Journal of data science : JDS最新文献

筛选
英文 中文
Analyzing the Rainfall Pattern in Honduras Through Non-Homogeneous Hidden Markov Models 用非齐次隐马尔可夫模型分析洪都拉斯降雨模式
Journal of data science : JDS Pub Date : 2023-01-01 DOI: 10.6339/23-jds1091
Gustavo Alexis Sabillón, D. Zuanetti
{"title":"Analyzing the Rainfall Pattern in Honduras Through Non-Homogeneous Hidden Markov Models","authors":"Gustavo Alexis Sabillón, D. Zuanetti","doi":"10.6339/23-jds1091","DOIUrl":"https://doi.org/10.6339/23-jds1091","url":null,"abstract":"One of the major climatic interests of the last decades has been to understand and describe the rainfall patterns of specific areas of the world as functions of other climate covariates. We do it for the historical climate monitoring data from Tegucigalpa, Honduras, using non-homogeneous hidden Markov models (NHMMs), which are dynamic models usually used to identify and predict heterogeneous regimes. For estimating the NHMM in an efficient and scalable way, we propose the stochastic Expectation-Maximization (EM) algorithm and a Bayesian method, and compare their performance in synthetic data. Although these methodologies have already been used for estimating several other statistical models, it is not the case of NHMMs which are still widely fitted by the traditional EM algorithm. We observe that, under tested conditions, the performance of the Bayesian and stochastic EM algorithms is similar and discuss their slight differences. Analyzing the Honduras rainfall data set, we identify three heterogeneous rainfall periods and select temperature and humidity as relevant covariates for explaining the dynamic relation among these periods.","PeriodicalId":73699,"journal":{"name":"Journal of data science : JDS","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71320767","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Network A/B Testing: Nonparametric Statistical Significance Test Based on Cluster-Level Permutation 网络A/B测试:基于集群水平排列的非参数统计显著性检验
Journal of data science : JDS Pub Date : 2023-01-01 DOI: 10.6339/23-jds1112
Hongwei Shang, Xiaolin Shi, Bai Jiang
{"title":"Network A/B Testing: Nonparametric Statistical Significance Test Based on Cluster-Level Permutation","authors":"Hongwei Shang, Xiaolin Shi, Bai Jiang","doi":"10.6339/23-jds1112","DOIUrl":"https://doi.org/10.6339/23-jds1112","url":null,"abstract":"A/B testing is widely used for comparing two versions of a product and evaluating new proposed product features. It is of great importance for decision-making and has been applied as a golden standard in the IT industry. It is essentially a form of two-sample statistical hypothesis testing. Average treatment effect (ATE) and the corresponding p-value can be obtained under certain assumptions. One key assumption in traditional A/B testing is the stable-unit-treatment-value assumption (SUTVA): there is no interference among different units. It means that the observation on one unit is unaffected by the particular assignment of treatments to the other units. Nonetheless, interference is very common in social network settings where people communicate and spread information to their neighbors. Therefore, the SUTVA assumption is violated. Analysis ignoring this network effect will lead to biased estimation of ATE. Most existing works focus mainly on the design of experiment and data analysis in order to produce estimators with good performance in regards to bias and variance. Little attention has been paid to the calculation of p-value. We work on the calculation of p-value for the ATE estimator in network A/B tests. After a brief review of existing research methods on design of experiment based on graph cluster randomization and different ATE estimation methods, we propose a permutation method for calculating p-value based on permutation test at the cluster level. The effectiveness of the method against that based on individual-level permutation is validated in a simulation study mimicking realistic settings.","PeriodicalId":73699,"journal":{"name":"Journal of data science : JDS","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71321036","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Editorial: Advances in Network Data Science 社论:网络数据科学进展
Journal of data science : JDS Pub Date : 2023-01-01 DOI: 10.6339/23-jds213edi
Yuguo Chen, Daniel Sewell, Panpan Zhang, Xuening Zhu
{"title":"Editorial: Advances in Network Data Science","authors":"Yuguo Chen, Daniel Sewell, Panpan Zhang, Xuening Zhu","doi":"10.6339/23-jds213edi","DOIUrl":"https://doi.org/10.6339/23-jds213edi","url":null,"abstract":"This special issue features nine articles on “Advances in Network Data Science”. Data science is an interdisciplinary research field utilizing scientific methods to facilitate knowledge and insights from structured and unstructured data across a broad range of domains. Network data are proliferating in many fields, and network data analysis has become a burgeoning research in the data science community. Due to the nature of heterogeneity and complexity of network data, classical statistical approaches for network model fitting face a great deal of challenges, especially for large-scale network data. Therefore, it becomes crucial to develop advanced methodological and computational tools to cope with challenges associated with massive and complex network data analyses. This special issue highlights some recent studies in the area of network data analysis, showcasing a variety of contributions in statistical methodology, two real-world applications, a software package for network generation, and a survey on handling missing values in networks. Five articles are published in the Statistical Data Science Section. Wang and Resnick (2023) employed point processes to investigate the macroscopic growth dynamics of geographically concentrated regional networks. They discovered that during the startup phase, a self-exciting point process effectively modeled the growth process, and subsequently, the growth of links could be suitably described by a non-homogeneous Poisson process. Komolafe","PeriodicalId":73699,"journal":{"name":"Journal of data science : JDS","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71321135","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
FROSTY: A High-Dimensional Scale-Free Bayesian Network Learning Method FROSTY:一种高维无标度贝叶斯网络学习方法
Journal of data science : JDS Pub Date : 2023-01-01 DOI: 10.6339/23-jds1097
Joshua Bang, Sang-Yun Oh
{"title":"FROSTY: A High-Dimensional Scale-Free Bayesian Network Learning Method","authors":"Joshua Bang, Sang-Yun Oh","doi":"10.6339/23-jds1097","DOIUrl":"https://doi.org/10.6339/23-jds1097","url":null,"abstract":"We propose a scalable Bayesian network learning algorithm based on sparse Cholesky decomposition. Our approach only requires observational data and user-specified confidence level as inputs and can estimate networks with thousands of variables. The computational complexity of the proposed method is $O({p^{3}})$ for a graph with p vertices. Extensive numerical experiments illustrate the usefulness of our method with promising results. In simulation, the initial step in our approach also improves an alternative Bayesian network structure estimation method that uses an undirected graph as an input.","PeriodicalId":73699,"journal":{"name":"Journal of data science : JDS","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71320996","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Assessment of Projection Pursuit Index for Classifying High Dimension Low Sample Size Data in R R中高维低样本量数据分类的投影寻踪指标评价
Journal of data science : JDS Pub Date : 2023-01-01 DOI: 10.6339/23-jds1096
Zhaoxing Wu, Chunming Zhang
{"title":"Assessment of Projection Pursuit Index for Classifying High Dimension Low Sample Size Data in R","authors":"Zhaoxing Wu, Chunming Zhang","doi":"10.6339/23-jds1096","DOIUrl":"https://doi.org/10.6339/23-jds1096","url":null,"abstract":"Analyzing “large p small n” data is becoming increasingly paramount in a wide range of application fields. As a projection pursuit index, the Penalized Discriminant Analysis ($mathrm{PDA}$) index, built upon the Linear Discriminant Analysis ($mathrm{LDA}$) index, is devised in Lee and Cook (2010) to classify high-dimensional data with promising results. Yet, there is little information available about its performance compared with the popular Support Vector Machine ($mathrm{SVM}$). This paper conducts extensive numerical studies to compare the performance of the $mathrm{PDA}$ index with the $mathrm{LDA}$ index and $mathrm{SVM}$, demonstrating that the $mathrm{PDA}$ index is robust to outliers and able to handle high-dimensional datasets with extremely small sample sizes, few important variables, and multiple classes. Analyses of several motivating real-world datasets reveal the practical advantages and limitations of individual methods, suggesting that the $mathrm{PDA}$ index provides a useful alternative tool for classifying complex high-dimensional data. These new insights, along with the hands-on implementation of the $mathrm{PDA}$ index functions in the R package classPP, facilitate statisticians and data scientists to make effective use of both sets of classification tools.","PeriodicalId":73699,"journal":{"name":"Journal of data science : JDS","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71320830","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
An Assessment of Crop-Specific Land Cover Predictions Using High-Order Markov Chains and Deep Neural Networks 基于高阶马尔可夫链和深度神经网络的作物特定土地覆盖预测评估
Journal of data science : JDS Pub Date : 2023-01-01 DOI: 10.6339/23-jds1098
L. Sartore, C. Boryan, Andrew Dau, P. Willis
{"title":"An Assessment of Crop-Specific Land Cover Predictions Using High-Order Markov Chains and Deep Neural Networks","authors":"L. Sartore, C. Boryan, Andrew Dau, P. Willis","doi":"10.6339/23-jds1098","DOIUrl":"https://doi.org/10.6339/23-jds1098","url":null,"abstract":"High-Order Markov Chains (HOMC) are conventional models, based on transition probabilities, that are used by the United States Department of Agriculture (USDA) National Agricultural Statistics Service (NASS) to study crop-rotation patterns over time. However, HOMCs routinely suffer from sparsity and identifiability issues because the categorical data are represented as indicator (or dummy) variables. In fact, the dimension of the parametric space increases exponentially with the order of HOMCs required for analysis. While parsimonious representations reduce the number of parameters, as has been shown in the literature, they often result in less accurate predictions. Most parsimonious models are trained on big data structures, which can be compressed and efficiently processed using alternative algorithms. Consequently, a thorough evaluation and comparison of the prediction results obtain using a new HOMC algorithm and different types of Deep Neural Networks (DNN) across a range of agricultural conditions is warranted to determine which model is most appropriate for operational crop specific land cover prediction of United States (US) agriculture. In this paper, six neural network models are applied to crop rotation data between 2011 and 2021 from six agriculturally intensive counties, which reflect the range of major crops grown and a variety of crop rotation patterns in the Midwest and southern US. The six counties include: Renville, North Dakota; Perkins, Nebraska; Hale, Texas; Livingston, Illinois; McLean, Illinois; and Shelby, Ohio. Results show the DNN models achieve higher overall prediction accuracy for all counties in 2021. The proposed DNN models allow for the ingestion of long time series data, and robustly achieve higher accuracy values than a new HOMC algorithm considered for predicting crop specific land cover in the US.","PeriodicalId":73699,"journal":{"name":"Journal of data science : JDS","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71321012","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Binary Classification of Malignant Mesothelioma: A Comparative Study 恶性间皮瘤二元分类的比较研究
Journal of data science : JDS Pub Date : 2023-01-01 DOI: 10.6339/23-jds1090
Ted Si Yuan Cheng, Xiyue Liao
{"title":"Binary Classification of Malignant Mesothelioma: A Comparative Study","authors":"Ted Si Yuan Cheng, Xiyue Liao","doi":"10.6339/23-jds1090","DOIUrl":"https://doi.org/10.6339/23-jds1090","url":null,"abstract":"Malignant mesotheliomas are aggressive cancers that occur in the thin layer of tissue that covers most commonly the linings of the chest or abdomen. Though the cancer itself is rare and deadly, early diagnosis will help with treatment and improve outcomes. Mesothelioma is usually diagnosed in the later stages. Symptoms are similar to other, more common conditions. As such, predicting and diagnosing mesothelioma early is essential to starting early treatment for a cancer that is often diagnosed too late. The goal of this comprehensive empirical comparison is to determine the best-performing model based on recall (sensitivity). We particularly wish to avoid false negatives, as it is costly to diagnose a patient as healthy when they actually have cancer. Model training will be conducted based on k-fold cross validation. Random forest is chosen as the optimal model. According to this model, age and duration of asbestos exposure are ranked as the most important features affecting diagnosis of mesothelioma.","PeriodicalId":73699,"journal":{"name":"Journal of data science : JDS","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71320731","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Building a Foundation for More Flexible A/B Testing: Applications of Interim Monitoring to Large Scale Data 为更灵活的a /B测试奠定基础:中期监控在大规模数据中的应用
Journal of data science : JDS Pub Date : 2023-01-01 DOI: 10.6339/23-jds1099
Wenru Zhou, Miranda Kroehl, Maxene Meier, A. Kaizer
{"title":"Building a Foundation for More Flexible A/B Testing: Applications of Interim Monitoring to Large Scale Data","authors":"Wenru Zhou, Miranda Kroehl, Maxene Meier, A. Kaizer","doi":"10.6339/23-jds1099","DOIUrl":"https://doi.org/10.6339/23-jds1099","url":null,"abstract":"The use of error spending functions and stopping rules has become a powerful tool for conducting interim analyses. The implementation of an interim analysis is broadly desired not only in traditional clinical trials but also in A/B tests. Although many papers have summarized error spending approaches, limited work has been done in the context of large-scale data that assists in finding the “optimal” boundary. In this paper, we summarized fifteen boundaries that consist of five error spending functions that allow early termination for futility, difference, or both, as well as a fixed sample size design without interim monitoring. The simulation is based on a practical A/B testing problem comparing two independent proportions. We examine sample sizes across a range of values from 500 to 250,000 per arm to reflect different settings where A/B testing may be utilized. The choices of optimal boundaries are summarized using a proposed loss function that incorporates different weights for the expected sample size under a null experiment with no difference between variants, the expected sample size under an experiment with a difference in the variants, and the maximum sample size needed if the A/B test did not stop early at an interim analysis. The results are presented for simulation settings based on adequately powered, under-powered, and over-powered designs with recommendations for selecting the “optimal” design in each setting.","PeriodicalId":73699,"journal":{"name":"Journal of data science : JDS","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71320881","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Computing Pseudolikelihood Estimators for Exponential-Family Random Graph Models 计算指数族随机图模型的伪似然估计量
Journal of data science : JDS Pub Date : 2023-01-01 DOI: 10.6339/23-jds1094
Christian S. Schmid, David R. Hunter
{"title":"Computing Pseudolikelihood Estimators for Exponential-Family Random Graph Models","authors":"Christian S. Schmid, David R. Hunter","doi":"10.6339/23-jds1094","DOIUrl":"https://doi.org/10.6339/23-jds1094","url":null,"abstract":"The reputation of the maximum pseudolikelihood estimator (MPLE) for Exponential Random Graph Models (ERGM) has undergone a drastic change over the past 30 years. While first receiving broad support, mainly due to its computational feasibility and the lack of alternatives, general opinions started to change with the introduction of approximate maximum likelihood estimator (MLE) methods that became practicable due to increasing computing power and the introduction of MCMC methods. Previous comparison studies appear to yield contradicting results regarding the preference of these two point estimators; however, there is consensus that the prevailing method to obtain an MPLE’s standard error by the inverse Hessian matrix generally underestimates standard errors. We propose replacing the inverse Hessian matrix by an approximation of the Godambe matrix that results in confidence intervals with appropriate coverage rates and that, in addition, enables examining for model degeneracy. Our results also provide empirical evidence for the asymptotic normality of the MPLE under certain conditions.","PeriodicalId":73699,"journal":{"name":"Journal of data science : JDS","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71320816","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Impact of Bias Correction of the Least Squares Estimation on Bootstrap Confidence Intervals for Bifurcating Autoregressive Models 最小二乘估计偏差校正对分岔自回归模型自举置信区间的影响
Journal of data science : JDS Pub Date : 2023-01-01 DOI: 10.6339/23-jds1092
T. Elbayoumi, S. Mostafa
{"title":"Impact of Bias Correction of the Least Squares Estimation on Bootstrap Confidence Intervals for Bifurcating Autoregressive Models","authors":"T. Elbayoumi, S. Mostafa","doi":"10.6339/23-jds1092","DOIUrl":"https://doi.org/10.6339/23-jds1092","url":null,"abstract":"The least squares (LS) estimator of the autoregressive coefficient in the bifurcating autoregressive (BAR) model was recently shown to suffer from substantial bias, especially for small to moderate samples. This study investigates the impact of the bias in the LS estimator on the behavior of various types of bootstrap confidence intervals for the autoregressive coefficient and introduces methods for constructing bias-corrected bootstrap confidence intervals. We first describe several bootstrap confidence interval procedures for the autoregressive coefficient of the BAR model and present their bias-corrected versions. The behavior of uncorrected and corrected confidence interval procedures is studied empirically through extensive Monte Carlo simulations and two real cell lineage data applications. The empirical results show that the bias in the LS estimator can have a significant negative impact on the behavior of bootstrap confidence intervals and that bias correction can significantly improve the performance of bootstrap confidence intervals in terms of coverage, width, and symmetry.","PeriodicalId":73699,"journal":{"name":"Journal of data science : JDS","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71320777","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:604180095
Book学术官方微信
小红书