One of important issues of the policymakers is to improve output and/or productivity growth associated with information and communication technology (ICT) adoption, where total factor productivity (TFP) growth related with ICT in the 1990s appeared in the US but not in the UK (Jorgenson and Stiroh, 2000; Oliner and Sichel, 2000). The general agreement is that ICT can raise output and/or productivity growth via an increase in productivity growth in the ICT-producing sectors due to rapid technological progress, through capital deepening driven by high levels of investment in ICT equipments, and via increases in efficiency in ICT-using sectors that successfully adopt this new technology by ICT spillover effects (David, 1990). Due to the small size of ICT-producing industries and relatively low level of ICT investments in the UK (Colecchia and Schreyer, 2001; Daveri, 2002; Vijselaar and Albers, 2002), the utilization of ICT spillover effects was crucial to improving output and/or productivity growth for the UK. However, in most of the previous studies, while many concluded ICT spillover effects existed in the US, they had mixed results as to whether ICT spillover effects existed in the UK (Schreyer, 2000; Basu et al., 2003; Inklaar et al., 2005; Jorgenson et al., 2005). The objective of this thesis is to contribute to the existing literature by investigating the existence of ICT spillover effects in the US and the UK and exploring the reasons for the different effects between them. This thesis argues that the mixed findings in the previous studies are due to the ignorance of the General-purpose technology (GPT) theory and weakness in methodology. Thus, the first step is to build a new framework of measuring ICT spillover effects to solve the problems from the existing studies. The main ignorance of the GPT theory is the lack of guidance for the proxy of co-invention related to ICT investments and for the length of lag. The new framework no longer has this ignorance because it uses efficiency as a proxy of co-invention and captures the length of lag by years with negative return on ICT capital. The methodology employed in the previous studies was inappropriate mainly because of the small sample size taken in the ICT study, the two-stage approach used to explore the effect of the environmental variables on efficiency and the linear and concavity assumptions on the frontiers without taking account of ICT as a GPT. The new framework uses Bayesian technique, one-stage approach and non-parametric frontiers to avoid these three drawbacks. In addition, the new framework introduces the persistent level of inefficiency, using a first-order autoregressive (i.e. AR(1)) structure of inefficiency itself, as one of factors that influence ICT spillover effects. In order to model the new framework which takes into account the non-parametric frontiers for capturing negative return of ICT capital, an AR(1) structure of inefficiency, the small sample size and factors that influence ICT spillover effects, this thesis has developed two non-parametric dynamic stochastic frontier analysis (SFA) models with an AR(1) structure and performed the analysis via Bayesian inference. The first model was a semi-parametric dynamic stochastic frontier with a time-variant non-parametric frontier at the basic level along with a time-invariant linear function for the technical inefficiency at the higher-level. The second model relaxed the time-invariant linear functional form for technical inefficiency at the higher level. The results of the new framework showed strong ICT spillover effects in the US with a lag of about 6-8 years during 1982-83 to 1988-89, while relatively weaker ICT spillover effects in the UK. This can be evidenced by the fact that the UK has been in the process of organizational adjustment up to 2000 due to a longer lag. Thus, in the 1990s, there was a lack of TFP growth in the UK. Related to the different ICT spillover effects between the US and the UK, the results from the new framework suggested that the various persistent levels of inefficiency between the two countries was important, apart from the different levels of ICT investment between them mentioned in the previous studies (Inklaar, O Mahony and Timmer, 2003). JEL Classifications: C51, E13, O30, O33

Structured probabilistic inference has shown to be useful in modeling complex latent structures of data. One successful way in which this technique has been applied is in the discovery of latent topical structures of text data, which is usually referred to as topic modeling. With the recent popularity of mobile devices and social networking, we can now easily acquire text data attached to meta information, such as geo-spatial coordinates and time stamps. This metadata can provide rich and accurate information that is helpful in answering many research questions related to spatial and temporal reasoning. However, such data must be treated differently from text data. For example, spatial data is usually organized in terms of a two dimensional region while temporal information can exhibit periodicities. While some work existing in the topic modeling community that utilizes some of the meta information, these models largely focused on incorporating metadata into text analysis, rather than providing models that make full use of the joint distribution of metainformation and text. In this thesis, I propose the event detection problem, which is a multidimensional latent clustering problem on spatial, temporal and topical data. I start with a simple parametric model to discover independent events using geo-tagged Twitter data. The model is then improved toward two directions. First, I augmented the model using Recurrent Chinese Restaurant Process (RCRP) to discover events that are dynamic in nature. Second, I studied a model that can detect events using data from multiple media sources. I studied the characteristics of different media in terms of reported event times and linguistic patterns. The approaches studied in this thesis are largely based on Bayesian nonparametric methods to deal with steaming data and unpredictable number of clusters. The research will not only serve the event detection problem itself but also shed light into a more general structured clustering problem in spatial, temporal and textual data.

This dissertation consists of three chapters on semi-parametric Bayesian Econometric methods. Chapter 1 applies a semi-parametric method to demand systems, and compares the abilities to recover the true elasticities of different approaches to linearly estimating the widely used Almost Ideal demand model, by either iteration or approximation. Chapter 2 co-authored with Dr. Melvyn Weeks introduces a new semi-parametric Bayesian Generalized Least Square estimator, which employs the Dirichlet Process prior to cope with potential heterogeneity in the error distributions. Two methods are discussed as special cases of the GLS estimator, the Seemingly Unrelated Regression for equation systems, and the Random Effects Model for panel data, which can be applied to many fields such as the demand analysis in Chapter 1. Chapter 3 focuses on the subset selection for the efficiencies of firms, which addresses the influence of heterogeneity in the distributions of efficiencies on subset selections by applying the semi-parametric Bayesian Random Effects Model introduced in Chapter 2.

<p>In most machine learning approaches, it is usually assumed that data are complete. When data are partially missing due to various reasons, for example, the failure of a subset of sensors, image corruption or inadequate medical measurements, many learning methods designed for complete data cannot be directly applied. In this dissertation we treat two kinds of problems with incomplete data using non-parametric Bayesian approaches: classification with incomplete features and analysis of low-rank matrices with missing entries.</p><p>Incomplete data in classification problems are handled by assuming input features to be generated from a mixture-of-experts model, with each individual expert (classifier) defined by a local Gaussian in feature space. With a linear classifier associated with each Gaussian component, nonlinear classification boundaries are achievable without the introduction of kernels. Within the proposed model, the number of components is theoretically ``infinite'' as defined by a Dirichlet process construction, with the actual number of mixture components (experts) needed inferred based upon the data under test. With a higher-level DP we further extend the classifier for analysis of multiple related tasks (multi-task learning), where model components may be shared across tasks. Available data could be augmented by this way of information transfer even when tasks are only similar in some local regions of feature space, which is particularly critical for cases with scarce incomplete training samples from each task. The proposed algorithms are implemented using efficient variational Bayesian inference and robust performance is demonstrated on synthetic data, benchmark data sets, and real data with natural missing values.</p><p>Another scenario of interest is to complete a data matrix with entries missing. The recovery of missing matrix entries is not possible without additional assumptions on the matrix under test, and here we employ the common assumption that the matrix is low-rank. Unlike methods with a preset fixed rank, we propose a non-parametric Bayesian alternative based on the singular value decomposition (SVD), where missing entries are handled naturally, and the number of underlying factors is imposed to be small and inferred in the light of observed entries. Although we assume missing at random, the proposed model is generalized to incorporate auxiliary information including missingness features. We also make a first attempt in the matrix-completion community to acquire new entries actively. By introducing a probit link function, we are able to handle counting matrices with the decomposed low-rank matrices latent. The basic model and its extensions are validated on</p><p>synthetic data, a movie-rating benchmark and a new data set presented for the first time.</p> / Dissertation

No description available.

The goal of Bayesian analysis is to reduce the uncertainty about unobserved variables by combining prior knowledge with observations. A fundamental limitation of a parametric statistical model, including a Bayesian approach, is the inability of the model to learn new structures. The goal of the learning process is to estimate the correct values for the parameters. The accuracy of these parameters improves with more data but the model’s structure remains fixed. Therefore new observations will not affect the overall complexity (e.g. number of parameters in the model). Recently, nonparametric Bayesian methods have become a popular alternative to Bayesian approaches because the model structure is learned simultaneously with the parameter distributions in a data-driven manner. The goal of this dissertation is to apply nonparametric Bayesian approaches to the acoustic modeling problem in continuous speech recognition. Three important problems are addressed: (1) statistical modeling of sub-word acoustic units; (2) semi-supervised training algorithms for nonparametric acoustic models; and (3) automatic discovery of sub-word acoustic units. We have developed a Doubly Hierarchical Dirichlet Process Hidden Markov Model (DHDPHMM) with a non-ergodic structure that can be applied to problems involving sequential modeling. DHDPHMM shares mixture components between states using two Hierarchical Dirichlet Processes (HDP). An inference algorithm for this model has been developed that enables DHDPHMM to outperform both its hidden Markov model (HMM) and HDP HMM (HDPHMM) counterparts. This inference algorithm is shown to also be computationally less expensive than a comparable algorithm for HDPHMM. In addition to sharing data, the proposed model can learn non-ergodic structures and non-emitting states, something that HDPHMM does not support. This extension to the model is used to model finite length sequences. We have also developed a generative model for semi-supervised training of DHDPHMMs. Semi-supervised learning is an important practical requirement for many machine learning applications including acoustic modeling in speech recognition. The relative improvement in error rates on classification and recognition tasks is shown to be 22% and 7% respectively. Semi-supervised training results are slightly better than supervised training (29.02% vs. 29.71%). Context modeling was also investigated and results show a modest improvement of 1.5% relative over the baseline system. We also introduce a nonparametric Bayesian transducer based on an ergodic HDPHMM/DHDPHMM that automatically segments and clusters the speech signal using an unsupervised approach. This transducer was used in several applications including speech segmentation, acoustic unit discovery, spoken term detection and automatic generation of a pronunciation lexicon. For the segmentation problem, an F¬¬¬¬¬¬-score of 76.62% was achieved which represents a 9% relative improvement over the baseline system. On the spoken term detection tasks, an average precision of 64.91% was achieved, which represents a 20% improvement over the baseline system. Lexicon generation experiments also show automatically discovered units (ADU) generalize to new datasets. In this dissertation, we have established the foundation for applications of non-parametric Bayesian modeling to problems such as speech recognition that involve sequential modeling. These models allow a new generation of machine learning systems that adapt their overall complexity in a data-driven manner and yet preserve meaningful modalities in the data. As a result, these models improve generalization and offer higher performance at lower complexity. / Electrical and Computer Engineering

Este trabalho propõe modelos Bayesiano semi-paramétricos para dados binários. O primeiro modelo é uma mistura em escala que permite lidar com discrepâncias relacionadas a curtose do modelo Logístico. É uma extensão relevante a partir do que já foi proposto por Basu e Mukhopadhyay (2000) ao possibilitar a interpretação da distribuição a priori dos parâmetros através de razões de chances. O segundo modelo usufrui da mistura em escala em conjunto com a transformação proposta por \\Yeo e Johnson (2000) possibilitando que a curtose assim como a assimetria sejam ajustadas e um parâmetro informativo de assimetria seja estimado. Esta transformação é muito mais apropriada para lidar com valores negativos do que a transformação de Box e Cox (1964) utilizada por Guerrero e Johnson (1982) e é mais simples do que o modelo proposto por Stukel (1988). Por fim, o terceiro modelo é o mais geral entre todos e consiste em uma mistura de posição e escala tal que possa descrever curtose, assimetria e também bimodalidade. O modelo proposto por Newton et al. (1996), embora, seja bastante geral, não permite uma interpretação palpável da distribuição a priori para os pesquisadores da área aplicada. A avaliação dos modelos é realizada através de medidas de distância de probabilidade Cramér-von Mises, Kolmogorov-Smirnov e Anderson-Darling e também pelas Ordenadas Preditivas Condicionais. / This work proposes semi-parametric Bayesian models for binary data. The first model is a scale mixture that allows handling discrepancies related to kurtosis of Logistic model. It is a more interesting extension than has been proposed by Basu e Mukhopadyay (1998) because this model allows the interpretation of the prior distribution of parameters using odds ratios. The second model enjoys the scale mixture together with the scale transformation proposed by Yeo and Johnson (2000) modeling the kurtosis and the asymmetry such that a parameter of asymmetry is estimated. This transformation is more appropriate to deal with negative values than the transformation of Box e Cox (1964) used by Guerrero e Johnson (1982) and simpler than the model proposed by Stukel (1988). Finally, the third model is the most general among all and consists of a location-scale mixture that can describe kurtosis and skewness also bimodality. The model proposed by Newton et al (1996), although general, does not allow a tangible interpretation of the a priori distribution for reseachers of applied area. The evaluation of the models is performed through distance measurements of distribution of probabilities Cramer-von Mises Kolmogorov-Smirnov and Anderson-Darling and also the Conditional Predictive sorted.

Este trabalho propõe modelos Bayesiano semi-paramétricos para dados binários. O primeiro modelo é uma mistura em escala que permite lidar com discrepâncias relacionadas a curtose do modelo Logístico. É uma extensão relevante a partir do que já foi proposto por Basu e Mukhopadhyay (2000) ao possibilitar a interpretação da distribuição a priori dos parâmetros através de razões de chances. O segundo modelo usufrui da mistura em escala em conjunto com a transformação proposta por \\Yeo e Johnson (2000) possibilitando que a curtose assim como a assimetria sejam ajustadas e um parâmetro informativo de assimetria seja estimado. Esta transformação é muito mais apropriada para lidar com valores negativos do que a transformação de Box e Cox (1964) utilizada por Guerrero e Johnson (1982) e é mais simples do que o modelo proposto por Stukel (1988). Por fim, o terceiro modelo é o mais geral entre todos e consiste em uma mistura de posição e escala tal que possa descrever curtose, assimetria e também bimodalidade. O modelo proposto por Newton et al. (1996), embora, seja bastante geral, não permite uma interpretação palpável da distribuição a priori para os pesquisadores da área aplicada. A avaliação dos modelos é realizada através de medidas de distância de probabilidade Cramér-von Mises, Kolmogorov-Smirnov e Anderson-Darling e também pelas Ordenadas Preditivas Condicionais. / This work proposes semi-parametric Bayesian models for binary data. The first model is a scale mixture that allows handling discrepancies related to kurtosis of Logistic model. It is a more interesting extension than has been proposed by Basu e Mukhopadyay (1998) because this model allows the interpretation of the prior distribution of parameters using odds ratios. The second model enjoys the scale mixture together with the scale transformation proposed by Yeo and Johnson (2000) modeling the kurtosis and the asymmetry such that a parameter of asymmetry is estimated. This transformation is more appropriate to deal with negative values than the transformation of Box e Cox (1964) used by Guerrero e Johnson (1982) and simpler than the model proposed by Stukel (1988). Finally, the third model is the most general among all and consists of a location-scale mixture that can describe kurtosis and skewness also bimodality. The model proposed by Newton et al (1996), although general, does not allow a tangible interpretation of the a priori distribution for reseachers of applied area. The evaluation of the models is performed through distance measurements of distribution of probabilities Cramer-von Mises Kolmogorov-Smirnov and Anderson-Darling and also the Conditional Predictive sorted.

No description available.

Lorsqu'un biomarqueur est mesuré de façon répétée au cours du suivi de patients, il est d'abord nécessaire d'établir un critère, issu du profil d'évolution longitudinal du marqueur, afin de détecter la survenue d'un événement, ou d'en prédire la gravité. Nous avons développé une méthode de modélisation robuste de données longitudinales, afin de calculer les différents critères pour les patients, et d'en comparer les performances diagnostiques ou pronostiques. Dans un second temps, il faut déterminer un seuil de ce critère quantitatif au dessus ou en dessous duquel le test diagnostique est considéré comme positif. Une méthode Bayésienne d'estimation de ce seuil et de son intervalle de crédibilité a été développée. Ce travail a été appliqué au diagnostic de persistance locale de cellules cancéreuses après traitement par ultrasons d'un cancer de la prostate. Ce diagnostic est effectué à partir des mesures répétées d'antigène spécifique de la prostate (PSA), dont le nadir a été retenu, avec différents seuils, comme meilleur critère diagnostique. Ceci permet de n'effectuer des biopsies que lorsqu'il y a de fortes chances qu'elles soient positives. / For the early diagnosis or prognosis of an event in presence of repeated measurements of a biomarker over time, it is necessary to define a criterion, stemming from the longitudinal profiles of that marker. A method was developed for a robust modelling of marker measurements, to calculate the various criteria for the patients, and compare their diagnostic or prognostic accuracies. Using the continuous criterion as a diagnostic test requires the specification of a threshold. A Bayesian method was developed to estimate this threshold and its credible interval. This method was applied to the diagnosis of local prostate cancer persistence after an ultrasound treatment. The diagnosis relies on serial measurements of prostate specific antigen (PSA), whose nadir (along with several thresholds) was found to be the best diagnostic criterion. This allows to trigger biopsy only when this biopsy is likely to be positive.