Past Seminar Series

Date: 2012-02-03

Time: 15:30-16:30

Location: BURN 1205

Abstract:

Du: Linear mixed-effects (LME) models are frequently used for modeling longitudinal data. One complicating factor in the analysis of such data is that samples are sometimes obtained from a population with significant underlying heterogeneity, which would be hard to capture by a single LME model. Such problems may be addressed by a finite mixture of linear mixed-effects (FMLME) models, which segments the population into subpopulations and models each subpopulation by a distinct LME model. Often in the initial stage of a study, a large number of predictors are introduced. However, their associations to the response variable vary from one component to another of the FMLME model. To enhance predictability and to obtain a parsimonious model, it is of great practical interest to identify the important effects, both fixed and random, in the model. Traditional variable selection techniques such as stepwise deletion and subset selection are computationally expensive as the number of covariates and components in the mixture model increases. In this talk, we introduce a penalized likelihood approach and propose a nested EM algorithm for efficient numerical computations. Our estimators are shown to possess desirable properties such as consistency, sparsity and asymptotic normality. We illustrate the performance of our method through simulations and a systemic sclerosis data example.

Date: 2012-01-27

Time: 15:30-16:30

Location: BURN 1205

Abstract:

A common problem in observational studies is estimating the causal effect of time-varying treatment in the presence of a time varying confounder. When random assignment of subjects to comparison groups is not possible, time-varying confounders can cause bias in estimating causal effects even after standard regression adjustment if past treatment history is a predictor of future confounders. To eliminate the bias of standard methods for estimating the causal effect of time varying treatment, Robins developed a number of innovative methods for discrete treatment levels, including G-computation, G-estimation, and marginal structural models (MSMs). However, there does not currently exist straight-forward applications of G-Estimation and MSMs for continuous treatment. In this talk, I will introduce an alternative approach to previous methods which utilize the Kalman filter. The key advantage to the Kalman filter approach is that the model easily accommodates continuous levels of treatment.

Date: 2012-01-20

Time: 15:30-16:30

Location: BURN 1205

Abstract:

Latent variable mixture models are a powerful tool for exploring the structure in large datasets. A common challenge for interpreting such models is a desire to impose sparsity, the natural assumption that each data point only contains few latent features. Since mixture distributions are constrained in their L1 norm, typical sparsity techniques based on L1 regularization become toothless, and concave regularization becomes necessary. Unfortunately concave regularization typically results in EM algorithms that must perform problematic non-convex M-step optimization. In this work, we introduce a technique for circumventing this difficulty, using the so-called Mountain Pass Theorem to provide easily verifiable conditions under which the M-step is well-behaved despite the lacking convexity. We also develop a correspondence between logarithmic regularization and what we term the pseudo-Dirichlet distribution, a generalization of the ordinary Dirichlet distribution well-suited for inducing sparsity. We demonstrate our approach on a text corpus, inferring a sparse topic mixture model for 2,406 weblogs.

Date: 2012-01-13

Time: 15:30-16:30

Location: Concordia, Library Building LB-921.04

Abstract:

The American College of Cardiology Foundation (ACCF) and the American Heart Association (AHA) have jointly engaged in the production of guideline in the area of cardiovascular disease since 1980. The developed guidelines are intended to assist health care providers in clinical decision making by describing a range of generally acceptable approaches for the diagnosis, management, or prevention of specific diseases or conditions. This talk describes some of our work under a contract with ACCF/AHA for applying Bayesian methods to guideline recommendation development. In a demonstration example, we use Bayesian meta-analysis strategies to summarize evidence on the comparative effectiveness between Percutaneous coronary intervention and Coronary artery bypass grafting for patients with unprotected left main coronary artery disease. We show the usefulness and flexibility of Bayesian methods in handling data arisen from studies with different designs (e.g. RCTs and observational studies), performing indirect comparison among treatments when studies with direct comparisons are unavailable, and accounting for historical data.

Date: 2011-12-09

Time: 15:30-16:30

Location: UQAM Salle 5115

Abstract:

This talk considers goodness of fit diagnostics for time-series data from processes approximately modeled by systems of nonlinear ordinary differential equations. In particular, we seek to determine three nested causes of lack of fit: (i) unmodeled stochastic forcing, (ii) mis-specified functional forms and (iii) mis-specified state variables. Testing lack of fit in differential equations is challenging since the model is expressed in terms of rates of change of the measured variables. Here, lack of fit is represented on the model scale via time-varying parameters. We develop tests for each of the three cases above through bootstrap and permutation methods.

Date: 2011-12-02

Time: 15:30-16:30

Location: BURN 1205

Abstract:

This talk focuses on the problem of the estimation of a distribution on an arbitrary complete separable metric space when the data points are subject to censoring by a general class of random sets. A path-dependent estimator for the distribution is proposed; among other properties, the estimator is sequential in the sense that it only uses data preceding any fixed point at which it is evaluated. If the censoring mechanism is totally ordered, the paths may be chosen in such a way that the estimate of the distribution defines a measure. In this case, we can prove a functional central limit theorem for the estimator when the underlying space is Euclidean. This is joint work with Gail Ivanoff (University of Ottawa)

Date: 2011-11-25

Time: 15:30-16:30

Location: BURN 1205

Abstract:

The use of cell phone while driving raises the question of whether it is associated with an increased collision risk and if so, what is its magnitude. For policy decision making, it is important to rely on an accurate estimate of the real crash risk of cell phone use while driving. Three important epidemiological studies were published on the subject, two using the case-crossover approach and one using a more conventional longitudinal cohort design. The methodology and results of these studies will be presented and discussed.

Date: 2011-11-18

Time: 15:30-16:30

Location: BURN 1205

Abstract:

The diagonal expansion of a bivariate distribution (Lancaster, 1958) has been used as a tool to construct bivariate distributions; this method has been generalized using principal dimensions of random variables (Cuadras 2002). Sufficient and necessary conditions are given for uniform, exponential, logistic and Pareto marginals in the one and two-dimensional case. The corresponding copulas are obtained.

Speaker

Amparo Casanova is an Assistant Professor at the Dalla Lana School of Public Health, Division of Biostatistics, University of Toronto.

Date: 2011-11-11

Time: 14:00-16:30

Location: UdeM

Abstract:

Guérin: I will study the long time behavior of a variant of the classic telegraph process, with non-constant jump rates that induce a drift towards the origin. This process can be seen as a toy model for velocity-jump processes recently proposed as mathematical models of bacterial chemotaxis. I will give its invariant law and construct an explicit coupling for velocity and position, providing exponential ergodicity with moreover a quantitative control of the total variation distance to equilibrium at each time instant. It is a joint work with Joaquin Fontbona (Universidad de Santiago, Chile) and Florent Malrieu (Université Rennes 1, France).

Date: 2011-11-04

Time: 15:30-16:30

Location: BURN 1205

Abstract:

Diffusion processes have been used to model a multitude of continuous-time phenomena in Engineering and the Natural Sciences, and as in this case, the volatility of financial assets. However, parametric inference has long been complicated by an intractable likelihood function. For many models the most effective solution involves a large amount of missing data for which the typical Gibbs sampler can be arbitrarily slow. On the other hand, joint parameter and missing data proposals can lead to a radical improvement, but their acceptance rate tends to scale exponentially with the number of observations.