Miracle-dz/UniFAR-FTUs huggingface dataset:
Dynamic shape analysis and comparison of leaf growth

In the statistical analysis of shape a goal beyond the analysis of static shapes lies in the quantification of `same' deformation of different shapes. Typically, shape spaces are modelled as Riemannian manifolds on which parallel transport along geodesics naturally qualifies as a measure for the `similarity' of deformation. Since these spaces are usually defined as combinations of Riemannian immersions and submersions, only for few well featured spaces such as spheres or complex projective spaces (which are Kendall's spaces for 2D shapes), parallel transport along geodesics can be computed explicitly. In this contribution a general numerical method to compute parallel transport along geodesics when no explicit formula is available is provided. This method is applied to the shape spaces of closed 2D contours based on angular direction and to Kendall's spaces of shapes of arbitrary dimension. In application to the temporal evolution of leaf shape over a growing period, one leaf's shape-growth dynamics can be applied to another leaf. For a specific poplar tree investigated it is found that leaves of initially and terminally different shape evolve rather parallel, i.e. with comparable dynamics.
Semi-Analytic Resampling in Lasso

An approximate method for conducting resampling in Lasso, the $\ell_1$ penalized linear regression, in a semi-analytic manner is developed, whereby the average over the resampled datasets is directly computed without repeated numerical sampling, thus enabling an inference free of the statistical fluctuations due to sampling finiteness, as well as a significant reduction of computational time. The proposed method is based on a message passing type algorithm, and its fast convergence is guaranteed by the state evolution analysis, when covariates are provided as zero-mean independently and identically distributed Gaussian random variables. It is employed to implement bootstrapped Lasso (Bolasso) and stability selection, both of which are variable selection methods using resampling in conjunction with Lasso, and resolves their disadvantage regarding computational cost. To examine approximation accuracy and efficiency, numerical experiments were carried out using simulated datasets. Moreover, an application to a real-world dataset, the wine quality dataset, is presented. To process such real-world datasets, an objective criterion for determining the relevance of selected variables is also introduced by the addition of noise variables and resampling.
Bayesian Modeling of Microbiome Data for Differential Abundance Analysis.

The advances of next-generation sequencing technology have accelerated study of the microbiome and stimulated the high throughput profiling of metagenomes. The large volume of sequenced data has encouraged the rise of various studies for detecting differentially abundant taxonomic features across healthy and diseased populations, with the ultimate goal of deciphering the relationship between the microbiome diversity and health conditions. As the microbiome data are high-dimensional, typically featuring by uneven sampling depth, overdispersion and a huge amount of zeros, these data characteristics often hamper the downstream analysis. Moreover, the taxonomic features are implicitly imposed by the phylogenetic tree structure and often ignored. To overcome these challenges, we propose a Bayesian hierarchical modeling framework for the analysis of microbiome count data for differential abundance analysis. Under this framework, we introduce a bi-level Bayesian hierarchical model that allows a flexible choice of the count generating process, and hyperpriors in the feature selection scheme. We particularly focus on employing a zero-inflated negative binomial model with a Bayesian nonparametric prior model on the bottom level, and applying Gaussian mixture models for differentially abundant taxa detection on the top level. Our method allows for the simultaneous modeling of sample heterogeneity and detecting differentially abundant taxa. We conducted comprehensive simulations and summarized the improved statistical performances of the proposed model. We applied the model in two real microbiome study datasets and successfully identified biologically validated differentially abundant taxa. We hope that the proposed framework and model can facilitate further microbiome studies and elucidate disease etiology.
Bayesian linear inverse problems in regularity scales

We obtain rates of contraction of posterior distributions in inverse problems defined by scales of smoothness classes. We derive abstract results for general priors, with contraction rates determined by Galerkin approximation. The rate depends on the amount of prior concentration near the true function and the prior mass of functions with inferior Galerkin approximation. We apply the general result to non-conjugate series priors, showing that these priors give near optimal and adaptive recovery in some generality, Gaussian priors, and mixtures of Gaussian priors, where the latter are also shown to be near optimal and adaptive. The proofs are based on general testing and approximation arguments, without explicit calculations on the posterior distribution. We are thus not restricted to priors based on the singular value decomposition of the operator. We illustrate the results with examples of inverse problems resulting from differential equations.
A Theoretical Analysis of Sparse Recovery Stability of Dantzig Selector and LASSO

Dantzig selector (DS) and LASSO problems have attracted plenty of attention in statistical learning, sparse data recovery and mathematical optimization. In this paper, we provide a theoretical analysis of the sparse recovery stability of these optimization problems in more general settings and from a new perspective. We establish recovery error bounds for these optimization problems under a mild assumption called weak range space property of a transposed design matrix. This assumption is less restrictive than the well known sparse recovery conditions such as restricted isometry property (RIP), null space property (NSP) or mutual coherence. In fact, our analysis indicates that this assumption is tight and cannot be relaxed for the standard DS problems in order to maintain their sparse recovery stability. As a result, a series of new stability results for DS and LASSO have been established under various matrix properties, including the RIP with constant $\delta_{2k}< 1/\sqrt{2}$ and the (constant-free) standard NSP of order $k. $ We prove that these matrix properties can yield an identical recovery error bound for DS and LASSO with stability coefficients being measured by the so-called Robinson's constant, instead of the conventional RIP or NSP constant. To our knowledge, this is the first time that the stability results with such a unified feature are established for DS and LASSO problems. Different from the standard analysis in this area of research, our analysis is carried out deterministically, and the key analytic tools used in our analysis include the error bound of linear systems due to Hoffman and Robinson and polytope approximation of symmetric convex bodies due to Barvinok.
Robust Estimation for Two-Dimensional Autoregressive Processes Based on Bounded Innovation Propagation Representations.

Robust methods have been a successful approach to deal with contaminations and noises in image processing. In this paper, we introduce a new robust method for two-dimensional autoregressive models. Our method, called BMM-2D, relies on representing a two-dimensional autoregressive process with an auxiliary model to attenuate the effect of contamination (outliers). We compare the performance of our method with existing robust estimators and the least squares estimator via a comprehensive Monte Carlo simulation study which considers different levels of replacement contamination and window sizes. The results show that the new estimator is superior to the other estimators, both in accuracy and precision. An application to image filtering highlights the findings and illustrates how the estimator works in practical applications.
Causes of effects via a Bayesian model selection procedure

In causal inference, and specifically in the causes‐of‐effects problem, one is interested in how to use statistical evidence to understand causation in an individual case, and in particular how to assess the so‐called probability of causation. The answer involves the use of potential responses, which describe what would have happened to the outcome if we had observed a different value for the exposure. However, even given the best possible statistical evidence for the association between exposure and outcome, we can typically only provide bounds for the probability of causation. Dawid and his colleagues highlighted some fundamental conditions, namely exogeneity, comparability and sufficiency, that are required to obtain such bounds from experimental data. The aim of the present paper is to provide methods to find, in specific cases, the best subsample of the reference data set to satisfy these requirements. For this, we introduce a new variable, expressing the preference whether or not to be exposed, and we set the question up as a model selection problem. The best model is selected by using the marginal probability of the responses and a suitable prior over the model space. An application in the educational field is presented.
Optimal Subsampling Algorithms for Big Data Generalized Linear Models

To fast approximate the maximum likelihood estimator with massive data, Wang et al. (JASA, 2017) proposed an Optimal Subsampling Method under the A-optimality Criterion (OSMAC) for in logistic regression. This paper extends the scope of the OSMAC framework to include generalized linear models with canonical link functions. The consistency and asymptotic normality of the estimator from a general subsampling algorithm are established, and optimal subsampling probabilities under the A- and L-optimality criteria are derived. Furthermore, using Frobenius norm matrix concentration inequality, finite sample properties of the subsample estimator based on optimal subsampling probabilities are derived. Since the optimal subsampling probabilities depend on the full data estimate, an adaptive two-step algorithm is developed. Asymptotic normality and optimality of the estimator from this adaptive algorithm are established. The proposed methods are illustrated and evaluated through numerical experiments on simulated and real datasets.
SurvBoost: An R Package for High-Dimensional Variable Selection in the Stratified Proportional Hazards Model via Gradient Boosting

High-dimensional variable selection in the proportional hazards (PH) model has many successful applications in different areas. In practice, data may involve confounding variables that do not satisfy the PH assumption, in which case the stratified proportional hazards (SPH) model can be adopted to control the confounding effects by stratification without directly modeling the confounding effects. However, there is a lack of computationally efficient statistical software for high-dimensional variable selection in the SPH model. In this work an R package, SurvBoost, is developed to implement the gradient boosting algorithm for fitting the SPH model with high-dimensional covariate variables. Simulation studies demonstrate that in many scenarios SurvBoost can achieve better selection accuracy and reduce computational time substantially compared to the existing R package that implements boosting algorithms without stratification. The proposed R package is also illustrated by an analysis of gene expression data with survival outcome in The Cancer Genome Atlas study. In addition, a detailed hands-on tutorial for SurvBoost is provided.
Distinguishing Cause and Effect via Second Order Exponential Models

We propose a method to infer causal structures containing both discrete and continuous variables. The idea is to select causal hypotheses for which the conditional density of every variable, given its causes, becomes smooth. We define a family of smooth densities and conditional densities by second order exponential models, i.e., by maximizing conditional entropy subject to first and second statistical moments. If some of the variables take only values in proper subsets of R^n, these conditionals can induce different families of joint distributions even for Markov-equivalent graphs. We consider the case of one binary and one real-valued variable where the method can distinguish between cause and effect. Using this example, we describe that sometimes a causal hypothesis must be rejected because P(effect|cause) and P(cause) share algorithmic information (which is untypical if they are chosen independently). This way, our method is in the same spirit as faithfulness-based causal inference because it also rejects non-generic mutual adjustments among DAG-parameters.
Bayesian-motivated tests of function fit and their asymptotic frequentist properties

We propose and analyze nonparametric tests of the null hypothesis that a function belongs to a specified parametric family. The tests are based on BIC approximations, π BIC , to the posterior probability of the null model, and may be carried out in either Bayesian or frequentist fashion. We obtain results on the asymptotic distribution of π BIC under both the null hypothesis and local alternatives. One version of π BIC , call it π* BIC , uses a class of models that are orthogonal to each other and growing in number without bound as sample size, n, tends to infinity. We show that √n(1 - π* BIC ) converges in distribution to a stable law under the null hypothesis. We also show that π* BIC can detect local alternatives converging to the null at the rate √log n/n. A particularly interesting finding is that the power of the π* BIC -based test is asymptotically equal to that of a test based on the maximum of alternative log-likelihoods. Simulation results and an example involving variable star data illustrate desirable features of the proposed tests.
On the number of support points of maximin and Bayesian optimal designs

We consider maximin and Bayesian D-optimal designs for nonlinear regression models. The maximin criterion requires the specification of a region for the nonlinear parameters in the model, while the Bayesian optimality criterion assumes that a prior for these parameters is available. On interval parameter spaces, it was observed empirically by many authors that an increase of uncertainty in the prior information (i.e., a larger range for the parameter space in the maximin criterion or a larger variance of the prior in the Bayesian criterion) yields a larger number of support points of the corresponding optimal designs. In this paper, we present analytic tools which are used to prove this phenomenon in concrete situations. The proposed methodology can be used to explain many empirically observed results in the literature. Moreover, it explains why maximin D-optimal designs are usually supported at more points than Bayesian D-optimal designs.
Bayesian anomaly detection methods for social networks

Learning the network structure of a large graph is computationally demanding, and dynamically monitoring the network over time for any changes in structure threatens to be more challenging still. This paper presents a two-stage method for anomaly detection in dynamic graphs: the first stage uses simple, conjugate Bayesian models for discrete time counting processes to track the pairwise links of all nodes in the graph to assess normality of behavior; the second stage applies standard network inference tools on a greatly reduced subset of potentially anomalous nodes. The utility of the method is demonstrated on simulated and real data sets.
Bayesian Inference for Persistent Homology

Persistence diagrams offer a way to summarize topological and geometric properties latent in datasets. While several methods have been developed that utilize persistence diagrams in statistical inference, a full Bayesian treatment remains absent. This paper, relying on the theory of point processes, lays the foundation for Bayesian inference with persistence diagrams. We model persistence diagrams as Poisson point processes with prior intensities and compute posterior intensities by adopting techniques from the theory of marked point processes. We then propose a family of conjugate prior intensities via Gaussian mixtures and proceed with a classification application in materials science using Bayes factors.
Tutorial on ABC rejection and ABC SMC for parameter estimation and model selection

In this tutorial we schematically illustrate four algorithms:1.ABC rejection for parameter estimation [1, 2],2.ABC SMC for parameter estimation [3, 4, 5],3.ABC rejection for model selection on the joint space [6],4.ABC SMC for model selection on the joint space [7]. We suggest to read this tutorial from the beginning. We start with a detailedexplanation of the ABC rejection algorithm, which later helps to understand ABC SMCas it is based on the same concepts. Also, both model selection algorithms are closelyrelated to parameter estimation algorithms and it is therefore helpful to understandthose rst.This tutorial forms a part of the supplementary material of the paper "Simulation-based model selection for dynamical systems in systems and population biology,Bioinformatics, 26 (1), 104-110, 2010" (T. Toni, M. P. H. Stumpf). 1
Spectral clustering based on local linear approximations

In the context of clustering, we assume a generative model where each cluster is the result of sampling points in the neighborhood of an embedded smooth surface; the sample may be contaminated with outliers, which are modeled as points sampled in space away from the clusters. We consider a prototype for a higher-order spectral clustering method based on the residual from a local linear approximation. We obtain theoretical guarantees for this algorithm and show that, in terms of both separation and robustness to outliers, it outperforms the standard spectral clustering algorithm (based on pairwise distances) of Ng, Jordan and Weiss (NIPS '01). The optimal choice for some of the tuning parameters depends on the dimension and thickness of the clusters. We provide estimators that come close enough for our theoretical purposes. We also discuss the cases of clusters of mixed dimensions and of clusters that are generated from smoother surfaces. In our experiments, this algorithm is shown to outperform pairwise spectral clustering on both simulated and real data.
A distance based test on random trees

In this paper, we address the question of comparison between populations of trees. We study an statistical test based on the distance between empirical mean trees, as an analog of the two sample z statistic for comparing two means. Despite its simplicity, we can report that the test is quite powerful to separate distributions with different means but it does not distinguish between different populations with the same mean, a more complicated test should be applied in that setting. The performance of the test is studied via simulations on Galton-Watson branching processes. We also show an application to a real data problem in genomics.
Confidence Intervals for the Area Under the Receiver Operating Characteristic Curve in the Presence of Ignorable Missing Data

Receiver operating characteristic curves are widely used as a measure of accuracy of diagnostic tests and can be summarised using the area under the receiver operating characteristic curve (AUC). Often, it is useful to construct a confidence interval for the AUC; however, because there are a number of different proposed methods to measure variance of the AUC, there are thus many different resulting methods for constructing these intervals. In this article, we compare different methods of constructing Wald‐type confidence interval in the presence of missing data where the missingness mechanism is ignorable. We find that constructing confidence intervals using multiple imputation based on logistic regression gives the most robust coverage probability and the choice of confidence interval method is less important. However, when missingness rate is less severe (e.g. less than 70%), we recommend using Newcombe's Wald method for constructing confidence intervals along with multiple imputation using predictive mean matching.
DISCUSSION OF: TREELETS—AN ADAPTIVE MULTI-SCALE BASIS FOR SPARSE UNORDERED DATA

We congratulate Lee, Nadler and Wasserman (henceforth LNW) on a very interesting paper on new methodology and supporting theory. Treelets seem to tackle two important problems of modern data analysis at once. For datasets with many variables, treelets give powerful predictions even if variables are highly correlated and redundant. Maybe more importantly, interpretation of the results is intuitive. Useful insights about relevant groups of variables can be gained. Our comments and questions include: (i) Could the success of treelets be replicated by a combination of hierarchical clustering and PCA? (ii) When choosing a suitable basis, treelets seem to be largely an unsupervised method. Could the results be even more interpretable and powerful if treelets would take into account some supervised response variable? (iii) Interpretability of the result hinges on the sparsity of the final basis. Do we expect that the selected groups of variables will always be sufficiently small to be amenable forinterpretation?
Astrocladistics: Multivariate Evolutionary Analysis in Astrophysics

The Hubble tuning fork diagram, based on morphology and established in the 1930s, has always been the preferred scheme for classification of galaxies. However, the current large amount of data up to higher and higher redshifts asks for more sophisticated statistical approaches like multivariate analyses. Clustering analyses are still very confidential, and do not take into account the unavoidable characteristics in our Universe: evolution. Assuming branching evolution of galaxies as a 'transmission with modification', we have shown that the concepts and tools of phylogenetic systematics (cladistics) can be heuristically transposed to the case of galaxies. This approach that we call "astrocladistics", has now successfully been applied on several samples of galaxies and globular clusters. Maximum parsimony and distance-based approaches are the most popular methods to produce phylogenetic trees and, like most other studies, we had to discretize our variables. However, since astrophysical data are intrinsically continuous, we are contributing to the growing need for applying phylogenetic methods to continuous characters.
High Dimensional Structure Learning of Ising Models on Sparse Random Graphs

Author(s): Anandkumar, Animashree; Tan, Vincent; Willsky, Alan | Abstract: We consider the problem of learning the structure of ferromagnetic Ising models Markov on sparse Erdos-Renyi random graph. We propose simple local algorithms and analyze their performance in the regime of correlation decay. We prove that an algorithm based on a set of conditional mutual information tests is consistent for structure learning throughout the regime of correlation decay. This algorithm requires the number of samples to scale as \omega(\log n), and has a computational complexity of O(n^4). A simpler algorithm based on correlation thresholding outputs a graph with a constant edit distance to the original graph when there is correlation decay, and the number of samples required is \Omega(\log n). Under a more stringent condition, correlation thresholding is consistent for structure estimation. We finally prove a lower bound that \Omega(c\log n) samples are also needed for consistent reconstruction of random graphs by any algorithm with positive probability, where c is the average degree. Thus, we establish that consistent structure estimation is possible with almost order-optimal sample complexity throughout the regime of correlation decay.