Miracle-dz/UniFAR-FTUs huggingface dataset:
Multiple Changepoint Estimation in High-Dimensional Gaussian Graphical Models

We consider the consistency properties of a regularised estimator for the simultaneous identification of both changepoints and graphical dependency structure in multivariate time-series. Traditionally, estimation of Gaussian Graphical Models (GGM) is performed in an i.i. d setting. More recently, such models have been extended to allow for changes in the distribution, but only where changepoints are known a-priori. In this work, we study the Group-Fused Graphical Lasso (GFGL) which penalises partial-correlations with an L1 penalty while simultaneously inducing block-wise smoothness over time to detect multiple changepoints. We present a proof of consistency for the estimator, both in terms of changepoints, and the structure of the graphical models in each segment.
Determining the Number of Communities in Degree-corrected Stochastic Block Models

We propose to estimate the number of communities in degree-corrected stochastic block models based on a pseudo likelihood ratio statistic. To this end, we introduce a method that combines spectral clustering with binary segmentation. This approach guarantees an upper bound for the pseudo likelihood ratio statistic when the model is over-fitted. We also derive its limiting distribution when the model is under-fitted. Based on these properties, we establish the consistency of our estimator for the true number of communities. Developing these theoretical properties require a mild condition on the average degrees -- growing at a rate no slower than log(n), where n is the number of nodes. Our proposed method is further illustrated by simulation studies and analysis of real-world networks. The numerical results show that our approach has satisfactory performance when the network is semi-dense.
Sparse high-dimensional regression: Exact scalable algorithms and phase transitions

We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective. We devise a new cutting plane method and provide evidence that it can solve to provable optimality the sparse regression problem for sample sizes n and number of regressors p in the 100,000s, that is two orders of magnitude better than the current state of the art, in seconds. The ability to solve the problem for very high dimensions allows us to observe new phase transition phenomena. Contrary to traditional complexity theory which suggests that the difficulty of a problem increases with problem size, the sparse regression problem has the property that as the number of samples $n$ increases the problem becomes easier in that the solution recovers 100% of the true signal, and our approach solves the problem extremely fast (in fact faster than Lasso), while for small number of samples n, our approach takes a larger amount of time to solve the problem, but importantly the optimal solution provides a statistically more relevant regressor. We argue that our exact sparse regression approach presents a superior alternative over heuristic methods available at present.
Calibration Procedures for Approximate Bayesian Credible Sets

We develop and apply two calibration procedures for checking the coverage of approximate Bayesian credible sets including intervals estimated using Monte Carlo methods. The user has an ideal prior and likelihood, but generates a credible set for an approximate posterior which is not proportional to the product of ideal likelihood and prior. We estimate the realised posterior coverage achieved by the approximate credible set. This is the coverage of the unknown ``true'' parameter if the data are a realisation of the user's ideal observation model conditioned on the parameter, and the parameter is a draw from the user's ideal prior. In one approach we estimate the posterior coverage at the data by making a semi-parametric logistic regression of binary coverage outcomes on simulated data against summary statistics evaluated on simulated data. In another we use Importance Sampling from the approximate posterior, windowing simulated data to fall close to the observed data. We illustrate our methods on four examples.
Pan-disease clustering analysis of the trend of period prevalence

For all diseases, prevalence has been carefully studied. In the "classic" paradigm, the prevalence of different diseases has usually been studied separately. Accumulating evidences have shown that diseases can be "correlated". The joint analysis of prevalence of multiple diseases can provide important insights beyond individual-disease analysis, however, has not been well conducted. In this study, we take advantage of the uniquely valuable Taiwan National Health Insurance Research Database (NHIRD), and conduct a pan-disease analysis of period prevalence trend. The goal is to identify clusters within which diseases share similar period prevalence trends. For this purpose, a novel penalization pursuit approach is developed, which has an intuitive formulation and satisfactory properties. In data analysis, the period prevalence values are computed using records on close to 1 million subjects and 14 years of observation. For 405 diseases, 35 nontrivial clusters (with sizes larger than one) and 27 trivial clusters (with sizes one) are identified. The results differ significantly from those of the alternatives. A closer examination suggests that the clustering results have sound interpretations. This study is the first to conduct a pan-disease clustering analysis of prevalence trend using the uniquely valuable NHIRD data and can have important value in multiple aspects.
P-value evaluation, variability index and biomarker categorization for adaptively weighted Fisher's meta-analysis method in omics applications

MOTIVATION Meta-analysis methods have been widely used to combine results from multiple clinical or genomic studies to increase statistical powers and ensure robust and accurate conclusions. The adaptively weighted Fisher's method (AW-Fisher), initially developed for omics applications but applicable for general meta-analysis, is an effective approach to combine p-values from K independent studies and to provide better biological interpretability by characterizing which studies contribute to the meta-analysis. Currently, AW-Fisher suffers from the lack of fast p-value computation and variability estimate of AW weights. When the number of studies K is large, the 3K- 1 possible differential expression pattern categories generated by AW-Fisher can become intractable. In this paper, we develop an importance sampling scheme with spline interpolation to increase the accuracy and speed of the p-value calculation. We also apply bootstrapping to construct a variability index for the AW-Fisher weight estimator and a co-membership matrix to categorize (cluster) differentially expressed genes based on their meta-patterns for intuitive biological investigations. RESULTS The superior performance of the proposed methods is shown in simulations as well as two real omics meta-analysis applications to demonstrate its insightful biological findings. AVAILABILITY An R package AWFisher (calling C ++) is available at Bioconductor and GitHub (https://github.com/Caleb-Huo/AWFisher), and all datasets and programming codes for this paper are available in the supplementary materials. SUPPLEMENTARY INFORMATION Supplementary data are available at Bioinformatics online.
Gibbs posterior convergence and the thermodynamic formalism

In this paper we consider a Bayesian framework for making inferences about dynamical systems from ergodic observations. The proposed Bayesian procedure is based on the Gibbs posterior, a decision theoretic generalization of standard Bayesian inference. We place a prior over a model class consisting of a parametrized family of Gibbs measures on a mixing shift of finite type. This model class generalizes (hidden) Markov chain models by allowing for long range dependencies, including Markov chains of arbitrarily large orders. We characterize the asymptotic behavior of the Gibbs posterior distribution on the parameter space as the number of observations tends to infinity. In particular, we define a limiting variational problem over the space of joinings of the model system with the observed system, and we show that the Gibbs posterior distributions concentrate around the solution set of this variational problem. In the case of properly specified models our convergence results may be used to establish posterior consistency. This work establishes tight connections between Gibbs posterior inference and the thermodynamic formalism, which may inspire new proof techniques in the study of Bayesian posterior consistency for dependent processes.
Sequential Nonparametric Tests for a Change in Distribution: An Application to Detecting Radiological Anomalies

ABSTRACT We propose a sequential nonparametric test for detecting a change in distribution, based on windowed Kolmogorov–Smirnov statistics. The approach is simple, robust, highly computationally efficient, easy to calibrate, and requires no parametric assumptions about the underlying null and alternative distributions. We show that both the false-alarm rate and the power of our procedure are amenable to rigorous analysis, and that the method outperforms existing sequential testing procedures in practice. We then apply the method to the problem of detecting radiological anomalies, using data collected from measurements of the background gamma-radiation spectrum on a large university campus. In this context, the proposed method leads to substantial improvements in time-to-detection for the kind of radiological anomalies of interest in law-enforcement and border-security applications.Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
Spatial verification of high-resolution ensemble precipitation forecasts using local wavelet spectra

The purpose of this study is to perform verification of the structural characteristics of high-resolution spatial forecasts without relying on an object identification algorithm. To this end, a wavelet approach developed for image texture analysis is applied to an ensemble of high-resolution quantitative precipitation forecasts. The forecasts are verified against estimates from a high-resolution regional reanalysis with a similar model version. The wavelet approach estimates an averaged wavelet spectrum for each spatial field of the ensemble forecasts and the reanalysis, thereby removing all information on the localization of precipitation and investigating solely the overall structure of forecasts and reanalysis. In order to assess skill using a multivariate score, an additional reduction of dimensionality is needed. This is performed using singular vectors from a linear discriminant analysis as it favors data compression in the direction where the ensemble is most discriminating. We discuss implications of this strategy, show that the averaged wavelet spectra give valuable information on forecast performance. The skill difference between a so-called perfect forecast using for verification a member of the ensemble, and the non-perfect forecast using the reanalysis points to significant deficiencies of the forecast ensemble. Overall, the discriminating power solely based on global spectral information is remarkable, and the COSMO-DE-EPS is a quite good forecast ensemble with respect to the reanalysis.
Vector-Borne Diseases, Surveillance, Prevention Seasonal Occurrence of Haemaphysalis longicornis (Acari: Ixodidae) and Haemaphysalis flava, Vectors of Severe Fever With Thrombocytopenia Syndrome (SFTS) in South Korea

The seasonal abundance of Haemaphysalis longicornis Neumann and H. flava Neumann (Acari: Ixodidae) was monitored from 2015 through 2017 in Gyeonggi-do, South Korea. The hard ticks were surveyed monthly using CO2 bait traps from April to November and flagging from July to September in a coniferous forest, a deciduous forest, shrubs, and a grassland vegetation types. Haemaphysalis longicornis and H. flava were most abundant in the grassland and shrubs, which yielded over 50% of the total number of ticks in all 3 yr. Furthermore, H. longicornis comprised up to 90% of the ticks collected. Generally, peaks of nymph, adult, and larva numbers were observed from April to June, from June to July, and from August to September, respectively. Half of the ticks were pooled and tested for the presence of the SFTS virus with negative results.
Nonparametric Tests for Bivariate Stochastic Dominance without Continuity Assumptions

The use of Kolmogorov-Smirnov-type statistics for testing stochastic dominance goes back to McFadden (1989). In this paper we extend the approach of Barret and Donald (2003) to the bivariate case, without the assumption of absolute continuity for the underlying distributions. Using empirical processes theory and bootstrap techniques we obtain consis- tent nonparametric tests for bivariate first and second order stochastic dominance, over several modularity classes of test functions. This tests are in turn useful tools in applied fields such as multidimensional eco- nomic inequality as shown by Perez (2015).
Conditional randomization tests of causal effects with interference between units

Many causal questions involve interactions between units, also known as interference, for example between individuals in households, students in schools, or firms in markets. In this paper, we formalize the concept of a conditioning mechanism, which provides a framework for constructing valid and powerful randomization tests under general forms of interference. We describe our framework in the context of two-stage randomized designs and apply our approach to a randomized evaluation of an intervention targeting student absenteeism in the School District of Philadelphia. We show improvements over existing methods in terms of computational and statistical power.
Hierarchical infinite factor models for improving the prediction of surgical complications for geriatric patients

We develop a hierarchical infinite latent factor model (HIFM) to appropriately account for the covariance structure across subpopulations in data. We propose a novel Hierarchical Dirichlet Process shrinkage prior on the loadings matrix that flexibly captures the underlying structure of our data across subpopulations while sharing information to improve inference and prediction. The stick-breaking construction of the prior assumes infinite number of factors and allows for each subpopulation to utilize different subsets of the factor space and select the number of factors needed to best explain the variation. Theoretical results are provided to show support of the prior. We develop the model into a latent factor regression method that excels at prediction and inference of regression coefficients. Simulations are used to validate this strong performance compared to baseline methods. We apply this work to the problem of predicting surgical complications using electronic health record data for geriatric patients at Duke University Health System (DUHS). We utilize additional surgical encounters at DUHS to enhance learning for the targeted patients. Using HIFM to identify high risk patients improves the sensitivity of predicting death to 91% from 35% based on the currently used heuristic.
Finite Sample $L_2$ Bounds for Sequential Monte Carlo and Adaptive Path Selection.

We prove a bound on the finite sample error of sequential Monte Carlo (SMC) on static spaces using the $L_2$ distance between interpolating distributions and the mixing times of Markov kernels. This result is unique in that it is the first finite sample convergence result for SMC that does not require an upper bound on the importance weights. Using this bound we show that careful selection of the interpolating distributions can lead to substantial improvements in the computational complexity of the algorithm. This result also justifies the adaptive selection of SMC distributions using the relative effective sample size commonly used in the literature and we establish conditions guaranteeing the approximation accuracy of the adaptive SMC approach. We then demonstrate empirically that this procedure provides nearly-optimal sequences of distributions in an automatic fashion for realistic examples.
A generalization of hierarchical exchangeability on trees to directed acyclic graphs

Motivated by the problem of designing inference-friendly Bayesian nonparametric models in probabilistic programming languages, we introduce a general class of partially exchangeable random arrays which generalizes the notion of hierarchical exchangeability introduced in Austin and Panchenko (2014). We say that our partially exchangeable arrays are DAG-exchangeable since their partially exchangeable structure is governed by a collection of Directed Acyclic Graphs. More specifically, such a random array is indexed by $\mathbb{N}^{|V|}$ for some DAG $G=(V,E)$, and its exchangeability structure is governed by the edge set $E$. We prove a representation theorem for such arrays which generalizes the Aldous-Hoover and Austin-Panchenko representation theorems.
A flexible spatial autoregressive modelling framework for mixed covariates of multiple data types

Abstract Mixed spatial autoregressive (SAR) models with numerical covariates have been well studied. However, as non-numerical data, such as functional data and compositional data, receive substantial amounts of attention and are applied to economics, medicine and meteorology, it becomes necessary to develop flexible SAR models with multiple data types. In this article, we integrate three types of covariates, functional, compositional and numerical, in an SAR model. The new model has the merits of classical functional linear models and compositional linear models with scalar responses. Moreover, we develop an estimation method for the proposed model, which is based on functional principal component analysis (FPCA), the isometric logratio (ilr) transformation and the maximum likelihood estimation (MLE) method. Monte Carlo experiments demonstrate the effectiveness of the estimators. A real dataset is also used to illustrate the utility of the proposed model.
Dependence and dependence structures: estimation and visualization using the unifying concept of distance multivariance

Abstract Distance multivariance is a multivariate dependence measure, which can detect dependencies between an arbitrary number of random vectors each of which can have a distinct dimension. Here we discuss several new aspects, present a concise overview and use it as the basis for several new results and concepts: in particular, we show that distance multivariance unifies (and extends) distance covariance and the Hilbert-Schmidt independence criterion HSIC, moreover also the classical linear dependence measures: covariance, Pearson’s correlation and the RV coefficient appear as limiting cases. Based on distance multivariance several new measures are defined: a multicorrelation which satisfies a natural set of multivariate dependence measure axioms and m-multivariance which is a dependence measure yielding tests for pairwise independence and independence of higher order. These tests are computationally feasible and under very mild moment conditions they are consistent against all alternatives. Moreover, a general visualization scheme for higher order dependencies is proposed, including consistent estimators (based on distance multivariance) for the dependence structure. Many illustrative examples are provided. All functions for the use of distance multivariance in applications are published in the R-package multivariance.
A Geometric Perspective on the Power of Principal Component Association Tests in Multiple Phenotype Studies

ABSTRACT Joint analysis of multiple phenotypes can increase statistical power in genetic association studies. Principal component analysis, as a popular dimension reduction method, especially when the number of phenotypes is high dimensional, has been proposed to analyze multiple correlated phenotypes. It has been empirically observed that the first PC, which summarizes the largest amount of variance, can be less powerful than higher-order PCs and other commonly used methods in detecting genetic association signals. In this article, we investigate the properties of PCA-based multiple phenotype analysis from a geometric perspective by introducing a novel concept called principal angle. A particular PC is powerful if its principal angle is and is powerless if its principal angle is . Without prior knowledge about the true principal angle, each PC can be powerless. We propose linear, nonlinear, and data-adaptive omnibus tests by combining PCs. We demonstrate that the Wald test is a special quadratic PC-based test. We show that the omnibus PC test is robust and powerful in a wide range of scenarios. We study the properties of the proposed methods using power analysis and eigen-analysis. The subtle differences and close connections between these combined PC methods are illustrated graphically in terms of their rejection boundaries. Our proposed tests have convex acceptance regions and hence are admissible. The p-values for the proposed tests can be efficiently calculated analytically and the proposed tests have been implemented in a publicly available R package MPAT. We conduct simulation studies in both low- and high-dimensional settings with various signal vectors and correlation structures. We apply the proposed tests to the joint analysis of metabolic syndrome-related phenotypes with datasets collected from four international consortia to demonstrate the effectiveness of the proposed combined PC testing procedures. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
Fast Low-Rank Matrix Estimation without the Condition Number

In this paper, we study the general problem of optimizing a convex function $F(L)$ over the set of $p \times p$ matrices, subject to rank constraints on $L$. However, existing first-order methods for solving such problems either are too slow to converge, or require multiple invocations of singular value decompositions. On the other hand, factorization-based non-convex algorithms, while being much faster, require stringent assumptions on the \emph{condition number} of the optimum. In this paper, we provide a novel algorithmic framework that achieves the best of both worlds: asymptotically as fast as factorization methods, while requiring no dependency on the condition number. We instantiate our general framework for three important matrix estimation problems that impact several practical applications; (i) a \emph{nonlinear} variant of affine rank minimization, (ii) logistic PCA, and (iii) precision matrix estimation in probabilistic graphical model learning. We then derive explicit bounds on the sample complexity as well as the running time of our approach, and show that it achieves the best possible bounds for both cases. We also provide an extensive range of experimental results, and demonstrate that our algorithm provides a very attractive tradeoff between estimation accuracy and running time.