Linear regression with the classical normality assumption for the error distribution may lead to an undesirable posterior inference of regression coefficients due to the potential outliers. This paper considers the finite mixture of two components with thin and heavy tails as the error distribution, which has been routinely employed in applied statistics. For the heavily-tailed component, we introduce the novel class of distributions; their densities are log-regularly varying and have heavier tails than those of Cauchy distribution, yet they are expressed as a scale mixture of normal distributions and enable the efficient posterior inference by Gibbs sampler. We prove the robustness to outliers of the posterior distributions under the proposed models with a minimal set of assumptions, which justifies the use of shrinkage priors with unbounded densities for the coefficient vector in the presence of outliers. The extensive comparison with the existing methods via simulation study shows the improved performance of our model in point and interval estimation, as well as its computational efficiency. Further, we confirm the posterior robustness of our method in the empirical study with the shrinkage priors for regression coefficients.
This article introduces a k-Inflated Negative Binomial mixture distribution/regression model as a more flexible alternative to zero-inflated Poisson distribution/regression model. An EM algorithm has been employed to estimate the model's parameters. Then, such new model along with a Pareto mixture model have been employed to design an optimal rate--making system. Namely, this article employs number/size of reported claims of Iranian third party insurance dataset. Then, it employs the k-Inflated Negative Binomial mixture distribution/regression model as well as other well developed counting mod…
In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture corresponds to one possible model within the symmetrical class of normal independent distributions. Naturally, the Gaussian model is one of the possibilities. This allows for a simultaneous analysis based on the posterior probability of each model. Inference is performed via Markov chain Monte Carlo - a Gibbs sampler with Metropolis-Hastings steps for a clas…
Assuming an exponential power distribution is one way to deal with outliers in regression and clustering, which can increase the robustness of the analysis. Gaussian distribution is a special case of an exponential distribution. And an exponential power distribution can be viewed as a scale mixture of normal distributions. Thus, model selection methods developed for the Gaussian mixture model can be easily extended for the exponential power mixture model. Moreover, Gaussian mixture models tend to select more components than exponential power mixture models in real-world cases, which means expo…
Bayesian computation of high dimensional linear regression models with a popular Gaussian scale mixture prior distribution using Markov Chain Monte Carlo (MCMC) or its variants can be extremely slow or completely prohibitive due to the heavy computational cost that grows in the cubic order of p, with p as the number of features. Although a few recently developed algorithms make the computation efficient in presence of a small to moderately large sample size (with the complexity growing in the cubic order of n), the computation becomes intractable when sample size n is also large. In this artic…
A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression having a thin plate spline prior with its own smoothing parameter and with the mixture weights depending on the covariates. The estimator is compared to a single spline estimator and to a recently proposed locally adaptive estimator. The methodology is illustrated by applying it to both simulated and real examples.
Humans are routinely exposed to mixtures of chemical and other environmental factors, making the quantification of health effects associated with environmental mixtures a critical goal for establishing environmental policy sufficiently protective of human health. The quantification of the effects of exposure to an environmental mixture poses several statistical challenges. It is often the case that exposure to multiple pollutants interact with each other to affect an outcome. Further, the exposure-response relationship between an outcome and some exposures, such as some metals, can exhibit com…
Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are heterogeneous in the sense of harboring distributional differences between latent groups. Then, the assumption that the conditional distribution of response Y given features X is the same for all samples may not hold. Furthermore, in scientific applications, the covariance structure of the features may contain important signals and its learning is also affected by latent group structure. We propose a class of mixture …
Consider a set of categorical variables where at least one of them is binary. The log-linear model that describes the counts in the resulting contingency table implies a specific logistic regression model, with the binary variable as the outcome. Within the Bayesian framework, the $g$-prior and mixtures of $g$-priors are commonly assigned to the parameters of a generalized linear model. We prove that assigning a $g$-prior (or a mixture of $g$-priors) to the parameters of a certain log-linear model designates a $g$-prior (or a mixture of $g$-priors) on the parameters of the corresponding logist…
We present an extension of the functional data analysis framework for univariate functions to the analysis of surfaces: functions of two variables. The spatial spline regression (SSR) approach developed can be used to model surfaces that are sampled over a rectangular domain. Furthermore, combining SSR with linear mixed effects models (LMM) allows for the analysis of populations of surfaces, and combining the joint SSR-LMM method with finite mixture models allows for the analysis of populations of surfaces with sub-family structures. Through the mixtures of spatial splines regressions (MSSR) a…
Normalized compound random measures are flexible nonparametric priors for related distributions. We consider building general nonparametric regression models using normalized compound random measure mixture models. Posterior inference is made using a novel pseudo-marginal Metropolis-Hastings sampler for normalized compound random measure mixture models. The algorithm makes use of a new general approach to the unbiased estimation of Laplace functionals of compound random measures (which includes completely random measures as a special case). The approach is illustrated on problems of density re…
In regression models, predictor variables with inherent ordering, such as tumor staging ranging and ECOG performance status, are commonly seen in medical settings. Statistically, it may be difficult to determine the functional form of an ordinal predictor variable. Often, such a variable is dichotomized based on whether it is above or below a certain cutoff. Other methods conveniently treat the ordinal predictor as a continuous variable and assume a linear relationship with the outcome. However, arbitrarily choosing a method may lead to inaccurate inference and treatment. In this paper, we pro…
In this work we discuss the progress of Bayesian quantile regression models since their first proposal and we discuss the importance of all parameters involved in the inference process. Using a representation of the asymmetric Laplace distribution as a mixture of a normal and an exponential distribution, we discuss the relevance of the presence of a scale parameter to control for the variance in the model. Besides that we consider the posterior distribution of the latent variable present in the mixture representation to showcase outlying observations given the Bayesian quantile regression fits…
We propose a general nonparametric Bayesian framework for binary regression, which is built from modeling for the joint response-covariate distribution. The observed binary responses are assumed to arise from underlying continuous random variables through discretization, and we model the joint distribution of these latent responses and the covariates using a Dirichlet process mixture of multivariate normals. We show that the kernel of the induced mixture model for the observed data is identifiable upon a restriction on the latent variables. To allow for appropriate dependence structure while f…
Greater understanding of the pathways through which an environmental mixture operates is important to design effective interventions. We present new methodology to estimate natural direct and indirect effects and controlled direct effects of a complex mixture exposure on an outcome through a mediator variable. We implement Bayesian Kernel Machine Regression (BKMR) to allow for all possible interactions and nonlinear effects of (1) the co-exposures on the mediator, (2) the co-exposures and mediator on the outcome, and (3) selected covariates on the mediator and/or outcome. From the posterior pr…
Maternal exposure to environmental chemicals during pregnancy can alter birth and children's health outcomes. Research seeks to identify critical windows, time periods when the exposures can change future health outcomes, and estimate the exposure-response relationship. Existing statistical approaches focus on estimation of the association between maternal exposure to a single environmental chemical observed at high-temporal resolution, such as weekly throughout pregnancy, and children's health outcomes. Extending to multiple chemicals observed at high temporal resolution poses a dimensionalit…
We present a new mixture model-based discriminant analysis approach for functional data using a specific hidden process regression model. The approach allows for fitting flexible curve-models to each class of complex-shaped curves presenting regime changes. The model parameters are learned by maximizing the observed-data log-likelihood for each class by using a dedicated expectation-maximization (EM) algorithm. Comparisons on simulated data with alternative approaches show that the proposed approach provides better results.
University of Ljubljana（卢布尔雅那大学）；Slovenian Environment Agency（斯洛文尼亚环境署）；Tampere University（坦佩雷大学）
We investigate a novel non-parametric regression-based clustering algorithm for longitudinal data analysis. Combining natural cubic splines with Gaussian mixture models (GMM), the algorithm can produce smooth cluster means that describe the underlying data well. However, there are some shortcomings in the algorithm: high computational complexity in the parameter estimation procedure and a numerically unstable variance estimator. Therefore, to further increase the usability of the method, we incorporated approaches to reduce its computational complexity, we developed a new, more stable variance…
We present neural mixture distributional regression (NMDR), a holistic framework to estimate complex finite mixtures of distributional regressions defined by flexible additive predictors. Our framework is able to handle a large number of mixtures of potentially different distributions in high-dimensional settings, allows for efficient and scalable optimization and can be applied to recent concepts that combine structured regression models with deep neural networks. While many existing approaches for mixture models address challenges in optimization of such and provide results for convergence u…
Université de Toulon（土伦大学）；Aix Marseille Université（艾克斯-马赛大学）；ENSAM（国立高等工程技术学院）；Institut Universitaire de France（法国大学研究院）；IFSTTAR（法国交通与安全科学技术研究所）
In this paper, we study the modeling and the classification of functional data presenting regime changes over time. We propose a new model-based functional mixture discriminant analysis approach based on a specific hidden process regression model that governs the regime changes over time. Our approach is particularly adapted to handle the problem of complex-shaped classes of curves, where each class is potentially composed of several sub-classes, and to deal with the regime changes within each homogeneous sub-class. The proposed model explicitly integrates the heterogeneity of each class of cu…
There is wide interest in studying how the distribution of a continuous response changes with a predictor. We are motivated by environmental applications in which the predictor is the dose of an exposure and the response is a health outcome. A main focus in these studies is inference on dose levels associated with a given increase in risk relative to a baseline. Popular methods either dichotomize the continuous response or focus on modeling changes with the dose in the expectation of the outcome. Such choices may lead to information loss and provide inaccurate inference on dose-response relati…
We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error distributions are assumed to be convolutions of a Gaussian density. We construct uniformly consistent estimators under general conditions while simultaneously highlighting several pain points in extending existing pointwise consistency results to uniform results. The resulting analysis turns out to be nontrivial, and several novel technical tools are developed along the…
Aix Marseille Université（艾克斯-马赛大学）；Université de Toulon（土伦大学）
This paper introduces a novel mixture model-based approach for simultaneous clustering and optimal segmentation of functional data which are curves presenting regime changes. The proposed model consists in a finite mixture of piecewise polynomial regression models. Each piecewise polynomial regression model is associated with a cluster, and within each cluster, each piecewise polynomial component is associated with a regime (i.e., a segment). We derive two approaches for learning the model parameters. The former is an estimation approach and consists in maximizing the observed-data likelihood …
Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture of linear regressions, a simple instance of a discriminative latent-variable model. Our approach relies on a low-rank linear regression to recover a symmetric tensor, which can be factorized into the parameters using a tensor power method. We prove rates of convergence for our estimator and provide an empirical evaluation illustrating its strengths relative t…
We propose a kernel mixture of polynomials prior for Bayesian nonparametric regression. The regression function is modeled by local averages of polynomials with kernel mixture weights. We obtain the minimax-optimal rate of contraction of the full posterior distribution up to a logarithmic factor that adapts to the smoothness level of the true function by estimating metric entropies of certain function classes. We also provide a frequentist sieve maximum likelihood estimator with a near-optimal convergence rate. We further investigate the application of the kernel mixture of polynomials to the …
This paper deals with the extreme value analysis for the triangular arrays, which appear when some parameters of the mixture model vary as the number of observations grow. When the mixing parameter is small, it is natural to associate one of the components with "an impurity" (in case of regularly varying distribution, "heavy-tailed impurity"), which "pollutes" another component. We show that the set of possible limit distributions is much more diverse than in the classical Fisher-Tippett-Gnedenko theorem, and provide the numerical examples showing the efficiency of the proposed model for study…
When constructing a Bayesian Machine Learning model, we might be faced with multiple different prior distributions and thus are required to properly consider them in a sensible manner in our model. While this situation is reasonably well explored for classical Bayesian Statistics, it appears useful to develop a corresponding method for complex Machine Learning problems. Given their underlying Bayesian framework and their widespread popularity, Gaussian Processes are a good candidate to tackle this task. We therefore extend the idea of Mixture models for Gaussian Process regression in order to …
PReMiuM is a recently developed R package for Bayesian clustering using a Dirichlet process mixture model. This model is an alternative to regression models, non-parametrically linking a response vector to covariate data through cluster membership. The package allows Bernoulli, Binomial, Poisson, Normal and categorical response, as well as Normal and discrete covariates. Additionally, predictions may be made for the response, and missing values for the covariates are handled. Several samplers and label switching moves are implemented along with diagnostic tools to assess convergence. A number …
We propose a practical and scalable Gaussian process model for large-scale nonlinear probabilistic regression. Our mixture-of-experts model is conceptually simple and hierarchically recombines computations for an overall approximation of a full Gaussian process. Closed-form and distributed computations allow for efficient and massive parallelisation while keeping the memory consumption small. Given sufficient computing resources, our model can handle arbitrarily large data sets, without explicit sparse approximations. We provide strong experimental evidence that our model can be applied to lar…
We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean function estimate. We also give examples for when those conditions hold, including models for compactly supported continuous distributions and a model with continuous covariates and categorical response. We empirically analyze the properties of the DP-GLM and why it provides better…
This paper considers the problem of mismeasured categorical covariates in the context of regression modeling; if unaccounted for, such misclassification is known to result in misestimation of model parameters. Here, we exploit the fact that explicitly modeling covariate misclassification leads to a mixture representation. Assuming common parametric families for the mixture components, and assuming that the misclassification occurrence is independent of the response variable, the mixture representation permits model parameters to be identified even when misclassification probabilities are unkno…
In the problem of selecting variables in a multivariate linear regression model, we derive new Bayesian information criteria based on a prior mixing a smooth distribution and a delta distribution. Each of them can be interpreted as a fusion of the Akaike information criterion (AIC) and the Bayesian information criterion (BIC). Inheriting their asymptotic properties, our information criteria are consistent in variable selection in both the large-sample and the high-dimensional asymptotic frameworks. In numerical simulations, variable selection methods based on our information criteria choose th…
Massive informations about individual (household, small and medium enterprise) consumption are now provided with new metering technologies and the smart grid. Two major exploitations of these data are load profiling and forecasting at different scales on the grid. Customer segmentation based on load classification is a natural approach for these purposes. We propose here a new methodology based on mixture of high-dimensional regression models. The novelty of our approach is that we focus on uncovering classes or clusters corresponding to different regression models. As a consequence, these cla…
In regional economics research, a problem of interest is to detect similarities between regions, and estimate their shared coefficients in economics models. In this article, we propose a mixture of finite mixtures (MFM) clustered regression model with auxiliary covariates that account for similarities in demographic or economic characteristics over a spatial domain. Our Bayesian construction provides both inference for number of clusters and clustering configurations, and estimation for parameters for each cluster. Empirical performance of the proposed model is illustrated through simulation e…
This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback--Leibler distance by different specifications of finite mixtures of normal regressions in which normal means and variances and mixing probabilities can depend on variables in the conditioning set (covariates). These models are a special case of models known as "mixtures of experts" in statistics and computer science literature. Flexible specifications include models in which only mixing probabilities, modeled by multinomial logit, depend on the covariates and, in the univ…
We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly constructed. In particular, we show that adaptation is achieved if a kernel mixture prior on a regression function is constructed using a Gaussian kernel, an inverse gamma bandwidth, and Gaussian mixing weights.
Most of applied statistics involves regression analysis of data. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and ca…
We study full Bayesian procedures for sparse linear regression when errors have a symmetric but otherwise unknown distribution. The unknown error distribution is endowed with a symmetrized Dirichlet process mixture of Gaussians. For the prior on regression coefficients, a mixture of point masses at zero and continuous distributions is considered. We study behavior of the posterior with diverging number of predictors. Conditions are provided for consistency in the mean Hellinger distance. The compatibility and restricted eigenvalue conditions yield the minimax convergence rate of the regression…
In this article, we introduce a new variable selection technique through trimming for finite mixture of regression models. Compared to the traditional variable selection techniques, the new method is robust and not sensitive to outliers. The estimation algorithm is introduced and numerical studies are conducted to examine the finite sample performance of the proposed procedure and to compare it with other existing methods.
