Stefano M. Iacus

Bioconductor: open software development for computational biology and bioinformatics

The Bioconductor project is an initiative for the collaborative creation of extensible software for computational biology and bioinformatics. The goals of the project include: fostering collaborative development and widespread use of innovative software, reducing barriers to entry into interdisciplinary scientific research, and promoting the achievement of remote reproducibility of research results. We describe details of our aims and methods, identify current challenges, compare Bioconductor to other open bioinformatics projects, and provide working examples.

Multivariate Matching Methods That Are Monotonic Imbalance Bounding

We introduce a new “Monotonic Imbalance Bounding” (MIB) class of matching methods for causal inference with a surprisingly large number of attractive statistical properties. MIB generalizes and extends in several new directions the only existing class, “Equal Percent Bias Reducing” (EPBR), which is designed to satisfy weaker properties and only in expectation. We also offer strategies to obtain specific members of the MIB class, and analyze in more detail a member of this class, called Coarsened Exact Matching, whose properties we analyze from this new perspective. We offer a variety of analytical results and numerical simulations that demonstrate how members of the MIB class can dramatically improve inferences relative to EPBR-based matching methods.

Every tweet counts? How sentiment analysis of social media can improve our knowledge of citizens’ political preferences with an application to Italy and France

The growing usage of social media by a wider audience of citizens sharply increases the possibility of investigating the web as a device to explore and track political preferences. In the present paper we apply a method recently proposed by other social scientists to three different scenarios, by analyzing on one side the online popularity of Italian political leaders throughout 2011, and on the other the voting intention of French Internet users in both the 2012 presidential ballot and the subsequent legislative election. While Internet users are not necessarily representative of the whole population of a country’s citizens, our analysis shows a remarkable ability for social media to forecast electoral results, as well as a noteworthy correlation between social media and the results of traditional mass surveys. We also illustrate that the predictive ability of social media analysis strengthens as the number of citizens expressing their opinion online increases, provided that the citizens act consistently on these opinions.

Using Sentiment Analysis to Monitor Electoral Campaigns: Method Matters-Evidence From the United States and Italy

In recent years, there has been an increasing attention in the literature on the possibility of analyzing social media as a useful complement to traditional off-line polls to monitor an electoral campaign. Some scholars claim that by doing so, we can also produce a forecast of the result. Relying on a proper methodology for sentiment analysis remains a crucial issue in this respect. In this work, we apply the supervised method proposed by Hopkins and King to analyze the voting intention of Twitter users in the United States (for the 2012 Presidential election) and Italy (for the two rounds of the centre-left 2012 primaries). This methodology presents two crucial advantages compared to traditionally employed alternatives: a better interpretation of the texts and more reliable aggregate results. Our analysis shows a remarkable ability of Twitter to “nowcast” as well as to forecast electoral results.

Approximating distribution functions by iterated function systems

In this small note an iterated function system on the space of distribution functions is built. The inverse problem is introduced and studied by convex optimization problems. Applications of this method to approximation of distribution functions and estimations are presented.

Statistical analysis of the inhomogeneous telegrapher's process

We consider a problem of estimation for the telegraphers process on the line, say X(t), driven by a Poisson process with non constant rate. It turns out that the finite-dimensional law of the process X(t)is a solution to the telegraph equation with non constant coefficients. We give the explicit law (P) of the process X(t) for a parametric class of intensity functions for the Poisson process. We propose anestimator for the parameter of P and we discuss its properties as a first attempt to apply statistics to these models.

Statistical analysis of stochastic resonance with ergodic diffusion noise

A subthreshold signal is transmitted through a channel and may be detected when some noise--with known structure and proportional to some level--is added to the data. There is an optimal noise level, called stochastic resonance that corresponds to the highest Fisher information in the problem of estimation of the signal. As noise we consider an ergodic diffusion process and the asymptotic is considered as time goes to infinity. We propose consistent estimators of the subthreshold signal and we solve further a problem of hypotheses testing. We also discuss evidence of stochastic resonance for both estimation and hypotheses testing problems via examples.

Missing data imputation, matching and other applications of random recursive partitioning

Applications of the random recursive partitioning (RRP) method are described. This method generates a proximity matrix which can be used in non-parametric matching problems such as hot-deck missing data imputation and average treatment effect estimation. RRP is a Monte Carlo procedure that randomly generates non-empty recursive partitions of the data and calculates the proximity between observations as the empirical frequency in the same cell of these random partitions over all the replications. Also, the method in the presence of missing data is invariant under monotonic transformations of the data but no other formal properties of the method are known yet. Therefore, Monte Carlo experiments were conducted in order to explore the performance of the method. A companion software is available as a package for the R statistical environment.

Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes

A one-dimensional diffusion process X = {X t , 0 ≤ t ≤ T}, with drift b(x) and diffusion coefficient known up to θ > 0, is supposed to switch volatility regime at some point t* ∈ (0,T). On the basis of discrete time observations from X, the problem is the one of estimating the instant of change in the volatility structure t* as well as the two values of θ, say θ1 and θ2, before and after the change point. It is assumed that the sampling occurs at regularly spaced times intervals of length Δ n with nΔ n = T. To work out our statistical problem we use a least squares approach. Consistency, rates of convergence and distributional results of the estimators are presented under an high frequency scheme. We also study the case of a diffusion process with unknown drift and unknown volatility but constant.

On Fractal Distribution Function Estimation and Applications

In this paper we review some recent results concerning the approximations of distribution functions and measures on [0,1] based on iterated function systems. The two different approaches available in the literature are considered and their relation are investigated in the statistical perspective. In the second part of the paper we propose a new class of estimators for the distribution function and the related characteristic and density functions. Glivenko-Cantelli, LIL properties and local asymptotic minimax efficiency are established for some of the proposed estimators. Via Monte Carlo analysis we show that, for small sample sizes, the proposed estimator can be as efficient or even better than the empirical distribution function and the kernel density estimator respectively. This paper is to be considered as a first attempt in the construction of new class of estimators based on fractal objects. Pontential applications to survival analysis with random censoring are proposed at the end of the paper.