No Arabic abstract
Traditional voxel-level multiple testing procedures in neuroimaging, mostly $p$-value based, often ignore the spatial correlations among neighboring voxels and thus suffer from substantial loss of power. We extend the local-significance-index based procedure originally developed for the hidden Markov chain models, which aims to minimize the false nondiscovery rate subject to a constraint on the false discovery rate, to three-dimensional neuroimaging data using a hidden Markov random field model. A generalized expectation-maximization algorithm for maximizing the penalized likelihood is proposed for estimating the model parameters. Extensive simulations show that the proposed approach is more powerful than conventional false discovery rate procedures. We apply the method to the comparison between mild cognitive impairment, a disease status with increased risk of developing Alzheimers or another dementia, and normal controls in the FDG-PET imaging study of the Alzheimers Disease Neuroimaging Initiative.
In this paper we describe a general probabilistic framework for modeling waveforms such as heartbeats from ECG data. The model is based on segmental hidden Markov models (as used in speech recognition) with the addition of random effects to the generative model. The random effects component of the model handles shape variability across different waveforms within a general class of waveforms of similar shape. We show that this probabilistic model provides a unified framework for learning these models from sets of waveform data as well as parsing, classification, and prediction of new waveforms. We derive a computationally efficient EM algorithm to fit the model on multiple waveforms, and introduce a scoring method that evaluates a test waveform based on its shape. Results on two real-world data sets demonstrate that the random effects methodology leads to improved accuracy (compared to alternative approaches) on classification and segmentation of real-world waveforms.
Understanding centennial scale climate variability requires data sets that are accurate, long, continuous and of broad spatial coverage. Since instrumental measurements are generally only available after 1850, temperature fields must be reconstructed using paleoclimate archives, known as proxies. Various climate field reconstructions (CFR) methods have been proposed to relate past temperature to such proxy networks. In this work, we propose a new CFR method, called GraphEM, based on Gaussian Markov random fields embedded within an EM algorithm. Gaussian Markov random fields provide a natural and flexible framework for modeling high-dimensional spatial fields. At the same time, they provide the parameter reduction necessary for obtaining precise and well-conditioned estimates of the covariance structure, even in the sample-starved setting common in paleoclimate applications. In this paper, we propose and compare the performance of different methods to estimate the graphical structure of climate fields, and demonstrate how the GraphEM algorithm can be used to reconstruct past climate variations. The performance of GraphEM is compared to the widely used CFR method RegEM with regularization via truncated total least squares, using synthetic data. Our results show that GraphEM can yield significant improvements, with uniform gains over space, and far better risk properties. We demonstrate that the spatial structure of temperature fields can be well estimated by graphs where each neighbor is only connected to a few geographically close neighbors, and that the increase in performance is directly related to recovering the underlying sparsity in the covariance of the spatial field. Our work demonstrates how significant improvements can be made in climate reconstruction methods by better modeling the covariance structure of the climate field.
Labeling of sequential data is a prevalent meta-problem for a wide range of real world applications. While the first-order Hidden Markov Models (HMM) provides a fundamental approach for unsupervised sequential labeling, the basic model does not show satisfying performance when it is directly applied to real world problems, such as part-of-speech tagging (PoS tagging) and optical character recognition (OCR). Aiming at improving performance, important extensions of HMM have been proposed in the literatures. One of the common key features in these extensions is the incorporation of proper prior information. In this paper, we propose a new extension of HMM, termed diversified Hidden Markov Models (dHMM), which utilizes a diversity-encouraging prior over the state-transition probabilities and thus facilitates more dynamic sequential labellings. Specifically, the diversity is modeled by a continuous determinantal point process prior, which we apply to both unsupervised and supervised scenarios. Learning and inference algorithms for dHMM are derived. Empirical evaluations on benchmark datasets for unsupervised PoS tagging and supervised OCR confirmed the effectiveness of dHMM, with competitive performance to the state-of-the-art.
Climate models play a crucial role in understanding the effect of environmental and man-made changes on climate to help mitigate climate risks and inform governmental decisions. Large global climate models such as the Community Earth System Model (CESM), developed by the National Center for Atmospheric Research, are very complex with millions of lines of code describing interactions of the atmosphere, land, oceans, and ice, among other components. As development of the CESM is constantly ongoing, simulation outputs need to be continuously controlled for quality. To be able to distinguish a climate-changing modification of the code base from a true climate-changing physical process or intervention, there needs to be a principled way of assessing statistical reproducibility that can handle both spatial and temporal high-dimensional simulation outputs. Our proposed work uses probabilistic classifiers like tree-based algorithms and deep neural networks to perform a statistically rigorous goodness-of-fit test of high-dimensional spatio-temporal data.
We address the problem of modeling constrained hospital resources in the midst of the COVID-19 pandemic in order to inform decision-makers of future demand and assess the societal value of possible interventions. For broad applicability, we focus on the common yet challenging scenario where patient-level data for a region of interest are not available. Instead, given daily admissions counts, we model aggregated counts of observed resource use, such as the number of patients in the general ward, in the intensive care unit, or on a ventilator. In order to explain how individual patient trajectories produce these counts, we propose an aggregate count explicit-duration hidden Markov model, nicknamed the ACED-HMM, with an interpretable, compact parameterization. We develop an Approximate Bayesian Computation approach that draws samples from the posterior distribution over the models transition and duration parameters given aggregate counts from a specific location, thus adapting the model to a region or individual hospital site of interest. Samples from this posterior can then be used to produce future forecasts of any counts of interest. Using data from the United States and the United Kingdom, we show our mechanistic approach provides competitive probabilistic forecasts for the future even as the dynamics of the pandemic shift. Furthermore, we show how our model provides insight about recovery probabilities or length of stay distributions, and we suggest its potential to answer challenging what-if questions about the societal value of possible interventions.