26 research outputs found

    Bayesian learning of the Mallows rank model

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    Informative Priors for the Consensus Ranking in the Bayesian Mallows Model

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    The aim of this work is to study the problem of prior elicitation for the consensus ranking in the Mallows model with Spearman’s distance, a popular distance-based model for rankings or permutation data. Previous Bayesian inference for such a model has been limited to the use of the uniform prior over the space of permutations. We present a novel strategy to elicit informative prior beliefs on the location parameter of the model, discussing the interpretation of hyper-parameters and the implication of prior choices for the posterior analysis

    Dependence properties and Bayesian inference for asymmetric multivariate copulas

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    We study a broad class of asymmetric copulas introduced by Liebscher (2008) as a combination of multiple - usually symmetric - copulas. The main thrust of the paper is to provide new theoretical properties including exact tail dependence expressions and stability properties. A subclass of Liebscher copulas obtained by combining Fr\'echet copulas is studied in more details. We establish further dependence properties for copulas of this class and show that they are characterized by an arbitrary number of singular components. Furthermore, we introduce a novel iterative representation for general Liebscher copulas which de facto insures uniform margins, thus relaxing a constraint of Liebscher's original construction. Besides, we show that this iterative construction proves useful for inference by developing an Approximate Bayesian computation sampling scheme. This inferential procedure is demonstrated on simulated data

    Dependence properties and Bayesian inference for asymmetric multivariate copulas

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    International audienceWe study a broad class of asymmetric copulas introduced by Liebscher (2008) as a combination of multiple – usually symmetric – copulas. The main thrust of the paper is to provide new theoretical properties including exact tail dependence expressions and stability properties. A subclass of Liebscher copulas obtained by combining comonotonic copulas is studied in more detail.We establish further dependence properties for copulas of this class and show that they are characterized by an arbitrary number of singular components. Furthermore, we introduce a novel iterative representation for general Liebscher copulas which de facto insures uniform margins, thus relaxing a constraint of Liebscher’s original construction. Besides, we show that this iterative construction proves useful for inference by developing an Approximate Bayesian computation sampling scheme. This inferential procedure is demonstrated on simulated data and is compared to a likelihood-based approach in a setting where the latter is available

    Textual analysis of a Twitter corpus during the COVID-19 pandemics

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    [EN] Text data gathered from social media are extremely up-to-date and have a great potential value for economic research. At the same time, they pose some challenges, as they require different statistical methods from the ones used for traditional data. The aim of this paper is to give a critical overview of three of the most common techniques used to extract information from text data: topic modelling, word embedding and sentiment analysis. We apply these methodologies to data collected from Twitter during the COVID-19 pandemic to investigate the influence the pandemic had on the Italian Twitter community and to discover the topics most actively discussed on the platform. Using these techniques of automated textual analysis, we are able to make inferences about the most important subjects covered over time and build real-time daily indicators of the sentiment expressed on this platform.Astuti, V.; Crispino, M.; Langiulli, M.; Marcucci, J. (2022). Textual analysis of a Twitter corpus during the COVID-19 pandemics. En 4th International Conference on Advanced Research Methods and Analytics (CARMA 2022). Editorial Universitat Politècnica de València. 276-276. http://hdl.handle.net/10251/18975927627

    Efficient and accurate inference for mixtures of Mallows models with Spearman distance

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    The Mallows model occupies a central role in parametric modelling of ranking data to learn preferences of a population of judges. Despite the wide range of metrics for rankings that can be considered in the model specification, the choice is typically limited to the Kendall, Cayley or Hamming distances, due to the closed-form expression of the related model normalizing constant. This work instead focuses on the Mallows model with Spearman distance. An efficient and accurate EM algorithm for estimating finite mixtures of Mallows models with Spearman distance is developed, by relying on a twofold data augmentation strategy aimed at i) enlarging the applicability of Mallows models to samples drawn from heterogeneous populations; ii) dealing with partial rankings affected by diverse forms of censoring. Additionally, a novel approximation of the model normalizing constant is introduced to support the challenging model-based clustering of rankings with a large number of items. The inferential ability of the EM scheme and the effectiveness of the approximation are assessed by extensive simulation studies. Finally, we show that the application to three real-world datasets endorses our proposals also in the comparison with competing mixtures of ranking models.Comment: 20 pages, 6 Figures, 11 Table

    A BAYESIAN MALLOWS APPROACH TO NONTRANSITIVE PAIR COMPARISON DATA : HOW HUMAN ARE SOUNDS?

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    We are interested in learning how listeners perceive sounds as having human origins. An experiment was performed with a series of electronically synthesized sounds, and listeners were asked to compare them in pairs. We propose a Bayesian probabilistic method to learn individual preferences from nontransitive pairwise comparison data, as happens when one (or more) individual preferences in the data contradicts what is implied by the others. We build a Bayesian Mallows model in order to handle nontransitive data, with a latent layer of uncertainty which captures the generation of preference misreporting. We then develop a mixture extension of the Mallows model, able to learn individual preferences in a heterogeneous population. The results of our analysis of the musicology experiment are of interest to electroacoustic composers and sound designers, and to the audio industry in general, whose aim is to understand how computer generated sounds can be produced in order to sound more human.Peer reviewe
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