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1. A Dirichlet Mixture Model of Hawkes Processes for Event Sequence Clustering

   Xu, Hongteng ; Zha, Hongyuan ( January 2017 , Advances in neural information processing systems)

   How to cluster event sequences generated via different point processes is an interesting and important problem in statistical machine learning. To solve this problem, we propose and discuss an effective model-based clustering method based on a novel Dirichlet mixture model of a special but significant type of point processes — Hawkes process. The proposed model generates the event sequences with different clusters from the Hawkes processes with different parameters, and uses a Dirichlet distribution as the prior distribution of the clusters. We prove the identifiability of our mixture model and propose an effective variational Bayesian inference algorithm to learn our model. An adaptive inner iteration allocation strategy is designed to accelerate the convergence of our algorithm. Moreover, we investigate the sample complexity and the computational complexity of our learning algorithm in depth. Experiments on both synthetic and real-world data show that the clustering method based on our model can learn structural triggering patterns hidden in asynchronous event sequences robustly and achieve superior performance on clustering purity and consistency compared to existing methods. 

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2. Bayesian biclustering for microbial metagenomic sequencing data via multinomial matrix factorization

   https://doi.org/10.1093/biostatistics/kxab002  

   Zhou, Fangting ; He, Kejun ; Li, Qiwei ; Chapkin, Robert S ; Ni, Yang ( February 2021 , Biostatistics)

   null (Ed.)

   Summary High-throughput sequencing technology provides unprecedented opportunities to quantitatively explore human gut microbiome and its relation to diseases. Microbiome data are compositional, sparse, noisy, and heterogeneous, which pose serious challenges for statistical modeling. We propose an identifiable Bayesian multinomial matrix factorization model to infer overlapping clusters on both microbes and hosts. The proposed method represents the observed over-dispersed zero-inflated count matrix as Dirichlet-multinomial mixtures on which latent cluster structures are built hierarchically. Under the Bayesian framework, the number of clusters is automatically determined and available information from a taxonomic rank tree of microbes is naturally incorporated, which greatly improves the interpretability of our findings. We demonstrate the utility of the proposed approach by comparing to alternative methods in simulations. An application to a human gut microbiome data set involving patients with inflammatory bowel disease reveals interesting clusters, which contain bacteria families Bacteroidaceae, Bifidobacteriaceae, Enterobacteriaceae, Fusobacteriaceae, Lachnospiraceae, Ruminococcaceae, Pasteurellaceae, and Porphyromonadaceae that are known to be related to the inflammatory bowel disease and its subtypes according to biological literature. Our findings can help generate potential hypotheses for future investigation of the heterogeneity of the human gut microbiome. 

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3. Scalable inference for space‐time Gaussian Cox processes

   https://doi.org/10.1111/jtsa.12457  

   Shirota, Shinichiro ; Banerjee, Sudipto ( April 2019 , Journal of Time Series Analysis)

   The log‐Gaussian Cox process is a flexible and popular stochastic process for modeling point patterns exhibiting spatial and space‐time dependence. Model fitting requires approximation of stochastic integrals which is implemented through discretization over the domain of interest. With fine scale discretization, inference based on Markov chain Monte Carlo is computationally burdensome because of the cost of matrix decompositions and storage, such as the Cholesky, for high dimensional covariance matrices associated with latent Gaussian variables. This article addresses these computational bottlenecks by combining two recent developments: (i) a data augmentation strategy that has been proposed for space‐time Gaussian Cox processes that is based on exact Bayesian inference and does not require fine grid approximations for infinite dimensional integrals, and (ii) a recently developed family of sparsity‐inducing Gaussian processes, called nearest‐neighbor Gaussian processes, to avoid expensive matrix computations. Our inference is delivered within the fully model‐based Bayesian paradigm and does not sacrifice the richness of traditional log‐Gaussian Cox processes. We apply our method to crime event data in San Francisco and investigate the recovery of the intensity surface.

    

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4. Geostatistical modeling of positive‐definite matrices: An application to diffusion tensor imaging

   https://doi.org/10.1111/biom.13445  

   Lan, Zhou ; Reich, Brian J. ; Guinness, Joseph ; Bandyopadhyay, Dipankar ; Ma, Liangsuo ; Moeller, F. Gerard ( June 2022 , Biometrics)

   Geostatistical modeling for continuous point‐referenced data has extensively been applied to neuroimaging because it produces efficient and valid statistical inference. However, diffusion tensor imaging (DTI), a neuroimaging technique characterizing the brain's anatomical structure, produces a positive‐definite (p.d.) matrix for each voxel. Currently, only a few geostatistical models for p.d. matrices have been proposed because introducing spatial dependence among p.d. matrices properly is challenging. In this paper, we use the spatial Wishart process, a spatial stochastic process (random field), where each p.d. matrix‐variate random variable marginally follows a Wishart distribution, and spatial dependence between random matrices is induced by latent Gaussian processes. This process is valid on an uncountable collection of spatial locations and is almost‐surely continuous, leading to a reasonable way of modeling spatial dependence. Motivated by a DTI data set of cocaine users, we propose a spatial matrix‐variate regression model based on the spatial Wishart process. A problematic issue is that the spatial Wishart process has no closed‐form density function. Hence, we propose an approximation method to obtain a feasible Cholesky decomposition model, which we show to be asymptotically equivalent to the spatial Wishart process model. A local likelihood approximation method is also applied to achieve fast computation. The simulation studies and real data application demonstrate that the Cholesky decomposition process model produces reliable inference and improved performance, compared to other methods.

    

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5. Probabilistic Sparse Subspace Clustering Using Delayed Association.

   Jaberi, M. ( January 2018 , Proceedings of the 2018 24th International Conference on Pattern Recognition (ICPR))

   Discovering and clustering subspaces in high-dimensional data is a fundamental problem of machine learning with a wide range of applications in data mining, computer vision, and pattern recognition. Earlier methods divided the problem into two separate stages of finding the similarity matrix and finding clusters. Similar to some recent works, we integrate these two steps using a joint optimization approach. We make the following contributions: (i) we estimate the reliability of the cluster assignment for each point before assigning a point to a subspace. We group the data points into two groups of “certain” and “uncertain”, with the assignment of latter group delayed until their subspace association certainty improves. (ii) We demonstrate that delayed association is better suited for clustering subspaces that have ambiguities, i.e. when subspaces intersect or data are contaminated with outliers/noise. (iii) We demonstrate experimentally that such delayed probabilistic association leads to a more accurate self-representation and final clusters. The proposed method has higher accuracy both for points that exclusively lie in one subspace, and those that are on the intersection of subspaces. (iv) We show that delayed association leads to huge reduction of computational cost, since it allows for incremental spectral clustering 

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