We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where the observed data are estimated effect sizes from regressions on multiple factors, where the target is the distribution of the true effect sizes. We exploit the fact that any symmetric and unimodal density can be expressed as a mixture of symmetric uniform densities, and model the mixing density in a new way using a Dirichlet process location-mixture of Gamma distributions. We do the computations within a Bayesian context, describe a simple scalable implementation that is linear in the sample size, and show that the estimate of the unknown target density is consistent. Within our application context of regression effect sizes, the target density is likely to have a large probability near zero (the near null effects) coupled with a heavy-tailed distribution (the actual effects). Simulations show that unlike standard deconvolution methods, our Constrained Bayesian Deconvolution method does a much better job of reconstruction of the target density. Applications to a genome-wise association study (GWAS) and microarray data reveal similar results.
Fluorescence microscopy is widely used for the study of biological specimens. Deconvolution can significantly improve the resolution and contrast of images produced using fluorescence microscopy; in particular, Bayesian-based methods have become very popular in deconvolution fluorescence microscopy. An ongoing challenge with Bayesian-based methods is in dealing with the presence of noise in low SNR imaging conditions. In this study, we present a Bayesian-based method for performing deconvolution using dynamically updated nonparametric nonstationary expectation estimates that can improve the fl…
A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of densities generalize the model considered by Brunner (1992, Statist. Probab. Lett.), in which the Dirichlet process is replaced by a more general class of species sampling models. A novel and explicit characterization of the posterior distribution via a finite mixture of two dependent $\mathbf{S}$-paths is derived. This results in a closed-form and tractable Bayes …
In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall effect size, such models may be adequate, but for prediction they surely are not if the effect size distribution exhibits non-normal behavior. To address this issue, we propose a Bayesian nonparametric meta-analysis model, which can describe a wider …
We study nonparametric Bayesian inference with location mixtures of the Laplace density and a Dirichlet process prior on the mixing distribution. We derive a contraction rate of the corresponding posterior distribution, both for the mixing distribution relative to the Wasserstein metric and for the mixed density relative to the Hellinger and $L_q$ metrics.
Distribution estimation for noisy data via density deconvolution is a notoriously difficult problem for typical noise distributions like Gaussian. We develop a density deconvolution estimator based on quadratic programming (QP) that can achieve better estimation than kernel density deconvolution methods. The QP approach appears to have a more favorable regularization tradeoff between oversmoothing vs. oscillation, especially at the tails of the distribution. An additional advantage is that it is straightforward to incorporate a number of common density constraints such as nonnegativity, integr…
A new maximum likelihood method for deconvoluting a continuous density with a positive lower bound on a known compact support in additive measurement error models with known error distribution using the approximate Bernstein type polynomial model, a finite mixture of specific beta distributions, is proposed. The change-point detection method is used to choose an optimal model degree. Based on a contaminated sample of size $n$, under an assumption which is satisfied, among others, by the generalized normal error distribution, the optimal rate of convergence of the mean integrated squared error …
Vertex direction algorithms have been around for a few decades in the experimental design and mixture models literature. We briefly review this type of algorithm and describe a new member of the family: the support reduction algorithm. The support reduction algorithm is applied to the problem of computing nonparametric estimates in two inverse problems: convex density estimation and the Gaussian deconvolution problem. Usually, VD algorithms solve a finite dimensional (version of the) optimization problem of interest. We introduce a method to solve the true infinite dimensional optimization pro…
Bayesian density deconvolution using nonparametric prior distributions is a useful alternative to the frequentist kernel based deconvolution estimators due to its potentially wide range of applicability, straightforward uncertainty quantification and generalizability to more sophisticated models. This article is the first substantive effort to theoretically quantify the behavior of the posterior in this recent line of research. In particular, assuming a known supersmooth error density, a Dirichlet process mixture of Normals on the true density leads to a posterior convergence rate same as the …
This paper develops a density deconvolution estimator that assumes the density of interest is a member of the generalized skew-symmetric (GSS) family of distributions. Estimation occurs in two parts: a skewing function, as well as location and scale parameters must be estimated. A kernel method is proposed for estimating the skewing function. The mean integrated square error (MISE) of the resulting GSS deconvolution estimator is derived. Based on derivation of the MISE, two bandwidth estimation methods for estimating the skewing function are also proposed. A generalized method of moments (GMM)…
National Institute of Advanced Industrial Science and Technology（产业技术综合研究所）；Japan Science and Technology Agency（日本科学技术振兴机构）；National Institute for Materials Science（物质·材料研究机构）；The University of Tokyo（东京大学）
In this paper, we propose a new method of Bayesian measurement for spectral deconvolution, which regresses spectral data into the sum of unimodal basis function such as Gaussian or Lorentzian functions. Bayesian measurement is a framework for considering not only the target physical model but also the measurement model as a probabilistic model, and enables us to estimate the parameter of a physical model with its confidence interval through a Bayesian posterior distribution given a measurement data set. The measurement with Poisson noise is one of the most effective system to apply our propose…
We study the reknown deconvolution problem of recovering a distribution function from independent replicates (signal) additively contaminated with random errors (noise), whose distribution is known. We investigate whether a Bayesian nonparametric approach for modelling the latent distribution of the signal can yield inferences with asymptotic frequentist validity under the $L^1$-Wasserstein metric. When the error density is ordinary smooth, we develop two inversion inequalities relating either the $L^1$ or the $L^1$-Wasserstein distance between two mixture densities (of the observations) to th…
Fiducial inference, as generalized by Hannig et al. (2016), is applied to nonparametric g-modeling (Efron, 2016) in the discrete case. We propose a computationally efficient algorithm to sample from the fiducial distribution, and use the generated samples to construct point estimates and confidence intervals. We study the theoretical properties of the fiducial distribution and perform extensive simulations in various scenarios. The proposed approach yields good statistical performance in terms of the mean squared error of point estimators and the coverage of confidence intervals. Furthermore, …
Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuous time processes and discrete time models will be discussed. The key insight for the analysis is a transformation of the volatility density estimation problem to a deconvolution model for which standard methods exist. Three type of nonparametric density estimators are reviewed: …
We identify the average dose-response function (ADRF) for a continuously valued error-contaminated treatment by a weighted conditional expectation. We then estimate the weights nonparametrically by maximising a local generalised empirical likelihood subject to an expanding set of conditional moment equations incorporated into the deconvolution kernels. Thereafter, we construct a deconvolution kernel estimator of ADRF. We derive the asymptotic bias and variance of our ADRF estimator and provide its asymptotic linear expansion, which helps conduct statistical inference. To select our smoothing p…
In this paper, we propose a robust profile estimation method for the parametric and nonparametric components of a single index model when the errors have a strongly unimodal density with unknown nuisance parameter. Under regularity conditions, we derive consistency results for the link function estimators as well as consistency and asymptotic distribution results for the single index parameter estimators. Under a log--Gamma model, the sensitivity to anomalous observations is studied by means of the empirical influence curve. We also discuss a robust $K-$fold procedure to select the smoothing p…
We investigate the frequentist posterior contraction rate of nonparametric Bayesian procedures in linear inverse problems in both the mildly and severely ill-posed cases. A theorem is proved in a general Hilbert space setting under approximation-theoretic assumptions on the prior. The result is applied to non-conjugate priors, notably sieve and wavelet series priors, as well as in the conjugate setting. In the mildly ill-posed setting minimax optimal rates are obtained, with sieve priors being rate adaptive over Sobolev classes. In the severely ill-posed setting, oversmoothing the prior yields…
We consider the problem of recovering a distribution function on the real line from observations additively contaminated with errors following the standard Laplace distribution. Assuming that the latent distribution is completely unknown leads to a nonparametric deconvolution problem. We begin by studying the rates of convergence relative to the $L^2$-norm and the Hellinger metric for the direct problem of estimating the sampling density, which is a mixture of Laplace densities with a possibly unbounded set of locations: the rate of convergence for the Bayes' density estimator corresponding to…
We study the estimation of the covariance matrix $Σ$ of a $p$-dimensional normal random vector based on $n$ independent observations corrupted by additive noise. Only a general nonparametric assumption is imposed on the distribution of the noise without any sparsity constraint on its covariance matrix. In this high-dimensional semiparametric deconvolution problem, we propose spectral thresholding estimators that are adaptive to the sparsity of $Σ$. We establish an oracle inequality for these estimators under model miss-specification and derive non-asymptotic minimax convergence rates that are …
We survey classical kernel methods for providing nonparametric solutions to problems involving measurement error. In particular we outline kernel-based methodology in this setting, and discuss its basic properties. Then we point to close connections that exist between kernel methods and much newer approaches based on minimum contrast techniques. The connections are through use of the sinc kernel for kernel-based inference. This `infinite order' kernel is not often used explicitly for kernel-based deconvolution, although it has received attention in more conventional problems where measurement …
Density functions that represent sample data are often multimodal, i.e. they exhibit more than one maximum. Typically this behavior is taken to indicate that the underlying data deserves a more detailed representation as a mixture of densities with individually simpler structure. The usual specification of a component density is quite restrictive, with log-concave the most general case considered in the literature, and Gaussian the overwhelmingly typical case. It is also necessary to determine the number of mixture components \emph{a priori}, and much art is devoted to this. Here, we introduce…
