Nicolas Garcia Trillos, Daniel Sanz-Alonso.

Source: Bayesian Analysis, Volume 15, Number 1, 29--56.

Abstract:
The Bayesian update can be viewed as a variational problem by characterizing the posterior as the minimizer of a functional. The variational viewpoint is far from new and is at the heart of popular methods for posterior approximation. However, some of its consequences seem largely unexplored. We focus on the following one: defining the posterior as the minimizer of a functional gives a natural path towards the posterior by moving in the direction of steepest descent of the functional. This idea is made precise through the theory of gradient flows, allowing to bring new tools to the study of Bayesian models and algorithms. Since the posterior may be characterized as the minimizer of different functionals, several variational formulations may be considered. We study three of them and their three associated gradient flows. We show that, in all cases, the rate of convergence of the flows to the posterior can be bounded by the geodesic convexity of the functional to be minimized. Each gradient flow naturally suggests a nonlinear diffusion with the posterior as invariant distribution. These diffusions may be discretized to build proposals for Markov chain Monte Carlo (MCMC) algorithms. By construction, the diffusions are guaranteed to satisfy a certain optimality condition, and rates of convergence are given by the convexity of the functionals. We use this observation to propose a criterion for the choice of metric in Riemannian MCMC methods.

Jon Cockayne, Chris J. Oates, Ilse C.F. Ipsen, Mark Girolami.

Source: Bayesian Analysis, Volume 14, Number 3, 937--1012.

Abstract:
A fundamental task in numerical computation is the solution of large linear systems. The conjugate gradient method is an iterative method which offers rapid convergence to the solution, particularly when an effective preconditioner is employed. However, for more challenging systems a substantial error can be present even after many iterations have been performed. The estimates obtained in this case are of little value unless further information can be provided about, for example, the magnitude of the error. In this paper we propose a novel statistical model for this error, set in a Bayesian framework. Our approach is a strict generalisation of the conjugate gradient method, which is recovered as the posterior mean for a particular choice of prior. The estimates obtained are analysed with Krylov subspace methods and a contraction result for the posterior is presented. The method is then analysed in a simulation study as well as being applied to a challenging problem in medical imaging.

Joseph Antonelli, Giovanni Parmigiani, Francesca Dominici.

Source: Bayesian Analysis, Volume 14, Number 3, 825--848.

Abstract:
In observational studies, estimation of a causal effect of a treatment on an outcome relies on proper adjustment for confounding. If the number of the potential confounders ( $p$ ) is larger than the number of observations ( $n$ ), then direct control for all potential confounders is infeasible. Existing approaches for dimension reduction and penalization are generally aimed at predicting the outcome, and are less suited for estimation of causal effects. Under standard penalization approaches (e.g. Lasso), if a variable $X_{j}$ is strongly associated with the treatment $T$ but weakly with the outcome $Y$ , the coefficient $eta_{j}$ will be shrunk towards zero thus leading to confounding bias. Under the assumption of a linear model for the outcome and sparsity, we propose continuous spike and slab priors on the regression coefficients $eta_{j}$ corresponding to the potential confounders $X_{j}$ . Specifically, we introduce a prior distribution that does not heavily shrink to zero the coefficients ( $eta_{j}$ s) of the $X_{j}$ s that are strongly associated with $T$ but weakly associated with $Y$ . We compare our proposed approach to several state of the art methods proposed in the literature. Our proposed approach has the following features: 1) it reduces confounding bias in high dimensional settings; 2) it shrinks towards zero coefficients of instrumental variables; and 3) it achieves good coverages even in small sample sizes. We apply our approach to the National Health and Nutrition Examination Survey (NHANES) data to estimate the causal effects of persistent pesticide exposure on triglyceride levels.

Iain M. Johnstone.

Source: Statistical Science, Volume 34, Number 4, 657--668.

Abstract:
Many papers in the early part of Brown’s career focused on the admissibility or otherwise of estimators of a vector parameter. He established that inadmissibility of invariant estimators in three and higher dimensions is a general phenomenon, and found deep and beautiful connections between admissibility and other areas of mathematics. This review touches on several of his major contributions, with a focus on his celebrated 1971 paper connecting admissibility, recurrence and elliptic partial differential equations.

Vincent Dorie, Jennifer Hill, Uri Shalit, Marc Scott, Dan Cervone.

Source: Statistical Science, Volume 34, Number 1, 94--99.

Abstract:
Response to discussion of Dorie (2017), in which the authors of that piece express their gratitude to the discussants, rebut some specific criticisms, and argue that the limitations of the 2016 Atlantic Causal Inference Competition represent an exciting opportunity for future competitions in a similar mold.

London (33 Stillness Rd, SE23 1NG) : Cleanair, Campaign for a Smoke-free Environment, [198-?]

London : Cleanair (33 Stillness Rd, London, SE23 1NG), [198-?]

London (33 Stillness Road London SE23 1NG) : Cleanair Campaign for a Smoke-free Environment, [198-?]

[London?], [199-?]

Here’s where you can snag their Alo Yoga Moto leggings for less.

And it’s on sale at Nordstrom.

Emeran A. Mayer
Nov 12, 2014; 34:15490-15496
Symposium

Karim Fifel
Jan 24, 2018; 38:784-786
Journal Club

Subhash Kulkarni
Oct 31, 2018; 38:9346-9354
Symposium and Mini-Symposium

Irune Diaz-Aparicio
Feb 12, 2020; 40:1453-1482
Development Plasticity Repair

Brian Zingg
Apr 15, 2020; 40:3250-3267
Systems/Circuits

Fatma Deniz
Sep 25, 2019; 39:7722-7736
BehavioralSystemsCognitive

Barbara J. Weiland
Jan 28, 2015; 35:1505-1512
Neurobiology of Disease

Catherine Orr
Mar 6, 2019; 39:1817-1827
BehavioralSystemsCognitive

Masaki Yamamoto
May 22, 2019; 39:4179-4192
Neurobiology of Disease

Benjamin Meyer
Jul 3, 2019; 39:5326-5335
Systems/Circuits

KM Harris
Jul 1, 1992; 12:2685-2705
Articles

JS Taube
Feb 1, 1990; 10:420-435
Articles

Fiona Doetsch
Jul 1, 1997; 17:5046-5061
Articles

Jeremy R. Manning
Oct 28, 2009; 29:13613-13620
BehavioralSystemsCognitive

R Shadmehr
May 1, 1994; 14:3208-3224
Articles

Chris Englund
Jan 5, 2005; 25:247-251
BRIEF COMMUNICATION

HG Kuhn
Mar 15, 1996; 16:2027-2033
Articles

Italian translation of the BIS press release about the BIS Quarterly Review, December 2017

Italian translation of Press Release about BIS General Manager Agustín Carstens giving a speech on "Money in the digital age: what role for central banks?" (6 February 2018)

Spanish translation of the BIS press release about the BIS Quarterly Review, March 2018

Spanish version of Press release about CPMI and the Markets Committee issuing a report on "Central bank digital currencies" (12 March 2018)

Spanish version of Press release about new members joining the Committee on Payments and Market Infrastructures (19 March 2018)

Spanish translation of "Frequently asked questions on market risk capital requirements" by the Basel Committee, March 2018.

Spanish translation of the BIS press release about the BIS Quarterly Review, September 2018

Spanish translation of "Pillar 3 disclosure requirements - updated framework", December 2018

Spanish translation of the BIS press release about the BIS Quarterly Review, March 2019

Spanish version of Press release about Pablo Hernández de Cos appointed as Chairman of Basel Committee on Banking Supervision, 7 March 2019. Pablo Hernández de Cos, nombrado Presidente del Comité de Supervisión Bancaria de Basilea.

Spanish version of BIS Press Release - Big tech in finance: opportunities and risks, 23 June 2019

Spanish translation of the speech by Mr Agustín Carstens, General Manager of the BIS, on the occasion of the Bank's Annual General Meeting, Basel, 30 June 2019.

Spanish translation of the BIS press release on the presentation of the Annual Economic Report 2019, 30 June 2019.

Discurso del Dr. Agustín Carstens, Director General del Banco de Pagos Internacionales, en la Celebración del 25 Aniversario de la Autonomía del Banco de México, Ciudad de México, 22 de noviembre de 2019.