Nonparametric Bayes Modeling of Populations of Networks

Replicated network data are increasingly available in many research fields. In connectomic applications, inter-connections among brain regions are collected for each patient under study, motivating statistical models which can flexibly characterize the probabilistic generative mechanism underlying these network-valued data. Available models for a single network are not designed specifically for inference on the entire probability mass function of a network-valued random variable and therefore lack flexibility in characterizing the distribution of relevant topological structures. We propose a flexible Bayesian nonparametric approach for modeling the population distribution of network-valued data. The joint distribution of the edges is defined via a mixture model which reduces dimensionality and efficiently incorporates network information within each mixture component by leveraging latent space representations. The formulation leads to an efficient Gibbs sampler and provides simple and coherent strategies for inference and goodness-of-fit assessments. We provide theoretical results on the flexibility of our model and illustrate improved performance --- compared to state-of-the-art models --- in simulations and application to human brain networks

Conditional Spectral Analysis of Replicated Multiple Time Series with Application to Nocturnal Physiology

This article considers the problem of analyzing associations between power spectra of multiple time series and cross-sectional outcomes when data are observed from multiple subjects. The motivating application comes from sleep medicine, where researchers are able to non-invasively record physiological time series signals during sleep. The frequency patterns of these signals, which can be quantified through the power spectrum, contain interpretable information about biological processes. An important problem in sleep research is drawing connections between power spectra of time series signals and clinical characteristics; these connections are key to understanding biological pathways through which sleep affects, and can be treated to improve, health. Such analyses are challenging as they must overcome the complicated structure of a power spectrum from multiple time series as a complex positive-definite matrix-valued function. This article proposes a new approach to such analyses based on a tensor-product spline model of Cholesky components of outcome-dependent power spectra. The approach flexibly models power spectra as nonparametric functions of frequency and outcome while preserving geometric constraints. Formulated in a fully Bayesian framework, a Whittle likelihood based Markov chain Monte Carlo (MCMC) algorithm is developed for automated model fitting and for conducting inference on associations between outcomes and spectral measures. The method is used to analyze data from a study of sleep in older adults and uncovers new insights into how stress and arousal are connected to the amount of time one spends in bed

Kernel Belief Propagation

We propose a nonparametric generalization of belief propagation, Kernel Belief Propagation (KBP), for pairwise Markov random fields. Messages are represented as functions in a reproducing kernel Hilbert space (RKHS), and message updates are simple linear operations in the RKHS. KBP makes none of the assumptions commonly required in classical BP algorithms: the variables need not arise from a finite domain or a Gaussian distribution, nor must their relations take any particular parametric form. Rather, the relations between variables are represented implicitly, and are learned nonparametrically from training data. KBP has the advantage that it may be used on any domain where kernels are defined (Rd, strings, groups), even where explicit parametric models are not known, or closed form expressions for the BP updates do not exist. The computational cost of message updates in KBP is polynomial in the training data size. We also propose a constant time approximate message update procedure by representing messages using a small number of basis functions. In experiments, we apply KBP to image denoising, depth prediction from still images, and protein configuration prediction: KBP is faster than competing classical and nonparametric approaches (by orders of magnitude, in some cases), while providing significantly more accurate results