I’ve been spending a bit of time over the last few days making an R tutorial for the members of my air quality research group. Rather than being a very general introduction to the use of R, e.g. file input/output, loops, making objects, I’ve decided to show a very applied workflow that involves the actual data analysis and explaining ideas as we go along. Part of this philosophy is that I’m not going to write a statistics tutorial, opting instead to point readers to textbooks that deal with first year topics such as regression models and hypothesis tests.
It’s been a very interesting experience, and it’s meant having to deal with challenges along the way such as PDF graphs that take up so much file space for how (un-)important they are to the overall guide and, thinking about how to structure the tutorial so that I can assume zero experience with R but some experience with self-directed learning. The current version can be seen here.
One of the ideas that Sama Low Choy had for SEB113 when she was unit coordinator and lecturer and I was just a tutor, was to write a textbook for the unit because there wasn’t anything that really covered our approach. Since seeing computational stats classes in the USA being hosted as repositories on GitHub I think it might be possible to use R Markdown or GitBook to write an R Markdown project that could be compiled either as a textbook with exercises or as a set of slides.
I was inspired to make a website and start blogging about my work when I went to 8BNP in 2011 and met people like Kevin Canini and Tamara Broderick who had websites to spruik themselves as researchers. I eventually got around to re-setting up my WordPress account, buying a domain and setting up the whole DNS shebang.
The last four years have seen some major changes in the web resources for research, with things like github taking the place of subversion and encouraging a more social and outward facing coding culture. You can blog using github now, and Nick Tierney (a PhD student at QUT) has made me think about whether it’s worth migrating from WordPress to jekyll. Further exposure to R Markdown through Di Cook’s workshop at Bayes on the Beach has strengthened my belief in RStudio not just as a way to do research but to communicate it. This is even before we start considering all the things like shiny and embedded web stuff.
It’ll take some work and I’m not sure I’ll have time over summer, but it’s a change that’s probably worth making.
Professor Fabrizio Ruggeri (Milan) visited the Institute for Future Environments for a little while in late 2013. He has been appointed as Adjunct Professor to the Institute and gave a public talk with a brief overview of a few of his research interests. Stochastic modelling of physical systems is something I was exposed to in undergrad when a good friend of mine, Matt Begun (who it turns out is doing a PhD under Professor Guy Marks, with whom ILAQH collaborates), suggested we do a joint Honours project where we each tackled the same problem but from different points of view, me as a mathematical modeller, him as a Bayesian statistician. It didn’t eventuate but it had stuck in my mind as an interesting topic.
In SEB113 we go through some non-linear regression models and the mathematical models that give rise to them. Regression typically features a fixed equation and variable parameters and the mathematical modelling I’ve been exposed to features fixed parameters (elicited from lab experiments, previous studies, etc.) and numerical simulation of a differential equation to solve the system (as analytic methods aren’t always easy to employ). I found myself thinking “I wonder if there’s a way of doing both at once” and then shelved the thought because there was no way I would have the time to go and thoroughly research it.
Having spent a bit of time thinking about it, I’ve had a crack at solving an ODE within a Bayesian regression model (Euler’s method in JAGS) for logistic growth and the Lotka-Volterra equations. I’ve started having some discussions with other mathematicians about how we marry these two ideas and it looks like I’ll be able to start redeveloping my mathematical modelling knowledge.
This is somewhere I think applied statistics has a huge role to play in applied mathematical modelling. Mathematicians shouldn’t be constraining themselves to iterating over a grid of point estimates of parameters, then choosing the one which minimises some Lp-norm (at least not without something like Approximate Bayesian Computation).
I mean, why explore regions of the parameter space that are unlikely to yield simulations that match up with the data? If you’re going to simulate a bunch of simulations, it should be done with the aim of not just finding the most probable values but characterising uncertainty in the parameters. A grid of values representing a very structured form of non-random prior won’t give you that. Finding the maximum with some sort of gradient-based method will give you the most probable values but, again, doesn’t characterise uncertainty. Sometimes we don’t care about that uncertainty, but when we do we’re far better off using statistics and using it properly.
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.
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.
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.
The 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.
I came across a post via r/Bayes about different ways to run Bayesian hierarchical linear models in R, a topic I talked about recently at a two day workshop on using R for epidemiology. Rasmus Bååth‘s post details the use of JAGS with rjags, STAN with rstan and LaplacesDemon.
JAGS (well, rjags) has been the staple for most of my hierarchical linear modelling needs over the last few years. It runs within R easily, is written in C++ (so is relatively fast), spits out something that the coda package can work with quite easily, and, above all, makes it very easy to specify models and priors. Using JAGS means never having to derive a Gibbs sampler or write out a Metropolis-Hastings algorithm that requires to you to really think about jumping rules. It’s Bayesian statistics for those who don’t have the time/inclination to do it “properly”. It has a few drawbacks, though, such as not being able to specify improper priors (but this could be seen as a feature rather than a bug) with distributions like dflat() and defining a Conditional Autoregressive prior requires specifying it as a multivariate Gaussian. That said, it’s far quicker than using OpenBUGS and JAGS installs fine on any platform. Continue reading →