1,356 research outputs found
The Inverse G-Wishart Distribution and Variational Message Passing
Message passing on a factor graph is a powerful paradigm for the coding of
approximate inference algorithms for arbitrarily graphical large models. The
notion of a factor graph fragment allows for compartmentalization of algebra
and computer code. We show that the Inverse G-Wishart family of distributions
enables fundamental variational message passing factor graph fragments to be
expressed elegantly and succinctly. Such fragments arise in models for which
approximate inference concerning covariance matrix or variance parameters is
made, and are ubiquitous in contemporary statistics and machine learning
Asymptotics and optimal bandwidth selection for highest density region estimation
We study kernel estimation of highest-density regions (HDR). Our main
contributions are two-fold. First, we derive a uniform-in-bandwidth asymptotic
approximation to a risk that is appropriate for HDR estimation. This
approximation is then used to derive a bandwidth selection rule for HDR
estimation possessing attractive asymptotic properties. We also present the
results of numerical studies that illustrate the benefits of our theory and
methodology.Comment: Published in at http://dx.doi.org/10.1214/09-AOS766 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Bayesian Analysis for Penalized Spline Regression Using WinBUGS
Penalized splines can be viewed as BLUPs in a mixed model framework, which allows the use of mixed model software for smoothing. Thus, software originally developed for Bayesian analysis of mixed models can be used for penalized spline regression. Bayesian inference for nonparametric models enjoys the flexibility of nonparametric models and the exact inference provided by the Bayesian inferential machinery. This paper provides a simple, yet comprehensive, set of programs for the implementation of nonparametric Bayesian analysis in WinBUGS. Good mixing properties of the MCMC chains are obtained by using low-rank thin-plate splines, while simulation times per iteration are reduced employing WinBUGS specific computational tricks.
General Design Bayesian Generalized Linear Mixed Models
Linear mixed models are able to handle an extraordinary range of
complications in regression-type analyses. Their most common use is to account
for within-subject correlation in longitudinal data analysis. They are also the
standard vehicle for smoothing spatial count data. However, when treated in
full generality, mixed models can also handle spline-type smoothing and closely
approximate kriging. This allows for nonparametric regression models (e.g.,
additive models and varying coefficient models) to be handled within the mixed
model framework. The key is to allow the random effects design matrix to have
general structure; hence our label general design. For continuous response
data, particularly when Gaussianity of the response is reasonably assumed,
computation is now quite mature and supported by the R, SAS and S-PLUS
packages. Such is not the case for binary and count responses, where
generalized linear mixed models (GLMMs) are required, but are hindered by the
presence of intractable multivariate integrals. Software known to us supports
special cases of the GLMM (e.g., PROC NLMIXED in SAS or glmmML in R) or relies
on the sometimes crude Laplace-type approximation of integrals (e.g., the SAS
macro glimmix or glmmPQL in R). This paper describes the fitting of general
design generalized linear mixed models. A Bayesian approach is taken and Markov
chain Monte Carlo (MCMC) is used for estimation and inference. In this
generalized setting, MCMC requires sampling from nonstandard distributions. In
this article, we demonstrate that the MCMC package WinBUGS facilitates sound
fitting of general design Bayesian generalized linear mixed models in practice.Comment: Published at http://dx.doi.org/10.1214/088342306000000015 in the
Statistical Science (http://www.imstat.org/sts/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Theory of Gaussian Variational Approximation for a Poisson Mixed Model
Likelihood-based inference for the parameters of generalized linear mixed models is hindered by the presence of intractable integrals. Gaussian variational approximation provides a fast and effective means of approximate inference. We provide some theory for this type of approximation for a simple Poisson mixed model. In particular, we establish consistency at rate m−1/2 + n−1, where m is the number of groups and n is the number of repeated measurements
The curvHDR Method for Gating Flow Cytometry Samples
Motivation: High-throughput flow cytometry experiments produce hundreds of large multivariate samples of cellular characteristics. These samples require specialized processing to obtain clinically meaningful measurements. A major component of this processing is a form of cell subsetting known as gating. Manual gating is time-consuming and subjective. Good automatic and semi-automatic gating algorithms are very beneficial to high-throughput flow cytometry.
Results: We develop a statistical procedure, named curvHDR, for automatic and semi-automatic gating. The method combines the notions of significant high negative curvature regions and highest density regions and has the ability to adapt well to human-perceived gates. The underlying principles apply to dimension of arbitrary size, although we focus on dimensions up to three. Accompanying software, compatible with contemporary flow cytometry informatics, is developed.
Availability: Software for Bioconductor within R is available
Asymptotic normality and valid inference for Gaussian variational approximation
We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical properties of a variational approximation method. Moreover, they give rise to asymptotically valid statistical inference. A simulation study demonstrates that Gaussian variational approximate confidence intervals possess good to excellent coverage properties, and have a similar precision to their exact likelihood counterparts
Marginal longitudinal semiparametric regression via penalized splines
We study the marginal longitudinal nonparametric regression problem and some of its semiparametric extensions. We point out that, while several elaborate proposals for efficient estimation have been proposed, a relative simple and straightforward one, based on penalized splines, has not. After describing our approach we then explain how Gibbs sampling and the BUGS software can be used to achieve quick and effective implementation. Illustrations are provided for nonparametric regression and additive models
Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction
We consider the problem of bandwidth selection by cross-validation from a
sequential point of view in a nonparametric regression model. Having in mind
that in applications one often aims at estimation, prediction and change
detection simultaneously, we investigate that approach for sequential kernel
smoothers in order to base these tasks on a single statistic. We provide
uniform weak laws of large numbers and weak consistency results for the
cross-validated bandwidth. Extensions to weakly dependent error terms are
discussed as well. The errors may be {\alpha}-mixing or L2-near epoch
dependent, which guarantees that the uniform convergence of the cross
validation sum and the consistency of the cross-validated bandwidth hold true
for a large class of time series. The method is illustrated by analyzing
photovoltaic data.Comment: 26 page
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