اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدCross-Fertilizing Strategies for Better EM Mountain Climbing and DA Field Exploration: A Graphical Guide Book
48
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
In recent years, a variety of extensions and refinements have been developed for data augmentation based model fitting routines. These developments aim to extend the application, improve the speed and/or simplify the implementation of data augmentation methods, such as the deterministic EM algorithm for mode finding and stochastic Gibbs sampler and other auxiliary-variable based methods for posterior sampling. In this overview article we graphically illustrate and compare a number of these extensions, all of which aim to maintain the simplicity and computation stability of their predecessors. We particularly emphasize the usefulness of identifying similarities between the deterministic and stochastic counterparts as we seek more efficient computational strategies. We also demonstrate the applicability of data augmentation methods for handling complex models with highly hierarchical structure, using a high-energy high-resolution spectral imaging model for data from satellite telescopes, such as the Chandra X-ray Observatory.
قيم البحث
اقرأ أيضاً
This paper introduces a unified framework of counterfactual estimation for time-series cross-sectional data, which estimates the average treatment effect on the treated by directly imputing treated counterfactuals. Examples include the fixed effects
counterfactual estimator, interactive fixed effects counterfactual estimator, and matrix completion estimator. These estimators provide more reliable causal estimates than conventional twoway fixed effects models when treatment effects are heterogeneous or unobserved time-varying confounders exist. Under this framework, we propose a new dynamic treatment effects plot, as well as several diagnostic tests, to help researchers gauge the validity of the identifying assumptions. We illustrate these methods with two political economy examples and develop an open-source package, fect, in both R and Stata to facilitate implementation.
A novel approach to perform unsupervised sequential learning for functional data is proposed. Our goal is to extract reference shapes (referred to as templates) from noisy, deformed and censored realizations of curves and images. Our model generalize
s the Bayesian dense deformable template model (Allassonni`ere et al., 2007), a hierarchical model in which the template is the function to be estimated and the deformation is a nuisance, assumed to be random with a known prior distribution. The templates are estimated using a Monte Carlo version of the online Expectation-Maximization algorithm, extending the work from Cappe and Moulines (2009). Our sequential inference framework is significantly more computationally efficient than equivalent batch learning algorithms, especially when the missing data is high-dimensional. Some numerical illustrations on curve registration problem and templates extraction from images are provided to support our findings.
We consider modeling, inference, and computation for analyzing multivariate binary data. We propose a new model that consists of a low dimensional latent variable component and a sparse graphical component. Our study is motivated by analysis of item
response data in cognitive assessment and has applications to many disciplines where item response data are collected. Standard approaches to item response data in cognitive assessment adopt the multidimensional item response theory (IRT) models. However, human cognition is typically a complicated process and thus may not be adequately described by just a few factors. Consequently, a low-dimensional latent factor model, such as the multidimensional IRT models, is often insufficient to capture the structure of the data. The proposed model adds a sparse graphical component that captures the remaining ad hoc dependence. It reduces to a multidimensional IRT model when the graphical component becomes degenerate. Model selection and parameter estimation are carried out simultaneously through construction of a pseudo-likelihood function and properly chosen penalty terms. The convexity of the pseudo-likelihood function allows us to develop an efficient algorithm, while the penalty terms generate a low-dimensional latent component and a sparse graphical structure. Desirable theoretical properties are established under suitable regularity conditions. The method is applied to the revised Eysencks personality questionnaire, revealing its usefulness in item analysis. Simulation results are reported that show the new method works well in practical situations.
A framework is presented to model instances and degrees of local item dependence within the context of diagnostic classification models (DCMs). The study considers an undirected graphical model to describe dependent structure of test items and draws
inference based on pseudo-likelihood. The new modeling framework explicitly addresses item interactions beyond those explained by latent classes and thus is more flexible and robust against the violation of local independence. It also facilitates concise interpretation of item relations by regulating complexity of a network underlying the test items. The viability and effectiveness are demonstrated via simulation and a real data example. Results from the simulation study suggest that the proposed methods adequately recover the model parameters in the presence of locally dependent items and lead to a substantial improvement in estimation accuracy compared to the standard DCM approach. The analysis of real data demonstrates that the graphical DCM provides a useful summary of item interactions in regards to the existence and extent of local dependence.
Although multivariate count data are routinely collected in many application areas, there is surprisingly little work developing flexible models for characterizing their dependence structure. This is particularly true when interest focuses on inferri
ng the conditional independence graph. In this article, we propose a new class of pairwise Markov random field-type models for the joint distribution of a multivariate count vector. By employing a novel type of transformation, we avoid restricting to non-negative dependence structures or inducing other restrictions through truncations. Taking a Bayesian approach to inference, we choose a Dirichlet process prior for the distribution of a random effect to induce great flexibility in the specification. An efficient Markov chain Monte Carlo (MCMC) algorithm is developed for posterior computation. We prove various theoretical properties, including posterior consistency, and show that our COunt Nonparametric Graphical Analysis (CONGA) approach has good performance relative to competitors in simulation studies. The methods are motivated by an application to neuron spike count data in mice.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
