Mon, 15 May 2023
1.Bayesian inference for misspecified generative models
Authors:David J. Nott, Christopher Drovandi, David T. Frazier
Abstract: Bayesian inference is a powerful tool for combining information in complex settings, a task of increasing importance in modern applications. However, Bayesian inference with a flawed model can produce unreliable conclusions. This review discusses approaches to performing Bayesian inference when the model is misspecified, where by misspecified we mean that the analyst is unwilling to act as if the model is correct. Much has been written about this topic, and in most cases we do not believe that a conventional Bayesian analysis is meaningful when there is serious model misspecification. Nevertheless, in some cases it is possible to use a well-specified model to give meaning to a Bayesian analysis of a misspecified model and we will focus on such cases. Three main classes of methods are discussed - restricted likelihood methods, which use a model based on a non-sufficient summary of the original data; modular inference methods which use a model constructed from coupled submodels and some of the submodels are correctly specified; and the use of a reference model to construct a projected posterior or predictive distribution for a simplified model considered to be useful for prediction or interpretation.
2.A linearization for stable and fast geographically weighted Poisson regression
Authors:Daisuke Murakami, Narumasa Tsutsumida, Takahiro Yoshida, Tomoki Nakaya, Binbin Lu, Paul Harris
Abstract: Although geographically weighted Poisson regression (GWPR) is a popular regression for spatially indexed count data, its development is relatively limited compared to that found for linear geographically weighted regression (GWR), where many extensions (e.g., multiscale GWR, scalable GWR) have been proposed. The weak development of GWPR can be attributed to the computational cost and identification problem in the underpinning Poisson regression model. This study proposes linearized GWPR (L-GWPR) by introducing a log-linear approximation into the GWPR model to overcome these bottlenecks. Because the L-GWPR model is identical to the Gaussian GWR model, it is free from the identification problem, easily implemented, computationally efficient, and offers similar potential for extension. Specifically, L-GWPR does not require a double-loop algorithm, which makes GWPR slow for large samples. Furthermore, we extended L-GWPR by introducing ridge regularization to enhance its stability (regularized L-GWPR). The results of the Monte Carlo experiments confirmed that regularized L-GWPR estimates local coefficients accurately and computationally efficiently. Finally, we compared GWPR and regularized L-GWPR through a crime analysis in Tokyo.
3.Kernel-based Joint Independence Tests for Multivariate Stationary and Nonstationary Time-Series
Authors:Zhaolu Liu, Robert L. Peach, Felix Laumann, Sara Vallejo Mengod, Mauricio Barahona
Abstract: Multivariate time-series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables is crucial for the accurate statistical modelling and analysis of such systems. Here, we introduce kernel-based statistical tests of joint independence in multivariate time-series by extending the d-variable Hilbert-Schmidt independence criterion (dHSIC) to encompass both stationary and nonstationary random processes, thus allowing broader real-world applications. By leveraging resampling techniques tailored for both single- and multiple-realization time series, we show how the method robustly uncovers significant higher-order dependencies in synthetic examples, including frequency mixing data, as well as real-world climate and socioeconomic data. Our method adds to the mathematical toolbox for the analysis of complex high-dimensional time-series datasets.
4.Methodological considerations for novel approaches to covariate-adjusted indirect treatment comparisons
Authors:Antonio Remiro-Azócar, Anna Heath, Gianluca Baio
Abstract: We examine four important considerations for the development of covariate adjustment methodologies in the context of indirect treatment comparisons. Firstly, we consider potential advantages of weighting versus outcome modeling, placing focus on bias-robustness. Secondly, we outline why model-based extrapolation may be required and useful, in the specific context of indirect treatment comparisons with limited overlap. Thirdly, we describe challenges for covariate adjustment based on data-adaptive outcome modeling. Finally, we offer further perspectives on the promise of doubly-robust covariate adjustment frameworks.
5.Bayesian Nonparametric Multivariate Mixture of Autoregressive Processes: With Application to Brain Signals
Authors:Guillermo Granados-Garcia, Raquel Prado, Hernando Ombao
Abstract: One of the goals of neuroscience is to study interactions between different brain regions during rest and while performing specific cognitive tasks. The Multivariate Bayesian Autoregressive Decomposition (MBMARD) is proposed as an intuitive and novel Bayesian non-parametric model to represent high-dimensional signals as a low-dimensional mixture of univariate uncorrelated latent oscillations. Each latent oscillation captures a specific underlying oscillatory activity and hence will be modeled as a unique second-order autoregressive process due to a compelling property that its spectral density has a shape characterized by a unique frequency peak and bandwidth, which are parameterized by a location and a scale parameter. The posterior distributions of the parameters of the latent oscillations are computed via a metropolis-within-Gibbs algorithm. One of the advantages of MBMARD is its robustness against misspecification of standard models which is demonstrated in simulation studies. The main scientific questions addressed by MBMARD are the effects of long-term abuse of alcohol consumption on memory by analyzing EEG records of alcoholic and non-alcoholic subjects performing a visual recognition experiment. The MBMARD model exhibited novel interesting findings including identifying subject-specific clusters of low and high-frequency oscillations among different brain regions.
6.Elastic Bayesian Model Calibration
Authors:Devin Francom, J. Derek Tucker, Gabriel Huerta, Kurtis Shuler, Daniel Ries
Abstract: Functional data are ubiquitous in scientific modeling. For instance, quantities of interest are modeled as functions of time, space, energy, density, etc. Uncertainty quantification methods for computer models with functional response have resulted in tools for emulation, sensitivity analysis, and calibration that are widely used. However, many of these tools do not perform well when the model's parameters control both the amplitude variation of the functional output and its alignment (or phase variation). This paper introduces a framework for Bayesian model calibration when the model responses are misaligned functional data. The approach generates two types of data out of the misaligned functional responses: one that isolates the amplitude variation and one that isolates the phase variation. These two types of data are created for the computer simulation data (both of which may be emulated) and the experimental data. The calibration approach uses both types so that it seeks to match both the amplitude and phase of the experimental data. The framework is careful to respect constraints that arise especially when modeling phase variation, but also in a way that it can be done with readily available calibration software. We demonstrate the techniques on a simulated data example and on two dynamic material science problems: a strength model calibration using flyer plate experiments and an equation of state model calibration using experiments performed on the Sandia National Laboratories' Z-machine.