Spatial Statistics and Computational Methods

Abstracts not available for BookReview

Hidden Gibbs random fields model selection using Block Likelihood Information Criterion

Performing model selection between Gibbs random fields is a very challenging task. Indeed, due to the Markovian dependence structure, the normalizing constant of the fields cannot be computed using standard analytical or numerical methods. Furthermore, such unobserved fields cannot be integrated out and the likelihood evaluztion is a doubly intractable problem. This forms a central issue to pick the model that best fits an observed data. We introduce a new approximate version of the Bayesian Information Criterion. We partition the lattice into continuous rectangular blocks and we approximate the probability measure of the hidden Gibbs field by the product of some Gibbs distributions over the blocks. On that basis, we estimate the likelihood and derive the Block Likelihood Information Criterion (BLIC) that answers model choice questions such as the selection of the dependency structure or the number of latent states. We study the performances of BLIC for those questions. In addition, we present a comparison with ABC algorithms to point out that the novel criterion offers a better trade-off between time efficiency and reliable results

ABC likelihood-freee methods for model choice in Gibbs random fields

Gibbs random fields (GRF) are polymorphous statistical models that can be used to analyse different types of dependence, in particular for spatially correlated data. However, when those models are faced with the challenge of selecting a dependence structure from many, the use of standard model choice methods is hampered by the unavailability of the normalising constant in the Gibbs likelihood. In particular, from a Bayesian perspective, the computation of the posterior probabilities of the models under competition requires special likelihood-free simulation techniques like the Approximate Bayesian Computation (ABC) algorithm that is intensively used in population genetics. We show in this paper how to implement an ABC algorithm geared towards model choice in the general setting of Gibbs random fields, demonstrating in particular that there exists a sufficient statistic across models. The accuracy of the approximation to the posterior probabilities can be further improved by importance sampling on the distribution of the models. The practical aspects of the method are detailed through two applications, the test of an iid Bernoulli model versus a first-order Markov chain, and the choice of a folding structure for two proteins.Comment: 19 pages, 5 figures, to appear in Bayesian Analysi

Dismantling the Mantel tests

The simple and partial Mantel tests are routinely used in many areas of evolutionary biology to assess the significance of the association between two or more matrices of distances relative to the same pairs of individuals or demes. Partial Mantel tests rather than simple Mantel tests are widely used to assess the relationship between two variables displaying some form of structure. We show that contrarily to a widely shared belief, partial Mantel tests are not valid in this case, and their bias remains close to that of the simple Mantel test. We confirm that strong biases are expected under a sampling design and spatial correlation parameter drawn from an actual study. The Mantel tests should not be used in case auto-correlation is suspected in both variables compared under the null hypothesis. We outline alternative strategies. The R code used for our computer simulations is distributed as supporting material

Simulation-based model selection for dynamical systems in systems and population biology

Computer simulations have become an important tool across the biomedical sciences and beyond. For many important problems several different models or hypotheses exist and choosing which one best describes reality or observed data is not straightforward. We therefore require suitable statistical tools that allow us to choose rationally between different mechanistic models of e.g. signal transduction or gene regulation networks. This is particularly challenging in systems biology where only a small number of molecular species can be assayed at any given time and all measurements are subject to measurement uncertainty. Here we develop such a model selection framework based on approximate Bayesian computation and employing sequential Monte Carlo sampling. We show that our approach can be applied across a wide range of biological scenarios, and we illustrate its use on real data describing influenza dynamics and the JAK-STAT signalling pathway. Bayesian model selection strikes a balance between the complexity of the simulation models and their ability to describe observed data. The present approach enables us to employ the whole formal apparatus to any system that can be (efficiently) simulated, even when exact likelihoods are computationally intractable.Comment: This article is in press in Bioinformatics, 2009. Advance Access is available on Bioinformatics webpag

Introducing the Spatial Conflict Dynamics indicator of political violence

Modern armed conflicts have a tendency to cluster together and spread geographically. However, the geography of most conflicts remains under-studied. To fill this gap, this article presents a new indicator that measures two key geographical properties of subnational political violence: the conflict intensity within a region on the one hand, and the spatial distribution of conflict within a region on the other. We demonstrate the indicator in North and West Africa between 1997 to 2019 to show that it can clarify how conflicts can spread from place to place and how the geography of conflict changes over time

Multiplicative random walk Metropolis-Hastings on the real line

In this article we propose multiplication based random walk Metropolis Hastings (MH) algorithm on the real line. We call it the random dive MH (RDMH) algorithm. This algorithm, even if simple to apply, was not studied earlier in Markov chain Monte Carlo literature. The associated kernel is shown to have standard properties like irreducibility, aperiodicity and Harris recurrence under some mild assumptions. These ensure basic convergence (ergodicity) of the kernel. Further the kernel is shown to be geometric ergodic for a large class of target densities on $\mathbb{R}$. This class even contains realistic target densities for which random walk or Langevin MH are not geometrically ergodic. Three simulation studies are given to demonstrate the mixing property and superiority of RDMH to standard MH algorithms on real line. A share-price return data is also analyzed and the results are compared with those available in the literature