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Many face recognition algorithms use “distance-based” methods: Feature vectors are extracted from each face and distances in feature space are compared to determine matches. In this paper, we argue for a fundamentally different approach. We consider each image as having been generated from several underlying causes, some of which are due to identity (latent identity variables, or LIVs) and some of which are not. In recognition, we evaluate the probability that two faces have the same underlying identity cause. We make these ideas concrete by developing a series of novel generative models which incorporate both within-individual and between-individual variation. We consider both the linear case, where signal and noise are represented by a subspace, and the nonlinear case, where an arbitrary face manifold can be described and noise is position-dependent. We also develop a “tied” version of the algorithm that allows explicit comparison of faces across quite different viewing conditions. We demonstrate that our model produces results that are comparable to or better than the state of the art for both frontal face recognition and face recognition under varying pose. [ABSTRACT FROM AUTHOR]

Models based on the Student's t distribution are proposed with its scale parameter randomized. Mathematical properties of the models such as their probability density functions, cumulative distribution functions, moments and characteristic functions are derived. Three of the models are fitted to daily log returns of six financial indices. They were shown to provide better fits than mixtures of Student's t distributions and the popular generalized hyperbolic distribution. [ABSTRACT FROM AUTHOR]

Mixed-effects multilevel models are often used to investigate cross-level interactions, a specific type of context effect that may be understood as an upper-level variable moderating the association between a lower-level predictor and the outcome. We argue that multilevel models involving cross-level interactions should always include random slopes on the lower-level components of those interactions. Failure to do so will usually result in severely anti-conservative statistical inference. We illustrate the problem with extensive Monte Carlo simulations and examine its practical relevance by studying 30 prototypical cross-level interactions with European Social Survey data for 28 countries. In these empirical applications, introducing a random slope term reduces the absolute t -ratio of the cross-level interaction term by 31 per cent or more in three quarters of cases, with an average reduction of 42 per cent. Many practitioners seem to be unaware of these issues. Roughly half of the cross-level interaction estimates published in the European Sociological Review between 2011 and 2016 are based on models that omit the crucial random slope term. Detailed analysis of the associated test statistics suggests that many of the estimates would not reach conventional thresholds for statistical significance in correctly specified models that include the random slope. This raises the question how much robust evidence of cross-level interactions sociology has actually produced over the past decades. [ABSTRACT FROM AUTHOR]

Linear mixed effect models are powerful tools used to account for population structure in genome-wide association studies (GWASs) and estimate the genetic architecture of complex traits. However, fully-specified models are computationally demanding and common simplifications often lead to reduced power or biased inference. We describe (), an extendable algorithm for repeatedly fitting complex linear models that account for multiple sources of heterogeneity, such as additive and non-additive genetic variance, spatial heterogeneity, and genotype-environment interactions. can compute approximate (yet highly accurate) frequentist test statistics or Bayesian posterior summaries at a genome-wide scale in a fraction of the time compared to existing general-purpose methods. We apply to two types of quantitative genetic analyses. The first is focused on accounting for spatial variability and non-additive genetic variance while scanning for QTL; and the second aims to identify gene expression traits affected by non-additive genetic variation. In both cases, modeling multiple sources of heterogeneity leads to new discoveries. [ABSTRACT FROM AUTHOR]

Time series segmentation aims to identify segment boundary points in a time series, and to determine the dynamical properties corresponding to each segment. To segment time series data, this article presents a Bayesian change-point model in which the data within segments follows an autoregressive moving average (ARMA) model. A prior distribution is defined for the number of change-points, their positions, segment means and error terms. To quantify uncertainty about the location of change-points, the resulting posterior probability distributions are sampled using the Generalized Gibbs sampler Markov chain Monte Carlo technique. This methodology is illustrated by applying it to simulated data and to real data known as the well-log time series data. This well-log data records the measurements of nuclear magnetic response of underground rocks during the drilling of a well. Our approach has high sensitivity, and detects a larger number of change-points than have been identified by comparable methods in the existing literature. [ABSTRACT FROM AUTHOR]

We develop a method to compute the generating function of the number of vertices inside certain regions of the Uniform Infinite Planar Triangulation (UIPT). The computations are mostly combinatorial in flavour and the main tool is the decomposition of the UIPT into layers, called the skeleton decomposition, introduced by Krikun [20]. In particular, we get explicit formulas for the generating functions of the number of vertices inside hulls (or completed metric balls) centred around the root, and the number of vertices inside geodesic slices of these hulls. We also recover known results about the scaling limit of the volume of hulls previously obtained by Curien and Le Gall by studying the peeling process of the UIPT in [17]. [ABSTRACT FROM AUTHOR]

For linear processes with independent identically distributed innovations that are regularly varying with tail index α ∈ (0, 2), we study the functional convergence of the joint partial-sum and partial-maxima processes. We derive a functional limit theorem under certain assumptions on the coefficients of the linear processes, which enable the functional convergence in the space of ℝ2-valued càdlàg functions on [0, 1] with the Skorokhod weak M2 topology.We also obtain a joint convergence in the M2 topology on the first coordinate and in theM1 topology on the second coordinate. [ABSTRACT FROM AUTHOR]

The need to test whether two random vectors are independent has spawned many competing measures of dependence. We focus on nonparametric measures that are invariant under strictly increasing transformations, such as Kendall’s tau, Hoeffding’s $$D$$, and the Bergsma–Dassios sign covariance. Each exhibits symmetries that are not readily apparent from their definitions. Making these symmetries explicit, we define a new class of multivariate nonparametric measures of dependence that we call symmetric rank covariances. This new class generalizes the above measures and leads naturally to multivariate extensions of the Bergsma–Dassios sign covariance. Symmetric rank covariances may be estimated unbiasedly using U-statistics, for which we prove results on computational efficiency and large-sample behaviour. The algorithms we develop for their computation include, to the best of our knowledge, the first efficient algorithms for Hoeffding’s $$D$$ statistic in the multivariate setting. [ABSTRACT FROM AUTHOR]

Network propagation is an important and widely used algorithm in systems biology, with applications in protein function prediction, disease gene prioritization, and patient stratification. However, up to this point it has required significant expertise to run. Here we extend the popular network analysis program Cytoscape to perform network propagation as an integrated function. Such integration greatly increases the access to network propagation by putting it in the hands of biologists and linking it to the many other types of network analysis and visualization available through Cytoscape. We demonstrate the power and utility of the algorithm by identifying mutations conferring resistance to Vemurafenib. [ABSTRACT FROM AUTHOR]

Current assessment of gene-gene interactions is typically based on separate parallel analysis, where each interaction term is tested separately, while less attention has been paid on simultaneous estimation of interaction terms in a prediction model. As the number of interaction terms grows fast, sparse estimation is desirable from statistical and interpretability reasons. There is a large literature on sparse estimation, but there is a natural hierarchy between the interaction and its corresponding main effects that requires special considerations. We describe random-effect models that impose sparse estimation of interactions under both strong and weak-hierarchy constraints. We develop an estimation procedure based on the hierarchical-likelihood argument and show that the modelling approach is equivalent to a penalty-based method, with the advantage of the models being more transparent and flexible. We compare the procedure with some standard methods in a simulation study and illustrate its application in an analysis of gene-gene interaction model to predict body-mass index. [ABSTRACT FROM AUTHOR]

Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed directly but rather is known to lie in an interval between two examinations. We formulate the effects of possibly time-varying (external) covariates on the cumulative incidence or sub-distribution function of competing risks (i.e., the marginal probability of failure from a specific cause) through a broad class of semiparametric regression models that captures both proportional and non-proportional hazards structures for the sub-distribution. We allow each subject to have an arbitrary number of examinations and accommodate missing information on the cause of failure. We consider nonparametric maximum likelihood estimation and devise a fast and stable EM-type algorithm for its computation. We then establish the consistency, asymptotic normality, and semiparametric efficiency of the resulting estimators for the regression parameters by appealing to modern empirical process theory. In addition, we show through extensive simulation studies that the proposed methods perform well in realistic situations. Finally, we provide an application to a study on HIV-1 infection with different viral subtypes. [ABSTRACT FROM AUTHOR]

Background: A sample size containing at least 100 events and 100 non-events has been suggested to validate a predictive model, regardless of the model being validated and that certain factors can influence calibration of the predictive model (discrimination, parameterization and incidence). Scoring systems based on binary logistic regression models are a specific type of predictive model. Objective: The aim of this study was to develop an algorithm to determine the sample size for validating a scoring system based on a binary logistic regression model and to apply it to a case study. Methods: The algorithm was based on bootstrap samples in which the area under the ROC curve, the observed event probabilities through smooth curves, and a measure to determine the lack of calibration (estimated calibration index) were calculated. To illustrate its use for interested researchers, the algorithm was applied to a scoring system, based on a binary logistic regression model, to determine mortality in intensive care units. Results: In the case study provided, the algorithm obtained a sample size with 69 events, which is lower than the value suggested in the literature. Conclusion: An algorithm is provided for finding the appropriate sample size to validate scoring systems based on binary logistic regression models. This could be applied to determine the sample size in other similar cases. [ABSTRACT FROM AUTHOR]

Background: The analysis of correlated binary data is commonly addressed through the use of conditional models with random effects included in the systematic component as opposed to generalized estimating equations (GEE) models that addressed the random component. Since the joint distribution of the observations is usually unknown, the conditional distribution is a natural approach. Our objective was to compare the fit of different binary models for correlated data in Tabaco use. We advocate that the joint modeling of the mean and dispersion may be at times just as adequate. We assessed the ability of these models to account for the intraclass correlation. In so doing, we concentrated on fitting logistic regression models to address smoking behaviors.Methods: Frequentist and Bayes' hierarchical models were used to predict conditional probabilities, and the joint modeling (GLM and GAM) models were used to predict marginal probabilities. These models were fitted to National Longitudinal Study of Adolescent to Adult Health (Add Health) data for Tabaco use.Results: We found that people were less likely to smoke if they had higher income, high school or higher education and religious. Individuals were more likely to smoke if they had abused drug or alcohol, spent more time on TV and video games, and been arrested. Moreover, individuals who drank alcohol early in life were more likely to be a regular smoker. Children who experienced mistreatment from their parents were more likely to use Tabaco regularly.Conclusions: The joint modeling of the mean and dispersion models offered a flexible and meaningful method of addressing the intraclass correlation. They do not require one to identify random effects nor distinguish from one level of the hierarchy to the other. Moreover, once one can identify the significant random effects, one can obtain similar results to the random coefficient models. We found that the set of marginal models accounting for extravariation through the additional dispersion submodel produced similar results with regards to inferences and predictions. Moreover, both marginal and conditional models demonstrated similar predictive power. [ABSTRACT FROM AUTHOR]

Background: Available methods for the joint modelling of longitudinal and time-to-event outcomes have typically only allowed for a single longitudinal outcome and a solitary event time. In practice, clinical studies are likely to record multiple longitudinal outcomes. Incorporating all sources of data will improve the predictive capability of any model and lead to more informative inferences for the purpose of medical decision-making.Methods: We reviewed current methodologies of joint modelling for time-to-event data and multivariate longitudinal data including the distributional and modelling assumptions, the association structures, estimation approaches, software tools for implementation and clinical applications of the methodologies.Results: We found that a large number of different models have recently been proposed. Most considered jointly modelling linear mixed models with proportional hazard models, with correlation between multiple longitudinal outcomes accounted for through multivariate normally distributed random effects. So-called current value and random effects parameterisations are commonly used to link the models. Despite developments, software is still lacking, which has translated into limited uptake by medical researchers.Conclusion: Although, in an era of personalized medicine, the value of multivariate joint modelling has been established, researchers are currently limited in their ability to fit these models routinely. We make a series of recommendations for future research needs. [ABSTRACT FROM AUTHOR]

Background: The continual reassessment method (CRM) requires an underlying model of the dose-toxicity relationship ("prior skeleton") and there is limited guidance of what this should be when little is known about this association. In this manuscript the impact of applying the CRM with different prior skeleton approaches and the 3 + 3 method are compared in terms of ability to determine the true maximum tolerated dose (MTD) and number of patients allocated to sub-optimal and toxic doses.Methods: Post-hoc dose-escalation analyses on real-life clinical trial data on an early oncology compound (AZD3514), using the 3 + 3 method and CRM using six different prior skeleton approaches.Results: All methods correctly identified the true MTD. The 3 + 3 method allocated six patients to both sub-optimal and toxic doses. All CRM approaches allocated four patients to sub-optimal doses. No patients were allocated to toxic doses from sigmoidal, two from conservative and five from other approaches.Conclusions: Prior skeletons for the CRM for phase 1 clinical trials are proposed in this manuscript and applied to a real clinical trial dataset. Highly accurate initial skeleton estimates may not be essential to determine the true MTD, and, as expected, all CRM methods out-performed the 3 + 3 method. There were differences in performance between skeletons. The choice of skeleton should depend on whether minimizing the number of patients allocated to suboptimal or toxic doses is more important.Trial Registration: NCT01162395 , Trial date of first registration: July 13, 2010. [ABSTRACT FROM AUTHOR]

The well-known $$O(n^2)$$ minmax cost algorithm of Lawler (MANAGE SCI 19(5):544-546, ) was developed to minimize the maximum cost of jobs processed by a single machine under precedence constraints. We propose two results related to Lawler's algorithm. Lawler's algorithm delivers one specific optimal schedule while there can exist other optimal schedules. We present necessary and sufficient conditions for the optimality of a schedule for the problem with strictly increasing cost functions. The second result concerns the same scheduling problem under uncertainty. The cost function for each job is of a special decomposable form and depends on the job completion time and on an additional numerical parameter, for which only an interval of possible values is known. For this problem we derive an $$O(n^2)$$ algorithm for constructing a schedule that minimizes the maximum regret criterion . To obtain this schedule, we use Lawler's algorithm as a part of our technique. [ABSTRACT FROM AUTHOR]

Background: Meta-analysis is a valuable tool for combining evidence from multiple studies. Network meta-analysis is becoming more widely used as a means to compare multiple treatments in the same analysis. However, a network meta-analysis may exhibit inconsistency, whereby the treatment effect estimates do not agree across all trial designs, even after taking between-study heterogeneity into account. We propose two new estimation methods for network meta-analysis models with random inconsistency effects.Methods: The model we consider is an extension of the conventional random-effects model for meta-analysis to the network meta-analysis setting and allows for potential inconsistency using random inconsistency effects. Our first new estimation method uses a Bayesian framework with empirically-based prior distributions for both the heterogeneity and the inconsistency variances. We fit the model using importance sampling and thereby avoid some of the difficulties that might be associated with using Markov Chain Monte Carlo (MCMC). However, we confirm the accuracy of our importance sampling method by comparing the results to those obtained using MCMC as the gold standard. The second new estimation method we describe uses a likelihood-based approach, implemented in the metafor package, which can be used to obtain (restricted) maximum-likelihood estimates of the model parameters and profile likelihood confidence intervals of the variance components.Results: We illustrate the application of the methods using two contrasting examples. The first uses all-cause mortality as an outcome, and shows little evidence of between-study heterogeneity or inconsistency. The second uses "ear discharge" as an outcome, and exhibits substantial between-study heterogeneity and inconsistency. Both new estimation methods give results similar to those obtained using MCMC.Conclusions: The extent of heterogeneity and inconsistency should be assessed and reported in any network meta-analysis. Our two new methods can be used to fit models for network meta-analysis with random inconsistency effects. They are easily implemented using the accompanying R code in the Additional file 1. Using these estimation methods, the extent of inconsistency can be assessed and reported. [ABSTRACT FROM AUTHOR]

Throughout adolescence, there is an increase in rule-breaking behavior and a decrease in behavioral school engagement. The role of teacher-student relationship quality in the development of these adjustment problems remains understudied. This study examined how adolescent-reported teacher-student affiliation and dissatisfaction and parent-reported rule-breaking behavior and behavioral engagement impact one another throughout adolescence. In addition, we examined the moderating effect of genes by means of a Biologically Informed Multilocus genetic Profile Score (BIMPS), a composite score reflecting the cumulative effect of multiple dopaminergic genes, with a higher score indicating higher dopamine signaling in the adolescent brain. We used three-year longitudinal data from 1111 adolescents (51 % boys; M age = 13.79), and their parents. Cross-lagged analyses revealed a transactional process in which adolescents who display more rule-breaking behavior and less behavioral engagement experienced increased subsequent dissatisfaction with their teachers, which in turn further increased their adjustment problems. Also, adolescents with more adjustment problems experienced decreased subsequent affiliation with their teachers. The other way around, adolescents' behavioral engagement also benefitted from positive relationships with teachers. Multi-group analyses revealed genetic moderation for behavioral engagement, but not for rule-breaking. Specifically, adolescents who had a BIMPS score coding for moderate levels of dopamine signaling (instead of high or low signaling) were most affected in their behavioral engagement when they experienced dissatisfaction with their teachers. Our study findings may guide schools in implementing interventions to create a supportive class and school environment including positive, supportive teacher-student relationships and indicate that providing a such a supportive school environment is important for all adolescents. [ABSTRACT FROM AUTHOR]

Purpose: To build a new treatment planning approach that extends beyond radiation transport and IMRT optimization by modeling the radiation therapy process and prognostic indicators for more outcome-focused decision making.Methods: An in-house treatment planning system was modified to include multiobjective inverse planning, a probabilistic outcome model, and a multi-attribute decision aid. A genetic algorithm generated a set of plans embodying trade-offs between the separate objectives. An influence diagram network modeled the radiation therapy process of prostate cancer using expert opinion, results of clinical trials, and published research. A Markov model calculated a quality adjusted life expectancy (QALE), which was the endpoint for ranking plans.Results: The Multiobjective Evolutionary Algorithm (MOEA) was designed to produce an approximation of the Pareto Front representing optimal tradeoffs for IMRT plans. Prognostic information from the dosimetrics of the plans, and from patient-specific clinical variables were combined by the influence diagram. QALEs were calculated for each plan for each set of patient characteristics. Sensitivity analyses were conducted to explore changes in outcomes for variations in patient characteristics and dosimetric variables. The model calculated life expectancies that were in agreement with an independent clinical study.Conclusions: The radiation therapy model proposed has integrated a number of different physical, biological and clinical models into a more comprehensive model. It illustrates a number of the critical aspects of treatment planning that can be improved and represents a more detailed description of the therapy process. A Markov model was implemented to provide a stronger connection between dosimetric variables and clinical outcomes and could provide a practical, quantitative method for making difficult clinical decisions. [ABSTRACT FROM AUTHOR]

We present the software library marathon, which is designed to support the analysis of sampling algorithms that are based on the Markov-Chain Monte Carlo principle. The main application of this library is the computation of properties of so-called state graphs, which represent the structure of Markov chains. We demonstrate applications and the usefulness of marathon by investigating the quality of several bounding methods on four well-known Markov chains for sampling perfect matchings and bipartite graphs. In a set of experiments, we compute the total mixing time and several of its bounds for a large number of input instances. We find that the upper bound gained by the famous canonical path method is often several magnitudes larger than the total mixing time and deteriorates with growing input size. In contrast, the spectral bound is found to be a precise approximation of the total mixing time. [ABSTRACT FROM AUTHOR]

Dinse (Biometrics, 38:417-431, 1982) provides a special type of right-censored and masked competing risks data and proposes a non-parametric maximum likelihood estimator (NPMLE) and a pseudo MLE of the joint distribution function [Formula: see text] with such data. However, their asymptotic properties have not been studied so far. Under the extention of either the conditional masking probability (CMP) model or the random partition masking (RPM) model (Yu and Li, J Nonparametr Stat 24:753-764, 2012), we show that (1) Dinse's estimators are consistent if [Formula: see text] takes on finitely many values and each point in the support set of [Formula: see text] can be observed; (2) if the failure time is continuous, the NPMLE is not uniquely determined, and the standard approach (which puts weights only on one element in each observed set) leads to an inconsistent NPMLE; (3) in general, Dinse's estimators are not consistent even under the discrete assumption; (4) we construct a consistent NPMLE. The consistency is given under a new model called dependent masking and right-censoring model. The CMP model and the RPM model are indeed special cases of the new model. We compare our estimator to Dinse's estimators through simulation and real data. Simulation study indicates that the consistent NPMLE is a good approximation to the underlying distribution for moderate sample sizes. [ABSTRACT FROM AUTHOR]

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We review and extend the class of hypergeometric Lévy processes explored in Kuznetsov and Pardo (2013) with a view to computing fluctuation identities related to stable processes. We give the Wiener-Hopf factorisation of a process in the extended class, characterise its exponential functional, and give three concrete examples arising from transformations of stable processes. [ABSTRACT FROM AUTHOR]

Consider Wald's sequential probability ratio test for deciding whether a sequence of independent and identically distributed observations comes from a specified phase-type distribution or from an exponentially tilted alternative distribution. Exact decision boundaries for given type-I and type-II errors are derived by establishing a link with ruin theory. Information on the mean sample size of the test can be retrieved as well. The approach relies on the use of matrix-valued scale functions associated with a certain one-sided Markov additive process. By suitable transformations, the results also apply to other types of distributions, including some distributions with regularly varying tails. [ABSTRACT FROM AUTHOR]

Despite high degrees of uncertainty associated with graphical functions, sensitivity analysis of these functions has received less attention than parametric sensitivity analysis. Recently, a promising method was proposed in the literature to generate alternative functional forms, reducing the problem to that of parametric sensitivity. Yet the usability of the method for graphical functions in system dynamics has not been investigated. We apply this function distortion method to a sample model and identify a number of shortcomings, such as a limited variety of alternative forms. We then propose extensions to the method to address the shortcomings, and subsequently test the extensions. We find the (extended) method of function distortion to be readily applicable and efficient in testing the sensitivity of model outputs to variations in the form of graphical functions. The proposed extensions increase the variety of possible distortions, but further research can be conducted on the control of the distortions. Copyright © 2014 System Dynamics Society [ABSTRACT FROM AUTHOR]

Feature selection is a multi-objective problem, where the two main objectives are to maximize the classification accuracy and minimize the number of features. However, most of the existing algorithms belong to single objective, wrapper approaches. In this work, we investigate the use of binary particle swarm optimization (BPSO) and probabilistic rough set (PRS) for multi-objective feature selection. We use PRS to propose a new measure for the number of features based on which a new filter based single objective algorithm (PSOPRSE) is developed. Then a new filter-based multi-objective algorithm (MORSE) is proposed, which aims to maximize a measure for the classification performance and minimize the new measure for the number of features. MORSE is examined and compared with PSOPRSE, two existing PSO-based single objective algorithms, two traditional methods, and the only existing BPSO and PRS-based multi-objective algorithm (MORSN). Experiments have been conducted on six commonly used discrete datasets with a relative small number of features and six continuous datasets with a large number of features. The classification performance of the selected feature subsets are evaluated by three classification algorithms (decision trees, Naïve Bayes, and k-nearest neighbors). The results show that the proposed algorithms can automatically select a smaller number of features and achieve similar or better classification performance than using all features. PSOPRSE achieves better performance than the other two PSO-based single objective algorithms and the two traditional methods. MORSN and MORSE outperform all these five single objective algorithms in terms of both the classification performance and the number of features. MORSE achieves better classification performance than MORSN. These filter algorithms are general to the three different classification algorithms. [ABSTRACT FROM AUTHOR]

Biased random walk has been studied extensively over the past decade especially in the transport and communication networks communities. The mean first passage time (MFPT) of a biased random walk is an important performance indicator in those domains. While the fundamental matrix approach gives precise solution to MFPT, the computation is expensive and the solution lacks interpretability. Other approaches based on the Mean Field Theory relate MFPT to the node degree alone. However, nodes with the same degree may have very different local weight distribution, which may result in vastly different MFPT. We derive an approximate bound to the MFPT of biased random walk with short relaxation time on complex network where the biases are controlled by arbitrarily assigned node weights. We show that the MFPT of a node in this general case is closely related to not only its node degree, but also its local weight distribution. The MFPTs obtained from computer simulations also agree with the new theoretical analysis. Our result enables fast estimation of MFPT, which is useful especially to differentiate between nodes that have very different local node weight distribution even though they share the same node degrees. [ABSTRACT FROM AUTHOR]

Synthesis is the automatic construction of a system from its specification. In classical synthesis algorithms, it is always assumed that the system is "constructed from scratch" rather than composed from reusable components. This, of course, rarely happens in real life, where almost every non-trivial commercial software system relies heavily on using libraries of reusable components. Furthermore, other contexts, such as web-service orchestration, can be modeled as synthesis of a system from a library of components. Recently, Lustig and Vardi introduced dataflow and control-flow synthesis from libraries of reusable components. They proved that dataflow synthesis is undecidable, while controlflow synthesis is decidable. In this work, we consider the problem of control-flow synthesis from libraries of probabilistic components. We show that this more general problem is also decidable. [ABSTRACT FROM AUTHOR]

Inferring parameters for models of biological processes is a current challenge in systems biology, as is the related problem of comparing competing models that explain the data. In this work we apply Skilling's nested sampling to address both of these problems. Nested sampling is a Bayesian method for exploring parameter space that transforms a multi-dimensional integral to a 1D integration over likelihood space. This approach focusses on the computation of the marginal likelihood or evidence. The ratio of evidences of different models leads to the Bayes factor, which can be used for model comparison. We demonstrate how nested sampling can be used to reverse-engineer a system's behaviour whilst accounting for the uncertainty in the results. The effect of missing initial conditions of the variables as well as unknown parameters is investigated. We show how the evidence and the model ranking can change as a function of the available data. Furthermore, the addition of data from extra variables of the system can deliver more information for model comparison than increasing the data from one variable, thus providing a basis for experimental design. [ABSTRACT FROM AUTHOR]

This study introduces the directionality effect of the ground motion in the probabilistic seismic risk assessment (PSRA) of lifeline systems. Given an earthquake scenario, the seismic wave strikes each component of the system with a different angle. The angle may vary significantly depending on the shape, the location and the orientation of the structure. An appropriate example of a lifeline system is a highway transportation network, in which under earthquake conditions the bridges are considered the most vulnerable components. The proposed PSRA model requires that the seismic fragility model is a function of a ground motion intensity measure (IM), as in the traditional risk analysis, and the angle of seismic incidence. The model was implemented in a new framework for the PSRA of highway transportation network. In addition, the framework includes new algorithms. One reduces the confidence interval of the results and one increases the computational efficiency. The example used is the highway transportation network serving the Los Angeles area, which has more than 3000 bridges. The results show a considerable difference in the system resilience with or without the seismic directionality taken into consideration. This is important for benefit/cost analysis and it represents a clear departure from the current risk analysis. [ABSTRACT FROM AUTHOR]

In some practical inferential situations, it is needed to mix some finite sort of distributions to fit an adequate model for multi-modal observations. In this article, using evidential analysis, we determine the sample size for supporting hypotheses about the mixture proportion and homogeneity. An Expectation-Maximization algorithm is used to evaluate the probability of strong misleading evidence based on modified likelihood ratio as a measure of support. [ABSTRACT FROM AUTHOR]

Role mining tackles the problem of finding a role-based access control (RBAC) configuration, given an accesscontrol matrix assigning users to access permissions as input. Most role-mining approaches work by constructing a large set of candidate roles and use a greedy selection strategy to iteratively pick a small subset such that the differences between the resulting RBAC configuration and the access control matrix are minimized. In this article, we advocate an alternative approach that recasts role mining as an inference problem rather than a lossy compression problem. Instead of using combinatorial algorithms to minimize the number of roles needed to represent the access-control matrix, we derive probabilistic models to learn the RBAC configuration that most likely underlies the given matrix. Our models are generative in that they reflect the way that permissions are assigned to users in a given RBAC configuration. We additionally model how user-permission assignments that conflict with an RBAC configuration emerge and we investigate the influence of constraints on role hierarchies and on the number of assignments. In experiments with access-control matrices from real-world enterprises, we compare our proposed models with other role-mining methods. Our results show that our probabilistic models infer roles that generalize well to new system users for a wide variety of data, while other models' generalization abilities depend on the dataset given. [ABSTRACT FROM AUTHOR]

In a classical risk model with zero initial capital and unknown claim-size distribution, we consider the statistical problem of estimating uniformly in t the (unknown) finite-time survival probability φ( t) at time t, given a sample of claim sizes. We construct an empirical estimator of the function φ(·) based on the sample of claim sizes, and using a functional approach we establish asymptotic statistical properties of our estimator with respect to supremum norm. We also consider numerical evaluation of finite-time survival probabilities and their empirical counterparts using the fast Fourier transform algorithm, and we carry out small-scale simulation studies of the behaviour of our estimator. [ABSTRACT FROM AUTHOR]

This article introduces an agglomerative Bayesian model-based clustering algorithm which outputs a nested sequence of two-way cluster configurations for an input matrix of data. Each two-way cluster configuration in the output hierarchy is specified by a row configuration and a column configuration whose Cartesian product partitions the data matrix. Variable selection is incorporated into the algorithm by identifying row clusters which form distinct groups defined by the column clusters, through the use of a mixture model. A primitive similarity measure between the two clusters is the multiplicative change in model posterior probability implied by their merger, and the hierarchy is formed by iteratively merging the cluster pair which maximize some fixed monotonic function of this quantity. A naive implementation of the algorithm would be to choose this function to be the identity function. However, when applying this naive algorithm to gene expression data where the number of genes being studied typically far exceeds the number of experimental samples available, this imbalanced dimensionality of the data results in an algorithmic bias toward merging samples. To counteract this bias, alternative functions of the similarity measure are considered which prevent degenerative behavior of the algorithm. The resulting improvements in the output cluster configurations are demonstrated on simulated data and the method is then applied to real gene expression data. © 2012 Wiley Periodicals, Inc. Statistical Analysis and Data Mining, 2012 [ABSTRACT FROM AUTHOR]

Traditional reliability analysis generally uses probability approach to quantify the uncertainty, while it needs a great amount of information to construct precise distributions of the uncertain parameters. In this paper, a new reliability analysis technique is developed based on a hybrid uncertain model, which can deal with problems with limited information. All uncertain parameters are treated as random variables, while some of their distribution parameters are not given precise values but variation intervals. Due to the existence of the interval parameters, a limit-state strip enclosed by two bounding hyper-surfaces will be resulted in the transformed normal space, instead of a single hyper-surface as we usually obtain in conventional reliability analysis. All the limit-state strips are then summarized into two different classes and corresponding reliability analysis models are proposed for them. A monotonicity analysis is carried out for probability transformationsof the random variables, through which effects of the interval distribution parameters on the limit state can be well revealed. Based on the monotonicity analysis, two algorithms are then formulated to solve the proposed hybrid reliability models. Three numerical examples are investigated to demonstrate the effectiveness of the present method. [ABSTRACT FROM AUTHOR]

For the multilink failure problem of wavelength division multiplexing (WDM) optical networks, we establish a reliability analysis model of shared-path protection strategy based on the Bayesian network and correlated link failure probability and analyze the reliability of light paths assigned by two shared-path protection algorithms. The new reliability model makes the reliability calculation of path subject to multilink failures possible, greatly simplifying the calculation of probabilistic reasoning. In addition, based on the new Bayesian network reliability analysis model, a novel differentiated shared-path protection (DSPP) algorithm is proposed to protect against multilink failures in WDM optical networks. Simulation experiments show that, compared with the two previous shared-path protection algorithms, the DSPP algorithm not only can satisfy the specific requirements of users but also has better survivability for multilink failures. [ABSTRACT FROM AUTHOR]

Two deterministic models (US EPA's Office of Pesticide Programs Residential Standard Operating Procedures (OPP Residential SOPs) and Draft Protocol for Measuring Children's Non-Occupational Exposure to Pesticides by all Relevant Pathways (Draft Protocol)) and four probabilistic models (CARES®, Calendex™, ConsExpo, and SHEDS) were used to estimate aggregate residential exposures to pesticides. The route-specific exposure estimates for young children (2-5 years) generated by each model were compared to evaluate data inputs, algorithms, and underlying assumptions. Three indoor exposure scenarios were considered: crack and crevice, fogger, and flying insect killer. Dermal exposure estimates from the OPP Residential SOPs and the Draft Protocol were 4.75 and 2.37 mg/kg/day (crack and crevice scenario) and 0.73 and 0.36 mg/kg/day (fogger), respectively. The dermal exposure estimates (99th percentile) for the crack and crevice scenario were 16.52, 12.82, 3.57, and 3.30 mg/kg/day for CARES, Calendex, SHEDS, and ConsExpo, respectively. Dermal exposure estimates for the fogger scenario from CARES and Calendex (1.50 and 1.47 mg/kg/day, respectively) were slightly higher than those from SHEDS and ConsExpo (0.74 and 0.55 mg/kg/day, respectively). The ConsExpo derived non-dietary ingestion estimates (99th percentile) under these two scenarios were higher than those from SHEDS, CARES, and Calendex. All models produced extremely low exposure estimates for the flying insect killer scenario. Using similar data inputs, the model estimates by route for these scenarios were consistent and comparable. Most of the models predicted exposures within a factor of 5 at the 50th and 99th percentiles. The differences identified are explained by activity assumptions, input distributions, and exposure algorithms. [ABSTRACT FROM AUTHOR]

We present a formulation of the problem of probabilistic model checking as one of query evaluation over probabilistic logic programs. To the best of our knowledge, our formulation is the first of its kind, and it covers a rich class of probabilistic models and probabilistic temporal logics. The inference algorithms of existing probabilistic logic-programming systems are well defined only for queries with a finite number of explanations. This restriction prohibits the encoding of probabilistic model checkers, where explanations correspond to executions of the system being model checked. To overcome this restriction, we propose a more general inference algorithm that uses finite generative structures (similar to automata) to represent families of explanations. The inference algorithm computes the probability of a possibly infinite set of explanations directly from the finite generative structure. We have implemented our inference algorithm in XSB Prolog, and use this implementation to encode probabilistic model checkers for a variety of temporal logics, including PCTL and GPL (which subsumes PCTL*). Our experiment results show that, despite the highly declarative nature of their encodings, the model checkers constructed in this manner are competitive with their native implementations. [ABSTRACT FROM AUTHOR]

Using the solution of one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extending the method developed in Chesney, Jeanblanc-Picqué and Yor (1997; Brownian excursions and Parisian barrier options, Advances in Applied Probability, 29(1), pp. 165–184) for the diffusion case to the more general set-up, we arrive at a numerical pricing algorithm that significantly outperforms Monte Carlo simulation for the prices of such products. [ABSTRACT FROM AUTHOR]

We propose two algorithms to factor numbers using Gauss sums and entanglement: (i) in a Shor-like algorithm we encode the standard Gauss sum in one of two entangled states and (ii) in an interference algorithm we create a superposition of Gauss sums in the probability amplitudes of two entangled states. These schemes are rather efficient provided that there exists a fast algorithm that can detect a period of a function hidden in its zeros. [ABSTRACT FROM AUTHOR]

A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution, and achieving accurate reconstruction on average, is introduced. SCS based on Gaussian models is investigated in depth. For signals that follow a single Gaussian model, with Gaussian or Bernoulli sensing matrices of \cal O(k) measurements, considerably smaller than the \cal O(k \log(N/k)) required by conventional CS based on sparse models, where N is the signal dimension, and with an optimal decoder implemented via linear filtering, significantly faster than the pursuit decoders applied in conventional CS, the error of SCS is shown tightly upper bounded by a constant times the best k-term approximation error, with overwhelming probability. The failure probability is also significantly smaller than that of conventional sparsity-oriented CS. Stronger yet simpler results further show that for any sensing matrix, the error of Gaussian SCS is upper bounded by a constant times the best k-term approximation with probability one, and the bound constant can be efficiently calculated. For Gaussian mixture models (GMMs), that assume multiple Gaussian distributions and that each signal follows one of them with an unknown index, a piecewise linear estimator is introduced to decode SCS. The accuracy of model selection, at the heart of the piecewise linear decoder, is analyzed in terms of the properties of the Gaussian distributions and the number of sensing measurements. A maximization-maximization (Max-Max) algorithm that iteratively estimates the Gaussian models parameters, the signals model selection, and decodes the signals, is presented for GMM-based SCS. In real image sensing applications, GMM-based SCS is shown to lead to improved results compared to conventional CS, at a considerably lower computational cost. [ABSTRACT FROM AUTHOR]

. Deterministic Bayesian inference for latent Gaussian models has recently become available using integrated nested Laplace approximations (INLA). Applying the INLA-methodology, marginal estimates for elements of the latent field can be computed efficiently, providing relevant summary statistics like posterior means, variances and pointwise credible intervals. In this article, we extend the use of INLA to joint inference and present an algorithm to derive analytical simultaneous credible bands for subsets of the latent field. The algorithm is based on approximating the joint distribution of the subsets by multivariate Gaussian mixtures. Additionally, we present a saddlepoint approximation to compute Bayesian contour probabilities, representing the posterior support of fixed parameter vectors of interest. We perform a simulation study and apply the given methods to two real examples. [ABSTRACT FROM AUTHOR]

Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a consequence, we develop an algorithm for efficient and exact sampling from the conditional distributions. Our method provides a computational solution to the prediction problem for spectrally discrete max-stable random fields. This work offers new tools and a new perspective to many statistical inference problems for spatial extremes, arising, for example, in meteorology, geology, and environmental applications. [ABSTRACT FROM AUTHOR]

We consider the following stochastic model for a mobile service scenario. Consider a stationary Poisson process in ℝd, with its points radially ordered with respect to the origin (the anchor); if d = 2, the points may correspond to locations of, e.g. restaurants. A user, with a location different from the origin, asks for the location of the first Poisson point and keeps asking for the location of the next Poisson point until the first time that he/she can be completely certain that he/she knows which Poisson point is his/her nearest neighbour. This waiting time is the communication cost, while the inferred privacy region is a random set obtained by an adversary who only knows the anchor and the points received from the server, where the adversary 'does the best' to infer the possible locations of the user. Probabilistic results related to the communication cost and the inferred privacy region are established for any dimension d ≥ 1. Furthermore, special results when d = 1 and particularly when d = 2 are derived. [ABSTRACT FROM AUTHOR]