arXiv subjects

Julia Porcino

Publications and source records attributed to Julia Porcino.

4 recordsLinked to original sources

arXiv2026

Perturbative adaptive importance sampling for Bayesian LOO cross-validation

Importance sampling (IS) is an efficient stand-in for model refitting in performing (LOO) cross-validation (CV) on a Bayesian model. IS inverts the Bayesian update for a single observation by reweighting posterior samples. The so-called importance weights have high variance -- we resolve this issue through adaptation by transformation. We observe that removing a single observation perturbs the posterior by $\mathcal{O}(1/n)$, motivating bijective transformations of the form $T(θ)=θ+ h Q(θ)$ for $0<h\ll 1.$ We introduce several such transformations: partial moment matching, which generalizes prior work on affine moment-matching with a tunable step size; log-likelihood descent, which partially invert the Bayesian update for an observation; and gradient flow steps that minimize the KL divergence or IS variance. The gradient flow and likelihood descent transformations require Jacobian determinants, which are available via auto-differentiation; we additionally derive closed-form expressions for logistic regression and shallow ReLU networks. We tested the methodology on classification ($n\ll p$), count regression (Poisson and zero-inflated negative binomial), and survival analysis problems, finding that no single transformation dominates but their combination nearly eliminates the need to refit.

stat.ME↗

arXiv2023

Autoencoded sparse Bayesian in-IRT factorization, calibration, and amortized inference for the Work Disability Functional Assessment Battery

The Work Disability Functional Assessment Battery (WD-FAB) is a multidimensional item response theory (IRT) instrument designed for assessing work-related mental and physical function based on responses to an item bank. In prior iterations it was developed using traditional means -- linear factorization and null hypothesis statistical testing for item partitioning/selection, and finally, posthoc calibration of disjoint unidimensional IRT models. As a result, the WD-FAB, like many other IRT instruments, is a posthoc model. Its item partitioning, based on exploratory factor analysis, is blind to the final nonlinear IRT model and is not performed in a manner consistent with goodness of fit to the final model. In this manuscript, we develop a Bayesian hierarchical model for self-consistently performing the following simultaneous tasks: scale factorization, item selection, parameter identification, and response scoring. This method uses sparsity-based shrinkage to obviate the linear factorization and null hypothesis statistical tests that are usually required for developing multidimensional IRT models, so that item partitioning is consistent with the ultimate nonlinear factor model. We also analogize our multidimensional IRT model to probabilistic autoencoders, specifying an encoder function that amortizes the inference of ability parameters from item responses. The encoder function is equivalent to the "VBE" step in a stochastic variational Bayesian expectation maximization (VBEM) procedure that we use for approxiamte Bayesian inference on the entire model. We use the method on a sample of WD-FAB item responses and compare the resulting item discriminations to those obtained using the traditional posthoc method.

stat.ME↗

arXiv2021

Regularized Bayesian calibration and scoring of the WD-FAB IRT model improves predictive performance over marginal maximum likelihood

Item response theory (IRT) is the statistical paradigm underlying a dominant family of generative probabilistic models for test responses, used to quantify traits in individuals relative to target populations. The graded response model (GRM) is a particular IRT model that is used for ordered polytomous test responses. Both the development and the application of the GRM and other IRT models require statistical decisions. For formulating these models (calibration), one needs to decide on methodologies for item selection, inference, and regularization. For applying these models (test scoring), one needs to make similar decisions, often prioritizing computational tractability and/or interpretability. In many applications, such as in the Work Disability Functional Assessment Battery (WD-FAB), tractability implies approximating an individual's score distribution using estimates of mean and variance, and obtaining that score conditional on only point estimates of the calibrated model. In this manuscript, we evaluate the calibration and scoring of models under this common use-case using Bayesian cross-validation. Applied to the WD-FAB responses collected for the National Institutes of Health, we assess the predictive power of implementations of the GRM based on their ability to yield, on validation sets of respondents, ability estimates that are most predictive of patterns of item responses. Our main finding indicates that regularized Bayesian calibration of the GRM outperforms the regularization-free empirical Bayesian procedure of marginal maximum likelihood. We also motivate the use of compactly supported priors in test scoring.

stat.AP↗

arXiv2012

2 x 2 permanental ideals of hypermatrices

We study the structure of ideals generated by some classes of 2 \times 2 permanents of hypermatrices. This generalizes [9] on 2 x 2 permanental ideal of generic matrices. We compare the obtained structure to that of the corresponding determinantal ideals in [Swanson-Taylor 11]: while the notion of t-switchability introduced in [11] plays a role for both permanental and determinantal ideals, the permanents require further restrictions, which in general increases the number of minimal primes. In the last two section we examine a few related classes of permanental ideals. This is an extension of the first author's senior thesis at Reed College, 2011, under the second author's supervision.

math.AC↗