The purpose of this study is to leverage modern technology (such as mobile or web apps in (2014)) to enrich epidemiology data and infer the transmission of disease. Homogeneity related research on population level has been intensively studied in previous work. In contrast, we develop hierarchical Graph-Coupled Hidden Markov Models (hGCHMMs) to simultaneously track the spread of infection in a small cell phone community and capture person-specific infection parameters by leveraging a link prior that incorporates additional covariates. We also reexamine the model evolution of the hGCHMM from simple HMMs and LDA, elucidating additional flexibility and interpretability. Due to the non-conjugacy of sparsely coupled HMMs, we design a new approximate distribution, allowing our approach to be more applicable to other application areas. Additionally, we investigate two common link functions, the beta-exponential prior and sigmoid function, both of which allow the development of a principled Bayesian hierarchical framework for disease transmission. The results of our model allow us to predict the probability of infection for each person on each day, and also to infer personal physical vulnerability and the relevant association with covariates. We demonstrate our approach experimentally on both simulation data and real epidemiological records.
@cite_35: We present the nested Chinese restaurant process (nCRP), a stochastic process that assigns probability distributions to ensembles of infinitely deep, infinitely branching trees. We show how this stochastic process can be used as a prior distribution in a Bayesian nonparametric model of document collections. Specifically, we present an application to information retrieval in which documents are modeled as paths down a random tree, and the preferential attachment dynamics of the nCRP leads to clustering of documents according to sharing of topics at multiple levels of abstraction. Given a corpus of documents, a posterior inference algorithm finds an approximation to a posterior distribution over trees, topics and allocations of words to levels of the tree. We demonstrate this algorithm on collections of scientific abstracts from several journals. This model exemplifies a recent trend in statistical machine learning—the use of Bayesian nonparametric methods to infer distributions on flexible data structures.
@cite_26: Algorithms such as Latent Dirichlet Allocation (LDA) have achieved significant progress in modeling word document relationships. These algorithms assume each word in the document was generated by a hidden topic and explicitly model the word distribution of each topic as well as the prior distribution over topics in the document. Given these parameters, the topics of all words in the same document are assumed to be independent. In this paper, we propose modeling the topics of words in the document as a Markov chain. Specifically, we assume that all words in the same sentence have the same topic, and successive sentences are more likely to have the same topics. Since the topics are hidden, this leads to using the well-known tools of Hidden Markov Models for learning and inference. We show that incorporating this dependency allows us to learn better topics and to disambiguate words that can belong to different topics. Quantitatively, we show that we obtain better perplexity in modeling documents with only a modest increase in learning and inference complexity.
@cite_29: 
@cite_39: We develop a nested hierarchical Dirichlet process (nHDP) for hierarchical topic modeling. The nHDP generalizes the nested Chinese restaurant process (nCRP) to allow each word to follow its own path to a topic node according to a per-document distribution over the paths on a shared tree. This alleviates the rigid, single-path formulation assumed by the nCRP, allowing documents to easily express complex thematic borrowings. We derive a stochastic variational inference algorithm for the model, which enables efficient inference for massive collections of text documents. We demonstrate our algorithm on 1.8 million documents from The New York Times and 2.7 million documents from Wikipedia .
@cite_2: We develop Graph-Coupled Hidden Markov Models (GCHMMs) for modeling the spread of infectious disease locally within a social network. Unlike most previous research in epidemiology, which typically models the spread of infection at the level of entire populations, we successfully leverage mobile phone data collected from 84 people over an extended period of time to model the spread of infection on an individual level. Our model, the GCHMM, is an extension of widely-used Coupled Hidden Markov Models (CHMMs), which allow dependencies between state transitions across multiple Hidden Markov Models (HMMs), to situations in which those dependencies are captured through the structure of a graph, or to social networks that may change over time. The benefit of making infection predictions on an individual level is enormous, as it allows people to receive more personalized and relevant health advice.
The idea of using hierarchies to improve model flexibility is extensively studied in topic modeling, in models such as latent Dirichlet allocation (LDA) @cite_29 @cite_35 @cite_39 . @cite_29 used a sigmoid link function, introduced in Relational Topic Model to learn fixed networks of documents. These, and further works have exemplified a trend in data-driven machine learning applications -- hierarchical modeling is used to make inferences when the data structure is complex. Our work can be considered as a hierarchical extension of either GCHMMs @cite_2 or topic HMMs @cite_26 with a nested transition function. From this viewpoint, we can also interpret our graphical model in terms of hierarchical LDA modeling.