Aaron J. Fisher

h-index32
2papers
4,956citations

2 Papers

1.8LGJun 28, 2022
Gaussian Latent Dirichlet Allocation for Discrete Human State Discovery

Congyu Wu, Aaron Fisher, David Schnyer

In this article we propose and validate an unsupervised probabilistic model, Gaussian Latent Dirichlet Allocation (GLDA), for the problem of discrete state discovery from repeated, multivariate psychophysiological samples collected from multiple, inherently distinct, individuals. Psychology and medical research heavily involves measuring potentially related but individually inconclusive variables from a cohort of participants to derive diagnosis, necessitating clustering analysis. Traditional probabilistic clustering models such as Gaussian Mixture Model (GMM) assume a global mixture of component distributions, which may not be realistic for observations from different patients. The GLDA model borrows the individual-specific mixture structure from a popular topic model Latent Dirichlet Allocation (LDA) in Natural Language Processing and merges it with the Gaussian component distributions of GMM to suit continuous type data. We implemented GLDA using STAN (a probabilistic modeling language) and applied it on two datasets, one containing Ecological Momentary Assessments (EMA) and the other heart measures from electrocardiogram and impedance cardiograph. We found that in both datasets the GLDA-learned class weights achieved significantly higher correlations with clinically assessed depression, anxiety, and stress scores than those produced by the baseline GMM. Our findings demonstrate the advantage of GLDA over conventional finite mixture models for human state discovery from repeated multivariate data, likely due to better characterization of potential underlying between-participant differences. Future work is required to validate the utility of this model on a broader range of applications.

2.3MEOct 15, 2021
Online False Discovery Rate Control for LORD & SAFFRON Under Positive, Local Dependence

Aaron Fisher

Online testing procedures assume that hypotheses are observed in sequence, and allow the significance thresholds for upcoming tests to depend on the test statistics observed so far. Some of the most popular online methods include alpha investing, LORD++ (hereafter, LORD), and SAFFRON. These three methods have been shown to provide online control of the "modified" false discovery rate (mFDR) under a condition known as conditional superuniformity. However, to our knowledge, LORD & SAFFRON have only been shown to control the traditional false discovery rate (FDR) under an independence condition on the test statistics. Our work bolsters these results by showing that SAFFRON and LORD additionally ensure online control of the FDR under a "local" form of nonnegative dependence. Further, FDR control is maintained under certain types of adaptive stopping rules, such as stopping after a certain number of rejections have been observed. Because alpha investing can be recovered as a special case of the SAFFRON framework, our results immediately apply to alpha investing as well. In the process of deriving these results, we also formally characterize how the conditional superuniformity assumption implicitly limits the allowed p-value dependencies. This implicit limitation is important not only to our proposed FDR result, but also to many existing mFDR results.