{"title":"Jorge Mateu’s contribution to the Discussion of ‘Flexible marked spatio-temporal point processes with applications to event sequences from association football’ by Narayanan, Kosmidis and Dellaportas","authors":"J. Mateu","doi":"10.1093/jrsssc/qlad073","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad073","url":null,"abstract":"","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2023-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85694113","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Mattia Stival and Lorenzo Schiavon’s contribution to the Discussion of “Flexible marked spatio-temporal point processes with applications to event sequences from association football” by Narayanan, Kosmidis and Dellaportas","authors":"M. Stival, Lorenzo Schiavon","doi":"10.1093/jrsssc/qlad068","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad068","url":null,"abstract":"","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2023-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75628376","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
A prominent problem in analysing genetic information has been a lack of mathematical frameworks for doing so. This article offers some new statistical methods to model and analyse information content in proteins, protein families, and their sequences. We discuss how to understand the qualitative aspects of genetic information, how to estimate the quantitative aspects of it, and implement a statistical model where the qualitative genetic function is represented jointly with its probabilistic metric of self-information. The functional information of protein families in the Cath and Pfam databases are estimated using a method inspired by rejection sampling. Scientific work may place these components of information as one of the fundamental aspects of molecular biology.
{"title":"Estimating the information content of genetic sequence data","authors":"Steinar Thorvaldsen, O. Hössjer","doi":"10.1093/jrsssc/qlad062","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad062","url":null,"abstract":"\u0000 A prominent problem in analysing genetic information has been a lack of mathematical frameworks for doing so. This article offers some new statistical methods to model and analyse information content in proteins, protein families, and their sequences. We discuss how to understand the qualitative aspects of genetic information, how to estimate the quantitative aspects of it, and implement a statistical model where the qualitative genetic function is represented jointly with its probabilistic metric of self-information. The functional information of protein families in the Cath and Pfam databases are estimated using a method inspired by rejection sampling. Scientific work may place these components of information as one of the fundamental aspects of molecular biology.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2023-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81375405","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The Tweedie distribution is a useful tool to model zero-inflated non-negative continuous data. However, the Tweedie dispersion relationship (DR) is not general enough to cover some important forms such as quadratic dispersion, and an easy and fast-to-implement Tweedie AR(1) model (first-order autoregressive model) needs to be developed for spatio-temporal modelling. In this research we extend the Tweedie distribution to accommodate flexible DRs, and propose a Tweedie Markov process (TMP) with the AR(1) autocorrelation structure. This TMP is simple to implement and requires only the Tweedie probability density function. Simulation studies and real data analysis are conducted to validate our new approach.
{"title":"A Tweedie Markov process and its application in fisheries stock assessment","authors":"Nan Zheng, Y. Lim, N. Cadigan","doi":"10.1093/jrsssc/qlad064","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad064","url":null,"abstract":"\u0000 The Tweedie distribution is a useful tool to model zero-inflated non-negative continuous data. However, the Tweedie dispersion relationship (DR) is not general enough to cover some important forms such as quadratic dispersion, and an easy and fast-to-implement Tweedie AR(1) model (first-order autoregressive model) needs to be developed for spatio-temporal modelling. In this research we extend the Tweedie distribution to accommodate flexible DRs, and propose a Tweedie Markov process (TMP) with the AR(1) autocorrelation structure. This TMP is simple to implement and requires only the Tweedie probability density function. Simulation studies and real data analysis are conducted to validate our new approach.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80608354","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
For low- and no-default portfolios, financial institutions are confronted with the problem to estimate default probabilities for credit ratings for which no default was observed. The Bayesian approach offers a solution but brings the problem of the parameter assignment of the prior distribution. Sequential Bayesian updating allows to settle the question of the location parameter or mean of the prior distribution. This article proposes to use floor constraints to determine the scale or standard deviation parameter of the prior distribution. The floor constraint can also be used to determine the free parameter γ in the Pluto–Tasche approach.
{"title":"Estimating default probabilities for no- and low-default portfolios: parameter specification via floor constraints","authors":"Oliver Blümke","doi":"10.1093/jrsssc/qlad061","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad061","url":null,"abstract":"\u0000 For low- and no-default portfolios, financial institutions are confronted with the problem to estimate default probabilities for credit ratings for which no default was observed. The Bayesian approach offers a solution but brings the problem of the parameter assignment of the prior distribution. Sequential Bayesian updating allows to settle the question of the location parameter or mean of the prior distribution. This article proposes to use floor constraints to determine the scale or standard deviation parameter of the prior distribution. The floor constraint can also be used to determine the free parameter γ in the Pluto–Tasche approach.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2023-07-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82128012","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-07-13eCollection Date: 2023-11-01DOI: 10.1093/jrsssc/qlad058
Barbara Bodinier, Sarah Filippi, Therese Haugdahl Nøst, Julien Chiquet, Marc Chadeau-Hyam
Stability selection represents an attractive approach to identify sparse sets of features jointly associated with an outcome in high-dimensional contexts. We introduce an automated calibration procedure via maximisation of an in-house stability score and accommodating a priori-known block structure (e.g. multi-OMIC) data. It applies to [Least Absolute Shrinkage Selection Operator (LASSO)] penalised regression and graphical models. Simulations show our approach outperforms non-stability-based and stability selection approaches using the original calibration. Application to multi-block graphical LASSO on real (epigenetic and transcriptomic) data from the Norwegian Women and Cancer study reveals a central/credible and novel cross-OMIC role of LRRN3 in the biological response to smoking. Proposed approaches were implemented in the R package sharp.
稳定性选择是一种极具吸引力的方法,可用于识别高维背景下与结果共同相关的稀疏特征集。我们介绍了一种自动校准程序,该程序通过最大化内部稳定性得分和容纳事先已知的块结构(如多OMIC)数据来实现。它适用于[最小绝对收缩选择操作符(LASSO)]惩罚回归和图形模型。模拟结果表明,我们的方法优于使用原始校准的非稳定性方法和稳定性选择方法。在挪威妇女与癌症研究的真实(表观遗传学和转录组学)数据上应用多块图形 LASSO,揭示了 LRRN3 在吸烟生物反应中的核心/可信和新颖的交叉OMIC 作用。建议的方法在 R 软件包 sharp 中实现。
{"title":"Automated calibration for stability selection in penalised regression and graphical models.","authors":"Barbara Bodinier, Sarah Filippi, Therese Haugdahl Nøst, Julien Chiquet, Marc Chadeau-Hyam","doi":"10.1093/jrsssc/qlad058","DOIUrl":"10.1093/jrsssc/qlad058","url":null,"abstract":"<p><p>Stability selection represents an attractive approach to identify sparse sets of features jointly associated with an outcome in high-dimensional contexts. We introduce an automated calibration procedure via maximisation of an in-house stability score and accommodating a priori-known block structure (e.g. multi-OMIC) data. It applies to [Least Absolute Shrinkage Selection Operator (LASSO)] penalised regression and graphical models. Simulations show our approach outperforms non-stability-based and stability selection approaches using the original calibration. Application to multi-block graphical LASSO on real (epigenetic and transcriptomic) data from the Norwegian Women and Cancer study reveals a central/credible and novel cross-OMIC role of LRRN3 in the biological response to smoking. Proposed approaches were implemented in the R package sharp.</p>","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2023-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10746547/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139032725","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Abstract Identification of taxa can significantly be assisted by statistical classification based on trait measurements either individually or by phylogenetic (clustering) methods. In this article, we present a general Bayesian approach for classifying species individually based on measurements of a mixture of continuous and ordinal traits, and any type of covariates. The trait vector is derived from a latent variable with a multivariate Gaussian distribution. Decision rules based on supervised learning are presented that estimate model parameters through blocked Gibbs sampling. These decision regions allow for uncertainty (partial rejection), so that not necessarily one specific category (taxon) is output when new subjects are classified, but rather a set of categories including the most probable taxa. This type of discriminant analysis employs reward functions with a set-valued input argument, so that an optimal Bayes classifier can be defined. We also present a way of safeguarding against outlying new observations, using an analogue of a p-value within our Bayesian setting. We refer to our Bayesian set-valued classifier as the Karlsson–Hössjer method, and it is illustrated on an original ornithological data set of birds. We also incorporate model selection through cross-validation, exemplified on another original data set of birds.
{"title":"Identification of taxon through classification with partial reject options","authors":"Måns Karlsson, Ola Hössjer","doi":"10.1093/jrsssc/qlad036","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad036","url":null,"abstract":"Abstract Identification of taxa can significantly be assisted by statistical classification based on trait measurements either individually or by phylogenetic (clustering) methods. In this article, we present a general Bayesian approach for classifying species individually based on measurements of a mixture of continuous and ordinal traits, and any type of covariates. The trait vector is derived from a latent variable with a multivariate Gaussian distribution. Decision rules based on supervised learning are presented that estimate model parameters through blocked Gibbs sampling. These decision regions allow for uncertainty (partial rejection), so that not necessarily one specific category (taxon) is output when new subjects are classified, but rather a set of categories including the most probable taxa. This type of discriminant analysis employs reward functions with a set-valued input argument, so that an optimal Bayes classifier can be defined. We also present a way of safeguarding against outlying new observations, using an analogue of a p-value within our Bayesian setting. We refer to our Bayesian set-valued classifier as the Karlsson–Hössjer method, and it is illustrated on an original ornithological data set of birds. We also incorporate model selection through cross-validation, exemplified on another original data set of birds.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136260255","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Spatial preferential sampling occurs when the choice of sampling locations depends stochastically on the process of interest. Ignoring this dependence leads to inaccurate inferences. Our framework models experimenter preferences jointly with the spatial process to adjust for this. We dispense with the unrealistic assumption (required by existing methods) of conditional independence of sampling locations by defining a whole design distribution proportional to a utility function on the space of designs. The proposed model likelihood is generally intractable. We provide fitting techniques based on the noisy Markov chain Monte Carlo and demonstrate their usage on a data set of spatially distributed ammonia concentrations.
{"title":"A design utility approach for preferentially sampled spatial data","authors":"Elizabeth J Gray, E. Evangelou","doi":"10.1093/jrsssc/qlad040","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad040","url":null,"abstract":"\u0000 Spatial preferential sampling occurs when the choice of sampling locations depends stochastically on the process of interest. Ignoring this dependence leads to inaccurate inferences. Our framework models experimenter preferences jointly with the spatial process to adjust for this. We dispense with the unrealistic assumption (required by existing methods) of conditional independence of sampling locations by defining a whole design distribution proportional to a utility function on the space of designs. The proposed model likelihood is generally intractable. We provide fitting techniques based on the noisy Markov chain Monte Carlo and demonstrate their usage on a data set of spatially distributed ammonia concentrations.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2023-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81990291","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Daniel Clarkson, Emma Eastoe and Amber Leeson's (Lancaster University) reply to the Discussion of ‘Statistical aspects of climate change’","authors":"D. Clarkson, E. Eastoe, A. Leeson","doi":"10.1093/jrsssc/qlad059","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad059","url":null,"abstract":"","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2023-06-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75588026","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Anna Choi and Tze Leung Lai’s contribution to the Discussion of ‘The First Discussion Meeting on Statistical aspects of climate change’","authors":"Anna Choi, T. Lai","doi":"10.1093/jrsssc/qlad050","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad050","url":null,"abstract":"","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2023-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85300919","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}