arXiv subjects

Panagiotis Papastamoulis

Publications and source records attributed to Panagiotis Papastamoulis.

15 recordsLinked to original sources

arXiv2026

Bayesian Cluster Weighted Gaussian Models

We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to encompass potential heterogeneity in the distribution of the response variable as well as in the multivariate distribution of the covariates for detecting signals relevant to the underlying latent structure. Of particular interest are potential signals originating from: (i) the linear predictor structures of the regression models and (ii) the covariance structures of the covariates. We model these two components using a lasso shrinkage prior for the regression coefficients and a graphical-lasso shrinkage prior for the covariance matrices. A fully Bayesian approach is followed for estimating the number of clusters, by treating the number of mixture components as random and implementing a trans-dimensional telescoping sampler. Alternative Bayesian approaches based on overfitting mixture models or using information criteria to select the number of components are also considered. The proposed method is compared against EM type implementation, mixtures of regressions and mixtures of experts. The method is illustrated using a set of simulation studies and a biomedical dataset.

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arXiv2025

bayesCureRateModel: Bayesian Cure Rate Modeling for Time to Event Data in R

The family of cure models provides a unique opportunity to simultaneously model both the proportion of cured subjects (those not facing the event of interest) and the distribution function of time-to-event for susceptibles (those facing the event). In practice, the application of cure models is mainly facilitated by the availability of various R packages. However, most of these packages primarily focus on the mixture or promotion time cure rate model. This article presents a fully Bayesian approach implemented in R to estimate a general family of cure rate models in the presence of covariates. It builds upon the work by Papastamoulis and Milienos (2024) by additionally considering various options for describing the promotion time, including the Weibull, exponential, Gompertz, log-logistic and finite mixtures of gamma distributions, among others. Moreover, the user can choose any proper distribution function for modeling the promotion time (provided that some specific conditions are met). Posterior inference is carried out by constructing a Metropolis-coupled Markov chain Monte Carlo (MCMC) sampler, which combines Gibbs sampling for the latent cure indicators and Metropolis-Hastings steps with Langevin diffusion dynamics for parameter updates. The main MCMC algorithm is embedded within a parallel tempering scheme by considering heated versions of the target posterior distribution. The package is illustrated on a real dataset analyzing the duration of the first marriage under the presence of various covariates such as the race, age and the presence of kids.

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arXiv2024

Directional data analysis using the spherical Cauchy and the Poisson kernel-based distribution

In 2020, two novel distributions for the analysis of directional data were introduced: the spherical Cauchy distribution and the Poisson kernel-based distribution. This paper provides a detailed exploration of both distributions within various analytical frameworks. To enhance the practical utility of these distributions, alternative parametrizations that offer advantages in numerical stability and parameter estimation are presented, such as implementation of the Newton-Raphson algorithm for parameter estimation, while facilitating a more efficient and simplified approach in the regression framework. Additionally, a two-sample location test based on the log-likelihood ratio test is introduced. This test is designed to assess whether the location parameters of two populations can be assumed equal. The maximum likelihood discriminant analysis framework is developed for classification purposes, and finally, the problem of clustering directional data is addressed, by fitting finite mixtures of Spherical Cauchy or Poisson kernel-based distributions. Empirical validation is conducted through comprehensive simulation studies and real data applications, wherein the performance of the spherical Cauchy and Poisson kernel-based distributions is systematically compared.

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arXiv2024

Bayesian inference and cure rate modeling for event history data

Estimating model parameters of a general family of cure models is always a challenging task mainly due to flatness and multimodality of the likelihood function. In this work, we propose a fully Bayesian approach in order to overcome these issues. Posterior inference is carried out by constructing a Metropolis-coupled Markov chain Monte Carlo (MCMC) sampler, which combines Gibbs sampling for the latent cure indicators and Metropolis-Hastings steps with Langevin diffusion dynamics for parameter updates. The main MCMC algorithm is embedded within a parallel tempering scheme by considering heated versions of the target posterior distribution. It is demonstrated via simulations that the proposed algorithm freely explores the multimodal posterior distribution and produces robust point estimates, while it outperforms maximum likelihood estimation via the Expectation-Maximization algorithm. A by-product of our Bayesian implementation is to control the False Discovery Rate when classifying items as cured or not. Finally, the proposed method is illustrated in a real dataset which refers to recidivism for offenders released from prison; the event of interest is whether the offender was re-incarcerated after probation or not.

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arXiv2024

Multinomial mixture for spatial data

The purpose of this paper is to extend standard finite mixture models in the context of multinomial mixtures for spatial data, in order to cluster geographical units according to demographic characteristics. The spatial information is incorporated on the model through the mixing probabilities of each component. To be more specific, a Gibbs distribution is assumed for prior probabilities. In this way, assignment of each observation is affected by neighbors' cluster and spatial dependence is included in the model. Estimation is based on a modified EM algorithm which is enriched by an extra, initial step for approximating the field. The simulated field algorithm is used in this initial step. The presented model will be used for clustering municipalities of Attica with respect to age distribution of residents.

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arXiv2023

Model based clustering of multinomial count data

We consider the problem of inferring an unknown number of clusters in replicated multinomial data. Under a model based clustering point of view, this task can be treated by estimating finite mixtures of multinomial distributions with or without covariates. Both Maximum Likelihood (ML) as well as Bayesian estimation are taken into account. Under a Maximum Likelihood approach, we provide an Expectation--Maximization (EM) algorithm which exploits a careful initialization procedure combined with a ridge--stabilized implementation of the Newton--Raphson method in the M--step. Under a Bayesian setup, a stochastic gradient Markov chain Monte Carlo (MCMC) algorithm embedded within a prior parallel tempering scheme is devised. The number of clusters is selected according to the Integrated Completed Likelihood criterion in the ML approach and estimating the number of non-empty components in overfitting mixture models in the Bayesian case. Our method is illustrated in simulated data and applied to two real datasets. An R package is available at https://github.com/mqbssppe/multinomialLogitMix.

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arXiv2022

On the identifiability of Bayesian factor analytic models

A well known identifiability issue in factor analytic models is the invariance with respect to orthogonal transformations. This problem burdens the inference under a Bayesian setup, where Markov chain Monte Carlo (MCMC) methods are used to generate samples from the posterior distribution. We introduce a post-processing scheme in order to deal with rotation, sign and permutation invariance of the MCMC sample. The exact version of the contributed algorithm requires to solve $2^q$ assignment problems per (retained) MCMC iteration, where $q$ denotes the number of factors of the fitted model. For large numbers of factors two approximate schemes based on simulated annealing are also discussed. We demonstrate that the proposed method leads to interpretable posterior distributions using synthetic and publicly available data from typical factor analytic models as well as mixtures of factor analyzers. An R package is available online at CRAN web-page.

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arXiv2019

Bayesian detection of piecewise linear trends in replicated time-series with application to growth data modelling

We consider the situation where a temporal process is composed of contiguous segments with differing slopes and replicated noise-corrupted time series measurements are observed. The unknown mean of the data generating process is modelled as a piecewise linear function of time with an unknown number of change-points. We develop a Bayesian approach to infer the joint posterior distribution of the number and position of change-points as well as the unknown mean parameters. A-priori, the proposed model uses an overfitting number of mean parameters but, conditionally on a set of change-points, only a subset of them influences the likelihood. An exponentially decreasing prior distribution on the number of change-points gives rise to a posterior distribution concentrating on sparse representations of the underlying sequence. A Metropolis-Hastings Markov chain Monte Carlo (MCMC) sampler is constructed for approximating the posterior distribution. Our method is benchmarked using simulated data and is applied to uncover differences in the dynamics of fungal growth from imaging time course data collected from different strains. The source code is available on CRAN.

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arXiv2019

Clustering Multivariate Data using Factor Analytic Bayesian Mixtures with an Unknown Number of Components

Recent work on overfitting Bayesian mixtures of distributions offers a powerful framework for clustering multivariate data using a latent Gaussian model which resembles the factor analysis model. The flexibility provided by overfitting mixture models yields a simple and efficient way in order to estimate the unknown number of clusters and model parameters by Markov chain Monte Carlo (MCMC) sampling. The present study extends this approach by considering a set of eight parameterizations, giving rise to parsimonious representations of the covariance matrix per cluster. A Gibbs sampler combined with a prior parallel tempering scheme is implemented in order to approximately sample from the posterior distribution of the overfitting mixture. The parameterization and number of factors is selected according to the Bayesian Information Criterion. Identifiability issues related to label switching are dealt by post-processing the simulated output with the Equivalence Classes Representatives algorithm. The contributed method and software are demonstrated and compared to similar models estimated using the Expectation-Maximization algorithm on simulated and real datasets. The software is available online at https://CRAN.R-project.org/package=fabMix.

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arXiv2018

Overfitting Bayesian Mixtures of Factor Analyzers with an Unknown Number of Components

Recent advances on overfitting Bayesian mixture models provide a solid and straightforward approach for inferring the underlying number of clusters and model parameters in heterogeneous datasets. The applicability of such a framework in clustering correlated high dimensional data is demonstrated. For this purpose an overfitting mixture of factor analyzers is introduced, assuming that the number of factors is fixed. A Markov chain Monte Carlo (MCMC) sampler combined with a prior parallel tempering scheme is used to estimate the posterior distribution of model parameters. The optimal number of factors is estimated using information criteria. Identifiability issues related to the label switching problem are dealt by post-processing the simulated MCMC sample by relabelling algorithms. The method is benchmarked against state-of-the-art software for maximum likelihood estimation of mixtures of factor analyzers using an extensive simulation study. Finally, the applicability of the method is illustrated in publicly available data.

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arXiv2017

Bayesian estimation of Differential Transcript Usage from RNA-seq data

Next generation sequencing allows the identification of genes consisting of differentially expressed transcripts, a term which usually refers to changes in the overall expression level. A specific type of differential expression is differential transcript usage (DTU) and targets changes in the relative within gene expression of a transcript. The contribution of this paper is to: (a) extend the use of cjBitSeq to the DTU context, a previously introduced Bayesian model which is originally designed for identifying changes in overall expression levels and (b) propose a Bayesian version of DRIMSeq, a frequentist model for inferring DTU. cjBitSeq is a read based model and performs fully Bayesian inference by MCMC sampling on the space of latent state of each transcript per gene. BayesDRIMSeq is a count based model and estimates the Bayes Factor of a DTU model against a null model using Laplace's approximation. The proposed models are benchmarked against the existing ones using a recent independent simulation study as well as a real RNA-seq dataset. Our results suggest that the Bayesian methods exhibit similar performance with DRIMSeq in terms of precision/recall but offer better calibration of False Discovery Rate.

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arXiv2017

BayesBinMix: an R Package for Model Based Clustering of Multivariate Binary Data

The BayesBinMix package offers a Bayesian framework for clustering binary data with or without missing values by fitting mixtures of multivariate Bernoulli distributions with an unknown number of components. It allows the joint estimation of the number of clusters and model parameters using Markov chain Monte Carlo sampling. Heated chains are run in parallel and accelerate the convergence to the target posterior distribution. Identifiability issues are addressed by implementing label switching algorithms. The package is demonstrated and benchmarked against the Expectation-Maximization algorithm using a simulation study as well as a real dataset.

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arXiv2016

A Bayesian model selection approach for identifying differentially expressed transcripts from RNA-Seq data

Recent advances in molecular biology allow the quantification of the transcriptome and scoring transcripts as differentially or equally expressed between two biological conditions. Although these two tasks are closely linked, the available inference methods treat them separately: a primary model is used to estimate expression and its output is post-processed using a differential expression model. In this paper, both issues are simultaneously addressed by proposing the joint estimation of expression levels and differential expression: the unknown relative abundance of each transcript can either be equal or not between two conditions. A hierarchical Bayesian model builds upon the BitSeq framework and the posterior distribution of transcript expression and differential expression is inferred using Markov Chain Monte Carlo (MCMC). It is shown that the proposed model enjoys conjugacy for fixed dimension variables, thus the full conditional distributions are analytically derived. Two samplers are constructed, a reversible jump MCMC sampler and a collapsed Gibbs sampler, and the latter is found to perform best. A cluster representation of the aligned reads to the transcriptome is introduced, allowing parallel estimation of the marginal posterior distribution of subsets of transcripts under reasonable computing time. The proposed algorithm is benchmarked against alternative methods using synthetic datasets and applied to real RNA-sequencing data. Source code is available online (https://github.com/mqbssppe/cjBitSeq).

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arXiv2015

Fast and accurate approximate inference of transcript expression from RNA-seq data

Motivation: Assigning RNA-seq reads to their transcript of origin is a fundamental task in transcript expression estimation. Where ambiguities in assignments exist due to transcripts sharing sequence, e.g. alternative isoforms or alleles, the problem can be solved through probabilistic inference. Bayesian methods have been shown to provide accurate transcript abundance estimates compared to competing methods. However, exact Bayesian inference is intractable and approximate methods such as Markov chain Monte Carlo (MCMC) and Variational Bayes (VB) are typically used. While providing a high degree of accuracy and modelling flexibility, standard implementations can be prohibitively slow for large datasets and complex transcriptome annotations. Results: We propose a novel approximate inference scheme based on VB and apply it to an existing model of transcript expression inference from RNA-seq data. Recent advances in VB algorithmics are used to improve the convergence of the algorithm beyond the standard Variational Bayes Expectation Maximisation (VBEM) algorithm. We apply our algorithm to simulated and biological datasets, demonstrating a significant increase in speed with only very small loss in accuracy of expression level estimation. We carry out a comparative study against seven popular alternative methods and demonstrate that our new algorithm provides excellent accuracy and inter-replicate consistency while remaining competitive in computation time. Availability: The methods were implemented in R and C++, and are available as part of the BitSeq project at \url{https://github.com/BitSeq}. The method is also available through the BitSeq Bioconductor package. The source code to reproduce all simulation results can be accessed via \url{https://github.com/BitSeq/BitSeqVB_benchmarking}.

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arXiv2015

label.switching: An R Package for Dealing with the Label Switching Problem in MCMC Outputs

Label switching is a well-known and fundamental problem in Bayesian estimation of mixture or hidden Markov models. In case that the prior distribution of the model parameters is the same for all states, then both the likelihood and posterior distribution are invariant to permutations of the parameters. This property makes Markov chain Monte Carlo (MCMC) samples simulated from the posterior distribution non-identifiable. In this paper, the \pkg{label.switching} package is introduced. It contains one probabilistic and seven deterministic relabelling algorithms in order to post-process a given MCMC sample, provided by the user. Each method returns a set of permutations that can be used to reorder the MCMC output. Then, any parametric function of interest can be inferred using the reordered MCMC sample. A set of user-defined permutations is also accepted, allowing the researcher to benchmark new relabelling methods against the available ones

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