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Multilevel linear models allow flexible statistical modelling of complex data with different levels of stratification. Identifying the most appropriate model from the large set of possible candidates is a challenging problem. In the Bayesian setting, the standard approach is a comparison of models using the model evidence or the Bayes factor. Explicit expressions for these quantities are available for simple linear models, but in most cases, direct computation is impossible. In practice, Markov Chain Monte Carlo approaches are widely used, such as sequential Monte Carlo, but it is not always clear how well such techniques perform. We present a method for estimation of the log model evidence, by an intermediate marginalisation over non-variance parameters. This reduces the dimensionality of the Monte Carlo sampling algorithm, which in turn yields more consistent estimates. The aim of this paper is to show how this framework fits together and works in practice, particularly on data with hierarchical structure. We illustrate this method on a popular multilevel dataset containing levels of radon in homes in the US state of Minnesota.

Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data. Therefore, methods for exploring the identifiability of models that explicitly incorporate heterogeneity through variability in model parameters are relatively underdeveloped. We develop a new likelihood-based framework, based on moment matching, for inference and identifiability analysis of differential equation models that capture biological heterogeneity through parameters that vary according to probability distributions. As our novel method is based on an approximate likelihood function, it is highly flexible; we demonstrate identifiability analysis using both a frequentist approach based on profile likelihood, and a Bayesian approach based on Markov-chain Monte Carlo. Through three case studies, we demonstrate our method by providing a didactic guide to inference and identifiability analysis of hyperparameters that relate to the statistical moments of model parameters from independent observed data. Our approach has a computational cost comparable to analysis of models that neglect heterogeneity, a significant improvement over many existing alternatives. We demonstrate how analysis of random parameter models can aid better understanding of the sources of heterogeneity from biological data.

Stochastic gradient algorithms are widely used for both optimization and sampling in large-scale learning and inference problems. However, in practice, tuning these algorithms is typically done using heuristics and trial-and-error rather than rigorous, generalizable theory. To address this gap between theory and practice, we novel insights into the effect of tuning parameters by characterizing the large-sample behavior of iterates of a very general class of preconditioned stochastic gradient algorithms with fixed step size. In the optimization setting, our results show that iterate averaging with a large fixed step size can result in statistically efficient approximation of the (local) M-estimator. In the sampling context, our results show that with appropriate choices of tuning parameters, the limiting stationary covariance can match either the Bernstein--von Mises limit of the posterior, adjustments to the posterior for model misspecification, or the asymptotic distribution of the MLE; and that with a naive tuning the limit corresponds to none of these. Moreover, we argue that an essentially independent sample from the stationary distribution can be obtained after a fixed number of passes over the dataset. We validate our asymptotic results in realistic finite-sample regimes via several experiments using simulated and real data. Overall, we demonstrate that properly tuned stochastic gradient algorithms with constant step size offer a computationally efficient and statistically robust approach to obtaining point estimates or posterior-like samples.

We consider a causal inference model in which individuals interact in a social network and they may not comply with the assigned treatments. Estimating causal parameters is challenging in the presence of network interference of unknown form, as each individual may be influenced by both close individuals and distant ones in complex ways. Noncompliance with treatment assignment further complicates this problem, and prior methods dealing with network spillovers but disregarding the noncompliance issue may underestimate the effect of the treatment receipt on the outcome. To estimate meaningful causal parameters, we introduce a new concept of exposure mapping, which summarizes potentially complicated spillover effects into a fixed dimensional statistic of instrumental variables. We investigate identification conditions for the intention-to-treat effect and the average causal effect for compliers, while explicitly considering the possibility of misspecification of exposure mapping. Based on our identification results, we develop nonparametric estimation procedures via inverse probability weighting. Their asymptotic properties, including consistency and asymptotic normality, are investigated using an approximate neighborhood interference framework, which is convenient for dealing with unknown forms of spillovers between individuals. For an empirical illustration, we apply our method to experimental data on the anti-conflict intervention school program.

Stochastic differential equations (SDEs) are used to describe a wide variety of complex stochastic dynamical systems. Learning the hidden physics within SDEs is crucial for unraveling fundamental understanding of these systems' stochastic and nonlinear behavior. We propose a flexible and scalable framework for training artificial neural networks to learn constitutive equations that represent hidden physics within SDEs. The proposed stochastic physics-informed neural ordinary differential equation framework (SPINODE) propagates stochasticity through the known structure of the SDE (i.e., the known physics) to yield a set of deterministic ODEs that describe the time evolution of statistical moments of the stochastic states. SPINODE then uses ODE solvers to predict moment trajectories. SPINODE learns neural network representations of the hidden physics by matching the predicted moments to those estimated from data. Recent advances in automatic differentiation and mini-batch gradient descent with adjoint sensitivity are leveraged to establish the unknown parameters of the neural networks. We demonstrate SPINODE on three benchmark in-silico case studies and analyze the framework's numerical robustness and stability. SPINODE provides a promising new direction for systematically unraveling the hidden physics of multivariate stochastic dynamical systems with multiplicative noise.

In this paper, we study a sequential decision making problem faced by e-commerce carriers related to when to send out a vehicle from the central depot to serve customer requests, and in which order to provide the service, under the assumption that the time at which parcels arrive at the depot is stochastic and dynamic. The objective is to maximize the number of parcels that can be delivered during the service hours. We propose two reinforcement learning approaches for solving this problem, one based on a policy function approximation (PFA) and the second on a value function approximation (VFA). Both methods are combined with a look-ahead strategy, in which future release dates are sampled in a Monte-Carlo fashion and a tailored batch approach is used to approximate the value of future states. Our PFA and VFA make a good use of branch-and-cut-based exact methods to improve the quality of decisions. We also establish sufficient conditions for partial characterization of optimal policy and integrate them into PFA/VFA. In an empirical study based on 720 benchmark instances, we conduct a competitive analysis using upper bounds with perfect information and we show that PFA and VFA greatly outperform two alternative myopic approaches. Overall, PFA provides best solutions, while VFA (which benefits from a two-stage stochastic optimization model) achieves a better tradeoff between solution quality and computing time.

With the advances of data-driven machine learning research, a wide variety of prediction problems have been tackled. It has become critical to explore how machine learning and specifically deep learning methods can be exploited to analyse healthcare data. A major limitation of existing methods has been the focus on grid-like data; however, the structure of physiological recordings are often irregular and unordered which makes it difficult to conceptualise them as a matrix. As such, graph neural networks have attracted significant attention by exploiting implicit information that resides in a biological system, with interactive nodes connected by edges whose weights can be either temporal associations or anatomical junctions. In this survey, we thoroughly review the different types of graph architectures and their applications in healthcare. We provide an overview of these methods in a systematic manner, organized by their domain of application including functional connectivity, anatomical structure and electrical-based analysis. We also outline the limitations of existing techniques and discuss potential directions for future research.

The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this work, we show that it suffices to perform inference over a small subset of model weights in order to obtain accurate predictive posteriors. The other weights are kept as point estimates. This subnetwork inference framework enables us to use expressive, otherwise intractable, posterior approximations over such subsets. In particular, we implement subnetwork linearized Laplace: We first obtain a MAP estimate of all weights and then infer a full-covariance Gaussian posterior over a subnetwork. We propose a subnetwork selection strategy that aims to maximally preserve the model's predictive uncertainty. Empirically, our approach is effective compared to ensembles and less expressive posterior approximations over full networks.

Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural information and ignore the dynamicity of optimization, which leads to high variance in estimating the stochastic gradients. The high variance issue can be very pronounced in extremely large graphs, where it results in slow convergence and poor generalization. In this paper, we theoretically analyze the variance of sampling methods and show that, due to the composite structure of empirical risk, the variance of any sampling method can be decomposed into \textit{embedding approximation variance} in the forward stage and \textit{stochastic gradient variance} in the backward stage that necessities mitigating both types of variance to obtain faster convergence rate. We propose a decoupled variance reduction strategy that employs (approximate) gradient information to adaptively sample nodes with minimal variance, and explicitly reduces the variance introduced by embedding approximation. We show theoretically and empirically that the proposed method, even with smaller mini-batch sizes, enjoys a faster convergence rate and entails a better generalization compared to the existing methods.

Pre-trained deep neural network language models such as ELMo, GPT, BERT and XLNet have recently achieved state-of-the-art performance on a variety of language understanding tasks. However, their size makes them impractical for a number of scenarios, especially on mobile and edge devices. In particular, the input word embedding matrix accounts for a significant proportion of the model's memory footprint, due to the large input vocabulary and embedding dimensions. Knowledge distillation techniques have had success at compressing large neural network models, but they are ineffective at yielding student models with vocabularies different from the original teacher models. We introduce a novel knowledge distillation technique for training a student model with a significantly smaller vocabulary as well as lower embedding and hidden state dimensions. Specifically, we employ a dual-training mechanism that trains the teacher and student models simultaneously to obtain optimal word embeddings for the student vocabulary. We combine this approach with learning shared projection matrices that transfer layer-wise knowledge from the teacher model to the student model. Our method is able to compress the BERT_BASE model by more than 60x, with only a minor drop in downstream task metrics, resulting in a language model with a footprint of under 7MB. Experimental results also demonstrate higher compression efficiency and accuracy when compared with other state-of-the-art compression techniques.