Flexible Bayesian Product Mixture Models for Vector Autoregressions

Bayesian non-parametric methods based on Dirichlet process mixtures have seen tremendous success in various domains and are appealing in being able to borrow information by clustering samples that share identical parameters. However, such methods can face hurdles in heterogeneous settings where objects are expected to cluster only along a subset of axes or where clusters of samples share only a subset of identical parameters. We overcome such limitations by developing a novel class of product of Dirichlet process location-scale mixtures that enable independent clustering at multiple scales, which result in varying levels of information sharing across samples. First, we develop the approach for independent multivariate data. Subsequently we generalize it to multivariate time-series data under the framework of multi-subject Vector Autoregressive (VAR) models that is our primary focus, which go beyond parametric single-subject VAR models. We establish posterior consistency and develop efficient posterior computation for implementation. Extensive numerical studies involving VAR models show distinct advantages over competing methods, in terms of estimation, clustering, and feature selection accuracy. Our resting state fMRI analysis from the Human Connectome Project reveals biologically interpretable connectivity differences between distinct intelligence groups, while another air pollution application illustrates the superior forecasting accuracy compared to alternate methods

d-QPSO: A Quantum-Behaved Particle Swarm Technique for Finding D-Optimal Designs With Discrete and Continuous Factors and a Binary Response

Identifying optimal designs for generalized linear models with a binary response can be a challengingtask, especially when there are both discrete and continuous independent factors in the model. Theoreticalresults rarely exist for such models, and for the handful that do, they usually come with restrictive assumptions.In this article, we propose the d-QPSO algorithm, a modified version of quantum-behaved particleswarm optimization, to find a variety of D-optimal approximate and exact designs for experiments withdiscrete and continuous factors and a binary response. We show that the d-QPSO algorithm can efficientlyfind locally D-optimal designs even for experiments with a large number of factors and robust pseudo-Bayesian designs when nominal values for the model parameters are not available. Additionally, we investigaterobustness properties of the d-QPSO algorithm-generated designs to variousmodel assumptions andprovide real applications to design a bio-plastics odor removal experiment, an electronic static experiment,and a 10-factor car refueling experiment. Supplementary materials for the article are available online

A Novel Joint Brain Network Analysis Using Longitudinal Alzheimer's Disease Data.

There is well-documented evidence of brain network differences between individuals with Alzheimer's disease (AD) and healthy controls (HC). To date, imaging studies investigating brain networks in these populations have typically been cross-sectional, and the reproducibility of such findings is somewhat unclear. In a novel study, we use the longitudinal ADNI data on the whole brain to jointly compute the brain network at baseline and one-year using a state of the art approach that pools information across both time points to yield distinct visit-specific networks for the AD and HC cohorts, resulting in more accurate inferences. We perform a multiscale comparison of the AD and HC networks in terms of global network metrics as well as at the more granular level of resting state networks defined under a whole brain parcellation. Our analysis illustrates a decrease in small-worldedness in the AD group at both the time points and also identifies more local network features and hub nodes that are disrupted due to the progression of AD. We also obtain high reproducibility of the HC network across visits. On the other hand, a separate estimation of the networks at each visit using standard graphical approaches reveals fewer meaningful differences and lower reproducibility

d-QPSO: A Quantum-Behaved Particle Swarm Technique for Finding D-Optimal Designs With Discrete and Continuous Factors and a Binary Response

Identifying optimal designs for generalized linear models with a binary response can be a challengingtask, especially when there are both discrete and continuous independent factors in the model. Theoreticalresults rarely exist for such models, and for the handful that do, they usually come with restrictive assumptions.In this article, we propose the d-QPSO algorithm, a modified version of quantum-behaved particleswarm optimization, to find a variety of D-optimal approximate and exact designs for experiments withdiscrete and continuous factors and a binary response. We show that the d-QPSO algorithm can efficientlyfind locally D-optimal designs even for experiments with a large number of factors and robust pseudo-Bayesian designs when nominal values for the model parameters are not available. Additionally, we investigaterobustness properties of the d-QPSO algorithm-generated designs to variousmodel assumptions andprovide real applications to design a bio-plastics odor removal experiment, an electronic static experiment,and a 10-factor car refueling experiment. Supplementary materials for the article are available online

Statistical Analysis of Complex Computer Models in Astronomy

We introduce statistical techniques required to handle complex computer models with potential applications to astronomy. Computer experiments play a critical role in almost all fields of scientific research and engineering. These computer experiments, or simulators, are often computationally expensive, leading to the use of emulators for rapidly approximating the outcome of the experiment. Gaussian process models, also known as Kriging, are the most common choice of emulator. While emulators offer significant improvements in computation over computer simulators, they require a selection of inputs along with the corresponding outputs of the computer experiment to function well. Thus, it is important to select inputs judiciously for the full computer simulation to construct an accurate emulator. Space-filling designs are efficient when the general response surface of the outcome is unknown, and thus they are a popular choice when selecting simulator inputs for building an emulator. In this tutorial we discuss how to construct these space filling designs, perform the subsequent fitting of the Gaussian process surrogates, and briefly indicate their potential applications to astronomy research

<i>d</i>-QPSO: A Quantum-Behaved Particle Swarm Technique for Finding <i>D</i>-Optimal Designs With Discrete and Continuous Factors and a Binary Response

<p>Identifying optimal designs for generalized linear models with a binary response can be a challenging task, especially when there are both discrete and continuous independent factors in the model. Theoretical results rarely exist for such models, and for the handful that do, they usually come with restrictive assumptions. In this article, we propose the <i>d</i>-QPSO algorithm, a modified version of quantum-behaved particle swarm optimization, to find a variety of <i>D</i>-optimal approximate and exact designs for experiments with discrete and continuous factors and a binary response. We show that the <i>d</i>-QPSO algorithm can efficiently find locally <i>D</i>-optimal designs even for experiments with a large number of factors and robust pseudo-Bayesian designs when nominal values for the model parameters are not available. Additionally, we investigate robustness properties of the <i>d</i>-QPSO algorithm-generated designs to various model assumptions and provide real applications to design a bio-plastics odor removal experiment, an electronic static experiment, and a 10-factor car refueling experiment. Supplementary materials for the article are available online.</p