Statistics and ComputingPub Date : 2026-01-01Epub Date: 2026-09-27DOI: 10.1007/s11222-026-10979-6
Ivis Kerama, Thomas Thorne, Richard G Everitt
{"title":"<ArticleTitle xmlns:ns0=\"http://www.w3.org/1998/Math/MathML\">Rare event ABC-SMC <ns0:math><ns0:mmultiscripts><ns0:mrow /> <ns0:mrow /> <ns0:mn>2</ns0:mn></ns0:mmultiscripts></ns0:math>.","authors":"Ivis Kerama, Thomas Thorne, Richard G Everitt","doi":"10.1007/s11222-026-10979-6","DOIUrl":"10.1007/s11222-026-10979-6","url":null,"abstract":"<p><p>Approximate Bayesian computation (ABC) is a well-established family of Monte Carlo methods for performing approximate Bayesian inference in the case where an \"implicit\" model is used for the data: when the data model can be simulated, but the likelihood cannot easily be pointwise evaluated. A fundamental property of standard ABC approaches is that the number of Monte Carlo points required to achieve a given accuracy scales exponentially with the dimension of the data. Prangle et al. (2018) proposes a Markov chain Monte Carlo (MCMC) method that uses a rare event sequential Monte Carlo (SMC) approach to estimating the ABC likelihood that avoids this exponential scaling, and thus allows ABC to be used on higher dimensional data. This paper builds on the work of Prangle et al. (2018) by using the rare event SMC approach within an SMC algorithm, instead of within an MCMC algorithm. The new method has a similar structure to SMC <math><mmultiscripts><mrow></mrow> <mrow></mrow> <mn>2</mn></mmultiscripts> </math> (Chopin et al. 2013), and requires less tuning than the MCMC approach. We demonstrate the new approach, compared to existing ABC-SMC methods, on a toy example and on a duplication-divergence random graph model used for modelling protein interaction networks.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"36 5","pages":"225"},"PeriodicalIF":1.8,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13616861/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"149076022","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Statistics and ComputingPub Date : 2026-01-01Epub Date: 2026-08-20DOI: 10.1007/s11222-026-10956-z
James Neill, Rebecca Lester, Winnie Bakali, Gareth Roberts, Nicholas Feasey, Lloyd A C Chapman, Chris Jewell
{"title":"Non-centering for discrete-valued state transition models: an application to ESBL-producing <i>E. coli</i> transmission in Malawi.","authors":"James Neill, Rebecca Lester, Winnie Bakali, Gareth Roberts, Nicholas Feasey, Lloyd A C Chapman, Chris Jewell","doi":"10.1007/s11222-026-10956-z","DOIUrl":"10.1007/s11222-026-10956-z","url":null,"abstract":"<p><p>Infectious disease transmission is often modelled by discrete-valued stochastic state transition processes. Due to a lack of complete data, Bayesian inference for these models often relies on data-augmentation techniques. These techniques are often inefficient or time consuming to implement. We introduce a novel data-augmentation Markov chain Monte Carlo method for discrete-time individual-based epidemic models, which we call the Rippler algorithm. This method uses the transmission model in the proposal step of the Metropolis-Hastings algorithm, rather than in the accept-reject step. We test the Rippler algorithm on simulated data and apply it to data on extended-spectrum beta-lactamase (ESBL)-producing <i>E. coli</i> collected in Blantyre, Malawi. We compare the Rippler algorithm to two other commonly used Bayesian inference methods for partially observed epidemic data, and find that it has a good balance between mixing speed and computational complexity.</p><p><strong>Supplementary information: </strong>The online version contains supplementary material available at 10.1007/s11222-026-10956-z.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"36 5","pages":"208"},"PeriodicalIF":1.8,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13493405/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148798062","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Statistics and ComputingPub Date : 2026-01-01Epub Date: 2026-05-05DOI: 10.1007/s11222-026-10866-0
Peter Carbonetto, Abhishek Sarkar, Zihao Wang, Matthew Stephens
{"title":"Non-negative matrix factorization algorithms generally improve topic model fits.","authors":"Peter Carbonetto, Abhishek Sarkar, Zihao Wang, Matthew Stephens","doi":"10.1007/s11222-026-10866-0","DOIUrl":"10.1007/s11222-026-10866-0","url":null,"abstract":"<p><p>In an effort to develop topic modeling methods that can be quickly applied to large data sets, we revisit the problem of maximum-likelihood estimation in topic models. It is known, at least informally, that maximum-likelihood estimation in topic models is closely related to non-negative matrix factorization (NMF). Yet, to our knowledge, this relationship has not been exploited previously to fit topic models. We show that recent advances in NMF optimization methods can be leveraged to fit topic models very efficiently, often resulting in much better fits and in less time than existing algorithms for topic models. We also formally make the connection between the NMF optimization problem and maximum-likelihood estimation for the topic model, and using this result we show that the expectation maximization (EM) algorithm for the topic model is essentially the same as the classic multiplicative updates for NMF. Our methods are implemented in the R package \"fastTopics\".</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"36 3","pages":"131"},"PeriodicalIF":1.8,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13144203/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147842996","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Statistics and ComputingPub Date : 2026-01-01Epub Date: 2026-03-22DOI: 10.1007/s11222-026-10865-1
Michael Whitehouse
{"title":"Accelerated inference for stochastic compartmental models with over-dispersed partial observations.","authors":"Michael Whitehouse","doi":"10.1007/s11222-026-10865-1","DOIUrl":"10.1007/s11222-026-10865-1","url":null,"abstract":"<p><p>An assumed density approximate likelihood is derived for a class of partially observed stochastic compartmental models which permit observational over-dispersion. This is achieved by treating time-varying reporting probabilities as latent variables and integrating them out using Laplace approximations within Poisson Approximate Likelihoods (LawPAL), resulting in a fast deterministic approximation to the marginal likelihood and filtering distributions. We derive an asymptotically exact filtering result in the large population regime, demonstrating the approximation's ability to recover latent disease states and reporting probabilities. Through simulations we: 1) demonstrate favorable behavior of the maximum approximate likelihood estimator in the large population and time horizon regime in terms of ground truth recovery; 2) demonstrate order of magnitude computational speed gains over a sequential Monte Carlo likelihood based approach and explore the statistical compromises our approximation implicitly makes. We conclude by embedding our methodology within the probabilistic programming language Stan for automated Bayesian inference to develop a model of practical interest using data from the Covid-19 outbreak in Switzerland.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"36 3","pages":"109"},"PeriodicalIF":1.8,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13006463/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147514939","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Statistics and ComputingPub Date : 2025-10-01Epub Date: 2025-07-02DOI: 10.1007/s11222-025-10681-z
Linxi Li, Shuangge Ma, Qingzhao Zhang
{"title":"Subgroup Analysis of Differential Networks with Latent Variables.","authors":"Linxi Li, Shuangge Ma, Qingzhao Zhang","doi":"10.1007/s11222-025-10681-z","DOIUrl":"10.1007/s11222-025-10681-z","url":null,"abstract":"<p><p>Differential network analysis serves as a crucial tool in capturing variations in network rewiring patterns across different biological conditions. Real-world observational data often contain subgroup structures with differing statistical properties, potentially leading to heterogeneity among differential networks. However, existing graphical model-based heterogeneity analysis methods are designed for subgroup networks rather than differential networks. Moreover, these methods require sparsity within each network, which is ineffective for dense networks, especially when observed variables are confounded by latent (unobserved) variables. In this article, we focus on estimating differential networks between an unlabeled heterogeneous group and a baseline group, and develop subgroup analysis from the perspective of differential networks. By imposing a sparse plus low-rank structure on the baseline network and sparsity on differential networks, which characterize and balance the influence of latent variables, the proposed method allows for effective estimation of sparse differential networks and non-sparse subgroup networks. We develop an efficient computational algorithm for this purpose. Simulation studies demonstrate the competitive performance of the proposed approach over closely related alternatives. An application to a set of data on Non-Small Cell Lung Cancer (NSCLC) further confirms the utility of the methodology.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 5","pages":""},"PeriodicalIF":1.8,"publicationDate":"2025-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13166169/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147933391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Statistics and ComputingPub Date : 2025-10-01Epub Date: 2025-07-31DOI: 10.1007/s11222-025-10701-y
Eric A Bai, Olivier Binette, Jerome P Reiter
{"title":"Optimal <i>F</i>-score Matching for Bipartite Record Linkage.","authors":"Eric A Bai, Olivier Binette, Jerome P Reiter","doi":"10.1007/s11222-025-10701-y","DOIUrl":"10.1007/s11222-025-10701-y","url":null,"abstract":"<p><p>Probabilistic record linkage is often used to match records from two files, in particular when the variables common to both files comprise identifiers measured with occasional errors like names and demographic variables. We consider bipartite record linkage settings in which there are no duplicates within the files, but some entities appear in both files. In this setting, the analyst desires a point estimate of the linkage structure that matches each record to at most one record from the other file. We introduce an estimator that maximizes the expected <math><mi>F</mi></math> -score for the linkage structure. We target the approach for record linkage methods that produce either (an approximate) posterior distribution of the unknown linkage structure or probabilities of matches for record pairs. Using simulations and applications with genuine data, we illustrate that the <math><mi>F</mi></math> -score estimators have desirable properties.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 5","pages":""},"PeriodicalIF":1.8,"publicationDate":"2025-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13028598/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147575556","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Statistics and ComputingPub Date : 2025-10-01Epub Date: 2025-06-22DOI: 10.1007/s11222-025-10674-y
Wisdom Aselisewine, Suvra Pal
{"title":"A Neural Network Integrated Accelerated Failure Time-Based Mixture Cure Model.","authors":"Wisdom Aselisewine, Suvra Pal","doi":"10.1007/s11222-025-10674-y","DOIUrl":"10.1007/s11222-025-10674-y","url":null,"abstract":"<p><p>The mixture cure rate model (MCM) is commonly used for analyzing survival data with a cured subgroup. While the prevailing approach to modeling the probability of cure involves a generalized linear model using a known parametric link function, such as the logit link function, it has limitations in capturing the complex effects of covariates on cure probability. This paper introduces a novel MCM employing a neural network-based classifier for cure probability and an accelerated failure time structure for the survival distribution of uncured patients. An expectation maximization algorithm is developed for parameter estimation. Simulation results demonstrate the superior performance of the proposed model in capturing non-linear classification boundaries compared to logit-based and spline-based MCMs, as well as other machine learning algorithms. This enhances the accuracy and precision of cured probability estimates, improving predictive accuracy. The proposed model and estimation method are applied to survival data on leukemia cancer patients, showcasing their effectiveness.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 5","pages":""},"PeriodicalIF":1.8,"publicationDate":"2025-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12369597/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144969648","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Statistics and ComputingPub Date : 2025-02-01Epub Date: 2024-11-16DOI: 10.1007/s11222-024-10526-1
Qiang Heng, Kenneth Lange
{"title":"Bootstrap estimation of the proportion of outliers in robust regression.","authors":"Qiang Heng, Kenneth Lange","doi":"10.1007/s11222-024-10526-1","DOIUrl":"https://doi.org/10.1007/s11222-024-10526-1","url":null,"abstract":"<p><p>This paper presents a nonparametric bootstrap method for estimating the proportions of inliers and outliers in robust regression models. Our approach is based on the concept of stability, providing robustness against distributional assumptions and eliminating the need for pre-specified confidence levels. Through numerical experiments, we demonstrate that this method yields more accurate and stable estimates than existing alternatives. Additionally, the generated instability paths offer a valuable graphical tool for understanding the inlier and outlier distributions within the data. The method naturally extends to generalized linear models, where we find that variance-stabilizing transformations produce residuals that are well-suited for outlier detection. Applications to two real-world datasets further illustrate the practical utility of our approach in identifying outliers.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2025-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12077844/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144080117","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Statistics and ComputingPub Date : 2025-01-01Epub Date: 2025-02-25DOI: 10.1007/s11222-025-10584-z
Lorenzo Rimella, Chris Jewell, Paul Fearnhead
{"title":"Simulation based composite likelihood.","authors":"Lorenzo Rimella, Chris Jewell, Paul Fearnhead","doi":"10.1007/s11222-025-10584-z","DOIUrl":"10.1007/s11222-025-10584-z","url":null,"abstract":"<p><p>Inference for high-dimensional hidden Markov models is challenging due to the exponential-in-dimension computational cost of calculating the likelihood. To address this issue, we introduce an innovative composite likelihood approach called \"Simulation Based Composite Likelihood\" (SimBa-CL). With SimBa-CL, we approximate the likelihood by the product of its marginals, which we estimate using Monte Carlo sampling. In a similar vein to approximate Bayesian computation (ABC), SimBa-CL requires multiple simulations from the model, but, in contrast to ABC, it provides a likelihood approximation that guides the optimization of the parameters. Leveraging automatic differentiation libraries, it is simple to calculate gradients and Hessians to not only speed up optimization but also to build approximate confidence sets. We present extensive empirical results which validate our theory and demonstrate its advantage over SMC, and apply SimBa-CL to real-world Aphtovirus data.</p><p><strong>Supplementary information: </strong>The online version contains supplementary material available at 10.1007/s11222-025-10584-z.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 3","pages":"58"},"PeriodicalIF":1.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11861035/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143524490","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Statistics and ComputingPub Date : 2025-01-01Epub Date: 2025-05-27DOI: 10.1007/s11222-025-10640-8
Yoonji Kim, Oksana A Chkrebtii, Sebastian A Kurtek
{"title":"Sequential Bayesian Registration for Functional Data.","authors":"Yoonji Kim, Oksana A Chkrebtii, Sebastian A Kurtek","doi":"10.1007/s11222-025-10640-8","DOIUrl":"10.1007/s11222-025-10640-8","url":null,"abstract":"<p><p>In many modern applications, discretely-observed data may be naturally understood as a set of functions. Functional data often exhibit two confounded sources of variability: amplitude (<i>y</i>-axis) and phase (<i>x</i>-axis). The extraction of amplitude and phase, a process known as registration, is essential in exploring the underlying structure of functional data in a variety of areas, from environmental monitoring to medical imaging. Critically, such data are often gathered sequentially with new functional observations arriving over time. Despite this, existing registration procedures do not sequentially update inference based on the new data, requiring model refitting. To address these challenges, we introduce a Bayesian framework for sequential registration of functional data, which updates statistical inference as new sets of functions are assimilated. This Bayesian model-based sequential learning approach utilizes sequential Monte Carlo sampling to recursively update the alignment of observed functions while accounting for associated uncertainty. Distributed computing significantly reduces computational cost relative to refitting the model using an iterative method such as Markov chain Monte Carlo on the full data. Simulation studies and comparisons reveal that the proposed approach performs well even when the target posterior distribution has a challenging structure. We apply the proposed method to three real datasets: (1) functions of annual drought intensity near Kaweah River in California, (2) annual sea surface salinity functions near Null Island, and (3) a sequence of repeated patterns in electrocardiogram signals.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 4","pages":"108"},"PeriodicalIF":1.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12116714/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144182656","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}