Jan 7
Speaker: James Berger
Title:
Inference for the Bivariate Normal Distribution
Determining optimal objective inference for the parameters of the bivariate normal distribution is surprisingly difficult. From the objective Bayesian viewpoint, there are a host of competing objective priors. This problem also provided one of the most significant successes of Fisher’s fiducial approach, with each parameter of the bivariate normal distribution having a fiducial distribution with an exact frequentist interpretation. All this will be reviewed, and relationships between the various approaches discussed.
Speaker: Susie Bayarri
Title:
Multiple Testing: the Problem and Some Solutions
In situations where p tests of hypothesis are performed simultaneously, the
usual frequentist procedure of controlling the type I error of each test at
a fixed level alpha results, in an expected number rejections when all the
null hypotheses are true, of about alpha*p. For large or very large p (as
in gene expression problems) this is perceived to be too many. Classical
proposals 'adjust' each individual alpha to achieve an overall 'Family Wise
Error Rate', but this solution is not satisfactory either, because it
usually results in way too conservative procedures. More recent proposals
control instead the 'false discovery rate' or related quantities. In this
talk we review these proposals, and their role in the Bayesian approach. We
also show how Bayesians procedures automatically 'adjust' for the
multiplicity (without need for explicit adjustment); the answers, however,
are typically dependent on the prior.
Speaker:
Title:
Speaker: David B. Dunson
Title:
Bayesian Inferences on Multiple Correlated Hypotheses
In many applications, interest focuses on inferences on a potentially
large number of closely related hypotheses. For example, hypotheses
may relate to treatment group comparisons for related outcome variables
(e.g., occurrence of tumors of different types or expression levels of
different genes) or to increasing trends at different dose levels. In
such cases, multiple comparison adjustments are often recommended to limit
inflation in the type I error rate. From a Bayesian perspective, we view
the multiple comparison problem as an issue of choosing an appropriate prior
for the different hypotheses. In particular, we may wish to assign a
particular value to global and local null hypotheses, and to incorporate
prior beliefs about the dependency structure. A class of hierarchical
mixture priors is proposed, which have a number of appealing conceptual and
practical properties. Focusing on the problem of inferences on local and
global dose response trends, a number of alternative priors are considered,
stochastic search-type MCMC algorithms are developed for posterior
computation, and the methods are illustrated using simulated and real data
examples.
Speaker: Jerry Reiter
Title:
Simultaneous Use of Multiple Imputation for Missing Data and Disclosure
Limitation
Several statistical agencies use, or are considering the use of,
multiple imputation to limit the risk of disclosing respondents'
identities or sensitive attributes in public use data files. For example,
agencies can release partially synthetic datasets, comprising the units
originally surveyed with some collected values, such as sensitive values
at high risk of disclosure or values of key identifiers, replaced with
multiple imputations. In this talk, I summarize my ongoing research on
using multiple imputation for disclosure limitation, and I present a new
approach for generating multiply-imputed, partially synthetic datasets
that simultaneously handles disclosure limitation and missing data.
The basic idea is to fill in the missing data first to generate $m$
completed datasets, then replace sensitive values in each completed
dataset with $r$ imputed values. I also present methods that allow users
to obtain valid inferences from such multiply-imputed datasets, based on
new rules for combining the multiple point and variance estimates. New
rules are needed because the double duty of multiple imputation introduces
two sources of variability into point estimates, which existing methods
for obtaining inferences from multiply-imputed datasets do not measure
accurately.
Speaker:Paul Marriott and Zhenglei Gao
Title:
Analysing Neuron Firing Data
Recent developments in in vitro measuring have made available large
amounts of high quality neuron firing data in live animals behaving in a relatively
unconstrained way. In particular now available are parallel measurements
of large numbers of neurons over long periods of time. This talk describes
some on going working which analyses such data in the context of an
experiment which investigates memory reinforcment in rats. We will
describe the research questions and some aspects of the data. Comparisons
with current work in the literature shows that new methodology needs to be
created and two approaches are sketched out.
Speaker: Ian Dinwoodie
Title:
The M/M/C queue, loss networks, and blocking probabilities
Some early research on telephone traffic falls into the scope
of the M/M/C queue. A formula was derived by Erlang for the
probability that traffic exceeds the server capacity. We
describe
some high-dimensional versions of this problem, add dynamic
routing,
and discuss the situation where two sets of blocking
probabilities
solve a fixed point system of polynomial equations.
Speaker: David Banks
Title:
Things you should know
This talk reviews things that new researchers ought to know, but which are rarely mentioned. I plan to talk about how to referee papers, ethical issues in research and consulting, time managemement, professional activity, and related topics. Much of this is an updated (and blunter) version of mateial that I put into the IMS "New Researchers' Survival Guide."
Speaker: Jason Duan
Title:
Expected Utility with Non-additive Probability
The expected utility model proposed by von Neuman and Morgenstern is
commonly used in the decision theoretical framework. Savage improved
it by including subjective probability. However various paradoxes, such
as
the
Ellsberg's, Allais' and Machina's, question its central assumption of
independence, which is restrictive and unrealistic in modeling the
human behavior. One of the more flexible approaches is to replace the
additive
subjective probabilities by the non-additive probabilities, which are
also called the Choquet capacities. The axiomization of the expected
utility with non-additive probabilities relaxes the independence
assumption.
In this presentation the paradoxes aforementioned will be
elaborated. The Choquet integral that gives rise to the
expected utility with non-additive probabilities will be
introduced. The implications of this method will be discussed.
Speaker: Leanna House
Title:
Analyzing Proteomic Data Generated from MALDI-TOF MS
Proteomic profiles generated from MALDI-TOF mass spectrometers present
three critical data issues: peak identification, dependence, and
shifting. Several attempts have been made to address the
issues in order to compare profiles from diseased and non-diseased
subjects. Unlike past research, we develop a Bayesian non-parametric
approach for assessing mass spectrometry data. We assert that an
underlying stochastic process, dependent upon mass/charge (m/z),
influences protein abundances per spectrogram. Furthermore, we
suggest that m/z is random following a uniform distribution over a
finite interval. Since implementing our proposal is still work in
progress, this talk will contain limited results but inspiring
simulations for future developments. Ultimately, we plan to
incorporate Bayesian model averaging and capitalize on the reversible
jump algorithm to traverse the model space within MCMC.
Speaker: Jingqin (Rosy) Luo
Title:
Space-time Point Process Analysis of Earthquake Sequences
Earthquake sequences have been modeled as marked spatio-temporal
point processes, which helps to predict the expected occurrence
rates of earthquakes in normal earthquake sequence and find out
spatial/temporal abnormalities. Self-clustering and self-inhibitory
model are two main classes of point process models. Based on
self-clustering model, temporal ETAS model was introduced by Ogata in
1988, extended to multi-dimension in 1998. ETAS has been used in
seismology widely ever since.
The parametric conditional intensity function is generally
represented in terms of well-known seismology laws. It is composed of
a uniform background rate and an inhomogeneous isotropic clustering
rate. The background rate can be also estimated as a nonhomogenous process
nonparametrically. The model is applied to simulated data first. Later, two
actual earthquake catalogues--Japan earthquake sequence and Mammoth
earthquake data, are analyzed. Parameter estimations are
obtained by minimizing the negative log-likelihood function, using the
hybrid of simulated annealing and standard numerical DFP method. To
access the absolute goodness of fit of the model. The result from
Mammoth is then examined by point process residual analysis.
Speaker: Gangqiang Xia
Title:
Analysis for Large Spatial Data Set
In many spatial data analysis problems, we have very large data sets. In
those situations, likelihood based inference becomes unstable and,
eventually, infeasible since it involves computing various forms of a big
covariance matrix. If we are to fit a Bayesian model and implement some
MCMC algorithm, the big matrix will make repeated calculations a disaster.
In this talk we review a number of ways to deal with the large data set
problem. We propose a discrete approximation model and compare it with
sub-sampling strategy. Examples will be given to illustrate the methods.
The representation of random fields, spatial design of sub-sampling
locations will also be discussed.
Speaker: Laura Gunn
Title:
Bayesian Methods for Assessing Ordering in Hazard Functions
In toxicology studies that collect
event time data, it is often appropriate to assume non-decreasing
hazards across dose groups, though dose effects may vary with time.
Motivated by this application, we propose a Bayesian approach for
order restricted inference using an additive hazard model with
time-varying coefficients. In order to make inferences on
equalities versus increases in the hazard functions, a prior is chosen
for the time-varying coefficients that assigns positive
probability to no dose effect while restricting the coefficeints to be
non-negative. By using a high dimensional piecewise
constant model and smoothing the functions via Markov gamma and beta
processes, we obtain a flexible and computationally tractable
approach for identifying sets of dose and age values at which hazards
are increased. This approach also can be used to estimate
dose response and survival functions. The methods are illustrated
through application to data from a toxicology study of gallium arsenide.
Speaker: Chong Tu
Title:
Some Applications of Levy Processes in Bayesian Nonparametric
Modeling
We propose a new class of Bayesian nonparametric methods based on Levy
process priors. Some theory and basic properties of Levy processes will
be discussed briefly. Then we will construct a Bayesian nonparametric
model based on kernel convolution of Levy processes. We will present
an application involving modeling of air pollutants to illustrate how
our approach can be used to effectively model spatial temporal
processes. Using marked Poisson process, we extend the method for
multivariate processes modeling. The method allows us to avoid large
matrix inversion and also get away from assuming stationarity and
normality. Other applications of the approach such as nonparametric
function estimation will also be briefly discussed.
Speaker: Scott Schmidler
Title:
Bayesian Shape Analysis with Applications to Bioinformatics
Statistical shape theory concerns the analysis of geometric objects
under natural invariances. Shape theory draws on elements of
stochastic and differential geometry, algebraic topology, and
multivariate statistics, and has a broad array of applications
including image processing, archaeology, comparative anatomy,
astronomy, epidemiology, and (now) bioinformatics.
After introducing basic concepts of shape theory, I describe novel
methods we have developed for Bayesian shape analysis. Using these
methods, we provide a statistical framework for analysis, prediction,
and discovery in biomolecular structure data. This approach yields
natural solutions to a variety of problems in the field, including the
study of conservation and variability, examination of uncertainty in
database searches, algorithms for flexible matching, detection of
motions and disorder, function prediction and active site recognition,
and clustering and classification techniques. Several of these will
be discussed.
Jan 12
Jan 19
Jan 26
Feb 2
Feb 9
Feb 16
Feb 23
Mar 1
Mar 15
Mar 22
Mar 29
Apr 5
Apr 12
Apr 19
Jim Berger
January, 2004