Contributed Poster Presentations: Section on Bayesian Statistical Science

Shirin Golchi Chair
McGill University
 
Tuesday, Aug 5: 10:30 AM - 12:20 PM
Contributed Posters 
Music City Center 

Main Sponsor

Section on Bayesian Statistical Science

Presentations

A Bayesian Multiplex Graph Classifier of Functional Brain Connectivity Across Cognitive Tasks

This work seeks to investigate the impact of aging on functional connectivity across different cognitive control scenarios, particularly emphasizing the identification of brain regions significantly associated with early aging. By conceptualizing functional connectivity within each cognitive control scenario as a graph, with brain regions as nodes, the statistical challenge revolves around devising a regression framework to predict a binary scalar outcome (aging or normal) using multiple graph predictors. To address this challenge, we propose the Bayesian Multiplex Graph Classifier (BMGC). Accounting for multiplex graph topology, our method models edge coefficients at each graph layer using bilinear interactions between the latent effects associated with the two nodes connected by the edge. This approach also employs a variable selection framework on node-specific latent effects from all graph layers to identify influential nodes linked to observed outcomes. Crucially, the proposed framework is computationally efficient and quantifies the uncertainty in node identification, coefficient estimation, and binary outcome prediction. 

Keywords

Bayesian statistics

Multiplex graph classification

Variable selection

Functional brain connectivity 

Co-Author(s)

Sharmistha Guha, Texas A&M University
Ivo Dinov, Statistics Online Computational Resource

First Author

Jose Rodriguez-Acosta, Texas A&M University

Presenting Author

Jose Rodriguez-Acosta, Texas A&M University

A Flexible Bayesian Multivariate Ordinal Regression Model for Language Sample Scale Data

One common type of outcome in Language Sample Analysis (LSA) is the sum of ordinal variables, which can be difficult to model. Classical approaches often assume outcomes are independent with additional distributional assumptions. Common choices include linear regression, which assumes outcomes are continuous, and logistic regression, which assumes outcomes follow a binomial distribution. However, linear regression assumes equal intervals between outcome categories, while logistic regression ignores the dependence among ordinal outcomes. Both models may fail to reflect the inherent ordering and differences in the data. Therefore, we proposed a variation of a cumulative ordinal model. Extra flexibility was introduced by allowing the probit link function to have a covariate-specific standard deviation. Additionally, we adopted a Bayesian and hierarchical framework that facilitates parameter estimation and enables direct probabilistic inference about parameters of interest. The proposed model improved fit over logistic and linear regressions on a LSA dataset collected from a study to understand how cognitive and language challenges interfere with expository abilities. 

Keywords

Bayesian

Ordinal Regression

Scale Data 

Co-Author

Eloise Kaizar, The Ohio State University

First Author

Fandi Chang

Presenting Author

Fandi Chang

Bayesian Mixture of Ordinal Regressions for Modeling Pain Score Trajectories

We present a Bayesian mixture model to cluster longitudinal pain score trajectories of breast cancer patients. Pain scores are integer-valued scores, ranging on a scale from 0 to 10, and are routinely reported at medical visits by patients throughout the course of their treatment. We focus on modeling and clustering patients' pain score trajectories from their initial cancer diagnosis throughout their treatment to better understand distinct "risk profiles" over time with the hope of tailored pain treatment interventions. We build a mixture model using Gaussian process regressions of pain scores on times, where each cluster likelihood is parameterized by latent, continuous-time pain trajectories and ordered cut points. We study model sensitivity to the choice of the number of mixtures and stability of the identified clusters through simulation studies and posterior predictive checks. We then fit the model to Duke breast cancer patient data and discuss clinical insights gained from cluster-associated patient demographics. 

Keywords

Mixture model

Trajectory clustering

Bayesian modeling

Pain scores data

Clinical statistics 

Co-Author(s)

Rushi Tang
Orlando Chen, Duke University
Samuel Berchuck

First Author

Youngsoo Baek

Presenting Author

Youngsoo Baek

Bayesian Parameter Estimation of Skew Normal Distribution

The skew normal distribution is a continuous probability distribution that generalizes the normal distribution to allow for non-zero skewness. In this poster presentation, we want to estimate parameters of the skew normal distribution by Bayesian technique and compare the results to the one from maximum likelihood estimation. 

Keywords

Skew Normal Distribution

Bayesian Estimation

Maximum Likelihood Estimation 

Co-Author

Alexander Kim, Johns Hopkins University

First Author

Woosuk Kim, Slippery Rock University

Presenting Author

Alexander Kim, Johns Hopkins University

Bayesian Varying Coefficient Multiple Index Model for Longitudinal Exposure Effect Estimation

We introduce the Bayesian Varying Coefficient Multiple Index Model (BVCMIM), a novel statistical approach designed to estimate the longitudinal effects of environmental chemical exposure mixtures on human health outcomes. Traditional methods in environmental health often focus on single chemical exposures or rely on linear models that may not capture the complex, non-linear, and non-additive relationships inherent in chemical mixtures. BVCMIM overcomes these limitations by allowing for the estimation of non-linear relationships between exposure indices and health outcomes, while also accounting for interactions among different chemical exposures over time. The model incorporates the use of horseshoe priors for sparsity, ensuring that only the most relevant exposures are included in the analysis, and applies Hamiltonian Monte Carlo for uncertainty quantification. Through a series of simulations, we demonstrate that BVCMIM provides robust and interpretable estimates of both baseline and longitudinal health effects, even in scenarios with intricate chemical interactions. 

Keywords

Bayesian Inference

Longitudinal Data Analysis

Chemical Exposure Mixture Analysis

Machine Learning 

Co-Author

Roman Jandarov, University of Cincinnati

First Author

Wei Jia, University of Cincinnati

Presenting Author

Wei Jia, University of Cincinnati

Do Sparsity Promoting Hierarchical Prior Models Plausibly Model Empirical Image Data

Scale mixtures of normal distributions are a popular family of hierarchical Bayesian models that compromise interpretability, flexibility, and tractability. Recent work has demonstrated that generalized gamma mixtures of normals admit efficient algorithms that allow inference, uncertainty quantification, and hyper-parameter tuning in large, sparse, ill-determined inverse problems. We demonstrate parameter choices that produce popular prior families (Gaussian, Laplace, Student-t), and relate the distinguishability of priors to level sets of low-order moments in the parameter space using the KL and KS distances for power and significance respectively. We test the empirical validity of the hierarchical priors in a series of large imaging data sets. As case studies, we consider benchmark remote sensing, MRI, and image segmentation data sets. We report plausible ranges of parameters under standard representations (Fourier, wavelet, etc.). We find that, relative to the data sets tested, previous computational work has focused on an overly narrow subset of the space of available priors. 

Keywords

Bayesian hierarchical models

Sparse inference

Image data

Scale mixture models

Compressed sensing

Model validation 

Co-Author(s)

Yash Dave, University of California, Berkeley
Brandon Marks, University of California, Berkeley
Zixun Wang, University of California, Berkeley
Hannah Chung, University of California, Berkeley

First Author

Alexander Strang, University of California, Berkeley

Presenting Author

Yash Dave, University of California, Berkeley

Extended Bayesian Estimation for In-flight Calibration of Space-based Instruments

Instrument calibration is essential for space-based instruments to ensure accurate measurements of physical quantities, such as photon flux from astronomical sources. This process involves in-flight adjustments to address discrepancies arising from instrument-specific variations. To enhance calibration reliability, we propose a Bayesian hierarchical spectral model that leverages domain-specific priors and integrates information across different spectra, instruments, and sources. By analyzing measurements of the same set of objects from multiple instruments, the model estimates posterior uncertainties for calibration parameters and infers about structural parameters with statistical significance. Using a log-normal approximation for photon counts, our approach provides a principled alternative to empirical methods, improving the calibration of new equipment. 

Keywords

bayesian hierarchical model

shrinkage estimator

high energy spectral model 

Co-Author(s)

Yang Chen, University of Michigan
Herman Marshall, MIT
Vinay Kashyap, Center for Astrophysics | Harvard & Smithsonian
David van Dyk, Imperial College London

First Author

Soham Das, University of Michigan - Ann Arbor

Presenting Author

Soham Das, University of Michigan - Ann Arbor

Identifying High-Risk Subgroups in Meta-Analyses with Hierarchical Bayesian Sparse Modeling

With immunotherapy drug development, meta-analyses have been used to assess adverse events in large sample sizes. However, toxicity profiles vary across adverse event categories by disease type and treatment. There is increasing interest in identifying high-risk groups for closer toxicity monitoring, but this effort is hindered by sparsely observed outcomes and a high number of potential risk factors for different types of adverse events. Traditional meta-analysis methods, such as fixed and random effects models, fail to address this issue and often yield biased estimates for rare events. We frame the problem as a Bayesian variable selection approach to identify high-risk groups and use the horseshoe prior to address sparsity in linking adverse event probabilities to study-level covariates. While earlier Bayesian horseshoe prior models exist, they have limitations and may not fully utilize available information. Building on the horseshoe prior model, we propose a Bayesian feature selection model that selects both main and interaction effects, using main effects selection to help form a hierarchical structure that facilitates interaction selection. 

Keywords

Bayesian feature selection

Meta-analyses

Horseshoe prior

Categorical data analysis 

Co-Author(s)

Christine Peterson, University of Texas MD Anderson Cancer Center
Shouhao Zhou, Pennsylvania State University

First Author

Grace Nie

Presenting Author

Grace Nie

Log-Gaussian Cox Processes on Networks for Crime Hotspot Analysis

Current spatial point process modeling of crime data primarily relies on Euclidean distances, while criminal incidents such as robbery or vehicle crime only occur on the streets of cities. This study utilizes the recently proposed Log-Gaussian Cox Processes (LGCPs) on metric graphs to analyze crime data from the UK. The purpose is to study the effect of explanatory variables such as population density, education levels, and socioeconomic factors and to find hotspots of crime. We also compare the LGCPs on the networks with LGCPs defined in Euclidean space to investigate the effect of taking the network structure into account. 

Keywords

Metric Graphs

Log-Gaussian Cox Processes

Crime Hotspot Analysis

Network-Based Modeling 

Co-Author

David Bolin, King Abdullah University of Science and Technology

First Author

lulu jiang

Presenting Author

lulu jiang

Skew-Gaussian Spatiotemporal Change of Support Model

Analyzing data that is inherently spatiotemporal can be difficult when our objective becomes estimating observations on a spatial and/or temporal domain that differs from the domain of our original data. The Spatiotemporal Change of Support (STCOS) model aims to solve this problem. Often, the data used in a STCOS model is assumed to follow a Gaussian distribution. However, when presented with non-Gaussian data, this assumption is unrealistic and unreliable. This research aims to extend the STCOS model to a non-Gaussian setting. We propose a Bayesian hierarchical model and implement a Markov Chain Monte Carlo Gibbs sampler to develop a Skew-Gaussian STCOS model that accounts for skewness in the data. 

Keywords

Bayesian Inference

Skew-Gaussian

Gibbs sampling

Spatiotemporal 

Co-Author(s)

Hossein Moradi Rekabdarkolaee, South Dakota State University
Semhar Michael, South Dakota State University

First Author

Eleanor Cain

Presenting Author

Eleanor Cain

Symmetrization of Martingale Posterior Distributions

The martingale posterior framework, recently proposed by Fong et al., is based on a sequence of one step ahead predictive distributions. It leads to computationally efficient inference in parametric and nonparametric settings. The predictive distributions implicitly provide a joint model for an infinite sequence of data. The observed data, arbitrarily considered to be Y1 through Yn, form the beginning of the sequence and the tail of the sequence is missing. Filling in the missing data allows one to summarize Y1 through Y∞ (or through YN, N large in practice). A typical summary, such as the mean, is regarded as a parameter.

In cases where the martingale posterior model does not match a de Finetti model, the joint distribution over the Y's is not exchangeable, and so the indices { 1, ..., n } of the data affect the analysis. We investigate methods of symmetrizing inference in these models. In some settings, re-indexing the observed data to { a1 < ... < an } and sending a1 to infinity is analytically tractable, and we recover classical Bayesian models with known priors. Additionally, we investigate the effect of nesting the nonexchangeable models within exchangeable models. 

Keywords

Martingale posterior

Bayesian nonpamametrics

Nonexchangeable models

Predictive inference

Bayesian uncertainty 

Co-Author

Steven MacEachern, The Ohio State University

First Author

Torey Hilbert

Presenting Author

Torey Hilbert