Francisco J. R. Ruiz, Susan Athey, David M. Blei.

Source: The Annals of Applied Statistics, Volume 14, Number 1, 1--27.

Abstract:
We develop SHOPPER, a sequential probabilistic model of shopping data. SHOPPER uses interpretable components to model the forces that drive how a customer chooses products; in particular, we designed SHOPPER to capture how items interact with other items. We develop an efficient posterior inference algorithm to estimate these forces from large-scale data, and we analyze a large dataset from a major chain grocery store. We are interested in answering counterfactual queries about changes in prices. We found that SHOPPER provides accurate predictions even under price interventions, and that it helps identify complementary and substitutable pairs of products.

Armin Schwartzman, Andrew J. Schork, Rong Zablocki, Wesley K. Thompson.

Source: The Annals of Applied Statistics, Volume 13, Number 4, 2509--2538.

Abstract:
Analysis of genome-wide association studies (GWAS) is characterized by a large number of univariate regressions where a quantitative trait is regressed on hundreds of thousands to millions of single-nucleotide polymorphism (SNP) allele counts, one at a time. This article proposes an estimator of the SNP heritability of the trait, defined here as the fraction of the variance of the trait explained by the SNPs in the study. The proposed GWAS heritability (GWASH) estimator is easy to compute, highly interpretable and is consistent as the number of SNPs and the sample size increase. More importantly, it can be computed from summary statistics typically reported in GWAS, not requiring access to the original data. The estimator takes full account of the linkage disequilibrium (LD) or correlation between the SNPs in the study through moments of the LD matrix, estimable from auxiliary datasets. Unlike other proposed estimators in the literature, we establish the theoretical properties of the GWASH estimator and obtain analytical estimates of the precision, allowing for power and sample size calculations for SNP heritability estimates and forming a firm foundation for future methodological development.

Emily Berg, Danhyang Lee.

Source: The Annals of Applied Statistics, Volume 13, Number 4, 2158--2188.

Abstract:
Quantiles of the distributions of several measures of erosion are important parameters in the Conservation Effects Assessment Project, a survey intended to quantify soil and nutrient loss on crop fields. Because sample sizes for domains of interest are too small to support reliable direct estimators, model based methods are needed. Quantile regression is appealing for CEAP because finding a single family of parametric models that adequately describes the distributions of all variables is difficult and small area quantiles are parameters of interest. We construct empirical Bayes predictors and bootstrap mean squared error estimators based on the linearly interpolated generalized Pareto distribution (LIGPD). We apply the procedures to predict county-level quantiles for four types of erosion in Wisconsin and validate the procedures through simulation.

Ye Zhang, Zhigang Yao, Patrik Forssén, Torgny Fornstedt.

Source: The Annals of Applied Statistics, Volume 13, Number 4, 2011--2042.

Abstract:
The means to obtain the rate constants of a chemical reaction is a fundamental open problem in both science and the industry. Traditional techniques for finding rate constants require either chemical modifications of the reactants or indirect measurements. The rate constant map method is a modern technique to study binding equilibrium and kinetics in chemical reactions. Finding a rate constant map from biosensor data is an ill-posed inverse problem that is usually solved by regularization. In this work, rather than finding a deterministic regularized rate constant map that does not provide uncertainty quantification of the solution, we develop an adaptive variational Bayesian approach to estimate the distribution of the rate constant map, from which some intrinsic properties of a chemical reaction can be explored, including information about rate constants. Our new approach is more realistic than the existing approaches used for biosensors and allows us to estimate the dynamics of the interactions, which are usually hidden in a deterministic approximate solution. We verify the performance of the new proposed method by numerical simulations, and compare it with the Markov chain Monte Carlo algorithm. The results illustrate that the variational method can reliably capture the posterior distribution in a computationally efficient way. Finally, the developed method is also tested on the real biosensor data (parathyroid hormone), where we provide two novel analysis tools—the thresholding contour map and the high order moment map—to estimate the number of interactions as well as their rate constants.

Jeffrey Regier, Andrew C. Miller, David Schlegel, Ryan P. Adams, Jon D. McAuliffe, Prabhat.

Source: The Annals of Applied Statistics, Volume 13, Number 3, 1884--1926.

Abstract:
We present a new, fully generative model for constructing astronomical catalogs from optical telescope image sets. Each pixel intensity is treated as a random variable with parameters that depend on the latent properties of stars and galaxies. These latent properties are themselves modeled as random. We compare two procedures for posterior inference. One procedure is based on Markov chain Monte Carlo (MCMC) while the other is based on variational inference (VI). The MCMC procedure excels at quantifying uncertainty, while the VI procedure is 1000 times faster. On a supercomputer, the VI procedure efficiently uses 665,000 CPU cores to construct an astronomical catalog from 50 terabytes of images in 14.6 minutes, demonstrating the scaling characteristics necessary to construct catalogs for upcoming astronomical surveys.

Adam Osękowski.

Source: Bernoulli, Volume 26, Number 3, 1912--1926.

Abstract:
Let $X=(X_{t})_{tgeq 0}in H^{1}$ and $Y=(Y_{t})_{tgeq 0}in{mathrm{BMO}} $ be arbitrary continuous-path martingales. The paper contains the proof of the inequality egin{equation*}mathbb{E}int _{0}^{infty }iglvert dlangle X,Y angle_{t}igrvert leq sqrt{2}Vert XVert _{H^{1}}Vert YVert _{mathrm{BMO}_{2}},end{equation*} and the constant $sqrt{2}$ is shown to be the best possible. The proof rests on the construction of a certain special function, enjoying appropriate size and concavity conditions.

Nina Gantert, Markus Heydenreich, Timo Hirscher.

Source: Bernoulli, Volume 26, Number 2, 1269--1293.

Abstract:
We investigate a model for opinion dynamics, where individuals (modeled by vertices of a graph) hold certain abstract opinions. As time progresses, neighboring individuals interact with each other, and this interaction results in a realignment of opinions closer towards each other. This mechanism triggers formation of consensus among the individuals. Our main focus is on strong consensus (i.e., global agreement of all individuals) versus weak consensus (i.e., local agreement among neighbors). By extending a known model to a more general opinion space, which lacks a “central” opinion acting as a contraction point, we provide an example of an opinion formation process on the one-dimensional lattice $mathbb{Z}$ with weak consensus but no strong consensus.

Michael Schweinberger.

Source: Bernoulli, Volume 26, Number 2, 1205--1233.

Abstract:
We consider the challenging problem of statistical inference for exponential-family random graph models based on a single observation of a random graph with complex dependence. To facilitate statistical inference, we consider random graphs with additional structure in the form of block structure. We have shown elsewhere that when the block structure is known, it facilitates consistency results for $M$-estimators of canonical and curved exponential-family random graph models with complex dependence, such as transitivity. In practice, the block structure is known in some applications (e.g., multilevel networks), but is unknown in others. When the block structure is unknown, the first and foremost question is whether it can be recovered with high probability based on a single observation of a random graph with complex dependence. The main consistency results of the paper show that it is possible to do so under weak dependence and smoothness conditions. These results confirm that exponential-family random graph models with block structure constitute a promising direction of statistical network analysis.

Eric Beutner, Laurent Bordes, Laurent Doyen.

Source: Bernoulli, Volume 26, Number 1, 557--586.

Abstract:
Virtual age models are very useful to analyse recurrent events. Among the strengths of these models is their ability to account for treatment (or intervention) effects after an event occurrence. Despite their flexibility for modeling recurrent events, the number of applications is limited. This seems to be a result of the fact that in the semiparametric setting all the existing results assume the virtual age function that describes the treatment (or intervention) effects to be known. This shortcoming can be overcome by considering semiparametric virtual age models with parametrically specified virtual age functions. Yet, fitting such a model is a difficult task. Indeed, it has recently been shown that for these models the standard profile likelihood method fails to lead to consistent estimators. Here we show that consistent estimators can be constructed by smoothing the profile log-likelihood function appropriately. We show that our general result can be applied to most of the relevant virtual age models of the literature. Our approach shows that empirical process techniques may be a worthwhile alternative to martingale methods for studying asymptotic properties of these inference methods. A simulation study is provided to illustrate our consistency results together with an application to real data.

Chenlu Shi, Boxin Tang.

Source: Bernoulli, Volume 26, Number 1, 418--431.

Abstract:
Strong orthogonal arrays were recently introduced as a class of space-filling designs for computer experiments. The most attractive are those of strength three for their economical run sizes. Although the existence of strong orthogonal arrays of strength three has been completely characterized, the construction of these arrays has not been explored. In this paper, we provide a systematic and comprehensive study on the construction of these arrays, with the aim at better space-filling properties. Besides various characterizing results, three families of strength-three strong orthogonal arrays are presented. One of these families deserves special mention, as the arrays in this family enjoy almost all of the space-filling properties of strength-four strong orthogonal arrays, and do so with much more economical run sizes than the latter. The theory of maximal designs and their doubling constructions plays a crucial role in many of theoretical developments.

Irina Gaynanova.

Source: Bernoulli, Volume 26, Number 1, 286--322.

Abstract:
Sparse linear discriminant analysis via penalized optimal scoring is a successful tool for classification in high-dimensional settings. While the variable selection consistency of sparse optimal scoring has been established, the corresponding prediction and estimation consistency results have been lacking. We bridge this gap by providing probabilistic bounds on out-of-sample prediction error and estimation error of multi-class penalized optimal scoring allowing for diverging number of classes.

Saint Paul schools are in the market for a vendor to provide background checks, while the Education Technology Joint Powers Authority is seeking media repositories. A Texas district wants quotes on technology for new campuses.

The post Calif. Ed-Tech Consortium Seeks Media Repository Solutions; Saint Paul District Needs Background Check Services appeared first on Market Brief.

Xuan Cao, Kshitij Khare, Malay Ghosh.

Source: Bayesian Analysis, Volume 15, Number 1, 241--262.

Abstract:
The choice of tuning parameters in Bayesian variable selection is a critical problem in modern statistics. In particular, for Bayesian linear regression with non-local priors, the scale parameter in the non-local prior density is an important tuning parameter which reflects the dispersion of the non-local prior density around zero, and implicitly determines the size of the regression coefficients that will be shrunk to zero. Current approaches treat the scale parameter as given, and suggest choices based on prior coverage/asymptotic considerations. In this paper, we consider the fully Bayesian approach introduced in (Wu, 2016) with the pMOM non-local prior and an appropriate Inverse-Gamma prior on the tuning parameter to analyze the underlying theoretical property. Under standard regularity assumptions, we establish strong model selection consistency in a high-dimensional setting, where $p$ is allowed to increase at a polynomial rate with $n$ or even at a sub-exponential rate with $n$ . Through simulation studies, we demonstrate that our model selection procedure can outperform other Bayesian methods which treat the scale parameter as given, and commonly used penalized likelihood methods, in a range of simulation settings.

Benjamin Letham, Brian Karrer, Guilherme Ottoni, Eytan Bakshy.

Source: Bayesian Analysis, Volume 14, Number 2, 495--519.

Abstract:
Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error. Bayesian optimization is a promising technique for efficiently optimizing multiple continuous parameters, but existing approaches degrade in performance when the noise level is high, limiting its applicability to many randomized experiments. We derive an expression for expected improvement under greedy batch optimization with noisy observations and noisy constraints, and develop a quasi-Monte Carlo approximation that allows it to be efficiently optimized. Simulations with synthetic functions show that optimization performance on noisy, constrained problems outperforms existing methods. We further demonstrate the effectiveness of the method with two real-world experiments conducted at Facebook: optimizing a ranking system, and optimizing server compiler flags.

Roderick J. Little.

Source: Statistical Science, Volume 34, Number 4, 580--583.

Andreas Buja, Lawrence Brown, Richard Berk, Edward George, Emil Pitkin, Mikhail Traskin, Kai Zhang, Linda Zhao.

Source: Statistical Science, Volume 34, Number 4, 523--544.

Abstract:
In the early 1980s, Halbert White inaugurated a “model-robust” form of statistical inference based on the “sandwich estimator” of standard error. This estimator is known to be “heteroskedasticity-consistent,” but it is less well known to be “nonlinearity-consistent” as well. Nonlinearity, however, raises fundamental issues because in its presence regressors are not ancillary, hence cannot be treated as fixed. The consequences are deep: (1) population slopes need to be reinterpreted as statistical functionals obtained from OLS fits to largely arbitrary joint ${x extrm{-}y}$ distributions; (2) the meaning of slope parameters needs to be rethought; (3) the regressor distribution affects the slope parameters; (4) randomness of the regressors becomes a source of sampling variability in slope estimates of order $1/sqrt{N}$; (5) inference needs to be based on model-robust standard errors, including sandwich estimators or the ${x extrm{-}y}$ bootstrap. In theory, model-robust and model-trusting standard errors can deviate by arbitrary magnitudes either way. In practice, significant deviations between them can be detected with a diagnostic test.

WR Softky
Jan 1, 1993; 13:334-350
Articles

Exiting low inflation traps by "consensus": nominal wages and price stability - Speech by Luiz A Pereira da Silva and Benoît Mojon, based on the keynote speech at the Eighth High-level Policy Dialogue between the Eurosystem and Latin American Central Banks, Cartagena de Indias, Colombia, 28-29 November 2019.

For visually guided navigation, the use of environmental cues is essential. Particularly, detecting local boundaries that impose limits to locomotion and estimating their location is crucial. In a series of three fMRI experiments, we investigated whether there is a neural coding of navigational distance in the human visual cortex (both female and male). We used virtual reality software to systematically manipulate the distance from a viewer perspective to different types of a boundary. Using a multivoxel pattern classification employing a linear support vector machine, we found that the occipital place area (OPA) is sensitive to the navigational distance restricted by the transparent glass wall. Further, the OPA was sensitive to a non-crossable boundary only, suggesting an importance of the functional constraint of a boundary. Together, we propose the OPA as a perceptual source of external environmental features relevant for navigation.

SIGNIFICANCE STATEMENT One of major goals in cognitive neuroscience has been to understand the nature of visual scene representation in human ventral visual cortex. An aspect of scene perception that has been overlooked despite its ecological importance is the analysis of space for navigation. One of critical computation necessary for navigation is coding of distance to environmental boundaries that impose limit on navigator's movements. This paper reports the first empirical evidence for coding of navigational distance in the human visual cortex and its striking sensitivity to functional constraint of environmental boundaries. Such finding links the paper to previous neurological and behavioral works that emphasized the distance to boundaries as a crucial geometric property for reorientation behavior of children and other animal species.

In the face of changing weather driven by climate change and the increasing demand for food, Conservation Agriculture (CA) aims to achieve sustainable and profitable agriculture and improve farmers’ livelihoods. Here are five things you need to know. 1. CA observes three main principles that you should remember Direct seeding involves growing crops without mechanical seedbed preparation and with minimal soil disturbance [...]

As monarchs leave their winter hideaways, conservationists are seeking assistance in studying their migration routes

Architects and designers restored royal ruins across Europe to their former glory

New scans suggest unhatched dinosaurs reabsorbed a set of teeth during development

Traditionalist "two-spacers" can still disable the function

An unfortunate diet of pizza grease and sand clogged her innards, amassing a giant and unpassable lump of feces in her gut

The Kent State shootings further widened the chasm among a citizenry divided over the Vietnam War

The graphic designer is receiving a Lifetime Achievement Award from Cooper Hewitt for her recognizable computer icons, typefaces and graphics

Press release about the Basel Committee publishing consultation paper on revisions to the credit valuation adjustment risk framework, 28 November 2019.

Press release: CPMI report sets out considerations for developers of wholesale digital tokens, 12 December 2019

Press release about the Basel Committee launching the consolidated Basel Framework, 16 December 2019.

How the PleaseNotSanders movement achieved what NeverTrump never could.

The pandemic has put psychological theories of politics to a very interesting test.

The union that represents thousands of Manitoba workers is asking what safety protocols were in place when a construction worker was killed after a trench wall collapsed on him earlier this week.

The consolidated banking statistics provide quarterly data on the worldwide consolidated positions of banks headquartered in reporting countries. They are designed to analyse the exposure of internationally active banks of different nationalities to individual countries and sectors.

Inflation pressure could be weak even after consumer demand for non-discretionary goods and services begins to grow as the economy gets back on its feet.

Manitoba health officials have an agreement with First Nations leaders to track and share COVID-19 data, but the public may never know specifics of what the unique agreement yields.

Michell Jesse said the personal care home operators she represents have been frustrated trying to keep up with the government's direction during an already stressful time.

Vancouver police officers have seized an eight-foot boa constrictor and multiple weapons from a tent at the Oppenheimer park encampment in Vancouver.

The University of Michigan's Consumer Survey Center questions 600 households each month on their financial conditions and attitudes about the economy. Consumer sentiment is directly related to the strength of consumer spending. Consumer confidence and consumer sentiment are two ways of talking about consumer attitudes. Among economic reports, consumer sentiment refers to the Michigan survey while consumer confidence refers to The Conference Board's survey. Preliminary estimates for a month are released at mid-month. Final estimates for a month are released near the end of the month.

Cardinal Robert Sarah, head of the Vatican's liturgy office, claims he never signed a petition claiming the coronavirus is an over-hyped "pretext" to deprive the faithful of Mass.

The sport is considering radical rule changes as it tries to balance centuries of tradition with the modern need to move things along.

The BIS's data set on consumer prices contains long monthly and annual time series for 60 countries.

Inflation pressure could be weak even after consumer demand for non-discretionary goods and services begins to grow as the economy gets back on its feet.

Bank of Italy Working Papers by Concetta Rondinelli and Roberta Zizza

Central Bank of Chile Working Papers by Carlos Madeira

The Sadc mediation process in Zimbabwe can be logically prescribed into three phases: the pre-2008 election phase; immediate post-2008 election; and the Global Political Agreement (GPA) phase.

OM Malawi begins construction on a ministry base they hope will impact the Malawian people for the Lord.

Vatican City, May 8, 2020 / 04:00 am (CNA).- We must learn to let ourselves be consoled by Jesus when we are suffering, Pope Francis said at his morning Mass Friday.

In his homily in the chapel at Casa Santa Marta, May 8, the pope noted it was difficult to accept Christ’s consolation in times of distress. 

Reflecting on the day's Gospel reading, John 14:1-6, which records Jesus’ words to his disciples at the Last Supper, the pope said the Lord recognizes their sadness and seeks to console them.

"It is not easy to allow ourselves to be consoled by the Lord,” he said. “Many times, in bad moments, we are angry with the Lord and we do not let Him come and speak to us like this, with this sweetness, with this closeness, with this meekness, with this truth and with this hope.”

He noted that Jesus’ way of consoling was quite different to telegrams of condolence, which are too formal to console anyone. 

“In this passage of the Gospel we see that the Lord consoles us always in closeness, with the truth and in hope,” he said. “These are the three marks of the Lord's consolation.”

The pope observed that Jesus is always close to us in times of sorrow.

“The Lord consoles in closeness. And He does not use empty words, on the contrary: He prefers silence,” he said, according to a transcript by Vatican News.

He added that Jesus does not offer false comfort:  

“Jesus is true. He doesn't say formal things that are lies: ‘No, don’t worry, everything will pass, nothing will happen, it will pass, things will pass…’ No, it won’t. He is telling the truth. He doesn’t hide the truth.”

The pope explained that Jesus’ consolation always brings hope. 

He said: “He will come and take us by the hand and carry us. He does not say: ‘No, you will not suffer: it is nothing…’ No. He says the truth: ‘I am close to you, this is the truth: it is a bad time, of danger, of death. But do not let your heart be troubled, remain in that peace, that peace which is the basis of all consolation, because I will come and by the hand I will take you where I will be’.”

The pope concluded: “We ask for the grace to learn to let ourselves be consoled by the Lord. The Lord's consolation is true, not deceiving. It is not anesthesia, no. But it is near, it is true and it opens the doors of hope to us.”

After Mass, the pope presided at adoration and benediction of the Blessed Sacrament, before leading those watching via livestream in an act of spiritual communion.

The congregation then sang the Easter Marian antiphon “Regina caeli.”

At the start of Mass, the pope noted that World Red Cross and Red Crescent Day falls on May 8, the anniversary of the birth of Henry Dunant, founder of the International Committee of the Red Cross.  

Pope Francis said: “We pray for the people who work in these worthy institutions: may the Lord bless their work which does so much good.”

Vatican City, May 8, 2020 / 04:00 am (CNA).- We must learn to let ourselves be consoled by Jesus when we are suffering, Pope Francis said at his morning Mass Friday.

In his homily in the chapel at Casa Santa Marta, May 8, the pope noted it was difficult to accept Christ’s consolation in times of distress. 

Reflecting on the day's Gospel reading, John 14:1-6, which records Jesus’ words to his disciples at the Last Supper, the pope said the Lord recognizes their sadness and seeks to console them.

"It is not easy to allow ourselves to be consoled by the Lord,” he said. “Many times, in bad moments, we are angry with the Lord and we do not let Him come and speak to us like this, with this sweetness, with this closeness, with this meekness, with this truth and with this hope.”

He noted that Jesus’ way of consoling was quite different to telegrams of condolence, which are too formal to console anyone. 

“In this passage of the Gospel we see that the Lord consoles us always in closeness, with the truth and in hope,” he said. “These are the three marks of the Lord's consolation.”

The pope observed that Jesus is always close to us in times of sorrow.

“The Lord consoles in closeness. And He does not use empty words, on the contrary: He prefers silence,” he said, according to a transcript by Vatican News.

He added that Jesus does not offer false comfort:  

“Jesus is true. He doesn't say formal things that are lies: ‘No, don’t worry, everything will pass, nothing will happen, it will pass, things will pass…’ No, it won’t. He is telling the truth. He doesn’t hide the truth.”

The pope explained that Jesus’ consolation always brings hope. 

He said: “He will come and take us by the hand and carry us. He does not say: ‘No, you will not suffer: it is nothing…’ No. He says the truth: ‘I am close to you, this is the truth: it is a bad time, of danger, of death. But do not let your heart be troubled, remain in that peace, that peace which is the basis of all consolation, because I will come and by the hand I will take you where I will be’.”

The pope concluded: “We ask for the grace to learn to let ourselves be consoled by the Lord. The Lord's consolation is true, not deceiving. It is not anesthesia, no. But it is near, it is true and it opens the doors of hope to us.”

After Mass, the pope presided at adoration and benediction of the Blessed Sacrament, before leading those watching via livestream in an act of spiritual communion.

The congregation then sang the Easter Marian antiphon “Regina caeli.”

At the start of Mass, the pope noted that World Red Cross and Red Crescent Day falls on May 8, the anniversary of the birth of Henry Dunant, founder of the International Committee of the Red Cross.  

Pope Francis said: “We pray for the people who work in these worthy institutions: may the Lord bless their work which does so much good.”