In this paper we discuss how to evaluate the differences between fitted logistic regression models across sub-populations. Our motivating example is in studying computerized diagnosis for learning disabilities, where sub-populations based on gender may or may not require separate models. In this context, significance tests for hypotheses of no difference between populations may provide perverse incentives, as larger variances and smaller samples increase the probability of not-rejecting the null. We argue that equivalence testing for a prespecified tolerance level on population differences incentivizes accuracy in the inference. We develop a cascading set of equivalence tests, in which each test addresses a different aspect of the model: the way the phenomenon is coded in the regression coefficients, the individual predictions in the per example log odds ratio and the overall accuracy in the mean square prediction error. For each equivalence test, we propose a strategy for setting the equivalence thresholds. The large-sample approximations are validated using simulations. For diagnosis data, we show examples for equivalent and non-equivalent models.
Data from populations of systems are prevalent in many industrial applications. Machines and infrastructure are increasingly instrumented with sensing systems, emitting streams of telemetry data with complex interdependencies. In practice, data-centric monitoring procedures tend to consider these assets (and respective models) as distinct -- operating in isolation and associated with independent data. In contrast, this work captures the statistical correlations and interdependencies between models of a group of systems. Utilising a Bayesian multilevel approach, the value of data can be extended, since the population can be considered as a whole, rather than constituent parts. Most interestingly, domain expertise and knowledge of the underlying physics can be encoded in the model at the system, subgroup, or population level. We present an example of acoustic emission (time-of-arrival) mapping for source location, to illustrate how multilevel models naturally lend themselves to representing aggregate systems in engineering. In particular, we focus on constraining the combined models with domain knowledge to enhance transfer learning and enable further insights at the population level.
In this paper we develop a novel bootstrap test for the comparison of two multinomial distributions. The two distributions are called {\it equivalent} or {\it similar} if a norm of the difference between the class probabilities is smaller than a given threshold. In contrast to most of the literature our approach does not require differentiability of the norm and is in particular applicable for the maximum- and $L^1$-norm.
Bayesian inference is a powerful tool for combining information in complex settings, a task of increasing importance in modern applications. However, Bayesian inference with a flawed model can produce unreliable conclusions. This review discusses approaches to performing Bayesian inference when the model is misspecified, where by misspecified we mean that the analyst is unwilling to act as if the model is correct. Much has been written about this topic, and in most cases we do not believe that a conventional Bayesian analysis is meaningful when there is serious model misspecification. Nevertheless, in some cases it is possible to use a well-specified model to give meaning to a Bayesian analysis of a misspecified model and we will focus on such cases. Three main classes of methods are discussed - restricted likelihood methods, which use a model based on a non-sufficient summary of the original data; modular inference methods which use a model constructed from coupled submodels and some of the submodels are correctly specified; and the use of a reference model to construct a projected posterior or predictive distribution for a simplified model considered to be useful for prediction or interpretation.
This paper offers a new approach for study the frequentist properties of the penalized MLE for general nonlinear regression models. The idea of the approach is to relax the nonlinear structural equation by introducing an auxiliary parameter for the regression response and replacing the structural equation with a penalty. This leads to a general semiparametric problem which is studied using the SLS approach from \cite{Sp2022}. We state sharp bounds on concentration and on the accuracy of the penalized MLE, Fisher and Wilks expansions, evaluate the risk of estimation over smoothness classes, and a number of further results. All the bounds are given in terms of effective dimension and do not involve the ambient dimension of the parameter space.
The internal behaviour of a population is an important feature to take account of when modelling their dynamics. In line with kin selection theory, many social species tend to cluster into distinct groups in order to enhance their overall population fitness. Temporal interactions between populations are often modelled using classical mathematical models, but these sometimes fail to delve deeper into the, often uncertain, relationships within populations. Here, we introduce a stochastic framework that aims to capture the interactions of animal groups and an auxiliary population over time. We demonstrate the model's capabilities, from a Bayesian perspective, through simulation studies and by fitting it to predator-prey count time series data. We then derive an approximation to the group correlation structure within such a population, while also taking account of the effect of the auxiliary population. We finally discuss how this approximation can lead to ecologically realistic interpretations in a predator-prey context. This approximation can also serve as verification to whether the population in question satisfies our various simplifying assumptions. Our modelling approach will be useful for empiricists for monitoring groups within a conservation framework and also theoreticians wanting to quantify interactions, to study cooperation and other phenomena within social populations.
The minimum covariance determinant (MCD) estimator is ubiquitous in multivariate analysis, the critical step of which is to select a subset of a given size with the lowest sample covariance determinant. The concentration step (C-step) is a common tool for subset-seeking; however, it becomes computationally demanding for high-dimensional data. To alleviate the challenge, we propose a depth-based algorithm, termed as \texttt{FDB}, which replaces the optimal subset with the trimmed region induced by statistical depth. We show that the depth-based region is consistent with the MCD-based subset under a specific class of depth notions, for instance, the projection depth. With the two suggested depths, the \texttt{FDB} estimator is not only computationally more efficient but also reaches the same level of robustness as the MCD estimator. Extensive simulation studies are conducted to assess the empirical performance of our estimators. We also validate the computational efficiency and robustness of our estimators under several typical tasks such as principal component analysis, linear discriminant analysis, image denoise and outlier detection on real-life datasets. A R package \textit{FDB} and potential extensions are available in the Supplementary Materials.
In decommissioning projects of nuclear facilities, the radiological characterisation step aims to estimate the quantity and spatial distribution of different radionuclides. To carry out the estimation, measurements are performed on site to obtain preliminary information. The usual industrial practice consists in applying spatial interpolation tools (as the ordinary kriging method) on these data to predict the value of interest for the contamination (radionuclide concentration, radioactivity, etc.) at unobserved positions. This paper questions the ordinary kriging tool on the well-known problem of the overoptimistic prediction variances due to not taking into account uncertainties on the estimation of the kriging parameters (variance and range). To overcome this issue, the practical use of the Bayesian kriging method, where the model parameters are considered as random variables, is deepened. The usefulness of Bayesian kriging, whilst comparing its performance to that of ordinary kriging, is demonstrated in the small data context (which is often the case in decommissioning projects). This result is obtained via several numerical tests on different toy models, and using complementary validation criteria: the predictivity coefficient (Q${}^2$), the Predictive Variance Adequacy (PVA), the $\alpha$-Confidence Interval plot (and its associated Mean Squared Error alpha (MSEalpha)), and the Predictive Interval Adequacy (PIA). The latter is a new criterion adapted to the Bayesian kriging results. Finally, the same comparison is performed on a real dataset coming from the decommissioning project of the CEA Marcoule G3 reactor. It illustrates the practical interest of Bayesian kriging in industrial radiological characterisation.
Most current audio-visual emotion recognition models lack the flexibility needed for deployment in practical applications. We envision a multimodal system that works even when only one modality is available and can be implemented interchangeably for either predicting emotional attributes or recognizing categorical emotions. Achieving such flexibility in a multimodal emotion recognition system is difficult due to the inherent challenges in accurately interpreting and integrating varied data sources. It is also a challenge to robustly handle missing or partial information while allowing direct switch between regression and classification tasks. This study proposes a \emph{versatile audio-visual learning} (VAVL) framework for handling unimodal and multimodal systems for emotion regression and emotion classification tasks. We implement an audio-visual framework that can be trained even when audio and visual paired data is not available for part of the training set (i.e., audio only or only video is present). We achieve this effective representation learning with audio-visual shared layers, residual connections over shared layers, and a unimodal reconstruction task. Our experimental results reveal that our architecture significantly outperforms strong baselines on both the CREMA-D and MSP-IMPROV corpora. Notably, VAVL attains a new state-of-the-art performance in the emotional attribute prediction task on the MSP-IMPROV corpus. Code available at: //github.com/ilucasgoncalves/VAVL
Most supervised learning methods assume that the data used in the training phase comes from the target population. However, in practice, one often faces dataset shift, which, if not adequately taken into account, may decrease the performance of their predictors. In this work, we propose a novel and flexible framework called DetectShift that enables quantification and testing of various types of dataset shifts, including shifts in the distributions of $(X, Y)$, $X$, $Y$, $X|Y$, and $Y|X$. DetectShift provides practitioners with insights about changes in their data, allowing them to leverage source and target data to retrain or adapt their predictors. That is particularly valuable in scenarios where labeled samples from the target domain are scarce. The framework utilizes test statistics with the same nature to quantify the magnitude of the various shifts, making results more interpretable. Moreover, it can be applied in both regression and classification tasks, as well as to different types of data such as tabular, text, and image data. Experimental results demonstrate the effectiveness of DetectShift in detecting dataset shifts even in higher dimensions. Our implementation for DetectShift can be found in //github.com/felipemaiapolo/detectshift.
This paper takes a look at omnibus tests of goodness of fit in the context of reweighted Anderson-Darling tests and makes threefold contributions. The first contribution is to provide a geometric understanding. It is argued that the test statistic with minimum variance for exchangeable distributional deviations can serve as a good general-purpose test. The second contribution is to propose better omnibus tests, called circularly symmetric tests and obtained by circularizing reweighted Anderson-Darling test statistics or, more generally, test statistics based on the observed order statistics. The resulting tests are called circularized tests. A limited but arguably convincing simulation study on finite-sample performance demonstrates that circularized tests have good performance, as they typically outperform their parent methods in the simulation study. The third contribution is to establish new large-sample results.