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Stein characterizations for linear combinations of gamma random variables

Benjamin Arras, Ehsan Azmoodeh, Guillaume Poly, Yvik Swan.

Source: Brazilian Journal of Probability and Statistics, Volume 34, Number 2, 394--413.

Abstract:
In this paper we propose a new, simple and explicit mechanism allowing to derive Stein operators for random variables whose characteristic function satisfies a simple ODE. We apply this to study random variables which can be represented as linear combinations of (not necessarily independent) gamma distributed random variables. The connection with Malliavin calculus for random variables in the second Wiener chaos is detailed. An application to McKay Type I random variables is also outlined.




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Measuring symmetry and asymmetry of multiplicative distortion measurement errors data

Jun Zhang, Yujie Gai, Xia Cui, Gaorong Li.

Source: Brazilian Journal of Probability and Statistics, Volume 34, Number 2, 370--393.

Abstract:
This paper studies the measure of symmetry or asymmetry of a continuous variable under the multiplicative distortion measurement errors setting. The unobservable variable is distorted in a multiplicative fashion by an observed confounding variable. First, two direct plug-in estimation procedures are proposed, and the empirical likelihood based confidence intervals are constructed to measure the symmetry or asymmetry of the unobserved variable. Next, we propose four test statistics for testing whether the unobserved variable is symmetric or not. The asymptotic properties of the proposed estimators and test statistics are examined. We conduct Monte Carlo simulation experiments to examine the performance of the proposed estimators and test statistics. These methods are applied to analyze a real dataset for an illustration.




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Adaptive two-treatment three-period crossover design for normal responses

Uttam Bandyopadhyay, Shirsendu Mukherjee, Atanu Biswas.

Source: Brazilian Journal of Probability and Statistics, Volume 34, Number 2, 291--303.

Abstract:
In adaptive crossover design, our goal is to allocate more patients to a promising treatment sequence. The present work contains a very simple three period crossover design for two competing treatments where the allocation in period 3 is done on the basis of the data obtained from the first two periods. Assuming normality of response variables we use a reliability functional for the choice between two treatments. We calculate the allocation proportions and their standard errors corresponding to the possible treatment combinations. We also derive some asymptotic results and provide solutions on related inferential problems. Moreover, the proposed procedure is compared with a possible competitor. Finally, we use a data set to illustrate the applicability of the proposed design.




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A primer on the characterization of the exchangeable Marshall–Olkin copula via monotone sequences

Natalia Shenkman.

Source: Brazilian Journal of Probability and Statistics, Volume 34, Number 1, 127--135.

Abstract:
While derivations of the characterization of the $d$-variate exchangeable Marshall–Olkin copula via $d$-monotone sequences relying on basic knowledge in probability theory exist in the literature, they contain a myriad of unnecessary relatively complicated computations. We revisit this issue and provide proofs where all undesired artefacts are removed, thereby exposing the simplicity of the characterization. In particular, we give an insightful analytical derivation of the monotonicity conditions based on the monotonicity properties of the survival probabilities.




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Nonparametric discrimination of areal functional data

Ahmad Younso.

Source: Brazilian Journal of Probability and Statistics, Volume 34, Number 1, 112--126.

Abstract:
We consider a new nonparametric rule of classification, inspired from the classical moving window rule, that allows for the classification of spatially dependent functional data containing some completely missing curves. We investigate the consistency of this classifier under mild conditions. The practical use of the classifier will be illustrated through simulation studies.




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Robust Bayesian model selection for heavy-tailed linear regression using finite mixtures

Flávio B. Gonçalves, Marcos O. Prates, Victor Hugo Lachos.

Source: Brazilian Journal of Probability and Statistics, Volume 34, Number 1, 51--70.

Abstract:
In this paper, we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture corresponds to one possible model within the symmetrical class of normal independent distributions. Naturally, the Gaussian model is one of the possibilities. This allows for a simultaneous analysis based on the posterior probability of each model. Inference is performed via Markov chain Monte Carlo—a Gibbs sampler with Metropolis–Hastings steps for a class of parameters. Simulated examples highlight the advantages of this approach compared to a segregated analysis based on arbitrarily chosen model selection criteria. Examples with real data are presented and an extension to censored linear regression is introduced and discussed.




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A joint mean-correlation modeling approach for longitudinal zero-inflated count data

Weiping Zhang, Jiangli Wang, Fang Qian, Yu Chen.

Source: Brazilian Journal of Probability and Statistics, Volume 34, Number 1, 35--50.

Abstract:
Longitudinal zero-inflated count data are widely encountered in many fields, while modeling the correlation between measurements for the same subject is more challenge due to the lack of suitable multivariate joint distributions. This paper studies a novel mean-correlation modeling approach for longitudinal zero-inflated regression model, solving both problems of specifying joint distribution and parsimoniously modeling correlations with no constraint. The joint distribution of zero-inflated discrete longitudinal responses is modeled by a copula model whose correlation parameters are innovatively represented in hyper-spherical coordinates. To overcome the computational intractability in maximizing the full likelihood function of the model, we further propose a computationally efficient pairwise likelihood approach. We then propose separated mean and correlation regression models to model these key quantities, such modeling approach can also handle irregularly and possibly subject-specific times points. The resulting estimators are shown to be consistent and asymptotically normal. Data example and simulations support the effectiveness of the proposed approach.




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Influence measures for the Waring regression model

Luisa Rivas, Manuel Galea.

Source: Brazilian Journal of Probability and Statistics, Volume 33, Number 2, 402--424.

Abstract:
In this paper, we present a regression model where the response variable is a count data that follows a Waring distribution. The Waring regression model allows for analysis of phenomena where the Geometric regression model is inadequate, because the probability of success on each trial, $p$, is different for each individual and $p$ has an associated distribution. Estimation is performed by maximum likelihood, through the maximization of the $Q$-function using EM algorithm. Diagnostic measures are calculated for this model. To illustrate the results, an application to real data is presented. Some specific details are given in the Appendix of the paper.




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A new log-linear bimodal Birnbaum–Saunders regression model with application to survival data

Francisco Cribari-Neto, Rodney V. Fonseca.

Source: Brazilian Journal of Probability and Statistics, Volume 33, Number 2, 329--355.

Abstract:
The log-linear Birnbaum–Saunders model has been widely used in empirical applications. We introduce an extension of this model based on a recently proposed version of the Birnbaum–Saunders distribution which is more flexible than the standard Birnbaum–Saunders law since its density may assume both unimodal and bimodal shapes. We show how to perform point estimation, interval estimation and hypothesis testing inferences on the parameters that index the regression model we propose. We also present a number of diagnostic tools, such as residual analysis, local influence, generalized leverage, generalized Cook’s distance and model misspecification tests. We investigate the usefulness of model selection criteria and the accuracy of prediction intervals for the proposed model. Results of Monte Carlo simulations are presented. Finally, we also present and discuss an empirical application.




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Bayesian robustness to outliers in linear regression and ratio estimation

Alain Desgagné, Philippe Gagnon.

Source: Brazilian Journal of Probability and Statistics, Volume 33, Number 2, 205--221.

Abstract:
Whole robustness is a nice property to have for statistical models. It implies that the impact of outliers gradually vanishes as they approach plus or minus infinity. So far, the Bayesian literature provides results that ensure whole robustness for the location-scale model. In this paper, we make two contributions. First, we generalise the results to attain whole robustness in simple linear regression through the origin, which is a necessary step towards results for general linear regression models. We allow the variance of the error term to depend on the explanatory variable. This flexibility leads to the second contribution: we provide a simple Bayesian approach to robustly estimate finite population means and ratios. The strategy to attain whole robustness is simple since it lies in replacing the traditional normal assumption on the error term by a super heavy-tailed distribution assumption. As a result, users can estimate the parameters as usual, using the posterior distribution.




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Heavy metalloid music : the story of Simply Saucer

Locke, Jesse, 1983- author.
9781771613682 (Paper)




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Reclaiming indigenous governance : reflections and insights from Australia, Canada, New Zealand, and the United States

9780816539970 (paperback)




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Can $p$-values be meaningfully interpreted without random sampling?

Norbert Hirschauer, Sven Grüner, Oliver Mußhoff, Claudia Becker, Antje Jantsch.

Source: Statistics Surveys, Volume 14, 71--91.

Abstract:
Besides the inferential errors that abound in the interpretation of $p$-values, the probabilistic pre-conditions (i.e. random sampling or equivalent) for using them at all are not often met by observational studies in the social sciences. This paper systematizes different sampling designs and discusses the restrictive requirements of data collection that are the indispensable prerequisite for using $p$-values.




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Measuring multivariate association and beyond

Julie Josse, Susan Holmes.

Source: Statistics Surveys, Volume 10, 132--167.

Abstract:
Simple correlation coefficients between two variables have been generalized to measure association between two matrices in many ways. Coefficients such as the RV coefficient, the distance covariance (dCov) coefficient and kernel based coefficients are being used by different research communities. Scientists use these coefficients to test whether two random vectors are linked. Once it has been ascertained that there is such association through testing, then a next step, often ignored, is to explore and uncover the association’s underlying patterns. This article provides a survey of various measures of dependence between random vectors and tests of independence and emphasizes the connections and differences between the various approaches. After providing definitions of the coefficients and associated tests, we present the recent improvements that enhance their statistical properties and ease of interpretation. We summarize multi-table approaches and provide scenarii where the indices can provide useful summaries of heterogeneous multi-block data. We illustrate these different strategies on several examples of real data and suggest directions for future research.




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A unified treatment for non-asymptotic and asymptotic approaches to minimax signal detection

Clément Marteau, Theofanis Sapatinas.

Source: Statistics Surveys, Volume 9, 253--297.

Abstract:
We are concerned with minimax signal detection. In this setting, we discuss non-asymptotic and asymptotic approaches through a unified treatment. In particular, we consider a Gaussian sequence model that contains classical models as special cases, such as, direct, well-posed inverse and ill-posed inverse problems. Working with certain ellipsoids in the space of squared-summable sequences of real numbers, with a ball of positive radius removed, we compare the construction of lower and upper bounds for the minimax separation radius (non-asymptotic approach) and the minimax separation rate (asymptotic approach) that have been proposed in the literature. Some additional contributions, bringing to light links between non-asymptotic and asymptotic approaches to minimax signal, are also presented. An example of a mildly ill-posed inverse problem is used for illustrative purposes. In particular, it is shown that tools used to derive ‘asymptotic’ results can be exploited to draw ‘non-asymptotic’ conclusions, and vice-versa. In order to enhance our understanding of these two minimax signal detection paradigms, we bring into light hitherto unknown similarities and links between non-asymptotic and asymptotic approaches.




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The theory and application of penalized methods or Reproducing Kernel Hilbert Spaces made easy

Nancy Heckman

Source: Statist. Surv., Volume 6, 113--141.

Abstract:
The popular cubic smoothing spline estimate of a regression function arises as the minimizer of the penalized sum of squares $sum_{j}(Y_{j}-mu(t_{j}))^{2}+lambda int_{a}^{b}[mu''(t)]^{2},dt$, where the data are $t_{j},Y_{j}$, $j=1,ldots,n$. The minimization is taken over an infinite-dimensional function space, the space of all functions with square integrable second derivatives. But the calculations can be carried out in a finite-dimensional space. The reduction from minimizing over an infinite dimensional space to minimizing over a finite dimensional space occurs for more general objective functions: the data may be related to the function $mu$ in another way, the sum of squares may be replaced by a more suitable expression, or the penalty, $int_{a}^{b}[mu''(t)]^{2},dt$, might take a different form. This paper reviews the Reproducing Kernel Hilbert Space structure that provides a finite-dimensional solution for a general minimization problem. Particular attention is paid to the construction and study of the Reproducing Kernel Hilbert Space corresponding to a penalty based on a linear differential operator. In this case, one can often calculate the minimizer explicitly, using Green’s functions.




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Identifying the consequences of dynamic treatment strategies: A decision-theoretic overview

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.

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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.

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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.

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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

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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

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Primal and dual model representations in kernel-based learning

Johan A.K. Suykens, Carlos Alzate, Kristiaan Pelckmans

Source: Statist. Surv., Volume 4, 148--183.

Abstract:
This paper discusses the role of primal and (Lagrange) dual model representations in problems of supervised and unsupervised learning. The specification of the estimation problem is conceived at the primal level as a constrained optimization problem. The constraints relate to the model which is expressed in terms of the feature map. From the conditions for optimality one jointly finds the optimal model representation and the model estimate. At the dual level the model is expressed in terms of a positive definite kernel function, which is characteristic for a support vector machine methodology. It is discussed how least squares support vector machines are playing a central role as core models across problems of regression, classification, principal component analysis, spectral clustering, canonical correlation analysis, dimensionality reduction and data visualization.




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Start your Chinese Family Search at the State Library of...

Start your Chinese Family Search at the State Library of NSW   One in ten Sydneysiders claims Chinese ancestry




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Unsupervised Pre-trained Models from Healthy ADLs Improve Parkinson's Disease Classification of Gait Patterns. (arXiv:2005.02589v2 [cs.LG] UPDATED)

Application and use of deep learning algorithms for different healthcare applications is gaining interest at a steady pace. However, use of such algorithms can prove to be challenging as they require large amounts of training data that capture different possible variations. This makes it difficult to use them in a clinical setting since in most health applications researchers often have to work with limited data. Less data can cause the deep learning model to over-fit. In this paper, we ask how can we use data from a different environment, different use-case, with widely differing data distributions. We exemplify this use case by using single-sensor accelerometer data from healthy subjects performing activities of daily living - ADLs (source dataset), to extract features relevant to multi-sensor accelerometer gait data (target dataset) for Parkinson's disease classification. We train the pre-trained model using the source dataset and use it as a feature extractor. We show that the features extracted for the target dataset can be used to train an effective classification model. Our pre-trained source model consists of a convolutional autoencoder, and the target classification model is a simple multi-layer perceptron model. We explore two different pre-trained source models, trained using different activity groups, and analyze the influence the choice of pre-trained model has over the task of Parkinson's disease classification.




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Generating Thermal Image Data Samples using 3D Facial Modelling Techniques and Deep Learning Methodologies. (arXiv:2005.01923v2 [cs.CV] UPDATED)

Methods for generating synthetic data have become of increasing importance to build large datasets required for Convolution Neural Networks (CNN) based deep learning techniques for a wide range of computer vision applications. In this work, we extend existing methodologies to show how 2D thermal facial data can be mapped to provide 3D facial models. For the proposed research work we have used tufts datasets for generating 3D varying face poses by using a single frontal face pose. The system works by refining the existing image quality by performing fusion based image preprocessing operations. The refined outputs have better contrast adjustments, decreased noise level and higher exposedness of the dark regions. It makes the facial landmarks and temperature patterns on the human face more discernible and visible when compared to original raw data. Different image quality metrics are used to compare the refined version of images with original images. In the next phase of the proposed study, the refined version of images is used to create 3D facial geometry structures by using Convolution Neural Networks (CNN). The generated outputs are then imported in blender software to finally extract the 3D thermal facial outputs of both males and females. The same technique is also used on our thermal face data acquired using prototype thermal camera (developed under Heliaus EU project) in an indoor lab environment which is then used for generating synthetic 3D face data along with varying yaw face angles and lastly facial depth map is generated.




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Can a powerful neural network be a teacher for a weaker neural network?. (arXiv:2005.00393v2 [cs.LG] UPDATED)

The transfer learning technique is widely used to learning in one context and applying it to another, i.e. the capacity to apply acquired knowledge and skills to new situations. But is it possible to transfer the learning from a deep neural network to a weaker neural network? Is it possible to improve the performance of a weak neural network using the knowledge acquired by a more powerful neural network? In this work, during the training process of a weak network, we add a loss function that minimizes the distance between the features previously learned from a strong neural network with the features that the weak network must try to learn. To demonstrate the effectiveness and robustness of our approach, we conducted a large number of experiments using three known datasets and demonstrated that a weak neural network can increase its performance if its learning process is driven by a more powerful neural network.




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Short-term forecasts of COVID-19 spread across Indian states until 1 May 2020. (arXiv:2004.13538v2 [q-bio.PE] UPDATED)

The very first case of corona-virus illness was recorded on 30 January 2020, in India and the number of infected cases, including the death toll, continues to rise. In this paper, we present short-term forecasts of COVID-19 for 28 Indian states and five union territories using real-time data from 30 January to 21 April 2020. Applying Holt's second-order exponential smoothing method and autoregressive integrated moving average (ARIMA) model, we generate 10-day ahead forecasts of the likely number of infected cases and deaths in India for 22 April to 1 May 2020. Our results show that the number of cumulative cases in India will rise to 36335.63 [PI 95% (30884.56, 42918.87)], concurrently the number of deaths may increase to 1099.38 [PI 95% (959.77, 1553.76)] by 1 May 2020. Further, we have divided the country into severity zones based on the cumulative cases. According to this analysis, Maharashtra is likely to be the most affected states with around 9787.24 [PI 95% (6949.81, 13757.06)] cumulative cases by 1 May 2020. However, Kerala and Karnataka are likely to shift from the red zone (i.e. highly affected) to the lesser affected region. On the other hand, Gujarat and Madhya Pradesh will move to the red zone. These results mark the states where lockdown by 3 May 2020, can be loosened.




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Excess registered deaths in England and Wales during the COVID-19 pandemic, March 2020 and April 2020. (arXiv:2004.11355v4 [stat.AP] UPDATED)

Official counts of COVID-19 deaths have been criticized for potentially including people who did not die of COVID-19 but merely died with COVID-19. I address that critique by fitting a generalized additive model to weekly counts of all registered deaths in England and Wales during the 2010s. The model produces baseline rates of death registrations expected in the absence of the COVID-19 pandemic, and comparing those baselines to recent counts of registered deaths exposes the emergence of excess deaths late in March 2020. Among adults aged 45+, about 38,700 excess deaths were registered in the 5 weeks comprising 21 March through 24 April (612 $pm$ 416 from 21$-$27 March, 5675 $pm$ 439 from 28 March through 3 April, then 9183 $pm$ 468, 12,712 $pm$ 589, and 10,511 $pm$ 567 in April's next 3 weeks). Both the Office for National Statistics's respective count of 26,891 death certificates which mention COVID-19, and the Department of Health and Social Care's hospital-focused count of 21,222 deaths, are appreciably less, implying that their counting methods have underestimated rather than overestimated the pandemic's true death toll. If underreporting rates have held steady, about 45,900 direct and indirect COVID-19 deaths might have been registered by April's end but not yet publicly reported in full.




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Deep transfer learning for improving single-EEG arousal detection. (arXiv:2004.05111v2 [cs.CV] UPDATED)

Datasets in sleep science present challenges for machine learning algorithms due to differences in recording setups across clinics. We investigate two deep transfer learning strategies for overcoming the channel mismatch problem for cases where two datasets do not contain exactly the same setup leading to degraded performance in single-EEG models. Specifically, we train a baseline model on multivariate polysomnography data and subsequently replace the first two layers to prepare the architecture for single-channel electroencephalography data. Using a fine-tuning strategy, our model yields similar performance to the baseline model (F1=0.682 and F1=0.694, respectively), and was significantly better than a comparable single-channel model. Our results are promising for researchers working with small databases who wish to use deep learning models pre-trained on larger databases.




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Risk-Aware Energy Scheduling for Edge Computing with Microgrid: A Multi-Agent Deep Reinforcement Learning Approach. (arXiv:2003.02157v2 [physics.soc-ph] UPDATED)

In recent years, multi-access edge computing (MEC) is a key enabler for handling the massive expansion of Internet of Things (IoT) applications and services. However, energy consumption of a MEC network depends on volatile tasks that induces risk for energy demand estimations. As an energy supplier, a microgrid can facilitate seamless energy supply. However, the risk associated with energy supply is also increased due to unpredictable energy generation from renewable and non-renewable sources. Especially, the risk of energy shortfall is involved with uncertainties in both energy consumption and generation. In this paper, we study a risk-aware energy scheduling problem for a microgrid-powered MEC network. First, we formulate an optimization problem considering the conditional value-at-risk (CVaR) measurement for both energy consumption and generation, where the objective is to minimize the loss of energy shortfall of the MEC networks and we show this problem is an NP-hard problem. Second, we analyze our formulated problem using a multi-agent stochastic game that ensures the joint policy Nash equilibrium, and show the convergence of the proposed model. Third, we derive the solution by applying a multi-agent deep reinforcement learning (MADRL)-based asynchronous advantage actor-critic (A3C) algorithm with shared neural networks. This method mitigates the curse of dimensionality of the state space and chooses the best policy among the agents for the proposed problem. Finally, the experimental results establish a significant performance gain by considering CVaR for high accuracy energy scheduling of the proposed model than both the single and random agent models.




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Mnemonics Training: Multi-Class Incremental Learning without Forgetting. (arXiv:2002.10211v3 [cs.CV] UPDATED)

Multi-Class Incremental Learning (MCIL) aims to learn new concepts by incrementally updating a model trained on previous concepts. However, there is an inherent trade-off to effectively learning new concepts without catastrophic forgetting of previous ones. To alleviate this issue, it has been proposed to keep around a few examples of the previous concepts but the effectiveness of this approach heavily depends on the representativeness of these examples. This paper proposes a novel and automatic framework we call mnemonics, where we parameterize exemplars and make them optimizable in an end-to-end manner. We train the framework through bilevel optimizations, i.e., model-level and exemplar-level. We conduct extensive experiments on three MCIL benchmarks, CIFAR-100, ImageNet-Subset and ImageNet, and show that using mnemonics exemplars can surpass the state-of-the-art by a large margin. Interestingly and quite intriguingly, the mnemonics exemplars tend to be on the boundaries between different classes.




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A Distributionally Robust Area Under Curve Maximization Model. (arXiv:2002.07345v2 [math.OC] UPDATED)

Area under ROC curve (AUC) is a widely used performance measure for classification models. We propose two new distributionally robust AUC maximization models (DR-AUC) that rely on the Kantorovich metric and approximate the AUC with the hinge loss function. We consider the two cases with respectively fixed and variable support for the worst-case distribution. We use duality theory to reformulate the DR-AUC models and derive tractable convex optimization problems. The numerical experiments show that the proposed DR-AUC models -- benchmarked with the standard deterministic AUC and the support vector machine models - perform better in general and in particular improve the worst-case out-of-sample performance over the majority of the considered datasets, thereby showing their robustness. The results are particularly encouraging since our numerical experiments are conducted with training sets of small size which have been known to be conducive to low out-of-sample performance.




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Statistical aspects of nuclear mass models. (arXiv:2002.04151v3 [nucl-th] UPDATED)

We study the information content of nuclear masses from the perspective of global models of nuclear binding energies. To this end, we employ a number of statistical methods and diagnostic tools, including Bayesian calibration, Bayesian model averaging, chi-square correlation analysis, principal component analysis, and empirical coverage probability. Using a Bayesian framework, we investigate the structure of the 4-parameter Liquid Drop Model by considering discrepant mass domains for calibration. We then use the chi-square correlation framework to analyze the 14-parameter Skyrme energy density functional calibrated using homogeneous and heterogeneous datasets. We show that a quite dramatic parameter reduction can be achieved in both cases. The advantage of Bayesian model averaging for improving uncertainty quantification is demonstrated. The statistical approaches used are pedagogically described; in this context this work can serve as a guide for future applications.




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Cyclic Boosting -- an explainable supervised machine learning algorithm. (arXiv:2002.03425v2 [cs.LG] UPDATED)

Supervised machine learning algorithms have seen spectacular advances and surpassed human level performance in a wide range of specific applications. However, using complex ensemble or deep learning algorithms typically results in black box models, where the path leading to individual predictions cannot be followed in detail. In order to address this issue, we propose the novel "Cyclic Boosting" machine learning algorithm, which allows to efficiently perform accurate regression and classification tasks while at the same time allowing a detailed understanding of how each individual prediction was made.




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On the impact of selected modern deep-learning techniques to the performance and celerity of classification models in an experimental high-energy physics use case. (arXiv:2002.01427v3 [physics.data-an] UPDATED)

Beginning from a basic neural-network architecture, we test the potential benefits offered by a range of advanced techniques for machine learning, in particular deep learning, in the context of a typical classification problem encountered in the domain of high-energy physics, using a well-studied dataset: the 2014 Higgs ML Kaggle dataset. The advantages are evaluated in terms of both performance metrics and the time required to train and apply the resulting models. Techniques examined include domain-specific data-augmentation, learning rate and momentum scheduling, (advanced) ensembling in both model-space and weight-space, and alternative architectures and connection methods.

Following the investigation, we arrive at a model which achieves equal performance to the winning solution of the original Kaggle challenge, whilst being significantly quicker to train and apply, and being suitable for use with both GPU and CPU hardware setups. These reductions in timing and hardware requirements potentially allow the use of more powerful algorithms in HEP analyses, where models must be retrained frequently, sometimes at short notice, by small groups of researchers with limited hardware resources. Additionally, a new wrapper library for PyTorch called LUMINis presented, which incorporates all of the techniques studied.




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Learned Step Size Quantization. (arXiv:1902.08153v3 [cs.LG] UPDATED)

Deep networks run with low precision operations at inference time offer power and space advantages over high precision alternatives, but need to overcome the challenge of maintaining high accuracy as precision decreases. Here, we present a method for training such networks, Learned Step Size Quantization, that achieves the highest accuracy to date on the ImageNet dataset when using models, from a variety of architectures, with weights and activations quantized to 2-, 3- or 4-bits of precision, and that can train 3-bit models that reach full precision baseline accuracy. Our approach builds upon existing methods for learning weights in quantized networks by improving how the quantizer itself is configured. Specifically, we introduce a novel means to estimate and scale the task loss gradient at each weight and activation layer's quantizer step size, such that it can be learned in conjunction with other network parameters. This approach works using different levels of precision as needed for a given system and requires only a simple modification of existing training code.




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Multi-scale analysis of lead-lag relationships in high-frequency financial markets. (arXiv:1708.03992v3 [stat.ME] UPDATED)

We propose a novel estimation procedure for scale-by-scale lead-lag relationships of financial assets observed at high-frequency in a non-synchronous manner. The proposed estimation procedure does not require any interpolation processing of original datasets and is applicable to those with highest time resolution available. Consistency of the proposed estimators is shown under the continuous-time framework that has been developed in our previous work Hayashi and Koike (2018). An empirical application to a quote dataset of the NASDAQ-100 assets identifies two types of lead-lag relationships at different time scales.




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Deep Learning on Point Clouds for False Positive Reduction at Nodule Detection in Chest CT Scans. (arXiv:2005.03654v1 [eess.IV])

The paper focuses on a novel approach for false-positive reduction (FPR) of nodule candidates in Computer-aided detection (CADe) system after suspicious lesions proposing stage. Unlike common decisions in medical image analysis, the proposed approach considers input data not as 2d or 3d image, but as a point cloud and uses deep learning models for point clouds. We found out that models for point clouds require less memory and are faster on both training and inference than traditional CNN 3D, achieves better performance and does not impose restrictions on the size of the input image, thereby the size of the nodule candidate. We propose an algorithm for transforming 3d CT scan data to point cloud. In some cases, the volume of the nodule candidate can be much smaller than the surrounding context, for example, in the case of subpleural localization of the nodule. Therefore, we developed an algorithm for sampling points from a point cloud constructed from a 3D image of the candidate region. The algorithm guarantees to capture both context and candidate information as part of the point cloud of the nodule candidate. An experiment with creating a dataset from an open LIDC-IDRI database for a feature of the FPR task was accurately designed, set up and described in detail. The data augmentation technique was applied to avoid overfitting and as an upsampling method. Experiments are conducted with PointNet, PointNet++ and DGCNN. We show that the proposed approach outperforms baseline CNN 3D models and demonstrates 85.98 FROC versus 77.26 FROC for baseline models.




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Plan2Vec: Unsupervised Representation Learning by Latent Plans. (arXiv:2005.03648v1 [cs.LG])

In this paper we introduce plan2vec, an unsupervised representation learning approach that is inspired by reinforcement learning. Plan2vec constructs a weighted graph on an image dataset using near-neighbor distances, and then extrapolates this local metric to a global embedding by distilling path-integral over planned path. When applied to control, plan2vec offers a way to learn goal-conditioned value estimates that are accurate over long horizons that is both compute and sample efficient. We demonstrate the effectiveness of plan2vec on one simulated and two challenging real-world image datasets. Experimental results show that plan2vec successfully amortizes the planning cost, enabling reactive planning that is linear in memory and computation complexity rather than exhaustive over the entire state space.




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A simulation study of disaggregation regression for spatial disease mapping. (arXiv:2005.03604v1 [stat.AP])

Disaggregation regression has become an important tool in spatial disease mapping for making fine-scale predictions of disease risk from aggregated response data. By including high resolution covariate information and modelling the data generating process on a fine scale, it is hoped that these models can accurately learn the relationships between covariates and response at a fine spatial scale. However, validating these high resolution predictions can be a challenge, as often there is no data observed at this spatial scale. In this study, disaggregation regression was performed on simulated data in various settings and the resulting fine-scale predictions are compared to the simulated ground truth. Performance was investigated with varying numbers of data points, sizes of aggregated areas and levels of model misspecification. The effectiveness of cross validation on the aggregate level as a measure of fine-scale predictive performance was also investigated. Predictive performance improved as the number of observations increased and as the size of the aggregated areas decreased. When the model was well-specified, fine-scale predictions were accurate even with small numbers of observations and large aggregated areas. Under model misspecification predictive performance was significantly worse for large aggregated areas but remained high when response data was aggregated over smaller regions. Cross-validation correlation on the aggregate level was a moderately good predictor of fine-scale predictive performance. While the simulations are unlikely to capture the nuances of real-life response data, this study gives insight into the effectiveness of disaggregation regression in different contexts.




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Physics-informed neural network for ultrasound nondestructive quantification of surface breaking cracks. (arXiv:2005.03596v1 [cs.LG])

We introduce an optimized physics-informed neural network (PINN) trained to solve the problem of identifying and characterizing a surface breaking crack in a metal plate. PINNs are neural networks that can combine data and physics in the learning process by adding the residuals of a system of Partial Differential Equations to the loss function. Our PINN is supervised with realistic ultrasonic surface acoustic wave data acquired at a frequency of 5 MHz. The ultrasonic surface wave data is represented as a surface deformation on the top surface of a metal plate, measured by using the method of laser vibrometry. The PINN is physically informed by the acoustic wave equation and its convergence is sped up using adaptive activation functions. The adaptive activation function uses a scalable hyperparameter in the activation function, which is optimized to achieve best performance of the network as it changes dynamically the topology of the loss function involved in the optimization process. The usage of adaptive activation function significantly improves the convergence, notably observed in the current study. We use PINNs to estimate the speed of sound of the metal plate, which we do with an error of 1\%, and then, by allowing the speed of sound to be space dependent, we identify and characterize the crack as the positions where the speed of sound has decreased. Our study also shows the effect of sub-sampling of the data on the sensitivity of sound speed estimates. More broadly, the resulting model shows a promising deep neural network model for ill-posed inverse problems.




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Predictive Modeling of ICU Healthcare-Associated Infections from Imbalanced Data. Using Ensembles and a Clustering-Based Undersampling Approach. (arXiv:2005.03582v1 [cs.LG])

Early detection of patients vulnerable to infections acquired in the hospital environment is a challenge in current health systems given the impact that such infections have on patient mortality and healthcare costs. This work is focused on both the identification of risk factors and the prediction of healthcare-associated infections in intensive-care units by means of machine-learning methods. The aim is to support decision making addressed at reducing the incidence rate of infections. In this field, it is necessary to deal with the problem of building reliable classifiers from imbalanced datasets. We propose a clustering-based undersampling strategy to be used in combination with ensemble classifiers. A comparative study with data from 4616 patients was conducted in order to validate our proposal. We applied several single and ensemble classifiers both to the original dataset and to data preprocessed by means of different resampling methods. The results were analyzed by means of classic and recent metrics specifically designed for imbalanced data classification. They revealed that the proposal is more efficient in comparison with other approaches.




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Noisy Differentiable Architecture Search. (arXiv:2005.03566v1 [cs.LG])

Simplicity is the ultimate sophistication. Differentiable Architecture Search (DARTS) has now become one of the mainstream paradigms of neural architecture search. However, it largely suffers from several disturbing factors of optimization process whose results are unstable to reproduce. FairDARTS points out that skip connections natively have an unfair advantage in exclusive competition which primarily leads to dramatic performance collapse. While FairDARTS turns the unfair competition into a collaborative one, we instead impede such unfair advantage by injecting unbiased random noise into skip operations' output. In effect, the optimizer should perceive this difficulty at each training step and refrain from overshooting on skip connections, but in a long run it still converges to the right solution area since no bias is added to the gradient. We name this novel approach as NoisyDARTS. Our experiments on CIFAR-10 and ImageNet attest that it can effectively break the skip connection's unfair advantage and yield better performance. It generates a series of models that achieve state-of-the-art results on both datasets.




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Reference and Document Aware Semantic Evaluation Methods for Korean Language Summarization. (arXiv:2005.03510v1 [cs.CL])

Text summarization refers to the process that generates a shorter form of text from the source document preserving salient information. Recently, many models for text summarization have been proposed. Most of those models were evaluated using recall-oriented understudy for gisting evaluation (ROUGE) scores. However, as ROUGE scores are computed based on n-gram overlap, they do not reflect semantic meaning correspondences between generated and reference summaries. Because Korean is an agglutinative language that combines various morphemes into a word that express several meanings, ROUGE is not suitable for Korean summarization. In this paper, we propose evaluation metrics that reflect semantic meanings of a reference summary and the original document, Reference and Document Aware Semantic Score (RDASS). We then propose a method for improving the correlation of the metrics with human judgment. Evaluation results show that the correlation with human judgment is significantly higher for our evaluation metrics than for ROUGE scores.




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Generative Feature Replay with Orthogonal Weight Modification for Continual Learning. (arXiv:2005.03490v1 [cs.LG])

The ability of intelligent agents to learn and remember multiple tasks sequentially is crucial to achieving artificial general intelligence. Many continual learning (CL) methods have been proposed to overcome catastrophic forgetting. Catastrophic forgetting notoriously impedes the sequential learning of neural networks as the data of previous tasks are unavailable. In this paper we focus on class incremental learning, a challenging CL scenario, in which classes of each task are disjoint and task identity is unknown during test. For this scenario, generative replay is an effective strategy which generates and replays pseudo data for previous tasks to alleviate catastrophic forgetting. However, it is not trivial to learn a generative model continually for relatively complex data. Based on recently proposed orthogonal weight modification (OWM) algorithm which can keep previously learned input-output mappings invariant approximately when learning new tasks, we propose to directly generate and replay feature. Empirical results on image and text datasets show our method can improve OWM consistently by a significant margin while conventional generative replay always results in a negative effect. Our method also beats a state-of-the-art generative replay method and is competitive with a strong baseline based on real data storage.




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Transfer Learning for sEMG-based Hand Gesture Classification using Deep Learning in a Master-Slave Architecture. (arXiv:2005.03460v1 [eess.SP])

Recent advancements in diagnostic learning and development of gesture-based human machine interfaces have driven surface electromyography (sEMG) towards significant importance. Analysis of hand gestures requires an accurate assessment of sEMG signals. The proposed work presents a novel sequential master-slave architecture consisting of deep neural networks (DNNs) for classification of signs from the Indian sign language using signals recorded from multiple sEMG channels. The performance of the master-slave network is augmented by leveraging additional synthetic feature data generated by long short term memory networks. Performance of the proposed network is compared to that of a conventional DNN prior to and after the addition of synthetic data. Up to 14% improvement is observed in the conventional DNN and up to 9% improvement in master-slave network on addition of synthetic data with an average accuracy value of 93.5% asserting the suitability of the proposed approach.




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Deep learning of physical laws from scarce data. (arXiv:2005.03448v1 [cs.LG])

Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and engineering disciplines. Recent advances in sparse identification show encouraging success in distilling closed-form governing equations from data for a wide range of nonlinear dynamical systems. However, the fundamental bottleneck of this approach lies in the robustness and scalability with respect to data scarcity and noise. This work introduces a novel physics-informed deep learning framework to discover governing partial differential equations (PDEs) from scarce and noisy data for nonlinear spatiotemporal systems. In particular, this approach seamlessly integrates the strengths of deep neural networks for rich representation learning, automatic differentiation and sparse regression to approximate the solution of system variables, compute essential derivatives, as well as identify the key derivative terms and parameters that form the structure and explicit expression of the PDEs. The efficacy and robustness of this method are demonstrated on discovering a variety of PDE systems with different levels of data scarcity and noise. The resulting computational framework shows the potential for closed-form model discovery in practical applications where large and accurate datasets are intractable to capture.




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Feature Selection Methods for Uplift Modeling. (arXiv:2005.03447v1 [cs.LG])

Uplift modeling is a predictive modeling technique that estimates the user-level incremental effect of a treatment using machine learning models. It is often used for targeting promotions and advertisements, as well as for the personalization of product offerings. In these applications, there are often hundreds of features available to build such models. Keeping all the features in a model can be costly and inefficient. Feature selection is an essential step in the modeling process for multiple reasons: improving the estimation accuracy by eliminating irrelevant features, accelerating model training and prediction speed, reducing the monitoring and maintenance workload for feature data pipeline, and providing better model interpretation and diagnostics capability. However, feature selection methods for uplift modeling have been rarely discussed in the literature. Although there are various feature selection methods for standard machine learning models, we will demonstrate that those methods are sub-optimal for solving the feature selection problem for uplift modeling. To address this problem, we introduce a set of feature selection methods designed specifically for uplift modeling, including both filter methods and embedded methods. To evaluate the effectiveness of the proposed feature selection methods, we use different uplift models and measure the accuracy of each model with a different number of selected features. We use both synthetic and real data to conduct these experiments. We also implemented the proposed filter methods in an open source Python package (CausalML).




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Curious Hierarchical Actor-Critic Reinforcement Learning. (arXiv:2005.03420v1 [cs.LG])

Hierarchical abstraction and curiosity-driven exploration are two common paradigms in current reinforcement learning approaches to break down difficult problems into a sequence of simpler ones and to overcome reward sparsity. However, there is a lack of approaches that combine these paradigms, and it is currently unknown whether curiosity also helps to perform the hierarchical abstraction. As a novelty and scientific contribution, we tackle this issue and develop a method that combines hierarchical reinforcement learning with curiosity. Herein, we extend a contemporary hierarchical actor-critic approach with a forward model to develop a hierarchical notion of curiosity. We demonstrate in several continuous-space environments that curiosity approximately doubles the learning performance and success rates for most of the investigated benchmarking problems.




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Relevance Vector Machine with Weakly Informative Hyperprior and Extended Predictive Information Criterion. (arXiv:2005.03419v1 [stat.ML])

In the variational relevance vector machine, the gamma distribution is representative as a hyperprior over the noise precision of automatic relevance determination prior. Instead of the gamma hyperprior, we propose to use the inverse gamma hyperprior with a shape parameter close to zero and a scale parameter not necessary close to zero. This hyperprior is associated with the concept of a weakly informative prior. The effect of this hyperprior is investigated through regression to non-homogeneous data. Because it is difficult to capture the structure of such data with a single kernel function, we apply the multiple kernel method, in which multiple kernel functions with different widths are arranged for input data. We confirm that the degrees of freedom in a model is controlled by adjusting the scale parameter and keeping the shape parameter close to zero. A candidate for selecting the scale parameter is the predictive information criterion. However the estimated model using this criterion seems to cause over-fitting. This is because the multiple kernel method makes the model a situation where the dimension of the model is larger than the data size. To select an appropriate scale parameter even in such a situation, we also propose an extended prediction information criterion. It is confirmed that a multiple kernel relevance vector regression model with good predictive accuracy can be obtained by selecting the scale parameter minimizing extended prediction information criterion.




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CARL: Controllable Agent with Reinforcement Learning for Quadruped Locomotion. (arXiv:2005.03288v1 [cs.LG])

Motion synthesis in a dynamic environment has been a long-standing problem for character animation. Methods using motion capture data tend to scale poorly in complex environments because of their larger capturing and labeling requirement. Physics-based controllers are effective in this regard, albeit less controllable. In this paper, we present CARL, a quadruped agent that can be controlled with high-level directives and react naturally to dynamic environments. Starting with an agent that can imitate individual animation clips, we use Generative Adversarial Networks to adapt high-level controls, such as speed and heading, to action distributions that correspond to the original animations. Further fine-tuning through the deep reinforcement learning enables the agent to recover from unseen external perturbations while producing smooth transitions. It then becomes straightforward to create autonomous agents in dynamic environments by adding navigation modules over the entire process. We evaluate our approach by measuring the agent's ability to follow user control and provide a visual analysis of the generated motion to show its effectiveness.




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An Empirical Study of Incremental Learning in Neural Network with Noisy Training Set. (arXiv:2005.03266v1 [cs.LG])

The notion of incremental learning is to train an ANN algorithm in stages, as and when newer training data arrives. Incremental learning is becoming widespread in recent times with the advent of deep learning. Noise in the training data reduces the accuracy of the algorithm. In this paper, we make an empirical study of the effect of noise in the training phase. We numerically show that the accuracy of the algorithm is dependent more on the location of the error than the percentage of error. Using Perceptron, Feed Forward Neural Network and Radial Basis Function Neural Network, we show that for the same percentage of error, the accuracy of the algorithm significantly varies with the location of error. Furthermore, our results show that the dependence of the accuracy with the location of error is independent of the algorithm. However, the slope of the degradation curve decreases with more sophisticated algorithms




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Collective Loss Function for Positive and Unlabeled Learning. (arXiv:2005.03228v1 [cs.LG])

People learn to discriminate between classes without explicit exposure to negative examples. On the contrary, traditional machine learning algorithms often rely on negative examples, otherwise the model would be prone to collapse and always-true predictions. Therefore, it is crucial to design the learning objective which leads the model to converge and to perform predictions unbiasedly without explicit negative signals. In this paper, we propose a Collectively loss function to learn from only Positive and Unlabeled data (cPU). We theoretically elicit the loss function from the setting of PU learning. We perform intensive experiments on the benchmark and real-world datasets. The results show that cPU consistently outperforms the current state-of-the-art PU learning methods.




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Learning on dynamic statistical manifolds. (arXiv:2005.03223v1 [math.ST])

Hyperbolic balance laws with uncertain (random) parameters and inputs are ubiquitous in science and engineering. Quantification of uncertainty in predictions derived from such laws, and reduction of predictive uncertainty via data assimilation, remain an open challenge. That is due to nonlinearity of governing equations, whose solutions are highly non-Gaussian and often discontinuous. To ameliorate these issues in a computationally efficient way, we use the method of distributions, which here takes the form of a deterministic equation for spatiotemporal evolution of the cumulative distribution function (CDF) of the random system state, as a means of forward uncertainty propagation. Uncertainty reduction is achieved by recasting the standard loss function, i.e., discrepancy between observations and model predictions, in distributional terms. This step exploits the equivalence between minimization of the square error discrepancy and the Kullback-Leibler divergence. The loss function is regularized by adding a Lagrangian constraint enforcing fulfillment of the CDF equation. Minimization is performed sequentially, progressively updating the parameters of the CDF equation as more measurements are assimilated.