Berlin : G. Reimer, 1899.

Wien : L.W. Seidel, 1875.

London : Longman, Brown, Green, and Longmans, 1842.

Edinburgi : Excudebant Balfour et Smellie, 1782.

Londres : Paris, 1860.

London : published by S.W. Fores, 1795.

London : H.K. Lewis, 1894.

London : H.K. Lewis, 1885.

Paris : Rémont, 1815.

[Edinburgh] : [publisher not identified], [1890]

London : J. Churchill, 1867.

London : John J. Griffin, 1851.

Londres : Paris, 1840.

Paris : Baudouin, 1803.

Many state politicians and advocates used U.S. Secretary of Education Betsy DeVos' recent feedback as an opportunity to attack their states' approach to the Every Student Succeeds Act.

In a small region of Vermont, a fierce debate raged over consolidating five tiny school districts into one.

A state law aimed at encouraging—or prodding—small, rural districts to merge has hit some speed bumps on the road to implementation.

State Education Secretary Rebecca Holcombe has been officiating over the state's politically thorny district consolidation process, and many are asking for it to be placed on hold until the state board replaces her.

London (Poets Gallery Fleet Street) : Publish'd ... by Thos. Macklin, Novr. 30. 1799.

London (Braynes-Row, Spa-Fields) : Publish'd ... by R. Pollard printseller, Jany: 30th; 1797.

A growing number of schools are re-evaluating their policies on religious holidays in response to the changing demographics of their students.

Capitals forward Evgeny Kuznetsov doesn't consider his series-winning goal against the Penguins in 2018 is the biggest goal of his life.

[London] : [publisher not identified], [2019]

Over four years in Eugene, Ruthy Hebard has made a name for herself with reliability and dynamic play. She's had many memorable moments in a Duck uniform. But her career day against Washington State (34 points), her moment reaching 2,000 career points and her NCAA record for consecutive made FGs (2018) tops the list. Against the Trojans, she set the record (30) and later extended it to 33.

Jean-Marc Bardet, Kare Kamila, William Kengne.

Source: Electronic Journal of Statistics, Volume 14, Number 1, 2009--2052.

Abstract:
This paper studies the model selection problem in a large class of causal time series models, which includes both the ARMA or AR($infty $) processes, as well as the GARCH or ARCH($infty $), APARCH, ARMA-GARCH and many others processes. To tackle this issue, we consider a penalized contrast based on the quasi-likelihood of the model. We provide sufficient conditions for the penalty term to ensure the consistency of the proposed procedure as well as the consistency and the asymptotic normality of the quasi-maximum likelihood estimator of the chosen model. We also propose a tool for diagnosing the goodness-of-fit of the chosen model based on a Portmanteau test. Monte-Carlo experiments and numerical applications on illustrative examples are performed to highlight the obtained asymptotic results. Moreover, using a data-driven choice of the penalty, they show the practical efficiency of this new model selection procedure and Portemanteau test.

Ryoya Oda, Hirokazu Yanagihara.

Source: Electronic Journal of Statistics, Volume 14, Number 1, 1386--1412.

Abstract:
We put forward a variable selection method for selecting explanatory variables in a normality-assumed multivariate linear regression. It is cumbersome to calculate variable selection criteria for all subsets of explanatory variables when the number of explanatory variables is large. Therefore, we propose a fast and consistent variable selection method based on a generalized $C_{p}$ criterion. The consistency of the method is provided by a high-dimensional asymptotic framework such that the sample size and the sum of the dimensions of response vectors and explanatory vectors divided by the sample size tend to infinity and some positive constant which are less than one, respectively. Through numerical simulations, it is shown that the proposed method has a high probability of selecting the true subset of explanatory variables and is fast under a moderate sample size even when the number of dimensions is large.

Vincent Brault, Christine Keribin, Mahendra Mariadassou.

Source: Electronic Journal of Statistics, Volume 14, Number 1, 1234--1268.

Abstract:
The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem. Although various estimation strategies have been proposed and are now well understood empirically, theoretical guarantees about their asymptotic behavior is rather sparse and most results are limited to the binary setting. We prove here theoretical guarantees in the valued settings. We show that under some mild conditions on the parameter space, and in an asymptotic regime where $log (d)/n$ and $log (n)/d$ tend to $0$ when $n$ and $d$ tend to infinity, (1) the maximum-likelihood estimate of the complete model (with known labels) is consistent and (2) the log-likelihood ratios are equivalent under the complete and observed (with unknown labels) models. This equivalence allows us to transfer the asymptotic consistency, and under mild conditions, asymptotic normality, to the maximum likelihood estimate under the observed model. Moreover, the variational estimator is also consistent and, under the same conditions, asymptotically normal.

This paper considers online convex optimization over a complicated constraint set, which typically consists of multiple functional constraints and a set constraint. The conventional online projection algorithm (Zinkevich, 2003) can be difficult to implement due to the potentially high computation complexity of the projection operation. In this paper, we relax the functional constraints by allowing them to be violated at each round but still requiring them to be satisfied in the long term. This type of relaxed online convex optimization (with long term constraints) was first considered in Mahdavi et al. (2012). That prior work proposes an algorithm to achieve $O(sqrt{T})$ regret and $O(T^{3/4})$ constraint violations for general problems and another algorithm to achieve an $O(T^{2/3})$ bound for both regret and constraint violations when the constraint set can be described by a finite number of linear constraints. A recent extension in Jenatton et al. (2016) can achieve $O(T^{max{ heta,1- heta}})$ regret and $O(T^{1- heta/2})$ constraint violations where $ hetain (0,1)$. The current paper proposes a new simple algorithm that yields improved performance in comparison to prior works. The new algorithm achieves an $O(sqrt{T})$ regret bound with $O(1)$ constraint violations.

Graph learning from data is a canonical problem that has received substantial attention in the literature. Learning a structured graph is essential for interpretability and identification of the relationships among data. In general, learning a graph with a specific structure is an NP-hard combinatorial problem and thus designing a general tractable algorithm is challenging. Some useful structured graphs include connected, sparse, multi-component, bipartite, and regular graphs. In this paper, we introduce a unified framework for structured graph learning that combines Gaussian graphical model and spectral graph theory. We propose to convert combinatorial structural constraints into spectral constraints on graph matrices and develop an optimization framework based on block majorization-minimization to solve structured graph learning problem. The proposed algorithms are provably convergent and practically amenable for a number of graph based applications such as data clustering. Extensive numerical experiments with both synthetic and real data sets illustrate the effectiveness of the proposed algorithms. An open source R package containing the code for all the experiments is available at https://CRAN.R-project.org/package=spectralGraphTopology.

This paper considers a Bayesian approach to graph-based semi-supervised learning. We show that if the graph parameters are suitably scaled, the graph-posteriors converge to a continuum limit as the size of the unlabeled data set grows. This consistency result has profound algorithmic implications: we prove that when consistency holds, carefully designed Markov chain Monte Carlo algorithms have a uniform spectral gap, independent of the number of unlabeled inputs. Numerical experiments illustrate and complement the theory.

Salem M. Al-Gezeri, Robert G. Aykroyd.

Source: Brazilian Journal of Probability and Statistics, Volume 33, Number 3, 498--519.

Abstract:
The use of Markov random field (MRF) models has proven to be a fruitful approach in a wide range of image processing applications. It allows local texture information to be incorporated in a systematic and unified way and allows statistical inference theory to be applied giving rise to novel output summaries and enhanced image interpretation. A great advantage of such low-level approaches is that they lead to flexible models, which can be applied to a wide range of imaging problems without the need for significant modification. This paper proposes and explores the use of conditional MRF models for situations where multiple images are to be processed simultaneously, or where only a single image is to be reconstructed and a sequential approach is taken. Although the coupling of image intensity values is a special case of our approach, the main extension over previous proposals is to allow the direct coupling of other properties, such as smoothness or texture. This is achieved using a local modulating function which adjusts the influence of global smoothing without the need for a fully inhomogeneous prior model. Several modulating functions are considered and a detailed simulation study, motivated by remote sensing applications in archaeological geophysics, of conditional reconstruction is presented. The results demonstrate that a substantial improvement in the quality of the image reconstruction, in terms of errors and residuals, can be achieved using this approach, especially at locations with rapid changes in the underlying intensity.

Bastien Mallein.

Source: Brazilian Journal of Probability and Statistics, Volume 33, Number 2, 356--373.

Abstract:
Consider a supercritical branching random walk on the real line. The consistent maximal displacement is the smallest of the distances between the trajectories followed by individuals at the $n$th generation and the boundary of the process. Fang and Zeitouni, and Faraud, Hu and Shi proved that under some integrability conditions, the consistent maximal displacement grows almost surely at rate $lambda^{*}n^{1/3}$ for some explicit constant $lambda^{*}$. We obtain here a necessary and sufficient condition for this asymptotic behaviour to hold.

A. Philip Dawid, Vanessa Didelez

Source: Statist. Surv., Volume 4, 184--231.

Abstract:
We consider the problem of learning about and comparing the consequences of dynamic treatment strategies on the basis of observational data. We formulate this within a probabilistic decision-theoretic framework. Our approach is compared with related work by Robins and others: in particular, we show how Robins’s ‘ G -computation’ algorithm arises naturally from this decision-theoretic perspective. Careful attention is paid to the mathematical and substantive conditions required to justify the use of this formula. These conditions revolve around a property we term stability , which relates the probabilistic behaviours of observational and interventional regimes. We show how an assumption of ‘sequential randomization’ (or ‘no unmeasured confounders’), or an alternative assumption of ‘sequential irrelevance’, can be used to infer stability. Probabilistic influence diagrams are used to simplify manipulations, and their power and limitations are discussed. We compare our approach with alternative formulations based on causal DAGs or potential response models. We aim to show that formulating the problem of assessing dynamic treatment strategies as a problem of decision analysis brings clarity, simplicity and generality.

References:
Arjas, E. and Parner, J. (2004). Causal reasoning from longitudinal data. Scandinavian Journal of Statistics 31 171–187.

Arjas, E. and Saarela, O. (2010). Optimal dynamic regimes: Presenting a case for predictive inference. The International Journal of Biostatistics 6. http://tinyurl.com/33dfssf

Cowell, R. G., Dawid, A. P., Lauritzen, S. L. and Spiegelhalter, D. J. (1999). Probabilistic Networks and Expert Systems. Springer, New York.

Dawid, A. P. (1979). Conditional independence in statistical theory (with Discussion). Journal of the Royal Statistical Society, Series B 41 1–31.

Dawid, A. P. (1992). Applications of a general propagation algorithm for probabilistic expert systems. Statistics and Computing 2 25–36.

Dawid, A. P. (1998). Conditional independence. In Encyclopedia of Statistical Science ({U}pdate Volume 2) ( S. Kotz, C. B. Read and D. L. Banks, eds.) 146–155. Wiley-Interscience, New York.

Dawid, A. P. (2000). Causal inference without counterfactuals (with Discussion). Journal of the American Statistical Association 95 407–448.

Dawid, A. P. (2001). Separoids: A mathematical framework for conditional independence and irrelevance. Annals of Mathematics and Artificial Intelligence 32 335–372.

Dawid, A. P. (2002). Influence diagrams for causal modelling and inference. International Statistical Review 70 161–189. Corrigenda, ibid ., 437.

Dawid, A. P. (2003). Causal inference using influence diagrams: The problem of partial compliance (with Discussion). In Highly Structured Stochastic Systems ( P. J. Green, N. L. Hjort and S. Richardson, eds.) 45–81. Oxford University Press.

Dawid, A. P. (2010). Beware of the DAG! In Proceedings of the NIPS 2008 Workshop on Causality. Journal of Machine Learning Research Workshop and Conference Proceedings ( D. Janzing, I. Guyon and B. Schölkopf, eds.) 6 59–86. http://tinyurl.com/33va7tm

Dawid, A. P. and Didelez, V. (2008). Identifying optimal sequential decisions. In Proceedings of the Twenty-Fourth Annual Conference on Uncertainty in Artificial Intelligence (UAI-08) ( D. McAllester and A. Nicholson, eds.). 113-120. AUAI Press, Corvallis, Oregon. http://tinyurl.com/3899qpp

Dechter, R. (2003). Constraint Processing. Morgan Kaufmann Publishers.

Didelez, V., Dawid, A. P. and Geneletti, S. G. (2006). Direct and indirect effects of sequential treatments. In Proceedings of the Twenty-Second Annual Conference on Uncertainty in Artificial Intelligence (UAI-06) ( R. Dechter and T. Richardson, eds.). 138-146. AUAI Press, Arlington, Virginia. http://tinyurl.com/32w3f4e

Didelez, V., Kreiner, S. and Keiding, N. (2010). Graphical models for inference under outcome dependent sampling. Statistical Science (to appear).

Didelez, V. and Sheehan, N. S. (2007). Mendelian randomisation: Why epidemiology needs a formal language for causality. In Causality and Probability in the Sciences, ( F. Russo and J. Williamson, eds.). Texts in Philosophy Series 5 263–292. College Publications, London.

Eichler, M. and Didelez, V. (2010). Granger-causality and the effect of interventions in time series. Lifetime Data Analysis 16 3–32.

Ferguson, T. S. (1967). Mathematical Statistics: A Decision Theoretic Approach. Academic Press, New York, London.

Geneletti, S. G. (2007). Identifying direct and indirect effects in a non–counterfactual framework. Journal of the Royal Statistical Society: Series B 69 199–215.

Geneletti, S. G. and Dawid, A. P. (2010). Defining and identifying the effect of treatment on the treated. In Causality in the Sciences ( P. M. Illari, F. Russo and J. Williamson, eds.) Oxford University Press (to appear).

Gill, R. D. and Robins, J. M. (2001). Causal inference for complex longitudinal data: The continuous case. Annals of Statistics 29 1785–1811.

Guo, H. and Dawid, A. P. (2010). Sufficient covariates and linear propensity analysis. In Proceedings of the Thirteenth International Workshop on Artificial Intelligence and Statistics, (AISTATS) 2010, Chia Laguna, Sardinia, Italy, May 13-15, 2010. Journal of Machine Learning Research Workshop and Conference Proceedings ( Y. W. Teh and D. M. Titterington, eds.) 9 281–288. http://tinyurl.com/33lmuj7

Henderson, R., Ansel, P. and Alshibani, D. (2010). Regret-regression for optimal dynamic treatment regimes. Biometrics (to appear). doi:10.1111/j.1541-0420.2009.01368.x

Hernán, M. A. and Taubman, S. L. (2008). Does obesity shorten life? The importance of well defined interventions to answer causal questions. International Journal of Obesity 32 S8–S14.

Holland, P. W. (1986). Statistics and causal inference (with Discussion). Journal of the American Statistical Association 81 945–970.

Huang, Y. and Valtorta, M. (2006). Identifiability in causal Bayesian networks: A sound and complete algorithm. In AAAI’06: Proceedings of the 21st National Conference on Artificial Intelligence 1149–1154. AAAI Press.

Kang, J. D. Y. and Schafer, J. L. (2007). Demystifying double robustness: A comparison of alternative strategies for estimating a population mean from incomplete data. Statistical Science 22 523–539.

Lauritzen, S. L., Dawid, A. P., Larsen, B. N. and Leimer, H. G. (1990). Independence properties of directed Markov fields. Networks 20 491–505.

Lok, J., Gill, R., van der Vaart, A. and Robins, J. (2004). Estimating the causal effect of a time-varying treatment on time-to-event using structural nested failure time models. Statistica Neerlandica 58 271–295.

Moodie, E. M., Richardson, T. S. and Stephens, D. A. (2007). Demystifying optimal dynamic treatment regimes. Biometrics 63 447–455.

Murphy, S. A. (2003). Optimal dynamic treatment regimes (with Discussion). Journal of the Royal Statistical Society, Series B 65 331-366.

Oliver, R. M. and Smith, J. Q., eds. (1990). Influence Diagrams, Belief Nets and Decision Analysis. John Wiley and Sons, Chichester, United Kingdom.

Pearl, J. (1995). Causal diagrams for empirical research (with Discussion). Biometrika 82 669-710.

Pearl, J. (2009). Causality: Models, Reasoning and Inference, Second ed. Cambridge University Press, Cambridge.

Pearl, J. and Paz, A. (1987). Graphoids: A graph-based logic for reasoning about relevance relations. In Advances in Artificial Intelligence ( D. Hogg and L. Steels, eds.) II 357–363. North-Holland, Amsterdam.

Pearl, J. and Robins, J. (1995). Probabilistic evaluation of sequential plans from causal models with hidden variables. In Proceedings of the 11th Conference on Uncertainty in Artificial Intelligence ( P. Besnard and S. Hanks, eds.) 444–453. Morgan Kaufmann Publishers, San Francisco.

Raiffa, H. (1968). Decision Analysis. Addison-Wesley, Reading, Massachusetts.

Robins, J. M. (1986). A new approach to causal inference in mortality studies with sustained exposure periods—Application to control of the healthy worker survivor effect. Mathematical Modelling 7 1393–1512.

Robins, J. M. (1987). Addendum to “A new approach to causal inference in mortality studies with sustained exposure periods—Application to control of the healthy worker survivor effect”. Computers & Mathematics with Applications 14 923–945.

Robins, J. M. (1989). The analysis of randomized and nonrandomized AIDS treatment trials using a new approach to causal inference in longitudinal studies. In Health Service Research Methodology: A Focus on AIDS ( L. Sechrest, H. Freeman and A. Mulley, eds.) 113–159. NCSHR, U.S. Public Health Service.

Robins, J. M. (1992). Estimation of the time-dependent accelerated failure time model in the presence of confounding factors. Biometrika 79 321–324.

Robins, J. M. (1997). Causal inference from complex longitudinal data. In Latent Variable Modeling and Applications to Causality, ( M. Berkane, ed.). Lecture Notes in Statistics 120 69–117. Springer-Verlag, New York.

Robins, J. M. (1998). Structural nested failure time models. In Survival Analysis, ( P. K. Andersen and N. Keiding, eds.). Encyclopedia of Biostatistics 6 4372–4389. John Wiley and Sons, Chichester, UK.

Robins, J. M. (2000). Robust estimation in sequentially ignorable missing data and causal inference models. In Proceedings of the American Statistical Association Section on Bayesian Statistical Science 1999 6–10.

Robins, J. M. (2004). Optimal structural nested models for optimal sequential decisions. In Proceedings of the Second Seattle Symposium on Biostatistics ( D. Y. Lin and P. Heagerty, eds.) 189–326. Springer, New York.

Robins, J. M., Greenland, S. and Hu, F. C. (1999). Estimation of the causal effect of a time-varying exposure on the marginal mean of a repeated binary outcome. Journal of the American Statistical Association 94 687–700.

Robins, J. M., Hernán, M. A. and Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology 11 550–560.

Robins, J. M. and Wasserman, L. A. (1997). Estimation of effects of sequential treatments by reparameterizing directed acyclic graphs. In Proceedings of the 13th Annual Conference on Uncertainty in Artificial Intelligence ( D. Geiger and P. Shenoy, eds.) 409-420. Morgan Kaufmann Publishers, San Francisco. http://tinyurl.com/33ghsas

Rosthøj, S., Fullwood, C., Henderson, R. and Stewart, S. (2006). Estimation of optimal dynamic anticoagulation regimes from observational data: A regret-based approach. Statistics in Medicine 25 4197–4215.

Shpitser, I. and Pearl, J. (2006a). Identification of conditional interventional distributions. In Proceedings of the 22nd Annual Conference on Uncertainty in Artificial Intelligence (UAI-06) ( R. Dechter and T. Richardson, eds.). 437–444. AUAI Press, Corvallis, Oregon. http://tinyurl.com/2um8w47

Shpitser, I. and Pearl, J. (2006b). Identification of joint interventional distributions in recursive semi-Markovian causal models. In Proceedings of the Twenty-First National Conference on Artificial Intelligence 1219–1226. AAAI Press, Menlo Park, California.

Spirtes, P., Glymour, C. and Scheines, R. (2000). Causation, Prediction and Search, Second ed. Springer-Verlag, New York.

Sterne, J. A. C., May, M., Costagliola, D., de Wolf, F., Phillips, A. N., Harris, R., Funk, M. J., Geskus, R. B., Gill, J., Dabis, F., Miro, J. M., Justice, A. C., Ledergerber, B., Fatkenheuer, G., Hogg, R. S., D’Arminio-Monforte, A., Saag, M., Smith, C., Staszewski, S., Egger, M., Cole, S. R. and When To Start Consortium (2009). Timing of initiation of antiretroviral therapy in AIDS-Free HIV-1-infected patients: A collaborative analysis of 18 HIV cohort studies. Lancet 373 1352–1363.

Taubman, S. L., Robins, J. M., Mittleman, M. A. and Hernán, M. A. (2009). Intervening on risk factors for coronary heart disease: An application of the parametric g-formula. International Journal of Epidemiology 38 1599–1611.

Tian, J. (2008). Identifying dynamic sequential plans. In Proceedings of the Twenty-Fourth Annual Conference on Uncertainty in Artificial Intelligence (UAI-08) ( D. McAllester and A. Nicholson, eds.). 554–561. AUAI Press, Corvallis, Oregon. http://tinyurl.com/36ufx2h

Verma, T. and Pearl, J. (1990). Causal networks: Semantics and expressiveness. In Uncertainty in Artificial Intelligence 4 ( R. D. Shachter, T. S. Levitt, L. N. Kanal and J. F. Lemmer, eds.) 69–76. North-Holland, Amsterdam.

We show, by an explicit construction, that a mixture of univariate Gaussians with variance 1 and means in $[-A,A]$ can have $Omega(A^2)$ modes. This disproves a recent conjecture of Dytso, Yagli, Poor and Shamai [IEEE Trans. Inform. Theory, Apr. 2020], who showed that such a mixture can have at most $O(A^2)$ modes and surmised that the upper bound could be improved to $O(A)$. Our result holds even if an additional variance constraint is imposed on the mixing distribution. Extending the result to higher dimensions, we exhibit a mixture of Gaussians in $mathbb{R}^d$, with identity covariances and means inside $[-A,A]^d$, that has $Omega(A^{2d})$ modes.

In a public-private partnership to develop housing, resident services and hope for 102 working families in Haster Orangewood community, Jamboree Housing Corporation and the City of Anaheim announce...

(PRWeb April 27, 2020)

Read the full story at https://www.prweb.com/releases/jamboree_begins_construction_on_capstone_development_to_change_trajectory_of_neighborhood_in_anaheim_ca/prweb17073166.htm

Changliang Zou, Guanghui Wang, Runze Li.

Source: The Annals of Statistics, Volume 48, Number 1, 413--439.

Abstract:
In multiple change-point analysis, one of the major challenges is to estimate the number of change-points. Most existing approaches attempt to minimize a Schwarz information criterion which balances a term quantifying model fit with a penalization term accounting for model complexity that increases with the number of change-points and limits overfitting. However, different penalization terms are required to adapt to different contexts of multiple change-point problems and the optimal penalization magnitude usually varies from the model and error distribution. We propose a data-driven selection criterion that is applicable to most kinds of popular change-point detection methods, including binary segmentation and optimal partitioning algorithms. The key idea is to select the number of change-points that minimizes the squared prediction error, which measures the fit of a specified model for a new sample. We develop a cross-validation estimation scheme based on an order-preserved sample-splitting strategy, and establish its asymptotic selection consistency under some mild conditions. Effectiveness of the proposed selection criterion is demonstrated on a variety of numerical experiments and real-data examples.

Michael Schweinberger, Jonathan Stewart.

Source: The Annals of Statistics, Volume 48, Number 1, 374--396.

Abstract:
Statistical inference for exponential-family models of random graphs with dependent edges is challenging. We stress the importance of additional structure and show that additional structure facilitates statistical inference. A simple example of a random graph with additional structure is a random graph with neighborhoods and local dependence within neighborhoods. We develop the first concentration and consistency results for maximum likelihood and $M$-estimators of a wide range of canonical and curved exponential-family models of random graphs with local dependence. All results are nonasymptotic and applicable to random graphs with finite populations of nodes, although asymptotic consistency results can be obtained as well. In addition, we show that additional structure can facilitate subgraph-to-graph estimation, and present concentration results for subgraph-to-graph estimators. As an application, we consider popular curved exponential-family models of random graphs, with local dependence induced by transitivity and parameter vectors whose dimensions depend on the number of nodes.

Subhadeep Paul, Yuguo Chen.

Source: The Annals of Statistics, Volume 48, Number 1, 230--250.

Abstract:
We consider the problem of estimating a consensus community structure by combining information from multiple layers of a multi-layer network using methods based on the spectral clustering or a low-rank matrix factorization. As a general theme, these “intermediate fusion” methods involve obtaining a low column rank matrix by optimizing an objective function and then using the columns of the matrix for clustering. However, the theoretical properties of these methods remain largely unexplored. In the absence of statistical guarantees on the objective functions, it is difficult to determine if the algorithms optimizing the objectives will return good community structures. We investigate the consistency properties of the global optimizer of some of these objective functions under the multi-layer stochastic blockmodel. For this purpose, we derive several new asymptotic results showing consistency of the intermediate fusion techniques along with the spectral clustering of mean adjacency matrix under a high dimensional setup, where the number of nodes, the number of layers and the number of communities of the multi-layer graph grow. Our numerical study shows that the intermediate fusion techniques outperform late fusion methods, namely spectral clustering on aggregate spectral kernel and module allegiance matrix in sparse networks, while they outperform the spectral clustering of mean adjacency matrix in multi-layer networks that contain layers with both homophilic and heterophilic communities.

Kyoungjae Lee, Jaeyong Lee, Lizhen Lin.

Source: The Annals of Statistics, Volume 47, Number 6, 3413--3437.

Abstract:
In this paper we study the high-dimensional sparse directed acyclic graph (DAG) models under the empirical sparse Cholesky prior. Among our results, strong model selection consistency or graph selection consistency is obtained under more general conditions than those in the existing literature. Compared to Cao, Khare and Ghosh [ Ann. Statist. (2019) 47 319–348], the required conditions are weakened in terms of the dimensionality, sparsity and lower bound of the nonzero elements in the Cholesky factor. Furthermore, our result does not require the irrepresentable condition, which is necessary for Lasso-type methods. We also derive the posterior convergence rates for precision matrices and Cholesky factors with respect to various matrix norms. The obtained posterior convergence rates are the fastest among those of the existing Bayesian approaches. In particular, we prove that our posterior convergence rates for Cholesky factors are the minimax or at least nearly minimax depending on the relative size of true sparseness for the entire dimension. The simulation study confirms that the proposed method outperforms the competing methods.

Xi Chen, Weidong Liu, Yichen Zhang.

Source: The Annals of Statistics, Volume 47, Number 6, 3244--3273.

Abstract:
This paper studies the inference problem in quantile regression (QR) for a large sample size $n$ but under a limited memory constraint, where the memory can only store a small batch of data of size $m$. A natural method is the naive divide-and-conquer approach, which splits data into batches of size $m$, computes the local QR estimator for each batch and then aggregates the estimators via averaging. However, this method only works when $n=o(m^{2})$ and is computationally expensive. This paper proposes a computationally efficient method, which only requires an initial QR estimator on a small batch of data and then successively refines the estimator via multiple rounds of aggregations. Theoretically, as long as $n$ grows polynomially in $m$, we establish the asymptotic normality for the obtained estimator and show that our estimator with only a few rounds of aggregations achieves the same efficiency as the QR estimator computed on all the data. Moreover, our result allows the case that the dimensionality $p$ goes to infinity. The proposed method can also be applied to address the QR problem under distributed computing environment (e.g., in a large-scale sensor network) or for real-time streaming data.