Collaborative Research: Enabling Hybrid Methods in the NIMBLE Hierarchical Statistical Modeling Platform

This project will enable researchers in many fields of science to harness advanced computer algorithms to analyze complex data sets. In many fields, researchers seek to determine what hypotheses are supported by data collected in complex study designs. Data may be complex because they are collected in many locations, at many points in time, from related sampling units, under different sampling conditions, with different sample sizes, and/or with imperfect measurements.

Such complexities arise in research fields such as biology, astronomy, education, environmental science, political science, and psychology, among others. When analyzing complex data, it can be difficult for researchers to determine which potential patterns are real and which are spurious. To solve this problem, researchers utilize computer algorithms to thoroughly explore all possible underlying relationships among variables that might explain the observed data.

Such algorithms can be slow, costly, and difficult to create, so it is important to make them faster and easier for researchers to use. The investigators of this project have previously created a software package called NIMBLE (Numerical Inference for statistical Models using Bayesian and Likelihood Estimation) for this purpose. NIMBLE has been successfully used for many complex data analysis problems.

Compared to other relevant software, NIMBLE enables researchers to use a wider range of algorithms and to customize algorithms to each research problem. This has allowed much faster performance in some cases, which in turn allows more comprehensive analysis of complex data. In the current project, the investigators will extend NIMBLE’s capabilities.

They will make it possible to use some kind of accurate mathematical approximations for statistical calculations in combination with existing algorithms, which in turn will allow researchers to create new kinds of hybrid algorithms for data analysis. They will also make it possible to use certain kinds of very efficient calculations in some problems, which will greatly improve performance.

The investigators will also provide support and training to users of the software as well as creating educational modules to help the next generation of undergraduate and graduate students learn to use these methods.

NIMBLE is unique among hierarchical statistical modeling software because it combines a language for statistical models, a language for model-generic algorithms, and a compiler to generate and use C++ source code for models and algorithms. In the current project, NIMBLE will be extended to support hybrid methods by enabling algorithms to be nested within models.

This will allow methods such as sparse grid quadrature to integrate over one set of model dimensions to achieve the calculations needed by another algorithm such as Markov chain Monte Carlo. In turn, this capability will allow composition of methods such as Laplace approximation and methods that use it. This project will also extend NIMBLE’s algorithm language to support sparse matrix algebra methods, allowing this efficient approach to be used by algorithm developers to enhance computational efficiency.

Together, the advances in this project will enhance statistical research by enabling NIMBLE to serve as a hub for composition of models and methods, whereby a data analyst can create one statistical model and use many different methods with it. Finally, this project will include training and support for new and existing users.

This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.