Computation for Latent Variable Model Estimation: A Unified Stochastic Proximal Framework

Bayesian Adaptive Lasso for Detecting Item-Trait Relationship and Differential Item Functioning in Multidimensional Item Response Theory Models

In multidimensional tests, the identification of latent traits measured by each item is crucial. In addition to item-trait relationship, differential item functioning (DIF) is routinely evaluated to ensure valid comparison among different groups. The two problems are investigated separately in the literature. This paper uses a unified framework for detecting item-trait relationship and DIF in multidimensional item response theory (MIRT) models. By incorporating DIF effects in MIRT models, these problems can be considered as variable selection for latent/observed variables and their interactions. A Bayesian adaptive Lasso procedure is developed for variable selection, in which item-trait relationship and DIF effects can be obtained simultaneously. Simulation studies show the performance of our method for parameter estimation, the recovery of item-trait relationship and the detection of DIF effects. An application is presented using data from the Eysenck Personality Questionnaire.

Pairwise stochastic approximation for confirmatory factor analysis of categorical data

Pairwise likelihood is a limited-information method widely used to estimate latent variable models, including factor analysis of categorical data. It can often avoid evaluating high-dimensional integrals and, thus, is computationally more efficient than relying on the full likelihood. Despite its computational advantage, the pairwise likelihood approach can still be demanding for large-scale problems that involve many observed variables. We tackle this challenge by employing an approximation of the pairwise likelihood estimator, which is derived from an optimization procedure relying on stochastic gradients. The stochastic gradients are constructed by subsampling the pairwise log-likelihood contributions, for which the subsampling scheme controls the per-iteration computational complexity. The stochastic estimator is shown to be asymptotically equivalent to the pairwise likelihood one. However, finite-sample performance can be improved by compounding the sampling variability of the data with the uncertainty introduced by the subsampling scheme. We demonstrate the performance of the proposed method using simulation studies and two real data applications.

Accelerating item factor analysis on GPU with Python package xifa

Item parameter estimation is a crucial step when conducting item factor analysis (IFA). From the view of frequentist estimation, marginal maximum likelihood (MML) seems to be the gold standard. However, fitting a high-dimensional IFA model by MML is still a challenging task. The current study demonstrates that with the help of a GPU (graphics processing unit) and carefully designed vectorization, the computational time of MML could be largely reduced for large-scale IFA applications. In particular, a Python package called xifa (accelerated item factor analysis) is developed, which implements a vectorized Metropolis-Hastings Robbins-Monro (VMHRM) algorithm. Our numerical experiments show that the VMHRM on a GPU may run 33 times faster than its CPU version. When the number of factors is at least five, VMHRM (on GPU) is much faster than the Bock-Aitkin expectation maximization, MHRM implemented by mirt (on CPU), and the importance-weighted autoencoder (on GPU). The GPU-implemented VMHRM is most appropriate for high-dimensional IFA with large data sets. We believe that GPU computing will play a central role in large-scale psychometric modeling in the near future.

Scalable Bayesian Approach for the Dina Q-Matrix Estimation Combining Stochastic Optimization and Variational Inference

Diagnostic classification models offer statistical tools to inspect the fined-grained attribute of respondents' strengths and weaknesses. However, the diagnosis accuracy deteriorates when misspecification occurs in the predefined item-attribute relationship, which is encoded into a Q-matrix. To prevent such misspecification, methodologists have recently developed several Bayesian Q-matrix estimation methods for greater estimation flexibility. However, these methods become infeasible in the case of large-scale assessments with a large number of attributes and items. In this study, we focused on the deterministic inputs, noisy "and" gate (DINA) model and proposed a new framework for the Q-matrix estimation to find the Q-matrix with the maximum marginal likelihood. Based on this framework, we developed a scalable estimation algorithm for the DINA Q-matrix by constructing an iteration algorithm that utilizes stochastic optimization and variational inference. The simulation and empirical studies reveal that the proposed method achieves high-speed computation, good accuracy, and robustness to potential misspecifications, such as initial value choices and hyperparameter settings. Thus, the proposed method can be a useful tool for estimating a Q-matrix in large-scale settings.

Accelerating L1-penalized expectation maximization algorithm for latent variable selection in multidimensional two-parameter logistic models

One of the main concerns in multidimensional item response theory (MIRT) is to detect the relationship between observed items and latent traits, which is typically addressed by the exploratory analysis and factor rotation techniques. Recently, an EM-based L1-penalized log-likelihood method (EML1) is proposed as a vital alternative to factor rotation. Based on the observed test response data, EML1 can yield a sparse and interpretable estimate of the loading matrix. However, EML1 suffers from high computational burden. In this paper, we consider the coordinate descent algorithm to optimize a new weighted log-likelihood, and consequently propose an improved EML1 (IEML1) which is more than 30 times faster than EML1. The performance of IEML1 is evaluated through simulation studies and an application on a real data set related to the Eysenck Personality Questionnaire is used to demonstrate our methodologies.

Efficient Metropolis-Hastings Robbins-Monro Algorithm for High-Dimensional Diagnostic Classification Models

The expectation-maximization (EM) algorithm is a commonly used technique for the parameter estimation of the diagnostic classification models (DCMs) with a prespecified Q-matrix; however, it requires O(2 K ) calculations in its expectation-step, which significantly slows down the computation when the number of attributes, K, is large. This study proposes an efficient Metropolis-Hastings Robbins-Monro (eMHRM) algorithm, needing only O(K + 1) calculations in the Monte Carlo expectation step. Furthermore, the item parameters and structural parameters are approximated via the Robbins-Monro algorithm, which does not require time-consuming nonlinear optimization procedures. A series of simulation studies were conducted to compare the eMHRM with the EM and a Metropolis-Hastings (MH) algorithm regarding the parameter recovery and execution time. The outcomes presented in this article reveal that the eMHRM is much more computationally efficient than the EM and MH, and it tends to produce better estimates than the EM when K is large, suggesting that the eMHRM is a promising parameter estimation method for high-dimensional DCMs.