The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference methods for the DP often provide a gold standard in terms asymptotic accuracy, they can be computationally expensive and are not obviously parallelizable. We propose a reparameterization of the Dirichlet process that induces conditional independencies between the atoms that form the random measure. This conditional independence enables many of the Markov chain transition operators for DP inference to be simulated in parallel across multiple cores. Applied to mixture modeling, our approach enables the Dirichlet process to simultaneously learn clusters that describe the data and superclusters that define the granularity of parallelization. Unlike previous approaches, our technique does not require alteration of the model and leaves the true posterior distribution invariant. It also naturally lends itself to a distributed software implementation in terms of Map-Reduce, which we test in cluster configurations of over 50 machines and 100 cores. We present experiments exploring the parallel efficiency and convergence properties of our approach on both synthetic and real-world data, including runs on 1MM data vectors in 256 dimensions.

Approaches for testing sets of variants, such as a set of rare or common variants within a gene or pathway, for association with complex traits are important. In particular, set tests allow for aggregation of weak signal within a set, can capture interplay among variants, and reduce the burden of multiple hypothesis testing. Until now, these approaches did not address confounding by family relatedness and population structure, a problem that is becoming more important as larger data sets are used to increase power. Results: We introduce a new approach for set tests that handles confounders. Our model is based on the linear mixed model and uses two random effects-one to capture the set association signal and one to capture confounders. We also introduce a computational speedup for two-random-effects models that makes this approach feasible even for extremely large cohorts. Using this model with both the likelihood ratio test and score test, we find that the former yields more power while controlling type I error. Application of our approach to richly structured GAW14 data demonstrates that our method successfully corrects for population structure and family relatedness, while application of our method to a 15,000 individual Crohn's disease case-control cohort demonstrates that it additionally recovers genes not recoverable by univariate analysis. Availability: A Python-based library implementing our approach is available at http://mscompbio.codeplex.com

We have developed a method for statistical anomaly detection which has been deployed in a tool for condition monitoring of train fleets. The anomaly detection component helps the operators to quickly find significant deviations from normal behavior and to detect early indications for possible problems. The savings in maintenance costs comes mainly from avoiding costly breakdowns, and have been estimated to several million Euros per year for the tool. In the long run, it is expected that maintenance costs can be reduced with between 5 and 10 % by using the tool.

The Swedish Institute of Computer Science (SICS) has for several years developed methods for statistical anomaly detection based on a framework called Bayesian principal anomaly (Holst and Ekman 2011). In this article we describe a novel application Addtrack is a tool developed originally by Bombardier domain for the anomaly-detection method: condition Transportation for general analysis, monitoring, monitoring of trains (Holst, Ekman, and and visualization of train conditions and Larsen 2006). It is "intelligent" in statistical models. There are currently many the sense that analysis modules, such as the one popular anomaly-detection methods based on described in this article, can be used to preprocess nonparametric models (see, for example, Ahmed, and visualize data sets. Addtrack, including the anomalydetection model is very general since the parametric module described in this article, is forms of the distributions need not be currently deployed in Sweden, India, China, and known.

The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording, and analyzing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000 real-world and model-generated time series and over 9000 time-series analysis algorithms are analyzed in this work. We introduce reduced representations of both time series, in terms of their properties measured by diverse scientific methods, and of time-series analysis methods, in terms of their behaviour on empirical time series, and use them to organize these interdisciplinary resources. This new approach to comparing across diverse scientific data and methods allows us to organize time-series datasets automatically according to their properties, retrieve alternatives to particular analysis methods developed in other scientific disciplines, and automate the selection of useful methods for time-series classification and regression tasks. The broad scientific utility of these tools is demonstrated on datasets of electroencephalograms, self-affine time series, heart beat intervals, speech signals, and others, in each case contributing novel analysis techniques to the existing literature. Highly comparative techniques that compare across an interdisciplinary literature can thus be used to guide more focused research in time-series analysis for applications across the scientific disciplines.

Network models have been popular for modeling and representing complex relationships and dependencies between observed variables. When data comes from a dynamic stochastic process, a single static network model cannot adequately capture transient dependencies, such as, gene regulatory dependencies throughout a developmental cycle of an organism. Kolar et al (2010b) proposed a method based on kernel-smoothing l1-penalized logistic regression for estimating time-varying networks from nodal observations collected from a time-series of observational data. In this paper, we establish conditions under which the proposed method consistently recovers the structure of a time-varying network. This work complements previous empirical findings by providing sound theoretical guarantees for the proposed estimation procedure. For completeness, we include numerical simulations in the paper.

We present a new classification method for quasar identification in the EROS-2 and MACHO datasets based on a boosted version of Random Forest classifier. We use a set of variability features including parameters of a continuous auto regressive model. We prove that continuous auto regressive parameters are very important discriminators in the classification process. We create two training sets (one for EROS-2 and one for MACHO datasets) using known quasars found in the LMC. Our model's accuracy in both EROS-2 and MACHO training sets is about 90% precision and 86% recall, improving the state of the art models accuracy in quasar detection. We apply the model on the complete, including 28 million objects, EROS-2 and MACHO LMC datasets, finding 1160 and 2551 candidates respectively. To further validate our list of candidates, we crossmatched our list with a previous 663 known strong candidates, getting 74% of matches for MACHO and 40% in EROS-2. The main difference on matching level is because EROS-2 is a slightly shallower survey which translates to significantly lower signal-to-noise ratio lightcurves.

The role of kernels is central to machine learning. Motivated by the importance of power-law distributions in statistical modeling, in this paper, we propose the notion of power-law kernels to investigate power-laws in learning problem. We propose two power-law kernels by generalizing Gaussian and Laplacian kernels. This generalization is based on distributions, arising out of maximization of a generalized information measure known as nonextensive entropy that is very well studied in statistical mechanics. We prove that the proposed kernels are positive definite, and provide some insights regarding the corresponding Reproducing Kernel Hilbert Space (RKHS). We also study practical significance of both kernels in classification and regression, and present some simulation results.

We present a principled approach for detecting overlapping temporal community structure in dynamic networks. Our method is based on the following framework: find the overlapping temporal community structure that maximizes a quality function associated with each snapshot of the network subject to a temporal smoothness constraint. A novel quality function and a smoothness constraint are proposed to handle overlaps, and a new convex relaxation is used to solve the resulting combinatorial optimization problem. We provide theoretical guarantees as well as experimental results that reveal community structure in real and synthetic networks. Our main insight is that certain structures can be identified only when temporal correlation is considered and when communities are allowed to overlap. In general, discovering such overlapping temporal community structure can enhance our understanding of real-world complex networks by revealing the underlying stability behind their seemingly chaotic evolution.

Manifold learning has been successfully applied to a variety of medical imaging problems. Its use in real-time applications requires fast projection onto the low-dimensional space. To this end, out-of-sample extensions are applied by constructing an interpolation function that maps from the input space to the low-dimensional manifold. Commonly used approaches such as the Nystr\"{o}m extension and kernel ridge regression require using all training points. We propose an interpolation function that only depends on a small subset of the input training data. Consequently, in the testing phase each new point only needs to be compared against a small number of input training data in order to project the point onto the low-dimensional space. We interpret our method as an out-of-sample extension that approximates kernel ridge regression. Our method involves solving a simple convex optimization problem and has the attractive property of guaranteeing an upper bound on the approximation error, which is crucial for medical applications. Tuning this error bound controls the sparsity of the resulting interpolation function. We illustrate our method in two clinical applications that require fast mapping of input images onto a low-dimensional space.