Giacomo Aletti, Irene Crimaldi, Andrea Ghiglietti.

Source: Bernoulli, Volume 26, Number 2, 1098--1138.

Abstract:
This work deals with a system of interacting reinforced stochastic processes , where each process $X^{j}=(X_{n,j})_{n}$ is located at a vertex $j$ of a finite weighted directed graph, and it can be interpreted as the sequence of “actions” adopted by an agent $j$ of the network. The interaction among the dynamics of these processes depends on the weighted adjacency matrix $W$ associated to the underlying graph: indeed, the probability that an agent $j$ chooses a certain action depends on its personal “inclination” $Z_{n,j}$ and on the inclinations $Z_{n,h}$, with $h eq j$, of the other agents according to the entries of $W$. The best known example of reinforced stochastic process is the Pólya urn. The present paper focuses on the weighted empirical means $N_{n,j}=sum_{k=1}^{n}q_{n,k}X_{k,j}$, since, for example, the current experience is more important than the past one in reinforced learning. Their almost sure synchronization and some central limit theorems in the sense of stable convergence are proven. The new approach with weighted means highlights the key points in proving some recent results for the personal inclinations $Z^{j}=(Z_{n,j})_{n}$ and for the empirical means $overline{X}^{j}=(sum_{k=1}^{n}X_{k,j}/n)_{n}$ given in recent papers (e.g. Aletti, Crimaldi and Ghiglietti (2019), Ann. Appl. Probab. 27 (2017) 3787–3844, Crimaldi et al. Stochastic Process. Appl. 129 (2019) 70–101). In fact, with a more sophisticated decomposition of the considered processes, we can understand how the different convergence rates of the involved stochastic processes combine. From an application point of view, we provide confidence intervals for the common limit inclination of the agents and a test statistics to make inference on the matrix $W$, based on the weighted empirical means. In particular, we answer a research question posed in Aletti, Crimaldi and Ghiglietti (2019).

Richard A. Davis, Mikkel Slot Nielsen, Victor Rohde.

Source: Bernoulli, Volume 26, Number 2, 799--827.

Abstract:
In this paper, we introduce a model, the stochastic fractional delay differential equation (SFDDE), which is based on the linear stochastic delay differential equation and produces stationary processes with hyperbolically decaying autocovariance functions. The model departs from the usual way of incorporating this type of long-range dependence into a short-memory model as it is obtained by applying a fractional filter to the drift term rather than to the noise term. The advantages of this approach are that the corresponding long-range dependent solutions are semimartingales and the local behavior of the sample paths is unaffected by the degree of long memory. We prove existence and uniqueness of solutions to the SFDDEs and study their spectral densities and autocovariance functions. Moreover, we define a subclass of SFDDEs which we study in detail and relate to the well-known fractionally integrated CARMA processes. Finally, we consider the task of simulating from the defining SFDDEs.

Guillaume Kon Kam King, Antonio Canale, Matteo Ruggiero.

Source: Bayesian Analysis, Volume 14, Number 4, 1121--1141.

Abstract:
Motivated by the problem of forecasting demand and offer curves, we introduce a class of nonparametric dynamic models with locally-autoregressive behaviour, and provide a full inferential strategy for forecasting time series of piecewise-constant non-decreasing functions over arbitrary time horizons. The model is induced by a non Markovian system of interacting particles whose evolution is governed by a resampling step and a drift mechanism. The former is based on a global interaction and accounts for the volatility of the functional time series, while the latter is determined by a neighbourhood-based interaction with the past curves and accounts for local trend behaviours, separating these from pure noise. We discuss the implementation of the model for functional forecasting by combining a population Monte Carlo and a semi-automatic learning approach to approximate Bayesian computation which require limited tuning. We validate the inference method with a simulation study, and carry out predictive inference on a real dataset on the Italian natural gas market.

Muteb Alharthi, Theodore Kypraios, Philip D. O’Neill.

Source: Bayesian Analysis, Volume 14, Number 3, 927--956.

Abstract:
We consider the problem of model choice for stochastic epidemic models given partial observation of a disease outbreak through time. Our main focus is on the use of Bayes factors. Although Bayes factors have appeared in the epidemic modelling literature before, they can be hard to compute and little attention has been given to fundamental questions concerning their utility. In this paper we derive analytic expressions for Bayes factors given complete observation through time, which suggest practical guidelines for model choice problems. We adapt the power posterior method for computing Bayes factors so as to account for missing data and apply this approach to partially observed epidemics. For comparison, we also explore the use of a deviance information criterion for missing data scenarios. The methods are illustrated via examples involving both simulated and real data.

Mengyang Gu.

Source: Bayesian Analysis, Volume 14, Number 3, 877--905.

Abstract:
Gaussian stochastic process (GaSP) has been widely used in two fundamental problems in uncertainty quantification, namely the emulation and calibration of mathematical models. Some objective priors, such as the reference prior, are studied in the context of emulating (approximating) computationally expensive mathematical models. In this work, we introduce a new class of priors, called the jointly robust prior, for both the emulation and calibration. This prior is designed to maintain various advantages from the reference prior. In emulation, the jointly robust prior has an appropriate tail decay rate as the reference prior, and is computationally simpler than the reference prior in parameter estimation. Moreover, the marginal posterior mode estimation with the jointly robust prior can separate the influential and inert inputs in mathematical models, while the reference prior does not have this property. We establish the posterior propriety for a large class of priors in calibration, including the reference prior and jointly robust prior in general scenarios, but the jointly robust prior is preferred because the calibrated mathematical model typically predicts the reality well. The jointly robust prior is used as the default prior in two new R packages, called “RobustGaSP” and “RobustCalibration”, available on CRAN for emulation and calibration, respectively.

Julyan Arbel, Pierpaolo De Blasi, Igor Prünster.

Source: Bayesian Analysis, Volume 14, Number 3, 753--771.

Abstract:
In this paper we consider approximations to the popular Pitman–Yor process obtained by truncating the stick-breaking representation. The truncation is determined by a random stopping rule that achieves an almost sure control on the approximation error in total variation distance. We derive the asymptotic distribution of the random truncation point as the approximation error $epsilon$ goes to zero in terms of a polynomially tilted positive stable random variable. The practical usefulness and effectiveness of this theoretical result is demonstrated by devising a sampling algorithm to approximate functionals of the $epsilon$ -version of the Pitman–Yor process.

Joshua A. Gordon
May 15, 1996; 16:3274-3286
Articles

Stress alters brain function by modifying the structure and function of neurons and astrocytes. The fine processes of astrocytes are critical for the clearance of neurotransmitters during synaptic transmission. Thus, experience-dependent remodeling of glial processes is anticipated to alter the output of neural circuits. However, the molecular mechanisms that underlie glial structural plasticity are not known. Here we show that a single exposure of male and female mice to an acute stress produced a long-lasting retraction of the lateral processes of cerebellar Bergmann glial cells. These cells express the GluA1 subunit of AMPA-type glutamate receptors, and GluA1 knockdown is known to shorten the length of glial processes. We found that stress reduced the level of GluA1 protein and AMPA receptor-mediated currents in Bergmann glial cells, and these effects were absent in mice devoid of CPEB3, a protein that binds to GluA1 mRNA and regulates GluA1 protein synthesis. Administration of a β-adrenergic receptor blocker attenuated the reduction in GluA1, and deletion of adenylate cyclase 5 prevented GluA1 suppression. Therefore, stress suppresses GluA1 protein synthesis via an adrenergic/adenylyl cyclase/CPEB3 pathway, and reduces the length of astrocyte lateral processes. Our results identify a novel mechanism for GluA1 subunit plasticity in non-neuronal cells and suggest a previously unappreciated role for AMPA receptors in stress-induced astrocytic remodeling.

SIGNIFICANCE STATEMENT Astrocytes play important roles in synaptic transmission by extending fine processes around synapses. In this study, we showed that a single exposure to an acute stress triggered a retraction of lateral/fine processes in mouse cerebellar astrocytes. These astrocytes express GluA1, a glutamate receptor subunit known to lengthen astrocyte processes. We showed that astrocytic structural changes are associated with a reduction of GluA1 protein levels. This requires activation of β-adrenergic receptors and is triggered by noradrenaline released during stress. We identified adenylyl cyclase 5, an enzyme that elevates cAMP levels, as a downstream effector and found that lowering GluA1 levels depends on CPEB3 proteins that bind to GluA1 mRNA. Therefore, stress regulates GluA1 protein synthesis via an adrenergic/adenylyl cyclase/CPEB3 pathway in astrocytes and remodels their fine processes.

All over the world, holidays mean the return of certain specialties: Olivier salad for New Year’s in Russia, Red bean porridge for solstice in Korea, Haleem for Ramadan in India and the Middle East, Mince pies for Christmas in England, Pogača bread for Orthodox Easter, Banana cakes for Lunar New Year in Vietnam. Whatever the holiday is and wherever in [...]

The bacterial strain can break down some of the toxic components of polyurethane plastic

The crustaceans' guts pulverize plastics into tiny bits that can be consumed by even smaller creatures at the base of the ocean food chain

The National Book Award winner's new book delves into matters of family grief and loss

The Chicago White Sox were heavy favorites going into the 1919 World Series. But they were defeated by the Cincinnati Reds - and it soon became clear that the game was rigged

For Roberto Ramirez, serving God in missions has been one step of faith after another.

The following is a guest post by Martha H. Kennedy, Curator of Popular & Applied Graphic Art, Prints & Photographs Division. During Will Eisner Week, March 1-7, 2020, the Library of Congress joins art schools, libraries, universities, and museums in a global celebration of this legendary creator’s contributions to the world of comic art and […]

British product designer Lucy Hughes has invented a biodegradable plastic made from fish offcuts

Sheltering in place doesn’t mean you have to give up the best of wine country's offerings

As the planet deals with the pandemic and the crisis involving the spread of COVID-19, the world of sport watches and waits alongside the global population. This Saturday, March 21, will be the first of five weeks of programming at CBC Sports which will showcase some of the memorable moments from the most recent editions of the Olympics.

While all eyes have been on the huge fall in the outright price of crude oil, the oil options markets...

The post Crude Oil Options Are Predicting Lasting Volatility appeared first on OpenMarkets.

For Roberto Ramirez, serving God in missions has been one step of faith after another.

Logos Hope :: A tribute to Clive Musendami

A Thousand Moons

Berlin’s airports are recording a drastic slump in passenger numbers. In March, a decline in passengers of 64.7 percent was recorded at Tegel and Schönefeld for the whole month. However, the number of passengers has continued to fall significantly over ...

Pamir Productions, formed in 1991, passionately uses all forms of media to spread the gospel to Afghans worldwide.

It is a tiny spit of land that lies in the Firth of Clyde two miles off the coast of Troon where colonies of seabirds have made their homes for centuries.

USA Gymnastics, which develops the U.S. Olympic team, reportedly failed to inform authorities of numerous allegations regarding sexual abuse by coaches.

Castilla y León made an impressive start to their bid for a second UEFA Regions' Cup title as two goals from Roberto García Puente set them on course for a 4-1 victory.

The Spanish side had the bulk of the chances, but Eoin Hayes hit the woodwork for Gerry Davies' Irish challengers as the battle for top spot in Group B ended in stalemate.

The Spanish side let a two-goal lead slip in their last Group B game, ten-man South Region recovering to win it in added time, substitute Sergei Sokolov the match winner.

Macromastia is associated with severe physical and emotional symptoms and negatively impacts health-related quality of life in adult women. Reduction mammaplasty is the most effective treatment for adults. Little is known regarding the impact of macromastia during adolescence.

Adolescents with macromastia have impaired health-related quality of life, lower self-esteem, more breast-related symptoms, and are at higher risk for disordered eating in comparison with their peers. These negative health outcomes have implications for early intervention in this patient population. (Read the full article)

Preterm neonates in resource-poor settings frequently develop hypothermia. Plastic bags or wraps are a low-cost intervention for the prevention of hypothermia in infants in developed countries.

For preterm infants born in a resource-poor health facility, placement in a plastic bag at birth can reduce the incidence of hypothermia at 1 hour after birth. (Read the full article)

Atherosclerotic cardiovascular diseases are rooted in childhood. Vascular intima-media thickness (IMT) and elasticity are early surrogate markers of atherosclerosis. In adults, cardiorespiratory fitness is associated with enhanced arterial elasticity and decreased IMT.

Fitness was favorably associated with aortic IMT and elasticity in adolescents. The association was independent of several cardiometabolic risk factors. In fit adolescents, the increase in IMT during the preceding 6 years was smaller compared with low-fit peers. (Read the full article)

Term neonates in resource-poor settings frequently develop hypothermia. Plastic bags or wraps are a low-cost intervention for the prevention of hypothermia in preterm and low birth weight infants that may also be effective in term infants.

For term neonates born in a resource-poor health facility, placement in a plastic bag at birth can reduce the incidence of hypothermia at 1 hour after birth. (Read the full article)

Hypoplastic left heart syndrome (HLHS) is a critical congenital heart defect with high mortality. With advances in surgical intervention in recent years, survival of infants with HLHS has improved, but information on long-term survival using population-based data is limited.

In this population-based study, survival to adolescence of children with HLHS has significantly improved in recent years. Among infant survivors, >90% survived up to 18 years. Gestational age, birth weight, and neighborhood poverty may affect survival. (Read the full article)

For Roberto Ramirez, serving God in missions has been one step of faith after another.

For Roberto Ramirez, serving God in missions has been one step of faith after another.

Forty-nine Penn State Berks students received recognition for the University Scholastic awards on April 2, through personalized emails. The awards presented included the Evan Pugh Scholars Award,

For Roberto Ramirez, serving God in missions has been one step of faith after another.

For Roberto Ramirez, serving God in missions has been one step of faith after another.

For Roberto Ramirez, serving God in missions has been one step of faith after another.

For Roberto Ramirez, serving God in missions has been one step of faith after another.

WeChat also jumped on the bandwagon recently. Its story feature, Time Capsule, allows users to upload short, time-bound videos that appear on a user’s homepage with additional features such as music, location, emojis, etc.

A look at how some companies in India are ambling towards sustainable packaging and products.

[Jessica Curtis and Adam Hillman, both Forecasting Advisors at SAS, were co-authors of this post] The world has been dramatically impacted by the recent COVID-19 pandemic. Many of us are juggling a completely new lifestyle that was forced upon us overnight. As consumers find their way to a new normal, [...]

Retail forecasting through a pandemic was published on SAS Voices by Brittany Bullard

The Vizag plant manufactures polystyrene (PS) that finds wide utility in the food-service industry as rigid trays and containers, disposable utensils, and foamed cups, plates and bowls.

The International Journal of Forecasting has published its 2020-Q1 issue, guest edited by Spyros Makridakis and Fotios Petropoulos, and dedicated entirely to results and commentary on the M4 Forecasting Competition. This issue should be of great interest and value to business forecasting practitioners, and you get online access to it [...]

The post M4 Forecasting Competition: Results and Commentary appeared first on The Business Forecasting Deal.

With 2018's M4 Forecasting Competition behind us (although analysis, interpretation, and debate continue), the new M5 Competition starts March 2. Running through June 30, M5 is utilizing actual data provided by Walmart. It will be implemented using Kaggle's Platform, with $100,000 in prize money. Forecasting practitioners are encouraged to participate, [...]

The post Get ready for M5 with launch of the Makridakis Open Forecasting Centre appeared first on The Business Forecasting Deal.

What if you suspect something is wrong with your forecasting process? What if the process is consuming too much time and too many resources, while still delivering unsatisfactory results (lousy forecasts). What can you do about it? This post looks at the first two steps to effecting meaningful forecasting process [...]

The post 2 first steps to effecting forecasting process change appeared first on The Business Forecasting Deal.

Two weeks ago we looked at the first two steps in effecting forecasting process change: Justify your suspicions with data Communicate your findings That was the easy part. So why is it that so many organization realize they have a forecasting problem, yet are unable to do anything about it? [...]

The post The difficult step in effecting forecasting process change (1 of 2) appeared first on The Business Forecasting Deal.

Fildes and Goodwin (F&G) observed the subject (the regional subsidiary of a pharmaceutical company) was using a statistical forecasting system, but not fully trusting its output. Forecasters were making overrides to the system generated forecast to make it look like what they believed it should (e.g., following a life-cycle curve [...]

The post The difficult step in effecting forecasting process change (2 of 2) appeared first on The Business Forecasting Deal.