The horseshoe prior is frequently employed in Bayesian analysis of high-dimensional models, and has been shown to achieve minimax optimal risk properties when the truth is sparse. While optimization-based algorithms for the extremely popular Lasso and elastic net procedures can scale to dimension in the hundreds of thousands, algorithms for the horseshoe that use Markov chain Monte Carlo (MCMC) for computation are limited to problems an order of magnitude smaller. This is due to high computational cost per step and growth of the variance of time-averaging estimators as a function of dimension. We propose two new MCMC algorithms for computation in these models that have significantly improved performance compared to existing alternatives. One of the algorithms also approximates an expensive matrix product to give orders of magnitude speedup in high-dimensional applications. We prove guarantees for the accuracy of the approximate algorithm, and show that gradually decreasing the approximation error as the chain extends results in an exact algorithm. The scalability of the algorithm is illustrated in simulations with problem size as large as $N=5,000$ observations and $p=50,000$ predictors, and an application to a genome-wide association study with $N=2,267$ and $p=98,385$. The empirical results also show that the new algorithm yields estimates with lower mean squared error, intervals with better coverage, and elucidates features of the posterior that were often missed by previous algorithms in high dimensions, including bimodality of posterior marginals indicating uncertainty about which covariates belong in the model.

Kushal K. Dey, Sourabh Bhattacharya.

Source: Brazilian Journal of Probability and Statistics, Volume 33, Number 2, 222--266.

Abstract:
Transformation based Markov Chain Monte Carlo (TMCMC) was proposed by Dutta and Bhattacharya ( Statistical Methodology 16 (2014) 100–116) as an efficient alternative to the Metropolis–Hastings algorithm, especially in high dimensions. The main advantage of this algorithm is that it simultaneously updates all components of a high dimensional parameter using appropriate move types defined by deterministic transformation of a single random variable. This results in reduction in time complexity at each step of the chain and enhances the acceptance rate. In this paper, we first provide a brief review of the optimal scaling theory for various existing MCMC approaches, comparing and contrasting them with the corresponding TMCMC approaches.The optimal scaling of the simplest form of TMCMC, namely additive TMCMC , has been studied extensively for the Gaussian proposal density in Dey and Bhattacharya (2017a). Here, we discuss diffusion-based optimal scaling behavior of additive TMCMC for non-Gaussian proposal densities—in particular, uniform, Student’s $t$ and Cauchy proposals. Although we could not formally prove our diffusion result for the Cauchy proposal, simulation based results lead us to conjecture that at least the recipe for obtaining general optimal scaling and optimal acceptance rate holds for the Cauchy case as well. We also consider diffusion based optimal scaling of TMCMC when the target density is discontinuous. Such non-regular situations have been studied in the case of Random Walk Metropolis Hastings (RWMH) algorithm by Neal and Roberts ( Methodology and Computing in Applied Probability 13 (2011) 583–601) using expected squared jumping distance (ESJD), but the diffusion theory based scaling has not been considered. We compare our diffusion based optimally scaled TMCMC approach with the ESJD based optimally scaled RWM with simulation studies involving several target distributions and proposal distributions including the challenging Cauchy proposal case, showing that additive TMCMC outperforms RWMH in almost all cases considered.

The Rosenbrock function is an ubiquitous benchmark problem for numerical optimisation, and variants have been proposed to test the performance of Markov Chain Monte Carlo algorithms. In this work we discuss the two-dimensional Rosenbrock density, its current $n$-dimensional extensions, and their advantages and limitations. We then propose a new extension to arbitrary dimensions called the Hybrid Rosenbrock distribution, which is composed of conditional normal kernels arranged in such a way that preserves the key features of the original kernel. Moreover, due to its structure, the Hybrid Rosenbrock distribution is analytically tractable and possesses several desirable properties, which make it an excellent test model for computational algorithms.

Kerstin Spitzer, Marta Pelizzola, Andreas Futschik.

Source: The Annals of Applied Statistics, Volume 14, Number 1, 202--220.

Abstract:
Evolve and resequence studies provide a popular approach to simulate evolution in the lab and explore its genetic basis. In this context, Pearson’s chi-square test, Fisher’s exact test as well as the Cochran–Mantel–Haenszel test are commonly used to infer genomic positions affected by selection from temporal changes in allele frequency. However, the null model associated with these tests does not match the null hypothesis of actual interest. Indeed, due to genetic drift and possibly other additional noise components such as pool sequencing, the null variance in the data can be substantially larger than accounted for by these common test statistics. This leads to $p$-values that are systematically too small and, therefore, a huge number of false positive results. Even, if the ranking rather than the actual $p$-values is of interest, a naive application of the mentioned tests will give misleading results, as the amount of overdispersion varies from locus to locus. We therefore propose adjusted statistics that take the overdispersion into account while keeping the formulas simple. This is particularly useful in genome-wide applications, where millions of SNPs can be handled with little computational effort. We then apply the adapted test statistics to real data from Drosophila and investigate how information from intermediate generations can be included when available. We also discuss further applications such as genome-wide association studies based on pool sequencing data and tests for local adaptation.

Georgia is one of four states that doesn't have a hate crime law. Arbery's killing has reignited calls for legislation.

Yellowknife RCMP confirmed the death of the missing 22-year-old woman on Friday and charged 27-year-old Devon Larabie in connection with her death.

A spring storm is set to slam parts of New Brunswick this weekend, bringing up to 30 cm of snow. 

RCMP say they were first called about the fires at 10 p.m. CST on May 7.

The RCMP say criminal charges are pending after a report came in about an arson Friday morning, in which everyone inside was able to escape with no injuries.

People and businesses are rallying to support the Muslim community in Fort McMurray recover after widespread flooding that damaged many neighbourhoods.

A dead body was found along the CP Rail line near Molson, Manioba, RCMP say.

RCMP in Souris, P.E.I., say an incident that shut down the community from 6 p.m. Friday until close to midnight ended with one man in custody and no injuries.

The chief of Millbrook First Nation says the Nova Scotia RCMP's competition for its new communication centre was "distorted and biased," arbitrarily inflating the price of his community's proposal to reach a "predetermined outcome."

RCMP in Clearwater, B.C., are investigating an incident that took place at the Tiny House Warriors village in Blue River over the weekend. 

McMaster University is planning for fewer international students, more deferred acceptance offers and online teaching for the thousands who are attending as the start of a new school year looms in the near future and in the middle of the COVID-19 pandemic.

Please be advised that effective Sunday, August 25, 2013 (for the August 26th business date) there will be changes to CME ClearPort API Entity Reference Data that will impact Party Detail List Reports and Party Entitlement Reports for CME ClearPort API Brokers and CME ClearPort API Platforms who request Entity Reference Data on behalf of Brokers.

These changes will be available for testing in the New Release environment on August 14th.

Changes to Existing Reponses

When a Broker (or Platform on behalf of Broker) submits a request for all related accounts using the Party Details List Request message or a request for all related accounts which trade a particular product using the Party Entitlement Request message, the following information is provided for each account in Related Party Detail blocks:  The Clearing ID of the Account’s Clearing Firm (Party Role 1), the Trading Firm / Account Owner’s firm identifier (Party Role 7),  and the Broker Firm’s firm identifier (Party Role 30).

Going forward, when the same requests are submitted, an additional Related Party Detail block will appear on the response if there is an Asset Manager Firm assigned to the account:  the Asset Manager Firm’s identifier (Party Role 49).

In the following examples, ACCT1 has been assigned an Asset Manager by the Clearing Firm, while ACCT2 has not.

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">

<PtyDetlListRpt ReqID="123437" RptID="1376864472358" ReqRslt="0" Txt="Valid request">

<Hdr SID="CME" SSub="CPAPI" TID="PLTFM" TSub="username"/>

<PtyDetl ID="ACCT1" Src="C" R="24">

<AltPty ID="A-12345" Src="H"/>

<ReltdPtyDetl ID="123" Src="C" R="1">

<Rltnshp Rltnshp="2"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="trading_firm1" Src="C" R="7">

<Rltnshp Rltnshp="36"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="broker_firm1" Src="C" R="30">

<Rltnshp Rltnshp="22"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="asset_mgr_firm1" Src="C" R="49">

<Rltnshp Rltnshp="32"/>

</ReltdPtyDetl>

</PtyDetl>

<PtyDetl ID="ACCT2" Src="C" R="24">

<AltPty ID="A-67890" Src="H"/>

<ReltdPtyDetl ID="456" Src="C" R="1">

<Rltnshp Rltnshp="2"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="trading_firm2" Src="C" R="7">

<Rltnshp Rltnshp="36"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="broker_firm1" Src="C" R="30">

<Rltnshp Rltnshp="22"/>

</ReltdPtyDetl>

</PtyDetl>

</PtyDetlListRpt>

</FIXML>

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">

<PtyEntlmntRpt ReqID="123412" RptID="1376865078371" ReqRslt="0" Txt="Valid request">

<Hdr SID="CME" SSub="CPAPI" TID="PLTFM" TSub="username"/>

<PtyEntlmnt>

<PtyDetl ID="ACCT1" Src="C" R="24">

<AltPty ID="A-12345" Src="H"/>

<ReltdPtyDetl ID="broker_firm1" Src="C" R="30">

<Rltnshp Rltnshp="22"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="trading_firm1" Src="C" R="7">

<Rltnshp Rltnshp="36"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="asset_mgr_firm1" Src="C" R="49">

<Rltnshp Rltnshp="32"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="123" Src="C" R="1">

<Rltnshp Rltnshp="2"/>

</ReltdPtyDetl>

</PtyDetl>

<PtyDetl ID="ACCT2" Src="C" R="24">

<AltPty ID="A-67890" Src="H"/>

<ReltdPtyDetl ID="broker_firm1" Src="C" R="30">

<Rltnshp Rltnshp="22"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="trading_firm2" Src="C" R="7">

<Rltnshp Rltnshp="36"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="456" Src="C" R="1">

<Rltnshp Rltnshp="2"/>

</ReltdPtyDetl>

</PtyDetl>

<Entlmnt Typ="0" Ind="Y">

<InstrmtScope Oper="1" ID="NN" Src="H" SecTyp="FUT"

Exch="NYMEX"/>

</Entlmnt>

</PtyEntlmnt>

</PtyEntlmntRpt>

</FIXML>

NEW- Broker Requests Asset Manager Users at an Asset Manager Firm

In a previous CME ClearPort API release a change was made to allow Brokers (or Platforms on behalf of Brokers) to specify asset manager users in party role 36 (instead of a trader at the account owner firm) to satisfy the trader individual requirements for applicable market types like energy and metals.  Now Brokers can use ClearPort API reference data to obtain a list of asset manager users for their related accounts.  Once the above responses are received, the Broker or Platform can use each related Asset

Manager Firm (Party Role 49) to request a list of users at the firm:

Request

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">

<PtyDetlListReq ReqID="123437">

<Hdr SID="PLTFM" SSub="username" TID="CME" TSub="CPAPI"/>

<ReqPty ID="broker_firm1" R="30"/>

<Pty ID="asset_mgr_firm1" R="49"/>

<ReqR R="36"/>

</PtyDetlListReq>

</FIXML>

Response

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">

<PtyDetlListRpt ReqID="123437" RptID="1376866782295" ReqRslt="0" Txt="Valid request">

<Hdr SID="CME" SSub="CPAPI" TID="PLTFM" TSub="username"/>

<PtyDetl ID="asset_mgr_user1" Src="C" R="36">

<Sub ID="First Last" Typ="9"/>

<ReltdPtyDetl ID="asset_mgr_firm1" Src="C" R="49">

<Sub ID="Company Name" Typ="5"/>

<Rltnshp Rltnshp="6"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="CMD" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="CME" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="DME" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="NYMEX" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="COMEX" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="CBT" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

</PtyDetl>

</PtyDetlListRpt>

</FIXML>

For more detailed information regarding entity reference data retrieval through CME ClearPort API, please see the CME ClearPort API Reference Data Guide:

http://www.cmegroup.com/clearing/files/Clearport_Reference_Data_API_FIXML_Message_Specification_

and_Samples.pdf

If you have questions or need help facilitating your tests in the New Release environment, please contact:

Market Operations Technical Support

24 Hour 6 Days a Week Support available from Sundays at 5PM ET to Fridays at 5PM ET

Phone: 800-275-6215 / 212-301-4720

Email:  thirdpartyservices@cmegroup.com

Although providing improved survival for infants with very severe cardiorespiratory problems, the use of neonatal extracorporeal membrane oxygenation has high rates of disability in survivors. Mild hypothermia has been shown to limit brain injury in a range of patient groups, including newborns.

Infants who received extracorporeal membrane oxygenation and mild hypothermia did not show an improved neurodevelopmental outcome, and nonsignificant trends in the data suggested a small adverse effect. Use of hypothermia in other potential patient groups should be thoroughly tested. (Read the full article)

Congenital cytomegalovirus (CMV) infection is a leading cause of sensorineural hearing loss and neurodevelopmental impairment in full-term infants. The incidence of congenital CMV infection in preterm infants and the possible associations with developmental outcomes are unknown.

This study defines the incidence of congenital CMV infection in very low birth weight infants and identifies strong associations of congenital CMV infection with hearing loss and adverse neurodevelopmental outcomes in this population. (Read the full article)

The US health care system transition to the ICD-10-CM will occur in October 2015. The logistical and financial impact of the transition for billing codes frequently used by pediatricians has not been studied.

The findings of this study evaluate the government-provided mappings from ICD-9-CM to ICD-10-CM for accuracy and provide the diagnostic codes used by pediatricians, which may be adversely affected by the transition to ICD-10-CM. (Read the full article)

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Report of the Conference of the Parties serving as the meeting of the Parties to the Kyoto Protocol on its thirteenth session, held in Bonn from 6 to 18 November 2017. Part one: Proceedings

Report of the Conference of the Parties serving as the meeting of the Parties to the Paris Agreement on the second part of its first session, held in Bonn from 6 to 18 November 2017

Report of the Conference of the Parties serving as the meeting of the Parties to the Kyoto Protocol on its thirteenth session, held in Bonn from 6 to 18 November 2017. Addendum. Part two: Action taken by the Conference of the Parties serving as the meeting of the Parties to the Kyoto Protocol at its thirteenth session

The off-label use of third generation cephalosporin (3GC) during in ovo vaccination or vaccination of newly hatched chicks, was a common practice worldwide. CMY-2-producing Escherichia coli have been disseminated among broiler production. The objectives of this study were to determine the epidemiological linkage of bla_CMY-2-positive plasmids among broilers both within and outside Japan because grandparent stock and parent stock were imported in Japan. We examined the whole genome sequences of 132 3GC-resistant E. coli isolates collected from healthy broilers during 2002-2014. The predominant 3GC-resistance gene was bla_CMY-2, which was detected in the plasmids of 87 (65.9%) isolates. The main plasmid replicon types were IncI1-I (n=21; 24.1%), IncI (n=12; 13.8%), IncB/O/K/Z (n=28; 32.2%), and IncC (n=22; 25.3%). Those plasmids were subjected to gene clustering and network analyses and plasmid multi-locus sequence typing (pMLST). The chromosomal DNA of isolates was subjected to MLST and single nucleotide variant (SNV)-based phylogenetic analysis.

MLST and SNV-based phylogenetic analysis revealed high diversity of E. coli isolates. ST429 harboring bla_CMY-2-positive IncB/O/K/Z was closely related to isolates from broiler in Germany harboring bla_CMY-2-positive IncB/O/K/Z. pST55-IncI and pST12-IncI1-I and pST3-IncC were prevalent in western Japan. pST12-IncI1-I and pST3-IncC were closely related to those detected in E. coli isolates from chicken in American continent, whereas 26 IncB/O/K/Z were related to those in Europe. These data will be useful to reveal the whole picture of transmission of CMY-2-producing bacteria in and out of Japan.

Need help with what to buy? On Twitter, reach out to @PCMag using the #PCMagPicks hashtag, and we'll track down an answer for you.

Businesses can avoid workplace disputes and CCMA hearings by taking a number of precautions, labour experts say.

Lalit Agarwal talks to Devika Singh about the infrastructural hurdles in tier III towns and beyond, the competition from marketplaces, and more.

निरहुआ (Nirahua) यानी दिनेश लाल यादव (Dinesh Lal Yadav) भोजपुरी सिनेमा के सबसे चर्चित स्टार...

Uttarakhand Chief Minister Trivendra Singh Rawat said businesses should start operations in a phased manner, after taking precautionary measures.

The therapy involves taking antibodies from the blood of a person who has recovered from COVID-19 and transfusing those antibodies into an active coronavirus patient to help kickstart the immune system.

The kit 'DiAGSure nCOV-19 Detection Assay' can meet the growing demand for testing equipment across the country to a certain extent.

According to the NEERI study, Ganga water has a higher number of bacteriophages as against pathogenic bacteria. During consultations that were held between the NMCG and NEERI, the scientists also said there is still no proof that Ganga water or sediment has anti-viral properties.

Black Panther spotted in Goa: Due to the ongoing Coronavirus lockdown in the country, there have been multiple reports of wildlife being spotted in areas where they aren't generally seen.

Scientists at the Indian Council of Medical Research (ICMR) aim to begin the study at the earliest. 

 The study can help ascertain whether there has been community transmission of the respiratory disease in those areas or not as the death toll due to COVID-19 rose to 1,886 and the number of cases climbed to 56,342 in the country on Friday.

Observing that NPR will be followed by NRC which has “agitated” the country like no other issue “since Independence”, the AAP-dominated Delhi Assembly passed a resolution on Friday.

This community transmission test is running separately from the testing and tracking of symptomatic travellers as well as those who have come in contact with confirmed Covid-19 cases.