Estimation of extended mixed models using latent classes and latent processes: the R package lcmm

The R package lcmm provides a series of functions to estimate statistical models based on linear mixed model theory. It includes the estimation of mixed models and latent class mixed models for Gaussian longitudinal outcomes (hlme), curvilinear and ordinal univariate longitudinal outcomes (lcmm) and curvilinear multivariate outcomes (multlcmm), as well as joint latent class mixed models (Jointlcmm) for a (Gaussian or curvilinear) longitudinal outcome and a time-to-event that can be possibly left-truncated right-censored and defined in a competing setting. Maximum likelihood esimators are obtained using a modified Marquardt algorithm with strict convergence criteria based on the parameters and likelihood stability, and on the negativity of the second derivatives. The package also provides various post-fit functions including goodness-of-fit analyses, classification, plots, predicted trajectories, individual dynamic prediction of the event and predictive accuracy assessment. This paper constitutes a companion paper to the package by introducing each family of models, the estimation technique, some implementation details and giving examples through a dataset on cognitive aging

An Iterative Receiver for OFDM With Sparsity-Based Parametric Channel Estimation

In this work we design a receiver that iteratively passes soft information between the channel estimation and data decoding stages. The receiver incorporates sparsity-based parametric channel estimation. State-of-the-art sparsity-based iterative receivers simplify the channel estimation problem by restricting the multipath delays to a grid. Our receiver does not impose such a restriction. As a result it does not suffer from the leakage effect, which destroys sparsity. Communication at near capacity rates in high SNR requires a large modulation order. Due to the close proximity of modulation symbols in such systems, the grid-based approximation is of insufficient accuracy. We show numerically that a state-of-the-art iterative receiver with grid-based sparse channel estimation exhibits a bit-error-rate floor in the high SNR regime. On the contrary, our receiver performs very close to the perfect channel state information bound for all SNR values. We also demonstrate both theoretically and numerically that parametric channel estimation works well in dense channels, i.e., when the number of multipath components is large and each individual component cannot be resolved.Comment: Major revision, accepted for IEEE Transactions on Signal Processin

Bayesian reconstruction of the cosmological large-scale structure: methodology, inverse algorithms and numerical optimization

We address the inverse problem of cosmic large-scale structure reconstruction from a Bayesian perspective. For a linear data model, a number of known and novel reconstruction schemes, which differ in terms of the underlying signal prior, data likelihood, and numerical inverse extra-regularization schemes are derived and classified. The Bayesian methodology presented in this paper tries to unify and extend the following methods: Wiener-filtering, Tikhonov regularization, Ridge regression, Maximum Entropy, and inverse regularization techniques. The inverse techniques considered here are the asymptotic regularization, the Jacobi, Steepest Descent, Newton-Raphson, Landweber-Fridman, and both linear and non-linear Krylov methods based on Fletcher-Reeves, Polak-Ribiere, and Hestenes-Stiefel Conjugate Gradients. The structures of the up-to-date highest-performing algorithms are presented, based on an operator scheme, which permits one to exploit the power of fast Fourier transforms. Using such an implementation of the generalized Wiener-filter in the novel ARGO-software package, the different numerical schemes are benchmarked with 1-, 2-, and 3-dimensional problems including structured white and Poissonian noise, data windowing and blurring effects. A novel numerical Krylov scheme is shown to be superior in terms of performance and fidelity. These fast inverse methods ultimately will enable the application of sampling techniques to explore complex joint posterior distributions. We outline how the space of the dark-matter density field, the peculiar velocity field, and the power spectrum can jointly be investigated by a Gibbs-sampling process. Such a method can be applied for the redshift distortions correction of the observed galaxies and for time-reversal reconstructions of the initial density field.Comment: 40 pages, 11 figure

AutoBayes: A System for Generating Data Analysis Programs from Statistical Models

Data analysis is an important scientific task which is required whenever information needs to be extracted from raw data. Statistical approaches to data analysis, which use methods from probability theory and numerical analysis, are well-founded but difficult to implement: the development of a statistical data analysis program for any given application is time-consuming and requires substantial knowledge and experience in several areas. In this paper, we describe AutoBayes, a program synthesis system for the generation of data analysis programs from statistical models. A statistical model specifies the properties for each problem variable (i.e., observation or parameter) and its dependencies in the form of a probability distribution. It is a fully declarative problem description, similar in spirit to a set of differential equations. From such a model, AutoBayes generates optimized and fully commented C/C++ code which can be linked dynamically into the Matlab and Octave environments. Code is produced by a schema-guided deductive synthesis process. A schema consists of a code template and applicability constraints which are checked against the model during synthesis using theorem proving technology. AutoBayes augments schema-guided synthesis by symbolic-algebraic computation and can thus derive closed-form solutions for many problems. It is well-suited for tasks like estimating best-fitting model parameters for the given data. Here, we describe AutoBayes's system architecture, in particular the schema-guided synthesis kernel. Its capabilities are illustrated by a number of advanced textbook examples and benchmarks

Maximum-entropy moment-closure for stochastic systems on networks

Moment-closure methods are popular tools to simplify the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower dimensional distributions. Whilst undoubtedly useful, several such methods suffer from issues of non-uniqueness and inconsistency. These problems are solved by an approach based on the maximisation of entropy, which is motivated, derived and implemented in this article. A series of numerical experiments are also presented, detailing the application of the method to the Susceptible-Infective-Recovered model of epidemics, as well as cautionary examples showing the sensitivity of moment-closure techniques in general.Comment: 20 pages, 7 figure