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Adaptive SamplingSteve Thompson
thompson@stat.sfu.ca
Simon Fraser University
16-17 June 2011
BANOCOSS 2011
Adaptive Sampling – p. 1/??
Adaptive sampling:
An adaptive sampling design is one in which theselection of units to include in the sample depends onvalues of the variable of interest observed during thesurvey.
Adaptive Sampling – p. 2/??
Sketch
1. Adaptive sampling ideas and examples
2. Design and inference considerations
3. Spatial, network, temporal settings
Adaptive Sampling – p. 3/??
Rare, clustered population
Adaptive Sampling – p. 4/??
Random sample of 40 units
Adaptive Sampling – p. 5/??
Same population
Adaptive Sampling – p. 6/??
Initial sample of 20 units
Adaptive Sampling – p. 7/??
Adaptive cluster sample
Adaptive Sampling – p. 8/??
Adaptive cluster sample
Adaptive Sampling – p. 8/??
Adaptive cluster sample
Adaptive Sampling – p. 8/??
Adaptive cluster sample
Adaptive Sampling – p. 8/??
Changed population!
Adaptive Sampling – p. 9/??
Initial sample of 20 units
Adaptive Sampling – p. 10/??
Adaptive cluster sample
Adaptive Sampling – p. 11/??
Adaptive cluster sample
Adaptive Sampling – p. 11/??
Adaptive cluster sample
Adaptive Sampling – p. 11/??
Adaptive cluster sample
Adaptive Sampling – p. 11/??
Adaptive cluster sample
Adaptive Sampling – p. 11/??
Types of sampling designs
The procedure by which we select the sample.
Conventional design : p(s)Procedure for selecting the sample does not depend onvalues of variables of interest observed during the survey.
Adaptive design : p(s | y)Procedure for selecting sample can depend on values ofvariables of interest.
(Design can also depend on auxiliary variables x.)
Adaptive Sampling – p. 12/??
Approaches to inference from samples
Design based approach:The values of the variables of interest in the population arefixed, unknown constants.
y = (y1, . . . , yN )
Model based approach:The population values are random variables, which we tryto model.
Y1, . . . , YN have some joint probability distributionf(y1, . . . , yN | θ).
Adaptive Sampling – p. 13/??
Trawl survey, Kodiak Island
L. WatsonAdaptive Sampling – p. 14/??
Optimal sampling strategies
Find the design p(s |y) and estimator Z of populationquantity Z to minimize the mean square error
E(Z − Z)2
subject to unbiasedness, E(Z) = E(Z)
The optimal strategy is in most cases an adaptive one.
Adaptive Sampling – p. 15/??
Reasoning:
1. Stop part way through the survey and look at what hasbeen observed so far:
initial sample and values (s1, ys1)
2. Choose the rest of the sample s2 to minimize the meansquare error of the estimate given what has been observedso far.
minE[
(Z − Z)2 | s1,ys1
]
(Zacks 1969, Thompson and Seber 1996, Chao and Thompson 2000)
Adaptive Sampling – p. 16/??
The idea:
Given what you’ve observed so far, choose subsequentsample units with good design conditional on that.
Say the sample is in two phases, s = (s0, s1).The data are d = (s, ys).
E
mins1
E[(τ − τ)2 | s0, ys0 ]︸ ︷︷ ︸
using current data
≤ mins
E(τ − τ)2
︸ ︷︷ ︸
not using
Adaptive Sampling – p. 17/??
Practical, efficient designs
Theoretically optimal designs are hard to implement,computationally complex, and overly dependent on modelbased assumptions.
We seek instead practical, efficient, robust designs
Adaptive Sampling – p. 18/??
Adaptive cluster sampling estimation
y is not unbiased for µ
Unbiased estimate has form
∑ yiαi
αi = network intersection probability,
or Rao-Blackwell form.
Adaptive Sampling – p. 19/??
Sufficiency, completeness, Rao-Blackwell
sampling data = (s, ys)
sufficient statistic = set of distinct units, associated yvalues
Rao-Blackwell estimate =E[simple estimator | sufficient statistic]
Minimal sufficient statistic is not complete so more thanone possible estimator.
Adaptive Sampling – p. 20/??
Bering Sea king crab surveyJohnson, Chao, Thompson and Stevens - Draft 10/28/2001
Figure 1.| The result of adaptive cluster sampling during 1995 in the Bering Sea. Initiallyselected primary units were 43, 56 and 86. Neighborhood pattern was north, south, eastand west. Mature female red king crabs (Paralithodes camtschaticus) were sampled witha condition of 18 in the southern stratum, and a condition of 60 in the northern stratum.Maturity was determined by presence of embryos or empty egg cases.{ 15 {
Adaptive Sampling – p. 21/??
Likelihood function
Prob(data | parameters) = P(s,ys | θ)
L(θ; s,ys) =
∫
p(s |y; θ)f(y; θ)dys
=
∫
(design)(model)d(unobserved)
In general a likelihood function involves both the selectionmechanism (design) and the model and effective inferenceshould take into account both.
Adaptive Sampling – p. 22/??
“Ignorable” design
If the design depends only on values that are observed andrecorded in the data, then the design disappears fromlikelihood-based estimates.
L(θ; s,ys) = p(s |ys; θ1)
∫
f(y; θ2)dys
But to be ignorable for frequentist model-based inference,the design must be a conventional one p(s), depending onno y-values at all.
It can be argued that in most real situations, the design isignorable for data analysis only if the study used a knownprobability design.
Adaptive Sampling – p. 23/??
Adaptive sampling in networks
Adaptive Sampling – p. 24/??
Studies of hidden populations
HIV/AIDS at-risk study
M. Miller
Adaptive Sampling – p. 25/??
Sampling in networks
Population of units or nodes: 1, 2, . . . , N
Node variables of interest : y1, y2, . . . , yN
Link-indicators or weights: wij , i, j = 1, . . . , N
(Variables of interest associated with pairs of nodes)
Sample : A subset or sequence s of units and pairs of units
from the population: s = (s(1), s(2))y is observed in s(1).w is observed in s(2).
Adaptive Sampling – p. 26/??
Approaches to inference in network sampling
Design based approach:The values of the variables of interest in the population arefixed, unknown constants.
y = (y1, . . . , yN )
w = {wij}, i, j ∈ {1, . . . , N}
Probability enters only through the design
Model based approach:The population values are random variables, which we tryto model.
Y1, . . . , YN , W11, . . . ,WNN have some joint probabilitydistribution, described by a stochastic graph model
Adaptive Sampling – p. 27/??
Snowball and Random Walk Designs
1. Snowball designs and inference
2. Random walk designs and inference
Adaptive Sampling – p. 28/??
Example network population
population graph
Adaptive Sampling – p. 29/??
Random sample
sample
Adaptive Sampling – p. 30/??
Snowball sample
sample
Adaptive Sampling – p. 31/??
Snowball sample
sample
Adaptive Sampling – p. 31/??
One-wave snowball selection probabilities
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1.0
One−wave selection probabilities
Adaptive Sampling – p. 32/??
The population again
population graph
Adaptive Sampling – p. 33/??
Random walk sample
walk
Adaptive Sampling – p. 34/??
Random walk sample
walk
Adaptive Sampling – p. 34/??
Random walk sample
walk
Adaptive Sampling – p. 34/??
Random walk sample
walk
Adaptive Sampling – p. 34/??
Random walk sample
walk
Adaptive Sampling – p. 34/??
Random walk sample
walk
Adaptive Sampling – p. 34/??
Random walk sample
walk
Adaptive Sampling – p. 34/??
Random walk sample
walk
Adaptive Sampling – p. 34/??
Random walk sample
walk
Adaptive Sampling – p. 34/??
Random walk sample
walk
Adaptive Sampling – p. 34/??
Random walk limit selection probabilities
Limit random walk probabilities
Adaptive Sampling – p. 35/??
Random walk as Markov chain
Wk is the node of the graph selected at kth wave.aij = 1 indicates a link from node i to node j.
{W0,W1,W2, . . . } is a Markov chain withP (Wk+1 = j |Wk = i) = aij/ai·
Q is the transition matrix of the chain,qij = P (Wk+1 = j |Wk = i).
The stationary probabilities (π1, . . . , πN ) satisfy πj =∑
πiqijfor j = 1, . . . , N .
Adaptive Sampling – p. 36/??
Approach using limiting distribution of random walk
For random walk design with-replacement in asingle-component network and if the links are symmetric ,
then the limiting selection probability is proportional to theperson’s degree (di)
Generalized ratio estimator of mean for behavioralcharacteristic y:
µ =
∑
s yi/di∑
s 1/di
Adaptive Sampling – p. 37/??
Targeted random walk designs
1. Uniform random walk
2. More general targetting
Adaptive Sampling – p. 38/??
Targeted walk designs
Let πi(y) denote the desired stationary selection probabilityfor the ith node as a function of its value or degree.
The transition probabilities for the targeted walk are
Pij = qijαij for i 6= j
Pii = 1−∑
j 6=i
Pij
where
αij = min
{πjqjiπiqij
, 1
}
Adaptive Sampling – p. 39/??
TARGETED RANDOM WALK DESIGNS
1. Random walk as a Markov chain
2. Random, uniform, and targeted walks
Adaptive Sampling – p. 40/??
Random walk as Markov chain
Wk is the node of the graph selected at kth wave.aij = 1 indicates a link from node i to node j.
{W0,W1,W2, . . . } is a Markov chain withP (Wk+1 = j |Wk = i) = aij/ai·
Q is the transition matrix of the chain,qij = P (Wk+1 = j |Wk = i).
The stationary probabilities (π1, . . . , πN ) satisfy πj =∑
πiqijfor j = 1, . . . , N .
Adaptive Sampling – p. 41/??
Targeted walk design
Let πi(y) denote the desired stationary selection probabilityfor the ith node as a function of its value or degree.
The transition probabilities for the targeted walk are
Pij = qijαij for i 6= j
Pii = 1−∑
j 6=i
Pij
where
αij = min
{πjqjiπiqij
, 1
}
Adaptive Sampling – p. 42/??
Uniform targeted walk design
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population
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Limit selection propabalities
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‘random walk’ sample
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5
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uniform walk sample
2
3 4
5
Adaptive Sampling – p. 43/??
Random, uniform, and targeted walks
0 10 20 30 40 50
0.10
0.20
0.30
0.40
random walk, no jumps
wave
expe
cted
nod
e va
lue
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0.10
0.20
0.30
0.40
random walk (with jumps)
wave
expe
cted
nod
e va
lue
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0.10
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0.30
0.40
uniform walk
wave
expe
cted
nod
e va
lue
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0.10
0.20
0.30
0.40
value 2/1 walk
wave
expe
cted
nod
e va
lue
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0.10
0.20
0.30
0.40
degree+1 walk
expe
cted
nod
e va
lue
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0.10
0.20
0.30
0.40
degree walk
expe
cted
nod
e va
lue
Adaptive Sampling – p. 44/??
Adaptive web sampling
1. How they work
2. Variations
3. Inference methods
Adaptive Sampling – p. 45/??
Adaptive web sampling
At any point in the sampling,
• the next unit or set of units is selected from a distributionthat depends on the values of variables of interest in anactive set of units already selected. (follow a link )
Adaptive Sampling – p. 46/??
Adaptive web sampling
At any point in the sampling,
• the next unit or set of units is selected from a distributionthat depends on the values of variables of interest in anactive set of units already selected. (follow a link )
• With some probability, however, the selection may bemade from a distribution not dependent on thosevalues. (random jump )
Adaptive Sampling – p. 46/??
Population graph
population graph
Adaptive Sampling – p. 47/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Adaptive web design
weighted links
Adaptive Sampling – p. 48/??
Inference
Estimation of a population characteristic such as apopulation mean, degree distribution, or other quantity,based on the sample data.
• Design-basedsimple preliminary estimatorimprove with Rao-Blackwell or resampling
Adaptive Sampling – p. 49/??
Inference
Estimation of a population characteristic such as apopulation mean, degree distribution, or other quantity,based on the sample data.
• Design-basedsimple preliminary estimatorimprove with Rao-Blackwell or resampling
• Model-basedassume stochastic graph modelproduce realizations from predictive posterior
Adaptive Sampling – p. 49/??
Design-unbiased estimators
• Start with some preliminary unbiased estimator µ0, suchas the initial sample mean , an unequal probabilityestimator , or conditional probability estimator
Adaptive Sampling – p. 50/??
Design-unbiased estimators
• Start with some preliminary unbiased estimator µ0, suchas the initial sample mean , an unequal probabilityestimator , or conditional probability estimator
• Improve it using the Rao-Blackwell method:
µ = E(µ0|d) =∑
paths
µ0(s)p(s | d)
Adaptive Sampling – p. 50/??
Design-unbiased estimators
• Start with some preliminary unbiased estimator µ0, suchas the initial sample mean , an unequal probabilityestimator , or conditional probability estimator
• Improve it using the Rao-Blackwell method:
µ = E(µ0|d) =∑
paths
µ0(s)p(s | d)
d is the minimal sufficient statistic
Adaptive Sampling – p. 50/??
Estimator based on initial sample mean
• Start with unbiased estimator of µ based on the initialsample s0.
For example,µ01 = y0
or
µ01 =1
N
∑
i∈s0
yiπi
Adaptive Sampling – p. 51/??
Estimator based on initial sample mean
• Start with unbiased estimator of µ based on the initialsample s0.
For example,µ01 = y0
or
µ01 =1
N
∑
i∈s0
yiπi
• Improve it using the Rao-Blackwell method:
µ1 = E(µ01|dr) =∑
{s:r(s)=s}
µ01(s)p(s | dr)
Adaptive Sampling – p. 51/??
Estimators based on conditional probabilities
τs0 , an unbiased estimator of the population total based on the initialsample s0.
For the kth selection after the initial sample, zk =∑
i∈sckyi + yk/qaki
where qaki is the conditional probability of selecting person i given thecurrent active set ak.
An unbiased estimator of the population mean is
µ02 =1
Nn
[
n0τs0 +
n∑
i=n0+1
zi
]
The improved estimator is
µ2 = E(µ02|dr) =∑
{s:r(s)=s}
µ02(s)p(s | dr)
Adaptive Sampling – p. 52/??
Composite conditional generalized ratio
N0 an estimator of the population size N based on the initial sample, forexample, N0 =
∑
k∈s0(1/πk).
After the initial sample, Nk = nck + 1/qaki, where nck is the size of thecurrent sample.
A composite estimator of N is
N =1
n
[
n0N0 +
n∑
i=n0+1
Ni
]
A generalized ratio estimator is then formed as the ratio of the twounbiased estimators: µ03 = Nµ02/N
The improved version of this estimator is
µ3 = E(µ03|dr) =∑
{s:r(s)=s}
µ03(s)p(s | dr)
Adaptive Sampling – p. 53/??
Composite conditional mean of ratios
An alternate way to use the ratios of unbiased estimators in a compositeestimator is
µ04 =1
n
[
n0z0
N0
+
n∑
i=n0+1
zi
Ni
]
The improved version of this estimator is
µ4 = E(µ04|dr) =∑
{s:r(s)=s}
µ04(s)p(s | dr)
Adaptive Sampling – p. 54/??
Computational issue
µ = E(µ0|dr) =∑
{s:r(s)=s}
µ01(s)p(s)
The sum is over all possible sample paths giving dr.
Sample sequence s = (s0, in0+1, . . . , in) has selection probability
p(s) = p0qan0,i1 · · · qan−1in
For a nonreplacement design, n! reordings of the sample.
Adaptive Sampling – p. 55/??
Computational issue
µ = E(µ0|dr) =∑
{s:r(s)=s}
µ01(s)p(s)
The sum is over all possible sample paths giving dr.
Sample sequence s = (s0, in0+1, . . . , in) has selection probability
p(s) = p0qan0,i1 · · · qan−1in
For a nonreplacement design, n! reordings of the sample.
• n = 9 has 362,880 reordings.
Adaptive Sampling – p. 55/??
Computational issue
µ = E(µ0|dr) =∑
{s:r(s)=s}
µ01(s)p(s)
The sum is over all possible sample paths giving dr.
Sample sequence s = (s0, in0+1, . . . , in) has selection probability
p(s) = p0qan0,i1 · · · qan−1in
For a nonreplacement design, n! reordings of the sample.
• n = 9 has 362,880 reordings.
• n = 10 has 3.6 million.
Adaptive Sampling – p. 55/??
Computational issue
µ = E(µ0|dr) =∑
{s:r(s)=s}
µ01(s)p(s)
The sum is over all possible sample paths giving dr.
Sample sequence s = (s0, in0+1, . . . , in) has selection probability
p(s) = p0qan0,i1 · · · qan−1in
For a nonreplacement design, n! reordings of the sample.
• n = 9 has 362,880 reordings.
• n = 10 has 3.6 million.
• n = 20 has 2.4 quintillion (1018), as in “million, billion, trillion,quadrillion, quintillion,...”
Adaptive Sampling – p. 55/??
Markov chain resampling estimators
Let x be a permutation of the sample s.
The object is to obtain a Markov chain x0, x1, x2, . . . having stationarydistribution p(x | dr).
1. A tentative permutation tk is produced by applying the originalsampling design to the data as if the sample were the wholepopulation.
2. With probability α, tk is accepted and xk = tk, while with probability1− α, tk is rejected and xk = xk−1, where
α = min
{p(tk)
p(xk−1)
pt(xk−1)
pt(tk), 1
}
Adaptive Sampling – p. 56/??
Markov chain resampling estimators
Let x be a permutation of the sample s.
The object is to obtain a Markov chain x0, x1, x2, . . . having stationarydistribution p(x | dr).
1. A tentative permutation tk is produced by applying the originalsampling design to the data as if the sample were the wholepopulation.
2. With probability α, tk is accepted and xk = tk, while with probability1− α, tk is rejected and xk = xk−1, where
α = min
{p(tk)
p(xk−1)
pt(xk−1)
pt(tk), 1
}
Adaptive Sampling – p. 57/??
Spatial adaptive web sampling
spatial population
Adaptive Sampling – p. 58/??
Network structure of spatial population
population graph
Adaptive Sampling – p. 59/??
Adaptive web sample
sample
Adaptive Sampling – p. 60/??
Adaptive web sample
sample
Adaptive Sampling – p. 60/??
Adaptive web sample
sample
Adaptive Sampling – p. 60/??
Adaptive web sample
sample
Adaptive Sampling – p. 60/??
Adaptive web sample
sample
Adaptive Sampling – p. 60/??
Adaptive web sample
sample
Adaptive Sampling – p. 60/??
Adaptive web sample
sample
Adaptive Sampling – p. 60/??
Adaptive web sample
sample
Adaptive Sampling – p. 60/??
Adaptive web sample
sample
Adaptive Sampling – p. 60/??
The resulting spatial sample
spatial population
Adaptive Sampling – p. 61/??
Active set design variations
spatial population
population graph
active set sample active set sample
Adaptive Sampling – p. 62/??
Blue-winged teal population
spatial population
3 5
24 14
2 3 2
10 103
13639 1
14 122
1772 00000000
00000000
00000
000000
00000000
population graph
Adaptive Sampling – p. 63/??
Two samples, n=20. Top:n0 = 13. Bottom: n0 = 1.
sample
sample
Adaptive Sampling – p. 64/??
MSE of estimators depending onn0, with n = 20
5 10 15 20
0.6
0.8
1.0
1.2
1.4
1.6
1.8
n0
mse
µ1µ2µ3µ4
Adaptive Sampling – p. 65/??
Model-based inference with network designs
(Work with Ove Frank, Mosuk Chow, Mike Kwanisai, andothers).
Adaptive Sampling – p. 66/??
Bayes predictive inference
Inference about population characteristics based on theBayes predictive posterior distribution given the datad = (s,ys,ws)
P (ys,ws | d) =
∫
P (ys,ws , θ, β | d) dθ dβ
Based on an assumed stochastic graph model f(y,w; θ, β),θ = node paramaters, β = link parameters.
Adaptive Sampling – p. 67/??
Sampling from predictive posterior
The object is to produce many realizations of the entirepopulation from the posterior distribution given the sampledata.
This is the data augmentation step of a Markov chain MonteCarlo procedure.
Adaptive Sampling – p. 68/??
Within Bayes: The likelihood function
The likelihood function depends on both the design used inobtaining the data and the model describing the population.
Prob(data | parameters) = P(s,ys,ws | θ, β)
L(θ, β; s,ys,ws) =
∫
p(s |y,w; θ, β)f(y,w; θ, β)dysdws
=
∫
(design)(model)d(unobserved)
Adaptive Sampling – p. 69/??
MCMC for network Bayes inference
1. Using current values of θ and β, select a realization of(ys,ws) from P (ys,ws | θ, β, s,ys,ws).
2. Using the values (ys,ws) obtained in step (1) toaugment the data values (ys,ws), select new parametervalues (θ, β) from the posterior distribution of theparameters given the whole graph realizationπ(θ, β |ys,ys,ws,ws)
Repeat.
Adaptive Sampling – p. 70/??
Bayes predictive inference; Actual pattern
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ord
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actual pattern in region
Adaptive Sampling – p. 71/??
Sample and observed values
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ord
2[s
s]
sample and observed values
Adaptive Sampling – p. 72/??
Realization from posterior distribution
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inferred possible pattern, given data
Adaptive Sampling – p. 73/??
Realization from posterior distribution
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inferred possible pattern, given data
Adaptive Sampling – p. 74/??
Realization from posterior distribution
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ord
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inferred possible pattern, given data
Adaptive Sampling – p. 75/??
Realization from posterior distribution
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inferred possible pattern, given data
Adaptive Sampling – p. 76/??
Realization from posterior distribution
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inferred possible pattern, given data
Adaptive Sampling – p. 77/??
Median of posterior distribution
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median of possible patterns, given data
Adaptive Sampling – p. 78/??
Systematic sample, 16 sites
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x
exp
((−
(x/d
elta
)^2
))
spatial covariance
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co
ord
2
actual pattern in region
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1[ss]
co
ord
2[s
s]
sample data
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional median
Adaptive Sampling – p. 79/??
Systematic sample, 4 sites
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
x
exp
((−
(x/d
elta
)^2
))
spatial covariance
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
actual pattern in region
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1[ss]
co
ord
2[s
s]
sample data
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional median
Adaptive Sampling – p. 80/??
Random sample, 16 sites
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
x
exp
((−
(x/d
elta
)^2
))
spatial covariance
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
actual pattern in region
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1[ss]
co
ord
2[s
s]
sample data
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional median
Adaptive Sampling – p. 81/??
Random sample, 16 sites
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
x
exp
((−
(x/d
elta
)^2
))
spatial covariance
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
actual pattern in region
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1[ss]
co
ord
2[s
s]
sample data
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional realization
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
conditional median
Adaptive Sampling – p. 82/??
MCMC data augmentation steps
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
actual pattern in region
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1[ss]
co
ord
2[s
s]
sample data
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
mcmc augmented data 1
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
mcmc augmented data 2
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
mcmc augmented data 3
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
mcmc augmented data 4
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
mcmc augmented data 5
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
mcmc augmented data 6
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.2
0.4
0.6
0.8
1.0
coord1
co
ord
2
mcmc augmented data 7
Adaptive Sampling – p. 83/??
Design and estimation comparisons
population graph
Adaptive Sampling – p. 84/??
Random walk n=20, initial pp-degree
sample mean, random walk
rwmean
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
mean of draws, random walk
rwnommean
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
4
gen ratio est, random walk
rwnaive
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
4
gen ratio of draws, random walk
rwnaivenom
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
4
Adaptive Sampling – p. 85/??
5 random walks, n=4 each, pp-deg starts
sample mean, random walk
rwmean
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.5
1.0
1.5
2.0
2.5
mean of draws, random walk
rwnommean
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.5
1.0
1.5
2.0
2.5
gen ratio est, random walk
rwnaive
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.5
1.0
1.5
2.0
gen ratio of draws, random walk
rwnaivenom
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.5
1.0
1.5
2.0
Adaptive Sampling – p. 86/??
random walk, n=20 , equal probability start
sample mean, random walk
rwmean
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
45
mean of draws, random walk
rwnommean
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
45
6
gen ratio est, random walk
rwnaive
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
45
gen ratio of draws, random walk
rwnaivenom
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
45
6
Adaptive Sampling – p. 87/??
AWS, n0=1, n=20, random links, jump=.1
generalized ratio estimate 1
dgre1
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
4
generalized ratio estimate 2
dgre2
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
4
Adaptive Sampling – p. 88/??
AWS, n0=10, n=20, random links, jump=.1
generalized ratio estimate 1
dgre1
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
4
generalized ratio estimate 2
dgre2
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
4
Adaptive Sampling – p. 89/??
Design and model based estimators, AWS n0=10, n=20
sample mean
ybar
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.5
1.0
1.5
2.0
rb initial mean
rbw0vec
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
1.0
2.0
3.0
rb norepl est
rbnoreplvec
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
1.0
2.0
3.0
rb nr alt
rbnraltvec
De
nsity
0.0 0.2 0.4 0.6 0.8 1.00
.01
.02
.03
.0
rb nr alt0
rbnraltvec0
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
1.0
2.0
bayes predictor
bayes.predtvec
De
nsity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
1.0
2.0
3.0
Adaptive Sampling – p. 90/??
Designs and Estimators
grhh grht gre est1 est3 gre est1 est3 bayes
0.0
00
.02
0.0
40
.06
0.0
80
.10
0.1
20
.14
DESIGN
Random WalkAWS n0=1, n=20AWS n0=10, n=20
Adaptive Sampling – p. 91/??
Empirical Example
HIV/AIDS at-risk hidden population: Colorado SpringsStudy on the heterosexual transmission of HIV/AIDS(Potterat et al. 1993, Rothenberg et al. 1995, Darrow et al.1999)
Adaptive Sampling – p. 92/??
Colorado springs study population
population graph
Adaptive Sampling – p. 93/??
Sample of 80 individuals
Initial n0 = 10, final n = 20, m = 4 independent selections.
samplesamplesamplesample
Adaptive Sampling – p. 94/??
Design and Model based inferences
sample mean
s.mean
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
45
67
mle
mle.theta
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
02
46
bayes estimator
bayes.t
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
45
67
bayes predictor
pred.tD
ensi
ty
0.0 0.2 0.4 0.6 0.8 1.0
01
23
45
67
design unbiased
dunbiased
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
02
46
design consistent
dconst
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
02
46
(Sex worker data) Adaptive Sampling – p. 95/??
HIV Behavioral Monitoring Design Study
population graph
Adaptive Sampling – p. 96/??
Design-based and Bayes estimators
sample mean
ybar
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.5
1.0
1.5
2.0
rb initial mean
rbw0vec
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
1.0
2.0
3.0
rb norepl est
rbnoreplvec
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
1.0
2.0
3.0
rb nr alt
rbnraltvec
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
1.0
2.0
3.0
rb nr alt0
rbnraltvec0
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
1.0
2.0
bayes predictor
bayes.predtvec
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
0.0
1.0
2.0
3.0
Adaptive Sampling – p. 97/??
Empirical Example
HIV/AIDS at-risk hidden population: Colorado SpringsStudy on the heterosexual transmission of HIV/AIDS(Potterat et al. 1993, Rothenberg et al. 1995, Darrow et al.1999)
Adaptive Sampling – p. 98/??
Colorado springs study population
population graph
Adaptive Sampling – p. 99/??
Sample of 80 individuals
Initial n0 = 10, final n = 20, m = 4 independent selections.
samplesamplesamplesample
Adaptive Sampling – p. 100/??
Estimating idu use, random links design
initial mean
y0
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0 1.2
02
4rb initial mean
rbw0vec
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0 1.2
02
4
norepl est
norepl.est
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0 1.2
0.0
1.0
2.0
rb norepl est
rbnoreplvec
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0 1.2
0.0
1.0
2.0
norepl alt
noreplalt
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0 1.2
0.0
1.5
3.0
rb nr alt
rbnraltvecD
ensi
ty
0.0 0.2 0.4 0.6 0.8 1.0 1.2
02
4
norepl alt0
noreplalt0
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0 1.2
02
4
rb nr alt0
rbnraltvec0
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0 1.2
02
4
Adaptive Sampling – p. 101/??
Estimating idu use, weighted links design
initial mean
y0
Den
sity
0.0 0.5 1.0 1.5
02
4rb initial mean
rbw0vec
Den
sity
0.0 0.5 1.0 1.5
02
4
norepl est
norepl.est
Den
sity
0.0 0.5 1.0 1.5
0.0
1.0
2.0
rb norepl est
rbnoreplvec
Den
sity
0.0 0.5 1.0 1.5
0.0
1.0
2.0
norepl alt
noreplalt
Den
sity
0.0 0.5 1.0 1.5
01
23
rb nr alt
rbnraltvecD
ensi
ty
0.0 0.5 1.0 1.5
01
23
4
norepl alt0
noreplalt0
Den
sity
0.0 0.5 1.0 1.5
02
46
rb nr alt0
rbnraltvec0
Den
sity
0.0 0.5 1.0 1.5
02
46
Adaptive Sampling – p. 102/??
Degree distribution, HIV/AIDS study
0 5 10 15 20
0.0
0.1
0.2
0.3
0.4
degree distribution
degree
freq
uenc
y
0.0 0.5 1.0 1.5 2.0 2.5 3.0
−6
−5
−4
−3
−2
−1
log(degree)
log(
freq
)
0 5 10 15 20
0.0
0.1
0.2
0.3
0.4
sample degree distribution
degree
freq
uenc
y
0.0 0.5 1.0 1.5 2.0 2.5 3.0
−6
−5
−4
−3
−2
−1
log(degree)
log(
freq
)
Adaptive Sampling – p. 103/??
Estimating mean degree
average degree in sample
degree
De
nsity
0 2 4 6 8
0.0
0.1
0.2
0.3
0.4
estimate of mean degree
rbw0vec
De
nsity
0 2 4 6 80
.00
.10
.20
.30
.40
.50
.6
Adaptive Sampling – p. 104/??
Design and Model based inferences
sample mean
s.mean
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
45
67
mle
mle.theta
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
02
46
bayes estimator
bayes.t
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
01
23
45
67
bayes predictor
pred.tD
ensi
ty
0.0 0.2 0.4 0.6 0.8 1.0
01
23
45
67
design unbiased
dunbiased
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
02
46
design consistent
dconst
Den
sity
0.0 0.2 0.4 0.6 0.8 1.0
02
46
(Sex worker data) Adaptive Sampling – p. 105/??
Spatial-Temporal designs
For detecting releases of biological pathogens and otherairborne health hazards,
is it better to set out sensors in fixed positions or to havethem move in some pattern?
Adaptive Sampling – p. 106/??
The more basic sampling question:
What is the best design for sampling a population that ischanging, when the sampling units themselves may moveas observations are collected.
Adaptive Sampling – p. 107/??
Background
Early health warning of exposure to airborne biologicalpathogens
Bionet Project places fixed sensor units in selected cities
Builds on the Envionmental Protection Agency’s air qualitymonitoring program
Adaptive Sampling – p. 108/??
Purpose:
• Rapid health response - earlier diagnosis and treatment
Adaptive Sampling – p. 109/??
Purpose:
• Rapid health response - earlier diagnosis and treatment
• Environmental remediation
Adaptive Sampling – p. 109/??
“Streets and avenues design”
Adaptive Sampling – p. 110/??
Array of rectangular (square) paths
Adaptive Sampling – p. 111/??
Sample size, moving units
4 6 8 10 12 14 16
0.70
0.75
0.80
0.85
0.90
0.95
1.00
n
prob
det
ect
streets
squareslines
one line
Adaptive Sampling – p. 112/??
Sample size, fixed units
10 20 30 40 50 60
0.2
0.4
0.6
0.8
1.0
n
prob
det
ect
fixed
moving
Adaptive Sampling – p. 113/??
Adaptive designs in space-time-network settings
Adaptive Sampling – p. 114/??
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