Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods

1 code implementation • 23 May 2017 • Akihiko Nishimura, David Dunson, Jianfeng Lu

Hamiltonian Monte Carlo has emerged as a standard tool for posterior computation.

Computation

Prior-preconditioned conjugate gradient method for accelerated Gibbs sampling in "large $n$ & large $p$" Bayesian sparse regression

1 code implementation • 29 Oct 2018 • Akihiko Nishimura, Marc A. Suchard

We can then solve the linear system by the conjugate gradient (CG) algorithm through matrix-vector multiplications by $\Phi$; this involves no explicit factorization or calculation of $\Phi$ itself.

Shrinkage with shrunken shoulders: Gibbs sampling shrinkage model posteriors with guaranteed convergence rates

2 code implementations • 6 Nov 2019 • Akihiko Nishimura, Marc A. Suchard

Use of continuous shrinkage priors -- with a "spike" near zero and heavy-tails towards infinity -- is an increasingly popular approach to induce sparsity in parameter estimates.

Methodology Statistics Theory Statistics Theory

Gradients do grow on trees: a linear-time ${\cal O}\hspace{-0.2em}\left( N \right)$-dimensional gradient for statistical phylogenetics

1 code implementation • 29 May 2019 • Xiang Ji, Zhen-Yu Zhang, Andrew Holbrook, Akihiko Nishimura, Guy Baele, Andrew Rambaut, Philippe Lemey, Marc A. Suchard

To make this tractable, we present a linear-time algorithm for ${\cal O}\hspace{-0. 2em}\left( N \right)$-dimensional gradient evaluation and apply it to general continuous-time Markov processes of sequence substitution on a phylogenetic tree without a need to assume either stationarity or reversibility.

Computation Populations and Evolution Methodology

Alpha-1 adrenergic receptor antagonists to prevent hyperinflammation and death from lower respiratory tract infection

no code implementations • 21 Apr 2020 • Allison Koenecke, Michael Powell, Ruoxuan Xiong, Zhu Shen, Nicole Fischer, Sakibul Huq, Adham M. Khalafallah, Marco Trevisan, Pär Sparen, Juan J Carrero, Akihiko Nishimura, Brian Caffo, Elizabeth A. Stuart, Renyuan Bai, Verena Staedtke, David L. Thomas, Nickolas Papadopoulos, Kenneth W. Kinzler, Bert Vogelstein, Shibin Zhou, Chetan Bettegowda, Maximilian F. Konig, Brett Mensh, Joshua T. Vogelstein, Susan Athey

Here, we conducted retrospective analyses in two cohorts of patients with acute respiratory distress (ARD, n=18, 547) and three cohorts with pneumonia (n=400, 907).