17,544 research outputs found
Sparse regulatory networks
In many organisms the expression levels of each gene are controlled by the
activation levels of known "Transcription Factors" (TF). A problem of
considerable interest is that of estimating the "Transcription Regulation
Networks" (TRN) relating the TFs and genes. While the expression levels of
genes can be observed, the activation levels of the corresponding TFs are
usually unknown, greatly increasing the difficulty of the problem. Based on
previous experimental work, it is often the case that partial information about
the TRN is available. For example, certain TFs may be known to regulate a given
gene or in other cases a connection may be predicted with a certain
probability. In general, the biology of the problem indicates there will be
very few connections between TFs and genes. Several methods have been proposed
for estimating TRNs. However, they all suffer from problems such as unrealistic
assumptions about prior knowledge of the network structure or computational
limitations. We propose a new approach that can directly utilize prior
information about the network structure in conjunction with observed gene
expression data to estimate the TRN. Our approach uses penalties on the
network to ensure a sparse structure. This has the advantage of being
computationally efficient as well as making many fewer assumptions about the
network structure. We use our methodology to construct the TRN for E. coli and
show that the estimate is biologically sensible and compares favorably with
previous estimates.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS350 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Dropout Inference in Bayesian Neural Networks with Alpha-divergences
To obtain uncertainty estimates with real-world Bayesian deep learning
models, practical inference approximations are needed. Dropout variational
inference (VI) for example has been used for machine vision and medical
applications, but VI can severely underestimates model uncertainty.
Alpha-divergences are alternative divergences to VI's KL objective, which are
able to avoid VI's uncertainty underestimation. But these are hard to use in
practice: existing techniques can only use Gaussian approximating
distributions, and require existing models to be changed radically, thus are of
limited use for practitioners. We propose a re-parametrisation of the
alpha-divergence objectives, deriving a simple inference technique which,
together with dropout, can be easily implemented with existing models by simply
changing the loss of the model. We demonstrate improved uncertainty estimates
and accuracy compared to VI in dropout networks. We study our model's epistemic
uncertainty far away from the data using adversarial images, showing that these
can be distinguished from non-adversarial images by examining our model's
uncertainty
Detecting change points in the large-scale structure of evolving networks
Interactions among people or objects are often dynamic in nature and can be
represented as a sequence of networks, each providing a snapshot of the
interactions over a brief period of time. An important task in analyzing such
evolving networks is change-point detection, in which we both identify the
times at which the large-scale pattern of interactions changes fundamentally
and quantify how large and what kind of change occurred. Here, we formalize for
the first time the network change-point detection problem within an online
probabilistic learning framework and introduce a method that can reliably solve
it. This method combines a generalized hierarchical random graph model with a
Bayesian hypothesis test to quantitatively determine if, when, and precisely
how a change point has occurred. We analyze the detectability of our method
using synthetic data with known change points of different types and
magnitudes, and show that this method is more accurate than several previously
used alternatives. Applied to two high-resolution evolving social networks,
this method identifies a sequence of change points that align with known
external "shocks" to these networks
Portfolio Sensitivity Model for Analyzing Credit Risk Caused by Structural and Macroeconomic Changes
This paper proposes a new model for portfolio sensitivity analysis. The model is suitable for decision support in financial institutions, specifically for portfolio planning and portfolio management. The basic advantage of the model is the ability to create simulations for credit risk predictions in cases when we virtually change portfolio structure and/or macroeconomic factors. The model takes a holistic approach to portfolio management consolidating all organizational segments in the process such as marketing, retail and risk.portfolio analysis, credit risk, weighting, scoring, data mining, sensitivity analyses, decision support, Bayesian networks, BASEL II
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