Search results for " Methodology"
showing 10 items of 575 documents
Analyzing multidimensional movement interaction with generalized cross-wavelet transform
2021
Humans are able to synchronize with musical events whilst coordinating their movements with others. Interpersonal entrainment phenomena, such as dance, involve multiple body parts and movement directions. Along with being multidimensional, dance movement interaction is plurifrequential, since it can occur at different frequencies simultaneously. Moreover, it is prone to nonstationarity, due to, for instance, displacements around the dance floor. Various methodological approaches have been adopted for the study of human entrainment, but only spectrogram-based techniques allow for an integral analysis thereof. This article proposes an alternative approach based upon the cross-wavelet transfor…
Do-search -- a tool for causal inference and study design with multiple data sources
2020
Epidemiologic evidence is based on multiple data sources including clinical trials, cohort studies, surveys, registries, and expert opinions. Merging information from different sources opens up new possibilities for the estimation of causal effects. We show how causal effects can be identified and estimated by combining experiments and observations in real and realistic scenarios. As a new tool, we present do-search, a recently developed algorithmic approach that can determine the identifiability of a causal effect. The approach is based on do-calculus, and it can utilize data with nontrivial missing data and selection bias mechanisms. When the effect is identifiable, do-search outputs an i…
On resampling schemes for particle filters with weakly informative observations
2022
We consider particle filters with weakly informative observations (or `potentials') relative to the latent state dynamics. The particular focus of this work is on particle filters to approximate time-discretisations of continuous-time Feynman--Kac path integral models -- a scenario that naturally arises when addressing filtering and smoothing problems in continuous time -- but our findings are indicative about weakly informative settings beyond this context too. We study the performance of different resampling schemes, such as systematic resampling, SSP (Srinivasan sampling process) and stratified resampling, as the time-discretisation becomes finer and also identify their continuous-time l…
Multiscale Information Decomposition: Exact Computation for Multivariate Gaussian Processes
2017
Exploiting the theory of state space models, we derive the exact expressions of the information transfer, as well as redundant and synergistic transfer, for coupled Gaussian processes observed at multiple temporal scales. All of the terms, constituting the frameworks known as interaction information decomposition and partial information decomposition, can thus be analytically obtained for different time scales from the parameters of the VAR model that fits the processes. We report the application of the proposed methodology firstly to benchmark Gaussian systems, showing that this class of systems may generate patterns of information decomposition characterized by prevalently redundant or sy…
Metropolis Sampling
2017
Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with the desired invariant distribution. In this document, we focus on the Metropolis-Hastings (MH) sampler, which can be considered as the atom of the MCMC techniques, introducing the basic notions and different properties. We describe in details all the elements involved in the MH algorithm and the most relevant variants. Several improvements and recent extensions proposed in the literature are also briefly discussed, providing a quick but exhaustive overvie…
Consistent Regression of Biophysical Parameters with Kernel Methods
2020
This paper introduces a novel statistical regression framework that allows the incorporation of consistency constraints. A linear and nonlinear (kernel-based) formulation are introduced, and both imply closed-form analytical solutions. The models exploit all the information from a set of drivers while being maximally independent of a set of auxiliary, protected variables. We successfully illustrate the performance in the estimation of chlorophyll content.
Detecting informative higher-order interactions in statistically validated hypergraphs
2021
Recent empirical evidence has shown that in many real-world systems, successfully represented as networks, interactions are not limited to dyads, but often involve three or more agents at a time. These data are better described by hypergraphs, where hyperlinks encode higher-order interactions among a group of nodes. In spite of the large number of works on networks, highlighting informative hyperlinks in hypergraphs obtained from real world data is still an open problem. Here we propose an analytic approach to filter hypergraphs by identifying those hyperlinks that are over-expressed with respect to a random null hypothesis, and represent the most relevant higher-order connections. We apply…
Why Should the Q-method be Integrated Into the Design Science Research? A Systematic Mapping Study
2019
The Q-method has been utilized over time in various areas, including information systems. In this study, we used a systematic mapping to illustrate how the Q-method was applied within Information Systems (IS) community and proposing towards the integration of Q-method into the Design Sciences Research (DSR) process as a tool for future research DSR-based IS studies. In this mapping study, we collected peer-reviewed journals from Basket-of-Eight journals and the digital library of the Association for Information Systems (AIS). Then we grouped the publications according to the process of DSR, and different variables for preparing Q-method from IS publications. We found that the potential of t…
Conditional particle filters with diffuse initial distributions
2020
Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which are common in statistical applications. We propose a simple but generally applicable auxiliary variable method, which can be used together with the CPF in order to perform efficient inference with diffuse initial distributions. The method only requires simulatable Markov transitions that are reversible with respect to the initial distribution, which can be improper. We focus in particular on random-walk type transitions which are reversible with respect to a uniform init…
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions
2021
We develop a Bayesian inference method for diffusions observed discretely and with noise, which is free of discretisation bias. Unlike existing unbiased inference methods, our method does not rely on exact simulation techniques. Instead, our method uses standard time-discretised approximations of diffusions, such as the Euler--Maruyama scheme. Our approach is based on particle marginal Metropolis--Hastings, a particle filter, randomised multilevel Monte Carlo, and importance sampling type correction of approximate Markov chain Monte Carlo. The resulting estimator leads to inference without a bias from the time-discretisation as the number of Markov chain iterations increases. We give conver…