structure in models and data
DESCRIPTION
A graphic account of. structure in models and data. Peter Green, University of Bristol RSS Manchester Local Group, 5 June 2002. What do I mean by structure?. The key idea is conditional independence : x and z are conditionally independent given y if p(x,z|y) = p(x|y)p(z|y) - PowerPoint PPT PresentationTRANSCRIPT
1
structure in models and data
A graphic account of
Peter Green, University of Bristol
RSS Manchester Local Group, 5 June 2002
2
What do I mean by structure?The key idea is conditional independence:
x and z are conditionally independent given y if p(x,z|y) = p(x|y)p(z|y)
… implying, for example, that p(x|y,z) = p(x|y)
CI turns out to be a remarkably powerful and pervasive idea in probability and statistics
3
How to represent this structure?• The idea of graphical modelling: we
draw graphs in which nodes represent variables, connected by lines and arrows representing relationships
• We separate logical (the graph) and quantitative (the assumed distributions) aspects of the model
4
Markov chains
Graphical models
Contingencytables
Spatial statistics
Sufficiency
Regression
Covariance selection
Statisticalphysics
Genetics
AI
5
Graphical modelling [1]
• Assuming structure to do probability calculations
• Inferring structure to make substantive conclusions
• Structure in model building
• Inference about latent variables
6
Basic DAG
)|()( )(pa vVv
v xxpxp
in general:
for example:
a b
c
d
p(a,b,c,d)=p(a)p(b)p(c|a,b)p(d|c)
7
Basic DAGa b
c
d
p(a,b,c,d)=p(a)p(b)p(c|a,b)p(d|c)
8
A natural DAG from genetics
AB AO
AO OO
OO
9
A natural DAG from genetics
AB AO
AO OO
OO
A
O
AB
A
O
10
DNA forensics example(thanks to Julia Mortera)
• A blood stain is found at a crime scene
• A body is found somewhere else!
• There is a suspect
• DNA profiles on all three - crime scene sample is a ‘mixed trace’: is it a mix of the victim and the suspect?
11
DNA forensics in Hugin
• Disaggregate problem in terms of paternal and maternal genes of both victim and suspect.
• Assume Hardy-Weinberg equilibrium
• We have profiles on 8 STR markers - treated as independent (linkage equilibrium)
12
DNA forensics in Hugin
13
DNA forensics
The data:
2 of 8 markers show more than 2 alleles at crime scene mixture of 2 or more people
Marker Victim Suspect Crime sceneD3S1358 18 18 16 16 16 18VWA 17 17 17 18 17 18TH01 6 7 6 7 6 7TPOX 8 8 8 11 8 11D5S818 12 13 12 12 12 13D13S317 8 8 8 11 8 11FGA 22 26 24 25 22 24 25 26D7S820 8 10 8 11 8 10 11
14
Allele probability8 .18510 .13511 .234x .233y .214
Hugin
DNA forensics
Population gene frequencies for D7S820 (used as ‘prior’ on ‘founder’ nodes):
15
16
DNA forensics
Results (suspect+victim vs. unknown+victim):
Marker Victim Suspect Crime scene Likelihoodratio (sv/uv)
D3S1358 18 18 16 16 16 18 11.35VWA 17 17 17 18 17 18 15.43TH01 6 7 6 7 6 7 5.48TPOX 8 8 8 11 8 11 3.00D5S818 12 13 12 12 12 13 14.79D13S317 8 8 8 11 8 11 24.45FGA 22 26 24 25 22 24 25 26 76.92D7S820 8 10 8 11 8 10 11 4.90overall 3.93108
17
How does it work?
(1) Manipulate DAG to corresponding (undirected) conditional independence graph(draw an (undirected) edge between
variables and if they are not conditionally independent given all other variables)
18
How does it work?
(2) If necessary, add edges so it is triangulated (=decomposable)
19
7 6 5
2 3 41
12
267 236 345626 36
2
a cliqueanother cliquea separator
For any 2 cliques C and D, CD is a subset of every node between them in the junction tree
(3) Construct junction tree
20
(4) Probability propagation - passing messages around junction tree
21
.2.4B=1
.1.3B=0
C=1C=0
1/32/3B=1
1/43/4B=0
A=1A=0
AB BCB
A B C
2/31/3C=1
4/73/7C=0
B=1B=0
1/32/3B=1
1/43/4B=0
A=1A=0
.3C=1
.7C=0B|CA|B
Initialisation of potential representation
1B=1
1B=0
C
B
A
22
.2.4B=1
.1.3B=0
C=1C=0
1/32/3B=1
1/43/4B=0
A=1A=0
AB BCB
A B C
Passing message from BC to AB (1)
1B=1
1B=0
.6B=1
.4B=0
1/3 .6/12/3 .6/1B=1
1/4 .4/13/4.4/1B=0
A=1A=0
marginalisemultiply
23
.2.4B=1
.1.3B=0
C=1C=0
.2.4B=1
.1.3B=0
A=1A=0
AB BCB
A B C
Passing message from BC to AB (2)
.6B=1
.4B=0
.6B=1
.4B=0
1/3 .6/12/3 .6/1B=1
1/4 .4/13/4.4/1B=0
A=1A=0
assign
24
AB BCB
.2.4B=1
.1.3B=0
C=1C=0
.2.4B=1
.1.3B=0
A=1A=0
.6B=1
.4B=0
A B C
After equilibration - marginal tables
25
Probabilisticexpertsystems:
Huginfor ‘Asia’example
26
Limitations
• of message passing:– all variables discrete, or– CG distributions (both continuous and
discrete variables, but discrete precede continuous, determining a multivariate normal distribution for them)
• of Hugin:– complexity seems forbidding for truly realistic
medical expert systems
27
Graphical modelling [2]
• Assuming structure to do probability calculations
• Inferring structure to make substantive conclusions
• Structure in model building
• Inference about latent variables
28
Conditional independence graphdraw an (undirected) edge between
variables and if they are not conditionally independent given all other variables
29
Infant mortality example
Data on infant mortality from 2 clinics, by level of ante-natal care (Bishop, Biometrics,
1969):
Ante Survived Died % diedless 373 20 5.1more 316 6 1.9
30
Infant mortality example
Same data broken down also by clinic:
Clinic Ante Survived Died % diedA less 176 3 1.7
more 293 4 1.3B less 197 17 7.9
more 23 2 8.0
31
Analysis of deviance
• Resid Resid• Df Deviance Df Dev P(>|Chi|)• NULL 7 1066.43 • Clinic 1 80.06 6 986.36 3.625e-19• Ante 1 7.06 5 979.30 0.01• Survival 1 767.82 4 211.48 5.355e-169• Clinic:Ante 1 193.65 3 17.83 5.068e-44• Clinic:Survival 1 17.75 2 0.08 2.524e-05• Ante:Survival 1 0.04 1 0.04 0.84• Clinic:Ante:Survival 1 0.04 0 1.007e-12 0.84
32
Infant mortality example
ante
clinic
survival
survival and clinic are dependent
and ante and clinic are dependent
but survival and ante are conditionally independent given clinic
33
Prognostic factors for coronary heart disease
strenuous physical work?
family history of CHD?
strenuous mental work?
blood pressure > 140?
smoking?
ratio of and lipoproteins >3?
Analysis of a 26 contingency table(Edwards & Havranek, Biometrika, 1985)
34
How does it work?
Hypothesis testing approaches:
Tests on deviances, possibly penalised (AIC/BIC, etc.), MDL, cross-validation...
Problem is how to search model space when dimension is large
35
How does it work?
Bayesian approaches:
Typically place prior on all graphs, and conjugate prior on parameters (hyper-Markov laws, Dawid & Lauritzen), then use MCMC (see later) to update both graphs and parameters to simulate posterior distribution
36
For example, Giudici & Green (Biometrika, 2000) use junction tree representation for fast local updates to graph
7 6 5
2 3 41
12
267 236 345626 36
2
37
7 6 5
2 3 41
127
267 236 345626 36
27
12
2
38
Graphical modelling [3]
• Assuming structure to do probability calculations
• Inferring structure to make substantive conclusions
• Structure in model building
• Inference about latent variables
39
DAG for a trivial Bayesian model
y
),|()()(),,( ypppyp
40
Modelling with undirected graphsDirected acyclic graphs are a natural
representation of the way we usually specify a statistical model - directionally:
• disease symptom• past future• parameters data …..
However, sometimes (e.g. spatial models) there is no natural direction
41
Scottish lip cancer data
The rates of lip cancer in 56 counties in Scotland have been analysed by Clayton and Kaldor (1987) and Breslow and Clayton (1993)
(the analysis here is based on the example in the WinBugs manual)
42
Scottish lip cancer data (2)The data include
• a covariate measuring the percentage of the population engaged in agriculture, fishing, or forestry, and• the "position'' of each county expressed as a list of adjacent counties.
• the observed and expected cases (expected numbers based on the population and its age and sex distribution in the county),
43
Scottish lip cancer data (3)
County Obs Exp x SMR Adjacent
cases cases (% in counties
agric.)
1 9 1.4 16 652.2 5,9,11,19
2 39 8.7 16 450.3 7,10
... ... ... ... ... ...
56 0 1.8 10 0.0 18,24,30,33,45,55
44
Model for lip cancer data(1) Graph
observed counts
random spatial effects
covariate
regressioncoefficient
expected counts
45
Model for lip cancer data
• Data:• Link function:
• Random spatial effects:
• Priors:
)(Poisson~ iiO
iiii bxE 10/loglog 10
ji
jin
n bbbbp~
22/1 )4/)(exp()|,...,(
),(~ dr Uniform~, 10
(2) Distributions
46
WinBugs for lip cancer data• Bugs and WinBugs are systems for
estimating the posterior distribution in a Bayesian model by simulation, using MCMC
• Data analytic techniques can be used to summarise (marginal) posteriors for parameters of interest
47
Bugs code for lip cancer data
model{b[1:regions] ~ car.normal(adj[], weights[], num[], tau)b.mean <- mean(b[])for (i in 1 : regions) { O[i] ~ dpois(mu[i]) log(mu[i]) <- log(E[i]) + alpha0 + alpha1 * x[i] / 10 + b[i] SMRhat[i] <- 100 * mu[i] / E[i] }alpha1 ~ dnorm(0.0, 1.0E-5)alpha0 ~ dflat()tau ~ dgamma(r, d) sigma <- 1 / sqrt(tau)}
48
Bugs code for lip cancer data
model{b[1:regions] ~ car.normal(adj[], weights[], num[], tau)b.mean <- mean(b[])for (i in 1 : regions) { O[i] ~ dpois(mu[i]) log(mu[i]) <- log(E[i]) + alpha0 + alpha1 * x[i] / 10 + b[i] SMRhat[i] <- 100 * mu[i] / E[i] }alpha1 ~ dnorm(0.0, 1.0E-5)alpha0 ~ dflat()tau ~ dgamma(r, d) sigma <- 1 / sqrt(tau)}
)(Poisson~ iiO
49
Bugs code for lip cancer data
model{b[1:regions] ~ car.normal(adj[], weights[], num[], tau)b.mean <- mean(b[])for (i in 1 : regions) { O[i] ~ dpois(mu[i]) log(mu[i]) <- log(E[i]) + alpha0 + alpha1 * x[i] / 10 + b[i] SMRhat[i] <- 100 * mu[i] / E[i] }alpha1 ~ dnorm(0.0, 1.0E-5)alpha0 ~ dflat()tau ~ dgamma(r, d) sigma <- 1 / sqrt(tau)}
iiii bxE 10/loglog 10
50
Bugs code for lip cancer data
model{b[1:regions] ~ car.normal(adj[], weights[], num[], tau)b.mean <- mean(b[])for (i in 1 : regions) { O[i] ~ dpois(mu[i]) log(mu[i]) <- log(E[i]) + alpha0 + alpha1 * x[i] / 10 + b[i] SMRhat[i] <- 100 * mu[i] / E[i] }alpha1 ~ dnorm(0.0, 1.0E-5)alpha0 ~ dflat()tau ~ dgamma(r, d) sigma <- 1 / sqrt(tau)}
ji
jin
n bbbbp~
22/1 )4/)(exp()|,...,(
51
Bugs code for lip cancer data
model{b[1:regions] ~ car.normal(adj[], weights[], num[], tau)b.mean <- mean(b[])for (i in 1 : regions) { O[i] ~ dpois(mu[i]) log(mu[i]) <- log(E[i]) + alpha0 + alpha1 * x[i] / 10 + b[i] SMRhat[i] <- 100 * mu[i] / E[i] }alpha1 ~ dnorm(0.0, 1.0E-5)alpha0 ~ dflat()tau ~ dgamma(r, d) sigma <- 1 / sqrt(tau)}
),(~ drWin
Bugs
52
WinBugs for lip cancer data
Dynamic traces for some parameters:alpha1
iteration1695016900168501680016750167001665016600
-0.25
0.0
0.25
0.5
0.75
tau
iteration1695016900168501680016750167001665016600
0.0
2.0
4.0
6.0
mu[1]
iteration1695016900168501680016750167001665016600
0.0
5.0
10.0
15.0
53
WinBugs for lip cancer data
Posterior densities for some parameters:
alpha1 sample: 7000
-0.5 0.0 0.5 1.0
0.0
1.0
2.0
3.0
4.0
mu[1] sample: 7000
0.0 5.0 10.0 15.0
0.0
0.1
0.2
0.3
tau sample: 7000
0.0 2.0 4.0
0.0
0.2
0.4
0.6
0.8
54
How does it work?
• The simplest MCMC method is the Gibbs sampler:
• in each sweep, ‘visit’ each variable in turn, and replace its current value by a random draw from its full conditional distribution - i.e. its conditional distribution given all other variables including the data
55
Full conditionals in a DAG
Basic DAG factorisation
Bayes’ theorem gives full conditionals
involving only parents, children and spouses.
Often this is a standard distribution, by conjugacy.
)|()( )(pa vVv
v xxpxp
)|()|()|( )(pa)(pa:
)(pa wwvw
wvvvv xxpxxpxxp
56
Full conditionals for lip cancer
for example:
)4/)(,2/(~,,,,|~
210
jiji bbdnrbxO
57
Beyond the Gibbs sampler
Where the full conditional is not a standard distribution, other MCMC updates can be used: the Metropolis-Hastings methods use the full conditionals algebraically
58
Limitations of MCMC
• You can’t beat errors
• Autocorrelation limits efficiency
• Possibly-undiagnosed failure to converge
N/1
59
Graphical modelling [4]
• Assuming structure to do probability calculations
• Inferring structure to make substantive conclusions
• Structure in model building
• Inference about latent variables
60
Latent variable problems
variable unknown variable known
edges known
value set knownvalue set unknown
edges unknown
61
Hidden Markov models
z0 z1 z2 z3 z4
y1 y2 y3 y4
e.g. Hidden Markov chain (DLM, state space model)
observed
hidden
62
relativerisk
parameters
Hidden Markov models
• Richardson & Green (2000) used a hidden Markov random field model for disease mapping
)(Poisson~ izi Eyi
observedincidence
expectedincidencehidden
MRF
63
Larynx cancer in females in France
SMRs
)|1( ypiz
ii Ey /
64
Latent variable problems
variable unknown variable known
edges known
value set knownvalue set unknown
edges unknown
65
Wisconsin students college plans
10,318 high school seniors (Sewell & Shah, 1968, and many authors since)
5 categorical variables:
sex (2)socioeconomic status (4)IQ (4)parental encouragement (2)college plans (2)
sessex
peiq
cp
66
sessex
peiq
cp
5 categorical variables:
sex (2)socioeconomic status (4)IQ (4)parental encouragement (2)college plans (2)
(Vastly) most probable graphaccording to an exact Bayesian analysis by Heckerman (1999)
67
h
Heckerman’s most probable graph with one hidden variable
sessex
peiq
cp
68
Latent variable problems
variable unknown variable known
edges known
value set knownvalue set unknown
edges unknown
69
‘Alarm’ network
Learning a Bayesian network,for an ICUventilatormanagement system,from 10000 cases on 37 variables(Spirtes & Meek, 1995)
70
Ion channel model choiceHodgson and Green, Proc Roy Soc Lond A, 1999
71
Example: hidden continuous time models
O2 O1 C1 C2
O1 O2
C1 C2 C3
72
Ion channelmodel DAG
levels &variances
modelindicator
transitionrates
hiddenstate
data
binarysignal
73
levels &variances
modelindicator
transitionrates
hiddenstate
data
binarysignal
O1 O2
C1 C2 C3
** *
******
**
74
Posterior model probabilities
O1 C1
O2 O1 C1
O2 O1 C1 C2
O1 C1 C2
.41
.12
.36
.10
75
Complex Stochastic Systems book(Semstat lectures)• Graphical models and Causality: S Lauritzen• Hidden Markov models: H Künsch• Monte Carlo and Genetics: E Thompson• MCMC: P Green• F den Hollander and G Reinert
ed: O Barndorff-Nielsen, D Cox and
C Klüppelberg, Chapman and Hall (2001)
76
Highly Structured Stochastic Systems book• Graphical models and causality
– T Richardson/P Spirtes, S Lauritzen, P Dawid, R Dahlhaus/M Eichler
• Spatial statistics– S Richardson, A Penttinen,
H Rue/M Hurn/O Husby
• MCMC– G Roberts, P Green, C Berzuini/W Gilks
77
Highly Structured Stochastic Systems book (ctd)• Biological applications
– N Becker, S Heath, R Griffiths
• Beyond parametrics– N Hjort, A O’Hagan
... with 30 discussants
editors: N Hjort, S Richardson & P Green
OUP (2002?), to appear
78
Further reading
• J Whittaker, Graphical models in applied multivariate statistics, Wiley, 1990
• D Edwards, Introduction to graphical modelling, Springer, 1995
• D Cox and N Wermuth, Multivariate dependencies, Chapman and Hall, 1996
• S Lauritzen, Graphical models, Oxford, 1996• M Jordan (ed), Learning in graphical models,
MIT press, 1999