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Emanuele Aliverti

Publications and source records attributed to Emanuele Aliverti.

10 recordsLinked to original sources

Births are difficult to predict even with rich survey and full-population register data

Major life events have proven difficult to predict. Does this reflect limits of theory, data, and algorithms, or the large role of chance? We examine one outcome - having a child within three years - through a near-ideal setting for prediction: a data challenge where 147 researchers predicted births for Dutch residents aged 18-45, using survey data and full-population registers. Methods ranged from logistic regression to a large language model and transformers. Predictions were moderately accurate (best F1: register 0.59, survey 0.76); advanced models did not outperform classical ones; and the larger registers did not beat the survey. Simulating the stochastic biology of conception and pregnancy, we estimated a predictive ceiling (survey F1 ~ 0.86-0.94, register 0.88-0.96). Observed performance falls short of this ceiling, implicating imperfect data, methods, and unmodelled chance, while the ceiling itself shows that chance in reproduction alone sets a non-trivial limit on predicting individual lives.

cs.LG↗

Approximate Bayesian inference for cumulative probit regression models

Ordinal categorical data are routinely encountered in many practical applications. When the primary goal is to construct a regression model for ordinal outcomes, cumulative link models represent one of the most popular choices to link the cumulative probabilities of the response with a set of covariates through a parsimonious linear predictor, shared across response categories. As the number of observations grows, standard sampling algorithms for Bayesian inference scale poorly, making posterior computation increasingly challenging for large datasets. In this article, we propose three scalable algorithms for approximating the posterior distribution of the regression coefficients in cumulative probit models relying on Variational Bayes and Expectation Propagation. We compare the proposed approaches with inference based on Markov Chain Monte Carlo, demonstrating superior computational performance and remarkable accuracy. Finally, we illustrate the utility of the proposed algorithms on a challenging case study to investigate the structure of a criminal network.

stat.ME↗

Bayesian local clustering of age-period mortality surfaces across multiple countries

Although traditional literature on mortality modeling has focused on single countries in isolation, recent contributions have progressively moved toward joint models for multiple countries. Besides favoring borrowing of information to improve age-period forecasts, this perspective has also potentials to infer local similarities among countries' mortality patterns in specific age classes and periods that could unveil unexplored demographic trends, while guiding the design of targeted policies. Advancements along this latter relevant direction are currently undermined by the lack of a multi-country model capable of incorporating the core structures of age-period mortality surfaces together with clustering patterns among countries that are not global, but rather vary locally across different combinations of ages and periods. We cover this gap by developing a novel Bayesian model for log-mortality rates that characterizes the age structure of mortality through a B-spline expansion whose country-specific dynamic coefficients encode both changes of this age structure across periods and also local clustering patterns among countries under a time-dependent random partition prior for these country-specific dynamic coefficients. While flexible, this formulation admits tractable posterior inference leveraging a suitably-designed Gibbs-sampler. The application to mortality data from 14 countries unveils local similarities highlighting both previously-recognized demographic phenomena and also yet-unexplored trends.

stat.AP↗

Dynamic modeling of the Italians' attitude towards Covid-19

We analyze repeated cross-sectional survey data collected by the Institute of Global Health Innovation, to characterize the perception and behavior of the Italian population during the Covid-19 pandemic, focusing on the period that spans from April to November 2020. To accomplish this goal, we propose a Bayesian dynamic latent-class regression model, that accounts for the effect of sampling bias including survey weights into the likelihood function. According to the proposed approach, attitudes towards Covid-19 are described via three ideal behaviors that are fixed over time, corresponding to different degrees of compliance with spread-preventive measures. The overall tendency toward a specific profile dynamically changes across survey waves via a latent Gaussian process regression, that adjusts for subject-specific covariates. We illustrate the dynamic evolution of Italians' behaviors during the pandemic, providing insights on how the proportion of ideal behaviors has varied during the phases of the lockdown, while measuring the effect of age, sex, region and employment of the respondents on the attitude toward Covid-19.

stat.AP↗

Stratified stochastic variational inference for high-dimensional network factor model

There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor mixing, thereby motivating research on alternative algorithms that scale well in high-dimensional settings. In this article, we focus on the latent factor model, a widely used approach for latent space modeling of network data. We develop scalable algorithms to conduct approximate Bayesian inference via stochastic optimization. Leveraging sparse representations of network data, the proposed algorithms show massive computational and storage benefits, and allow to conduct inference in settings with thousands of nodes.

stat.CO↗

Conjugate priors and bias reduction for logistic regression models

Logistic regression models for binomial responses are routinely used in statistical practice. However, the maximum likelihood estimate may not exist due to data separability. We address this issue by considering a conjugate prior penalty which always produces finite estimates. Such a specification has a clear Bayesian interpretation and enjoys several invariance properties, making it an appealing prior choice. We show that the proposed method leads to an accurate approximation of the reduced-bias approach of Firth (1993), resulting in estimators with smaller asymptotic bias than the maximum-likelihood and whose existence is always guaranteed. Moreover, the considered penalized likelihood can be expressed as a genuine likelihood, in which the original data are replaced with a collection of pseudo-counts. Hence, our approach may leverage well established and scalable algorithms for logistic regression. We compare our estimator with alternative reduced-bias methods, vastly improving their computational performance and achieving appealing inferential results.

stat.ME↗

Dynamic modeling of mortality via mixtures of skewed distribution functions

There has been growing interest on forecasting mortality. In this article, we propose a novel dynamic Bayesian approach for modeling and forecasting the age-at-death distribution, focusing on a three-components mixture of a Dirac mass, a Gaussian distribution and a Skew-Normal distribution. According to the specified model, the age-at-death distribution is characterized via seven parameters corresponding to the main aspects of infant, adult and old-age mortality. The proposed approach focuses on coherent modeling of multiple countries, and following a Bayesian approach to inference we allow to borrow information across populations and to shrink parameters towards a common mean level, implicitly penalizing diverging scenarios. Dynamic modeling across years is induced trough an hierarchical dynamic prior distribution that allows to characterize the temporal evolution of each mortality component and to forecast the age-at-death distribution. Empirical results on multiple countries indicate that the proposed approach outperforms popular methods for forecasting mortality, providing interpretable insights on the evolution of mortality.

stat.AP↗

Composite mixture of log-linear models for categorical data

Multivariate categorical data are routinely collected in many application areas. As the number of cells in the table grows exponentially with the number of variables, many or even most cells will contain zero observations. This severe sparsity motivates appropriate statistical methodologies that effectively reduce the number of free parameters, with penalized log-linear models and latent structure analysis being popular options. This article proposes a fundamentally new class of methods, which we refer to as Mixture of Log Linear models (mills). Combining latent class analysis and log-linear models, mills defines a novel Bayesian methodology to model complex multivariate categorical with flexibility and interpretability. Mills is shown to have key advantages over alternative methods for contingency tables in simulations and an application investigating the relation among suicide attempts and empathy.

stat.ME↗

Projected $t$-SNE for batch correction

Biomedical research often produces high-dimensional data confounded by batch effects such as systematic experimental variations, different protocols and subject identifiers. Without proper correction, low-dimensional representation of high-dimensional data might encode and reproduce the same systematic variations observed in the original data, and compromise the interpretation of the results. In this article, we propose a novel procedure to remove batch effects from low-dimensional embeddings obtained with t-SNE dimensionality reduction. The proposed methods are based on linear algebra and constrained optimization, leading to efficient algorithms and fast computation in many high-dimensional settings. Results on artificial single-cell transcription profiling data show that the proposed procedure successfully removes multiple batch effects from t-SNE embeddings, while retaining fundamental information on cell types. When applied to single-cell gene expression data to investigate mouse medulloblastoma, the proposed method successfully removes batches related with mice identifiers and the date of the experiment, while preserving clusters of oligodendrocytes, astrocytes, and endothelial cells and microglia, which are expected to lie in the stroma within or adjacent to the tumors.

stat.AP↗

Removing the influence of a group variable in high-dimensional predictive modelling

In many application areas, predictive models are used to support or make important decisions. There is increasing awareness that these models may contain spurious or otherwise undesirable correlations. Such correlations may arise from a variety of sources, including batch effects, systematic measurement errors, or sampling bias. Without explicit adjustment, machine learning algorithms trained using these data can produce poor out-of-sample predictions which propagate these undesirable correlations. We propose a method to pre-process the training data, producing an adjusted dataset that is statistically independent of the nuisance variables with minimum information loss. We develop a conceptually simple approach for creating an adjusted dataset in high-dimensional settings based on a constrained form of matrix decomposition. The resulting dataset can then be used in any predictive algorithm with the guarantee that predictions will be statistically independent of the group variable. We develop a scalable algorithm for implementing the method, along with theory support in the form of independence guarantees and optimality. The method is illustrated on some simulation examples and applied to two case studies: removing machine-specific correlations from brain scan data, and removing race and ethnicity information from a dataset used to predict recidivism. That the motivation for removing undesirable correlations is quite different in the two applications illustrates the broad applicability of our approach.

stat.AP↗