Selecting the appropriate number of clusters is a critical step in applying clustering algorithms. To assist in this process, various cluster validity indices (CVIs) have been developed. These indices are designed to identify the optimal number of clusters within a dataset. However, users may not always seek the absolute optimal number of clusters but rather a secondary option that better aligns with their specific applications. This realization has led us to introduce a Bayesian cluster validity index (BCVI), which builds upon existing indices. The BCVI utilizes either Dirichlet or generalized Dirichlet priors, resulting in the same posterior distribution. We evaluate our BCVI using the Wiroonsri index for hard clustering and the Wiroonsri-Preedasawakul index for soft clustering as underlying indices. We compare the performance of our proposed BCVI with that of the original underlying indices and several other existing CVIs, including Davies-Bouldin, Starczewski, Xie-Beni, and KWON2 indices. Our BCVI offers clear advantages in situations where user expertise is valuable, allowing users to specify their desired range for the final number of clusters. To illustrate this, we conduct experiments classified into three different scenarios. Additionally, we showcase the practical applicability of our approach through real-world datasets, such as MRI brain tumor images. These tools will be published as a new R package 'BayesCVI'.
Deep neural networks (DNN) are versatile parametric models utilised successfully in a diverse number of tasks and domains. However, they have limitations---particularly from their lack of robustness and over-sensitivity to out of distribution samples. Bayesian Neural Networks, due to their formulation under the Bayesian framework, provide a principled approach to building neural networks that address these limitations. This paper describes a study that empirically evaluates and compares Bayesian Neural Networks to their equivalent point estimate Deep Neural Networks to quantify the predictive …
Asymptotic theory of tail index estimation has been studied extensively in the frequentist literature on extreme values, but rarely in the Bayesian context. We investigate whether popular Bayesian kernel mixture models are able to support heavy tailed distributions and consistently estimate the tail index. We show that posterior inconsistency in tail index is surprisingly common for both parametric and nonparametric mixture models. We then present a set of sufficient conditions under which posterior consistency in tail index can be achieved, and verify these conditions for Pareto mixture model…
To the frequentist who computes posteriors, not all priors are useful asymptotically: in this paper Schwartz's 1965 Kullback-Leibler condition is generalised to enable frequentist interpretation of convergence of posterior distributions with the complex models and often dependent datasets in present-day statistical applications. We prove four simple and fully general frequentist theorems, for posterior consistency; for posterior rates of convergence; for consistency of the Bayes factor in hypothesis testing or model selection; and a theorem to obtain confidence sets from credible sets. The lat…
It is known that describing or calculating the conditional probabilities of multiple events is exponentially expensive. In this work, Bayesian tensor network (BTN) is proposed to efficiently capture the conditional probabilities of multiple sets of events with polynomial complexity. BTN is a directed acyclic graphical model that forms a subset of TN. To testify its validity for exponentially many events, BTN is implemented to the image recognition, where the classification is mapped to capturing the conditional probabilities in an exponentially large sample space. Competitive performance is ac…
A key issue in science is assessing robustness to data analysis choices, while avoiding selective reporting and providing valid inference. Specification Curve Analysis is a tool intended to prevent selective reporting. Alas, when used for inference it can create severe biases and false positives, due to wrongly adjusting for covariates, and mask important treatment effect heterogeneity. As our motivating application, it led an influential study to conclude there is no relevant association between technology use and teenager mental well-being. We discuss these issues and propose a strategy for …
In the context of Bayesian factor analysis, it is possible to compute mean plausible values, which might be used as covariates or predictors or in order to provide individual scores for the Bayesian latent variables. Previous simulation studies ascertained the validity of the plausible values by the mean squared difference of the plausible values and the generating factor scores. However, the generating factor scores are unknown in empirical studies so that an indicator that is solely based on model parameters is needed in order to evaluate the validity of factor score estimates in empirical s…
The problem of deciding whether two samples arise from the same distribution is often the question of interest in many research investigations. Numerous statistical methods have been devoted to this issue, but only few of them have considered a Bayesian nonparametric approach. We propose a nonparametric Bayesian index (WIKS) which has the goal of quantifying the difference between two populations $P_1$ and $P_2$ based on samples from them. The WIKS index is defined by a weighted posterior expectation of the Kolmogorov-Smirnov distance between $P_1$ and $P_2$ and, differently from most existing…
Measuring the robustness of the journal h-index with respect to publication and citation values: A Bayesian sensitivity analysis
Braun et al.（2006）建议使用h指数作为期刊影响因子（IF）的替代方法来评定期刊。本文利用数学模型对期刊h指数对期刊发表/被引数变化的影响进行了基于贝叶斯的敏感性分析。h指数的敏感性对于引文数量的变化最为明显，几乎所有模型都显示出类似的行为模式，并且独立于研究领域。一般来说，h指数被发现对引用分布的第25个百分位数的引用变化具有鲁棒性，之后会膨胀其值。
It is proposed in the literature that in some complicated problems maximum likelihood estimates (MLE) are not suitable or even do not exist. An alternative to MLE for estimation of the parameters is the Bayesian method. The Markov chain Monte Carlo (MCMC) simulation procedure is designed to fit Bayesian models. Bayesian method like classical method (MLE) has advantages and disadvantages. One of the advantages of Bayesian method over MLE method is the ability of saving the information included in past data through the posterior distributions of the model parameters to be used for modelling futu…
我们研究了贝叶斯一致性的速度分层先验模型的指标集和密度模型的先验权重为每个选择的模型指标。Ghosal，Lessons和Van der Vaart [2]已经得到了关于所得后验分布收敛速率的一般非概率定理。我们将他们的结果推广到几乎必然的断言。作为一个应用，我们研究了有限个模型的对数样条密度，得到了当观测值的真密度属于Hölder空间$C^γ[0,1]$时，Bayes方法达到最优极小极大收敛率$n^{-γ/(2γ+1)}$.这加强了[1; 2]中的一个结果。我们还研究了模型指数的后验分布的一致性，并给出了保证后验分布的质量集中在最佳模型指数附近的条件。
In the era of big data, variable selection is a key technology for handling high-dimensional problems with a small sample size but a large number of covariables. Different variable selection methods were proposed for different models, such as linear model, logistic model and generalized linear model. However, fewer works focused on variable selection for single index models, especially, for single index logistic model, due to the difficulty arose from the unknown link function and the slow mixing rate of MCMC algorithm for traditional logistic model. In this paper, we proposed a Bayesian varia…
University of Maryland, College Park（马里兰大学帕克分校）；North Carolina State University（北卡罗来纳州立大学）；The University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校）
In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Matérn family of covariance functions. We use some tools from information geometry to improve the efficiency and the computational aspects of the Bayesian learning model. We particularly show how a Bayesian inference with a Gaussian process prior (covariance parameters estimation and prediction) can be put into action on the space of probability density functions. Our framework has the capacity of classifiying and infering on data observations that lie on nonlinear subspaces.…
We propose a model of brain atrophy as a function of high-dimensional genetic information and low dimensional covariates such as gender, age, APOE gene, and disease status. A nonparametric single-index Bayesian model of high dimension is proposed to model the relationship with B-spline series prior on the unknown functions and Dirichlet process scale mixture of centered normal prior on the distributions of the random effects. The posterior rate of contraction without the random effect is established for a fixed number of regions and time points with increasing sample size. We implement an effi…
We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous across science and engineering applications, for example in the context of Bayesian inference where a physics-based model governed by an intractable partial differential equation (PDE) appears in the likelihood. A multi-index Sequential Monte Carlo (MISMC) method is used to construct ratio estimators which provably enjoy the complexity improvements of multi-…
We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a hyperparameter that quantifies regularity. By introducing two auxiliary problems, we construct an empirical Bayes method and prove that this method can automatically select the hyperparameter. In addition, we show that this adaptive Bayes procedure provides optimal contraction rates up to a slowly varying term and an arbitrarily small constant, without knowledge…
When faced with high frequency streams of data, clustering raises theoretical and algorithmic pitfalls. We introduce a new and adaptive online clustering algorithm relying on a quasi-Bayesian approach, with a dynamic (i.e., time-dependent) estimation of the (unknown and changing) number of clusters. We prove that our approach is supported by minimax regret bounds. We also provide an RJMCMC-flavored implementation (called PACBO, see https://cran.r-project.org/web/packages/PACBO/index.html) for which we give a convergence guarantee. Finally, numerical experiments illustrate the potential of our …
We review and contrast frequentist and Bayesian definitions of tolerance regions. We give conditions under which for large samples a Bayesian region also has frequentist validity, and study the latter for smaller samples in a simulation study. We discuss a computational strategy for computing a Bayesian two-sided tolerance interval for a Gaussian future variable, and apply this to the case of possibly unbalanced linear mixed models. We illustrate the method on a quality control experiment from the pharmaceutical industry.
Mixed modeling of extreme values and random effects is relatively unexplored topic. Computational difficulties in using the maximum likelihood method for mixed models and the fact that maximum likelihood method uses available data and does not use the prior information motivate us to use Bayesian method. Our simulation studies indicate that random effects modeling produces more reliable estimates when heterogeneity is present. The application of the proposed model to the climate data and return values of some economic indexes reveals the same pattern as the simulation results and confirms the …
We consider a sparse linear regression model with unknown symmetric error under the high-dimensional setting. The true error distribution is assumed to belong to the locally $β$-Hölder class with an exponentially decreasing tail, which does not need to be sub-Gaussian. We obtain posterior convergence rates of the regression coefficient and the error density, which are nearly optimal and adaptive to the unknown sparsity level. Furthermore, we derive the semi-parametric Bernstein-von Mises (BvM) theorem to characterize asymptotic shape of the marginal posterior for regression coefficients. Under…
We propose a quasi-Bayesian method to conduct inference for the production frontier. This approach combines multiple first-stage extreme quantile estimates by the quasi-Bayesian method to produce the point estimate and confidence interval for the production frontier. We show the asymptotic properties of the proposed estimator and the validity of the inference procedure. The finite sample performance of our method is illustrated through simulations and an empirical application.
The development of a new diagnostic test ideally follows a sequence of stages which, amongst other aims, evaluate technical performance. This includes an analytical validity study, a diagnostic accuracy study and an interventional clinical utility study. Current approaches to the design and analysis of the diagnostic accuracy study can suffer from prohibitively large sample sizes and interval estimates with undesirable properties. In this paper, we propose a novel Bayesian approach which takes advantage of information available from the analytical validity stage. We utilise assurance to calcul…
Survey data are often collected under multistage sampling designs where units are binned to clusters that are sampled in a first stage. The unit-indexed population variables of interest are typically dependent within cluster. We propose a Fully Bayesian method that constructs an exact likelihood for the observed sample to incorporate unit-level marginal sampling weights for performing unbiased inference for population parameters while simultaneously accounting for the dependence induced by sampling clusters of units to produce correct uncertainty quantification. Our approach parameterizes clus…
Hiroshima University（广岛大学）；The University of Tokyo（东京大学）
Electromyogram (EMG) has been utilized to interface signals for prosthetic hands and information devices owing to its ability to reflect human motion intentions. Although various EMG classification methods have been introduced into EMG-based control systems, they do not fully consider the stochastic characteristics of EMG signals. This paper proposes an EMG pattern classification method incorporating a scale mixture-based generative model. A scale mixture model is a stochastic EMG model in which the EMG variance is considered as a random variable, enabling the representation of uncertainty in …
Nanjing University of Aeronautics and Astronautics（南京航空航天大学）
Like k-means and Gaussian Mixture Model (GMM), fuzzy c-means (FCM) with soft partition has also become a popular clustering algorithm and still is extensively studied. However, these algorithms and their variants still suffer from some difficulties such as determination of the optimal number of clusters which is a key factor for clustering quality. A common approach for overcoming this difficulty is to use the trial-and-validation strategy, i.e., traversing every integer from large number like $\sqrt{n}$ to 2 until finding the optimal number corresponding to the peak value of some cluster vali…
Automatic Chemical Design is a framework for generating novel molecules with optimized properties. The original scheme, featuring Bayesian optimization over the latent space of a variational autoencoder, suffers from the pathology that it tends to produce invalid molecular structures. First, we demonstrate empirically that this pathology arises when the Bayesian optimization scheme queries latent points far away from the data on which the variational autoencoder has been trained. Secondly, by reformulating the search procedure as a constrained Bayesian optimization problem, we show that the ef…
