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Game-changers: . Detecting shifts in the flow of campaign - - PowerPoint PPT Presentation

. Game-changers: . Detecting shifts in the flow of campaign contributions . University of Rochester . Matthew Blackwell . APWG . March 8th, 2013 . . . Why not polls? . Lack of variation . 1. . Cheap talk . 2. . Data


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SLIDE 1

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Game-changers:

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Detecting shifts in the flow of campaign contributions

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University of Rochester

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Matthew Blackwell

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APWG

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March 8th, 2013

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SLIDE 2

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SLIDE 3

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SLIDE 4

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Why not polls?

. Lack of variation .1. . Cheap talk .

2.

. Data (un)availability .

3.

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SLIDE 5

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Why not polls?

. Lack of variation .1. . Cheap talk .

2.

. Data (un)availability .

3.

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SLIDE 6

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Why not polls?

. Lack of variation .1. . Cheap talk .

2.

. Data (un)availability .

3.

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SLIDE 7

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Why not polls?

. Lack of variation .1. . Cheap talk .

2.

. Data (un)availability .

3.

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SLIDE 8

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SLIDE 9

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A measurement question

. When do campaigns take off or fall flat? . When do campaign contributions take off or fall flat? . Tools: Bayesian nonparametric model for overdispersed count data.

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SLIDE 10

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A measurement question

. When do campaigns take off or fall flat? . When do campaign contributions take off or fall flat? . Tools: Bayesian nonparametric model for overdispersed count data.

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SLIDE 11

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A measurement question

. When do campaigns take off or fall flat? . When do campaign contributions take off or fall flat? . Tools: Bayesian nonparametric model for overdispersed count data.

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SLIDE 12

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Why contributions?

. Lots of variation .1. . Costly participation .

2.

. Data availability .

3.

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SLIDE 13

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Why contributions?

. Lots of variation .1. . Costly participation .

2.

. Data availability .

3.

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SLIDE 14

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Why contributions?

. Lots of variation .1. . Costly participation .

2.

. Data availability .

3.

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SLIDE 15

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Why contributions?

. Lots of variation .1. . Costly participation .

2.

. Data availability .

3.

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SLIDE 16

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. . .

50

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100

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150

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200

. .

500

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1000

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1500

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2000

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Why changepoint models?

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SLIDE 17

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The challenges

. Modeling daily contribution counts . Choosing the number of changepoints

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SLIDE 18

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The challenges

. Modeling daily contribution counts . Choosing the number of changepoints

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SLIDE 19

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. .

Number of

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Contributions

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Apr 11

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Jul 11

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Oct 11

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Jan 12

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500

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1000

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1500

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2000

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2500

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Overdispersion in campaign contributions

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SLIDE 20

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Bayesian model for overdispersed counts

. For observations 𝑒 in {1, … , π‘ˆ}: . [𝑧𝑒|πœƒπ‘’, 𝛾, 𝜍, π‘Œ] ∼ Poisson(πœƒπ‘’πœ‡π‘’) . (data) . πœ‡π‘’ = exp(π‘Œπ‘’π›Ύ) . (link function) . [πœƒπ‘’|𝜍] ∼ Gamma(𝜍, 𝜍) . (random effect) . [𝑧𝑒|𝛾, 𝜍, π‘Œ] ∼ NegBin(𝜍, 𝜍/(𝜍 + πœ‡π‘’)) . marginal distribution of 𝑧:

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SLIDE 21

.

Bayesian model for overdispersed counts

. For observations 𝑒 in {1, … , π‘ˆ}: . [𝑧𝑒|πœƒπ‘’, 𝛾, 𝜍, π‘Œ] ∼ Poisson(πœƒπ‘’πœ‡π‘’) . (data) . πœ‡π‘’ = exp(π‘Œπ‘’π›Ύ) . (link function) . [πœƒπ‘’|𝜍] ∼ Gamma(𝜍, 𝜍) . (random effect) . [𝑧𝑒|𝛾, 𝜍, π‘Œ] ∼ NegBin(𝜍, 𝜍/(𝜍 + πœ‡π‘’)) . marginal distribution of 𝑧:

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SLIDE 22

.

Bayesian model for overdispersed counts

. For observations 𝑒 in {1, … , π‘ˆ}: . [𝑧𝑒|πœƒπ‘’, 𝛾, 𝜍, π‘Œ] ∼ Poisson(πœƒπ‘’πœ‡π‘’) . (data) . πœ‡π‘’ = exp(π‘Œπ‘’π›Ύ) . (link function) . [πœƒπ‘’|𝜍] ∼ Gamma(𝜍, 𝜍) . (random effect) . [𝑧𝑒|𝛾, 𝜍, π‘Œ] ∼ NegBin(𝜍, 𝜍/(𝜍 + πœ‡π‘’)) . marginal distribution of 𝑧:

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SLIDE 23

.

Bayesian model for overdispersed counts

. For observations 𝑒 in {1, … , π‘ˆ}: . [𝑧𝑒|πœƒπ‘’, 𝛾, 𝜍, π‘Œ] ∼ Poisson(πœƒπ‘’πœ‡π‘’) . (data) . πœ‡π‘’ = exp(π‘Œπ‘’π›Ύ) . (link function) . [πœƒπ‘’|𝜍] ∼ Gamma(𝜍, 𝜍) . (random effect) . [𝑧𝑒|𝛾, 𝜍, π‘Œ] ∼ NegBin(𝜍, 𝜍/(𝜍 + πœ‡π‘’)) . marginal distribution of 𝑧:

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SLIDE 24

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Generalize to a mixture model

. [𝑧𝑒|𝑑𝑒, πœƒπ‘’, 𝛾, 𝜍, π‘Œ] ∼ Poisson(πœƒπ‘’πœ‡π‘’) . (data) . 𝑑𝑒 = 𝑙 . regimes . (1, … , 𝐿) . πœ‡π‘’ = exp(π‘Œπ‘’π›Ύπ‘™) . (link function) . [πœƒπ‘’|𝜍, 𝑑𝑒] ∼ Gamma(πœπ‘™, πœπ‘™) . (random effect) . Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) = π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = 𝑙 + 1 | 𝑑𝑒 = 𝑙) = 1 βˆ’ π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = π‘˜ | 𝑑𝑒 = 𝑙) = 0 . (βˆ€π‘˜ βˆ‰ {𝑙, 𝑙 + 1})

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SLIDE 25

.

Generalize to a mixture model

. [𝑧𝑒|𝑑𝑒, πœƒπ‘’, 𝛾, 𝜍, π‘Œ] ∼ Poisson(πœƒπ‘’πœ‡π‘’) . (data) . 𝑑𝑒 = 𝑙 . regimes . (1, … , 𝐿) . πœ‡π‘’ = exp(π‘Œπ‘’π›Ύπ‘™) . (link function) . [πœƒπ‘’|𝜍, 𝑑𝑒] ∼ Gamma(πœπ‘™, πœπ‘™) . (random effect) . Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) = π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = 𝑙 + 1 | 𝑑𝑒 = 𝑙) = 1 βˆ’ π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = π‘˜ | 𝑑𝑒 = 𝑙) = 0 . (βˆ€π‘˜ βˆ‰ {𝑙, 𝑙 + 1})

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SLIDE 26

.

Generalize to a mixture model

. [𝑧𝑒|𝑑𝑒, πœƒπ‘’, 𝛾, 𝜍, π‘Œ] ∼ Poisson(πœƒπ‘’πœ‡π‘’) . (data) . 𝑑𝑒 = 𝑙 . regimes . (1, … , 𝐿) . πœ‡π‘’ = exp(π‘Œπ‘’π›Ύπ‘™) . (link function) . [πœƒπ‘’|𝜍, 𝑑𝑒] ∼ Gamma(πœπ‘™, πœπ‘™) . (random effect) . Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) = π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = 𝑙 + 1 | 𝑑𝑒 = 𝑙) = 1 βˆ’ π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = π‘˜ | 𝑑𝑒 = 𝑙) = 0 . (βˆ€π‘˜ βˆ‰ {𝑙, 𝑙 + 1})

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SLIDE 27

.

Generalize to a mixture model

. [𝑧𝑒|𝑑𝑒, πœƒπ‘’, 𝛾, 𝜍, π‘Œ] ∼ Poisson(πœƒπ‘’πœ‡π‘’) . (data) . 𝑑𝑒 = 𝑙 . regimes . (1, … , 𝐿) . πœ‡π‘’ = exp(π‘Œπ‘’π›Ύπ‘™) . (link function) . [πœƒπ‘’|𝜍, 𝑑𝑒] ∼ Gamma(πœπ‘™, πœπ‘™) . (random effect) . Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) = π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = 𝑙 + 1 | 𝑑𝑒 = 𝑙) = 1 βˆ’ π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = π‘˜ | 𝑑𝑒 = 𝑙) = 0 . (βˆ€π‘˜ βˆ‰ {𝑙, 𝑙 + 1})

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SLIDE 28

.

Generalize to a mixture model

. [𝑧𝑒|𝑑𝑒, πœƒπ‘’, 𝛾, 𝜍, π‘Œ] ∼ Poisson(πœƒπ‘’πœ‡π‘’) . (data) . 𝑑𝑒 = 𝑙 . regimes . (1, … , 𝐿) . πœ‡π‘’ = exp(π‘Œπ‘’π›Ύπ‘™) . (link function) . [πœƒπ‘’|𝜍, 𝑑𝑒] ∼ Gamma(πœπ‘™, πœπ‘™) . (random effect) . Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) = π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = 𝑙 + 1 | 𝑑𝑒 = 𝑙) = 1 βˆ’ π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = π‘˜ | 𝑑𝑒 = 𝑙) = 0 . (βˆ€π‘˜ βˆ‰ {𝑙, 𝑙 + 1})

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SLIDE 29

.

Generalize to a mixture model

. [𝑧𝑒|𝑑𝑒, πœƒπ‘’, 𝛾, 𝜍, π‘Œ] ∼ Poisson(πœƒπ‘’πœ‡π‘’) . (data) . 𝑑𝑒 = 𝑙 . regimes . (1, … , 𝐿) . πœ‡π‘’ = exp(π‘Œπ‘’π›Ύπ‘™) . (link function) . [πœƒπ‘’|𝜍, 𝑑𝑒] ∼ Gamma(πœπ‘™, πœπ‘™) . (random effect) . Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) = π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = 𝑙 + 1 | 𝑑𝑒 = 𝑙) = 1 βˆ’ π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = π‘˜ | 𝑑𝑒 = 𝑙) = 0 . (βˆ€π‘˜ βˆ‰ {𝑙, 𝑙 + 1})

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SLIDE 30

.

Generalize to a mixture model

. [𝑧𝑒|𝑑𝑒, πœƒπ‘’, 𝛾, 𝜍, π‘Œ] ∼ Poisson(πœƒπ‘’πœ‡π‘’) . (data) . 𝑑𝑒 = 𝑙 . regimes . (1, … , 𝐿) . πœ‡π‘’ = exp(π‘Œπ‘’π›Ύπ‘™) . (link function) . [πœƒπ‘’|𝜍, 𝑑𝑒] ∼ Gamma(πœπ‘™, πœπ‘™) . (random effect) . Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) = π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = 𝑙 + 1 | 𝑑𝑒 = 𝑙) = 1 βˆ’ π‘žπ‘™ . Pr(𝑑𝑒+τ·‘ = π‘˜ | 𝑑𝑒 = 𝑙) = 0 . (βˆ€π‘˜ βˆ‰ {𝑙, 𝑙 + 1})

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SLIDE 31

.

Traditional changepoint models

. 1 . Regimes . 2 . 3 . 4 . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . (𝛾τ·€, 𝜍τ·€) . Units . 1 . 2 . 3 . π‘žτ·‘ . 1 βˆ’ π‘žτ·‘ . changepoint . β‹― . N . Must be in the last regime

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SLIDE 32

.

Traditional changepoint models

. 1 . Regimes . 2 . 3 . 4 . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . (𝛾τ·€, 𝜍τ·€) . Units . 1 . 2 . 3 . π‘žτ·‘ . 1 βˆ’ π‘žτ·‘ . changepoint . β‹― . N . Must be in the last regime

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SLIDE 33

.

Traditional changepoint models

. 1 . Regimes . 2 . 3 . 4 . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . (𝛾τ·€, 𝜍τ·€) . Units . 1 . 2 . 3 . π‘žτ·‘ . 1 βˆ’ π‘žτ·‘ . changepoint . β‹― . N . Must be in the last regime

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SLIDE 34

.

Traditional changepoint models

. 1 . Regimes . 2 . 3 . 4 . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . (𝛾τ·€, 𝜍τ·€) . Units . 1 . 2 . 3 . π‘žτ·‘ . 1 βˆ’ π‘žτ·‘ . changepoint . β‹― . N . Must be in the last regime

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SLIDE 35

.

Traditional changepoint models

. 1 . Regimes . 2 . 3 . 4 . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . (𝛾τ·€, 𝜍τ·€) . Units . 1 . 2 . 3 . π‘žτ·‘ . 1 βˆ’ π‘žτ·‘ . changepoint . β‹― . N . Must be in the last regime

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SLIDE 36

.

Traditional changepoint models

. 1 . Regimes . 2 . 3 . 4 . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . (𝛾τ·€, 𝜍τ·€) . Units . 1 . 2 . 3 . π‘žτ·‘ . 1 βˆ’ π‘žτ·‘ . changepoint . β‹― . N . Must be in the last regime

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SLIDE 37

.

Traditional changepoint models

. 1 . Regimes . 2 . 3 . 4 . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . (𝛾τ·€, 𝜍τ·€) . Units . 1 . 2 . 3 . π‘žτ·‘ . 1 βˆ’ π‘žτ·‘ . changepoint . β‹― . N . Must be in the last regime

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SLIDE 38

.

Traditional changepoint models

. 1 . Regimes . 2 . 3 . 4 . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . (𝛾τ·€, 𝜍τ·€) . Units . 1 . 2 . 3 . π‘žτ·‘ . 1 βˆ’ π‘žτ·‘ . changepoint . β‹― . N . Must be in the last regime

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SLIDE 39

.

Traditional changepoint models

. 1 . Regimes . 2 . 3 . 4 . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . (𝛾τ·€, 𝜍τ·€) . Units . 1 . 2 . 3 . π‘žτ·‘ . 1 βˆ’ π‘žτ·‘ . changepoint . β‹― . N . Must be in the last regime

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SLIDE 40

.

Traditional changepoint models

. 1 . Regimes . 2 . 3 . 4 . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . (𝛾τ·€, 𝜍τ·€) . Units . 1 . 2 . 3 . π‘žτ·‘ . 1 βˆ’ π‘žτ·‘ . changepoint . β‹― . N . Must be in the last regime

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SLIDE 41

.

Bayesian nonparametric priors

  • Model assumptions: 𝑧𝑒 ∼ 𝐻 i.i.d. from an unknown distribution

𝐻.

  • Parametric structure on our priors puts limitations on the

posterior inferences.

  • Bayesian nonparametrics: priors over distributions and, thus, an

infinite number of parameters.

slide-42
SLIDE 42

.

Bayesian nonparametric priors

  • Model assumptions: 𝑧𝑒 ∼ 𝐻 i.i.d. from an unknown distribution

𝐻.

  • Parametric structure on our priors puts limitations on the

posterior inferences.

  • Bayesian nonparametrics: priors over distributions and, thus, an

infinite number of parameters.

slide-43
SLIDE 43

.

Bayesian nonparametric priors

  • Model assumptions: 𝑧𝑒 ∼ 𝐻 i.i.d. from an unknown distribution

𝐻.

  • Parametric structure on our priors puts limitations on the

posterior inferences.

  • Bayesian nonparametrics: priors over distributions and, thus, an

infinite number of parameters.

slide-44
SLIDE 44

.

Dirichlet process prior

. regimes: 𝑑𝑒 ∈ {1, … , ∞} . Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) =

π‘œπ‘™ π‘’βˆ’τ·‘+𝑐

. Pr(𝑑𝑒+τ·‘ = 𝑙+1 | 𝑑𝑒 = 𝑙) =

𝑐 π‘’βˆ’τ·‘+𝑐

  • Dirichlet process prior clusters units into a countably infinite set
  • f groups.
  • Obviously we only observe a finite number of these groups, but

the number is determined by the data and the prior, not exclusively from the prior.

slide-45
SLIDE 45

.

Dirichlet process prior

. regimes: 𝑑𝑒 ∈ {1, … , ∞} . Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) =

π‘œπ‘™ π‘’βˆ’τ·‘+𝑐

. Pr(𝑑𝑒+τ·‘ = 𝑙+1 | 𝑑𝑒 = 𝑙) =

𝑐 π‘’βˆ’τ·‘+𝑐

  • Dirichlet process prior clusters units into a countably infinite set
  • f groups.
  • Obviously we only observe a finite number of these groups, but

the number is determined by the data and the prior, not exclusively from the prior.

slide-46
SLIDE 46

.

Dirichlet process prior

. regimes: 𝑑𝑒 ∈ {1, … , ∞} . Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) =

π‘œπ‘™ π‘’βˆ’τ·‘+𝑐

. Pr(𝑑𝑒+τ·‘ = 𝑙+1 | 𝑑𝑒 = 𝑙) =

𝑐 π‘’βˆ’τ·‘+𝑐

  • Dirichlet process prior clusters units into a countably infinite set
  • f groups.
  • Obviously we only observe a finite number of these groups, but

the number is determined by the data and the prior, not exclusively from the prior.

slide-47
SLIDE 47

.

Dirichlet process prior

. regimes: 𝑑𝑒 ∈ {1, … , ∞} . Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) =

π‘œπ‘™ π‘’βˆ’τ·‘+𝑐

. Pr(𝑑𝑒+τ·‘ = 𝑙+1 | 𝑑𝑒 = 𝑙) =

𝑐 π‘’βˆ’τ·‘+𝑐

  • Dirichlet process prior clusters units into a countably infinite set
  • f groups.
  • Obviously we only observe a finite number of these groups, but

the number is determined by the data and the prior, not exclusively from the prior.

slide-48
SLIDE 48

.

Dirichlet process prior

. 1 . Regimes . (infinite) . 2 . 3 . β‹― . β‹― . β‹― . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (infinite) . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . β‹― . β‹― . β‹― . Units . 1 . 2 . 3 .

π‘œτ·«/(𝑒 βˆ’ τ·‘ + 𝑐)

.

𝑐/(𝑒 βˆ’ τ·‘ + 𝑐)

. changepoint . β‹― . N . (𝛾τ·‘τ· , 𝜍τ·‘τ· ) . Number of regimes can vary

slide-49
SLIDE 49

.

Dirichlet process prior

. 1 . Regimes . (infinite) . 2 . 3 . β‹― . β‹― . β‹― . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (infinite) . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . β‹― . β‹― . β‹― . Units . 1 . 2 . 3 .

π‘œτ·«/(𝑒 βˆ’ τ·‘ + 𝑐)

.

𝑐/(𝑒 βˆ’ τ·‘ + 𝑐)

. changepoint . β‹― . N . (𝛾τ·‘τ· , 𝜍τ·‘τ· ) . Number of regimes can vary

slide-50
SLIDE 50

.

Dirichlet process prior

. 1 . Regimes . (infinite) . 2 . 3 . β‹― . β‹― . β‹― . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (infinite) . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . β‹― . β‹― . β‹― . Units . 1 . 2 . 3 .

π‘œτ·«/(𝑒 βˆ’ τ·‘ + 𝑐)

.

𝑐/(𝑒 βˆ’ τ·‘ + 𝑐)

. changepoint . β‹― . N . (𝛾τ·‘τ· , 𝜍τ·‘τ· ) . Number of regimes can vary

slide-51
SLIDE 51

.

Dirichlet process prior

. 1 . Regimes . (infinite) . 2 . 3 . β‹― . β‹― . β‹― . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (infinite) . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . β‹― . β‹― . β‹― . Units . 1 . 2 . 3 .

π‘œτ·«/(𝑒 βˆ’ τ·‘ + 𝑐)

.

𝑐/(𝑒 βˆ’ τ·‘ + 𝑐)

. changepoint . β‹― . N . (𝛾τ·‘τ· , 𝜍τ·‘τ· ) . Number of regimes can vary

slide-52
SLIDE 52

.

Dirichlet process prior

. 1 . Regimes . (infinite) . 2 . 3 . β‹― . β‹― . β‹― . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (infinite) . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . β‹― . β‹― . β‹― . Units . 1 . 2 . 3 .

π‘œτ·«/(𝑒 βˆ’ τ·‘ + 𝑐)

.

𝑐/(𝑒 βˆ’ τ·‘ + 𝑐)

. changepoint . β‹― . N . (𝛾τ·‘τ· , 𝜍τ·‘τ· ) . Number of regimes can vary

slide-53
SLIDE 53

.

Dirichlet process prior

. 1 . Regimes . (infinite) . 2 . 3 . β‹― . β‹― . β‹― . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (infinite) . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . β‹― . β‹― . β‹― . Units . 1 . 2 . 3 .

π‘œτ·«/(𝑒 βˆ’ τ·‘ + 𝑐)

.

𝑐/(𝑒 βˆ’ τ·‘ + 𝑐)

. changepoint . β‹― . N . (𝛾τ·‘τ· , 𝜍τ·‘τ· ) . Number of regimes can vary

slide-54
SLIDE 54

.

Dirichlet process prior

. 1 . Regimes . (infinite) . 2 . 3 . β‹― . β‹― . β‹― . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (infinite) . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . β‹― . β‹― . β‹― . Units . 1 . 2 . 3 .

π‘œτ·«/(𝑒 βˆ’ τ·‘ + 𝑐)

.

𝑐/(𝑒 βˆ’ τ·‘ + 𝑐)

. changepoint . β‹― . N . (𝛾τ·‘τ· , 𝜍τ·‘τ· ) . Number of regimes can vary

slide-55
SLIDE 55

.

Dirichlet process prior

. 1 . Regimes . (infinite) . 2 . 3 . β‹― . β‹― . β‹― . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (infinite) . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . β‹― . β‹― . β‹― . Units . 1 . 2 . 3 .

π‘œτ·«/(𝑒 βˆ’ τ·‘ + 𝑐)

.

𝑐/(𝑒 βˆ’ τ·‘ + 𝑐)

. changepoint . β‹― . N . (𝛾τ·‘τ· , 𝜍τ·‘τ· ) . Number of regimes can vary

slide-56
SLIDE 56

.

Dirichlet process prior

. 1 . Regimes . (infinite) . 2 . 3 . β‹― . β‹― . β‹― . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (infinite) . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . β‹― . β‹― . β‹― . Units . 1 . 2 . 3 .

π‘œτ·«/(𝑒 βˆ’ τ·‘ + 𝑐)

.

𝑐/(𝑒 βˆ’ τ·‘ + 𝑐)

. changepoint . β‹― . N . (𝛾τ·‘τ· , 𝜍τ·‘τ· ) . Number of regimes can vary

slide-57
SLIDE 57

.

Dirichlet process prior

. 1 . Regimes . (infinite) . 2 . 3 . β‹― . β‹― . β‹― . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (infinite) . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . β‹― . β‹― . β‹― . Units . 1 . 2 . 3 .

π‘œτ·«/(𝑒 βˆ’ τ·‘ + 𝑐)

.

𝑐/(𝑒 βˆ’ τ·‘ + 𝑐)

. changepoint . β‹― . N . (𝛾τ·‘τ· , 𝜍τ·‘τ· ) . Number of regimes can vary

slide-58
SLIDE 58

.

Dirichlet process prior

. 1 . Regimes . (infinite) . 2 . 3 . β‹― . β‹― . β‹― . (𝛾τ·‘, 𝜍τ·‘) . Regimes . (infinite) . (𝛾τ·’, 𝜍τ·’) . (𝛾τ·£, 𝜍τ·£) . β‹― . β‹― . β‹― . Units . 1 . 2 . 3 .

π‘œτ·«/(𝑒 βˆ’ τ·‘ + 𝑐)

.

𝑐/(𝑒 βˆ’ τ·‘ + 𝑐)

. changepoint . β‹― . N . (𝛾τ·‘τ· , 𝜍τ·‘τ· ) . Number of regimes can vary

slide-59
SLIDE 59

.

Your lunch is never free

  • DPP has a rich-get-richer property:

Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) = π‘œπ‘™ 𝑒 βˆ’ 1 + 𝑐

  • No free lunch theorem: All nonparametric priors place

assumptions on the clustering algorithm and no algorithm is

  • ptimal across the space of all problems.
slide-60
SLIDE 60

.

Your lunch is never free

  • DPP has a rich-get-richer property:

Pr(𝑑𝑒+τ·‘ = 𝑙 | 𝑑𝑒 = 𝑙) = π‘œπ‘™ 𝑒 βˆ’ 1 + 𝑐

  • No free lunch theorem: All nonparametric priors place

assumptions on the clustering algorithm and no algorithm is

  • ptimal across the space of all problems.
slide-61
SLIDE 61

.

Monte Carlo evidence

.

.

Probability of

.

Changepoint

. Negative Binomial . .

50

.

100

.

150

.

200

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

1.0

.

Monte Carlo evidence

slide-62
SLIDE 62

. .

Monte Carlo evidence

.

. .

Probability of

.

Changepoint

. Negative Binomial . .

50

.

100

.

150

.

200

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

1.0

.

Monte Carlo evidence

slide-63
SLIDE 63

.

. .

Probability of

.

Changepoint

. Negative Binomial . .

50

.

100

.

150

.

200

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

1.0

.

Probability of

.

Changepoint

. Poisson . .

50

.

100

.

150

.

200

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

1.0

.

Monte Carlo evidence

slide-64
SLIDE 64

.

slide-65
SLIDE 65

.

The rise and fall of Herman Cain

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

Suspends candidacy

slide-66
SLIDE 66

.

The rise and fall of Herman Cain

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

Suspends candidacy

slide-67
SLIDE 67

.

The rise and fall of Herman Cain

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

Suspends candidacy

slide-68
SLIDE 68

.

The rise and fall of Herman Cain

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

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100

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Probability of

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Changepoint

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Jan 11

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Oct 11

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Jan 12

.

0.0

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Number of

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Contributions

.

Jan 11

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Oct 11

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Jan 12

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100

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Probability of

.

Changepoint

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Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

.

0.0

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Number of

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Contributions

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Jan 11

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Apr 11

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Oct 11

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Jan 12

. .

100

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Probability of

.

Changepoint

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Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

.

0.0

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0.2

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Number of

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Contributions

.

Jan 11

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Oct 11

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Jan 12

. .

100

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500

.

Fox News Debate

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. .

Probability of

.

Changepoint

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Jan 11

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Apr 11

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Jul 11

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Oct 11

.

Jan 12

.

0.0

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0.2

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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200

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500

.

Fox News Debate

.

Announces candidacy

.

. .

Probability of

.

Changepoint

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

.

Jan 12

.

0.0

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0.2

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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200

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

Suspends candidacy

slide-69
SLIDE 69

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The rise and fall of Herman Cain

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

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Oct 11

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Jan 12

.

0.0

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0.8

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

.

Oct 11

.

Jan 12

.

0.0

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

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Oct 11

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Jan 12

.

0.0

.

0.2

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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500

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

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Oct 11

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Jan 12

.

0.0

.

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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500

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

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Oct 11

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Jan 12

.

0.0

.

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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500

.

Fox News Debate

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

200

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500

.

Fox News Debate

.

Announces candidacy

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

.

Jan 12

. .

100

.

200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

Suspends candidacy

slide-70
SLIDE 70

.

The rise and fall of Herman Cain

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

.

Oct 11

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Jan 12

.

0.0

.

0.2

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0.4

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0.6

.

0.8

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

.

Oct 11

.

Jan 12

.

0.0

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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500

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

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Oct 11

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Jan 12

.

0.0

.

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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500

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

.

Oct 11

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Jan 12

.

0.0

.

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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500

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

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Jan 12

.

0.0

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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500

.

Fox News Debate

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

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0.2

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

200

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300

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500

.

Fox News Debate

.

Announces candidacy

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

.

Jan 12

. .

100

.

200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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0.6

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

200

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

Suspends candidacy

slide-71
SLIDE 71

.

The rise and fall of Herman Cain

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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0.6

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0.8

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

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500

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

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500

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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500

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

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Jul 11

.

Oct 11

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Jan 12

.

0.0

.

0.2

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

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500

.

Fox News Debate

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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.

Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

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0.6

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.

Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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0.6

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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0.6

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

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200

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

Suspends candidacy

slide-72
SLIDE 72

.

The rise and fall of Herman Cain

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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0.6

.

0.8

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

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500

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

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500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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0.6

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.

Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

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Jan 12

. .

100

.

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500

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. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

.

Jan 12

. .

100

.

200

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300

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500

.

Fox News Debate

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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.

Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

.

Jan 12

. .

100

.

200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

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0.6

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.

Number of

.

Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

.

Jan 12

. .

100

.

200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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0.6

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.

Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

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Oct 11

.

Jan 12

. .

100

.

200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

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0.4

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0.6

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0.8

.

Number of

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Contributions

.

Jan 11

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Apr 11

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Jul 11

.

Oct 11

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Jan 12

. .

100

.

200

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300

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400

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500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

Suspends candidacy

slide-73
SLIDE 73

.

The rise and fall of Herman Cain

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

. .

Probability of

.

Changepoint

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

.

0.0

.

0.2

.

0.4

.

0.6

.

0.8

.

Number of

.

Contributions

.

Jan 11

.

Apr 11

.

Jul 11

.

Oct 11

.

Jan 12

. .

100

.

200

.

300

.

400

.

500

.

Fox News Debate

.

Announces candidacy

.

Wins FL straw poll

.

Misconduct allegations

.

Suspends candidacy

slide-74
SLIDE 74

.

. .

Jan 07

.

Apr 07

.

Jul 07

.

Oct 07

.

Jan 08

.

Apr 08

.

Jul 08

.

Oct 08

.

Negative

.

Changepoint

.

Positive

.

Changepoint

.

All Senate changepoints

slide-75
SLIDE 75

.

. . .

500

.

1000

.

1500

.

0.0

.

0.1

.

0.2

.

0.3

.

0.4

.

0.5

.

Probability of

.

Changepoint

.

Number of Frontrunner words on campaign

.

More attention around changepoints

slide-76
SLIDE 76

.

The path forward.

. Run on all (digitzed) Congressional races to find more sys- tematic variation. .1. . Compare changepoints for time-series of different types of voters, PACs. .

2.

. Generalize the Bayesian nonparametric approach beyond count data. .

3.

slide-77
SLIDE 77

.

The path forward.

. Run on all (digitzed) Congressional races to find more sys- tematic variation. .1. . Compare changepoints for time-series of different types of voters, PACs. .

2.

. Generalize the Bayesian nonparametric approach beyond count data. .

3.

slide-78
SLIDE 78

.

The path forward.

. Run on all (digitzed) Congressional races to find more sys- tematic variation. .1. . Compare changepoints for time-series of different types of voters, PACs. .

2.

. Generalize the Bayesian nonparametric approach beyond count data. .

3.

slide-79
SLIDE 79

.

The path forward.

. Run on all (digitzed) Congressional races to find more sys- tematic variation. .1. . Compare changepoints for time-series of different types of voters, PACs. .

2.

. Generalize the Bayesian nonparametric approach beyond count data. .

3.