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The study of animal diets and the proportional contribution that different foods make to their diets is an important task in ecology. Stable Isotope Mixing Models (SIMMs) are an important tool for studying an animal's diet and understanding how the animal interacts with its environment. We present cosimmr, a new R package designed to include covariates when estimating diet proportions in SIMMs, with simple functions to produce plots and summary statistics. The inclusion of covariates allows for users to perform a more in-depth analysis of their system and to gain new insights into the diets of the organisms being studied. A common problem with the previous generation of SIMMs is that they are very slow to produce a posterior distribution of dietary estimates, especially for more complex model structures, such as when covariates are included. The widely-used Markov chain Monte Carlo (MCMC) algorithm used by many traditional SIMMs often requires a very large number of iterations to reach convergence. In contrast, cosimmr uses Fixed Form Variational Bayes (FFVB), which we demonstrate gives up to an order of magnitude speed improvement with no discernible loss of accuracy. We provide a full mathematical description of the model, which includes corrections for trophic discrimination and concentration dependence, and evaluate its performance against the state of the art MixSIAR model. Whilst MCMC is guaranteed to converge to the posterior distribution in the long term, FFVB converges to an approximation of the posterior distribution, which may lead to sub-optimal performance. However we show that the package produces equivalent results in a fraction of the time for all the examples on which we test. The package is designed to be user-friendly and is based on the existing simmr framework.

In recent years, theoretical results and simulation evidence have shown Bayesian additive regression trees to be a highly-effective method for nonparametric regression. Motivated by cost-effectiveness analyses in health economics, where interest lies in jointly modelling the costs of healthcare treatments and the associated health-related quality of life experienced by a patient, we propose a multivariate extension of BART applicable in regression and classification analyses with several correlated outcome variables. Our framework overcomes some key limitations of existing multivariate BART models by allowing each individual response to be associated with different ensembles of trees, while still handling dependencies between the outcomes. In the case of continuous outcomes, our model is essentially a nonparametric version of seemingly unrelated regression. Likewise, our proposal for binary outcomes is a nonparametric generalisation of the multivariate probit model. We give suggestions for easily interpretable prior distributions, which allow specification of both informative and uninformative priors. We provide detailed discussions of MCMC sampling methods to conduct posterior inference. Our methods are implemented in the R package `suBART'. We showcase their performance through extensive simulations and an application to an empirical case study from health economics. By also accommodating propensity scores in a manner befitting a causal analysis, we find substantial evidence for a novel trauma care intervention's cost-effectiveness.

We propose a Bayesian, noisy-input, spatial-temporal generalised additive model to examine regional relative sea-level (RSL) changes over time. The model provides probabilistic estimates of component drivers of regional RSL change via the combination of a univariate spline capturing a common regional signal over time, random slopes and intercepts capturing site-specific (local), long-term linear trends and a spatial-temporal spline capturing residual, non-linear, local variations. Proxy and instrumental records of RSL and corresponding measurement errors inform the model and a noisy-input method accounts for proxy temporal uncertainties. Results focus on the decomposition of RSL over the past 3000 years along the Atlantic coast of North America.

Functional data clustering is to identify heterogeneous morphological patterns in the continuous functions underlying the discrete measurements/observations. Application of functional data clustering has appeared in many publications across various fields of sciences, including but not limited to biology, (bio)chemistry, engineering, environmental science, medical science, psychology, social science, etc. The phenomenal growth of the application of functional data clustering indicates the urgent need for a systematic approach to develop efficient clustering methods and scalable algorithmic implementations. On the other hand, there is abundant literature on the cluster analysis of time series, trajectory data, spatio-temporal data, etc., which are all related to functional data. Therefore, an overarching structure of existing functional data clustering methods will enable the cross-pollination of ideas across various research fields. We here conduct a comprehensive review of original clustering methods for functional data. We propose a systematic taxonomy that explores the connections and differences among the existing functional data clustering methods and relates them to the conventional multivariate clustering methods. The structure of the taxonomy is built on three main attributes of a functional data clustering method and therefore is more reliable than existing categorizations. The review aims to bridge the gap between the functional data analysis community and the clustering community and to generate new principles for functional data clustering.

In plant breeding the presence of a genotype by environment (GxE) interaction has a strong impact on cultivation decision making and the introduction of new crop cultivars. The combination of linear and bilinear terms has been shown to be very useful in modelling this type of data. A widely-used approach to identify GxE is the Additive Main Effects and Multiplicative Interaction Effects (AMMI) model. However, as data frequently can be high-dimensional, Markov chain Monte Carlo (MCMC) approaches can be computationally infeasible. In this article, we consider a variational inference approach for such a model. We derive variational approximations for estimating the parameters and we compare the approximations to MCMC using both simulated and real data. The new inferential framework we propose is on average two times faster whilst maintaining the same predictive performance as MCMC.

We propose a simple yet powerful extension of Bayesian Additive Regression Trees which we name Hierarchical Embedded BART (HE-BART). The model allows for random effects to be included at the terminal node level of a set of regression trees, making HE-BART a non-parametric alternative to mixed effects models which avoids the need for the user to specify the structure of the random effects in the model, whilst maintaining the prediction and uncertainty calibration properties of standard BART. Using simulated and real-world examples, we demonstrate that this new extension yields superior predictions for many of the standard mixed effects models' example data sets, and yet still provides consistent estimates of the random effect variances. In a future version of this paper, we outline its use in larger, more advanced data sets and structures.

The Bayesian additive regression trees (BART) model is an ensemble method extensively and successfully used in regression tasks due to its consistently strong predictive performance and its ability to quantify uncertainty. BART combines "weak" tree models through a set of shrinkage priors, whereby each tree explains a small portion of the variability in the data. However, the lack of smoothness and the absence of an explicit covariance structure over the observations in standard BART can yield poor performance in cases where such assumptions would be necessary. The Gaussian processes Bayesian additive regression trees (GP-BART) model is an extension of BART which addresses this limitation by assuming Gaussian process (GP) priors for the predictions of each terminal node among all trees. The model's effectiveness is demonstrated through applications to simulated and real-world data, surpassing the performance of traditional modeling approaches in various scenarios.

We investigate the changing nature of the frequency, magnitude and spatial extent of extreme temperatures in Ireland from 1931 to 2022. We develop an extreme value model that captures spatial and temporal non-stationarity in extreme daily maximum temperature data. We model the tails of the marginal variables using the generalised Pareto distribution and the spatial dependence of extreme events by a semi-parametric Brown-Resnick r-generalised Pareto process, with parameters of each model allowed to change over time. We use weather station observations for modelling extreme events since data from climate models (not conditioned on observational data) can over-smooth these events and have trends determined by the specific climate model configuration. However, climate models do provide valuable information about the detailed physiography over Ireland and the associated climate response. We propose novel methods which exploit the climate model data to overcome issues linked to the sparse and biased sampling of the observations. Our analysis identifies a temporal change in the marginal behaviour of extreme temperature events over the study domain, which is much larger than the change in mean temperature levels over this time window. We illustrate how these characteristics result in increased spatial coverage of the events that exceed critical temperatures.

We propose an extension of the N-mixture model which allows for the estimation of both abundances of multiple species simultaneously and their inter-species correlations. We also propose further extensions to this multi-species N-mixture model, one of which permits us to examine data which has an excess of zero counts, and another which allows us to relax the assumption of closure inherent in N-mixture models through the incorporation of an AR term in the abundance. The inclusion of a multivariate normal distribution as prior on the random effect in the abundance facilitates the estimation of a matrix of interspecies correlations. Each model is also fitted to avian point data collected as part of the NABBS 2010-2019. Results of simulation studies reveal that these models produce accurate estimates of abundance, inter-species correlations and detection probabilities at both small and large sample sizes, in scenarios with small, large and no zero inflation. Results of model-fitting to the North American Breeding Bird Survey data reveal an increase in Bald Eagle population size in southeastern Alaska in the decade examined.Our novel multi-species N-mixture model accounts for full communities, allowing us to examine abundances of every species present in a study area and, as these species do not exist in a vacuum, allowing us to estimate correlations between species' abundances.While previous multi-species abundance models have allowed for the estimation of abundance and detection probability, ours is the first to address the estimation of both positive and negative inter-species correlations, which allows us to begin to make inferences as to the effect that these species' abundances have on one another. Our modelling approach provides a method of quantifying the strength of association between species' population sizes, and is of practical use to population and conservation ecologists., Comment: 60 pages, 4 figures

We consider the analysis of count data in which the observed frequency of zero counts is unusually large, typically with respect to the Poisson distribution. We focus on two alternative modelling approaches: Over-Dispersion (OD) models, and Zero-Inflation (ZI) models, both of which can be seen as generalisations of the Poisson distribution; we refer to these as Implicit and Explicit ZI models, respectively. Although sometimes seen as competing approaches, they can be complementary; OD is a consequence of ZI modelling, and ZI is a by-product of OD modelling. The central objective in such analyses is often concerned with inference on the effect of covariates on the mean, in light of the apparent excess of zeros in the counts. Typically the modelling of the excess zeros per se is a secondary objective and there are choices to be made between, and within, the OD and ZI approaches. The contribution of this paper is primarily conceptual. We contrast, descriptively, the impact on zeros of the two approaches. We further offer a novel descriptive characterisation of alternative ZI models, including the classic hurdle and mixture models, by providing a unifying theoretical framework for their comparison. This in turn leads to a novel and technically simpler ZI model. We develop the underlying theory for univariate counts and touch on its implication for multivariate count data., Comment: 41 pages, 3 figures, 1 table

The detection of anomalies in real time is paramount to maintain performance and efficiency across a wide range of applications including web services and smart manufacturing. This paper presents a novel algorithm to detect anomalies in streaming time series data via statistical learning. We adapt the generalised extreme studentised deviate test [1] to streaming data by using a sliding window approach. This is made computationally feasible by recursive updates of the Grubbs test statistic [2]. Moreover, a priority queue [3] is employed to reduce memory requirements, where subsets of the required data streaming window are maintained in the algorithm rather than the full list. Our method is statistically principled. It is suitable for streaming data and it outperforms the AnomalyDetection software package, recently released by Twitter Inc. (Twitter) [4] and used by multiple teams at Twitter as their state of the art on a daily basis [5]. The methodology is demonstrated using an example of unlabelled data from the Twitter AnomalyDetection GitHub repository and using a real manufacturing example with labelled anomalies.

We propose a new framework for the modelling of count data exhibiting zero inflation (ZI). The main part of this framework includes a new and more general parameterisation for ZI models which naturally includes both over- and under-inflation. It further sheds new theoretical light on modelling and inference and permits a simpler alternative, which we term as multiplicative, in contrast to the dominant mixture and hurdle models. Our approach gives the statistician access to new types of ZI of which mixture and hurdle are special cases. We outline a simple parameterised modelling approach which can help to infer both ZI type and degree and provide an underlying treatment that shows that current ZI models are themselves typically within the exponential family, thus permitting much simpler theory, computation and classical inference. We outline some possibilities for a natural Bayesian framework for inference; and a rich basis for work on correlated ZI counts. The present paper is an incomplete report on the underlying theory. A later version will include computational issues and provide further examples., Comment: 24 pages, 3 figures

Bayesian Additive Regression Trees (BART) is a statistical sum of trees model. It can be considered a Bayesian version of machine learning tree ensemble methods where the individual trees are the base learners. However for data sets where the number of variables $p$ is large (e.g. $p>5,000$) the algorithm can become prohibitively expensive, computationally. Another method which is popular for high dimensional data is random forests, a machine learning algorithm which grows trees using a greedy search for the best split points. However, as it is not a statistical model, it cannot produce probabilistic estimates or predictions. We propose an alternative algorithm for BART called BART-BMA, which uses Bayesian Model Averaging and a greedy search algorithm to produce a model which is much more efficient than BART for datasets with large $p$. BART-BMA incorporates elements of both BART and random forests to offer a model-based algorithm which can deal with high-dimensional data. We have found that BART-BMA can be run in a reasonable time on a standard laptop for the "small $n$ large $p$" scenario which is common in many areas of bioinformatics. We showcase this method using simulated data and data from two real proteomic experiments; one to distinguish between patients with cardiovascular disease and controls and another to classify agressive from non-agressive prostate cancer. We compare our results to their main competitors. Open source code written in R and Rcpp to run BART-BMA can be found at: https://github.com/BelindaHernandez/BART-BMA.git

In this article we consider the distribution arising when two zero-inflated Poisson count processes are constrained by their sum total, resulting in a novel zero & $N$-inflated binomial distribution. This result motivates a general class of model for applications in which a sum-constrained count response is subject to multiple sources of heterogeneity, principally an excess of zeroes and $N$'s in the underlying count generating process. Two examples from the ecological regression literature are used to illustrate the wide applicability of the proposed model, and serve to detail its substantial superiority in modelling performance as compared to competing models. We also present an extension to the modelling framework for more complex cases, considering a gender study dataset which is overdispersed relative to the new likelihood, and conclude the article with the description of a general framework for a zero & $N$-inflated multinomial distribution.