Understanding and Comparing Scalable Gaussian Process Regression for Big Data

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP however leads to poor scalability, which poses challenges in the era of big data. Hence, various scalable GPs have been developed in the literature in order to improve the scalability while retaining desirable prediction accuracy. This paper devotes to investigating the methodological characteristics and performance of representative global and local scalable GPs including sparse approximations and local aggregations from four main perspectives: scalability, capability, controllability and robustness. The numerical experiments on two toy examples and five real-world datasets with up to 250K points offer the following findings. In terms of scalability, most of the scalable GPs own a time complexity that is linear to the training size. In terms of capability, the sparse approximations capture the long-term spatial correlations, the local aggregations capture the local patterns but suffer from over-fitting in some scenarios. In terms of controllability, we could improve the performance of sparse approximations by simply increasing the inducing size. But this is not the case for local aggregations. In terms of robustness, local aggregations are robust to various initializations of hyperparameters due to the local attention mechanism. Finally, we highlight that the proper hybrid of global and local scalable GPs may be a promising way to improve both the model capability and scalability for big data.Comment: 25 pages, 15 figures, preprint submitted to KB

Confidence sets for network structure

Latent variable models are frequently used to identify structure in dichotomous network data, in part because they give rise to a Bernoulli product likelihood that is both well understood and consistent with the notion of exchangeable random graphs. In this article we propose conservative confidence sets that hold with respect to these underlying Bernoulli parameters as a function of any given partition of network nodes, enabling us to assess estimates of 'residual' network structure, that is, structure that cannot be explained by known covariates and thus cannot be easily verified by manual inspection. We demonstrate the proposed methodology by analyzing student friendship networks from the National Longitudinal Survey of Adolescent Health that include race, gender, and school year as covariates. We employ a stochastic expectation-maximization algorithm to fit a logistic regression model that includes these explanatory variables as well as a latent stochastic blockmodel component and additional node-specific effects. Although maximum-likelihood estimates do not appear consistent in this context, we are able to evaluate confidence sets as a function of different blockmodel partitions, which enables us to qualitatively assess the significance of estimated residual network structure relative to a baseline, which models covariates but lacks block structure.Comment: 17 pages, 3 figures, 3 table

Likelihood based observability analysis and confidence intervals for predictions of dynamic models

Mechanistic dynamic models of biochemical networks such as Ordinary Differential Equations (ODEs) contain unknown parameters like the reaction rate constants and the initial concentrations of the compounds. The large number of parameters as well as their nonlinear impact on the model responses hamper the determination of confidence regions for parameter estimates. At the same time, classical approaches translating the uncertainty of the parameters into confidence intervals for model predictions are hardly feasible. In this article it is shown that a so-called prediction profile likelihood yields reliable confidence intervals for model predictions, despite arbitrarily complex and high-dimensional shapes of the confidence regions for the estimated parameters. Prediction confidence intervals of the dynamic states allow a data-based observability analysis. The approach renders the issue of sampling a high-dimensional parameter space into evaluating one-dimensional prediction spaces. The method is also applicable if there are non-identifiable parameters yielding to some insufficiently specified model predictions that can be interpreted as non-observability. Moreover, a validation profile likelihood is introduced that should be applied when noisy validation experiments are to be interpreted. The properties and applicability of the prediction and validation profile likelihood approaches are demonstrated by two examples, a small and instructive ODE model describing two consecutive reactions, and a realistic ODE model for the MAP kinase signal transduction pathway. The presented general approach constitutes a concept for observability analysis and for generating reliable confidence intervals of model predictions, not only, but especially suitable for mathematical models of biological systems

Disentangling causal webs in the brain using functional Magnetic Resonance Imaging: A review of current approaches

In the past two decades, functional Magnetic Resonance Imaging has been used to relate neuronal network activity to cognitive processing and behaviour. Recently this approach has been augmented by algorithms that allow us to infer causal links between component populations of neuronal networks. Multiple inference procedures have been proposed to approach this research question but so far, each method has limitations when it comes to establishing whole-brain connectivity patterns. In this work, we discuss eight ways to infer causality in fMRI research: Bayesian Nets, Dynamical Causal Modelling, Granger Causality, Likelihood Ratios, LiNGAM, Patel's Tau, Structural Equation Modelling, and Transfer Entropy. We finish with formulating some recommendations for the future directions in this area

Mechanism Deduction from Noisy Chemical Reaction Networks

We introduce KiNetX, a fully automated meta-algorithm for the kinetic analysis of complex chemical reaction networks derived from semi-accurate but efficient electronic structure calculations. It is designed to (i) accelerate the automated exploration of such networks, and (ii) cope with model-inherent errors in electronic structure calculations on elementary reaction steps. We developed and implemented KiNetX to possess three features. First, KiNetX evaluates the kinetic relevance of every species in a (yet incomplete) reaction network to confine the search for new elementary reaction steps only to those species that are considered possibly relevant. Second, KiNetX identifies and eliminates all kinetically irrelevant species and elementary reactions to reduce a complex network graph to a comprehensible mechanism. Third, KiNetX estimates the sensitivity of species concentrations toward changes in individual rate constants (derived from relative free energies), which allows us to systematically select the most efficient electronic structure model for each elementary reaction given a predefined accuracy. The novelty of KiNetX consists in the rigorous propagation of correlated free-energy uncertainty through all steps of our kinetic analyis. To examine the performance of KiNetX, we developed AutoNetGen. It semirandomly generates chemistry-mimicking reaction networks by encoding chemical logic into their underlying graph structure. AutoNetGen allows us to consider a vast number of distinct chemistry-like scenarios and, hence, to discuss assess the importance of rigorous uncertainty propagation in a statistical context. Our results reveal that KiNetX reliably supports the deduction of product ratios, dominant reaction pathways, and possibly other network properties from semi-accurate electronic structure data.Comment: 36 pages, 4 figures, 2 table

Deep spectral learning for label-free optical imaging oximetry with uncertainty quantification

Measurement of blood oxygen saturation (sO2) by optical imaging oximetry provides invaluable insight into local tissue functions and metabolism. Despite different embodiments and modalities, all label-free optical-imaging oximetry techniques utilize the same principle of sO2-dependent spectral contrast from haemoglobin. Traditional approaches for quantifying sO2 often rely on analytical models that are fitted by the spectral measurements. These approaches in practice suffer from uncertainties due to biological variability, tissue geometry, light scattering, systemic spectral bias, and variations in the experimental conditions. Here, we propose a new data-driven approach, termed deep spectral learning (DSL), to achieve oximetry that is highly robust to experimental variations and, more importantly, able to provide uncertainty quantification for each sO2 prediction. To demonstrate the robustness and generalizability of DSL, we analyse data from two visible light optical coherence tomography (vis-OCT) setups across two separate in vivo experiments on rat retinas. Predictions made by DSL are highly adaptive to experimental variabilities as well as the depth-dependent backscattering spectra. Two neural-network-based models are tested and compared with the traditional least-squares fitting (LSF) method. The DSL-predicted sO2 shows significantly lower mean-square errors than those of the LSF. For the first time, we have demonstrated en face maps of retinal oximetry along with a pixel-wise confidence assessment. Our DSL overcomes several limitations of traditional approaches and provides a more flexible, robust, and reliable deep learning approach for in vivo non-invasive label-free optical oximetry.R01 CA224911 - NCI NIH HHS; R01 CA232015 - NCI NIH HHS; R01 NS108464 - NINDS NIH HHS; R21 EY029412 - NEI NIH HHSAccepted manuscrip