Machine learning: Hypothesis testing. Anders Hildeman

Size: px
Start display at page:

Download "Machine learning: Hypothesis testing. Anders Hildeman"

Transcription

1

2 Location of trees 0 Observed trees Figur: Observed points pattern of the tree specie Beilschmiedia pendula.

3 Location of trees discretized and counted 0 Gridded observations Figur: Two-dimensional histogram of the observed point pattern.

4 Model Cox mixture model Y D i {X, Θ} Po(λ i ) K log λ(s i ) {X }, Θ = π k (s i )X k(s i ) k=1 X k Θ N(Bβ, Σ(σ k, r k, ν k )) Bayesian model with a non-homogeneous Poisson distribution and latent Gaussian random eld priors. B are covariates and β are the linear regression coecients for those covariates.

5 MCMC sampling of marginal posteriors Sample from a Markov chain that has the posterior as its stationary distribution. Approximate the marginal posteriors from the sample histograms.

6 Posterior mean Poisson intensity Intensity Figur: Estimated Poisson intensity.

7 Posterior mean Gaussian eld X Figur: Estimated Gaussian eld.

8 Posterior mean classication eld Z Figur: Estimated classication eld.

9 Posterior linear xed eects Figur: Histogram of linear xed eects.

10 Multiple hypothesis testing Which covariates have an eect on the distribution of trees? Draw inference from the sampled data. p-values acquired from sample quantiles. Let us rst look on simple Poisson regression. λ(s) = e 16 i=1 B i (s)β i

11 Bonferroni Accept if p i α N. Holm Accept for all (i) up until the rst (i) such that p (i) > up until the rst (i) with a rejection. α N+1 i Benjamini-Hochberg Accept for all (i) up until the last (i) for which p (i) q i N.

12 p-values B-H Holm Bonf Figur: Ordered p-values in comparison with hypothesis thresholds in log-scale.

13 Covariate Bonf. Holm B-H Intercept x x x Elevation x x x Slope x x x Al B x x x Ca Cu x x x Fe x x K Mg Mn x N Nmin x x x P x x x Zn x x x ph x x x

14 Let us look on Poisson regression for the intensity eld with two mixture classes. λ(s) = e π 1(s)γ+π 2 (s) 16 i=1 B i (s)β i

15 p-values B-H Holm Bonf Figur: Ordered p-values in comparison with hypothesis thresholds in log-scale.

16 Covariate Bonf. Holm B-H Intercept x x x Elevation x x x Slope Al B x x x Ca Cu Fe K Mg Mn N Nmin P Zn x x ph

17 Let us look on a log-gaussian Cox with linear regression. λ(s) = e X (s)+ 16 i=1 B i (s)β i

18 p-values B-H Holm Bonf Figur: Ordered p-values in comparison with hypothesis thresholds in log-scale.

19 Covariate Bonf. Holm B-H Intercept x x x Elevation Slope x x x Al B Ca Cu Fe K Mg Mn N Nmin P Zn ph

20 Let us look on a log-gaussian Cox mixture model with linear regression. λ(s) = e π 1(s)γ+π 2 (s)(x (s)+ 16 i=1 B i (s)β i)

21 p-values B-H Holm Bonf Figur: Ordered p-values in comparison with hypothesis thresholds in log-scale.

22 Covariate Bonf. Holm B-H Intercept x x x Elevation Slope Al B Ca Cu Fe K Mg Mn N Nmin P Zn ph

23 There are probably some collinearity present among the covariates. Hence, some signicant eects might not be visible. Use principal component analysis. Assuming that we only have a second order dependency structure we will now look at 16 independent covariates instead.

24 Considering the Holm method. Poisson regression: Signicant covariates: Poisson regression mixture model: Signicant covariates: 4 9. log-gaussian Cox with linear regression: Signicant covariates: 2 3. Full model: Signicant covariates: 1 1.

25 Question Can we decide which covariates that are signicant for the PCA analysis?

Review. DS GA 1002 Statistical and Mathematical Models. Carlos Fernandez-Granda

Review. DS GA 1002 Statistical and Mathematical Models.   Carlos Fernandez-Granda Review DS GA 1002 Statistical and Mathematical Models http://www.cims.nyu.edu/~cfgranda/pages/dsga1002_fall16 Carlos Fernandez-Granda Probability and statistics Probability: Framework for dealing with

More information

Non-Parametric Bayes

Non-Parametric Bayes Non-Parametric Bayes Mark Schmidt UBC Machine Learning Reading Group January 2016 Current Hot Topics in Machine Learning Bayesian learning includes: Gaussian processes. Approximate inference. Bayesian

More information

Multiple Testing. Hoang Tran. Department of Statistics, Florida State University

Multiple Testing. Hoang Tran. Department of Statistics, Florida State University Multiple Testing Hoang Tran Department of Statistics, Florida State University Large-Scale Testing Examples: Microarray data: testing differences in gene expression between two traits/conditions Microbiome

More information

PATTERN RECOGNITION AND MACHINE LEARNING CHAPTER 13: SEQUENTIAL DATA

PATTERN RECOGNITION AND MACHINE LEARNING CHAPTER 13: SEQUENTIAL DATA PATTERN RECOGNITION AND MACHINE LEARNING CHAPTER 13: SEQUENTIAL DATA Contents in latter part Linear Dynamical Systems What is different from HMM? Kalman filter Its strength and limitation Particle Filter

More information

Contents. Part I: Fundamentals of Bayesian Inference 1

Contents. Part I: Fundamentals of Bayesian Inference 1 Contents Preface xiii Part I: Fundamentals of Bayesian Inference 1 1 Probability and inference 3 1.1 The three steps of Bayesian data analysis 3 1.2 General notation for statistical inference 4 1.3 Bayesian

More information

BAYESIAN METHODS FOR VARIABLE SELECTION WITH APPLICATIONS TO HIGH-DIMENSIONAL DATA

BAYESIAN METHODS FOR VARIABLE SELECTION WITH APPLICATIONS TO HIGH-DIMENSIONAL DATA BAYESIAN METHODS FOR VARIABLE SELECTION WITH APPLICATIONS TO HIGH-DIMENSIONAL DATA Intro: Course Outline and Brief Intro to Marina Vannucci Rice University, USA PASI-CIMAT 04/28-30/2010 Marina Vannucci

More information

Log Gaussian Cox Processes. Chi Group Meeting February 23, 2016

Log Gaussian Cox Processes. Chi Group Meeting February 23, 2016 Log Gaussian Cox Processes Chi Group Meeting February 23, 2016 Outline Typical motivating application Introduction to LGCP model Brief overview of inference Applications in my work just getting started

More information

(5) Multi-parameter models - Gibbs sampling. ST440/540: Applied Bayesian Analysis

(5) Multi-parameter models - Gibbs sampling. ST440/540: Applied Bayesian Analysis Summarizing a posterior Given the data and prior the posterior is determined Summarizing the posterior gives parameter estimates, intervals, and hypothesis tests Most of these computations are integrals

More information

ICML Scalable Bayesian Inference on Point processes. with Gaussian Processes. Yves-Laurent Kom Samo & Stephen Roberts

ICML Scalable Bayesian Inference on Point processes. with Gaussian Processes. Yves-Laurent Kom Samo & Stephen Roberts ICML 2015 Scalable Nonparametric Bayesian Inference on Point Processes with Gaussian Processes Machine Learning Research Group and Oxford-Man Institute University of Oxford July 8, 2015 Point Processes

More information

Probabilistic Graphical Models

Probabilistic Graphical Models Probabilistic Graphical Models Brown University CSCI 2950-P, Spring 2013 Prof. Erik Sudderth Lecture 13: Learning in Gaussian Graphical Models, Non-Gaussian Inference, Monte Carlo Methods Some figures

More information

A Bayesian Approach to Phylogenetics

A Bayesian Approach to Phylogenetics A Bayesian Approach to Phylogenetics Niklas Wahlberg Based largely on slides by Paul Lewis (www.eeb.uconn.edu) An Introduction to Bayesian Phylogenetics Bayesian inference in general Markov chain Monte

More information

A general mixed model approach for spatio-temporal regression data

A general mixed model approach for spatio-temporal regression data A general mixed model approach for spatio-temporal regression data Thomas Kneib, Ludwig Fahrmeir & Stefan Lang Department of Statistics, Ludwig-Maximilians-University Munich 1. Spatio-temporal regression

More information

Bayesian Linear Regression

Bayesian Linear Regression Bayesian Linear Regression Sudipto Banerjee 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. September 15, 2010 1 Linear regression models: a Bayesian perspective

More information

Monte Carlo in Bayesian Statistics

Monte Carlo in Bayesian Statistics Monte Carlo in Bayesian Statistics Matthew Thomas SAMBa - University of Bath m.l.thomas@bath.ac.uk December 4, 2014 Matthew Thomas (SAMBa) Monte Carlo in Bayesian Statistics December 4, 2014 1 / 16 Overview

More information

Nonparametric Bayesian Methods - Lecture I

Nonparametric Bayesian Methods - Lecture I Nonparametric Bayesian Methods - Lecture I Harry van Zanten Korteweg-de Vries Institute for Mathematics CRiSM Masterclass, April 4-6, 2016 Overview of the lectures I Intro to nonparametric Bayesian statistics

More information

Looking at the Other Side of Bonferroni

Looking at the Other Side of Bonferroni Department of Biostatistics University of Washington 24 May 2012 Multiple Testing: Control the Type I Error Rate When analyzing genetic data, one will commonly perform over 1 million (and growing) hypothesis

More information

Spatial modelling using INLA

Spatial modelling using INLA Spatial modelling using INLA August 30, 2012 Bayesian Research and Analysis Group Queensland University of Technology Log Gaussian Cox process Hierarchical Poisson process λ(s) = exp(z(s)) for Z(s) a Gaussian

More information

Analysing geoadditive regression data: a mixed model approach

Analysing geoadditive regression data: a mixed model approach Analysing geoadditive regression data: a mixed model approach Institut für Statistik, Ludwig-Maximilians-Universität München Joint work with Ludwig Fahrmeir & Stefan Lang 25.11.2005 Spatio-temporal regression

More information

The sbgcop Package. March 9, 2007

The sbgcop Package. March 9, 2007 The sbgcop Package March 9, 2007 Title Semiparametric Bayesian Gaussian copula estimation Version 0.95 Date 2007-03-09 Author Maintainer This package estimates parameters of

More information

Forward Problems and their Inverse Solutions

Forward Problems and their Inverse Solutions Forward Problems and their Inverse Solutions Sarah Zedler 1,2 1 King Abdullah University of Science and Technology 2 University of Texas at Austin February, 2013 Outline 1 Forward Problem Example Weather

More information

Statistics & Data Sciences: First Year Prelim Exam May 2018

Statistics & Data Sciences: First Year Prelim Exam May 2018 Statistics & Data Sciences: First Year Prelim Exam May 2018 Instructions: 1. Do not turn this page until instructed to do so. 2. Start each new question on a new sheet of paper. 3. This is a closed book

More information

Markov Chain Monte Carlo, Numerical Integration

Markov Chain Monte Carlo, Numerical Integration Markov Chain Monte Carlo, Numerical Integration (See Statistics) Trevor Gallen Fall 2015 1 / 1 Agenda Numerical Integration: MCMC methods Estimating Markov Chains Estimating latent variables 2 / 1 Numerical

More information

Bayesian Regression Linear and Logistic Regression

Bayesian Regression Linear and Logistic Regression When we want more than point estimates Bayesian Regression Linear and Logistic Regression Nicole Beckage Ordinary Least Squares Regression and Lasso Regression return only point estimates But what if we

More information

Introduction to Machine Learning

Introduction to Machine Learning Introduction to Machine Learning Brown University CSCI 1950-F, Spring 2012 Prof. Erik Sudderth Lecture 25: Markov Chain Monte Carlo (MCMC) Course Review and Advanced Topics Many figures courtesy Kevin

More information

Ronald Christensen. University of New Mexico. Albuquerque, New Mexico. Wesley Johnson. University of California, Irvine. Irvine, California

Ronald Christensen. University of New Mexico. Albuquerque, New Mexico. Wesley Johnson. University of California, Irvine. Irvine, California Texts in Statistical Science Bayesian Ideas and Data Analysis An Introduction for Scientists and Statisticians Ronald Christensen University of New Mexico Albuquerque, New Mexico Wesley Johnson University

More information

Hierarchical Modeling for Univariate Spatial Data

Hierarchical Modeling for Univariate Spatial Data Hierarchical Modeling for Univariate Spatial Data Geography 890, Hierarchical Bayesian Models for Environmental Spatial Data Analysis February 15, 2011 1 Spatial Domain 2 Geography 890 Spatial Domain This

More information

A spatio-temporal model for extreme precipitation simulated by a climate model

A spatio-temporal model for extreme precipitation simulated by a climate model A spatio-temporal model for extreme precipitation simulated by a climate model Jonathan Jalbert Postdoctoral fellow at McGill University, Montréal Anne-Catherine Favre, Claude Bélisle and Jean-François

More information

3 Joint Distributions 71

3 Joint Distributions 71 2.2.3 The Normal Distribution 54 2.2.4 The Beta Density 58 2.3 Functions of a Random Variable 58 2.4 Concluding Remarks 64 2.5 Problems 64 3 Joint Distributions 71 3.1 Introduction 71 3.2 Discrete Random

More information

Subject CS1 Actuarial Statistics 1 Core Principles

Subject CS1 Actuarial Statistics 1 Core Principles Institute of Actuaries of India Subject CS1 Actuarial Statistics 1 Core Principles For 2019 Examinations Aim The aim of the Actuarial Statistics 1 subject is to provide a grounding in mathematical and

More information

Markov Chain Monte Carlo methods

Markov Chain Monte Carlo methods Markov Chain Monte Carlo methods Tomas McKelvey and Lennart Svensson Signal Processing Group Department of Signals and Systems Chalmers University of Technology, Sweden November 26, 2012 Today s learning

More information

CPSC 540: Machine Learning

CPSC 540: Machine Learning CPSC 540: Machine Learning MCMC and Non-Parametric Bayes Mark Schmidt University of British Columbia Winter 2016 Admin I went through project proposals: Some of you got a message on Piazza. No news is

More information

Web Appendix for Hierarchical Adaptive Regression Kernels for Regression with Functional Predictors by D. B. Woodard, C. Crainiceanu, and D.

Web Appendix for Hierarchical Adaptive Regression Kernels for Regression with Functional Predictors by D. B. Woodard, C. Crainiceanu, and D. Web Appendix for Hierarchical Adaptive Regression Kernels for Regression with Functional Predictors by D. B. Woodard, C. Crainiceanu, and D. Ruppert A. EMPIRICAL ESTIMATE OF THE KERNEL MIXTURE Here we

More information

Multilevel Statistical Models: 3 rd edition, 2003 Contents

Multilevel Statistical Models: 3 rd edition, 2003 Contents Multilevel Statistical Models: 3 rd edition, 2003 Contents Preface Acknowledgements Notation Two and three level models. A general classification notation and diagram Glossary Chapter 1 An introduction

More information

Hierarchical Modeling for Spatial Data

Hierarchical Modeling for Spatial Data Bayesian Spatial Modelling Spatial model specifications: P(y X, θ). Prior specifications: P(θ). Posterior inference of model parameters: P(θ y). Predictions at new locations: P(y 0 y). Model comparisons.

More information

Modelling geoadditive survival data

Modelling geoadditive survival data Modelling geoadditive survival data Thomas Kneib & Ludwig Fahrmeir Department of Statistics, Ludwig-Maximilians-University Munich 1. Leukemia survival data 2. Structured hazard regression 3. Mixed model

More information

13: Variational inference II

13: Variational inference II 10-708: Probabilistic Graphical Models, Spring 2015 13: Variational inference II Lecturer: Eric P. Xing Scribes: Ronghuo Zheng, Zhiting Hu, Yuntian Deng 1 Introduction We started to talk about variational

More information

STA 4273H: Statistical Machine Learning

STA 4273H: Statistical Machine Learning STA 4273H: Statistical Machine Learning Russ Salakhutdinov Department of Computer Science! Department of Statistical Sciences! rsalakhu@cs.toronto.edu! h0p://www.cs.utoronto.ca/~rsalakhu/ Lecture 7 Approximate

More information

Joint Factor Analysis for Speaker Verification

Joint Factor Analysis for Speaker Verification Joint Factor Analysis for Speaker Verification Mengke HU ASPITRG Group, ECE Department Drexel University mengke.hu@gmail.com October 12, 2012 1/37 Outline 1 Speaker Verification Baseline System Session

More information

A Large-Sample Approach to Controlling the False Discovery Rate

A Large-Sample Approach to Controlling the False Discovery Rate A Large-Sample Approach to Controlling the False Discovery Rate Christopher R. Genovese Department of Statistics Carnegie Mellon University Larry Wasserman Department of Statistics Carnegie Mellon University

More information

Hierarchical Modelling for Multivariate Spatial Data

Hierarchical Modelling for Multivariate Spatial Data Hierarchical Modelling for Multivariate Spatial Data Geography 890, Hierarchical Bayesian Models for Environmental Spatial Data Analysis February 15, 2011 1 Point-referenced spatial data often come as

More information

STAT 425: Introduction to Bayesian Analysis

STAT 425: Introduction to Bayesian Analysis STAT 425: Introduction to Bayesian Analysis Marina Vannucci Rice University, USA Fall 2017 Marina Vannucci (Rice University, USA) Bayesian Analysis (Part 2) Fall 2017 1 / 19 Part 2: Markov chain Monte

More information

Pattern Recognition and Machine Learning

Pattern Recognition and Machine Learning Christopher M. Bishop Pattern Recognition and Machine Learning ÖSpri inger Contents Preface Mathematical notation Contents vii xi xiii 1 Introduction 1 1.1 Example: Polynomial Curve Fitting 4 1.2 Probability

More information

STA 4273H: Statistical Machine Learning

STA 4273H: Statistical Machine Learning STA 4273H: Statistical Machine Learning Russ Salakhutdinov Department of Statistics! rsalakhu@utstat.toronto.edu! http://www.utstat.utoronto.ca/~rsalakhu/ Sidney Smith Hall, Room 6002 Lecture 11 Project

More information

Fast Likelihood-Free Inference via Bayesian Optimization

Fast Likelihood-Free Inference via Bayesian Optimization Fast Likelihood-Free Inference via Bayesian Optimization Michael Gutmann https://sites.google.com/site/michaelgutmann University of Helsinki Aalto University Helsinki Institute for Information Technology

More information

Hierarchical Modeling for Multivariate Spatial Data

Hierarchical Modeling for Multivariate Spatial Data Hierarchical Modeling for Multivariate Spatial Data Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department

More information

Density Estimation. Seungjin Choi

Density Estimation. Seungjin Choi Density Estimation Seungjin Choi Department of Computer Science and Engineering Pohang University of Science and Technology 77 Cheongam-ro, Nam-gu, Pohang 37673, Korea seungjin@postech.ac.kr http://mlg.postech.ac.kr/

More information

Monte Carlo Techniques for Regressing Random Variables. Dan Pemstein. Using V-Dem the Right Way

Monte Carlo Techniques for Regressing Random Variables. Dan Pemstein. Using V-Dem the Right Way : Monte Carlo Techniques for Regressing Random Variables Workshop Goals (Re)familiarize you with Monte Carlo methods for estimating functions of random variables, integrating/marginalizing (Re)familiarize

More information

Exam: high-dimensional data analysis January 20, 2014

Exam: high-dimensional data analysis January 20, 2014 Exam: high-dimensional data analysis January 20, 204 Instructions: - Write clearly. Scribbles will not be deciphered. - Answer each main question not the subquestions on a separate piece of paper. - Finish

More information

Bayesian Methods for Machine Learning

Bayesian Methods for Machine Learning Bayesian Methods for Machine Learning CS 584: Big Data Analytics Material adapted from Radford Neal s tutorial (http://ftp.cs.utoronto.ca/pub/radford/bayes-tut.pdf), Zoubin Ghahramni (http://hunch.net/~coms-4771/zoubin_ghahramani_bayesian_learning.pdf),

More information

Consistent Downscaling of Seismic Inversions to Cornerpoint Flow Models SPE

Consistent Downscaling of Seismic Inversions to Cornerpoint Flow Models SPE Consistent Downscaling of Seismic Inversions to Cornerpoint Flow Models SPE 103268 Subhash Kalla LSU Christopher D. White LSU James S. Gunning CSIRO Michael E. Glinsky BHP-Billiton Contents Method overview

More information

Point process with spatio-temporal heterogeneity

Point process with spatio-temporal heterogeneity Point process with spatio-temporal heterogeneity Jony Arrais Pinto Jr Universidade Federal Fluminense Universidade Federal do Rio de Janeiro PASI June 24, 2014 * - Joint work with Dani Gamerman and Marina

More information

Bayesian Modeling of Conditional Distributions

Bayesian Modeling of Conditional Distributions Bayesian Modeling of Conditional Distributions John Geweke University of Iowa Indiana University Department of Economics February 27, 2007 Outline Motivation Model description Methods of inference Earnings

More information

Modeling conditional distributions with mixture models: Theory and Inference

Modeling conditional distributions with mixture models: Theory and Inference Modeling conditional distributions with mixture models: Theory and Inference John Geweke University of Iowa, USA Journal of Applied Econometrics Invited Lecture Università di Venezia Italia June 2, 2005

More information

Hastings-within-Gibbs Algorithm: Introduction and Application on Hierarchical Model

Hastings-within-Gibbs Algorithm: Introduction and Application on Hierarchical Model UNIVERSITY OF TEXAS AT SAN ANTONIO Hastings-within-Gibbs Algorithm: Introduction and Application on Hierarchical Model Liang Jing April 2010 1 1 ABSTRACT In this paper, common MCMC algorithms are introduced

More information

Lecture 2: From Linear Regression to Kalman Filter and Beyond

Lecture 2: From Linear Regression to Kalman Filter and Beyond Lecture 2: From Linear Regression to Kalman Filter and Beyond January 18, 2017 Contents 1 Batch and Recursive Estimation 2 Towards Bayesian Filtering 3 Kalman Filter and Bayesian Filtering and Smoothing

More information

Modeling conditional distributions with mixture models: Applications in finance and financial decision-making

Modeling conditional distributions with mixture models: Applications in finance and financial decision-making Modeling conditional distributions with mixture models: Applications in finance and financial decision-making John Geweke University of Iowa, USA Journal of Applied Econometrics Invited Lecture Università

More information

Machine Learning. Probabilistic KNN.

Machine Learning. Probabilistic KNN. Machine Learning. Mark Girolami girolami@dcs.gla.ac.uk Department of Computing Science University of Glasgow June 21, 2007 p. 1/3 KNN is a remarkably simple algorithm with proven error-rates June 21, 2007

More information

On the Power of Tests for Regime Switching

On the Power of Tests for Regime Switching On the Power of Tests for Regime Switching joint work with Drew Carter and Ben Hansen Douglas G. Steigerwald UC Santa Barbara May 2015 D. Steigerwald (UCSB) Regime Switching May 2015 1 / 42 Motivating

More information

Objectives Simple linear regression. Statistical model for linear regression. Estimating the regression parameters

Objectives Simple linear regression. Statistical model for linear regression. Estimating the regression parameters Objectives 10.1 Simple linear regression Statistical model for linear regression Estimating the regression parameters Confidence interval for regression parameters Significance test for the slope Confidence

More information

Default Priors and Effcient Posterior Computation in Bayesian

Default Priors and Effcient Posterior Computation in Bayesian Default Priors and Effcient Posterior Computation in Bayesian Factor Analysis January 16, 2010 Presented by Eric Wang, Duke University Background and Motivation A Brief Review of Parameter Expansion Literature

More information

Machine Learning for Data Science (CS4786) Lecture 24

Machine Learning for Data Science (CS4786) Lecture 24 Machine Learning for Data Science (CS4786) Lecture 24 Graphical Models: Approximate Inference Course Webpage : http://www.cs.cornell.edu/courses/cs4786/2016sp/ BELIEF PROPAGATION OR MESSAGE PASSING Each

More information

PROBABILITY AND STOCHASTIC PROCESSES A Friendly Introduction for Electrical and Computer Engineers

PROBABILITY AND STOCHASTIC PROCESSES A Friendly Introduction for Electrical and Computer Engineers PROBABILITY AND STOCHASTIC PROCESSES A Friendly Introduction for Electrical and Computer Engineers Roy D. Yates Rutgers, The State University ofnew Jersey David J. Goodman Rutgers, The State University

More information

Table of Outcomes. Table of Outcomes. Table of Outcomes. Table of Outcomes. Table of Outcomes. Table of Outcomes. T=number of type 2 errors

Table of Outcomes. Table of Outcomes. Table of Outcomes. Table of Outcomes. Table of Outcomes. Table of Outcomes. T=number of type 2 errors The Multiple Testing Problem Multiple Testing Methods for the Analysis of Microarray Data 3/9/2009 Copyright 2009 Dan Nettleton Suppose one test of interest has been conducted for each of m genes in a

More information

Computer Emulation With Density Estimation

Computer Emulation With Density Estimation Computer Emulation With Density Estimation Jake Coleman, Robert Wolpert May 8, 2017 Jake Coleman, Robert Wolpert Emulation and Density Estimation May 8, 2017 1 / 17 Computer Emulation Motivation Expensive

More information

Markov chain Monte Carlo

Markov chain Monte Carlo 1 / 26 Markov chain Monte Carlo Timothy Hanson 1 and Alejandro Jara 2 1 Division of Biostatistics, University of Minnesota, USA 2 Department of Statistics, Universidad de Concepción, Chile IAP-Workshop

More information

Down by the Bayes, where the Watermelons Grow

Down by the Bayes, where the Watermelons Grow Down by the Bayes, where the Watermelons Grow A Bayesian example using SAS SUAVe: Victoria SAS User Group Meeting November 21, 2017 Peter K. Ott, M.Sc., P.Stat. Strategic Analysis 1 Outline 1. Motivating

More information

Finite Mixture and Markov Switching Models

Finite Mixture and Markov Switching Models Sylvia Frühwirth-Schnatter Finite Mixture and Markov Switching Models Implementation in MATLAB using the package bayesf Version 2.0 December 2, 2008 Springer Berlin Heidelberg NewYork Hong Kong London

More information

Previously Monte Carlo Integration

Previously Monte Carlo Integration Previously Simulation, sampling Monte Carlo Simulations Inverse cdf method Rejection sampling Today: sampling cont., Bayesian inference via sampling Eigenvalues and Eigenvectors Markov processes, PageRank

More information

Fitting Narrow Emission Lines in X-ray Spectra

Fitting Narrow Emission Lines in X-ray Spectra Outline Fitting Narrow Emission Lines in X-ray Spectra Taeyoung Park Department of Statistics, University of Pittsburgh October 11, 2007 Outline of Presentation Outline This talk has three components:

More information

Extreme Value Analysis and Spatial Extremes

Extreme Value Analysis and Spatial Extremes Extreme Value Analysis and Department of Statistics Purdue University 11/07/2013 Outline Motivation 1 Motivation 2 Extreme Value Theorem and 3 Bayesian Hierarchical Models Copula Models Max-stable Models

More information

Parameter estimation and forecasting. Cristiano Porciani AIfA, Uni-Bonn

Parameter estimation and forecasting. Cristiano Porciani AIfA, Uni-Bonn Parameter estimation and forecasting Cristiano Porciani AIfA, Uni-Bonn Questions? C. Porciani Estimation & forecasting 2 Temperature fluctuations Variance at multipole l (angle ~180o/l) C. Porciani Estimation

More information

Introduction to Machine Learning. Maximum Likelihood and Bayesian Inference. Lecturers: Eran Halperin, Yishay Mansour, Lior Wolf

Introduction to Machine Learning. Maximum Likelihood and Bayesian Inference. Lecturers: Eran Halperin, Yishay Mansour, Lior Wolf 1 Introduction to Machine Learning Maximum Likelihood and Bayesian Inference Lecturers: Eran Halperin, Yishay Mansour, Lior Wolf 2013-14 We know that X ~ B(n,p), but we do not know p. We get a random sample

More information

Part 8: GLMs and Hierarchical LMs and GLMs

Part 8: GLMs and Hierarchical LMs and GLMs Part 8: GLMs and Hierarchical LMs and GLMs 1 Example: Song sparrow reproductive success Arcese et al., (1992) provide data on a sample from a population of 52 female song sparrows studied over the course

More information

Models for models. Douglas Nychka Geophysical Statistics Project National Center for Atmospheric Research

Models for models. Douglas Nychka Geophysical Statistics Project National Center for Atmospheric Research Models for models Douglas Nychka Geophysical Statistics Project National Center for Atmospheric Research Outline Statistical models and tools Spatial fields (Wavelets) Climate regimes (Regression and clustering)

More information

Approximate Bayesian Computation

Approximate Bayesian Computation Approximate Bayesian Computation Michael Gutmann https://sites.google.com/site/michaelgutmann University of Helsinki and Aalto University 1st December 2015 Content Two parts: 1. The basics of approximate

More information

False Discovery Control in Spatial Multiple Testing

False Discovery Control in Spatial Multiple Testing False Discovery Control in Spatial Multiple Testing WSun 1,BReich 2,TCai 3, M Guindani 4, and A. Schwartzman 2 WNAR, June, 2012 1 University of Southern California 2 North Carolina State University 3 University

More information

Package sbgcop. May 29, 2018

Package sbgcop. May 29, 2018 Package sbgcop May 29, 2018 Title Semiparametric Bayesian Gaussian Copula Estimation and Imputation Version 0.980 Date 2018-05-25 Author Maintainer Estimation and inference for parameters

More information

STA 4273H: Sta-s-cal Machine Learning

STA 4273H: Sta-s-cal Machine Learning STA 4273H: Sta-s-cal Machine Learning Russ Salakhutdinov Department of Computer Science! Department of Statistical Sciences! rsalakhu@cs.toronto.edu! h0p://www.cs.utoronto.ca/~rsalakhu/ Lecture 2 In our

More information

ECE521 Tutorial 11. Topic Review. ECE521 Winter Credits to Alireza Makhzani, Alex Schwing, Rich Zemel and TAs for slides. ECE521 Tutorial 11 / 4

ECE521 Tutorial 11. Topic Review. ECE521 Winter Credits to Alireza Makhzani, Alex Schwing, Rich Zemel and TAs for slides. ECE521 Tutorial 11 / 4 ECE52 Tutorial Topic Review ECE52 Winter 206 Credits to Alireza Makhzani, Alex Schwing, Rich Zemel and TAs for slides ECE52 Tutorial ECE52 Winter 206 Credits to Alireza / 4 Outline K-means, PCA 2 Bayesian

More information

Hierarchical Modelling for Univariate Spatial Data

Hierarchical Modelling for Univariate Spatial Data Hierarchical Modelling for Univariate Spatial Data Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department

More information

Marginal Specifications and a Gaussian Copula Estimation

Marginal Specifications and a Gaussian Copula Estimation Marginal Specifications and a Gaussian Copula Estimation Kazim Azam Abstract Multivariate analysis involving random variables of different type like count, continuous or mixture of both is frequently required

More information

Bayesian Inference in GLMs. Frequentists typically base inferences on MLEs, asymptotic confidence

Bayesian Inference in GLMs. Frequentists typically base inferences on MLEs, asymptotic confidence Bayesian Inference in GLMs Frequentists typically base inferences on MLEs, asymptotic confidence limits, and log-likelihood ratio tests Bayesians base inferences on the posterior distribution of the unknowns

More information

16 : Approximate Inference: Markov Chain Monte Carlo

16 : Approximate Inference: Markov Chain Monte Carlo 10-708: Probabilistic Graphical Models 10-708, Spring 2017 16 : Approximate Inference: Markov Chain Monte Carlo Lecturer: Eric P. Xing Scribes: Yuan Yang, Chao-Ming Yen 1 Introduction As the target distribution

More information

Alpha-Investing. Sequential Control of Expected False Discoveries

Alpha-Investing. Sequential Control of Expected False Discoveries Alpha-Investing Sequential Control of Expected False Discoveries Dean Foster Bob Stine Department of Statistics Wharton School of the University of Pennsylvania www-stat.wharton.upenn.edu/ stine Joint

More information

Tractable Nonparametric Bayesian Inference in Poisson Processes with Gaussian Process Intensities

Tractable Nonparametric Bayesian Inference in Poisson Processes with Gaussian Process Intensities Tractable Nonparametric Bayesian Inference in Poisson Processes with Gaussian Process Intensities Ryan Prescott Adams rpa23@cam.ac.uk Cavendish Laboratory, University of Cambridge, Cambridge CB3 HE, UK

More information

Artificial Intelligence

Artificial Intelligence ICS461 Fall 2010 Nancy E. Reed nreed@hawaii.edu 1 Lecture #14B Outline Inference in Bayesian Networks Exact inference by enumeration Exact inference by variable elimination Approximate inference by stochastic

More information

Case Study in the Use of Bayesian Hierarchical Modeling and Simulation for Design and Analysis of a Clinical Trial

Case Study in the Use of Bayesian Hierarchical Modeling and Simulation for Design and Analysis of a Clinical Trial Case Study in the Use of Bayesian Hierarchical Modeling and Simulation for Design and Analysis of a Clinical Trial William R. Gillespie Pharsight Corporation Cary, North Carolina, USA PAGE 2003 Verona,

More information

Inversion Base Height. Daggot Pressure Gradient Visibility (miles)

Inversion Base Height. Daggot Pressure Gradient Visibility (miles) Stanford University June 2, 1998 Bayesian Backtting: 1 Bayesian Backtting Trevor Hastie Stanford University Rob Tibshirani University of Toronto Email: trevor@stat.stanford.edu Ftp: stat.stanford.edu:

More information

Reminder of some Markov Chain properties:

Reminder of some Markov Chain properties: Reminder of some Markov Chain properties: 1. a transition from one state to another occurs probabilistically 2. only state that matters is where you currently are (i.e. given present, future is independent

More information

MCMC and Gibbs Sampling. Kayhan Batmanghelich

MCMC and Gibbs Sampling. Kayhan Batmanghelich MCMC and Gibbs Sampling Kayhan Batmanghelich 1 Approaches to inference l Exact inference algorithms l l l The elimination algorithm Message-passing algorithm (sum-product, belief propagation) The junction

More information

Fall 2017 STAT 532 Homework Peter Hoff. 1. Let P be a probability measure on a collection of sets A.

Fall 2017 STAT 532 Homework Peter Hoff. 1. Let P be a probability measure on a collection of sets A. 1. Let P be a probability measure on a collection of sets A. (a) For each n N, let H n be a set in A such that H n H n+1. Show that P (H n ) monotonically converges to P ( k=1 H k) as n. (b) For each n

More information

The Poisson transform for unnormalised statistical models. Nicolas Chopin (ENSAE) joint work with Simon Barthelmé (CNRS, Gipsa-LAB)

The Poisson transform for unnormalised statistical models. Nicolas Chopin (ENSAE) joint work with Simon Barthelmé (CNRS, Gipsa-LAB) The Poisson transform for unnormalised statistical models Nicolas Chopin (ENSAE) joint work with Simon Barthelmé (CNRS, Gipsa-LAB) Part I Unnormalised statistical models Unnormalised statistical models

More information

Summary STK 4150/9150

Summary STK 4150/9150 STK4150 - Intro 1 Summary STK 4150/9150 Odd Kolbjørnsen May 22 2017 Scope You are expected to know and be able to use basic concepts introduced in the book. You knowledge is expected to be larger than

More information

Advanced Statistical Modelling

Advanced Statistical Modelling Markov chain Monte Carlo (MCMC) Methods and Their Applications in Bayesian Statistics School of Technology and Business Studies/Statistics Dalarna University Borlänge, Sweden. Feb. 05, 2014. Outlines 1

More information

On Bayesian Computation

On Bayesian Computation On Bayesian Computation Michael I. Jordan with Elaine Angelino, Maxim Rabinovich, Martin Wainwright and Yun Yang Previous Work: Information Constraints on Inference Minimize the minimax risk under constraints

More information

VCMC: Variational Consensus Monte Carlo

VCMC: Variational Consensus Monte Carlo VCMC: Variational Consensus Monte Carlo Maxim Rabinovich, Elaine Angelino, Michael I. Jordan Berkeley Vision and Learning Center September 22, 2015 probabilistic models! sky fog bridge water grass object

More information

Hierarchical Linear Models

Hierarchical Linear Models Hierarchical Linear Models Statistics 220 Spring 2005 Copyright c 2005 by Mark E. Irwin The linear regression model Hierarchical Linear Models y N(Xβ, Σ y ) β σ 2 p(β σ 2 ) σ 2 p(σ 2 ) can be extended

More information

STA 414/2104, Spring 2014, Practice Problem Set #1

STA 414/2104, Spring 2014, Practice Problem Set #1 STA 44/4, Spring 4, Practice Problem Set # Note: these problems are not for credit, and not to be handed in Question : Consider a classification problem in which there are two real-valued inputs, and,

More information

MCMC: Markov Chain Monte Carlo

MCMC: Markov Chain Monte Carlo I529: Machine Learning in Bioinformatics (Spring 2013) MCMC: Markov Chain Monte Carlo Yuzhen Ye School of Informatics and Computing Indiana University, Bloomington Spring 2013 Contents Review of Markov

More information

Expression Data Exploration: Association, Patterns, Factors & Regression Modelling

Expression Data Exploration: Association, Patterns, Factors & Regression Modelling Expression Data Exploration: Association, Patterns, Factors & Regression Modelling Exploring gene expression data Scale factors, median chip correlation on gene subsets for crude data quality investigation

More information