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.

A unified approach to modeling multivariate binary data using copulas over partitions

Many seemingly disparate approaches for marginal modeling have been developed in recent years. We demonstrate that many current approaches for marginal modeling of correlated binary outcomes produce likelihoods that are equivalent to the proposed copula-based models herein. These general copula models of underlying latent threshold random variables yield likelihood based models for marginal fixed effects estimation and interpretation in the analysis of correlated binary data. Moreover, we propose a nomenclature and set of model relationships that substantially elucidates the complex area of marginalized models for binary data. A diverse collection of didactic mathematical and numerical examples are given to illustrate concepts.

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.

Enhanced approach for latent semantic indexing using wavelet transform

Latent semantic indexing (LSI) is a technique used for intelligent information retrieval (IR). It can be used as an alternative to traditional keyword matching IR and is attractive in this respect because of its ability to overcome problems with synonymy and polysemy. This study investigates various aspects of LSI: the effect of the Haar wavelet transform (HWT) as a preprocessing step for the singular value decomposition (SVD) in the key stage of the LSI process; and the effect of different threshold types in the HWT on the search results. The developed method allows the visualisation and processing of the term document matrix, generated in the LSI process, using HWT. The results have shown that precision can be increased by applying the HWT as a preprocessing step, with better results for hard thresholding than soft thresholding, whereas standard SVD-based LSI remains the most effective way of searching in terms of recall value.

Properties of low-threshold motor axons in the human median nerve

This study investigated the excitability and accommodative properties of low-threshold human motor axons to test whether these motor axons have greater expression of the persistent Na(+) conductance, I(NaP). Computer-controlled threshold tracking was used to study 22 single motor units and the data were compared with compound motor potentials of various amplitudes recorded in the same experimental session. Detailed comparisons were made between the single units and compound potentials that were 40% or 5% of maximal amplitude, the former because this is the compound potential size used in most threshold tracking studies of axonal excitability, the latter because this is the compound potential most likely to be composed entirely of motor axons with low thresholds to electrical recruitment. Measurements were made of the strength-duration relationship, threshold electrotonus, current-voltage relationship, recovery cycle and latent addition. The findings did not support a difference in I(NaP). Instead they pointed to greater activity of the hyperpolarization-activated inwardly rectifying current (I(h)) as the basis for low threshold to electrical recruitment in human motor axons. Computer modelling confirmed this finding, with a doubling of the hyperpolarization-activated conductance proving the best single parameter adjustment to fit the experimental data. We suggest that the hyperpolarization-activated cyclic nucleotide-gated (HCN) channel(s) expressed on human motor axons may be active at rest and contribute to resting membrane potential.

Mistreatment and self-neglect in community dwelling older adults: Studies of construct validity, measurement invariance and latent classes

Mistreatment and self-neglect significantly increase the risk of dying in older adults. It is estimated that 1 to 2 million older adults experience elder mistreatment and self-neglect every year in the United States. Currently, there are no elder mistreatment and self-neglect assessment tools with construct validity and measurement invariance testing and no studies have sought to identify underlying latent classes of elder self-neglect that may have differential mortality rates. Using data from 11,280 adults with Texas APS substantiated elder mistreatment and self-neglect 3 studies were conducted to: (1) test the construct validity and (2) the measurement invariance across gender and ethnicity of the Texas Adult Protective Services (APS) Client Assessment and Risk Evaluation (CARE) tool and (3) identify latent classes associated with elder self-neglect. Study 1 confirmed the construct validity of the CARE tool following adjustments to the initial hypothesized CARE tool. This resulted in the deletion of 14 assessment items and a final assessment with 5 original factors and 43 items. Cross-validation for this model was achieved. Study 2 provided empirical evidence for factor loading and item-threshold invariance of the CARE tool across gender and between African-Americans and Caucasians. The financial status domain of the CARE tool did not function properly for Hispanics and thus, had to be deleted. Subsequent analyses showed factor loading and item-threshold invariance across all 3 ethnic groups with the exception of some residual errors. Study 3 identified 4-latent classes associated with elder self-neglect behaviors which included individuals with evidence of problems in the areas of (1) their environment, (2) physical and medical status, (3) multiple domains and (4) finances. Overall, these studies provide evidence supporting the use of APS CARE tool for providing unbiased and valid investigations of mistreatment and neglect in older adults with different demographic characteristics. Furthermore, the findings support the underlying notion that elder self-neglect may not only occur along a continuum, but that differential types may exist. All of which, have very important potential implications for social and health services distributed to vulnerable mistreated and neglected older adults.^

A novel nonrepudiable threshold multi-proxy multi-signature scheme with shared verification

Tzeng et al. proposed a new threshold multi-proxy multi-signature scheme with threshold verification. In their scheme, a subset of original signers authenticates a designated proxy group to sign on behalf of the original group. A message m has to be signed by a subset of proxy signers who can represent the proxy group. Then, the proxy signature is sent to the verifier group. A subset of verifiers in the verifier group can also represent the group to authenticate the proxy signature. Subsequently, there are two improved schemes to eliminate the security leak of Tzeng et al.’s scheme. In this paper, we have pointed out the security leakage of the three schemes and further proposed a novel threshold multi-proxy multi-signature scheme with threshold verification.

Bayesian latent trait modeling of migraine symptom data

Definition of disease phenotype is a necessary preliminary to research into genetic causes of a complex disease. Clinical diagnosis of migraine is currently based on diagnostic criteria developed by the International Headache Society. Previously, we examined the natural clustering of these diagnostic symptoms using latent class analysis (LCA) and found that a four-class model was preferred. However, the classes can be ordered such that all symptoms progressively intensify, suggesting that a single continuous variable representing disease severity may provide a better model. Here, we compare two models: item response theory and LCA, each constructed within a Bayesian context. A deviance information criterion is used to assess model fit. We phenotyped our population sample using these models, estimated heritability and conducted genome-wide linkage analysis using Merlin-qtl. LCA with four classes was again preferred. After transformation, phenotypic trait values derived from both models are highly correlated (correlation = 0.99) and consequently results from subsequent genetic analyses were similar. Heritability was estimated at 0.37, while multipoint linkage analysis produced genome-wide significant linkage to chromosome 7q31-q33 and suggestive linkage to chromosomes 1 and 2. We argue that such continuous measures are a powerful tool for identifying genes contributing to migraine susceptibility.

Latent variable models in statistical genetics

Understanding the complexities that are involved in the genetics of multifactorial diseases is still a monumental task. In addition to environmental factors that can influence the risk of disease, there is also a number of other complicating factors. Genetic variants associated with age of disease onset may be different from those variants associated with overall risk of disease, and variants may be located in positions that are not consistent with the traditional protein coding genetic paradigm. Latent Variable Models are well suited for the analysis of genetic data. A latent variable is one that we do not directly observe, but which is believed to exist or is included for computational or analytic convenience in a model. This thesis presents a mixture of methodological developments utilising latent variables, and results from case studies in genetic epidemiology and comparative genomics. Epidemiological studies have identified a number of environmental risk factors for appendicitis, but the disease aetiology of this oft thought useless vestige remains largely a mystery. The effects of smoking on other gastrointestinal disorders are well documented, and in light of this, the thesis investigates the association between smoking and appendicitis through the use of latent variables. By utilising data from a large Australian twin study questionnaire as both cohort and case-control, evidence is found for the association between tobacco smoking and appendicitis. Twin and family studies have also found evidence for the role of heredity in the risk of appendicitis. Results from previous studies are extended here to estimate the heritability of age-at-onset and account for the eect of smoking. This thesis presents a novel approach for performing a genome-wide variance components linkage analysis on transformed residuals from a Cox regression. This method finds evidence for a dierent subset of genes responsible for variation in age at onset than those associated with overall risk of appendicitis. Motivated by increasing evidence of functional activity in regions of the genome once thought of as evolutionary graveyards, this thesis develops a generalisation to the Bayesian multiple changepoint model on aligned DNA sequences for more than two species. This sensitive technique is applied to evaluating the distributions of evolutionary rates, with the finding that they are much more complex than previously apparent. We show strong evidence for at least 9 well-resolved evolutionary rate classes in an alignment of four Drosophila species and at least 7 classes in an alignment of four mammals, including human. A pattern of enrichment and depletion of genic regions in the profiled segments suggests they are functionally significant, and most likely consist of various functional classes. Furthermore, a method of incorporating alignment characteristics representative of function such as GC content and type of mutation into the segmentation model is developed within this thesis. Evidence of fine-structured segmental variation is presented.

Examination of the latent structure of the psychological sense of school membership scale

Despite its widespread use, there has been limited examination of the underlying factor structure of the Psychological Sense of School Membership (PSSM) scale. The current study examined the psychometric properties of the PSSM to refine its utility for researchers and practitioners using a sample of 504 Australian high school students. Results from exploratory and confirmatory factor analyses indicated that the PSSM is a multidimensional instrument. Factor analysis procedures identified three factors representing related aspects of students’ perceptions of their school membership: caring relationships, acceptance, and rejection

Estimating the latent demand for rail transit : a case study in Perth, Western Australia

This paper presents a study on estimating the latent demand for rail transit in Australian context. Based on travel mode-choice modelling, a two-stage analysis approach is proposed, namely market population identification and mode share estimation. A case study is conducted on Midland-Fremantle rail transit corridor in Perth, Western Australia. The required data mainly include journey-to-work trip data from Australian Bureau of Statistics Census 2006 and work-purpose mode-choice model in Perth Strategic Transport Evaluation Model. The market profile is analysed, such as catchment areas, market population, mode shares, mode specific trip distributions and average trip distances. A numerical simulation is performed to test the sensitivity of the transit ridership to the change of fuel price. A corridor-level transit demand function of fuel price is thus obtained and its characteristics of elasticity are discussed. This study explores a viable approach to developing a decision-support tool for the assessment of short-term impacts of policy and operational adjustments on corridor-level demand for rail transit.