Advances in Bayesian Nonparametric Methods for Jointly Modeling Multiple Data Sets

联合建模多个数据集的贝叶斯非参数方法的进展

• 批准号: 2013930
• 负责人: Li Ma
• 金额: $ 20万
• 依托单位: Duke University
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 2020
• 资助国家: 美国
• 起止时间: 2020-07-01 至 2024-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=2013930&HistoricalAwards=false
• 关键词: Advances; Bayesian; Nonparametric; Methods; Jointly

Bayesian nonparametrics is a statistical modeling framework that combines flexibility of classical nonparametric statistical methods with principled assessment of uncertainty under the Bayesian paradigm. Traditional Bayesian nonparametric methods, however, have largely focused on models based on a single data set, while many modern statistical scenarios involve multiple data sets of similar nature collected under related or comparative conditions. This project develops a suite of new modeling and computational strategies that are tailored for effective joint modeling of multiple data sets in ways that (i) capture cross-sample variation in modern complex data, and (ii) are computationally efficient to allow application to massive data. The developed methodology will have impact in a range of fields including biology, economics, education, astrophysics, political science, and climate science, where the task is to properly characterize variation across data sets. The project provides excellent research training opportunities for graduate students.Novel models, methods, and algorithms will be developed in the context of two classes of widely used Bayesian nonparametric models: (i) mixture models with discrete random measure (DRM) mixing distributions (e.g., Dirichlet process mixtures) and (ii) tree-structured random measure (TSRM) models (e.g., Polya tree type models). These two model classes are different in nature with each having its own advantages and limitations in modeling multiple data sets, and as such the strategies in advancing these two model classes are distinct. A key limitation of DRM mixtures in modeling multiple samples is their lack of flexibility in characterizing the cross-sample variation, and thus a new latent variable modeling strategy will be developed for substantially enhancing their capacity in this regard. Also to be investigated are the theoretical and empirical properties of the resulting dispersion mixture models, as well as generalizations of this strategy in broader ranges of hierarchical models where incorporating flexible cross-sample variation in observed and latent quantities is important. For TSRM models, capable of characterizing complex cross-sample variation, the focus is on addressing their lack of scalability, both computational and statistical, with respect to increasing dimensionality as well as their sensitivity to the underlying tree structures, a critical component for building such models. The development for these two model classes will form a powerful and general toolbox that can be applied in a variety of scientific and engineering problems involving the analysis of multiple related data sets.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

贝叶斯非参数统计是一种统计建模框架，它结合了经典非参数统计方法的灵活性和贝叶斯范式下对不确定性的原则性评估。然而，传统的贝叶斯非参数方法主要关注基于单个数据集的模型，而许多现代统计场景涉及在相关或比较条件下收集的多个性质相似的数据集。该项目开发了一套新的建模和计算策略，为多个数据集的有效联合建模量身定做，其方式(I)捕捉现代复杂数据中的交叉样本变化，(Ii)计算高效，以允许应用于海量数据。开发的方法将在生物学、经济学、教育、天体物理学、政治学和气候科学等一系列领域产生影响，这些领域的任务是正确描述数据集之间的差异。该项目为研究生提供了极好的研究培训机会。新的模型、方法和算法将在两类广泛使用的贝叶斯非参数模型的背景下开发：(I)具有离散随机测量(DRM)混合分布的混合模型(例如，Dirichlet过程混合)和(Ii)树结构随机测量(TSRM)模型(例如，Polya树型模型)。这两个模型类本质上是不同的，在对多个数据集进行建模时，每个模型类都有自己的优势和局限性，因此，推进这两个模型类的策略是不同的。在对多个样本建模时，DRM混合模型的一个关键限制是它们在描述跨样本变化方面缺乏灵活性，因此将开发一种新的潜变量建模策略，以显著提高它们在这方面的能力。还将研究由此产生的弥散混合模型的理论和经验性质，以及这一策略在更广泛的分层模型范围内的推广，在这些模型中，纳入观测和潜在量的灵活的跨样本变化是重要的。对于能够描述复杂的跨样本变化的TSRM模型，重点是解决它们在增加维度方面缺乏计算和统计上的可扩展性，以及它们对建立这种模型的关键组成部分--树结构的敏感性。这两个模型类的开发将形成一个强大而通用的工具箱，可以应用于涉及分析多个相关数据集的各种科学和工程问题。该奖项反映了NSF的法定使命，并通过使用基金会的智力优势和更广泛的影响审查标准进行评估，被认为值得支持。

项目成果

Learning Asymmetric and Local Features in Multi-Dimensional Data Through Wavelets With Recursive Partitioning

• DOI: 10.1109/tpami.2021.3110403
• 发表时间: 2017-11
• 期刊: IEEE Transactions on Pattern Analysis and Machine Intelligence
• 影响因子: 23.6
• 作者: Meng Li;Li Ma