There is a growing interest in cell-type-specific analysis from bulk samples with a mixture of different cell types. A critical first step in such analyses is the accurate estimation of cell-type proportions in a bulk sample. Although many methods have been proposed recently, quantifying the uncertainties associated with the estimated cell-type proportions has not been well studied. Lack of consideration of these uncertainties can lead to missed or false findings in downstream analyses. In this article, we introduce a flexible statistical deconvolution framework that allows a general and subject-specific covariance of bulk gene expressions. Under this framework, we propose a decorrelated constrained least squares method called DECALS that estimates cell-type proportions as well as the sampling distribution of the estimates. Simulation studies demonstrate that DECALS can accurately quantify the uncertainties in the estimated proportions whereas other methods fail. Applying DECALS to analyze bulk gene expression data of post mortem brain samples from the ROSMAP and GTEx projects, we show that taking into account the uncertainties in the estimated cell-type proportions can lead to more accurate identifications of cell-type-specific differentially expressed genes and transcripts between different subject groups, such as between Alzheimer's disease patients and controls and between males and females.
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This work provides a theoretical analysis for optimally solving the pose estimation problem using total least squares for vector observations from landmark features, which is central to applications involving simultaneous localization and mapping. First, the optimization process is formulated with observation vectors extracted from point-cloud features. Then, error-covariance expressions are derived. The attitude and position estimates obtained via the derived optimization process are proven to reach the bounds defined by the Cram\'er-Rao lower bound under the small-angle approximation of attitude errors. A fully populated observation noise-covariance matrix is assumed as the weight in the cost function to cover the most general case of the sensor uncertainty. This includes more generic correlations in the errors than previous cases involving an isotropic noise assumption. The proposed solution is verified using Monte Carlo simulations and an experiment with an actual LIDAR to validate the error-covariance analysis.
Increasing complexity and data-generation rates in cyber-physical systems and the industrial Internet of things are calling for a corresponding increase in AI capabilities at the resource-constrained edges of the Internet. Meanwhile, the resource requirements of digital computing and deep learning are growing exponentially, in an unsustainable manner. One possible way to bridge this gap is the adoption of resource-efficient brain-inspired "neuromorphic" processing and sensing devices, which use event-driven, asynchronous, dynamic neurosynaptic elements with colocated memory for distributed processing and machine learning. However, since neuromorphic systems are fundamentally different from conventional von Neumann computers and clock-driven sensor systems, several challenges are posed to large-scale adoption and integration of neuromorphic devices into the existing distributed digital-computational infrastructure. Here, we describe the current landscape of neuromorphic computing, focusing on characteristics that pose integration challenges. Based on this analysis, we propose a microservice-based framework for neuromorphic systems integration, consisting of a neuromorphic-system proxy, which provides virtualization and communication capabilities required in distributed systems of systems, in combination with a declarative programming approach offering engineering-process abstraction. We also present concepts that could serve as a basis for the realization of this framework, and identify directions for further research required to enable large-scale system integration of neuromorphic devices.
An iteratively reweighted least squares (IRLS) method is proposed for estimating polyserial and polychoric correlation coefficients in this paper. It iteratively calculates the slopes in a series of weighted linear regression models fitting on conditional expected values. For polyserial correlation coefficient, conditional expectations of the latent predictor is derived from the observed ordinal categorical variable, and the regression coefficient is obtained using weighted least squares method. In estimating polychoric correlation coefficient, conditional expectations of the response variable and the predictor are updated in turns. Standard errors of the estimators are obtained using the delta method based on data summaries instead of the whole data. Conditional univariate normal distribution is exploited and a single integral is numerically evaluated in the proposed algorithm, comparing to the double integral computed numerically based on the bivariate normal distribution in the traditional maximum likelihood (ML) approaches. This renders the new algorithm very fast in estimating both polyserial and polychoric correlation coefficients. Thorough simulation studies are conducted to compare the performances of the proposed method with the classical ML methods. Real data analyses illustrate the advantage of the new method in computation speed.
We propose Narrowest Significance Pursuit (NSP), a general and flexible methodology for automatically detecting localised regions in data sequences which each must contain a change-point (understood as an abrupt change in the parameters of an underlying linear model), at a prescribed global significance level. NSP works with a wide range of distributional assumptions on the errors, and guarantees important stochastic bounds which directly yield exact desired coverage probabilities, regardless of the form or number of the regressors. In contrast to the widely studied "post-selection inference" approach, NSP paves the way for the concept of "post-inference selection". An implementation is available in the R package nsp (see //CRAN.R-project.org/package=nsp ).
Traffic forecasting models rely on data that needs to be sensed, processed, and stored. This requires the deployment and maintenance of traffic sensing infrastructure, often leading to unaffordable monetary costs. The lack of sensed locations can be complemented with synthetic data simulations that further lower the economical investment needed for traffic monitoring. One of the most common data generative approaches consists of producing real-like traffic patterns, according to data distributions from analogous roads. The process of detecting roads with similar traffic is the key point of these systems. However, without collecting data at the target location no flow metrics can be employed for this similarity-based search. We present a method to discover locations among those with available traffic data by inspecting topological features. These features are extracted from domain-specific knowledge as numerical representations (embeddings) to compare different locations and eventually find roads with analogous daily traffic profiles based on the similarity between embeddings. The performance of this novel selection system is examined and compared to simpler traffic estimation approaches. After finding a similar source of data, a generative method is used to synthesize traffic profiles. Depending on the resemblance of the traffic behavior at the sensed road, the generation method can be fed with data from one road only. Several generation approaches are analyzed in terms of the precision of the synthesized samples. Above all, this work intends to stimulate further research efforts towards enhancing the quality of synthetic traffic samples and thereby, reducing the need for sensing infrastructure.
High-dimensional matrix-variate time series data are becoming widely available in many scientific fields, such as economics, biology, and meteorology. To achieve significant dimension reduction while preserving the intrinsic matrix structure and temporal dynamics in such data, Wang et al. (2017) proposed a matrix factor model that is shown to provide effective analysis. In this paper, we establish a general framework for incorporating domain or prior knowledge in the matrix factor model through linear constraints. The proposed framework is shown to be useful in achieving parsimonious parameterization, facilitating interpretation of the latent matrix factor, and identifying specific factors of interest. Fully utilizing the prior-knowledge-induced constraints results in more efficient and accurate modeling, inference, dimension reduction as well as a clear and better interpretation of the results. In this paper, constrained, multi-term, and partially constrained factor models for matrix-variate time series are developed, with efficient estimation procedures and their asymptotic properties. We show that the convergence rates of the constrained factor loading matrices are much faster than those of the conventional matrix factor analysis under many situations. Simulation studies are carried out to demonstrate the finite-sample performance of the proposed method and its associated asymptotic properties. We illustrate the proposed model with three applications, where the constrained matrix-factor models outperform their unconstrained counterparts in the power of variance explanation under the out-of-sample 10-fold cross-validation setting.
This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of observations ($T$). We propose an estimation method called $\alpha$-PCA that preserves the matrix structure and aggregates mean and contemporary covariance through a hyper-parameter $\alpha$. We develop an inferential theory, establishing consistency, the rate of convergence, and the limiting distributions, under general conditions that allow for correlations across time, rows, or columns of the noise. We show both theoretical and empirical methods of choosing the best $\alpha$, depending on the use-case criteria. Simulation results demonstrate the adequacy of the asymptotic results in approximating the finite sample properties. The $\alpha$-PCA compares favorably with the existing ones. Finally, we illustrate its applications with a real numeric data set and two real image data sets. In all applications, the proposed estimation procedure outperforms previous methods in the power of variance explanation using out-of-sample 10-fold cross-validation.
Anomaly detection methods identify examples that do not follow the expected behaviour, typically in an unsupervised fashion, by assigning real-valued anomaly scores to the examples based on various heuristics. These scores need to be transformed into actual predictions by thresholding, so that the proportion of examples marked as anomalies equals the expected proportion of anomalies, called contamination factor. Unfortunately, there are no good methods for estimating the contamination factor itself. We address this need from a Bayesian perspective, introducing a method for estimating the posterior distribution of the contamination factor of a given unlabeled dataset. We leverage on outputs of several anomaly detectors as a representation that already captures the basic notion of anomalousness and estimate the contamination using a specific mixture formulation. Empirically on 22 datasets, we show that the estimated distribution is well-calibrated and that setting the threshold using the posterior mean improves the anomaly detectors' performance over several alternative methods. All code is publicly available for full reproducibility.
In this paper we integrate the isotonic regression with Stone's cross-validation-based method to estimate discrete infinitely supported distribution. We prove that the estimator is strongly consistent, derive its rate of convergence for any underlying distribution, and for one-dimensional case we derive Marshal-type inequality for cumulative distribution function of the estimator. Also, we construct the asymptotically correct conservative global confidence band for the estimator. It is shown that, first, the estimator performs good even for small sized data sets, second, the estimator outperforms in the case of non-monotone underlying distribution, and, third, it performs almost as good as Grenander estimator when the true distribution is isotonic. Therefore, the new estimator provides a trade-off between goodness-of-fit, monotonicity and quality of probabilistic forecast. We apply the estimator to the time-to-onset data of visceral leishmaniasis in Brazil collected from 2007 to 2014.
A popular method for variance reduction in observational causal inference is propensity-based trimming, the practice of removing units with extreme propensities from the sample. This practice has theoretical grounding when the data are homoscedastic and the propensity model is parametric (Yang and Ding, 2018; Crump et al. 2009), but in modern settings where heteroscedastic data are analyzed with non-parametric models, existing theory fails to support current practice. In this work, we address this challenge by developing new methods and theory for sample trimming. Our contributions are three-fold: first, we describe novel procedures for selecting which units to trim. Our procedures differ from previous work in that we trim not only units with small propensities, but also units with extreme conditional variances. Second, we give new theoretical guarantees for inference after trimming. In particular, we show how to perform inference on the trimmed subpopulation without requiring that our regressions converge at parametric rates. Instead, we make only fourth-root rate assumptions like those in the double machine learning literature. This result applies to conventional propensity-based trimming as well and thus may be of independent interest. Finally, we propose a bootstrap-based method for constructing simultaneously valid confidence intervals for multiple trimmed sub-populations, which are valuable for navigating the trade-off between sample size and variance reduction inherent in trimming. We validate our methods in simulation, on the 2007-2008 National Health and Nutrition Examination Survey, and on a semi-synthetic Medicare dataset and find promising results in all settings.
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