Searcharxiv⌕ Search

SEARCH · Searcharxiv

Results for “stat.OT”

Search indexed arXiv papers on artificial intelligence, large language models, computer vision and robotics. Read source abstracts and follow links to arXiv.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 847 records · Page 47Linked to original sources

Recurrence algorithms of waiting time for the success run of length $k$ in relation to generalized Fibonacci sequences

Let $V(k)$ denote the waiting time, the number of trials needed to get a consecutive $k$ ones. We propose recurrence algorithms for the probability distribution function (pdf) and the probability generating function (pgf) of $V(k)$ in sequences of independent and Markov dependent Bernoulli trials using generalized Fibonacci sequences of order $k$. Maximum likelihood estimation (MLE) methods for the probability distributions are presented in both cases with simulation examples.

math.PR↗

Stability of Entropic Wasserstein Barycenters and application to random geometric graphs

As interest in graph data has grown in recent years, the computation of various geometric tools has become essential. In some area such as mesh processing, they often rely on the computation of geodesics and shortest paths in discretized manifolds. A recent example of such a tool is the computation of Wasserstein barycenters (WB), a very general notion of barycenters derived from the theory of Optimal Transport, and their entropic-regularized variant. In this paper, we examine how WBs on discretized meshes relate to the geometry of the underlying manifold. We first provide a generic stability result with respect to the input cost matrices. We then apply this result to random geometric graphs on manifolds, whose shortest paths converge to geodesics, hence proving the consistency of WBs computed on discretized shapes.

cs.CG↗

Linear mixed model vs two-stage methods: Developing prognostic models of diabetic kidney disease progression

Identifying prognostic factors for disease progression is a cornerstone of medical research. Repeated assessments of a marker outcome are often used to evaluate disease progression, and the primary research question is to identify factors associated with the longitudinal trajectory of this marker. Our work is motivated by diabetic kidney disease (DKD), where serial measures of estimated glomerular filtration rate (eGFR) are the longitudinal measure of kidney function, and there is notable interest in identifying factors, such as metabolites, that are prognostic for DKD progression. Linear mixed models (LMM) with serial marker outcomes (e.g., eGFR) are a standard approach for prognostic model development, namely by evaluating the time and prognostic factor (e.g., metabolite) interaction. However, two-stage methods that first estimate individual-specific eGFR slopes, and then use these as outcomes in a regression framework with metabolites as predictors are easy to interpret and implement for applied researchers. Herein, we compared the LMM and two-stage methods, in terms of bias and mean squared error via analytic methods and simulations, allowing for irregularly spaced measures and missingness. Our findings provide novel insights into when two-stage methods are suitable longitudinal prognostic modeling alternatives to the LMM. Notably, our findings generalize to other disease studies.

stat.CO↗

Generative modeling of the enteric nervous system employing point pattern analysis and graph construction

We describe a generative network model of the architecture of the enteric nervous system (ENS) in the colon employing data from images of human and mouse tissue samples obtained through confocal microscopy. Our models combine spatial point pattern analysis with graph generation to characterize the spatial and topological properties of the ganglia (clusters of neurons and glial cells), the inter-ganglionic connections, and the neuronal organization within the ganglia. We employ a hybrid hardcore-Strauss process for spatial patterns and a planar random graph generation for constructing the spatially embedded network. We show that our generative model may be helpful in both basic and translational studies, and it is sufficiently expressive to model the ENS architecture of individuals who vary in age and health status. Increased understanding of the ENS connectome will enable the use of neuromodulation strategies in treatment and clarify anatomic diagnostic criteria for people with bowel motility disorders.

q-bio.NC↗

A Comparison of Reproducibility Guidelines and Its Implications on Undergraduate Statistical Education

In this paper, we replicated a Bayesian educational research project, which explores the association between broadband access and online course enrollment in the US. We summarized key findings from our replication and compared them with the original project. Based on my replication experience, we aim to demonstrate the challenges of research reproduction, even when codes and data are shared openly and the quality of the materials on GitHub are high. Moreover, we investigate the implicit presumptions of the researchers' level of knowledge and discuss how such presumptions may add difficulty to the reproduction of scientific research. Finally, we hope this article sheds light on the design of reproducibility criterion and opens up a space to explore what should be taught in undergraduate statistics education.

stat.OT↗

Exact and Approximate Conformal Inference for Multi-Output Regression

It is common in machine learning to estimate a response $y$ given covariate information $x$. However, these predictions alone do not quantify any uncertainty associated with said predictions. One way to overcome this deficiency is with conformal inference methods, which construct a set containing the unobserved response $y$ with a prescribed probability. Unfortunately, even with a one-dimensional response, conformal inference is computationally expensive despite recent encouraging advances. In this paper, we explore multi-output regression, delivering exact derivations of conformal inference $p$-values when the predictive model can be described as a linear function of $y$. Additionally, we propose \texttt{unionCP} and a multivariate extension of \texttt{rootCP} as efficient ways of approximating the conformal prediction region for a wide array of multi-output predictors, both linear and nonlinear, while preserving computational advantages. We also provide both theoretical and empirical evidence of the effectiveness of these methods using both real-world and simulated data.

stat.ML↗

Nearly tight universal bounds for the binomial tail probabilities

We derive simple but nearly tight upper and lower bounds for the binomial lower tail probability (with straightforward generalization to the upper tail probability) that apply to the whole parameter regime. These bounds are easy to compute and are tight within a constant factor of $89/44$. Moreover, they are asymptotically tight in the regimes of large deviation and moderate deviation. By virtue of a surprising connection with Ramanujan's equation, we also provide strong evidences suggesting that the lower bound is tight within a factor of $1.26434$. It may even be regarded as the natural lower bound, given its simplicity and appealing properties. Our bounds significantly outperform the familiar Chernoff bound and reverse Chernoff bounds known in the literature and may find applications in various research areas.

math.PR↗

An exposition of possibility and probability

This paper considers the notion of possible events which are insignificant in probabilistic analysis (i.e. events that have zero probability). The paper discusses the method of modal logic based on "possible worlds" and discusses a mathematical framework for the concepts of possibility, impossibility and certainty that are sometimes (incorrectly) thought to be defined with respect to probability. The relationship between possibility and probability is explored for general probability spaces and for refinements of these spaces conditional on other events, with particular focus on the properties of events having zero probability. We derive conditions under which possibility and significance diverge and conditions under which they can be reconciled as equivalent ideas within certain contexts. We also apply this analysis to discuss issues in possibility and probability in the multinomial model.

stat.OT↗

The Second Competition on Spatial Statistics for Large Datasets

In the last few decades, the size of spatial and spatio-temporal datasets in many research areas has rapidly increased with the development of data collection technologies. As a result, classical statistical methods in spatial statistics are facing computational challenges. For example, the kriging predictor in geostatistics becomes prohibitive on traditional hardware architectures for large datasets as it requires high computing power and memory footprint when dealing with large dense matrix operations. Over the years, various approximation methods have been proposed to address such computational issues, however, the community lacks a holistic process to assess their approximation efficiency. To provide a fair assessment, in 2021, we organized the first competition on spatial statistics for large datasets, generated by our {\em ExaGeoStat} software, and asked participants to report the results of estimation and prediction. Thanks to its widely acknowledged success and at the request of many participants, we organized the second competition in 2022 focusing on predictions for more complex spatial and spatio-temporal processes, including univariate nonstationary spatial processes, univariate stationary space-time processes, and bivariate stationary spatial processes. In this paper, we describe in detail the data generation procedure and make the valuable datasets publicly available for a wider adoption. Then, we review the submitted methods from fourteen teams worldwide, analyze the competition outcomes, and assess the performance of each team.

stat.OT↗

Moment Propagation

Mean-field variational Bayes is a fast and scalable approach to approximate Bayesian inference, but its independence assumptions often lead to underestimated posterior uncertainty. We introduce moment propagation (MP), a framework for improving marginal posterior approximations by propagating conditional posterior moment information between parameter blocks and matching these moments within convenient approximating families. In conjugate settings, MP identifies variance terms omitted by mean-field approximations and uses them to construct corrected marginal updates. We develop both mean-field and Gaussian variants of MP, the latter using conditional Gaussian structure to obtain low-dimensional local updates for non-conjugate models. We establish consistency and asymptotic variance correctness for two-component models, and show that MP recovers exact marginal posteriors for linear regression and multivariate normal models. We also derive algorithms for multivariate normal models with missing data, probit regression, generalized linear models, and Bayesian Lasso regression. Numerical experiments show that MP, particularly Gaussian MP, can substantially improve marginal posterior accuracy over standard variational approximations while remaining much faster than MCMC.

stat.CO↗

Multiple imputation for logistic regression models: incorporating an interaction

Background: Multiple imputation is often used to reduce bias and gain efficiency when there is missing data. The most appropriate imputation method depends on the model the analyst is interested in fitting. Several imputation approaches have been proposed for when this model is a logistic regression model with an interaction term that contains a binary partially observed variable; however, it is not clear which performs best under certain parameter settings. Methods: Using 1000 simulations, each with 10,000 observations, under six data-generating mechanisms (DGM), we investigate the performance of four methods: (i) 'passive imputation', (ii) 'just another variable' (JAV), (iii) 'stratify-impute-append' (SIA), and (iv) 'substantive model compatible fully conditional specifica-tion' (SMCFCS). The application of each method is shown in an empirical example using England-based cancer registry data. Results: SMCFCS and SIA showed the least biased estimate of the coefficients for the fully, and partially, observed variable and the interaction term. SMCFCS and SIA showed good coverage and low relative error for all DGMs. SMCFCS had a large bias when there was a low prevalence of the fully observed variable in the interaction. SIA performed poorly when the fully observed variable in the interaction had a continuous underlying form. Conclusion: SMCFCS and SIA give consistent estimation for logistic regression models with an interaction term when data are missing at random, and either can be used in most analyses. SMCFCS performed better than SIA when the fully observed variable in the interaction had an underlying continuous form. Researchers should be cautious when using SMCFCS when there is a low prevalence of the fully observed variable in the interaction.

stat.ME↗

A historical view on the maximum entropy

How to find unknown distributions is questioned in many pieces of research. There are several ways to figure them out, but the main question is which acts more reasonably than others. In this paper, we focus on the maximum entropy principle as a suitable method of discovering the unknown distribution, which recommends some prior information based on the available data set. We explain its features by reviewing some papers. Furthermore, we recommend some articles to study around the generalized maximum entropy issue, which is more suitable when autocorrelation data exists. Then, we list the beneficial features of the maximum entropy as a result. Finally, some disadvantages of entropy are expressed to have a complete look at the maximum entropy principle, and we list its drawbacks as the final step.

stat.OT↗

Learning to forecast: The probabilistic time series forecasting challenge

We report on a course project in which students submit weekly probabilistic forecasts of two weather variables and one financial variable. This real-time format allows students to engage in practical forecasting, which requires a diverse set of skills in data science and applied statistics. We describe the context and aims of the course, and discuss design parameters like the selection of target variables, the forecast submission process, the evaluation of forecast performance, and the feedback provided to students. Furthermore, we describe empirical properties of students' probabilistic forecasts, as well as some lessons learned on our part.

stat.OT↗

The Infinity of Randomness

This work starts from definition of randomness, the results of algorithmic randomness are analyzed from the perspective of application. Then, the source and nature of randomness is explored, and the relationship between infinity and randomness is found. The properties of randomness are summarized from the perspective of interaction between systems, that is, the set composed of sequences generated by randomness has the property of asymptotic completeness. Finally, the importance of randomness in AI research is emphasized.

math.GM↗

Are you using test log-likelihood correctly?

Test log-likelihood is commonly used to compare different models of the same data or different approximate inference algorithms for fitting the same probabilistic model. We present simple examples demonstrating how comparisons based on test log-likelihood can contradict comparisons according to other objectives. Specifically, our examples show that (i) approximate Bayesian inference algorithms that attain higher test log-likelihoods need not also yield more accurate posterior approximations and (ii) conclusions about forecast accuracy based on test log-likelihood comparisons may not agree with conclusions based on root mean squared error.

stat.ML↗

A framework to determine micro-level population figures using spatially disaggregated population estimates

About half of the world population already live in urban areas. It is projected that by 2050, approximately 70% of the world population will live in cities. In addition to this, most developing countries do not have reliable population census figures, and periodic population censuses are extremely resource expensive. In Africa's most populous country, Nigeria, for instance, the last decennial census was conducted in 2006. The relevance of near-accurate population figures at the local levels cannot be overemphasized for a broad range of applications by government agencies and non-governmental organizations, including the planning and delivery of services, estimating populations at risk of hazards or infectious diseases, and disaster relief operations. Using GRID3 (Geo-Referenced Infrastructure and Demographic Data for Development) high-resolution spatially disaggregated population data estimates, this study proposed a framework for aggregating population figures at micro levels within a larger geographic jurisdiction. Python, QGIS, and machine learning techniques were used for data visualization, spatial analysis, and zonal statistics. Lagos Island, Nigeria was used as a case study to demonstrate how to obtain a more precise population estimate at the lowest administrative jurisdiction and eliminate ambiguity caused by antithetical parameters in the calculations. We also demonstrated how the framework can be used as a benchmark for estimating the carrying capacities of urban basic services like healthcare, housing, sanitary facilities, education, water etc. The proposed framework would help urban planners and government agencies to plan and manage cities better using more accurate data.

stat.OT↗

Introducing Variational Inference in Statistics and Data Science Curriculum

Probabilistic models such as logistic regression, Bayesian classification, neural networks, and models for natural language processing, are increasingly more present in both undergraduate and graduate statistics and data science curricula due to their wide range of applications. In this paper, we present a one-week course module for studnets in advanced undergraduate and applied graduate courses on variational inference, a popular optimization-based approach for approximate inference with probabilistic models. Our proposed module is guided by active learning principles: In addition to lecture materials on variational inference, we provide an accompanying class activity, an \texttt{R shiny} app, and guided labs based on real data applications of logistic regression and clustering documents using Latent Dirichlet Allocation with \texttt{R} code. The main goal of our module is to expose students to a method that facilitates statistical modeling and inference with large datasets. Using our proposed module as a foundation, instructors can adopt and adapt it to introduce more realistic case studies and applications in data science, Bayesian statistics, multivariate analysis, and statistical machine learning courses.

stat.OT↗

Covariate-guided Bayesian mixture model for multivariate time series

With rapid development of techniques to measure brain activity and structure, statistical methods for analyzing modern brain-imaging play an important role in the advancement of science. Imaging data that measure brain function are usually multivariate time series and are heterogeneous across both imaging sources and subjects, which lead to various statistical and computational challenges. In this paper, we propose a group-based method to cluster a collection of multivariate time series via a Bayesian mixture of smoothing splines. Our method assumes each multivariate time series is a mixture of multiple components with different mixing weights. Time-independent covariates are assumed to be associated with the mixture components and are incorporated via logistic weights of a mixture-of-experts model. We formulate this approach under a fully Bayesian framework using Gibbs sampling where the number of components is selected based on a deviance information criterion. The proposed method is compared to existing methods via simulation studies and is applied to a study on functional near-infrared spectroscopy (fNIRS), which aims to understand infant emotional reactivity and recovery from stress. The results reveal distinct patterns of brain activity, as well as associations between these patterns and selected covariates.

stat.ME↗