Abdelaati Daouia, Stéphane Girard, Gilles Stupfler.

Source: Bernoulli, Volume 26, Number 1, 531--556.

Abstract:
Expectiles define a least squares analogue of quantiles. They are determined by tail expectations rather than tail probabilities. For this reason and many other theoretical and practical merits, expectiles have recently received a lot of attention, especially in actuarial and financial risk management. Their estimation, however, typically requires to consider non-explicit asymmetric least squares estimates rather than the traditional order statistics used for quantile estimation. This makes the study of the tail expectile process a lot harder than that of the standard tail quantile process. Under the challenging model of heavy-tailed distributions, we derive joint weighted Gaussian approximations of the tail empirical expectile and quantile processes. We then use this powerful result to introduce and study new estimators of extreme expectiles and the standard quantile-based expected shortfall, as well as a novel expectile-based form of expected shortfall. Our estimators are built on general weighted combinations of both top order statistics and asymmetric least squares estimates. Some numerical simulations and applications to actuarial and financial data are provided.

Tobias Zwingmann, Hajo Holzmann.

Source: Bernoulli, Volume 26, Number 1, 323--351.

Abstract:
We show weak convergence of quantile and expectile processes to Gaussian limit processes in the space of bounded functions endowed with an appropriate semimetric which is based on the concepts of epi- and hypo- convergence as introduced in A. Bücher, J. Segers and S. Volgushev (2014), ‘ When Uniform Weak Convergence Fails: Empirical Processes for Dependence Functions and Residuals via Epi- and Hypographs ’, Annals of Statistics 42 . We impose assumptions for which it is known that weak convergence with respect to the supremum norm generally fails to hold. For quantiles, we consider stationary observations, where the marginal distribution function is assumed to be strictly increasing and continuous except for finitely many points and to admit strictly positive – possibly infinite – left- and right-sided derivatives. For expectiles, we focus on independent and identically distributed (i.i.d.) observations. Only a finite second moment and continuity at the boundary points but no further smoothness properties of the distribution function are required. We also show consistency of the bootstrap for this mode of convergence in the i.i.d. case for quantiles and expectiles.

Some Democrats took "Believe Women" literally until Joe Biden was accused. Now they're relearning that guilt-by-accusation doesn't serve justice.

Jarno Vanhatalo, Marcelo Hartmann, Lari Veneranta.

Source: Bayesian Analysis, Volume 15, Number 2, 415--447.

Abstract:
Species distribution models (SDM) are a key tool in ecology, conservation and management of natural resources. Two key components of the state-of-the-art SDMs are the description for species distribution response along environmental covariates and the spatial random effect that captures deviations from the distribution patterns explained by environmental covariates. Joint species distribution models (JSDMs) additionally include interspecific correlations which have been shown to improve their descriptive and predictive performance compared to single species models. However, current JSDMs are restricted to hierarchical generalized linear modeling framework. Their limitation is that parametric models have trouble in explaining changes in abundance due, for example, highly non-linear physical tolerance limits which is particularly important when predicting species distribution in new areas or under scenarios of environmental change. On the other hand, semi-parametric response functions have been shown to improve the predictive performance of SDMs in these tasks in single species models. Here, we propose JSDMs where the responses to environmental covariates are modeled with additive multivariate Gaussian processes coded as linear models of coregionalization. These allow inference for wide range of functional forms and interspecific correlations between the responses. We propose also an efficient approach for inference with Laplace approximation and parameterization of the interspecific covariance matrices on the Euclidean space. We demonstrate the benefits of our model with two small scale examples and one real world case study. We use cross-validation to compare the proposed model to analogous semi-parametric single species models and parametric single and joint species models in interpolation and extrapolation tasks. The proposed model outperforms the alternative models in all cases. We also show that the proposed model can be seen as an extension of the current state-of-the-art JSDMs to semi-parametric models.

Abhishek Bishoyi, Xiaojing Wang, Dipak K. Dey.

Source: Bayesian Analysis, Volume 15, Number 1, 215--239.

Abstract:
Missing data often appear as a practical problem while applying classical models in the statistical analysis. In this paper, we consider a semiparametric regression model in the presence of missing covariates for nonparametric components under a Bayesian framework. As it is known that Gaussian processes are a popular tool in nonparametric regression because of their flexibility and the fact that much of the ensuing computation is parametric Gaussian computation. However, in the absence of covariates, the most frequently used covariance functions of a Gaussian process will not be well defined. We propose an imputation method to solve this issue and perform our analysis using Bayesian inference, where we specify the objective priors on the parameters of Gaussian process models. Several simulations are conducted to illustrate effectiveness of our proposed method and further, our method is exemplified via two real datasets, one through Langmuir equation, commonly used in pharmacokinetic models, and another through Auto-mpg data taken from the StatLib library.

Ilaria Bianchini, Alessandra Guglielmi, Fernando A. Quintana.

Source: Bayesian Analysis, Volume 15, Number 1, 187--214.

Abstract:
We consider mixture models where location parameters are a priori encouraged to be well separated. We explore a class of determinantal point process (DPP) mixture models, which provide the desired notion of separation or repulsion. Instead of using the rather restrictive case where analytical results are partially available, we adopt a spectral representation from which approximations to the DPP density functions can be readily computed. For the sake of concreteness the presentation focuses on a power exponential spectral density, but the proposed approach is in fact quite general. We later extend our model to incorporate covariate information in the likelihood and also in the assignment to mixture components, yielding a trade-off between repulsiveness of locations in the mixtures and attraction among subjects with similar covariates. We develop full Bayesian inference, and explore model properties and posterior behavior using several simulation scenarios and data illustrations. Supplementary materials for this article are available online (Bianchini et al., 2019).

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.

Amir Bashir, Carlos M. Carvalho, P. Richard Hahn, M. Beatrix Jones.

Source: Bayesian Analysis, Volume 14, Number 4, 1075--1090.

Abstract:
A variety of computationally efficient Bayesian models for the covariance matrix of a multivariate Gaussian distribution are available. However, all produce a relatively dense estimate of the precision matrix, and are therefore unsatisfactory when one wishes to use the precision matrix to consider the conditional independence structure of the data. This paper considers the posterior predictive distribution of model fit for these covariance models. We then undertake post-processing of the Bayes point estimate for the precision matrix to produce a sparse model whose expected fit lies within the upper 95% of the posterior predictive distribution of fit. The impact of the method for selecting the zero elements of the precision matrix is evaluated. Good results were obtained using models that encouraged a sparse posterior (G-Wishart, Bayesian adaptive graphical lasso) and selection using credible intervals. We also find that this approach is easily extended to the problem of finding a sparse set of elements that differ across a set of precision matrices, a natural summary when a common set of variables is observed under multiple conditions. We illustrate our findings with moderate dimensional data examples from finance and metabolomics.

Lizhen Lin, Niu Mu, Pokman Cheung, David Dunson.

Source: Bayesian Analysis, Volume 14, Number 3, 907--926.

Abstract:
Gaussian processes (GPs) are very widely used for modeling of unknown functions or surfaces in applications ranging from regression to classification to spatial processes. Although there is an increasingly vast literature on applications, methods, theory and algorithms related to GPs, the overwhelming majority of this literature focuses on the case in which the input domain corresponds to a Euclidean space. However, particularly in recent years with the increasing collection of complex data, it is commonly the case that the input domain does not have such a simple form. For example, it is common for the inputs to be restricted to a non-Euclidean manifold, a case which forms the motivation for this article. In particular, we propose a general extrinsic framework for GP modeling on manifolds, which relies on embedding of the manifold into a Euclidean space and then constructing extrinsic kernels for GPs on their images. These extrinsic Gaussian processes (eGPs) are used as prior distributions for unknown functions in Bayesian inferences. Our approach is simple and general, and we show that the eGPs inherit fine theoretical properties from GP models in Euclidean spaces. We consider applications of our models to regression and classification problems with predictors lying in a large class of manifolds, including spheres, planar shape spaces, a space of positive definite matrices, and Grassmannians. Our models can be readily used by practitioners in biological sciences for various regression and classification problems, such as disease diagnosis or detection. Our work is also likely to have impact in spatial statistics when spatial locations are on the sphere or other geometric spaces.

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.

Yushu Shi, Michael Martens, Anjishnu Banerjee, Purushottam Laud.

Source: Bayesian Analysis, Volume 14, Number 3, 677--702.

Abstract:
Dirichlet process mixture (DPM) models provide flexible modeling for distributions of data as an infinite mixture of distributions from a chosen collection. Specifying priors for these models in individual data contexts can be challenging. In this paper, we introduce a scheme which requires the investigator to specify only simple scaling information. This is used to transform the data to a fixed scale on which a low information prior is constructed. Samples from the posterior with the rescaled data are transformed back for inference on the original scale. The low information prior is selected to provide a wide variety of components for the DPM to generate flexible distributions for the data on the fixed scale. The method can be applied to all DPM models with kernel functions closed under a suitable scaling transformation. Construction of the low information prior, however, is kernel dependent. Using DPM-of-Gaussians and DPM-of-Weibulls models as examples, we show that the method provides accurate estimates of a diverse collection of distributions that includes skewed, multimodal, and highly dispersed members. With the recommended priors, repeated data simulations show performance comparable to that of standard empirical estimates. Finally, we show weak convergence of posteriors with the proposed priors for both kernels considered.

Alberto Cassese, Weixuan Zhu, Michele Guindani, Marina Vannucci.

Source: Bayesian Analysis, Volume 14, Number 2, 553--572.

Abstract:
In many applications, investigators monitor processes that vary in space and time, with the goal of identifying temporally persistent and spatially localized departures from a baseline or “normal” behavior. In this manuscript, we consider the monitoring of pneumonia and influenza (P&I) mortality, to detect influenza outbreaks in the continental United States, and propose a Bayesian nonparametric model selection approach to take into account the spatio-temporal dependence of outbreaks. More specifically, we introduce a zero-inflated conditionally identically distributed species sampling prior which allows borrowing information across time and to assign data to clusters associated to either a null or an alternate process. Spatial dependences are accounted for by means of a Markov random field prior, which allows to inform the selection based on inferences conducted at nearby locations. We show how the proposed modeling framework performs in an application to the P&I mortality data and in a simulation study, and compare with common threshold methods for detecting outbreaks over time, with more recent Markov switching based models, and with spike-and-slab Bayesian nonparametric priors that do not take into account spatio-temporal dependence.

Łukasz Rajkowski.

Source: Bayesian Analysis, Volume 14, Number 2, 477--494.

Abstract:
Mixture models are a natural choice in many applications, but it can be difficult to place an a priori upper bound on the number of components. To circumvent this, investigators are turning increasingly to Dirichlet process mixture models (DPMMs). It is therefore important to develop an understanding of the strengths and weaknesses of this approach. This work considers the MAP (maximum a posteriori) clustering for the Gaussian DPMM (where the cluster means have Gaussian distribution and, for each cluster, the observations within the cluster have Gaussian distribution). Some desirable properties of the MAP partition are proved: ‘almost disjointness’ of the convex hulls of clusters (they may have at most one point in common) and (with natural assumptions) the comparability of sizes of those clusters that intersect any fixed ball with the number of observations (as the latter goes to infinity). Consequently, the number of such clusters remains bounded. Furthermore, if the data arises from independent identically distributed sampling from a given distribution with bounded support then the asymptotic MAP partition of the observation space maximises a function which has a straightforward expression, which depends only on the within-group covariance parameter. As the operator norm of this covariance parameter decreases, the number of clusters in the MAP partition becomes arbitrarily large, which may lead to the overestimation of the number of mixture components.

Lloyd T. Elliott, Maria De Iorio, Stefano Favaro, Kaustubh Adhikari, Yee Whye Teh.

Source: Bayesian Analysis, Volume 14, Number 2, 313--339.

Abstract:
We propose a Bayesian nonparametric model to infer population admixture, extending the hierarchical Dirichlet process to allow for correlation between loci due to linkage disequilibrium. Given multilocus genotype data from a sample of individuals, the proposed model allows inferring and classifying individuals as unadmixed or admixed, inferring the number of subpopulations ancestral to an admixed population and the population of origin of chromosomal regions. Our model does not assume any specific mutation process, and can be applied to most of the commonly used genetic markers. We present a Markov chain Monte Carlo (MCMC) algorithm to perform posterior inference from the model and we discuss some methods to summarize the MCMC output for the analysis of population admixture. Finally, we demonstrate the performance of the proposed model in a real application, using genetic data from the ectodysplasin-A receptor (EDAR) gene, which is considered to be ancestry-informative due to well-known variations in allele frequency as well as phenotypic effects across ancestry. The structure analysis of this dataset leads to the identification of a rare haplotype in Europeans. We also conduct a simulated experiment and show that our algorithm outperforms parametric methods.

Georg Lindgren.

Source: Statistical Science, Volume 34, Number 1, 100--128.

Abstract:
We describe and compare how methods based on the classical Rice’s formula for the expected number, and higher moments, of level crossings by a Gaussian process stand up to contemporary numerical methods to accurately deal with crossing related characteristics of the sample paths. We illustrate the relative merits in accuracy and computing time of the Rice moment methods and the exact numerical method, developed since the late 1990s, on three groups of distribution problems, the maximum over a finite interval and the waiting time to first crossing, the length of excursions over a level, and the joint period/amplitude of oscillations. We also treat the notoriously difficult problem of dependence between successive zero crossing distances. The exact solution has been known since at least 2000, but it has remained largely unnoticed outside the ocean science community. Extensive simulation studies illustrate the accuracy of the numerical methods. As a historical introduction an attempt is made to illustrate the relation between Rice’s original formulation and arguments and the exact numerical methods.

William W. Seeley
Feb 28, 2007; 27:2349-2356
BehavioralSystemsCognitive

Martin N. Hebart
Jun 13, 2012; 32:8107-8109
Journal Club

William W. Seeley
Feb 28, 2007; 27:2349-2356
BehavioralSystemsCognitive

Officials with Maritime Pride Eggs say their Summerside, P.E.I., egg facility will cease processing operations on June 5.

Sofina Foods plants in Burlington and Mississauga have each had an employee test positive.

On 11-12 September 2010, Zimbabwe auctioned diamonds from the controversial Marange mines. There was little international condemnation, especially compared to the controversy over the first sale of Marange diamonds in August. Since an export ban was imposed on diamonds from Marangein November 2009, the Kimberley Process has permitted Zimbabwe to hold two auctions, although the country has not been able to guarantee that widespread human rights violations in the mines and smuggling have stopped.

After a week of tensions between government and the indigenous inhabitants, Panamá is on the road to recovery.

Febrile infants in the first 90 days may have life-threatening serious bacterial infection. Well-appearing febrile infants with serious bacterial infections cannot be distinguished from those without by examination alone. Variation in care resulting in both undertreatment and overtreatment is common.

The systemwide implementation of an evidence-based care process model for the care of febrile infants in Intermountain Healthcare was associated with increased delivery of evidence-based care, improved infant outcomes, and lower costs. This model adopted nationally can improve value. (Read the full article)

Asthma is a common focus of pediatric quality improvement efforts. Various processes of care have been postulated as markers of high-quality pediatric asthma care, but it is not clear which processes correlate with a lower risk of asthma exacerbations.

This study analyzed the correlation of processes of care identifiable through administrative data with asthma exacerbations. The use of 0 vs ≥1 controller medications and the asthma medication ratio had the strongest correlation with asthma exacerbations. (Read the full article)

Konzo is an irreversible sudden-onset upper-motor neuron disorder affecting children dependent on bitter cassava for food. The neuroepidemiology of konzo is well characterized. Children subsisting on poorly processed bitter cassava without adequate dietary sulfur-based amino acids are especially at risk.

We found a pervasive subclinical neurocognitive effect in children with konzo. This study provides the first evidence we are aware of that a motor proficiency examination can effectively characterize konzo severity. (Read the full article)

Data available before the 1990s in addition to small studies with clinical populations have shown that ocular growth and development differ between extremely preterm and term-born children.

Contemporary data on long-term visual outcomes indicate that adolescents born extremely low birth weight and/or extremely preterm exhibit more visual sensory and perceptual morbidity than adolescents born at term. (Read the full article)

Previous studies examining developmental outcomes associated with late preterm and early term birth have shown mixed results. Many of these studies did not fully take into account the role of the social environment in child development.

Social factors, not late preterm or early term birth, were the strongest predictors of poor developmental outcomes at 2 to 3 and 4 to 5 years. The influence of mild prematurity may lose strength beyond the neonatal period. (Read the full article)

Pediatric patients suffer higher mortality due to the shortage of transplantable organs. Factors influencing families’ donation decisions are similar for pediatric and adult patients. However, the general perception that families of pediatric patients are less willing to donate persists.

Communication emerged as a critical factor of family authorization, reinforcing its importance in the organ donation process. Patient age (ie, adult versus pediatric) was not predictive of family authorization. (Read the full article)

The technical preparations for the presidential and legislative elections scheduled on 28 November and the beginning of the electoral campaign in the East of Congo have generated suspicion that risks developing into a crisis of confidence in the whole electoral process.

CNA Staff, Apr 2, 2020 / 02:50 pm (CNA).- The statue of the Nazarene of Saint Paul will be processed April 8 through the streets of Caracas to help the faithful observe Holy Week.

It will be atop a popemobile used by St. John Paul II when he visited the country in 1985.

According to local tradition, the striking image was brought to Caracas from Seville in 1674. The wooden sculpture depicts Christ dressed in an ornately embroidered purple robe carrying his cross.

According to accounts, the image was processed in the city with prayers during a plague that broke out in Caracas in 1696, and the devotional act was credited with ending the pestilence.

The image was originally kept in a church dedicated to Saint Paul the Hermit, whose intercession was attributed to ending a plague in 1579. The wooden sculpture is now reserved in Saint Teresa Basilica, as Saint Paul’s church was demolished and replaced with a municipal theater by an anticlerical president in 1881.

The procession is held annually on Holy Wednesday.

Cardinal Baltazar Enrique Porras Cardozo, Archbishop of Merida and apostolic administrator of Caracas, said the “route will cover a great part of the city for veneration by its devotees,” and asked for understanding as the route itself has not yet been finalized and will be announced later.

According to local media, the prelate said in a letter that the image should be transported in accordance with safety and hygiene regulations to avoid spreading the coronavirus.

Porras said that the image should not be carried by people but transported by vehicle only and there should be another vehicle for a priest and assistant along with sound equipment for the prayers.

The archdiocese said that parishes can join the initiative and organize such a procession in their own areas as long as they observe the proper health precautions.

Finally, the archdiocese asked the faithful devotees of the Nazarene of Saint Paul to offer their prayers from their homes and to wait for the end of the coronavirus lockdown to visit the image in Saint Teresa Basilica.

How does AI extract meaning from text? It's not as simple—and definitely not as easy—as you might think.

When parents or guardians hope for a miracle for their child who is critically ill, ethical and professional challenges can arise. Often, although not always, the parent or guardian’s hope for a miracle entails a request for continued life-sustaining interventions. Striking a balance between the pediatrician’s conception of good medicine and the parent or guardian’s authority requires a response that is sensitive, practical, and ethically sound. In this article, we recommend 3 cumulative steps that promote such a response. First, we recommend ways of exploring essential issues through open inquiry, interdisciplinary dialogue, and self-reflection. As part of this exploration, pediatricians will discover that parents or guardians often have unique ideas about what a miracle might be for their child. The second step includes analyzing this diversity and seeking understanding. We classify the hope for a miracle into 3 distinct categories: integrated, seeking, and adaptive. After the pediatrician has categorized the parent or guardian’s hope, they can consider specific recommendations. We detail context-specific responses for each kind of hope. By attending to these nuances, not only will the parent or guardian’s perspective be heard but also the pediatrician’s recommendation can strike a balance between advocating for their conception of good medicine and respecting the parent or guardian’s beliefs.

AMD is on a roll this year, and in the spirit of striking while the iron is still hot, the company will add four more processors to its swelling lineup of killer CPUs.

The Glass Enterprise Edition 2.0 boasts a newer Qualcomm processor that promises better performance and battery life. Google also swapped a micro-USB connectiong for a USB-C port that supports faster charging.

Small- and medium-sized firms have until the end of October to comply with the first biannual PAYE tax reconciliation process.

Szymon Talaga and Andrzej Nowak: Real-world social networks often exhibit high levels of clustering, positive degree assortativity, short average path lengths (small-world property) and right-skewed but rarely power law degree distributions. On the other hand homophily, defined as the propensity of similar agents to connect to each other, is one of the most fundamental social processes observed in many human and animal societies. In this paper we examine the extent to which homophily is sufficient to produce the typical structural properties of social networks. To do so, we conduct a simulation study based on the Social Distance Attachment (SDA) model, a particular kind of Random Geometric Graph (RGG), in which nodes are embedded in a social space and connection probabilities depend functionally on distances between nodes. We derive the form of the model from first principles based on existing analytical results and argue that the mathematical construction of RGGs corresponds directly to the homophily principle, so they provide a good model for it. We find that homophily, especially when combined with a random edge rewiring, is sufficient to reproduce many of the characteristic features of social networks. Additionally, we devise a hybrid model combining SDA with the configuration model that allows generating homophilic networks with arbitrary degree sequences and we use it to study interactions of homophily with processes imposing constraints on degree distributions. We show that the effects of homophily on clustering are robust with respect to distribution constraints, while degree assortativity can be highly dependent on the particular kind of enforced degree sequence.

DOVER, Del. – The Delaware Aglands Foundation Board announced that they will institute a rolling application process for their Young Farmer Loan Program to offer young farmers more flexibility in acquiring a farm. Delaware farmers, between 18 and 40 years old have the opportunity to apply for the Young Farmers Loan Program. The program provides […]

Agency: HSS Closing Date: 7/9/2020

Agency: HSS Closing Date: 6/2/2020