A Paris (rue St Jacques au dessus de celle des Mathurins au Gd. St. Remy) : ches Huquier fils, graveur, [between 1700 and 1799]

A Paris (rue St Jacques a l'Hotel Saumur) : chez Mondhare, [between 1760 and 1792]

London (Old Bond Street) : published by John Warren ; [London] (Ave Maria Lane) : G & W.B. Whittaker, [between 1800 and 1899]

[London?], [between 1700 and 1799?]

[London?], [between 1700 and 1799?]

Amsterdam : Uitgegeven by Frans Buffa en Zonen, [between 1843 and 1845]

Amsterdam : Uitgegeven by Frans Buffa en Zonen, [between 1843 and 1845]

[London] : [Wellcome Trust], [2009]

A school leader outlines how research findings on reducing achievement gaps are reflected in practice at her New Mexico school.

A federal investigation of Chicago's failures to respond to sexual violence in schools raises troubling questions for school districts nationwide.

Lawmakers in Illinois are considering a bill that would require children to start kindergarten if they are 5 on or before May 31, with exceptions for summer birthdays.

The NHL suspended its season March 12 with 189 regular-season games left.

The Boston Bruins had planned on opening up their 2020-21 NHL regular season overseas against the Nashville Predators in Prague as part of the NHL Global Series, but that plan to visit the Czech Republic has now been postponed.

Former Republican Missouri Gov. Eric Greitens appointed enough board members to have Commissioner Margie Vandeven fired last year, but now that he's gone, the state board decided to hire her back.

Former Missouri education Commissioner Margie Vandeven, who was fired by by the state's board of education, has been rehired.

England : London County Council, Public Assistance Department, 1935.

Rockville, Maryland : National Institute on Drug Abuse, 1979.

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

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

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

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

Springfield, Virginia : National Technical Information Service, 1974.

Springfield, Virginia : National Technical Information Service, 1973.

Beverly Hills : Sage Publications, 1976.

During Friday's "Pac-12 Perspective," Stanford head coach Tara VanDerveer spoke about Haley Jones' positionless game and how the Cardinal used the dynamic freshman in 2019-20. Download and listen wherever you get your podcasts.

François Bachoc, Baptiste Broto, Fabrice Gamboa, Jean-Michel Loubes.

Source: Electronic Journal of Statistics, Volume 14, Number 1, 503--546.

Abstract:
In the framework of the supervised learning of a real function defined on an abstract space $mathcal{X}$, Gaussian processes are widely used. The Euclidean case for $mathcal{X}$ is well known and has been widely studied. In this paper, we explore the less classical case where $mathcal{X}$ is the non commutative finite group of permutations (namely the so-called symmetric group $S_{N}$). We provide an application to Gaussian process based optimization of Latin Hypercube Designs. We also extend our results to the case of partial rankings.

Assaf Rabinowicz, Saharon Rosset.

Source: Electronic Journal of Statistics, Volume 14, Number 1, 272--301.

Abstract:
Common model selection criteria, such as $AIC$ and its variants, are based on in-sample prediction error estimators. However, in many applications involving predicting at interpolation and extrapolation points, in-sample error does not represent the relevant prediction error. In this paper new prediction error estimators, $tAI$ and $Loss(w_{t})$ are introduced. These estimators generalize previous error estimators, however are also applicable for assessing prediction error in cases involving interpolation and extrapolation. Based on these prediction error estimators, two model selection criteria with the same spirit as $AIC$ and Mallow’s $C_{p}$ are suggested. The advantages of our suggested methods are demonstrated in a simulation and a real data analysis of studies involving interpolation and extrapolation in linear mixed model and Gaussian process regression.

Ben Jones, Andreas Artemiou, Bing Li.

Source: Electronic Journal of Statistics, Volume 14, Number 1, 1--23.

Abstract:
We give a probabilistic analysis of a phenomenon in statistics which, until recently, has not received a convincing explanation. This phenomenon is that the leading principal components tend to possess more predictive power for a response variable than lower-ranking ones despite the procedure being unsupervised. Our result, in its most general form, shows that the phenomenon goes far beyond the context of linear regression and classical principal components — if an arbitrary distribution for the predictor $X$ and an arbitrary conditional distribution for $Yvert X$ are chosen then any measureable function $g(Y)$, subject to a mild condition, tends to be more correlated with the higher-ranking kernel principal components than with the lower-ranking ones. The “arbitrariness” is formulated in terms of unitary invariance then the tendency is explicitly quantified by exploring how unitary invariance relates to the Cauchy distribution. The most general results, for technical reasons, are shown for the case where the kernel space is finite dimensional. The occurency of this tendency in real world databases is also investigated to show that our results are consistent with observation.

Wei Li, Subhashis Ghosal.

Source: Electronic Journal of Statistics, Volume 14, Number 1, 1707--1743.

Abstract:
A filament consists of local maximizers of a smooth function $f$ when moving in a certain direction. A filamentary structure is an important feature of the shape of an object and is also considered as an important lower dimensional characterization of multivariate data. There have been some recent theoretical studies of filaments in the nonparametric kernel density estimation context. This paper supplements the current literature in two ways. First, we provide a Bayesian approach to the filament estimation in regression context and study the posterior contraction rates using a finite random series of B-splines basis. Compared with the kernel-estimation method, this has a theoretical advantage as the bias can be better controlled when the function is smoother, which allows obtaining better rates. Assuming that $f:mathbb{R}^{2}mapsto mathbb{R}$ belongs to an isotropic Hölder class of order $alpha geq 4$, with the optimal choice of smoothing parameters, the posterior contraction rates for the filament points on some appropriately defined integral curves and for the Hausdorff distance of the filament are both $(n/log n)^{(2-alpha )/(2(1+alpha ))}$. Secondly, we provide a way to construct a credible set with sufficient frequentist coverage for the filaments. We demonstrate the success of our proposed method in simulations and one application to earthquake data.

Tomáš Rubín, Victor M. Panaretos.

Source: Electronic Journal of Statistics, Volume 14, Number 1, 1137--1210.

Abstract:
Functional time series analysis, whether based on time or frequency domain methodology, has traditionally been carried out under the assumption of complete observation of the constituent series of curves, assumed stationary. Nevertheless, as is often the case with independent functional data, it may well happen that the data available to the analyst are not the actual sequence of curves, but relatively few and noisy measurements per curve, potentially at different locations in each curve’s domain. Under this sparse sampling regime, neither the established estimators of the time series’ dynamics nor their corresponding theoretical analysis will apply. The subject of this paper is to tackle the problem of estimating the dynamics and of recovering the latent process of smooth curves in the sparse regime. Assuming smoothness of the latent curves, we construct a consistent nonparametric estimator of the series’ spectral density operator and use it to develop a frequency-domain recovery approach, that predicts the latent curve at a given time by borrowing strength from the (estimated) dynamic correlations in the series across time. This new methodology is seen to comprehensively outperform a naive recovery approach that would ignore temporal dependence and use only methodology employed in the i.i.d. setting and hinging on the lag zero covariance. Further to predicting the latent curves from their noisy point samples, the method fills in gaps in the sequence (curves nowhere sampled), denoises the data, and serves as a basis for forecasting. Means of providing corresponding confidence bands are also investigated. A simulation study interestingly suggests that sparse observation for a longer time period may provide better performance than dense observation for a shorter period, in the presence of smoothness. The methodology is further illustrated by application to an environmental data set on fair-weather atmospheric electricity, which naturally leads to a sparse functional time series.

Emilio Porcu, Rachid Senoussi, Enner Mendoza, Moreno Bevilacqua.

Source: Electronic Journal of Statistics, Volume 14, Number 1, 890--916.

Abstract:
The paper considers reduction problems and deformation approaches for nonstationary covariance functions on the $(d-1)$-dimensional spheres, $mathbb{S}^{d-1}$, embedded in the $d$-dimensional Euclidean space. Given a covariance function $C$ on $mathbb{S}^{d-1}$, we chase a pair $(R,Psi)$, for a function $R:[-1,+1] o mathbb{R}$ and a smooth bijection $Psi$, such that $C$ can be reduced to a geodesically isotropic one: $C(mathbf{x},mathbf{y})=R(langle Psi (mathbf{x}),Psi (mathbf{y}) angle )$, with $langle cdot ,cdot angle $ denoting the dot product. The problem finds motivation in recent statistical literature devoted to the analysis of global phenomena, defined typically over the sphere of $mathbb{R}^{3}$. The application domains considered in the manuscript makes the problem mathematically challenging. We show the uniqueness of the representation in the reduction problem. Then, under some regularity assumptions, we provide an inversion formula to recover the bijection $Psi$, when it exists, for a given $C$. We also give sufficient conditions for reducibility.

Sliced inverse regression is an effective paradigm that achieves the goal of dimension reduction through replacing high dimensional covariates with a small number of linear combinations. It does not impose parametric assumptions on the dependence structure. More importantly, such a reduction of dimension is sufficient in that it does not cause loss of information. In this paper, we adapt the stationary sliced inverse regression to cope with the rapidly changing environments. We propose to implement sliced inverse regression in an online fashion. This online learner consists of two steps. In the first step we construct an online estimate for the kernel matrix; in the second step we propose two online algorithms, one is motivated by the perturbation method and the other is originated from the gradient descent optimization, to perform online singular value decomposition. The theoretical properties of this online learner are established. We demonstrate the numerical performance of this online learner through simulations and real world applications. All numerical studies confirm that this online learner performs as well as the batch learner.

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

Sufficient dimension reduction (SDR) is a very useful concept for exploratory analysis and data visualization in regression, especially when the number of covariates is large. Many SDR methods have been proposed for regression with a continuous response, where the central subspace (CS) is the target of estimation. Various conditions, such as the linearity condition and the constant covariance condition, are imposed so that these methods can estimate at least a portion of the CS. In this paper we study SDR for regression and discriminant analysis with categorical response. Motivated by the exploratory analysis and data visualization aspects of SDR, we propose a new geometric framework to reformulate the SDR problem in terms of manifold optimization and introduce a new concept called Maximum Separation Subspace (MASES). The MASES naturally preserves the “sufficiency” in SDR without imposing additional conditions on the predictor distribution, and directly inspires a semi-parametric estimator. Numerical studies show MASES exhibits superior performance as compared with competing SDR methods in specific settings.

Abedin Haidari, Amir T. Payandeh Najafabadi, Narayanaswamy Balakrishnan.

Source: Brazilian Journal of Probability and Statistics, Volume 34, Number 1, 150--166.

Abstract:
Consider two parallel systems, say $A$ and $B$, with respective lifetimes $T_{1}$ and $T_{2}$ wherein independent component lifetimes of each system follow exponentiated generalized gamma distribution with possibly different exponential shape and scale parameters. We show here that $T_{2}$ is smaller than $T_{1}$ with respect to the usual stochastic order (reversed hazard rate order) if the vector of logarithm (the main vector) of scale parameters of System $B$ is weakly weighted majorized by that of System $A$, and if the vector of exponential shape parameters of System $A$ is unordered mojorized by that of System $B$. By means of some examples, we show that the above results can not be extended to the hazard rate and likelihood ratio orders. However, when the scale parameters of each system divide into two homogeneous groups, we verify that the usual stochastic and reversed hazard rate orders can be extended, respectively, to the hazard rate and likelihood ratio orders. The established results complete and strengthen some of the known results in the literature.

Hedibert F. Lopes, Nicholas G. Polson.

Source: Brazilian Journal of Probability and Statistics, Volume 33, Number 4, 745--755.

Abstract:
Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter values, we revisit the seminal paper of Edwards, Lindman and Savage ( Psychol. Rev. 70 (1963) 193–242). There are a number of important take-aways from comparing the Bayesian paradigm via Bayes factors to frequentist ones. We provide examples where evidence for a Bayesian strikingly supports the null, but leads to rejection under a classical test. Finally, we conclude with directions for future research.

John J. Dziak, Donna L. Coffman, Matthew Reimherr, Justin Petrovich, Runze Li, Saul Shiffman, Mariya P. Shiyko.

Source: Statistics Surveys, Volume 13, 150--180.

Abstract:
Researchers are sometimes interested in predicting a distal or external outcome (such as smoking cessation at follow-up) from the trajectory of an intensively recorded longitudinal variable (such as urge to smoke). This can be done in a semiparametric way via scalar-on-function regression. However, the resulting fitted coefficient regression function requires special care for correct interpretation, as it represents the joint relationship of time points to the outcome, rather than a marginal or cross-sectional relationship. We provide practical guidelines, based on experience with scientific applications, for helping practitioners interpret their results and illustrate these ideas using data from a smoking cessation study.

Jonathan R. Bradley, Noel Cressie, Tao Shi.

Source: Statistics Surveys, Volume 10, 100--131.

Abstract:
In this article, we review and compare a number of methods of spatial prediction, where each method is viewed as an algorithm that processes spatial data. To demonstrate the breadth of available choices, we consider both traditional and more-recently-introduced spatial predictors. Specifically, in our exposition we review: traditional stationary kriging, smoothing splines, negative-exponential distance-weighting, fixed rank kriging, modified predictive processes, a stochastic partial differential equation approach, and lattice kriging. This comparison is meant to provide a service to practitioners wishing to decide between spatial predictors. Hence, we provide technical material for the unfamiliar, which includes the definition and motivation for each (deterministic and stochastic) spatial predictor. We use a benchmark dataset of $mathrm{CO}_{2}$ data from NASA’s AIRS instrument to address computational efficiencies that include CPU time and memory usage. Furthermore, the predictive performance of each spatial predictor is assessed empirically using a hold-out subset of the AIRS data.

Aki Vehtari, Janne Ojanen.

Source: Statistics Surveys, Volume 8, , 1--1.

Abstract:
Errata for “A survey of Bayesian predictive methods for model assessment, selection and comparison” by A. Vehtari and J. Ojanen, Statistics Surveys , 6 (2012), 142–228. doi:10.1214/12-SS102.

Aki Vehtari, Janne Ojanen

Source: Statist. Surv., Volume 6, 142--228.

Abstract:
To date, several methods exist in the statistical literature for model assessment, which purport themselves specifically as Bayesian predictive methods. The decision theoretic assumptions on which these methods are based are not always clearly stated in the original articles, however. The aim of this survey is to provide a unified review of Bayesian predictive model assessment and selection methods, and of methods closely related to them. We review the various assumptions that are made in this context and discuss the connections between different approaches, with an emphasis on how each method approximates the expected utility of using a Bayesian model for the purpose of predicting future data.

Jeffrey Picka

Source: Statist. Surv., Volume 6, 74--112.

Abstract:
This paper gives an overview of statistical inference for disordered sphere packing processes. These processes are used extensively in physics and engineering in order to represent the internal structure of composite materials, packed bed reactors, and powders at rest, and are used as initial arrangements of grains in the study of avalanches and other problems involving powders in motion. Packing processes are spatial processes which are neither stationary nor ergodic. Classical spatial statistical models and procedures cannot be applied to these processes, but alternative models and procedures can be developed based on ideas from statistical physics. Most of the development of models and statistics for sphere packings has been undertaken by scientists and engineers. This review summarizes their results from an inferential perspective.

Bertrand Clarke, Jennifer Clarke

Source: Statist. Surv., Volume 6, 1--73.

Abstract:
We review predictive techniques from several traditional branches of statistics. Starting with prediction based on the normal model and on the empirical distribution function, we proceed to techniques for various forms of regression and classification. Then, we turn to time series, longitudinal data, and survival analysis. Our focus throughout is on the mechanics of prediction more than on the properties of predictors.

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.

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.

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.

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.

Graph Neural Networks (GNNs) are powerful and flexible neural networks that use the naturally sparse connectivity information of the data. GNNs represent this connectivity as sparse matrices, which have lower arithmetic intensity and thus higher communication costs compared to dense matrices, making GNNs harder to scale to high concurrencies than convolutional or fully-connected neural networks.

We present a family of parallel algorithms for training GNNs. These algorithms are based on their counterparts in dense and sparse linear algebra, but they had not been previously applied to GNN training. We show that they can asymptotically reduce communication compared to existing parallel GNN training methods. We implement a promising and practical version that is based on 2D sparse-dense matrix multiplication using torch.distributed. Our implementation parallelizes over GPU-equipped clusters. We train GNNs on up to a hundred GPUs on datasets that include a protein network with over a billion edges.

We develop a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces. The proposed approach is motivated by the recent successes of neural networks and deep learning, in combination with ideas from model reduction. This combination results in a neural network approximation which, in principle, is defined on infinite-dimensional spaces and, in practice, is robust to the dimension of finite-dimensional approximations of these spaces required for computation. For a class of input-output maps, and suitably chosen probability measures on the inputs, we prove convergence of the proposed approximation methodology. Numerically we demonstrate the effectiveness of the method on a class of parametric elliptic PDE problems, showing convergence and robustness of the approximation scheme with respect to the size of the discretization, and compare our method with existing algorithms from the literature.