ترغب بنشر مسار تعليمي؟ اضغط هنا

Variational Bayesian modelling of mixed-effects

178   0   0.0 ( 0 )
 نشر من قبل Jean Daunizeau
 تاريخ النشر 2019
والبحث باللغة English
 تأليف Jean Daunizeau




اسأل ChatGPT حول البحث

This note is concerned with an accurate and computationally efficient variational bayesian treatment of mixed-effects modelling. We focus on group studies, i.e. empirical studies that report multiple measurements acquired in multiple subjects. When approached from a bayesian perspective, such mixed-effects models typically rely upon a hierarchical generative model of the data, whereby both within- and between-subject effects contribute to the overall observed variance. The ensuing VB scheme can be used to assess statistical significance at the group level and/or to capture inter-individual differences. Alternatively, it can be seen as an adaptive regularization procedure, which iteratively learns the corresponding within-subject priors from estimates of the group distribution of effects of interest (cf. so-called empirical bayes approaches). We outline the mathematical derivation of the ensuing VB scheme, whose open-source implementation is available as part the VBA toolbox.

قيم البحث

اقرأ أيضاً

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected informati on gain (EIG) of an experiment. To address this, we introduce several classes of fast EIG estimators by building on ideas from amortized variational inference. We show theoretically and empirically that these estimators can provide significant gains in speed and accuracy over previous approaches. We further demonstrate the practicality of our approach on a number of end-to-end experiments.
We develop variational Laplace for Bayesian neural networks (BNNs) which exploits a local approximation of the curvature of the likelihood to estimate the ELBO without the need for stochastic sampling of the neural-network weights. The Variational La place objective is simple to evaluate, as it is (in essence) the log-likelihood, plus weight-decay, plus a squared-gradient regularizer. Variational Laplace gave better test performance and expected calibration errors than maximum a-posteriori inference and standard sampling-based variational inference, despite using the same variational approximate posterior. Finally, we emphasise care needed in benchmarking standard VI as there is a risk of stopping before the variance parameters have converged. We show that early-stopping can be avoided by increasing the learning rate for the variance parameters.
Bayesian Neural Networks (BNNs) have recently received increasing attention for their ability to provide well-calibrated posterior uncertainties. However, model selection---even choosing the number of nodes---remains an open question. Recent work has proposed the use of a horseshoe prior over node pre-activations of a Bayesian neural network, which effectively turns off nodes that do not help explain the data. In this work, we propose several modeling and inference advances that consistently improve the compactness of the model learned while maintaining predictive performance, especially in smaller-sample settings including reinforcement learning.
104 - Kolyan Ray , Botond Szabo 2019
Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification (posterior credible sets). We investigate Bayesian inference for avera ge treatment effects from observational data, which is a challenging problem due to the missing counterfactuals and selection bias. Working in the standard potential outcomes framework, we propose a data-driven modification to an arbitrary (nonparametric) prior based on the propensity score that corrects for the first-order posterior bias, thereby improving performance. We illustrate our method for Gaussian process (GP) priors using (semi-)synthetic data. Our experiments demonstrate significant improvement in both estimation accuracy and uncertainty quantification compared to the unmodified GP, rendering our approach highly competitive with the state-of-the-art.
Analyzing electronic health records (EHR) poses significant challenges because often few samples are available describing a patients health and, when available, their information content is highly diverse. The problem we consider is how to integrate sparsely sampled longitudinal data, missing measurements informative of the underlying health status and fixed demographic information to produce estimated survival distributions updated through a patients follow up. We propose a nonparametric probabilistic model that generates survival trajectories from an ensemble of Bayesian trees that learns variable interactions over time without specifying beforehand the longitudinal process. We show performance improvements on Primary Biliary Cirrhosis patient data.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا