We propose a Bayesian modeling framework for jointly analyzing multiple functional responses of different types (e.g. binary and continuous data). Our approach is based on a multivariate latent Gaussian process and models the dependence among the functional responses through the dependence of the latent process. Our framework easily accommodates additional covariates. We offer a way to estimate the multivariate latent covariance, allowing for implementation of multivariate functional principal components analysis (FPCA) to specify basis expansions and simplify computation. We demonstrate our method through both simulation studies and an application to real data from a periodontal study.
We propose a Bayesian model for mixed ordinal and continuous multivariate data to evaluate a latent spatial Gaussian process. Our proposed model can be used in many contexts where mixed continuous and discrete multivariate responses are observed in an effort to quantify an unobservable continuous measurement. In our example, the latent, or unobservable measurement is wetland condition. While predicted values of the latent wetland condition variable produced by the model at each location do not hold any intrinsic value, the relative magnitudes of the wetland condition values are of interest. In…
We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic linear models for multivariate time series to the functional data setting. We also develop Bayesian spline theory in a more general constrained optimization framework. The proposed methods identify a time-invariant functional basis for the functional observations, which is smooth and interpretable, and can be made common across multivariate observations for …
Multivariate functional data arise in a wide range of applications. One fundamental task is to understand the causal relationships among these functional objects of interest, which has not yet been fully explored. In this article, we develop a novel Bayesian network model for multivariate functional data where the conditional independence and causal structure are both encoded by a directed acyclic graph. Specifically, we allow the functional objects to deviate from Gaussian process, which is adopted by most existing functional data analysis models. The more reasonable non-Gaussian assumption i…
Mixed Membership Models (MMMs) are a popular family of latent structure models for complex multivariate data. Instead of forcing each subject to belong to a single cluster, MMMs incorporate a vector of subject-specific weights characterizing partial membership across clusters. With this flexibility come challenges in uniquely identifying, estimating, and interpreting the parameters. In this article, we propose a new class of Dimension-Grouped MMMs (Gro-M$^3$s) for multivariate categorical data, which improve parsimony and interpretability. In Gro-M$^3$s, observed variables are partitioned into…
This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the suitable number of components used in the imputation step. We develop an efficient sampling algorithm for posterior computation and multiple imputation via Markov Chain Monte Carlo methods. The proposed method can be easily extended to the situation where the data contains not only continuous variables but also discrete variables such as binary and count value…
Semiparametric Copula Estimation for Spatially Correlated Multivariate Mixed Outcomes: Analyzing Visual Sightings of Fin Whales from a Line Transect Survey
Tokyo University of Science（东京理科大学）；Meisei University（明海大学）；Keio University（庆应义塾大学）；Institute of Marine Research（海洋研究所）；RIKEN Center for Brain Science（理化学研究所脑科学中心）
Graphical models express conditional independence relationships among variables. Although methods for vector-valued data are well established, functional data graphical models remain underdeveloped. We introduce a notion of conditional independence between random functions, and construct a framework for Bayesian inference of undirected, decomposable graphs in the multivariate functional data context. This framework is based on extending Markov distributions and hyper Markov laws from random variables to random processes, providing a principled alternative to naive application of multivariate m…
Although continuous density estimation has received abundant attention in the Bayesian nonparametrics literature, there is limited theory on multivariate mixed scale density estimation. In this note, we consider a general framework to jointly model continuous, count and categorical variables under a nonparametric prior, which is induced through rounding latent variables having an unknown density with respect to Lebesgue measure. For the proposed class of priors, we provide sufficient conditions for large support, strong consistency and rates of posterior contraction. These conditions allow one…
The covariance structure of multivariate functional data can be highly complex, especially if the multivariate dimension is large, making extensions of statistical methods for standard multivariate data to the functional data setting challenging. For example, Gaussian graphical models have recently been extended to the setting of multivariate functional data by applying multivariate methods to the coefficients of truncated basis expansions. However, a key difficulty compared to multivariate data is that the covariance operator is compact, and thus not invertible. The methodology in this paper …
Characterizing the shared memberships of individuals in a classification scheme poses severe interpretability issues, even when using a moderate number of classes (say 4). Mixed membership models quantify this phenomenon, but they typically focus on goodness-of-fit more than on interpretable inference. To achieve a good numerical fit, these models may in fact require many extreme profiles, making the results difficult to interpret. We introduce a new class of multivariate mixed membership models that, when variables can be partitioned into subject-matter based domains, can provide a good fit t…
For several years, model-based clustering methods have successfully tackled many of the challenges presented by data-analysts. However, as the scope of data analysis has evolved, some problems may be beyond the standard mixture model framework. One such problem is when observations in a dataset come from overlapping clusters, whereby different clusters will possess similar parameters for multiple variables. In this setting, mixed membership models, a soft clustering approach whereby observations are not restricted to single cluster membership, have proved to be an effective tool. In this paper…
Hydroclimatic processes are characterized by heterogeneous spatiotemporal correlation structures and marginal distributions that can be continuous, mixed-type, discrete or even binary. Simulating exactly such processes can greatly improve hydrological analysis and design. Yet this challenging task is accomplished often by ad hoc and approximate methodologies that are devised for specific variables and purposes. In this study, a single framework is proposed allowing the exact simulation of processes with any marginal and any correlation structure. We unify, extent, and improve of a general-purp…
In an industrial context, the activity of sensors is recorded at a high frequency. A challenge is to automatically detect abnormal measurement behavior. Considering the sensor measures as functional data, the problem can be formulated as the detection of outliers in a multivariate functional data set. Due to the heterogeneity of this data set, the proposed contaminated mixture model both clusters the multivariate functional data into homogeneous groups and detects outliers. The main advantage of this procedure over its competitors is that it does not require to specify the proportion of outlie…
In the setting of nonparametric multivariate regression with unknown error variance, we study asymptotic properties of a Bayesian method for estimating a regression function f and its mixed partial derivatives. We use a random series of tensor product of B-splines with normal basis coefficients as a prior for f, and the error variance is either estimated using the empirical Bayes approach or is endowed with a suitable prior in a hierarchical Bayes approach. We establish pointwise, L2 and supremum norm posterior contraction rates for f and its mixed partial derivatives, and show that they coinc…
Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional additive mixed model (multiFAMM) and show its application to both data situations using examples from sports science (movement trajectories of snooker players) and phonetic science (acoustic signals and articulation of consonants). The approach includes linear and nonlinear covariate effects and models the dependency structure between the dimensions of the resp…
There are many data sources available that report related variables of interest that are also referenced over geographic regions and time; however, there are relatively few general statistical methods that one can readily use that incorporate these multivariate-spatio-temporal dependencies. As such, we introduce the multivariate-spatio-temporal mixed effects model (MSTM) to analyze areal data with multivariate-spatio-temporal dependencies. The proposed MSTM extends the notion of Moran's I basis functions to the multivariate-spatio-temporal setting. This extension leads to several methodologica…
Data reproducibility is a critical issue in all scientific experiments. In this manuscript, we consider the problem of quantifying the reproducibility of graphical measurements. We generalize the concept of image intra-class correlation coefficient (I2C2) and propose the concept of the graphical intra-class correlation coefficient (GICC) for such purpose. The concept of GICC is based on multivariate probit-linear mixed effect models. We will present a Markov Chain EM (MCEM) algorithm for estimating the GICC. Simulations results with varied settings are demonstrated and our method is applied to…
This paper focuses on the multivariate linear mixed-effects model, including all the correlations between the random effects when the marginal residual terms are assumed uncorrelated and homoscedastic with possibly different standard deviations. The random effects covariance matrix is Cholesky factorized to directly estimate the variance components of these random effects. This strategy enables a consistent estimate of the random effects covariance matrix which, generally, has a poor estimate when it is grossly (or directly) estimated, using the estimating methods such as the EM algorithm. By …
Information visualization significantly enhances human perception by graphically representing complex data sets. The variety of visualization designs makes it challenging to efficiently evaluate all possible designs catering to users' preferences and characteristics. Most of existing evaluation methods perform user studies to obtain multivariate qualitative responses from users via questionnaires and interviews. However, these methods cannot support online evaluation of designs as they are often time-consuming. A statistical model is desired to predict users' preferences on visualization desig…
We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an absolutely continuous distribution with respect to the Lebesgue measure that is symmetric around zero, unimodal and with finite moments up to fourth-order. Second, we allow the conditional distribution to follow a dispersion model instead of exponential dispersion models. Finally, we extend these models to a multivariate framework where multiple responses are …
This paper introduces a method for studying the correlation structure of a range of responses modelled by a multivariate generalised linear mixed model (MGLMM). The methodology requires the existence of clusters of observations and that each of the several responses studied is modelled using a generalised linear mixed models (GLMM) containing random components representing the clusters. We construct a MGLMM by assuming that the distribution of each of the random components representing the clusters is the marginal distribution of a (sufficiently regular) multivariate elliptically contoured dis…
Causal analysis based on non-uniform embedding schemes is an important way to detect the underlying interactions between dynamic systems. However, there are still some obstacles to estimate high-dimensional conditional mutual information and form optimal mixed embedding vector in traditional non-uniform embedding schemes. In this study, we present a new non-uniform embedding method framed in information theory to detect causality for multivariate time series, named LM-PMIME, which integrates the low-dimensional approximation of conditional mutual information and the mixed search strategy for t…
This paper introduces new scan statistics for multivariate functional data indexed in space. The new methods are derivated from a MANOVA test statistic for functional data, an adaptation of the Hotelling T2-test statistic, and a multivariate extension of the Wilcoxon rank-sum test statistic. In a simulation study, the latter two methods present very good performances and the adaptation of the functional MANOVA also shows good performances for a normal distribution. Our methods detect more accurate spatial clusters than an existing nonparametric functional scan statistic. Lastly we applied the …
Multivariate functional data present theoretical and practical complications which are not found in univariate functional data. One of these is a situation where the component functions of multivariate functional data are positive and are subject to mutual time warping. That is, the component processes exhibit a common shape but are subject to systematic phase variation across their domains in addition to subject-specific time warping, where each subject has its own internal clock. This motivates a novel model for multivariate functional data that connects such mutual time warping to a latent …
Computational efficient evaluation of penalized estimators of multivariate exponential family distributions is sought. These distributions encompass among others Markov random fields with variates of mixed type (e.g. binary and continuous) as special case of interest. The model parameter is estimated by maximization of the pseudo-likelihood augmented with a convex penalty. The estimator is shown to be consistent. With a world of multi-core computers in mind, a computationally efficient parallel Newton-Raphson algorithm is presented for numerical evaluation of the estimator alongside conditions…
Multivariate outcomes are common in pragmatic cluster randomized trials. While sample size calculation procedures for multivariate outcomes exist under parallel assignment, none have been developed for a stepped wedge design. In this article, we present computationally efficient power and sample size procedures for stepped wedge cluster randomized trials (SW-CRTs) with multivariate outcomes that differentiate the within-period and between-period intracluster correlation coefficients (ICCs). Under a multivariate linear mixed model, we derive the joint distribution of the intervention test stati…
The direction of outlyingness is crucial to describing the centrality of multivariate functional data. Motivated by this idea, we generalize classical depth to directional outlyingness for functional data. We investigate theoretical properties of functional directional outlyingness and find that the total outlyingness can be naturally decomposed into two parts: magnitude outlyingness and shape outlyingness which represent the centrality of a curve for magnitude and shape, respectively. Using this decomposition, we provide a visualization tool for the centrality of curves. Furthermore, we desig…
Univariate regression models have rich literature for counting data. However, this is not the case for multivariate count data. Therefore, we present the Multivariate Generalized Linear Mixed Models framework that deals with a multivariate set of responses, measuring the correlation between them through random effects that follows a multivariate normal distribution. This model is based on a GLMM with a random intercept and the estimation process remains the same as a standard GLMM with random effects integrated out via Laplace approximation. We efficiently implemented this model through the TM…
Existing approaches for multivariate functional principal component analysis are restricted to data on the same one-dimensional interval. The presented approach focuses on multivariate functional data on different domains that may differ in dimension, e.g. functions and images. The theoretical basis for multivariate functional principal component analysis is given in terms of a Karhunen-Loève Theorem. For the practically relevant case of a finite Karhunen-Loève representation, a relationship between univariate and multivariate functional principal component analysis is established. This offers…
Two frameworks for multivariate functional depth based on multivariate depths are introduced in this paper. The first framework is multivariate functional integrated depth, and the second framework involves multivariate functional extremal depth, which is an extension of the extremal depth for univariate functional data. In each framework, global and local multivariate functional depths are proposed. The properties of population multivariate functional depths and consistency of finite sample depths to their population versions are established. In addition, finite sample depths under irregularl…
Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional data, we propose a set of conformal predictors that produce finite-sample either valid or exact multivariate simultaneous prediction bands under the mild assumption of exchangeable regression pairs. The fact that the prediction bands can be built around any regression estimator and that can be easily found in closed form yields a very widely usable method, wh…
Graphical Principal Component Analysis of Multivariate Functional Time Series
School of Mathematics, Sun Yat-sen University（中山大学数学学院）；Center for Applied Statistics and School of Statistics, Renmin University of China（中国人民大学统计学院，应用统计中心）
Spatial Principal Component Analysis and Moran Statistics for Multivariate Functional Areal Data
Institute of Mathematical Sciences, Faculty of Science, Universiti Malaya（马来亚大学理学院数学科学研究所）；Universiti Malaya Centre for Data Analytics, Universiti Malaya（马来亚大学数据分析中心）；Center of Research for Statistical Modelling and Methodology, Faculty of Science, Universiti Malaya（马来亚大学理学院统计建模与方法研究中心）；Institut de Mathématiques de Bordeaux, UMR 5251, CNRS, Université de Bordeaux, Bordeaux INP（波尔多大学波尔多数学研究所）；Mathematics, Division of Science, New York University Abu Dhabi（纽约大学阿布扎比分校理学院数学系）；CNRS, UMR 8524–Laboratoire Paul Painlevé, Inria-Datavers, Université de Lille（里尔大学保罗·潘勒瓦数学研究中心）；Independent Researcher（独立研究者）
Researchers are often interested in understanding the relationship between a set of covariates and a set of response variables. To achieve this goal, the use of regression analysis, either linear or generalized linear models, is largely applied. However, such models only allow users to model one response variable at a time. Moreover, it is not possible to directly calculate from the regression model a correlation measure between the response variables. In this article, we employed the Multivariate Generalized Linear Mixed Models framework, which allows the specification of a set of response va…
Multivariate functional data are becoming ubiquitous with advances in modern technology and are substantially more complex than univariate functional data. We propose and study a novel model for multivariate functional data where the component processes are subject to mutual time warping. That is, the component processes exhibit a similar shape but are subject to systematic phase variation across their time domains. To address this previously unconsidered mode of warping, we propose new registration methodology which is based on a shift-warping model. Our method differs from all existing regis…
This paper proposes a clustering procedure for samples of multivariate functions in $(L^2(I))^{J}$, with $J\geq1$. This method is based on a k-means algorithm in which the distance between the curves is measured with a metrics that generalizes the Mahalanobis distance in Hilbert spaces, considering the correlation and the variability along all the components of the functional data. The proposed procedure has been studied in simulation and compared with the k-means based on other distances typically adopted for clustering multivariate functional data. In these simulations, it is shown that the …
Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes and treatment assignment mechanisms are unknown in observational studies, an individual's treatment efficacy is a counterfactual, and the existence of selection bias is often unavoidable. We propose a Bayesian framework for identifying subgroup counterfactual benefits of dynamic treatment regimes by adapting Bayesian g-computation algorithm (J. Robins, 1986; …
We consider the problem of predicting several response variables using the same set of explanatory variables. This setting naturally induces a group structure over the coefficient matrix, in which every explanatory variable corresponds to a set of related coefficients. Most of the existing methods that utilize this group formation assume that the similarities between related coefficients arise solely through a joint sparsity structure. In this paper, we propose a procedure for constructing an estimator of a multivariate regression coefficient matrix that directly models and captures the within…
In epidemiological and clinical studies, identifying patients' phenotypes based on longitudinal profiles is critical to understanding the disease's developmental patterns. The current study was motivated by data from a Canadian birth cohort study, the CHILD Cohort Study. Our goal was to use multiple longitudinal respiratory traits to cluster the participants into subgroups with similar longitudinal respiratory profiles in order to identify clinically relevant disease phenotypes. To appropriately account for distinct structures and types of these longitudinal markers, we proposed a novel joint …
The identification of factors associated with mental and behavioral disorders in early childhood is critical both for psychopathology research and the support of primary health care practices. Motivated by the Millennium Cohort Study, in this paper we study the effect of a comprehensive set of covariates on children's emotional and behavioural trajectories in England. To this end, we develop a Quantile Mixed Hidden Markov Model for joint estimation of multiple quantiles in a linear regression setting for multivariate longitudinal data. The novelty of the proposed approach is based on the Multi…
Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of related disorders. We seek to identify {\em multiple regulators} or predictors that are associated with multiple outcomes when these outcomes may be measured on very different scales or composed of a mixture of continuous, binary, and not-fully-observed elements. We first propose an estimation technique to put all effects on similar scales, and we induce spar…
