Wang, Shu, Yabes, Jonathan G., Chang, Chung-Chou H.

Finite mixture model is an important branch of clustering methods and can be applied on data sets with mixed types of variables. However, challenges exist in its applications. First, it typically relies on the EM algorithm which could be sensitive to the choice of initial values. Second, biomarkers subject to limits of detection (LOD) are common to encounter in clinical data, which brings censored variables into finite mixture model. Additionally, researchers are recently getting more interest in variable importance due to the increasing number of variables that become available for clustering. To address these challenges, we propose a Bayesian finite mixture model to simultaneously conduct variable selection, account for biomarker LOD and obtain clustering results. We took a Bayesian approach to obtain parameter estimates and the cluster membership to bypass the limitation of the EM algorithm. To account for LOD, we added one more step in Gibbs sampling to iteratively fill in biomarker values below or above LODs. In addition, we put a spike-and-slab type of prior on each variable to obtain variable importance. Simulations across various scenarios were conducted to examine the performance of this method. Real data application on electronic health records was also conducted.

Nickisch, Hannes, Pohmann, Rolf, Schölkopf, Bernhard, Seeger, Matthias

We show how improved sequences for magnetic resonance imaging can be found through automated optimization of Bayesian design scores. Combining recent advances in approximate Bayesian inference and natural image statistics with high-performance numerical computation, we propose the first scalable Bayesian experimental design framework for this problem of high relevance to clinical and brain research. Our solution requires approximate inference for dense, non-Gaussian models on a scale seldom addressed before. We propose a novel scalable variational inference algorithm, and show how powerful methods of numerical mathematics can be modified to compute primitives in our framework. Our approach is evaluated on a realistic setup with raw data from a 3T MR scanner.

Bayesian networks are a popular representation of asymmetric (for example causal) relationships between random variables. Markov random fields (MRFs) are a complementary model of symmetric relationships used in computer vision, spatial modeling, and social and gene expression networks. A chain graph model under the Lauritzen-Wermuth-Frydenberg interpretation (hereafter a chain graph model) generalizes both Bayesian networks and MRFs, and can represent asymmetric and symmetric relationships together.As in other graphical models, the set of marginals from distributions in a chain graph model induced by the presence of hidden variables forms a complex model. One recent approach to the study of marginal graphical models is to consider a well-behaved supermodel. Such a supermodel of marginals of Bayesian networks, defined only by conditional independences, and termed the ordinary Markov model, was studied at length in (Evans and Richardson, 2014).In this paper, we show that special mixed graphs which we call segregated graphs can be associated, via a Markov property, with supermodels of a marginal of chain graphs defined only by conditional independences. Special features of segregated graphs imply the existence of a very natural factorization for these supermodels, and imply many existing results on the chain graph model, and ordinary Markov model carry over. Our results suggest that segregated graphs define an analogue of the ordinary Markov model for marginals of chain graph models.

Wu, Anqi, Park, Mijung, Koyejo, Oluwasanmi O., Pillow, Jonathan W.

In many problem settings, parameter vectors are not merely sparse, but dependent in such a way that non-zero coefficients tend to cluster together. We refer to this form of dependency as “region sparsity”. Classical sparse regression methods, such as the lasso and automatic relevance determination (ARD), model parameters as independent a priori, and therefore do not exploit such dependencies. Here we introduce a hierarchical model for smooth, region-sparse weight vectors and tensors in a linear regression setting. Our approach represents a hierarchical extension of the relevance determination framework, where we add a transformed Gaussian process to model the dependencies between the prior variances of regression weights. We combine this with a structured model of the prior variances of Fourier coefficients, which eliminates unnecessary high frequencies. The resulting prior encourages weights to be region-sparse in two different bases simultaneously. We develop efficient approximate inference methods and show substantial improvements over comparable methods (e.g., group lasso and smooth RVM) for both simulated and real datasets from brain imaging.

The Normal Means problem plays a fundamental role in many areas of modern high-dimensional statistics, both in theory and practice. And the Empirical Bayes (EB) approach to solving this problem has been shown to be highly effective, again both in theory and practice. However, almost all EB treatments of the Normal Means problem assume that the observations are independent. In practice correlations are ubiquitous in real-world applications, and these correlations can grossly distort EB estimates. Here, exploiting theory from Schwartzman (2010), we develop new EB methods for solving the Normal Means problem that take account of unknown correlations among observations. We provide practical software implementations of these methods, and illustrate them in the context of large-scale multiple testing problems and False Discovery Rate (FDR) control. In realistic numerical experiments our methods compare favorably with other commonly-used multiple testing methods.