Blocked Gibbs Sampler Research Articles

Model-Based Clustering of Categorical Data Based on the Hamming Distance

A model-based approach is developed for clustering categorical data with no natural ordering. The proposed method exploits the Hamming distance to define a family of probability mass functions to model the data. The elements of this family are then considered as kernels of a finite mixture model with an unknown number of components. Conjugate Bayesian inference has been derived for the parameters of the Hamming distribution model. The mixture is framed in a Bayesian nonparametric setting, and a transdimensional blocked Gibbs sampler is developed to provide full Bayesian inference on the number of clusters, their structure, and the group-specific parameters, facilitating the computation with respect to customary reversible jump algorithms. The proposed model encompasses a parsimonious latent class model as a special case when the number of components is fixed. Model performances are assessed via a simulation study and reference datasets, showing improvements in clustering recovery over existing approaches. Supplementary materials for this article are available online, including a standardized description of the materials available for reproducing the work.

Blocked Gibbs Sampler for Hierarchical Dirichlet Processes

Posterior computation in hierarchical Dirichlet process (HDP) mixture models is an active area of research in nonparametric Bayes inference of grouped data. Existing literature almost exclusively focuses on the Chinese restaurant franchise (CRF) analogy of the marginal distribution of the parameters, which can mix poorly and has a quadratic complexity with the sample size. A recently developed slice sampler allows for efficient blocked updates of the parameters, but is shown to be statistically unstable in our article. We develop a blocked Gibbs sampler that employs a truncated approximation of the underlying random measures to sample from the posterior distribution of HDP, which produces statistically stable results, is highly scalable with respect to sample size, and is shown to have good mixing. The heart of the construction is to endow the shared concentration parameter with an appropriately chosen gamma prior that allows us to break the dependence of the shared mixing proportions and permits independent updates of certain log-concave random variables in a block. En route, we develop an efficient rejection sampler for these random variables leveraging piece-wise tangent-line approximations. Supplementary materials, which include substantive additional details and code, are available online.

Estimating Haplotype Structure and Frequencies: A Bayesian Approach to Unknown Design in Pooled Genomic Data.

The estimation of haplotype structure and frequencies provides crucial information about the composition of genomes. Techniques, such as single-individual haplotyping, aim to reconstruct individual haplotypes from diploid genome sequencing data. However, our focus is distinct. We address the challenge of reconstructing haplotype structure and frequencies from pooled sequencing samples where multiple individuals are sequenced simultaneously. A frequentist method to address this issue has recently been proposed. In contrast to this and other methods that compute point estimates, our proposed Bayesian hierarchical model delivers a posterior that permits us to also quantify uncertainty. Since matching permutations in both haplotype structure and corresponding frequency matrix lead to the same reconstruction of their product, we introduce an order-preserving shrinkage prior that ensures identifiability with respect to permutations. For inference, we introduce a blocked Gibbs sampler that enforces the required constraints. In a simulation study, we assessed the performance of our method. Furthermore, by using our approach on two distinct sets of real data, we demonstrate that our Bayesian approach can reconstruct the dominant haplotypes in a challenging, high-dimensional set-up.

Gibbs Sampler for Matrix Generalized Inverse Gaussian Distributions

Sampling from matrix generalized inverse Gaussian (MGIG) distributions is required in Markov chain Monte Carlo (MCMC) algorithms for a variety of statistical models. However, an efficient sampling scheme for the MGIG distributions has not been fully developed. We here propose a novel blocked Gibbs sampler for the MGIG distributions based on the Cholesky decomposition. We show that the full conditionals of the entries of the diagonal and unit lower-triangular matrices are univariate generalized inverse Gaussian and multivariate normal distributions, respectively. Several variants of the Metropolis-Hastings algorithm can also be considered for this problem, but we mathematically prove that the average acceptance rates become extremely low in particular scenarios. We demonstrate the computational efficiency of the proposed Gibbs sampler through simulation studies and data analysis. Supplementary materials for this article are available online.

Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models

AbstractIn this paper, we construct an approximation to the Pitman–Yor process by truncating its two‐parameter Poisson–Dirichlet representation. The truncation is based on a decreasing sequence of random weights, thus having a lower approximation error compared to the popular truncated stick‐breaking process. We develop an exact simulation algorithm to sample from the approximation process and provide an alternative MCMC algorithm for the parameter regime where the exact simulation algorithm becomes slow. The effectiveness of the simulation algorithms is demonstrated by the estimation of the functionals of a Pitman–Yor process. Then we adapt the approximation process into a Pitman–Yor process mixture model and devise a blocked Gibbs sampler for posterior inference.

Approximate blocked Gibbs sampling for Bayesian neural networks

In this work, minibatch MCMC sampling for feedforward neural networks is made more feasible. To this end, it is proposed to sample subgroups of parameters via a blocked Gibbs sampling scheme. By partitioning the parameter space, sampling is possible irrespective of layer width. It is also possible to alleviate vanishing acceptance rates for increasing depth by reducing the proposal variance in deeper layers. Increasing the length of a non-convergent chain increases the predictive accuracy in classification tasks, so avoiding vanishing acceptance rates and consequently enabling longer chain runs have practical benefits. Moreover, non-convergent chain realizations aid in the quantification of predictive uncertainty. An open problem is how to perform minibatch MCMC sampling for feedforward neural networks in the presence of augmented data.

Identification of taxon through classification with partial reject options

Abstract Identification of taxa can significantly be assisted by statistical classification based on trait measurements either individually or by phylogenetic (clustering) methods. In this article, we present a general Bayesian approach for classifying species individually based on measurements of a mixture of continuous and ordinal traits, and any type of covariates. The trait vector is derived from a latent variable with a multivariate Gaussian distribution. Decision rules based on supervised learning are presented that estimate model parameters through blocked Gibbs sampling. These decision regions allow for uncertainty (partial rejection), so that not necessarily one specific category (taxon) is output when new subjects are classified, but rather a set of categories including the most probable taxa. This type of discriminant analysis employs reward functions with a set-valued input argument, so that an optimal Bayes classifier can be defined. We also present a way of safeguarding against outlying new observations, using an analogue of a p-value within our Bayesian setting. We refer to our Bayesian set-valued classifier as the Karlsson–Hössjer method, and it is illustrated on an original ornithological data set of birds. We also incorporate model selection through cross-validation, exemplified on another original data set of birds.

Truncated Poisson–Dirichlet approximation for Dirichlet process hierarchical models

The Dirichlet process was introduced by Ferguson in 1973 to use with Bayesian nonparametric inference problems. A lot of work has been done based on the Dirichlet process, making it the most fundamental prior in Bayesian nonparametric statistics. Since the construction of Dirichlet process involves an infinite number of random variables, simulation-based methods are hard to implement, and various finite approximations for the Dirichlet process have been proposed to solve this problem. In this paper, we construct a new random probability measure called the truncated Poisson–Dirichlet process. It sorts the components of a Dirichlet process in descending order according to their random weights, then makes a truncation to obtain a finite approximation for the distribution of the Dirichlet process. Since the approximation is based on a decreasing sequence of random weights, it has a lower truncation error comparing to the existing methods using stick-breaking process. Then we develop a blocked Gibbs sampler based on Hamiltonian Monte Carlo method to explore the posterior of the truncated Poisson–Dirichlet process. This method is illustrated by the normal mean mixture model and Caron–Fox network model. Numerical implementations are provided to demonstrate the effectiveness and performance of our algorithm.

Nonparametric Bayesian Two-Level Clustering for Subject-Level Single-Cell Expression Data

The advent of single-cell sequencing opens new avenues for personalized treatment. In this paper, we address a two-level clustering problem of simultaneous subject subgroup discovery (subject level) and cell type detection (cell level) for single-cell expression data from multiple subjects. However, current statistical approaches either cluster cells without considering the subject heterogeneity or group subjects without using the single-cell information. To bridge the gap between cell clustering and subject grouping, we develop a nonparametric Bayesian model, Subject and Cell clustering for Single-Cell expression data (SCSC) model, to achieve subject and cell grouping simultaneously. SCSC does not need to prespecify the subject subgroup number or the cell type number. It automatically induces subject subgroup structures and matches cell types across subjects. Moreover, it directly models the single-cell raw count data by deliberately considering the data's dropouts, library sizes, and over-dispersion. A blocked Gibbs sampler is proposed for the posterior inference. Simulation studies and the application to a multi-subject iPSC scRNA-seq dataset validate the ability of SCSC to simultaneously cluster subjects and cells.

Bayesian Variable Selection and Estimation in Semiparametric Simplex Mixed-Effects Models with Longitudinal Proportional Data

In the development of simplex mixed-effects models, random effects in these mixed-effects models are generally distributed in normal distribution. The normality assumption may be violated in an analysis of skewed and multimodal longitudinal data. In this paper, we adopt the centered Dirichlet process mixture model (CDPMM) to specify the random effects in the simplex mixed-effects models. Combining the block Gibbs sampler and the Metropolis–Hastings algorithm, we extend a Bayesian Lasso (BLasso) to simultaneously estimate unknown parameters of interest and select important covariates with nonzero effects in semiparametric simplex mixed-effects models. Several simulation studies and a real example are employed to illustrate the proposed methodologies.

Microbiome subcommunity learning with logistic-tree normal latent Dirichlet allocation.

Mixed-membership (MM) models such as latent Dirichlet allocation (LDA) have been applied to microbiome compositional data to identify latent subcommunities of microbial species. These subcommunities are informative for understanding the biological interplay of microbes and for predicting health outcomes. However, microbiome compositions typically display substantial cross-sample heterogeneities in subcommunity compositions-that is, the variability in the proportions of microbes in shared subcommunities across samples-which is not accounted for in prior analyses. As a result, LDA can produce inference, which is highly sensitive to the specification of the number of subcommunities and often divides a single subcommunity into multiple artificial ones. To address this limitation, we incorporate the logistic-tree normal (LTN) model into LDA to form a new MM model. This model allows cross-sample variation in the composition of each subcommunity around some "centroid" composition that defines the subcommunity. Incorporation of auxiliary Pólya-Gamma variables enables a computationally efficient collapsed blocked Gibbs sampler to carry out Bayesian inference under this model. By accounting for such heterogeneity, our new model restores the robustness of the inference in the specification of the number of subcommunities and allows meaningful subcommunities to beidentified.

The GR2D2 estimator for the precision matrices.

Biological networks are important for the analysis of human diseases, which summarize the regulatory interactions and other relationships between different molecules. Understanding and constructing networks for molecules, such as DNA, RNA and proteins, can help elucidate the mechanisms of complex biological systems. The Gaussian Graphical Models (GGMs) are popular tools for the estimation of biological networks. Nonetheless, reconstructing GGMs from high-dimensional datasets is still challenging. The current methods cannot handle the sparsity and high-dimensionality issues arising from datasets very well. Here, we developed a new GGM, called the GR2D2 (Graphical $R^2$-induced Dirichlet Decomposition) model, based on the R2D2 priors for linear models. Besides, we provided a data-augmented block Gibbs sampler algorithm. The R code is available at https://github.com/RavenGan/GR2D2. The GR2D2 estimator shows superior performance in estimating the precision matrices compared with the existing techniques in various simulation settings. When the true precision matrix is sparse and of high dimension, the GR2D2 provides the estimates with smallest information divergence from the underlying truth. We also compare the GR2D2 estimator with the graphical horseshoe estimator in five cancer RNA-seq gene expression datasets grouped by three cancer types. Our results show that GR2D2 successfully identifies common cancer pathways and cancer-specific pathways for each dataset.

Hierarchical modeling of microstructural images for porosity prediction in metal additive manufacturing via two-point correlation function

Porosity is one of the most critical quality issues in Additive Manufacturing (AM). As process parameters are closely related to porosity formation, it is vitally important to study their relationship for better process optimization. In this article, motivated by the emerging application of metal AM, a three-level hierarchical mixed-effects modeling approach is proposed to characterize the relationship between microstructural images and process parameters for porosity prediction and microstructure reconstruction. Specifically, a Two-Point Correlation Function (TPCF) is used to capture the morphology of the pores quantitatively. Then, the relationship between the TPCF profile and process parameters is established. A blocked Gibbs sampling approach is developed for parameter inference. Our modeling framework can reconstruct the microstructure based on the predicted TPCF through a simulated annealing optimization algorithm. The effectiveness and advantageous features of our method are demonstrated by both the simulation study and the case study with real-world data from metal AM applications.

Bayesian dynamic network modelling: an application to metabolic associations in cardiovascular diseases

We propose a novel approach to the estimation of multiple Graphical Models to analyse temporal patterns of association among a set of metabolites over different groups of patients. Our motivating application is the Southall And Brent REvisited (SABRE) study, a tri-ethnic cohort study conducted in the UK. We are interested in identifying potential ethnic differences in metabolite levels and associations as well as their evolution over time, with the aim of gaining a better understanding of different risk of cardio-metabolic disorders across ethnicities. Within a Bayesian framework, we employ a nodewise regression approach to infer the structure of the graphs, borrowing information across time as well as across ethnicities. The response variables of interest are metabolite levels measured at two time points and for two ethnic groups, Europeans and South-Asians. We use nodewise regression to estimate the high-dimensional precision matrices of the metabolites, imposing sparsity on the regression coefficients through the dynamic horseshoe prior, thus favouring sparser graphs. We provide the code to fit the proposed model using the software Stan, which performs posterior inference using Hamiltonian Monte Carlo sampling, as well as a detailed description of a block Gibbs sampling scheme.

BayesR3 enables fast MCMC blocked processing for largescale multi-trait genomic prediction and QTN mapping analysis

Bayesian methods, such as BayesR, for predicting the genetic value or risk of individuals from their genotypes, such as Single Nucleotide Polymorphisms (SNP), are often implemented using a Markov Chain Monte Carlo (MCMC) process. However, the generation of Markov chains is computationally slow. We introduce a form of blocked Gibbs sampling for estimating SNP effects from Markov chains that greatly reduces computational time by sampling each SNP effect iteratively n-times from conditional block posteriors. Subsequent iteration over all blocks m-times produces chains of length m × n. We use this strategy to solve large-scale genomic prediction and fine-mapping problems using the Bayesian MCMC mixed-effects genetic model, BayesR3. We validate the method using simulated data, followed by analysis of empirical dairy cattle data using high dimension milk mid infra-red spectra data as an example of “omics” data and show its use to increase the precision of mapping variants affecting milk, fat, and protein yields relative to a univariate analysis of milk, fat, and protein.

On the convergence rate of the “out-of-order” block Gibbs sampler

A seemingly harmless reordering of the steps in a block Gibbs sampler can actually lead to a change in the invariant distribution. It is shown that, despite the altered invariant distribution, the “out-of-order” block Gibbs sampler converges at the same rate as the original block Gibbs Markov chain.

A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors

Although the block Gibbs sampler for the Bayesian graphical LASSO proposed by Wang (2012) has been widely applied and extended to various shrinkage priors in recent years, it has a less noticeable but possibly severe disadvantage that the positive definiteness of a precision matrix in the Gaussian graphical model is not guaranteed in each cycle of the Gibbs sampler. Specifically, if the dimension of the precision matrix exceeds the sample size, the positive definiteness of the precision matrix will be barely satisfied and the Gibbs sampler will almost surely fail. In this paper, we propose modifying the original block Gibbs sampler so that the precision matrix never fails to be positive definite by sampling it exactly from the domain of the positive definiteness. As we have shown in the Monte Carlo experiments, this modification not only stabilizes the sampling procedure but also significantly improves the performance of the parameter estimation and graphical structure learning. We also apply our proposed algorithm to a graphical model of the monthly return data in which the number of stocks exceeds the sample period, demonstrating its stability and scalability.

A semiparametric Bayesian approach to binomial distribution logistic mixed-effects models for longitudinal data

Logistic mixed-effects models are widely used to study the relationship between the binary response and covariates for longitudinal data analysis, where the random effects are typically assumed to have a fully parametric distribution. As this assumption is likely limited or unreasonable in a multitude of practical researches, a semiparametric Bayesian approach for relaxing it is developed in this paper. In the context of binomial distribution logistic mixed-effects models, a general Bayesian framework is presented in which a semiparametric hierarchical modelling with an approximate truncated Dirichlet process prior distribution is specified for the random effects. The stick-breaking prior and the blocked Gibbs sampler using Pólya-Gamma mixture are employed to efficiently sample in the posterior analysis. Besides, a procedure calculating DIC for Bayesian model comparison is addressed. The methodology is demonstrated through simulation studies and a real example.

Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models

We propose a novel blocked version of the continuous-time bouncy particle sampler of Bouchard-Côté et al. (J Am Stat Assoc 113(522):855–867, 2018) which is applicable to any differentiable probability density. This alternative implementation is motivated by blocked Gibbs sampling for state-space models (Singh et al. in Biometrika 104(4):953–969, 2017) and leads to significant improvement in terms of effective sample size per second, and furthermore, allows for significant parallelization of the resulting algorithm. The new algorithms are particularly efficient for latent state inference in high-dimensional state-space models, where blocking in both space and time is necessary to avoid degeneracy of MCMC. The efficiency of our blocked bouncy particle sampler, in comparison with both the standard implementation of the bouncy particle sampler and the particle Gibbs algorithm of Andrieu et al. (J R Stat Soc Ser B Stat Methodol 72(3):269–342, 2010), is illustrated numerically for both simulated data and a challenging real-world financial dataset.

Learning (k,l)-context-sensitive probabilistic grammars with nonparametric Bayesian approach

Inferring formal grammars with nonparametric Bayesian approach is one of the most powerful approach for achieving high accuracy from unsupervised data. In this paper, mildly-context-sensitive probabilities, called (k, l)-context-sensitive probabilities, are defined on context-free grammars (CFGs). Inferring CFGs where the probabilities of rules are identified from contexts can be seen as a kind of dual approaches for distributional learning, in which the contexts characterize the substrings. We can handle the data sparsity for the context-sensitive probabilities by the smoothing effect of the hierarchical nonparametric Bayesian models such as Pitman–Yor processes (PYPs). We define the hierarchy of PYPs naturally by augmenting the infinite PCFGs. The blocked Gibbs sampling is known to be effective for inferring PCFGs. We show that, by modifying the inside probabilities, the blocked Gibbs sampling is able to be applied to the (k, l)-context-sensitive probabilistic grammars. At the same time, we show that the time complexity for (k, l)-context-sensitive probabilities of a CFG is \(O(|V|^{l+3}|w|^3)\) for each sentence w, where V is a set of nonterminals. Since it is computationally too expensive to iterate sufficient times especially when |V| is not small, some alternative sampling algorithms are required. Therefore, we propose a new sampling method called composite sampling, with which the sampling procedure is separated into sub-procedures for nonterminals and for derivation trees. Finally, we demonstrate that the inferred (k, 0)-context-sensitive probabilistic grammars can achieve lower perplexities than other probabilistic language models such as PCFGs, n-grams, and HMMs.