2,624 research outputs found
A Factor Graph Approach to Automated Design of Bayesian Signal Processing Algorithms
The benefits of automating design cycles for Bayesian inference-based
algorithms are becoming increasingly recognized by the machine learning
community. As a result, interest in probabilistic programming frameworks has
much increased over the past few years. This paper explores a specific
probabilistic programming paradigm, namely message passing in Forney-style
factor graphs (FFGs), in the context of automated design of efficient Bayesian
signal processing algorithms. To this end, we developed "ForneyLab"
(https://github.com/biaslab/ForneyLab.jl) as a Julia toolbox for message
passing-based inference in FFGs. We show by example how ForneyLab enables
automatic derivation of Bayesian signal processing algorithms, including
algorithms for parameter estimation and model comparison. Crucially, due to the
modular makeup of the FFG framework, both the model specification and inference
methods are readily extensible in ForneyLab. In order to test this framework,
we compared variational message passing as implemented by ForneyLab with
automatic differentiation variational inference (ADVI) and Monte Carlo methods
as implemented by state-of-the-art tools "Edward" and "Stan". In terms of
performance, extensibility and stability issues, ForneyLab appears to enjoy an
edge relative to its competitors for automated inference in state-space models.Comment: Accepted for publication in the International Journal of Approximate
Reasonin
A Quadratically Regularized Functional Canonical Correlation Analysis for Identifying the Global Structure of Pleiotropy with NGS Data
Investigating the pleiotropic effects of genetic variants can increase
statistical power, provide important information to achieve deep understanding
of the complex genetic structures of disease, and offer powerful tools for
designing effective treatments with fewer side effects. However, the current
multiple phenotype association analysis paradigm lacks breadth (number of
phenotypes and genetic variants jointly analyzed at the same time) and depth
(hierarchical structure of phenotype and genotypes). A key issue for high
dimensional pleiotropic analysis is to effectively extract informative internal
representation and features from high dimensional genotype and phenotype data.
To explore multiple levels of representations of genetic variants, learn their
internal patterns involved in the disease development, and overcome critical
barriers in advancing the development of novel statistical methods and
computational algorithms for genetic pleiotropic analysis, we proposed a new
framework referred to as a quadratically regularized functional CCA (QRFCCA)
for association analysis which combines three approaches: (1) quadratically
regularized matrix factorization, (2) functional data analysis and (3)
canonical correlation analysis (CCA). Large-scale simulations show that the
QRFCCA has a much higher power than that of the nine competing statistics while
retaining the appropriate type 1 errors. To further evaluate performance, the
QRFCCA and nine other statistics are applied to the whole genome sequencing
dataset from the TwinsUK study. We identify a total of 79 genes with rare
variants and 67 genes with common variants significantly associated with the 46
traits using QRFCCA. The results show that the QRFCCA substantially outperforms
the nine other statistics.Comment: 64 pages including 12 figure
Bayesian Model Selection in Complex Linear Systems, as Illustrated in Genetic Association Studies
Motivated by examples from genetic association studies, this paper considers
the model selection problem in a general complex linear model system and in a
Bayesian framework. We discuss formulating model selection problems and
incorporating context-dependent {\it a priori} information through different
levels of prior specifications. We also derive analytic Bayes factors and their
approximations to facilitate model selection and discuss their theoretical and
computational properties. We demonstrate our Bayesian approach based on an
implemented Markov Chain Monte Carlo (MCMC) algorithm in simulations and a real
data application of mapping tissue-specific eQTLs. Our novel results on Bayes
factors provide a general framework to perform efficient model comparisons in
complex linear model systems
Bayesian Model Comparison in Genetic Association Analysis: Linear Mixed Modeling and SNP Set Testing
We consider the problems of hypothesis testing and model comparison under a
flexible Bayesian linear regression model whose formulation is closely
connected with the linear mixed effect model and the parametric models for SNP
set analysis in genetic association studies. We derive a class of analytic
approximate Bayes factors and illustrate their connections with a variety of
frequentist test statistics, including the Wald statistic and the variance
component score statistic. Taking advantage of Bayesian model averaging and
hierarchical modeling, we demonstrate some distinct advantages and
flexibilities in the approaches utilizing the derived Bayes factors in the
context of genetic association studies. We demonstrate our proposed methods
using real or simulated numerical examples in applications of single SNP
association testing, multi-locus fine-mapping and SNP set association testing
Multiscale Bayesian State Space Model for Granger Causality Analysis of Brain Signal
Modelling time-varying and frequency-specific relationships between two brain
signals is becoming an essential methodological tool to answer heoretical
questions in experimental neuroscience. In this article, we propose to estimate
a frequency Granger causality statistic that may vary in time in order to
evaluate the functional connections between two brain regions during a task. We
use for that purpose an adaptive Kalman filter type of estimator of a linear
Gaussian vector autoregressive model with coefficients evolving over time. The
estimation procedure is achieved through variational Bayesian approximation and
is extended for multiple trials. This Bayesian State Space (BSS) model provides
a dynamical Granger-causality statistic that is quite natural. We propose to
extend the BSS model to include the \`{a} trous Haar decomposition. This
wavelet-based forecasting method is based on a multiscale resolution
decomposition of the signal using the redundant \`{a} trous wavelet transform
and allows us to capture short- and long-range dependencies between signals.
Equally importantly it allows us to derive the desired dynamical and
frequency-specific Granger-causality statistic. The application of these models
to intracranial local field potential data recorded during a psychological
experimental task shows the complex frequency based cross-talk between amygdala
and medial orbito-frontal cortex.
Keywords: \`{a} trous Haar wavelets; Multiple trials; Neuroscience data;
Nonstationarity; Time-frequency; Variational methods
The published version of this article is
Cekic, S., Grandjean, D., Renaud, O. (2018). Multiscale Bayesian state-space
model for Granger causality analysis of brain signal. Journal of Applied
Statistics. https://doi.org/10.1080/02664763.2018.145581
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