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. 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


  1. . Game-changers: . Detecting shifts in the flow of campaign contributions . University of Rochester . Matthew Blackwell . APWG . March 8th, 2013

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  4. . Why not polls? . Lack of variation . 1. . Cheap talk . 2. . Data (un)availability . 3.

  5. . Why not polls? . Lack of variation . 1. . Cheap talk . 2. . Data (un)availability . 3.

  6. . Why not polls? . Lack of variation . 1. . Cheap talk . 2. . Data (un)availability . 3.

  7. . Why not polls? . Lack of variation . 1. . Cheap talk . 2. . Data (un)availability . 3.

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

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

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

  12. . Why contributions? . Lots of variation . 1. . Costly participation . 2. . Data availability . 3.

  13. . Why contributions? . Lots of variation . 1. . Costly participation . 2. . Data availability . 3.

  14. . Why contributions? . Lots of variation . 1. . Costly participation . 2. . Data availability . 3.

  15. . Why contributions? . Lots of variation . 1. . Costly participation . 2. . Data availability . 3.

  16. . 0 . 2000 . 1500 . 1000 . 500 . . . 200 . 150 . 100 . 50 . 0 . Why changepoint models?

  17. . The challenges . Modeling daily contribution counts . Choosing the number of changepoints

  18. . The challenges . Modeling daily contribution counts . Choosing the number of changepoints

  19. . 0 . 2500 . 2000 . 1500 . 1000 . 500 . . . Jan 12 . Oct 11 . Jul 11 . Apr 11 . Contributions . Number of . Overdispersion in campaign contributions

  20. ๐œ‡ ๐‘ข = exp (๐‘Œ ๐‘ข ๐›พ) . (link function) . [๐‘ง ๐‘ข |๐›พ, ๐œ, ๐‘Œ] โˆผ NegBin (๐œ, ๐œ/(๐œ + ๐œ‡ ๐‘ข )) . (random effect) . [๐œƒ ๐‘ข |๐œ] โˆผ Gamma (๐œ, ๐œ) . . Bayesian model for overdispersed counts . (data) . [๐‘ง ๐‘ข |๐œƒ ๐‘ข , ๐›พ, ๐œ, ๐‘Œ] โˆผ Poisson (๐œƒ ๐‘ข ๐œ‡ ๐‘ข ) . For observations ๐‘ข in {1, โ€ฆ , ๐‘ˆ} : . marginal distribution of ๐‘ง :

  21. . (link function) . [๐‘ง ๐‘ข |๐›พ, ๐œ, ๐‘Œ] โˆผ NegBin (๐œ, ๐œ/(๐œ + ๐œ‡ ๐‘ข )) . (random effect) . [๐œƒ ๐‘ข |๐œ] โˆผ Gamma (๐œ, ๐œ) . . Bayesian model for overdispersed counts . (data) . [๐‘ง ๐‘ข |๐œƒ ๐‘ข , ๐›พ, ๐œ, ๐‘Œ] โˆผ Poisson (๐œƒ ๐‘ข ๐œ‡ ๐‘ข ) . For observations ๐‘ข in {1, โ€ฆ , ๐‘ˆ} : . marginal distribution of ๐‘ง : ๐œ‡ ๐‘ข = exp (๐‘Œ ๐‘ข ๐›พ)

  22. . (link function) . [๐‘ง ๐‘ข |๐›พ, ๐œ, ๐‘Œ] โˆผ NegBin (๐œ, ๐œ/(๐œ + ๐œ‡ ๐‘ข )) . (random effect) . [๐œƒ ๐‘ข |๐œ] โˆผ Gamma (๐œ, ๐œ) . . Bayesian model for overdispersed counts . (data) . [๐‘ง ๐‘ข |๐œƒ ๐‘ข , ๐›พ, ๐œ, ๐‘Œ] โˆผ Poisson (๐œƒ ๐‘ข ๐œ‡ ๐‘ข ) . For observations ๐‘ข in {1, โ€ฆ , ๐‘ˆ} : . marginal distribution of ๐‘ง : ๐œ‡ ๐‘ข = exp (๐‘Œ ๐‘ข ๐›พ)

  23. . (link function) . [๐‘ง ๐‘ข |๐›พ, ๐œ, ๐‘Œ] โˆผ NegBin (๐œ, ๐œ/(๐œ + ๐œ‡ ๐‘ข )) . (random effect) . [๐œƒ ๐‘ข |๐œ] โˆผ Gamma (๐œ, ๐œ) . . Bayesian model for overdispersed counts . (data) . [๐‘ง ๐‘ข |๐œƒ ๐‘ข , ๐›พ, ๐œ, ๐‘Œ] โˆผ Poisson (๐œƒ ๐‘ข ๐œ‡ ๐‘ข ) . For observations ๐‘ข in {1, โ€ฆ , ๐‘ˆ} : . marginal distribution of ๐‘ง : ๐œ‡ ๐‘ข = exp (๐‘Œ ๐‘ข ๐›พ)

  24. ๐œ‡ ๐‘ข = exp (๐‘Œ ๐‘ข ๐›พ ๐‘™ ) ๐‘ก ๐‘ข = ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ | ๐‘ก ๐‘ข = ๐‘™) = ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ + 1 | ๐‘ก ๐‘ข = ๐‘™) = 1 โˆ’ ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘˜ | ๐‘ก ๐‘ข = ๐‘™) = 0 . . . . . . (random effect) . [๐œƒ ๐‘ข |๐œ, ๐‘ก ๐‘ข ] โˆผ Gamma (๐œ ๐‘™ , ๐œ ๐‘™ ) . (link function) Generalize to a mixture model . (1, โ€ฆ , ๐ฟ) . regimes . . (data) . [๐‘ง ๐‘ข |๐‘ก ๐‘ข , ๐œƒ ๐‘ข , ๐›พ, ๐œ, ๐‘Œ] โˆผ Poisson (๐œƒ ๐‘ข ๐œ‡ ๐‘ข ) . ( โˆ€๐‘˜ โˆ‰ {๐‘™, ๐‘™ + 1} )

  25. ๐œ‡ ๐‘ข = exp (๐‘Œ ๐‘ข ๐›พ ๐‘™ ) Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ | ๐‘ก ๐‘ข = ๐‘™) = ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ + 1 | ๐‘ก ๐‘ข = ๐‘™) = 1 โˆ’ ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘˜ | ๐‘ก ๐‘ข = ๐‘™) = 0 . (link function) . . . . (random effect) . [๐œƒ ๐‘ข |๐œ, ๐‘ก ๐‘ข ] โˆผ Gamma (๐œ ๐‘™ , ๐œ ๐‘™ ) . . Generalize to a mixture model . (1, โ€ฆ , ๐ฟ) . regimes . . (data) . [๐‘ง ๐‘ข |๐‘ก ๐‘ข , ๐œƒ ๐‘ข , ๐›พ, ๐œ, ๐‘Œ] โˆผ Poisson (๐œƒ ๐‘ข ๐œ‡ ๐‘ข ) . ( โˆ€๐‘˜ โˆ‰ {๐‘™, ๐‘™ + 1} ) ๐‘ก ๐‘ข = ๐‘™

  26. Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ | ๐‘ก ๐‘ข = ๐‘™) = ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ + 1 | ๐‘ก ๐‘ข = ๐‘™) = 1 โˆ’ ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘˜ | ๐‘ก ๐‘ข = ๐‘™) = 0 . (link function) . . . . (random effect) . [๐œƒ ๐‘ข |๐œ, ๐‘ก ๐‘ข ] โˆผ Gamma (๐œ ๐‘™ , ๐œ ๐‘™ ) . . Generalize to a mixture model . (1, โ€ฆ , ๐ฟ) . regimes . . (data) . [๐‘ง ๐‘ข |๐‘ก ๐‘ข , ๐œƒ ๐‘ข , ๐›พ, ๐œ, ๐‘Œ] โˆผ Poisson (๐œƒ ๐‘ข ๐œ‡ ๐‘ข ) . ( โˆ€๐‘˜ โˆ‰ {๐‘™, ๐‘™ + 1} ) ๐œ‡ ๐‘ข = exp (๐‘Œ ๐‘ข ๐›พ ๐‘™ ) ๐‘ก ๐‘ข = ๐‘™

  27. Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ | ๐‘ก ๐‘ข = ๐‘™) = ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ + 1 | ๐‘ก ๐‘ข = ๐‘™) = 1 โˆ’ ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘˜ | ๐‘ก ๐‘ข = ๐‘™) = 0 . (link function) . . . . (random effect) . [๐œƒ ๐‘ข |๐œ, ๐‘ก ๐‘ข ] โˆผ Gamma (๐œ ๐‘™ , ๐œ ๐‘™ ) . . Generalize to a mixture model . (1, โ€ฆ , ๐ฟ) . regimes . . (data) . [๐‘ง ๐‘ข |๐‘ก ๐‘ข , ๐œƒ ๐‘ข , ๐›พ, ๐œ, ๐‘Œ] โˆผ Poisson (๐œƒ ๐‘ข ๐œ‡ ๐‘ข ) . ( โˆ€๐‘˜ โˆ‰ {๐‘™, ๐‘™ + 1} ) ๐œ‡ ๐‘ข = exp (๐‘Œ ๐‘ข ๐›พ ๐‘™ ) ๐‘ก ๐‘ข = ๐‘™

  28. Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ + 1 | ๐‘ก ๐‘ข = ๐‘™) = 1 โˆ’ ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘˜ | ๐‘ก ๐‘ข = ๐‘™) = 0 . Generalize to a mixture model . . . . (random effect) . [๐œƒ ๐‘ข |๐œ, ๐‘ก ๐‘ข ] โˆผ Gamma (๐œ ๐‘™ , ๐œ ๐‘™ ) . (link function) . . (1, โ€ฆ , ๐ฟ) . regimes . . (data) . [๐‘ง ๐‘ข |๐‘ก ๐‘ข , ๐œƒ ๐‘ข , ๐›พ, ๐œ, ๐‘Œ] โˆผ Poisson (๐œƒ ๐‘ข ๐œ‡ ๐‘ข ) . ( โˆ€๐‘˜ โˆ‰ {๐‘™, ๐‘™ + 1} ) ๐œ‡ ๐‘ข = exp (๐‘Œ ๐‘ข ๐›พ ๐‘™ ) ๐‘ก ๐‘ข = ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ | ๐‘ก ๐‘ข = ๐‘™) = ๐‘ž ๐‘™

  29. Pr(๐‘ก ๐‘ข+๔ทก = ๐‘˜ | ๐‘ก ๐‘ข = ๐‘™) = 0 . Generalize to a mixture model . . . . (random effect) . [๐œƒ ๐‘ข |๐œ, ๐‘ก ๐‘ข ] โˆผ Gamma (๐œ ๐‘™ , ๐œ ๐‘™ ) . (link function) . . (1, โ€ฆ , ๐ฟ) . regimes . . (data) . [๐‘ง ๐‘ข |๐‘ก ๐‘ข , ๐œƒ ๐‘ข , ๐›พ, ๐œ, ๐‘Œ] โˆผ Poisson (๐œƒ ๐‘ข ๐œ‡ ๐‘ข ) . ( โˆ€๐‘˜ โˆ‰ {๐‘™, ๐‘™ + 1} ) ๐œ‡ ๐‘ข = exp (๐‘Œ ๐‘ข ๐›พ ๐‘™ ) ๐‘ก ๐‘ข = ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ | ๐‘ก ๐‘ข = ๐‘™) = ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ + 1 | ๐‘ก ๐‘ข = ๐‘™) = 1 โˆ’ ๐‘ž ๐‘™

  30. . Generalize to a mixture model . . . . (random effect) . [๐œƒ ๐‘ข |๐œ, ๐‘ก ๐‘ข ] โˆผ Gamma (๐œ ๐‘™ , ๐œ ๐‘™ ) . (link function) . . (1, โ€ฆ , ๐ฟ) . regimes . . (data) . [๐‘ง ๐‘ข |๐‘ก ๐‘ข , ๐œƒ ๐‘ข , ๐›พ, ๐œ, ๐‘Œ] โˆผ Poisson (๐œƒ ๐‘ข ๐œ‡ ๐‘ข ) . ( โˆ€๐‘˜ โˆ‰ {๐‘™, ๐‘™ + 1} ) ๐œ‡ ๐‘ข = exp (๐‘Œ ๐‘ข ๐›พ ๐‘™ ) ๐‘ก ๐‘ข = ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ | ๐‘ก ๐‘ข = ๐‘™) = ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘™ + 1 | ๐‘ก ๐‘ข = ๐‘™) = 1 โˆ’ ๐‘ž ๐‘™ Pr(๐‘ก ๐‘ข+๔ทก = ๐‘˜ | ๐‘ก ๐‘ข = ๐‘™) = 0

  31. . ๐‘ž ๔ทก . 1 . 2 . 3 . . . 1 โˆ’ ๐‘ž ๔ทก . changepoint . โ‹ฏ . N . Units (๐›พ ๔ทค , ๐œ ๔ทค ) Traditional changepoint models . . 1 . Regimes . 2 . 3 4 . . (๐›พ ๔ทก , ๐œ ๔ทก ) . Regimes . (๐›พ ๔ทข , ๐œ ๔ทข ) . (๐›พ ๔ทฃ , ๐œ ๔ทฃ ) Must be in the last regime

  32. . ๐‘ž ๔ทก . 1 . 2 . 3 . . . 1 โˆ’ ๐‘ž ๔ทก . changepoint . โ‹ฏ . N . Units (๐›พ ๔ทค , ๐œ ๔ทค ) Traditional changepoint models . . 1 . Regimes . 2 . 3 4 . . (๐›พ ๔ทก , ๐œ ๔ทก ) . Regimes . (๐›พ ๔ทข , ๐œ ๔ทข ) . (๐›พ ๔ทฃ , ๐œ ๔ทฃ ) Must be in the last regime

  33. . ๐‘ž ๔ทก . 1 . 2 . 3 . . . 1 โˆ’ ๐‘ž ๔ทก . changepoint . โ‹ฏ . N . Units (๐›พ ๔ทค , ๐œ ๔ทค ) Traditional changepoint models . . 1 . Regimes . 2 . 3 4 . . (๐›พ ๔ทก , ๐œ ๔ทก ) . Regimes . (๐›พ ๔ทข , ๐œ ๔ทข ) . (๐›พ ๔ทฃ , ๐œ ๔ทฃ ) Must be in the last regime

  34. . ๐‘ž ๔ทก . 1 . 2 . 3 . . . 1 โˆ’ ๐‘ž ๔ทก . changepoint . โ‹ฏ . N . Units (๐›พ ๔ทค , ๐œ ๔ทค ) Traditional changepoint models . . 1 . Regimes . 2 . 3 4 . . (๐›พ ๔ทก , ๐œ ๔ทก ) . Regimes . (๐›พ ๔ทข , ๐œ ๔ทข ) . (๐›พ ๔ทฃ , ๐œ ๔ทฃ ) Must be in the last regime

  35. . ๐‘ž ๔ทก . 1 . 2 . 3 . . . 1 โˆ’ ๐‘ž ๔ทก . changepoint . โ‹ฏ . N . Units (๐›พ ๔ทค , ๐œ ๔ทค ) Traditional changepoint models . . 1 . Regimes . 2 . 3 4 . . (๐›พ ๔ทก , ๐œ ๔ทก ) . Regimes . (๐›พ ๔ทข , ๐œ ๔ทข ) . (๐›พ ๔ทฃ , ๐œ ๔ทฃ ) Must be in the last regime

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