arXiv subjects

Dalia Chakrabarty

Publications and source records attributed to Dalia Chakrabarty.

At least 19 recordsLinked to original sources

arXiv2026

Learning Random Geometric Graphs Drawn in Probabilistic Metric Spaces

We present a new data-driven learning of a Random Geometric Graph (RGG) of a multivariate dataset, where the graph is drawn in a probabilistic metric space. This graph learning works for generic datasets, irrespective of the type of the observables; their probability distributions; or size of the data. We identify a metric of the space that the graph is drawn in, as a probability distribution of a random variable that we introduce, namely, a variable that represents the disparity between the connectedness of two vertices of the graph, and the correlation between the two random variables that are attached to the respective vertex. It is the closed-form {\it{cdf}} of this disparity variable that we advance as the distance function of the host space of the learnt RGG, such that the edge exists between any two nodes, if this inter-nodal distance falls short of a chosen cutoff probability. Drawing the RGG in this probabilistic space leads to the graph being an Soft RGG, such that any edge - if it exists - exists with an identified probability. We forward a simple Rejection Sampling-based technique for learning the probability of any edge. The expected degree distribution of a vertex of this RGG is identified as local, and dependent on the inter-observable correlation matrix. If said correlation matrix is not known, it can be learnt given the data, using its closed-form posterior probability density function, that we forward. We illustrate our graph learning method by learning multiple RGGs of highly multivariate real datasets.

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arXiv2026

Probabilistic learning to perform pre-onset individualised prediction of disease severity: application to Veno Occlusive Disease

We advance a new probabilistic supervised learning approach that permits reliable, automated, and early individualised prediction of the severity with which a disease will develop in a prospective patient. The prediction capacity is illustrated via the pre-transplant prediction of the score of severity of Veno Occlusive Disease (or VOD) in the digital twin (DT) of the considered prospective patient, where this score parametrises the severity with which VOD will develop in this patient, after they undergo their Bone Marrow Transplant. The learning of the relationship between the pre-transplant variables, and a severity score variable is undertaken by modelling this relationship as a (random) function that is treated as a sample function of an adequately-chosen stochastic process. The parameters of this underlying process are learnt using a training dataset that is generated using the real-time evolution of retrospective patients in a cohort, with this training dataset subsequently augmented in size by a probabilistic inverse learning of the score of prospective patients. The augmented training set, then permits the learning of the function that capacitates - at the pre-transplant stage - automated prediction of the score of the severity of VOD that characterises the DT of a physical patient in their unique pre-transplant state. This score is subsequently fed back to the real prospective patient as the severity with which VOD will develop in them, after this patient undergoes their transplant. Such a score then permits the treating Haematologist-Oncologists to decide on the treatment regimen, which in this illustration reduces to deciding on treating the patient with Defibrotide. An AI facility is developed to undertake such automated prediction, with the physician inputting the data on the pre-transplant state that characterises the DT of the prospective patient under consideration.

q-bio.QM↗

arXiv2026

Gaussian Process-based learning with new MCMC-based implementation of Wishart prior on correlation matrix

In probabilstic supervised learning of an input-output relationship - as a sample function of a Gaussian Process (GP) - priors are typically specified for the hyperparameters of the kernel that parametrises the covariance function of the GP, where the induced covariance matrix of the (resulting multivariate Normal) likelihood, governs the learning and prediction. When the sought function is highly multivariate, multiple lengthscale parameters must be learnt simultaneously, making inference difficult. We develop a ``self-assembled'' Wishart prior for the covariance matrix, while undertaking Bayesian inference on the kernel hyperparameters using MCMC. The construction uses a look-back window over recent MCMC iterations to define a time-step dependent scale matrix, thereby introducing adaptiveness to the chain. Results suggest that direct prior specification on the covariance matrix can be useful for diagnosing weakly informative inputs within the GP-based learning paradigm. We support our prior development with two distinct empirical illustrations - one on synthetic data, and another on a real-world dataset.

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arXiv2026

Interpretable Machine Learning for Spatial Science: A Lie-Algebraic Kernel for Rotationally Anisotropic Gaussian Processes

Many three-dimensional spatial fields are anisotropic, with directions of rapid and slow variation that need not align with the coordinate axes. Standard Gaussian process kernels with Automatic Relevance Determination (ARD) capture only axis-aligned anisotropy, while generic full symmetric positive definite (SPD) metrics can represent rotated anisotropy but do not parameterise principal length-scales and directions directly. We introduce an interpretable rotationally anisotropic GP kernel that parameterises a three-dimensional SPD covariance metric using three principal length-scales and an explicit SO(3) rotation. The rotation is represented by an axis-angle vector and mapped to SO(3) via the Lie-algebra exponential map, giving unconstrained Euclidean coordinates for inference while always inducing a valid SPD metric. The construction spans the same family of three-dimensional SPD covariance metrics as a generic full-SPD parameterisation, but exposes the geometry differently: length-scales and orientation are explicit, interpretable, and directly available for prior specification and posterior summaries. We perform Bayesian inference on these quantities using Markov Chain Monte Carlo (MCMC), and characterise the resulting symmetries and weakly identified regimes. On synthetic data with rotated anisotropy, the posterior recovers the generating metric and improves prediction relative to an axis-aligned ARD baseline, while matching the predictive performance of a generic full SPD baseline. When the ground truth is axis-aligned, posterior mass concentrates near the identity rotation and predictive performance matches ARD. On a material-density dataset from a laboratory-fabricated nano-brick, the inferred metric reveals rotated anisotropy that is not captured by axis-aligned kernels.

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arXiv2025

Parametrising the Inhomogeneity Inducing Capacity of a Training Set, and its Impact on Supervised Learning

We introduce parametrisation of that property of the available training dataset, that necessitates an inhomogeneous correlation structure for the function that is learnt as a model of the relationship between the pair of variables, observations of which comprise the considered training data. We refer to a parametrisation of this property of a given training set, as its ``inhomogeneity parameter''. It is easy to compute this parameter for small-to-large datasets, and we demonstrate such computation on multiple publicly-available datasets, while also demonstrating that conventional ``non-stationarity'' of data does not imply a non-zero inhomogeneity parameter of the dataset. We prove that - within the probabilistic Gaussian Process-based learning approach - a training set with a non-zero inhomogeneity parameter renders it imperative, that the process that is invoked to model the sought function, be non-stationary. Following the learning of a real-world multivariate function with such a Process, quality and reliability of predictions at test inputs, are demonstrated to be affected by the inhomogeneity parameter of the training data.

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arXiv2025

Identifying critical residues of a protein using meaningfully-thresholded Random Geometric Graphs

Identification of critical residues of a protein is actively pursued, since such residues are essential for protein function. We present three ways of recognising critical residues of an example protein, the evolution of which is tracked via molecular dynamical simulations. Our methods are based on learning a Random Geometric Graph (RGG) variable, where the state variable of each of 156 residues, is attached to a node of this graph, with the RGG learnt using the matrix of correlations between state variables of each residue-pair. Given the categorical nature of the state variable, correlation between a residue pair is computed using Cramer's V. We advance an organic thresholding to learn an RGG, and compare results against extant thresholding techniques, when parametrising criticality as the nodal degree in the learnt RGG. Secondly, we develop a criticality measure by ranking the computed differences between the posterior probability of the full graph variable defined on all 156 residues, and that of the graph with all but one residue omitted. A third parametrisation of criticality informs on the dynamical variation of nodal degrees as the protein evolves during the simulation. Finally, we compare results obtained with the three distinct criticality parameters, against experimentally-ascertained critical residues.

q-bio.BM↗

arXiv2024

Individualised recovery trajectories of patients with impeded mobility, using distance between probability distributions of learnt graphs

Patients who are undergoing physical rehabilitation, benefit from feedback that follows from reliable assessment of their cumulative performance attained at a given time. In this paper, we provide a method for the learning of the recovery trajectory of an individual patient, as they undertake exercises as part of their physical therapy towards recovery of their loss of movement ability, following a critical illness. The difference between the Movement Recovery Scores (MRSs) attained by a patient, when undertaking a given exercise routine on successive instances, is given by a statistical distance/divergence between the (posterior) probabilities of random graphs that are Bayesianly learnt using time series data on locations of 20 of the patient's joints, recorded on an e-platform as the patient exercises. This allows for the computation of the MRS on every occasion the patient undertakes this exercise, using which, the recovery trajectory is drawn. We learn each graph as a Random Geometric Graph drawn in a probabilistic metric space, and identify the closed-form marginal posterior of any edge of the graph, given the correlation structure of the multivariate time series data on joint locations. On the basis of our recovery learning, we offer recommendations on the optimal exercise routines for patients with given level of mobility impairment.

stat.ML↗

arXiv2024

A New Reliable & Parsimonious Learning Strategy Comprising Two Layers of Gaussian Processes, to Address Inhomogeneous Empirical Correlation Structures

We present a new strategy for learning the functional relation between a pair of variables, while addressing inhomogeneities in the correlation structure of the available data, by modelling the sought function as a sample function of a non-stationary Gaussian Process (GP), that nests within itself multiple other GPs, each of which we prove can be stationary, thereby establishing sufficiency of two GP layers. In fact, a non-stationary kernel is envisaged, with each hyperparameter set as dependent on the sample function drawn from the outer non-stationary GP, such that a new sample function is drawn at every pair of input values at which the kernel is computed. However, such a model cannot be implemented, and we substitute this by recalling that the average effect of drawing different sample functions from a given GP is equivalent to that of drawing a sample function from each of a set of GPs that are rendered different, as updated during the equilibrium stage of the undertaken inference (via MCMC). The kernel is fully non-parametric, and it suffices to learn one hyperparameter per layer of GP, for each dimension of the input variable. We illustrate this new learning strategy on a real dataset.

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arXiv2020

Soft Random Graphs in Probabilistic Metric Spaces & Inter-graph Distance

We present a new method for learning Soft Random Geometric Graphs (SRGGs), drawn in probabilistic metric spaces, with the connection function of the graph defined as the marginal posterior probability of an edge random variable, given the correlation between the nodes connected by that edge. In fact, this inter-node correlation matrix is itself a random variable in our learning strategy, and we learn this by identifying each node as a random variable, measurements of which comprise a column of a given multivariate dataset. We undertake inference with Metropolis with a 2-block update scheme. The SRGG is shown to be generated by a non-homogeneous Poisson point process, the intensity of which is location-dependent. Given the multivariate dataset, likelihood of the inter-column correlation matrix is attained following achievement of a closed-form marginalisation over all inter-row correlation matrices. Distance between a pair of graphical models learnt given the respective datasets, offers the absolute correlation between the given datasets; such inter-graph distance computation is our ultimate objective, and is achieved using a newly introduced metric that resembles an uncertainty-normalised Hellinger distance between posterior probabilities of the two learnt SRGGs, given the respective datasets. Two sets of empirical illustrations on real data are undertaken, and application to simulated data is included to exemplify the effect of incorporating measurement noise in the learning of a graphical model.

stat.ME↗

arXiv2018

Learning in the Absence of Training Data -- a Galactic Application

There are multiple real-world problems in which training data is unavailable, and still, the ambition is to learn values of the system parameters, at which test data on an observable is realised, subsequent to the learning of the functional relationship between these variables. We present a novel Bayesian method to deal with such a problem, in which we learn a system function of a stationary dynamical system, for which only test data on a vector-valued observable is available, and training data is unavailable. This exercise borrows heavily from the state space probability density function ($pdf$), that we also learn. As there is no training data available for either sought function, we cannot learn its correlation structure, and instead, perform inference (using Metropolis-within-Gibbs), on the discretised form of the sought system function and of the ${pdf}$, where this $pdf$ is constructed such that the unknown system parameters are embedded within its support. Likelihood of the unknowns given the available data, is defined in terms of such a ${pdf}$. We make an application to the learning of the density of all gravitational matter in a real galaxy.

stat.AP↗

arXiv2018

Correlation between Multivariate Datasets, from Inter-Graph Distance computed using Graphical Models Learnt With Uncertainties

We present a method for simultaneous Bayesian learning of the correlation matrix and graphical model of a multivariate dataset, along with uncertainties in each, to subsequently compute distance between the learnt graphical models of a pair of datasets, using a new metric that approximates an uncertainty-normalised Hellinger distance between the posterior probabilities of the graphical models given the respective dataset; correlation between the pair of datasets is then computed as a corresponding affinity measure. We achieve a closed-form likelihood of the between-columns correlation matrix by marginalising over the between-row matrices. This between-columns correlation is updated first, given the data, and the graph is then updated, given the partial correlation matrix that is computed given the updated correlation, allowing for learning of the 95$\%$ Highest Probability Density credible regions of the correlation matrix and graphical model of the data. Difference made to the learnt graphical model, by acknowledgement of measurement noise, is demonstrated on a small simulated dataset, while the large human disease-symptom network--with $>8,000$ nodes--is learnt using real data. Data on vino-chemical attributes of Portuguese red and white wine samples are employed to learn with-uncertainty graphical model of each dataset, and subsequently, the distance between these learnt graphical models.

stat.ME↗

arXiv2018

Deep Bayesian Supervised Learning given Hypercuboidally-shaped, Discontinuous Data, using Compound Tensor-Variate & Scalar-Variate Gaussian Processes

We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters, at which test data is recorded. We attempt such learning given hypercuboidally-shaped data that displays strong discontinuities, rendering learning challenging. We model the sought high-dimensional function, with a tensor-variate Gaussian Process (GP), and use three independent ways for learning covariance matrices of the resulting likelihood, which is Tensor-Normal. We demonstrate that the discontinuous data demands that implemented covariance kernels be non-stationary--achieved by modelling each kernel hyperparameter, as a function of the sample function of the invoked tensor-variate GP. Each such function can be shown to be temporally-evolving, and treated as a realisation from a distinct scalar-variate GP, with covariance described adaptively by collating information from a historical set of samples of chosen sample-size. We prove that deep-learning using 2-"layers", suffice, where the outer-layer comprises the tensor-variate GP, compounded with multiple scalar-variate GPs in the "inner-layer", and undertake inference with Metropolis-within-Gibbs. We apply our method to a cuboidally-shaped, discontinuous, real dataset, and subsequently perform forward prediction to generate data from our model, given our results--to perform model-checking.

stat.ME↗

arXiv2016

A New Bayesian Test to test for the Intractability-Countering Hypothesis

We present a new test of hypothesis in which we seek the probability of the null conditioned on the data, where the null is a simplification undertaken to counter the intractability of the more complex model, that the simpler null model is nested within. With the more complex model rendered intractable, the null model uses a simplifying assumption that capacitates the learning of an unknown parameter vector given the data. Bayes factors are shown to be known only up to a ratio of unknown data-dependent constants--a problem that cannot be cured using prescriptions similar to those suggested to solve the problem caused to Bayes factor computation, by non-informative priors. Thus, a new test is needed in which we can circumvent Bayes factor computation. In this test, we undertake generation of data from the model in which the null hypothesis is true and can achieve support in the measured data for the null by comparing the marginalised posterior of the model parameter given the measured data, to that given such generated data. However, such a ratio of marginalised posteriors can confound interpretation of comparison of support in one measured data for a null, with that in another data set for a different null. Given an application in which such comparison is undertaken, we alternatively define support in a measured data set for a null by identifying the model parameters that are less consistent with the measured data than is minimally possible given the generated data, and realising that the higher the number of such parameter values, less is the support in the measured data for the null. Then, the probability of the null conditional on the data is given within an MCMC-based scheme, by marginalising the posterior given the measured data, over parameter values that are as, or more consistent with the measured data, than with the generated data.

stat.AP↗

arXiv2015

Bayesian Covariance Modelling of Large Tensor-Variate Data Sets $\&$ Inverse Non-parametric Learning of the Unknown Model Parameter Vector

We present a method for modelling the covariance structure of tensor-variate data, with the ulterior aim of learning an unknown model parameter vector using such data. We express the high-dimensional observable as a function of this sought model parameter vector, and attempt to learn such a high-dimensional function given training data, by modelling it as a realisation from a tensor-variate Gaussian Process (GP). The likelihood of the unknowns given training data, is then tensor-normal. We choose vague priors on the unknown GP parameters (mean tensor and covariance matrices) and write the posterior probability density of these unknowns given the data. We perform posterior sampling using Random-Walk Metropolis-Hastings. Thereafter we learn the aforementioned unknown model parameter vector by performing posterior sampling in two different ways, given test and training data, using MCMC, to generate 95$\%$ HPD credible region on each unknown. We make an application of this method to the learning of the location of the Sun in the Milky Way disk.

stat.AP↗

arXiv2015

Bayesian Covariance Modelling of Large Tensor-Variate Data Sets $\&$ Inverse Non-parametric Learning of the Unknown Model Parameter Vector

Tensor-valued data are being encountered increasingly more commonly, in the biological, natural as well as the social sciences. The learning of the unknown model parameter vector given such data, involves covariance modelling of such data, though this can be difficult owing to the high-dimensional nature of the data, where the numerical challenge of such modelling can only be compounded by the largeness of the available data set. Assuming such data to be modelled using a correspondingly high-dimensional Gaussian Process (${\cal GP}$), the joint density of a finite set of such data sets is then a tensor normal distribution, with density parametrised by a mean tensor $\boldsymbol{M}$ (that is of the same dimensionality as the $k$-tensor valued observable), and the $k$ covariance matrices $\boldsymbolΣ_1,...,\boldsymbolΣ_k$. When aiming to model the covariance structure of the data, we need to estimate/learn $\{\boldsymbolΣ_1,...,\boldsymbolΣ_k \}$ and $\boldsymbol{M}$, given tha data. We present a new method in which we perform such covariance modelling by first expressing the probability density of the available data sets as tensor-normal. We then invoke appropriate priors on these unknown parameters and express the posterior of the unknowns given the data. We sample from this posterior using an appropriate variant of Metropolis Hastings. Since the classical MCMC is time and resource intensive in high-dimensional state spaces, we use an efficient variant of the Metropolis-Hastings algorithm--Transformation based MCMC--employed to perform efficient sampling from a high-dimensional state space. Once we perform the covariance modelling of such a data set, we will learn the unknown model parameter vector at which a measured (or test) data set has been obtained, given the already modelled data (training data), augmented by the test data.

stat.AP↗

arXiv2015

Bayesian Nonparametric Estimation of Milky Way Model Parameters Using a New Matrix-Variate Gaussian Process Based Method

In this paper we develop an inverse Bayesian approach to find the value of the unknown model parameter vector that supports the real (or test) data, where the data comprises measurements of a matrix-variate variable. The method is illustrated via the estimation of the unknown Milky Way feature parameter vector, using available test and simulated (training) stellar velocity data matrices. The data is represented as an unknown function of the model parameters, where this high-dimensional function is modelled using a high-dimensional Gaussian Process (${\cal GP}$). The model for this function is trained using available training data and inverted by Bayesian means, to estimate the sought value of the model parameter vector at which the test data is realised. We achieve a closed-form expression for the posterior of the unknown parameter vector and the parameters of the invoked ${\cal GP}$, given test and training data. We perform model fitting by comparing the observed data with predictions made at different summaries of the posterior probability of the model parameter vector. As a supplement, we undertake a leave-one-out cross validation of our method.

stat.AP↗

arXiv2015

Uncertainty in Test Score Data and Classically Defined Reliability of Tests and Test Batteries, using a New Method for Test Dichotomisation

As with all measurements, the measurement of examinee ability, in terms of scores that the examinee obtains in a test, is also error-ridden. The quantification of such error or uncertainty in the test score data--or rather the complementary test reliability--is pursued within the paradigm of Classical Test Theory in a variety of ways, with no existing method of finding reliability, isomorphic to the theoretical definition that parametrises reliability as the ratio of the true score variance and observed (i.e. error-ridden) score variance. Thus, multiple reliability coefficients for the same test have been advanced. This paper describes a much needed method of obtaining reliability of a test as per its theoretical definition, via a single administration of the test, by using a new fast method of splitting of a given test into parallel halves, achieving near-coincident empirical distributions of the two halves. The method has the desirable property of achieving splitting on the basis of difficulty of the questions (or items) that constitute the test, thus allowing for fast computation of reliability even for very large test data sets, i.e. test data obtained by a very large examinee sample. An interval estimate for the true score is offered, given an examinee score, subsequent to the determination of the test reliability. This method of finding test reliability as per the classical definition can be extended to find reliability of a set or battery of tests; a method for determination of the weights implemented in the computation of the weighted battery score is discussed. We perform empirical illustration of our method on real and simulated tests, and on a real test battery comprising two constituent tests.

stat.AP↗

arXiv2014

Minimum Distance Estimation of Milky Way Model Parameters and Related Inference

We propose a method to estimate the location of the Sun in the disk of the Milky Way using a method based on the Hellinger distance and construct confidence sets on our estimate of the unknown location using a bootstrap based method. Assuming the Galactic disk to be two-dimensional, the sought solar location then reduces to the radial distance separating the Sun from the Galactic center and the angular separation of the Galactic center to Sun line, from a pre-fixed line on the disk. On astronomical scales, the unknown solar location is equivalent to the location of us earthlings who observe the velocities of a sample of stars in the neighborhood of the Sun. This unknown location is estimated by undertaking pairwise comparisons of the estimated density of the observed set of velocities of the sampled stars, with densities estimated using synthetic stellar velocity data sets generated at chosen locations in the Milky Way disk according to four base astrophysical models. The "match" between the pair of estimated densities is parameterized by the affinity measure based on the familiar Hellinger distance. We perform a novel cross-validation procedure to establish a desirable "consistency" property of the proposed method.

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