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Volume 1, 2019

Foundations of Data Science

June 2019 , Volume 1 , Issue 2

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Accelerating Metropolis-Hastings algorithms by Delayed Acceptance
Marco Banterle, Clara Grazian, Anthony Lee and Christian P. Robert
2019, 1(2): 103-128 doi: 10.3934/fods.2019005 +[Abstract](4768) +[HTML](2393) +[PDF](685.26KB)

MCMC algorithms such as Metropolis--Hastings algorithms are slowed down by the computation of complex target distributions as exemplified by huge datasets. We offer a useful generalisation of the Delayed Acceptance approach, devised to reduce such computational costs by a simple and universal divide-and-conquer strategy. The generic acceleration stems from breaking the acceptance step into several parts, aiming at a major gain in computing time that out-ranks a corresponding reduction in acceptance probability. Each component is sequentially compared with a uniform variate, the first rejection terminating this iteration. We develop theoretical bounds for the variance of associated estimators against the standard Metropolis--Hastings and produce results on optimal scaling and general optimisation of the procedure.

Flexible online multivariate regression with variational Bayes and the matrix-variate Dirichlet process
Victor Meng Hwee Ong, David J. Nott, Taeryon Choi and Ajay Jasra
2019, 1(2): 129-156 doi: 10.3934/fods.2019006 +[Abstract](3018) +[HTML](1021) +[PDF](1020.87KB)

Flexible density regression methods, in which the whole distribution of a response vector changes with the covariates, are very useful in some applications. A recently developed technique of this kind uses the matrix-variate Dirichlet process as a prior for a mixing distribution on a coefficient in a multivariate linear regression model. The method is attractive for the convenient way that it allows borrowing strength across different component regressions and for its computational simplicity and tractability. The purpose of the present article is to develop fast online variational Bayes approaches to fitting this model, and to investigate how they perform compared to MCMC and batch variational methods in a number of scenarios.

Estimation and uncertainty quantification for the output from quantum simulators
Ryan Bennink, Ajay Jasra, Kody J. H. Law and Pavel Lougovski
2019, 1(2): 157-176 doi: 10.3934/fods.2019007 +[Abstract](3119) +[HTML](1106) +[PDF](878.63KB)

The problem of estimating certain distributions over {0, 1}d is considered here. The distribution represents a quantum system of d qubits, where there are non-trivial dependencies between the qubits. A maximum entropy approach is adopted to reconstruct the distribution from exact moments or observed empirical moments. The Robbins Monro algorithm is used to solve the intractable maximum entropy problem, by constructing an unbiased estimator of the un-normalized target with a sequential Monte Carlo sampler at each iteration. In the case of empirical moments, this coincides with a maximum likelihood estimator. A Bayesian formulation is also considered in order to quantify uncertainty a posteriori. Several approaches are proposed in order to tackle this challenging problem, based on recently developed methodologies. In particular, unbiased estimators of the gradient of the log posterior are constructed and used within a provably convergent Langevin-based Markov chain Monte Carlo method. The methods are illustrated on classically simulated output from quantum simulators.

Levels and trends in the sex ratio at birth and missing female births for 29 states and union territories in India 1990–2016: A Bayesian modeling study
Fengqing Chao and Ajit Kumar Yadav
2019, 1(2): 177-196 doi: 10.3934/fods.2019008 +[Abstract](4189) +[HTML](1511) +[PDF](2577.91KB)

The sex ratio at birth (SRB) has risen in India and reaches well beyond the levels under normal circumstances since the 1970s. The lasting imbalanced SRB has resulted in much more males than females in India. A population with severely distorted sex ratio is more likely to have prolonged struggle for stability and sustainability. It is crucial to estimate SRB and its imbalance for India on state level and assess the uncertainty around estimates. We develop a Bayesian model to estimate SRB in India from 1990 to 2016 for 29 states and union territories. Our analyses are based on a comprehensive database on state-level SRB with data from the sample registration system, census and Demographic and Health Surveys. The SRB varies greatly across Indian states and union territories in 2016: ranging from 1.026 (95% uncertainty interval [0.971; 1.087]) in Mizoram to 1.181 [1.143; 1.128] in Haryana. We identify 18 states and union territories with imbalanced SRB during 1990–2016, resulting in 14.9 [13.2; 16.5] million of missing female births in India. Uttar Pradesh has the largest share of the missing female births among all states and union territories, taking up to 32.8% [29.5%; 36.3%] of the total number.

On adaptive estimation for dynamic Bernoulli bandits
Xue Lu, Niall Adams and Nikolas Kantas
2019, 1(2): 197-225 doi: 10.3934/fods.2019009 +[Abstract](3135) +[HTML](1320) +[PDF](3921.08KB)

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm is associated with a reward distribution. In static MABs, the reward distributions do not change over time, while in dynamic MABs, each arm's reward distribution can change, and the optimal arm can switch over time. Motivated by many real applications where rewards are binary, we focus on dynamic Bernoulli bandits. Standard methods like \begin{document}$ \epsilon $\end{document}-Greedy and Upper Confidence Bound (UCB), which rely on the sample mean estimator, often fail to track changes in the underlying reward for dynamic problems. In this paper, we overcome the shortcoming of slow response to change by deploying adaptive estimation in the standard methods and propose a new family of algorithms, which are adaptive versions of \begin{document}$ \epsilon $\end{document}-Greedy, UCB, and Thompson sampling. These new methods are simple and easy to implement. Moreover, they do not require any prior knowledge about the dynamic reward process, which is important for real applications. We examine the new algorithms numerically in different scenarios and the results show solid improvements of our algorithms in dynamic environments.

EmT: Locating empty territories of homology group generators in a dataset
Xin Xu and Jessi Cisewski-Kehe
2019, 1(2): 227-247 doi: 10.3934/fods.2019010 +[Abstract](2465) +[HTML](1386) +[PDF](2681.18KB)

Persistent homology is a tool within topological data analysis to detect different dimensional holes in a dataset. The boundaries of the empty territories (i.e., holes) are not well-defined and each has multiple representations. The proposed method, Empty Territory (EmT), provides representations of different dimensional holes with a specified level of complexity of the territory boundary. EmT is designed for the setting where persistent homology uses a Vietoris-Rips complex filtration, and works as a post-analysis to refine the hole representation of the persistent homology algorithm. In particular, EmT uses alpha shapes to obtain a special class of representations that captures the empty territories with a complexity determined by the size of the alpha balls. With a fixed complexity, EmT returns the representation that contains the most points within the special class of representations. This method is limited to finding 1D holes in 2D data and 2D holes in 3D data, and is illustrated on simulation datasets of a homogeneous Poisson point process in 2D and a uniform sampling in 3D. Furthermore, the method is applied to a 2D cell tower location geography dataset and 3D Sloan Digital Sky Survey (SDSS) galaxy dataset, where it works well in capturing the empty territories.




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