Two pieces of good news this week

The full paper from the EMAC2013 conference last year is now available online. If you’re interested in the statistical methodology we used for estimating the inhaled dose of particles by students in the UPTECH project, you should check out our paper at the ANZIAM Journal (click the link that says “PDF” down the bottom under Full Text).

More importantly, though, we were successful in applying for an ARC Discovery Project! This project will run for three years and combines spatio-temporal statistical modelling, sensor miniaturisation and mobile phone technologies to allow people to minimise their exposure to air pollution. Our summary of the project, from the list of successful projects:

This interdisciplinary project aims to develop a personalised air pollution exposure monitoring system, leveraging the ubiquitousness and advancements in mobile phone technology and state of the art miniaturisation of monitoring sensors, data transmission and analysis. Airborne pollution is one of the top contemporary risks faced by humans; however, at present individuals have no way to recognise that they are at risk or need to protect themselves. It is expected that the outcome will empower individuals to control and minimise their own exposures. This is expected to lead to significant national socioeconomic benefits and bring global advancement in acquiring and utilising environmental information.

Other people at ILAQH were also successful in getting a Discovery Project grant looking at new particle formation and cloud formation in the Great Barrier Reef. I won’t be involved in that project but it sounds fascinating.

posterior samples

I probably should have put this post up earlier because it’s now a huge collection of stuff from the last month. Here we go!

It appears that Hilary Parker and I have similar (but by no means identical) work setups for doing stats (or at least we did two years ago). It’s never too late to come up with a sensible way of organising your work and collection of references/downloaded papers.

Applied statisticians should probably teach scientists what it is we do, rather than just the mathematics behind statistics. This is a difference I’ve noticed between SEB113 and more traditional statistics classes; we spend a lot less time discussion F distributions and a lot more time on model development and visualisation.

Speaking of visualisation, here’s a really great article on visualisation and how we can use small multiples and colour, shape, etc. to highlight the interesting differences so that it’s very clear what our message is.

Jeff Leek has compiled a list of some of the most awesome data people on Twitter who happen to be female.

In the ongoing crusade against abuse of p-values, we may want to instead focus on reproducibility to show that our results say what we say they do. Andrew Gelman and Eric Loken have an article in The American Statistician reminding us that p-values have a context and we need to be aware of issues like sample size, p-hacking, multiple comparisons, etc.

 

 

 

 

Posterior samples

SEB113 students really seemed to enjoy looking at mathematical modelling last week. The Lotka-Volterra equations continue to be a good teaching tool. A student pointed out that when reviewing the limit idea for derivatives it’d be useful to show it with approximating the circumference of a circle using a polygon. So I knocked this up:

approximations

Are you interested in big data and/or air quality? Consider doing a PhD with me.

This week I showed in the workshop how Markov chains are a neat application of linear algebra for dealing with probability. We used this interactive visualisation to investigate what happens as the transition probabilities change.

Zoubin Ghahramani has written a really nice review paper of Bayesian non-parametrics that I really recommend checking out if you’re interested in the new modelling techniques that have been coming out in the last few years for complex data sets.

Exercism.io is a new service for learning how to master programming by getting feedback on exercises.

The problem with p values

A coworker sent me this article about alternatives to the default 0.05 p value in hypothesis testing as a way to improve the corpus of published articles so that we can actually expect reproducability and have a bit more faith that these results are meaningful. The article is based on a paper published in the Proceedings of the National Academy of Sciences which talks about mapping Bayes Factors to p values for hypothesis tests so that there’s a way to think about the strength of the evidence.

The more I do and teach statistics the more I detest frequentist hypothesis testing (including whether a regression coefficient is zero) as a means of describing whether or not something plays a “significant” role in explaining some physical phenomenon. In fact, the entire idea of statistical significance sits ill with me because the way we tend to view it is that 0.051 is not significant and 0.049 is significant, even though there’s only a very small difference between the two. I guess if you’re dealing with cutoffs you’ve got to put the cutoff somewhere, but turning something which by its very nature deals with uncertainty into a set of rigid rules about what’s significant and what’s not seems pretty stupid.

My distaste for frequentist methods means that even for simple linear regressions I’ll fire up JAGS in R and fit a Bayesian model because I fundamentally disagree with the idea of an unknown but fixed true parameter. Further to this, the nuances of p values being distributed uniformly under the Null hypothesis means that we can very quickly make incorrect statements.

I agree with the author of the article that shifting hypothesis testing p value goal posts won’t achieve what we want and I’ll have a bit closer a read of the paper. For the time being, I’ll continue to just mull this over and grumble when people say “statistically significant” without any reference to a significance level.

NB: this post has been in an unfinished state since last November, when the paper started getting media coverage.

Revising another paper

We got a paper back from the reviewers a few days ago and there are some comments requesting revisions to the explanation of the statistical methods and the analysis. It’s interesting coming back to this paper, about a year after I last saw it (it’s been sent around to a few different journals to try to find a home for it). The PhD student who is the main author got into R and ggplot2 last year and has done some good work with linear mixed effects models and visualisation but some of the plots are the same sort of thing one might do in Excel (lots of boxplots next to each other rather than making use of small multiples).

So now I get to delve back into some data and analysis that’s about a year old with fresh eyes. Having done more with ggplot2 over the last 12 months, there are some things that I will definitely change about this. The student and I had a chat this morning about how to tackle it, and we’re trying to choose the best way to split up our data for visualisation: 6 treatments, 4 measurement blocks, two different measures (PM2.5 mass concentration and PNC), a total of 48 boxplots, density plots or histograms.

A paper with another PhD student has had its open discussion finalised now, which means more writing is probably going to happen. I find ACP‘s model quite interesting. The articles are peer reviewed, published for discussion, and then revised by the authors for final publication. I guess it spreads the review work out a bit and allows for multiple voices to be heard before final publication, each with a different approach and background.

That feeling when former students contact you

Last year I had a student in SEB113 who came in to the subject with a distaste for mathematics and statistics; they struggled with both the statistical concepts and the use of R throughout the semester and looked as though they would rather be anywhere else during the collaborative workshops. This student made it to every lecture and workshop though and came to enjoy the work of using R for statistical analysis of data; and earned a 7 in the unit.

I just got an email from them asking for a reference for their VRES (Vacation Research Experience Scheme) project application. Not only am I proud of this student for working their butt off to get a 7 in a subject they disliked but came to find interesting, but I am over the moon to hear that they are interested in undertaking scientific field research. This student mentions how my “passion for teaching completely transformed my (their) view of statistics”, and their passion for the research topic is reflected in the email.

This sort of stuff is probably the most rewarding aspect of lecturing.

Lotka-Volterra and Bayesian statistics and teaching

One of the standard population dynamics models that I learned in my undergrad mathematical modelling units was the Lotka-Volterra equations. These represent a very simple set of assumptions about populations, and while they don’t necessarily give physically realistic population trajectories they’re an interesting introduction to the idea that differential equations systems don’t necessarily have an explicit solution.

The assumptions are essentially: prey grow exponentially in the absence of predators, predation happens at a rate proportional to the product of the predator and prey populations, birth of predators is dependent on the product of predator and prey populations, predators die off exponentially in the absence of prey. In SEB113 we cover non-linear regressions, the mathematical models that lead to them, and then show that mathematical models don’t always yield a nice function. We look at equilibrium solutions and then show that we orbit around it rather than tending towards (or away from) it. We also look at what happens to the trajectories as we change the relative size of the rate parameters.

Last time we did the topic, I posted about using the logistic growth model for our Problem Solving Task and it was pointed out to me that the model has a closed form solution, so we don’t explicitly need to use a numerical solution method. This time around I’ve been playing with using Euler’s method inside JAGS to fit the Lotka-Volterra system to some simulated data from sinusoidal functions (with the same period). I’ve put a bit more effort into the predictive side of the model, though. After obtaining posterior distributions for the parameters (and initial values) I generate simulations with lsode in R, where the parameter values are sampled from the posteriors. The figure below shows the median and 95% CI for the posterior predictive populations as well as points showing the simulated data.

lvThe predictions get more variable as time goes on, as the uncertainty in the parameter values changes the period of the cycles that the Lotka-Volterra system exhibits. This reminds me of a chat I was having with a statistics PhD student earlier this week about sensitivity of models to data. The student’s context is clustering of data using overfitted mixtures, but I ended up digressing and talking about Edward Lorenz’s discovery of chaos theory through a meteorological model that was very sensitive to small changes in parameter values. The variability in the parameter values in the posterior give rise to the same behaviour, as both Lorenz’s work and my little example in JAGS involve variation in input values for deterministic modelling. Mine was deliberate, though, so isn’t as exciting or groundbreaking a discovery as Lorenz but we both come to the same conclusion: forecasting is of limited use when your model is sensitive to small variations in parameters. As time goes on, my credible intervals will likely end up being centred on the equilibrium solution and the uncertainty in the period of the solution (due to changing coefficient ratios) will result in very wide credible intervals.

It’s been a fun little experiment again, and I’m getting more and more interested in combining statistics and differential equations, as it’s a blend of pretty much all of my prior study. The next step would be to use something like MATLAB with a custom Gibbs/Metropolis-Hastings scheme to bring in more of the computational mathematics I took. It’d be interesting to see if there’s space for this sort of modelling in the Mathematical Sciences School’s teaching programs as it combines some topics that aren’t typically taught together. I’ve heard murmurings of further computational statistics classes but haven’t been involved with any planning.