arXiv subjects

Ann B. Lee

Publications and source records attributed to Ann B. Lee.

At least 37 records · Page 2Linked to original sources

arXiv2020

Unlocking GOES: A Statistical Framework for Quantifying the Evolution of Convective Structure in Tropical Cyclones

Tropical cyclones (TCs) rank among the most costly natural disasters in the United States, and accurate forecasts of track and intensity are critical for emergency response. Intensity guidance has improved steadily but slowly, as processes which drive intensity change are not fully understood. Because most TCs develop far from land-based observing networks, geostationary satellite imagery is critical to monitor these storms. However, these complex data can be challenging to analyze in real time, and off-the-shelf machine learning algorithms have limited applicability on this front due to their ``black box'' structure. This study presents analytic tools that quantify convective structure patterns in infrared satellite imagery for over-ocean TCs, yielding lower-dimensional but rich representations that support analysis and visualization of how these patterns evolve during rapid intensity change. The proposed ORB feature suite targets the global Organization, Radial structure, and Bulk morphology of TCs. By combining ORB and empirical orthogonal functions, we arrive at an interpretable and rich representation of convective structure patterns that serve as inputs to machine learning methods. This study uses the logistic lasso, a penalized generalized linear model, to relate predictors to rapid intensity change. Using ORB alone, binary classifiers identifying the presence (versus absence) of such intensity change events can achieve accuracy comparable to classifiers using environmental predictors alone, with a combined predictor set improving classification accuracy in some settings. More complex nonlinear machine learning methods did not perform better than the linear logistic lasso model for current data.

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arXiv2019

Conditional Density Estimation Tools in Python and R with Applications to Photometric Redshifts and Likelihood-Free Cosmological Inference

It is well known in astronomy that propagating non-Gaussian prediction uncertainty in photometric redshift estimates is key to reducing bias in downstream cosmological analyses. Similarly, likelihood-free inference approaches, which are beginning to emerge as a tool for cosmological analysis, require a characterization of the full uncertainty landscape of the parameters of interest given observed data. However, most machine learning (ML) or training-based methods with open-source software target point prediction or classification, and hence fall short in quantifying uncertainty in complex regression and parameter inference settings. As an alternative to methods that focus on predicting the response (or parameters) $\mathbf{y}$ from features $\mathbf{x}$, we provide nonparametric conditional density estimation (CDE) tools for approximating and validating the entire probability density function (PDF) $\mathrm{p}(\mathbf{y}|\mathbf{x})$ of $\mathbf{y}$ given (i.e., conditional on) $\mathbf{x}$. As there is no one-size-fits-all CDE method, the goal of this work is to provide a comprehensive range of statistical tools and open-source software for nonparametric CDE and method assessment which can accommodate different types of settings and be easily fit to the problem at hand. Specifically, we introduce four CDE software packages in $\texttt{Python}$ and $\texttt{R}$ based on ML prediction methods adapted and optimized for CDE: $\texttt{NNKCDE}$, $\texttt{RFCDE}$, $\texttt{FlexCode}$, and $\texttt{DeepCDE}$. Furthermore, we present the $\texttt{cdetools}$ package, which includes functions for computing a CDE loss function for tuning and assessing the quality of individual PDFs, along with diagnostic functions. We provide sample code in $\texttt{Python}$ and $\texttt{R}$ as well as examples of applications to photometric redshift estimation and likelihood-free cosmological inference via CDE.

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arXiv2019

Validation of Approximate Likelihood and Emulator Models for Computationally Intensive Simulations

Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an approximate likelihood or fit a fast emulator model for efficient statistical inference; such surrogate models include Gaussian synthetic likelihoods and more recently neural density estimators such as autoregressive models and normalizing flows. To date, however, there is no consistent way of quantifying the quality of such a fit. Here we propose a statistical framework that can distinguish any arbitrary misspecified model from the target likelihood, and that in addition can identify with statistical confidence the regions of parameter as well as feature space where the fit is inadequate. Our validation method applies to settings where simulations are extremely costly and generated in batches or "ensembles" at fixed locations in parameter space. At the heart of our approach is a two-sample test that quantifies the quality of the fit at fixed parameter values, and a global test that assesses goodness-of-fit across simulation parameters. While our general framework can incorporate any test statistic or distance metric, we specifically argue for a new two-sample test that can leverage any regression method to attain high power and provide diagnostics in complex data settings.

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arXiv2019

Global and Local Two-Sample Tests via Regression

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature, there have been recent methodological developments such as classification accuracy tests. The goal of this work is to present a regression approach to comparing multivariate distributions of complex data. Depending on the chosen regression model, our framework can efficiently handle different types of variables and various structures in the data, with competitive power under many practical scenarios. Whereas previous work has been largely limited to global tests which conceal much of the local information, our approach naturally leads to a local two-sample testing framework in which we identify local differences between multivariate distributions with statistical confidence. We demonstrate the efficacy of our approach both theoretically and empirically, under some well-known parametric and nonparametric regression methods. Our proposed methods are applied to simulated data as well as a challenging astronomy data set to assess their practical usefulness.

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arXiv2019

(f)RFCDE: Random Forests for Conditional Density Estimation and Functional Data

Random forests is a common non-parametric regression technique which performs well for mixed-type unordered data and irrelevant features, while being robust to monotonic variable transformations. Standard random forests, however, do not efficiently handle functional data and runs into a curse-of dimensionality when presented with high-resolution curves and surfaces. Furthermore, in settings with heteroskedasticity or multimodality, a regression point estimate with standard errors do not fully capture the uncertainty in our predictions. A more informative quantity is the conditional density p(y | x) which describes the full extent of the uncertainty in the response y given covariates x. In this paper we show how random forests can be efficiently leveraged for conditional density estimation, functional covariates, and multiple responses without increasing computational complexity. We provide open-source software for all procedures with R and Python versions that call a common C++ library.

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arXiv2018

ABC-CDE: Towards Approximate Bayesian Computation with Complex High-Dimensional Data and Limited Simulations

Approximate Bayesian Computation (ABC) is typically used when the likelihood is either unavailable or intractable but where data can be simulated under different parameter settings using a forward model. Despite the recent interest in ABC, high-dimensional data and costly simulations still remain a bottleneck in some applications. There is also no consensus as to how to best assess the performance of such methods without knowing the true posterior. We show how a nonparametric conditional density estimation (CDE) framework, which we refer to as ABC-CDE, help address three nontrivial challenges in ABC: (i) how to efficiently estimate the posterior distribution with limited simulations and different types of data, (ii) how to tune and compare the performance of ABC and related methods in estimating the posterior itself, rather than just certain properties of the density, and (iii) how to efficiently choose among a large set of summary statistics based on a CDE surrogate loss. We provide theoretical and empirical evidence that justify ABC-CDE procedures that {\em directly} estimate and assess the posterior based on an initial ABC sample, and we describe settings where standard ABC and regression-based approaches are inadequate.

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arXiv2018

RFCDE: Random Forests for Conditional Density Estimation

Random forests is a common non-parametric regression technique which performs well for mixed-type data and irrelevant covariates, while being robust to monotonic variable transformations. Existing random forest implementations target regression or classification. We introduce the RFCDE package for fitting random forest models optimized for nonparametric conditional density estimation, including joint densities for multiple responses. This enables analysis of conditional probability distributions which is useful for propagating uncertainty and of joint distributions that describe relationships between multiple responses and covariates. RFCDE is released under the MIT open-source license and can be accessed at https://github.com/tpospisi/rfcde . Both R and Python versions, which call a common C++ library, are available.

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arXiv2017

Converting High-Dimensional Regression to High-Dimensional Conditional Density Estimation

There is a growing demand for nonparametric conditional density estimators (CDEs) in fields such as astronomy and economics. In astronomy, for example, one can dramatically improve estimates of the parameters that dictate the evolution of the Universe by working with full conditional densities instead of regression (i.e., conditional mean) estimates. More generally, standard regression falls short in any prediction problem where the distribution of the response is more complex with multi-modality, asymmetry or heteroscedastic noise. Nevertheless, much of the work on high-dimensional inference concerns regression and classification only, whereas research on density estimation has lagged behind. Here we propose FlexCode, a fully nonparametric approach to conditional density estimation that reformulates CDE as a non-parametric orthogonal series problem where the expansion coefficients are estimated by regression. By taking such an approach, one can efficiently estimate conditional densities and not just expectations in high dimensions by drawing upon the success in high-dimensional regression. Depending on the choice of regression procedure, our method can adapt to a variety of challenging high-dimensional settings with different structures in the data (e.g., a large number of irrelevant components and nonlinear manifold structure) as well as different data types (e.g., functional data, mixed data types and sample sets). We study the theoretical and empirical performance of our proposed method, and we compare our approach with traditional conditional density estimators on simulated as well as real-world data, such as photometric galaxy data, Twitter data, and line-of-sight velocities in a galaxy cluster.

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arXiv2017

A Unified Framework for Constructing, Tuning and Assessing Photometric Redshift Density Estimates in a Selection Bias Setting

Photometric redshift estimation is an indispensable tool of precision cosmology. One problem that plagues the use of this tool in the era of large-scale sky surveys is that the bright galaxies that are selected for spectroscopic observation do not have properties that match those of (far more numerous) dimmer galaxies; thus, ill-designed empirical methods that produce accurate and precise redshift estimates for the former generally will not produce good estimates for the latter. In this paper, we provide a principled framework for generating conditional density estimates (i.e. photometric redshift PDFs) that takes into account selection bias and the covariate shift that this bias induces. We base our approach on the assumption that the probability that astronomers label a galaxy (i.e. determine its spectroscopic redshift) depends only on its measured (photometric and perhaps other) properties x and not on its true redshift. With this assumption, we can explicitly write down risk functions that allow us to both tune and compare methods for estimating importance weights (i.e. the ratio of densities of unlabeled and labeled galaxies for different values of x) and conditional densities. We also provide a method for combining multiple conditional density estimates for the same galaxy into a single estimate with better properties. We apply our risk functions to an analysis of approximately one million galaxies, mostly observed by SDSS, and demonstrate through multiple diagnostic tests that our method achieves good conditional density estimates for the unlabeled galaxies.

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arXiv2016

Photo-z Estimation: An Example of Nonparametric Conditional Density Estimation under Selection Bias

Redshift is a key quantity for inferring cosmological model parameters. In photometric redshift estimation, cosmologists use the coarse data collected from the vast majority of galaxies to predict the redshift of individual galaxies. To properly quantify the uncertainty in the predictions, however, one needs to go beyond standard regression and instead estimate the full conditional density f(z|x) of a galaxy's redshift z given its photometric covariates x. The problem is further complicated by selection bias: usually only the rarest and brightest galaxies have known redshifts, and these galaxies have characteristics and measured covariates that do not necessarily match those of more numerous and dimmer galaxies of unknown redshift. Unfortunately, there is not much research on how to best estimate complex multivariate densities in such settings. Here we describe a general framework for properly constructing and assessing nonparametric conditional density estimators under selection bias, and for combining two or more estimators for optimal performance. We propose new improved photo-z estimators and illus- trate our methods on data from the Sloan Data Sky Survey and an application to galaxy-galaxy lensing. Although our main application is photo-z estimation, our methods are relevant to any high-dimensional regression setting with complicated asymmetric and multimodal distributions in the response variable.

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arXiv2016

Nonparametric Conditional Density Estimation in a High-Dimensional Regression Setting

In some applications (e.g., in cosmology and economics), the regression E[Z|x] is not adequate to represent the association between a predictor x and a response Z because of multi-modality and asymmetry of f(z|x); using the full density instead of a single-point estimate can then lead to less bias in subsequent analysis. As of now, there are no effective ways of estimating f(z|x) when x represents high-dimensional, complex data. In this paper, we propose a new nonparametric estimator of f(z|x) that adapts to sparse (low-dimensional) structure in x. By directly expanding f(z|x) in the eigenfunctions of a kernel-based operator, we avoid tensor products in high dimensions as well as ratios of estimated densities. Our basis functions are orthogonal with respect to the underlying data distribution, allowing fast implementation and tuning of parameters. We derive rates of convergence and show that the method adapts to the intrinsic dimension of the data. We also demonstrate the effectiveness of the series method on images, spectra, and an application to photometric redshift estimation of galaxies.

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arXiv2016

A Spectral Series Approach to High-Dimensional Nonparametric Regression

A key question in modern statistics is how to make fast and reliable inferences for complex, high-dimensional data. While there has been much interest in sparse techniques, current methods do not generalize well to data with nonlinear structure. In this work, we present an orthogonal series estimator for predictors that are complex aggregate objects, such as natural images, galaxy spectra, trajectories, and movies. Our series approach ties together ideas from kernel machine learning, and Fourier methods. We expand the unknown regression on the data in terms of the eigenfunctions of a kernel-based operator, and we take advantage of orthogonality of the basis with respect to the underlying data distribution, P, to speed up computations and tuning of parameters. If the kernel is appropriately chosen, then the eigenfunctions adapt to the intrinsic geometry and dimension of the data. We provide theoretical guarantees for a radial kernel with varying bandwidth, and we relate smoothness of the regression function with respect to P to sparsity in the eigenbasis. Finally, using simulated and real-world data, we systematically compare the performance of the spectral series approach with classical kernel smoothing, k-nearest neighbors regression, kernel ridge regression, and state-of-the-art manifold and local regression methods.

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arXiv2015

Assessment of Aortic Aneurysm Rupture Risk

The rupture of an abdominal aortic aneurysm (AAA) is associated with a high mortality. When an AAA ruptures, 50% of the patients die before reaching the hospital. Of the patients that are able to reach the operating room, only 50% have it successfully repaired (Fillinger et al, 2003). Therefore, it is important to find good predictors for immediate risk of rupture. Clinically, the size of the aneurysm is the variable vascular surgeons usually use to evaluate this risk. Patients with large aneurysms are often sent to surgery. However, many studies have shown that even small aneurysms can rupture and deserve attention as well. It is important to find good predictors of rupture that also avoid unnecessary surgery as all surgeries are associated with possible complications. Here, we use data obtained from 144 computed tomographies of patients from the Western Pennsylvania Allegheny Health System to predict the high risk of rupture of an aneurysm and also to examine which features are important for this goal.

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arXiv2014

High-Dimensional Density Ratio Estimation with Extensions to Approximate Likelihood Computation

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most of these methods fail if the sample space is high-dimensional, and hence require a dimension reduction step, the result of which can be a significant loss of information. Here we propose a simple-to-implement, fully nonparametric density ratio estimator that expands the ratio in terms of the eigenfunctions of a kernel-based operator; these functions reflect the underlying geometry of the data (e.g., submanifold structure), often leading to better estimates without an explicit dimension reduction step. We show how our general framework can be extended to address another important problem, the estimation of a likelihood function in situations where that function cannot be well-approximated by an analytical form. One is often faced with this situation when performing statistical inference with data from the sciences, due the complexity of the data and of the processes that generated those data. We emphasize applications where using existing likelihood-free methods of inference would be challenging due to the high dimensionality of the sample space, but where our spectral series method yields a reasonable estimate of the likelihood function. We provide theoretical guarantees and illustrate the effectiveness of our proposed method with numerical experiments.

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arXiv2013

Refining genetically inferred relationships using treelet covariance smoothing

Recent technological advances coupled with large sample sets have uncovered many factors underlying the genetic basis of traits and the predisposition to complex disease, but much is left to discover. A common thread to most genetic investigations is familial relationships. Close relatives can be identified from family records, and more distant relatives can be inferred from large panels of genetic markers. Unfortunately these empirical estimates can be noisy, especially regarding distant relatives. We propose a new method for denoising genetically - inferred relationship matrices by exploiting the underlying structure due to hierarchical groupings of correlated individuals. The approach, which we call Treelet Covariance Smoothing, employs a multiscale decomposition of covariance matrices to improve estimates of pairwise relationships. On both simulated and real data, we show that smoothing leads to better estimates of the relatedness amongst distantly related individuals. We illustrate our method with a large genome-wide association study and estimate the "heritability" of body mass index quite accurately. Traditionally heritability, defined as the fraction of the total trait variance attributable to additive genetic effects, is estimated from samples of closely related individuals using random effects models. We show that by using smoothed relationship matrices we can estimate heritability using population-based samples. Finally, while our methods have been developed for refining genetic relationship matrices and improving estimates of heritability, they have much broader potential application in statistics. Most notably, for error-in-variables random effects models and settings that require regularization of matrices with block or hierarchical structure.

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arXiv2012

Prototype selection for parameter estimation in complex models

Parameter estimation in astrophysics often requires the use of complex physical models. In this paper we study the problem of estimating the parameters that describe star formation history (SFH) in galaxies. Here, high-dimensional spectral data from galaxies are appropriately modeled as linear combinations of physical components, called simple stellar populations (SSPs), plus some nonlinear distortions. Theoretical data for each SSP is produced for a fixed parameter vector via computer modeling. Though the parameters that define each SSP are continuous, optimizing the signal model over a large set of SSPs on a fine parameter grid is computationally infeasible and inefficient. The goal of this study is to estimate the set of parameters that describes the SFH of each galaxy. These target parameters, such as the average ages and chemical compositions of the galaxy's stellar populations, are derived from the SSP parameters and the component weights in the signal model. Here, we introduce a principled approach of choosing a small basis of SSP prototypes for SFH parameter estimation. The basic idea is to quantize the vector space and effective support of the model components. In addition to greater computational efficiency, we achieve better estimates of the SFH target parameters. In simulations, our proposed quantization method obtains a substantial improvement in estimating the target parameters over the common method of employing a parameter grid. Sparse coding techniques are not appropriate for this problem without proper constraints, while constrained sparse coding methods perform poorly for parameter estimation because their objective is signal reconstruction, not estimation of the target parameters.

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arXiv2011

Exploiting Non-Linear Structure in Astronomical Data for Improved Statistical Inference

Many estimation problems in astrophysics are highly complex, with high-dimensional, non-standard data objects (e.g., images, spectra, entire distributions, etc.) that are not amenable to formal statistical analysis. To utilize such data and make accurate inferences, it is crucial to transform the data into a simpler, reduced form. Spectral kernel methods are non-linear data transformation methods that efficiently reveal the underlying geometry of observable data. Here we focus on one particular technique: diffusion maps or more generally spectral connectivity analysis (SCA). We give examples of applications in astronomy; e.g., photometric redshift estimation, prototype selection for estimation of star formation history, and supernova light curve classification. We outline some computational and statistical challenges that remain, and we discuss some promising future directions for astronomy and data mining.

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arXiv2009

A Spectral Graph Approach to Discovering Genetic Ancestry

Mapping human genetic variation is fundamentally interesting in fields such as anthropology and forensic inference. At the same time patterns of genetic diversity confound efforts to determine the genetic basis of complex disease. Due to technological advances it is now possible to measure hundreds of thousands of genetic variants per individual across the genome. Principal component analysis (PCA) is routinely used to summarize the genetic similarity between subjects. The eigenvectors are interpreted as dimensions of ancestry. We build on this idea using a spectral graph approach. In the process we draw on connections between multidimensional scaling and spectral kernel methods. Our approach, based on a spectral embedding derived from the normalized Laplacian of a graph, can produce more meaningful delineation of ancestry than by using PCA. The method is stable to outliers and can more easily incorporate different similarity measures of genetic data than PCA. We illustrate a new algorithm for genetic clustering and association analysis on a large, genetically heterogeneous sample.

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