The historical and geographical spread from older to more modern languages has long been studied by examining textual changes and in terms of changes in phonetic transcriptions. However, it is more difficult to analyze language change from an acoustic point of view, although this is usually the dominant mode of transmission. We propose a novel analysis approach for acoustic phonetic data, where the aim will be to statistically model the acoustic properties of spoken words. We explore phonetic variation and change using a time-frequency representation, namely the log-spectrograms of speech recordings. We identify time and frequency covariance functions as a feature of the language; in contrast, mean spectrograms depend mostly on the particular word that has been uttered. We build models for the mean and covariances (taking into account the restrictions placed on the statistical analysis of such objects) and use these to define a phonetic transformation that models how an individual speaker would sound in a different language, allowing the exploration of phonetic differences between languages. Finally, we map back these transformations to the domain of sound recordings, allowing us to listen to the output of the statistical analysis. The proposed approach is demonstrated using recordings of the words corresponding to the numbers from one to ten as pronounced by speakers from five different Romance languages.
The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, logarithmic rate of convergence. In this paper, we show that restricting the problem to models with monotone regression functions and monotone instruments significantly weakens the ill-posedness of the problem. In stark contrast to the existing literature, the presence of a monotone instrument implies boundedness of our measure of ill-posedness when restricted to the space of monotone functions. Based on this result we derive a novel non-asymptotic error bound for the constrained estimator that imposes monotonicity of the regression function. For a given sample size, the bound is independent of the degree of ill-posedness as long as the regression function is not too steep. As an implication, the bound allows us to show that the constrained estimator converges at a fast, polynomial rate, independently of the degree of ill-posedness, in a large, but slowly shrinking neighborhood of constant functions. Our simulation study demonstrates significant finite-sample performance gains from imposing monotonicity even when the regression function is rather far from being a constant. We apply the constrained estimator to the problem of estimating gasoline demand functions from U.S. data.
We consider a network consisting of $n$ components (links or nodes) and assume that the network has two states, up and down. We further suppose that the network is subject to shocks that appear according to a counting process and that each shock may lead to the component failures. Under some assumptions on the shock occurrences, we present a new variant of the notion of signature which we call it t-signature. Then t-signature based mixture representations for the reliability function of the network are obtained. Several stochastic properties of the network lifetime are investigated. In particular, under the assumption that the number of failures at each shock follows a binomial distribution and the process of shocks is non-homogeneous Poisson process, explicit form of the network reliability is derived and its aging properties are explored. Several examples are also provided
Compositional data consist of known compositions vectors whose components are positive and defined in the interval (0,1) representing proportions or fractions of a whole. The sum of these components must be equal to one. Compositional data is present in different knowledge areas, as in geology, economy, medicine among many others. In this paper, we introduce a Bayesian analysis for compositional regression applying additive log-ratio (ALR) transformation and assuming uncorrelated and correlated errors. The Bayesian inference procedure based on Markov Chain Monte Carlo Methods (MCMC). The methodology is illustrated on an artificial and a real data set of volleyball.
Massive informations about individual (household, small and medium enterprise) consumption are now provided with new metering technologies and the smart grid. Two major exploitations of these data are load profiling and forecasting at different scales on the grid. Customer segmentation based on load classification is a natural approach for these purposes. We propose here a new methodology based on mixture of high-dimensional regression models. The novelty of our approach is that we focus on uncovering classes or clusters corresponding to different regression models. As a consequence, these classes could then be exploited for profiling as well as forecasting in each class or for bottom-up forecasts in a unified view. We consider a real dataset of Irish individual consumers of 4,225 meters, each with 48 half-hourly meter reads per day over 1 year: from 1st January 2010 up to 31st December 2010, to demonstrate the feasibility of our approach.
Stochastic variational inference (SVI) is emerging as the most promising candidate for scaling inference in Bayesian probabilistic models to large datasets. However, the performance of these methods has been assessed primarily in the context of Bayesian topic models, particularly latent Dirichlet allocation (LDA). Deriving several new algorithms, and using synthetic, image and genomic datasets, we investigate whether the understanding gleaned from LDA applies in the setting of sparse latent factor models, specifically beta process factor analysis (BPFA). We demonstrate that the big picture is consistent: using Gibbs sampling within SVI to maintain certain posterior dependencies is extremely effective. However, we find that different posterior dependencies are important in BPFA relative to LDA. Particularly, approximations able to model intra-local variable dependence perform best.
The exploration of epidemic dynamics on dynamically evolving (adaptive) networks poses nontrivial challenges to the modeler, such as the determination of a small number of informative statistics of the detailed network state (that is, a few good observables) that usefully summarize the overall (macroscopic, systems level) behavior. Trying to obtain reduced, small size, accurate models in terms of these few statistical observables - that is, coarse-graining the full network epidemic model to a small but useful macroscopic one - is even more daunting. Here we describe a data-based approach to solving the first challenge: the detection of a few informative collective observables of the detailed epidemic dynamics. This will be accomplished through Diffusion Maps, a recently developed data-mining technique. We illustrate the approach through simulations of a simple mathematical model of epidemics on a network: a model known to exhibit complex temporal dynamics. We will discuss potential extensions of the approach, as well as possible shortcomings.
Current high-throughput data acquisition technologies probe dynamical systems with different imaging modalities, generating massive data sets at different spatial and temporal resolutions posing challenging problems in multimodal data fusion. A case in point is the attempt to parse out the brain structures and networks that underpin human cognitive processes by analysis of different neuroimaging modalities (functional MRI, EEG, NIRS etc.). We emphasize that the multimodal, multi-scale nature of neuroimaging data is well reflected by a multi-way (tensor) structure where the underlying processes can be summarized by a relatively small number of components or atoms. We introduce Markov-Penrose diagrams - an integration of Bayesian DAG and tensor network notation in order to analyze these models. These diagrams not only clarify matrix and tensor EEG and fMRI time/frequency analysis and inverse problems, but also help understand multimodal fusion via Multiway Partial Least Squares and Coupled Matrix-Tensor Factorization. We show here, for the first time, that Granger causal analysis of brain networks is a tensor regression problem, thus allowing the atomic decomposition of brain networks. Analysis of EEG and fMRI recordings shows the potential of the methods and suggests their use in other scientific domains.
RNA-Seq and gene expression microarrays provide comprehensive profiles of gene activity, but lack of reproducibility has hindered their application. A key challenge in the data analysis is the normalization of gene expression levels, which is currently performed following the implicit assumption that most genes are not differentially expressed. Here, we present a mathematical approach to normalization that makes no assumption of this sort. We have found that variation in gene expression is much larger than currently believed, and that it can be measured with available assays. Our results also explain, at least partially, the reproducibility problems encountered in transcriptomics studies. We expect that this improvement in detection will help efforts to realize the full potential of gene expression profiling, especially in analyses of cellular processes involving complex modulations of gene expression.
Scientific journals are the repositories of the gradually accumulating knowledge of mankind about the world surrounding us. Just as our knowledge is organised into classes ranging from major disciplines, subjects and fields to increasingly specific topics, journals can also be categorised into groups using various metrics. In addition to the set of topics characteristic for a journal, they can also be ranked regarding their relevance from the point of overall influence. One widespread measure is impact factor, but in the present paper we intend to reconstruct a much more detailed description by studying the hierarchical relations between the journals based on citation data. We use a measure related to the notion of m-reaching centrality and find a network which shows the level of influence of a journal from the point of the direction and efficiency with which information spreads through the network. We can also obtain an alternative network using a suitably modified nested hierarchy extraction method applied to the same data. The results are weakly methodology-dependent and reveal non-trivial relations among journals. The two alternative hierarchies show large similarity with some striking differences, providing together a complex picture of the intricate relations between scientific journals.
