25,966 research outputs found
Posterior Contraction Rates of the Phylogenetic Indian Buffet Processes
By expressing prior distributions as general stochastic processes,
nonparametric Bayesian methods provide a flexible way to incorporate prior
knowledge and constrain the latent structure in statistical inference. The
Indian buffet process (IBP) is such an example that can be used to define a
prior distribution on infinite binary features, where the exchangeability among
subjects is assumed. The phylogenetic Indian buffet process (pIBP), a
derivative of IBP, enables the modeling of non-exchangeability among subjects
through a stochastic process on a rooted tree, which is similar to that used in
phylogenetics, to describe relationships among the subjects. In this paper, we
study the theoretical properties of IBP and pIBP under a binary factor model.
We establish the posterior contraction rates for both IBP and pIBP and
substantiate the theoretical results through simulation studies. This is the
first work addressing the frequentist property of the posterior behaviors of
IBP and pIBP. We also demonstrated its practical usefulness by applying pIBP
prior to a real data example arising in the field of cancer genomics where the
exchangeability among subjects is violated
Network inference and community detection, based on covariance matrices, correlations and test statistics from arbitrary distributions
In this paper we propose methodology for inference of binary-valued adjacency
matrices from various measures of the strength of association between pairs of
network nodes, or more generally pairs of variables. This strength of
association can be quantified by sample covariance and correlation matrices,
and more generally by test-statistics and hypothesis test p-values from
arbitrary distributions. Community detection methods such as block modelling
typically require binary-valued adjacency matrices as a starting point. Hence,
a main motivation for the methodology we propose is to obtain binary-valued
adjacency matrices from such pairwise measures of strength of association
between variables. The proposed methodology is applicable to large
high-dimensional data-sets and is based on computationally efficient
algorithms. We illustrate its utility in a range of contexts and data-sets
A decision-theoretic approach for segmental classification
This paper is concerned with statistical methods for the segmental
classification of linear sequence data where the task is to segment and
classify the data according to an underlying hidden discrete state sequence.
Such analysis is commonplace in the empirical sciences including genomics,
finance and speech processing. In particular, we are interested in answering
the following question: given data and a statistical model of
the hidden states , what should we report as the prediction under
the posterior distribution ? That is, how should you make a
prediction of the underlying states? We demonstrate that traditional approaches
such as reporting the most probable state sequence or most probable set of
marginal predictions can give undesirable classification artefacts and offer
limited control over the properties of the prediction. We propose a decision
theoretic approach using a novel class of Markov loss functions and report
via the principle of minimum expected loss (maximum expected
utility). We demonstrate that the sequence of minimum expected loss under the
Markov loss function can be enumerated exactly using dynamic programming
methods and that it offers flexibility and performance improvements over
existing techniques. The result is generic and applicable to any probabilistic
model on a sequence, such as Hidden Markov models, change point or product
partition models.Comment: Published in at http://dx.doi.org/10.1214/13-AOAS657 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Confidence Statements for Ordering Quantiles
This work proposes Quor, a simple yet effective nonparametric method to
compare independent samples with respect to corresponding quantiles of their
populations. The method is solely based on the order statistics of the samples,
and independence is its only requirement. All computations are performed using
exact distributions with no need for any asymptotic considerations, and yet can
be run using a fast quadratic-time dynamic programming idea. Computational
performance is essential in high-dimensional domains, such as gene expression
data. We describe the approach and discuss on the most important assumptions,
building a parallel with assumptions and properties of widely used techniques
for the same problem. Experiments using real data from biomedical studies are
performed to empirically compare Quor and other methods in a classification
task over a selection of high-dimensional data sets
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