The present article is focused on the problem of prediction of student failures with the purpose of their possible prevention by timely introducing supportive measures. We propose a concept for building a predictive model based on Bayesian networks for an academic course or module taught in a blended learning format. Our empirical studies confirm that the proposed approach is perspective for the development of an early warning system for various stakeholders of the educational process.
Current developments in the statistics community suggest that modern statistics education should be structured holistically, that is, by allowing students to work with real data and to answer concrete statistical questions, but also by educating them about alternative frameworks, such as Bayesian inference. In this article, we describe how we incorporated such a holistic structure in a Bayesian research project on ordered binomial probabilities. The project was conducted with a group of three undergraduate psychology students who had basic knowledge of Bayesian statistics and programming, but …
The problem motivating the paper is the quantification of students' preferences regarding teaching/coursework quality, under certain numerical restrictions, in order to build a model for identifying, assessing and monitoring the major components of the overall academic quality. After reviewing the strengths and limitations of conjoint analysis and of the random coefficient regression model used in similar problems in the past, we propose a Bayesian beta regression model with a Dirichlet prior on the model coefficients. This approach not only allows for the incorporation of informative prior wh…
Large scale study of primary school student performance relative to their LMS activity and socioeconomic demographics using a Bayesian Additive Regression Trees containing random effects
We propose a semester-long Bayesian statistics course for undergraduate students with calculus and probability background. We cultivate students' Bayesian thinking with Bayesian methods applied to real data problems. We leverage modern Bayesian computing techniques not only for implementing Bayesian methods, but also to deepen students' understanding of the methods. Collaborative case studies further enrich students' learning and provide experience to solve open-ended applied problems. The course has an emphasis on undergraduate research, where accessible academic journal articles are read, di…
Bayesian Student-$t$ linear regression is a common robust alternative to the normal model, but its theoretical properties are not well understood. We aim to fill some gaps by providing analyses in two different asymptotic scenarios. The results allow to precisely characterize the trade-off between robustness and efficiency controlled through the degrees of freedom (at least asymptotically).
Student-$t$ processes have recently been proposed as an appealing alternative non-parameteric function prior. They feature enhanced flexibility and predictive variance. In this work the use of Student-$t$ processes are explored for multi-objective Bayesian optimization. In particular, an analytical expression for the hypervolume-based probability of improvement is developed for independent Student-$t$ process priors of the objectives. Its effectiveness is shown on a multi-objective optimization problem which is known to be difficult with traditional Gaussian processes.
Insurance risks data typically exhibit skewed behaviour. In this paper, we propose a Bayesian approach to capture the main features of these datasets. This work extends the methodology introduced in Villa and Walker (2014a) by considering an extra parameter which captures the skewness of the data. In particular, a skewed Student-t distribution is considered. Two datasets are analysed: the Danish fire losses and the US indemnity loss. The analysis is carried with an objective Bayesian approach. For the discrete parameter representing the number of the degrees of freedom, we adopt a novel prior …
This paper describes a new Bayesian interpretation of a class of skew--Student $t$ distributions. We consider a hierarchical normal model with unknown covariance matrix and show that by imposing different restrictions on the parameter space, corresponding Bayes predictive density estimators under Kullback-Leibler loss function embrace some well-known skew--Student $t$ distributions. We show that obtained estimators perform better in terms of frequentist risk function over regular Bayes predictive density estimators. We apply our proposed methods to estimate future densities of medical data: th…
As an automatic method of determining model complexity using the training data alone, Bayesian linear regression provides us a principled way to select hyperparameters. But one often needs approximation inference if distribution assumption is beyond Gaussian distribution. In this paper, we propose a Bayesian linear regression model with Student-t assumptions (BLRS), which can be inferred exactly. In this framework, both conjugate prior and expectation maximization (EM) algorithm are generalized. Meanwhile, we prove that the maximum likelihood solution is equivalent to the standard Bayesian lin…
Enhancing the use of family planning service statistics using a Bayesian modelling approach to inform estimates of modern contraceptive use in low- and middle-income countries
The choice of the prior distribution is a key aspect of Bayesian analysis. For the spatial regression setting a subjective prior choice for the parameters may not be trivial, from this perspective, using the objective Bayesian analysis framework a reference is introduced for the spatial Student-t regression model with unknown degrees of freedom. The spatial Student-t regression model poses two main challenges when eliciting priors: one for the spatial dependence parameter and the other one for the degrees of freedom. It is well-known that the propriety of the posterior distribution over object…
Cross-validation can be used to measure a model's predictive accuracy for the purpose of model comparison, averaging, or selection. Standard leave-one-out cross-validation (LOO-CV) requires that the observation model can be factorized into simple terms, but a lot of important models in temporal and spatial statistics do not have this property or are inefficient or unstable when forced into a factorized form. We derive how to efficiently compute and validate both exact and approximate LOO-CV for any Bayesian non-factorized model with a multivariate normal or Student-t distribution on the outcom…
In this paper, we propose a model of the dynamics of the blood glucose level during an Oral Glucose Tolerance Test (OGTT). This dynamic includes the action of insulin and glucagon in the glucose homeostasis process as the reaction of an oral stimulus. We propose a Bayesian approach in the inference of five parameters related to insulin secretion, glucagon secretion, gastrointestinal emptying, and basal glucose level. Two insulin indicators related to the glucose level in blood and in the gastrointestinal tract allow us to suggest a classification for patients with impaired insulin sensitivity.
SigOpt Inc.（SigOpt公司）；Centro Universitario de la Defensa, Zaragoza（萨拉戈萨国防大学中心）
Bayesian optimization has recently attracted the attention of the automatic machine learning community for its excellent results in hyperparameter tuning. BO is characterized by the sample efficiency with which it can optimize expensive black-box functions. The efficiency is achieved in a similar fashion to the learning to learn methods: surrogate models (typically in the form of Gaussian processes) learn the target function and perform intelligent sampling. This surrogate model can be applied even in the presence of noise; however, as with most regression methods, it is very sensitive to outl…
In this paper, conditional data augmentation (DA) is investigated for the degrees of freedom parameter $ν$ of a Student-$t$ distribution. Based on a restricted version of the expected augmented Fisher information, it is conjectured that the ancillarity DA is progressively more efficient for MCMC estimation than the sufficiency DA as $ν$ increases; with the break even point lying at as low as $ν\approx4$. The claim is examined further and generalized through a large simulation study and a application to U.S. macroeconomic time series. Finally, the ancillarity-sufficiency interweaving strategy i…
Bayesian Statistical Modeling in Action for Estimation and Forecasting in Low- and Middle-income Countries: The Case of the Family Planning Estimation Tool
This work investigates the effects of using the independent Jeffreys prior for the degrees of freedom parameter of a Student-t model in the asymmetric generalised autoregressive conditional heteroskedasticity (GARCH) model. To capture asymmetry in the reaction to past shocks, smooth transition models are assumed for the variance. We adopt the fully Bayesian approach for inference, prediction and model selection We discuss problems related to the estimation of degrees of freedom in the Student-t model and propose a solution based on independent Jeffreys priors which correct problems in the like…
Measurement of well-being has been a highly debated topic since the end of the last century. While some specific aspects are still open issues, a multidimensional approach as well as the construction of shared and well-rooted systems of indicators are now accepted as the main route to measure this complex phenomenon. A meaningful effort, in this direction, is that of the Italian "Equitable and Sustainable Well-being" (BES) system of indicators, developed by the Italian National Institute of Statistics (ISTAT) and the National Council for Economics and Labour (CNEL). The BES framework comprises…
In the field of quality of health care measurement, one approach to assessing patient sickness at admission involves a logistic regression of mortality within 30 days of admission on a fairly large number of sickness indicators (on the order of 100) to construct a sickness scale, employing classical variable selection methods to find an ``optimal'' subset of 10--20 indicators. Such ``benefit-only'' methods ignore the considerable differences among the sickness indicators in cost of data collection, an issue that is crucial when admission sickness is used to drive programs (now implemented or u…
Many panel studies collect refreshment samples---new, randomly sampled respondents who complete the questionnaire at the same time as a subsequent wave of the panel. With appropriate modeling, these samples can be leveraged to correct inferences for biases caused by non-ignorable attrition. We present such a model when the panel includes many categorical survey variables. The model relies on a Bayesian latent pattern mixture model, in which an indicator for attrition and the survey variables are modeled jointly via a latent class model. We allow the multinomial probabilities within classes to …
Model evaluation -- the process of making inferences about the performance of predictive models -- is a critical component of predictive modeling research in learning analytics. We survey the state of the practice with respect to model evaluation in learning analytics, which overwhelmingly uses only naive methods for model evaluation or statistical tests which are not appropriate for predictive model evaluation. We conduct a critical comparison of both null hypothesis significance testing (NHST) and a preferred Bayesian method for model evaluation. Finally, we apply three methods -- the na{ï}v…
College of Information and Computer Sciences, University of Massachusetts, Amherst（马萨诸塞大学阿默斯特分校信息与计算机科学学院）
Bayesian Dark Knowledge is a method for compressing the posterior predictive distribution of a neural network model into a more compact form. Specifically, the method attempts to compress a Monte Carlo approximation to the parameter posterior into a single network representing the posterior predictive distribution. Further, the authors show that this approach is successful in the classification setting using a student network whose architecture matches that of a single network in the teacher ensemble. In this work, we examine the robustness of Bayesian Dark Knowledge to higher levels of poster…
University of Massachusetts Amherst（马萨诸塞大学阿默斯特分校）；US Army Research Laboratory（美国陆军研究实验室）
In this paper, we present a general framework for distilling expectations with respect to the Bayesian posterior distribution of a deep neural network classifier, extending prior work on the Bayesian Dark Knowledge framework. The proposed framework takes as input "teacher" and student model architectures and a general posterior expectation of interest. The distillation method performs an online compression of the selected posterior expectation using iteratively generated Monte Carlo samples. We focus on the posterior predictive distribution and expected entropy as distillation targets. We inve…
In this paper, a generalized multivariate Student-t mixture model is developed for classification and clustering of Low Probability of Intercept radar waveforms. A Low Probability of Intercept radar signal is characterized by a pulse compression waveform which is either frequency-modulated or phase-modulated. The proposed model can classify and cluster different modulation types such as linear frequency modulation, non linear frequency modulation, polyphase Barker, polyphase P1, P2, P3, P4, Frank and Zadoff codes. The classification method focuses on the introduction of a new prior distributio…
Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied successfully in many applications, modern optimisation tasks usher in new challenges where conventional methods fail spectacularly. In this work, we present Dragonfly, an open source Python library for scalable and robust BO. Dragonfly incorporates multiple recently developed methods that allow BO to be applied in challenging real world settings; these include…
This paper presents an overview of some of the concepts of Bayesian Learning. The number of scientific and industrial applications of Bayesian learning has been growing in size rapidly over the last few decades. This process has started with the wide use of Markov Chain Monte Carlo methods that emerged as a dominant computational technique for Bayesian in the early 1990's. Since then Bayesian learning has spread well across several fields from robotics and machine learning to medical applications. This paper provides an overview of some of the widely used concepts and shows several application…
Regression models with fat-tailed error terms are an increasingly popular choice to obtain more robust inference to the presence of outlying observations. This article focuses on Bayesian inference for the Student-$t$ linear regression model under objective priors that are based on the Jeffreys rule. Posterior propriety results presented in Fonseca et al. (2008) are revisited and corrected. In particular, it is shown that the standard Jeffreys-rule prior precludes the existence of a proper posterior distribution.
In this study we present an application which can be accessed via www.excellence-networks.net and which represents networks of scientific institutions worldwide. The application is based on papers (articles, reviews and conference papers) published between 2007 and 2011. It uses (network) data, on which the SCImago Institutions Ranking is based (Scopus data from Elsevier). Using this data, institutional networks have been estimated with statistical models (Bayesian multilevel logistic regression, BMLR) for a number of Scopus subject areas. Within single subject areas, we have investigated and …
Gaussian process priors are commonly used in aerospace design for performing Bayesian optimization. Nonetheless, Gaussian processes suffer two significant drawbacks: outliers are a priori assumed unlikely, and the posterior variance conditioned on observed data depends only on the locations of those data, not the associated sample values. Student's-T processes are a generalization of Gaussian processes, founded on the Student's-T distribution instead of the Gaussian distribution. Student's-T processes maintain the primary advantages of Gaussian processes (kernel function, analytic update rule)…
Additive Bayesian networks are types of graphical models that extend the usual Bayesian generalized linear model to multiple dependent variables through the factorisation of the joint probability distribution of the underlying variables. When fitting an ABN model, the choice of the prior of the parameters is of crucial importance. If an inadequate prior - like a too weakly informative one - is used, data separation and data sparsity lead to issues in the model selection process. In this work a simulation study between two weakly and a strongly informative priors is presented. As weakly informa…
With the advent of structured data in the form of social networks, genetic circuits and protein interaction networks, statistical analysis of networks has gained popularity over recent years. Stochastic block model constitutes a classical cluster-exhibiting random graph model for networks. There is a substantial amount of literature devoted to proposing strategies for estimating and inferring parameters of the model, both from classical and Bayesian viewpoints. Unlike the classical counterpart, there is however a dearth of theoretical results on the accuracy of estimation in the Bayesian setti…
Non-reversible Markov chain Monte Carlo methods often outperform their reversible counterparts in terms of asymptotic variance of ergodic averages and mixing properties. Lifting the state-space (Chen et al., 1999; Diaconis et al., 2000) is a generic technique for constructing such samplers. The idea is to think of the random variables we want to generate as position variables and to associate to them direction variables so as to design Markov chains which do not have the diffusive behaviour often exhibited by reversible schemes. In this paper, we explore the benefits of using such ideas in the…
The Net Promoter Score is a simple measure used by several companies as indicator of customer loyalty. Studies that address the statistical properties of this measure are still scarce and none of them considered the sample size determination problem. We adopt a Bayesian approach to provide point and interval estimators for the Net Promoter Score and discuss the determination of the sample size. Computational tools were implemented to use this methodology in practice. An illustrative example with data from financial services is also presented.
We present an active-learning strategy for undergraduates that applies Bayesian analysis to candy-covered chocolate $\text{m&m's}^\circledR$. The exercise is best suited for small class sizes and tutorial settings, after students have been introduced to the concepts of Bayesian statistics. The exercise takes advantage of the non-uniform distribution of $\text{m&m's}^\circledR~$ colours, and the difference in distributions made at two different factories. In this paper, we provide the intended learning outcomes, lesson plan and step-by-step guide for instruction, and open-source teaching materi…
We are concerned with modeling the strength of links in networks by taking into account how often those links are used. Link usage is a strong indicator of how closely two nodes are related, but existing network models in Bayesian Statistics and Machine Learning are able to predict only wether a link exists at all. As priors for latent attributes of network nodes we explore the Chinese Restaurant Process (CRP) and a multivariate Gaussian with fixed dimensionality. The model is applied to a social network dataset and a word coocurrence dataset.
Robust estimation is an important and timely research subject. In this paper, we investigate performance lower bounds on the mean-square-error (MSE) of any estimator for the Bayesian linear model, corrupted by a noise distributed according to an i.i.d. Student's t-distribution. This class of prior parametrized by its degree of freedom is relevant to modelize either dense or sparse (accounting for outliers) noise. Using the hierarchical Normal-Gamma representation of the Student's t-distribution, the Van Trees' Bayesian Cramér-Rao bound (BCRB) on the amplitude parameters is derived. Furthermore…
