arXiv subjects

Georgios Papageorgiou

Publications and source records attributed to Georgios Papageorgiou.

6 recordsLinked to original sources

arXiv2020

Bayesian semiparametric modelling of covariance matrices for multivariate longitudinal data

The article develops marginal models for multivariate longitudinal responses. Overall, the model consists of five regression submodels, one for the mean and four for the covariance matrix, with the latter resulting by considering various matrix decompositions. The decompositions that we employ are intuitive, easy to understand, and they do not rely on any assumptions such as the presence of an ordering among the multivariate responses. The regression submodels are semiparametric, with unknown functions represented by basis function expansions. We use spike-slap priors for the regression coefficients to achieve variable selection and function regularization, and to obtain parameter estimates that account for model uncertainty. An efficient Markov chain Monte Carlo algorithm for posterior sampling is developed. The simulation studies presented investigate the effects of priors on posteriors, the gains that one may have when considering multivariate longitudinal analyses instead of univariate ones, and whether these gains can counteract the negative effects of missing data. We apply the methods on a highly unbalanced longitudinal dataset with four responses observed over of period of 20 years

stat.ME↗

arXiv2020

Bayesian semiparametric analysis of multivariate continuous responses, with variable selection

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical challenges revolve around dealing with the unknown mean and variance functions and in particular, the correlation matrix. To tackle these problems, we have developed priors over the smooth functions and a Markov chain Monte Carlo algorithm for inference and model selection. Specifically, Dirichlet process mixtures of Gaussian distributions are used as the basis for a cluster-inducing prior over the elements of the correlation matrix. The smooth, multidimensional means and variances are represented using radial basis function expansions. The complexity of the model, in terms of variable selection and smoothness, is then controlled by spike-slab priors. A simulation study is presented, demonstrating performance as the response dimension increases. Finally, the model is fit to a number of real world datasets. An R package, scripts for replicating synthetic and real data examples, and a detailed description of the MCMC sampler are available in the supplementary materials online.

stat.ME↗

arXiv2019

Bayesian density regression for discrete outcomes

We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining conditional densities from the multivariate ones. The approach to multivariate mixed scale outcome density estimation that we describe represents discrete variables, either responses or covariates, as discretised versions of continuous latent variables. We present and compare several models for obtaining these thresholds in the challenging context of count data analysis where the response may be over- and/or under-dispersed in some of the regions of the covariate space. We utilise a nonparametric mixture of multivariate Gaussians to model the directly observed and the latent continuous variables. The paper presents a Markov chain Monte Carlo algorithm for posterior sampling, sufficient conditions for weak consistency, and illustrations on density, mean and quantile regression utilizing simulated and real datasets.

stat.ME↗

arXiv2018

BNSP: an R Package for Fitting Bayesian Semiparametric Regression Models and Variable Selection

The R package BNSP provides a unified framework for semiparametric location-scale regression and stochastic search variable selection. The statistical methodology that the package is built upon utilizes basis function expansions to represent semiparametric covariate effects in the mean and variance functions, and spike-slab priors to perform selection and regularization of the estimated effects. In addition to the main function that performs posterior sampling, the package includes functions for assessing convergence of the sampler, summarizing model fits, visualizing covariate effects and obtaining predictions for new responses or their means given feature/covariate vectors.

stat.OT↗

arXiv2014

Bayesian nonparametric models for spatially indexed data of mixed type

We develop Bayesian nonparametric models for spatially indexed data of mixed type. Our work is motivated by challenges that occur in environmental epidemiology, where the usual presence of several confounding variables that exhibit complex interactions and high correlations makes it difficult to estimate and understand the effects of risk factors on health outcomes of interest. The modeling approach we adopt assumes that responses and confounding variables are manifestations of continuous latent variables, and uses multivariate Gaussians to jointly model these. Responses and confounding variables are not treated equally as relevant parameters of the distributions of the responses only are modeled in terms of explanatory variables or risk factors. Spatial dependence is introduced by allowing the weights of the nonparametric process priors to be location specific, obtained as probit transformations of Gaussian Markov random fields. Confounding variables and spatial configuration have a similar role in the model, in that they only influence, along with the responses, the allocation probabilities of the areas into the mixture components, thereby allowing for flexible adjustment of the effects of observed confounders, while allowing for the possibility of residual spatial structure, possibly occurring due to unmeasured or undiscovered spatially varying factors. Aspects of the model are illustrated in simulation studies and an application to a real data set.

stat.ME↗

arXiv2009

A Chern-Simons approach to Galilean quantum gravity in 2+1 dimensions

We define and discuss classical and quantum gravity in 2+1 dimensions in the Galilean limit. Although there are no Newtonian forces between massive objects in (2+1)-dimensional gravity, the Galilean limit is not trivial. Depending on the topology of spacetime there are typically finitely many topological degrees of freedom as well as topological interactions of Aharonov-Bohm type between massive objects. In order to capture these topological aspects we consider a two-fold central extension of the Galilei group whose Lie algebra possesses an invariant and non-degenerate inner product. Using this inner product we define Galilean gravity as a Chern-Simons theory of the doubly-extended Galilei group. The particular extension of the Galilei group we consider is the classical double of a much studied group, the extended homogeneous Galilei group, which is also often called Nappi-Witten group. We exhibit the Poisson-Lie structure of the doubly extended Galilei group, and quantise the Chern-Simons theory using a Hamiltonian approach. Many aspects of the quantum theory are determined by the quantum double of the extended homogenous Galilei group, or Galilei double for short. We study the representation theory of the Galilei double, explain how associated braid group representations account for the topological interactions in the theory, and briefly comment on an associated non-commutative Galilean spacetime.

hep-th↗