Robust M-Estimation Based Bayesian Cluster Enumeration for Real Elliptically Symmetric Distributions

Robustly determining the optimal number of clusters in a data set is an essential factor in a wide range of applications. Cluster enumeration becomes challenging when the true underlying structure in the observed data is corrupted by heavy-tailed noise and outliers. Recently, Bayesian cluster enumeration criteria have been derived by formulating cluster enumeration as maximization of the posterior probability of candidate models. This article generalizes robust Bayesian cluster enumeration so that it can be used with any arbitrary Real Elliptically Symmetric (RES) distributed mixture model. Our framework also covers the case of M-estimators that allow for mixture models, which are decoupled from a specific probability distribution. Examples of Huber's and Tukey's M-estimators are discussed. We derive a robust criterion for data sets with finite sample size, and also provide an asymptotic approximation to reduce the computational cost at large sample sizes. The algorithms are applied to simulated and real-world data sets, including radar-based person identification, and show a significant robustness improvement in comparison to existing methods

Robust and Distributed Cluster Enumeration and Object Labeling

This dissertation contributes to the area of cluster analysis by providing principled methods to determine the number of data clusters and cluster memberships, even in the presence of outliers. The main theoretical contributions are summarized in two theorems on Bayesian cluster enumeration based on modeling the data as a family of Gaussian and t distributions. Real-world applicability is demonstrated by considering advanced signal processing applications, such as distributed camera networks and radar-based person identification. In particular, a new cluster enumeration criterion, which is applicable to a broad class of data distributions, is derived by utilizing Bayes' theorem and asymptotic approximations. This serves as a starting point when deriving cluster enumeration criteria for specific data distributions. Along this line, a Bayesian cluster enumeration criterion is derived by modeling the data as a family of multivariate Gaussian distributions. In real-world applications, the observed data is often subject to heavy tailed noise and outliers which obscure the true underlying structure of the data. Consequently, estimating the number of data clusters becomes challenging. To this end, a robust cluster enumeration criterion is derived by modeling the data as a family of multivariate t distributions. The family of t distributions is flexible by variation of its degree of freedom parameter (ν) and it contains, as special cases, the heavy tailed Cauchy for ν = 1, and the Gaussian distribution for ν → ∞. Given that ν is sufficiently small, the robust criterion accounts for outliers by giving them less weight in the objective function. A further contribution of this dissertation lies in refining the penalty terms of both the robust and Gaussian criterion for the finite sample regime. The derived cluster enumeration criteria require a clustering algorithm that partitions the data according to the number of clusters specified by each candidate model and provides an estimate of cluster parameters. Hence, a model-based unsupervised learning method is applied to partition the data prior to the calculation of an enumeration criterion, resulting in a two-step algorithm. The proposed algorithm provides a unified framework for the estimation of the number of clusters and cluster memberships. The developed algorithms are applied to two advanced signal processing use cases. Specifically, the cluster enumeration criteria are extended to a distributed sensor network setting by proposing two distributed and adaptive Bayesian cluster enumeration algorithms. The proposed algorithms are applied to a camera network use case, where the task is to estimate the number of pedestrians based on streaming-in data collected by multiple cameras filming a non-stationary scene from different viewpoints. A further research focus of this dissertation is the cluster membership assignment of individual data points and their associated cluster labels given that the number of clusters is either prespecified by the user or estimated by one of the methods described earlier. Solving this task is required in a broad range of applications, such as distributed sensor networks and radar-based person identification. For this purpose, an adaptive joint object labeling and tracking algorithm is proposed and applied to a real data use case of pedestrian labeling in a calibration-free multi-object multi-camera setup with low video resolution and frequent object occlusions. The proposed algorithm is well suited for ad hoc networks, as it requires neither registration of camera views nor a fusion center. Finally, a joint cluster enumeration and labeling algorithm is proposed to deal with the combined problem of estimating the number of clusters and cluster memberships at the same time. The proposed algorithm is applied to person labeling in a real data application of radar-based person identification without prior information on the number of individuals. It achieves comparable performance to a supervised approach that requires knowledge of the number of persons and a considerable amount of training data with known cluster labels. The proposed unsupervised method is advantageous in the considered application of smart assisted living, as it extracts the missing information from the data. Based on these examples, and, also considering the comparably low computational cost, we conjuncture that the proposed methods provide a useful set of robust cluster analysis tools for data science with many potential application areas, not only in the area of engineering

The EM Algorithm and the Rise of Computational Biology

In the past decade computational biology has grown from a cottage industry with a handful of researchers to an attractive interdisciplinary field, catching the attention and imagination of many quantitatively-minded scientists. Of interest to us is the key role played by the EM algorithm during this transformation. We survey the use of the EM algorithm in a few important computational biology problems surrounding the "central dogma"; of molecular biology: from DNA to RNA and then to proteins. Topics of this article include sequence motif discovery, protein sequence alignment, population genetics, evolutionary models and mRNA expression microarray data analysis.Comment: Published in at http://dx.doi.org/10.1214/09-STS312 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Sparse graphical models for cancer signalling

Protein signalling networks play a key role in cellular function, and their dysregulation is central to many diseases, including cancer. Recent advances in biochemical technology have begun to allow high-throughput, data-driven studies of signalling. In this thesis, we investigate multivariate statistical methods, rooted in sparse graphical models, aimed at probing questions in cancer signalling. First, we propose a Bayesian variable selection method for identifying subsets of proteins that jointly in uence an output of interest, such as drug response. Ancillary biological information is incorporated into inference using informative prior distributions. Prior information is selected and weighted in an automated manner using an empirical Bayes formulation. We present examples of informative pathway and network-based priors, and illustrate the proposed method on both synthetic and drug response data. Second, we use dynamic Bayesian networks to perform structure learning of context-specific signalling network topology from proteomic time-course data. We exploit a connection between variable selection and network structure learning to efficiently carry out exact inference. Existing biology is incorporated using informative network priors, weighted automatically by an empirical Bayes approach. The overall approach is computationally efficient and essentially free of user-set parameters. We show results from an empirical investigation, comparing the approach to several existing methods, and from an application to breast cancer cell line data. Hypotheses are generated regarding novel signalling links, some of which are validated by independent experiments. Third, we describe a network-based clustering approach for the discovery of cancer subtypes that differ in terms of subtype-specific signalling network structure. Model-based clustering is combined with penalised likelihood estimation of undirected graphical models to allow simultaneous learning of cluster assignments and cluster-specific network structure. Results are shown from an empirical investigation comparing several penalisation regimes, and an application to breast cancer proteomic data

Applications and Advances in Similarity-based Machine Learning

Similarity-based machine learning methods differ from traditional machine learning methods in that they also use pairwise similarity relations between objects to infer the labels of unlabeled objects. A recent comparative study for classification problems by Baumann et al. [2019] demonstrated that similarity-based techniques have superior performance and robustness when compared to well-established machine learning techniques. Similarity-based machine learning methods benefit from two advantages that could explain superior their performance: They can make use of the pairwise relations between unlabeled objects, and they are robust due to the transitive property of pairwise similarities. A challenge for similarity-based machine learning methods on large datasets is that the number of pairwise similarity grows quadratically in the size of the dataset. For large datasets, it thus becomes practically impossible to compute all possible pairwise similarities. In 2016, Hochbaum and Baumann proposed the technique of sparse computation to address this growth by computing only those pairwise similarities that are relevant. Their proposed implementation of sparse computation is still difficult to scale to millions objects. This dissertation focuses on advancing the practical implementations of sparse computation to larger datasets and on two applications for which similarity-based machine learning was particularly effective. The applications that are studied here are cell identification in calcium-imaging movies and detecting aberrant linking behavior in directed networks. For sparse computation we present faster, geometric algorithms and a technique, named sparse-reduced computation, that combines sparse computation with compression. The geometric algorithms compute the exact same output as the original implementation of sparse computation, but identify the relevant pairwise similarities faster by using the concept of data shifting for identifying objects in the same or neighboring blocks. Empirical results on datasets with up to 10 million objects show a significant reduction in running time. Sparse-reduced computation combines sparse computation with a technique for compressing highly-similar or identical objects, enabling the use of similarity-based machine learning on massively-large datasets. The computational results demonstrate that sparse-reduced computation provides a significant reduction in running time with a minute loss in accuracy.A major problem facing neuroscientists today is cell identification in calcium-imaging movies. These movies are in-vivo recordings of thousands of neurons at cellular resolution. There is a great need for automated approaches to extract the activity of single neurons from these movies since manual post-processing takes tens of hours per dataset. We present the HNCcorr algorithm for cell identification in calcium-imaging movies. The name HNCcorr is derived from its use of the similarity-based Hochbaum's Normalized Cut (HNC) model with pairwise similarities derived from correlation. In HNCcorr, the task of cell detection is approached as a clustering problem. HNCcorr utilizes HNC to detect cells in these movies as coherent clusters of pixels that are highly distinct from the remaining pixels. HNCcorr guarantees, unlike existing methodologies for cell identification, a globally optimal solution to the underlying optimization problem. Of independent interest is a novel method, named similarity-squared, that we devised for measuring similarity between pixels. We provide an experimental study and demonstrate that HNCcorr is a top performer on the Neurofinder cell identification benchmark and that it improves over algorithms based on matrix factorization.The second application is detecting aberrant agents, such as fake news sources or spam websites, based on their link behavior in networks. Across contexts, a distinguishing characteristic between normal and aberrant agents is that normal agents rarely link to aberrant ones. We refer to this phenomenon as aberrant linking behavior. We present an Markov Random Fields (MRF) formulation, with links as the pairwise similarities, that detects aberrant agents based on aberrant linking behavior and any prior information (if given). This MRF formulation is solved optimally and in polynomial time. We compare the optimal solution for the MRF formulation to well-known algorithms based on random walks. In our empirical experiment with twenty-three different datasets, the MRF method outperforms the other detection algorithms. This work represents the first use of optimization methods for detecting aberrant agents as well as the first time that MRF is applied to directed graphs

Proceedings of the Fifth Workshop on Information Theoretic Methods in Science and Engineering

These are the online proceedings of the Fifth Workshop on Information Theoretic Methods in Science and Engineering (WITMSE), which was held in the Trippenhuis, Amsterdam, in August 2012