1. The Dirichlet Labeling Process for Functional Data Analysis XuanLong Nguyen & Alan E. Gelfand Duke University Machine Learning Group Presented by Lu Ren

2. Outline  Introduction  Formalizing the model  Properties of the Labeling Process  Identifiability  Model fitting and inference  Applications  Conclusions

3. Introduction 1.Functional Data Suppose we have a collection of functions, each viewed as a stochastic process realization with observations at a common set of locations. e.g., a random curve or surface. 2. Dirichlet Labeling Process For a particular process realization, we assume that the observation at a given location can be allocated to separate groups via a random allocation process. 3. The Primary Objective Examine clustering of the set of curves.

4. Introduction 4. The connections with other models Dirichlet Process (DP) mixture model global clustering Dependent Dirichlet Process (DDP) mixture model local clustering Generalized Spatial DP mixture model thresholding latent Gaussian process

5. Model Formalization Noisy curve realizations: over Obtained at local sites: The corresponding latent curves: Each curve is described by the label function Dirichlet labeling process generates a random distribution: and also a marginal multinomial distribution with for

6. Model Formalization Assume a collection of “canonical” species is realized at each location by indexing with the labels, i.e., if. Or, it is equivalent to:

7. Model Formalization is a random probability measure on : where is a base measure on and constructed such that: 1. has a uniform marginal distribution at every location 2. inherits the spatial dependence structure via on. Denote by the finite-dimensional distributions of. Let and consider where denotes the cumulative distribution function at for.

8. Model Formalization The vector has uniform marginals and induces a joint distribution function denoted by on. Let be an increasing sequence of threshold in such that for. If define, then So an drawn from yields a label Discretize into hyper-cubes then

9. Model Formalization According to the definition of DP, Similarly, we define an auxiliary variables on for : such that where

10. Properties 1. Properties of. 2. Properties of. Assume is a mean-zero, isotropic Gaussian process with covariance function

11. Properties Under the assumptions on, the quantile threshold functions are constant with respect to and the sequence satisfies.

12. Identifiability 1.Larger will lead to more smooth learned canonical curves but weakly distinguishable, while smaller will make the curves’ posteriors cover different regions in the function space. 2. As is close to 0, label switching is discouraged—global clustering; if the curve realizations tend to switch often, the canonical curves become more weakly identified. 3.Similar locations tend to be (correctly) assigned the same labels, but it is possible that the whole segment is incorrectly labeled relatively to some other segments. strong constraints (ordering of label values) can be imposed upon. The model identifiability cannot be ensured with constraints but the mixing for posterior inference would be expected to improve.

13. Model fitting and inference The joint distribution associated with model parameters: For canonical curves, the prior for vector is normal with mean and covariance matrix The full conditional for still has a Gaussian form, but it has a high dimension for large data set:. The inference of the label vectors is dependent on the Polya urn sampling scheme and in terms of and :

14. Applications 1. Synthetic Data Specify locations while leave other 20 locations for validation purposes. for are iid drawn from at locations, where are constructed by. The data collection is obtained by mixing with an independent error process drawn from.

17. 2. Progesterone modeling Applications The data records the natural logarithm of the progesterone metabolite, during a monthly cycle for 51 female subjects. Each cycle ranges from -8 to 15 (8 days pre-ovulation to 15 days post-ovulation). There are total of 88 cycles; the first 66 cycles belong to non-contraceptive group, the remaining 22 cycles belong to the contraceptive group. We also consider a modified data with the curves of the contraceptive group are down-shifted by 2. We focus our analysis to the case k=2.

21. Applications 3. Image modeling 80 color images with each size equal to. Each image is represented by a surface realization, where is the color intensity of the location. represents the RGB color intensity. We introduce canonical species curves.

23. Conclusions The Dirichlet labeling process provides a highly flexible prior for modeling collections of functions. The inter-relationships between these parameters are complex with regard to process behavior. MCMC inference is proved to have a fast mixing and yields good results. The model is applied on two real applications.