesian Topic Modeling Based PubMed Search Interface

A common challenge that users of academic databases face is making sense of their query outputs for knowledge discovery. This is exacerbated by the size and growth of modern databases. PubMed, a central index of biomedical literature, contains over 25 million citations, and can output search results containing hundreds of thousands of citations. Under these conditions, efficient knowledge discovery requires a different data structure than a chronological list of articles. It requires a method of conveying what the important ideas are, where they are located, and how they are connected; a method of allowing users to see the underlying topical structure of their search. This paper presents VizMaps, a PubMed search interface that addresses some of these problems. Given search terms, our main backend pipeline extracts relevant words from the title and abstract, and clusters them into discovered topics using Bayesian topic models, in particular the Latent Dirichlet Allocation (LDA). It then outputs a visual, navigable map of the query results.

Bagging and the Bayesian Bootstrap

Bagging is a method of obtaining more ro- bust predictions when the model class under consideration is unstable with respect to the data, i.e., small changes in the data can cause the predicted values to change significantly. In this paper, we introduce a Bayesian ver- sion of bagging based on the Bayesian boot- strap. The Bayesian bootstrap resolves a the- oretical problem with ordinary bagging and often results in more efficient estimators. We show how model averaging can be combined within the Bayesian bootstrap and illustrate the procedure with several examples.

Bayesian Model Averaging in the M-Open Framework

This chapter presents a model averaging approach in the M-open setting using sample re-use methods to approximate the predictive distribution of future observations. It first reviews the standard M-closed Bayesian Model Averaging approach and decision-theoretic methods for producing inferences and decisions. It then reviews model selection from the M-complete and M-open perspectives, before formulating a Bayesian solution to model averaging in the M-open perspective. It constructs optimal weights for MOMA:M-open Model Averaging using a decision-theoretic framework, where models are treated as part of the ‘action space’ rather than unknown states of nature. Using ‘incompatible’ retrospective and prospective models for data from a case-control study, the chapter demonstrates that MOMA gives better predictive accuracy than the proxy models. It concludes with open questions and future directions.

SMERED: A Bayesian Approach to Graphical Record Linkage and De-duplication

We propose a novel unsupervised approach for linking records across arbitrarily many files, while simultaneously detecting duplicate records within files. Our key innovation is to represent the pattern of links between records as a {\em bipartite} graph, in which records are directly linked to latent true individuals, and only indirectly linked to other records. This flexible new representation of the linkage structure naturally allows us to estimate the attributes of the unique observable people in the population, calculate $k$-way posterior probabilities of matches across records, and propagate the uncertainty of record linkage into later analyses. Our linkage structure lends itself to an efficient, linear-time, hybrid Markov chain Monte Carlo algorithm, which overcomes many obstacles encountered by previously proposed methods of record linkage, despite the high dimensional parameter space. We assess our results on real and simulated data.

A prognostic assessment method for power electronics modules

This paper describes a prognostic method which combines the physics of failure models with probability reasoning algorithm. The measured real time data (temperature vs. time) was used as the loading profile for the PoF simulations. The response surface equation of the accumulated plastic strain in the solder interconnect in terms of two variables (average temperature, and temperature amplitude) was constructed. This response surface equation was incorporated into the lifetime model of solder interconnect, and therefore the remaining life time of the solder component under current loading condition was predicted. The predictions from PoF models were also used to calculate the conditional probability table for a Bayesian Network, which was used to take into account of the impacts of the health observations of each product in lifetime prediction. The prognostic prediction in the end was expressed as the probability for the product to survive the expected future usage. As a demonstration, this method was applied to an IGBT power module used for aircraft applications.