Andrew Simpson, Semhar Michael, Dylan Borchert, Christopher Saunders, Larry Tang
{"title":"Modeling subpopulations for hierarchically structured data","authors":"Andrew Simpson, Semhar Michael, Dylan Borchert, Christopher Saunders, Larry Tang","doi":"10.1002/sam.11650","DOIUrl":"https://doi.org/10.1002/sam.11650","url":null,"abstract":"The field of forensic statistics offers a unique hierarchical data structure in which a population is composed of several subpopulations of sources and a sample is collected from each source. This subpopulation structure creates an additional layer of complexity. Hence, the data has a hierarchical structure in addition to the existence of underlying subpopulations. Finite mixtures are known for modeling heterogeneity; however, previous parameter estimation procedures assume that the data is generated through a simple random sampling process. We propose using a semi-supervised mixture modeling approach to model the subpopulation structure which leverages the fact that we know the collection of samples came from the same source, yet an unknown subpopulation. A simulation study and a real data analysis based on famous glass datasets and a keystroke dynamic typing data set show that the proposed approach performs better than other approaches that have been used previously in practice.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"37 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-11-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138517927","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Spatially-correlated time series clustering using location-dependent Dirichlet process mixture model","authors":"Junsub Jung, Sungil Kim, Heeyoung Kim","doi":"10.1002/sam.11649","DOIUrl":"https://doi.org/10.1002/sam.11649","url":null,"abstract":"The Dirichlet process mixture (DPM) model has been widely used as a Bayesian nonparametric model for clustering. However, the exchangeability assumption of the Dirichlet process is not valid for clustering spatially correlated time series as these data are indexed spatially and temporally. While analyzing spatially correlated time series, correlations between observations at proximal times and locations must be appropriately considered. In this study, we propose a location-dependent DPM model by extending the traditional DPM model for clustering spatially correlated time series. We model the temporal pattern as an infinite mixture of Gaussian processes while considering spatial dependency using a location-dependent Dirichlet process prior over mixture components. This encourages the assignment of observations from proximal locations to the same cluster. By contrast, because mixture atoms for modeling temporal patterns are shared across space, observations with similar temporal patterns can be still grouped together even if they are located far apart. The proposed model also allows the number of clusters to be automatically determined in the clustering procedure. We validate the proposed model using simulated examples. Moreover, in a real case study, we cluster adjacent roads based on their traffic speed patterns that have changed as a result of a traffic accident occurred in Seoul, South Korea.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"30 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-11-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138517923","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Input-response space-filling designs incorporating response uncertainty","authors":"Xiankui Yang, Lu Lu, Christine M. Anderson-Cook","doi":"10.1002/sam.11648","DOIUrl":"https://doi.org/10.1002/sam.11648","url":null,"abstract":"Traditionally space-filling designs have focused on the characteristics of the design in the input space ensuring uniform spread throughout the region. Input-response space-filling designs considered scenarios when having good spread throughout the range or region of the responses is also of interest. This paper acknowledges that there is typically uncertainty associated with the values of the response(s) and hence proposes a method, Input-Response Space-Filling Designs with Uncertainty (IRSFwU), to incorporate this into the design construction. The Pareto front of designs offers alternatives that balance input and response space filling, while prioritizing input combinations with lower associated response uncertainty. These lower uncertainty choices improve the chances of observing the desired response values. We describe the new approach with an uncertainty-adjusted distance to measure the response space filling, the Pareto aggregate point exchange algorithm to populate the set of promising designs, and illustrate the method with three examples of different input and response relationships and dimensions.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"16 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138517929","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Scott A. Vander Wiel, Michael J. Grosskopf, Isaac J. Michaud, Denise Neudecker
{"title":"Driving mode analysis—How uncertain functional inputs propagate to an output","authors":"Scott A. Vander Wiel, Michael J. Grosskopf, Isaac J. Michaud, Denise Neudecker","doi":"10.1002/sam.11646","DOIUrl":"https://doi.org/10.1002/sam.11646","url":null,"abstract":"Abstract Driving mode analysis elucidates how correlated features of uncertain functional inputs jointly propagate to produce uncertainty in the output of a computation. Uncertain input functions are decomposed into three terms: the mean functions, a zero‐mean driving mode, and zero‐mean residual. The random driving mode varies along a single direction, having fixed functional shape and random scale. It is uncorrelated with the residual, and under linear error propagation, it produces an output variance equal to that of the full input uncertainty. Finally, the driving mode best represents how input uncertainties propagate to the output because it minimizes expected squared Mahalanobis distance amongst competitors. These characteristics recommend interpretation of the driving mode as the single‐degree‐of‐freedom component of input uncertainty that drives output uncertainty. We derive the functional driving mode, show its superiority to other seemingly sensible definitions, and demonstrate the utility of driving mode analysis in an application. The application is the simulation of neutron transport in criticality experiments. The uncertain input functions are nuclear data that describe how Pu reacts to bombardment by neutrons. Visualization of the driving mode helps scientists understand what aspects of correlated functional uncertainty have effects that either reinforce or cancel one another in propagating to the output of the simulation.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"160 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134944202","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Residuals and diagnostics for multinomial regression models","authors":"Eric A. E. Gerber, Bruce A. Craig","doi":"10.1002/sam.11645","DOIUrl":"https://doi.org/10.1002/sam.11645","url":null,"abstract":"Abstract In this paper, we extend the concept of a randomized quantile residual to multinomial regression models. Customary diagnostics for these models are limited because they involve difficult‐to‐interpret residuals and often focus on the fit of one category versus the rest. Our residuals account for associations between categories by using the squared Mahalanobis distances of the observed log‐odds relative to their fitted sampling distributions. Aside from sampling variation, these residuals are exactly normal when the data come from the fitted model. This motivates our use of the residuals to detect model misspecification and overdispersion, in addition to an overall goodness‐of‐fit Kolmogorov–Smirnov test. We illustrate the use of the residuals and diagnostics in both simulation and real data studies.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135199164","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Maximilian Autenrieth, David A. Van Dyk, Roberto Trotta, David C. Stenning
{"title":"Stratified learning: A general‐purpose statistical method for improved learning under covariate shift","authors":"Maximilian Autenrieth, David A. Van Dyk, Roberto Trotta, David C. Stenning","doi":"10.1002/sam.11643","DOIUrl":"https://doi.org/10.1002/sam.11643","url":null,"abstract":"Abstract We propose a simple, statistically principled, and theoretically justified method to improve supervised learning when the training set is not representative, a situation known as covariate shift. We build upon a well‐established methodology in causal inference and show that the effects of covariate shift can be reduced or eliminated by conditioning on propensity scores. In practice, this is achieved by fitting learners within strata constructed by partitioning the data based on the estimated propensity scores, leading to approximately balanced covariates and much‐improved target prediction. We refer to the overall method as Stratified Learning, or StratLearn . We demonstrate the effectiveness of this general‐purpose method on two contemporary research questions in cosmology, outperforming state‐of‐the‐art importance weighting methods. We obtain the best‐reported AUC (0.958) on the updated “Supernovae photometric classification challenge,” and we improve upon existing conditional density estimation of galaxy redshift from Sloan Digital Sky Survey (SDSS) data.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135131270","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On difference‐based gradient estimation in nonparametric regression","authors":"Maoyu Zhang, Wenlin Dai","doi":"10.1002/sam.11644","DOIUrl":"https://doi.org/10.1002/sam.11644","url":null,"abstract":"Abstract We propose a framework to directly estimate the gradient in multivariate nonparametric regression models that bypasses fitting the regression function. Specifically, we construct the estimator as a linear combination of adjacent observations with the coefficients from a vector‐valued difference sequence, so it is more flexible than existing methods. Under the equidistant designs, closed‐form solutions of the optimal sequences are derived by minimizing the estimation variance, with the estimation bias well controlled. We derive the theoretical properties of the estimators and show that they achieve the optimal convergence rate. Further, we propose a data‐driven tuning parameter‐selection criterion for practical implementation. The effectiveness of our estimators is validated via simulation studies and a real data application.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"233 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135308618","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Integrative Learning of Structured High-Dimensional Data from Multiple Datasets.","authors":"Changgee Chang, Zongyu Dai, Jihwan Oh, Qi Long","doi":"10.1002/sam.11601","DOIUrl":"10.1002/sam.11601","url":null,"abstract":"<p><p>Integrative learning of multiple datasets has the potential to mitigate the challenge of small <i>n</i> and large <i>p</i> that is often encountered in analysis of big biomedical data such as genomics data. Detection of weak yet important signals can be enhanced by jointly selecting features for all datasets. However, the set of important features may not always be the same across all datasets. Although some existing integrative learning methods allow heterogeneous sparsity structure where a subset of datasets can have zero coefficients for some selected features, they tend to yield reduced efficiency, reinstating the problem of losing weak important signals. We propose a new integrative learning approach which can not only aggregate important signals well in homogeneous sparsity structure, but also substantially alleviate the problem of losing weak important signals in heterogeneous sparsity structure. Our approach exploits a priori known graphical structure of features and encourages joint selection of features that are connected in the graph. Integrating such prior information over multiple datasets enhances the power, while also accounting for the heterogeneity across datasets. Theoretical properties of the proposed method are investigated. We also demonstrate the limitations of existing approaches and the superiority of our method using a simulation study and analysis of gene expression data from ADNI.</p>","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"16 2","pages":"120-134"},"PeriodicalIF":1.3,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10195070/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9511811","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Tutorial on Generative Adversarial Networks with Application to Classification of Imbalanced Data.","authors":"Yuxiao Huang, Kara G Fields, Yan Ma","doi":"10.1002/sam.11570","DOIUrl":"10.1002/sam.11570","url":null,"abstract":"<p><p>A challenge unique to classification model development is imbalanced data. In a binary classification problem, class imbalance occurs when one class, the minority group, contains significantly fewer samples than the other class, the majority group. In imbalanced data, the minority class is often the class of interest (e.g., patients with disease). However, when training a classifier on imbalanced data, the model will exhibit bias towards the majority class and, in extreme cases, may ignore the minority class completely. A common strategy for addressing class imbalance is data augmentation. However, traditional data augmentation methods are associated with overfitting, where the model is fit to the noise in the data. In this tutorial we introduce an advanced method for data augmentation: Generative Adversarial Networks (GANs). The advantages of GANs over traditional data augmentation methods are illustrated using the Breast Cancer Wisconsin study. To promote the adoption of GANs for data augmentation, we present an end-to-end pipeline that encompasses the complete life cycle of a machine learning project along with alternatives and good practices both in the paper and in a separate video. Our code, data, full results and video tutorial are publicly available in the paper's github repository.</p>","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"15 5","pages":"543-552"},"PeriodicalIF":1.3,"publicationDate":"2022-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9529000/pdf/nihms-1766432.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"33488851","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Regression-Based Bayesian Estimation and Structure Learning for Nonparanormal Graphical Models.","authors":"Jami J Mulgrave, Subhashis Ghosal","doi":"10.1002/sam.11576","DOIUrl":"https://doi.org/10.1002/sam.11576","url":null,"abstract":"<p><p>A nonparanormal graphical model is a semiparametric generalization of a Gaussian graphical model for continuous variables in which it is assumed that the variables follow a Gaussian graphical model only after some unknown smooth monotone transformations. We consider a Bayesian approach to inference in a nonparanormal graphical model in which we put priors on the unknown transformations through a random series based on B-splines. We use a regression formulation to construct the likelihood through the Cholesky decomposition on the underlying precision matrix of the transformed variables and put shrinkage priors on the regression coefficients. We apply a plug-in variational Bayesian algorithm for learning the sparse precision matrix and compare the performance to a posterior Gibbs sampling scheme in a simulation study. We finally apply the proposed methods to a microarray data set. The proposed methods have better performance as the dimension increases, and in particular, the variational Bayesian approach has the potential to speed up the estimation in the Bayesian nonparanormal graphical model without the Gaussianity assumption while retaining the information to construct the graph.</p>","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"15 5","pages":"611-629"},"PeriodicalIF":1.3,"publicationDate":"2022-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9455150/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"33460008","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}