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Busemann functions and semi-infinite O’Connell–Yor polymers

Tom Alberts, Firas Rassoul-Agha, Mackenzie Simper.

Source: Bernoulli, Volume 26, Number 3, 1927--1955.

Abstract:
We prove that given any fixed asymptotic velocity, the finite length O’Connell–Yor polymer has an infinite length limit satisfying the law of large numbers with this velocity. By a Markovian property of the quenched polymer this reduces to showing the existence of Busemann functions : almost sure limits of ratios of random point-to-point partition functions. The key ingredients are the Burke property of the O’Connell–Yor polymer and a comparison lemma for the ratios of partition functions. We also show the existence of infinite length limits in the Brownian last passage percolation model.




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Functional weak limit theorem for a local empirical process of non-stationary time series and its application

Ulrike Mayer, Henryk Zähle, Zhou Zhou.

Source: Bernoulli, Volume 26, Number 3, 1891--1911.

Abstract:
We derive a functional weak limit theorem for a local empirical process of a wide class of piece-wise locally stationary (PLS) time series. The latter result is applied to derive the asymptotics of weighted empirical quantiles and weighted V-statistics of non-stationary time series. The class of admissible underlying time series is illustrated by means of PLS linear processes and PLS ARCH processes.




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Logarithmic Sobolev inequalities for finite spin systems and applications

Holger Sambale, Arthur Sinulis.

Source: Bernoulli, Volume 26, Number 3, 1863--1890.

Abstract:
We derive sufficient conditions for a probability measure on a finite product space (a spin system ) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted) exponential random graph model, the random coloring and the hard-core model with fugacity. This leads to two separate branches of applications. The first branch is given by mixing time estimates of the Glauber dynamics. The proofs do not rely on coupling arguments, but instead use functional inequalities. As a byproduct, this also yields exponential decay of the relative entropy along the Glauber semigroup. Secondly, we investigate the concentration of measure phenomenon (particularly of higher order) for these spin systems. We show the effect of better concentration properties by centering not around the mean, but around a stochastic term in the exponential random graph model. From there, one can deduce a central limit theorem for the number of triangles from the CLT of the edge count. In the Erdős–Rényi model the first-order approximation leads to a quantification and a proof of a central limit theorem for subgraph counts.




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A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics

Xin Bing, Florentina Bunea, Marten Wegkamp.

Source: Bernoulli, Volume 26, Number 3, 1765--1796.

Abstract:
Topic models have become popular for the analysis of data that consists in a collection of n independent multinomial observations, with parameters $N_{i}inmathbb{N}$ and $Pi_{i}in[0,1]^{p}$ for $i=1,ldots,n$. The model links all cell probabilities, collected in a $p imes n$ matrix $Pi$, via the assumption that $Pi$ can be factorized as the product of two nonnegative matrices $Ain[0,1]^{p imes K}$ and $Win[0,1]^{K imes n}$. Topic models have been originally developed in text mining, when one browses through $n$ documents, based on a dictionary of $p$ words, and covering $K$ topics. In this terminology, the matrix $A$ is called the word-topic matrix, and is the main target of estimation. It can be viewed as a matrix of conditional probabilities, and it is uniquely defined, under appropriate separability assumptions, discussed in detail in this work. Notably, the unique $A$ is required to satisfy what is commonly known as the anchor word assumption, under which $A$ has an unknown number of rows respectively proportional to the canonical basis vectors in $mathbb{R}^{K}$. The indices of such rows are referred to as anchor words. Recent computationally feasible algorithms, with theoretical guarantees, utilize constructively this assumption by linking the estimation of the set of anchor words with that of estimating the $K$ vertices of a simplex. This crucial step in the estimation of $A$ requires $K$ to be known, and cannot be easily extended to the more realistic set-up when $K$ is unknown. This work takes a different view on anchor word estimation, and on the estimation of $A$. We propose a new method of estimation in topic models, that is not a variation on the existing simplex finding algorithms, and that estimates $K$ from the observed data. We derive new finite sample minimax lower bounds for the estimation of $A$, as well as new upper bounds for our proposed estimator. We describe the scenarios where our estimator is minimax adaptive. Our finite sample analysis is valid for any $n,N_{i},p$ and $K$, and both $p$ and $K$ are allowed to increase with $n$, a situation not handled well by previous analyses. We complement our theoretical results with a detailed simulation study. We illustrate that the new algorithm is faster and more accurate than the current ones, although we start out with a computational and theoretical disadvantage of not knowing the correct number of topics $K$, while we provide the competing methods with the correct value in our simulations.




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Reliable clustering of Bernoulli mixture models

Amir Najafi, Seyed Abolfazl Motahari, Hamid R. Rabiee.

Source: Bernoulli, Volume 26, Number 2, 1535--1559.

Abstract:
A Bernoulli Mixture Model (BMM) is a finite mixture of random binary vectors with independent dimensions. The problem of clustering BMM data arises in a variety of real-world applications, ranging from population genetics to activity analysis in social networks. In this paper, we analyze the clusterability of BMMs from a theoretical perspective, when the number of clusters is unknown. In particular, we stipulate a set of conditions on the sample complexity and dimension of the model in order to guarantee the Probably Approximately Correct (PAC)-clusterability of a dataset. To the best of our knowledge, these findings are the first non-asymptotic bounds on the sample complexity of learning or clustering BMMs.




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On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments

Kamran Kalbasi, Thomas Mountford.

Source: Bernoulli, Volume 26, Number 2, 1504--1534.

Abstract:
In this paper, we study the local times of vector-valued Gaussian fields that are ‘diagonally operator-self-similar’ and whose increments are stationary. Denoting the local time of such a Gaussian field around the spatial origin and over the temporal unit hypercube by $Z$, we show that there exists $lambdain(0,1)$ such that under some quite weak conditions, $lim_{n ightarrow+infty}frac{sqrt[n]{mathbb{E}(Z^{n})}}{n^{lambda}}$ and $lim_{x ightarrow+infty}frac{-logmathbb{P}(Z>x)}{x^{frac{1}{lambda}}}$ both exist and are strictly positive (possibly $+infty$). Moreover, we show that if the underlying Gaussian field is ‘strongly locally nondeterministic’, the above limits will be finite as well. These results are then applied to establish similar statements for the intersection local times of diagonally operator-self-similar Gaussian fields with stationary increments.




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Limit theorems for long-memory flows on Wiener chaos

Shuyang Bai, Murad S. Taqqu.

Source: Bernoulli, Volume 26, Number 2, 1473--1503.

Abstract:
We consider a long-memory stationary process, defined not through a moving average type structure, but by a flow generated by a measure-preserving transform and by a multiple Wiener–Itô integral. The flow is described using a notion of mixing for infinite-measure spaces introduced by Krickeberg (In Proc. Fifth Berkeley Sympos. Math. Statist. and Probability (Berkeley, Calif., 1965/66), Vol. II: Contributions to Probability Theory, Part 2 (1967) 431–446 Univ. California Press). Depending on the interplay between the spreading rate of the flow and the order of the multiple integral, one can recover known central or non-central limit theorems, and also obtain joint convergence of multiple integrals of different orders.




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Dynamic linear discriminant analysis in high dimensional space

Binyan Jiang, Ziqi Chen, Chenlei Leng.

Source: Bernoulli, Volume 26, Number 2, 1234--1268.

Abstract:
High-dimensional data that evolve dynamically feature predominantly in the modern data era. As a partial response to this, recent years have seen increasing emphasis to address the dimensionality challenge. However, the non-static nature of these datasets is largely ignored. This paper addresses both challenges by proposing a novel yet simple dynamic linear programming discriminant (DLPD) rule for binary classification. Different from the usual static linear discriminant analysis, the new method is able to capture the changing distributions of the underlying populations by modeling their means and covariances as smooth functions of covariates of interest. Under an approximate sparse condition, we show that the conditional misclassification rate of the DLPD rule converges to the Bayes risk in probability uniformly over the range of the variables used for modeling the dynamics, when the dimensionality is allowed to grow exponentially with the sample size. The minimax lower bound of the estimation of the Bayes risk is also established, implying that the misclassification rate of our proposed rule is minimax-rate optimal. The promising performance of the DLPD rule is illustrated via extensive simulation studies and the analysis of a breast cancer dataset.




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Consistent structure estimation of exponential-family random graph models with block structure

Michael Schweinberger.

Source: Bernoulli, Volume 26, Number 2, 1205--1233.

Abstract:
We consider the challenging problem of statistical inference for exponential-family random graph models based on a single observation of a random graph with complex dependence. To facilitate statistical inference, we consider random graphs with additional structure in the form of block structure. We have shown elsewhere that when the block structure is known, it facilitates consistency results for $M$-estimators of canonical and curved exponential-family random graph models with complex dependence, such as transitivity. In practice, the block structure is known in some applications (e.g., multilevel networks), but is unknown in others. When the block structure is unknown, the first and foremost question is whether it can be recovered with high probability based on a single observation of a random graph with complex dependence. The main consistency results of the paper show that it is possible to do so under weak dependence and smoothness conditions. These results confirm that exponential-family random graph models with block structure constitute a promising direction of statistical network analysis.




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Robust estimation of mixing measures in finite mixture models

Nhat Ho, XuanLong Nguyen, Ya’acov Ritov.

Source: Bernoulli, Volume 26, Number 2, 828--857.

Abstract:
In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we empirically believe our data are generated from and use these kernels to fit our models. Nevertheless, as long as the chosen kernel and the true kernel are different, statistical inference of mixing measure under this setting will be highly unstable. To overcome this challenge, we propose flexible and efficient robust estimators of the mixing measure in these models, which are inspired by the idea of minimum Hellinger distance estimator, model selection criteria, and superefficiency phenomenon. We demonstrate that our estimators consistently recover the true number of components and achieve the optimal convergence rates of parameter estimation under both the well- and misspecified kernel settings for any fixed bandwidth. These desirable asymptotic properties are illustrated via careful simulation studies with both synthetic and real data.




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Stochastic differential equations with a fractionally filtered delay: A semimartingale model for long-range dependent processes

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.




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The fourth characteristic of a semimartingale

Alexander Schnurr.

Source: Bernoulli, Volume 26, Number 1, 642--663.

Abstract:
We extend the class of semimartingales in a natural way. This allows us to incorporate processes having paths that leave the state space $mathbb{R}^{d}$. In particular, Markov processes related to sub-Markovian kernels, but also non-Markovian processes with path-dependent behavior. By carefully distinguishing between two killing states, we are able to introduce a fourth semimartingale characteristic which generalizes the fourth part of the Lévy quadruple. Using the probabilistic symbol, we analyze the close relationship between the generators of certain Markov processes with killing and their (now four) semimartingale characteristics.




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Consistent semiparametric estimators for recurrent event times models with application to virtual age models

Eric Beutner, Laurent Bordes, Laurent Doyen.

Source: Bernoulli, Volume 26, Number 1, 557--586.

Abstract:
Virtual age models are very useful to analyse recurrent events. Among the strengths of these models is their ability to account for treatment (or intervention) effects after an event occurrence. Despite their flexibility for modeling recurrent events, the number of applications is limited. This seems to be a result of the fact that in the semiparametric setting all the existing results assume the virtual age function that describes the treatment (or intervention) effects to be known. This shortcoming can be overcome by considering semiparametric virtual age models with parametrically specified virtual age functions. Yet, fitting such a model is a difficult task. Indeed, it has recently been shown that for these models the standard profile likelihood method fails to lead to consistent estimators. Here we show that consistent estimators can be constructed by smoothing the profile log-likelihood function appropriately. We show that our general result can be applied to most of the relevant virtual age models of the literature. Our approach shows that empirical process techniques may be a worthwhile alternative to martingale methods for studying asymptotic properties of these inference methods. A simulation study is provided to illustrate our consistency results together with an application to real data.




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Subspace perspective on canonical correlation analysis: Dimension reduction and minimax rates

Zhuang Ma, Xiaodong Li.

Source: Bernoulli, Volume 26, Number 1, 432--470.

Abstract:
Canonical correlation analysis (CCA) is a fundamental statistical tool for exploring the correlation structure between two sets of random variables. In this paper, motivated by the recent success of applying CCA to learn low dimensional representations of high dimensional objects, we propose two losses based on the principal angles between the model spaces spanned by the sample canonical variates and their population correspondents, respectively. We further characterize the non-asymptotic error bounds for the estimation risks under the proposed error metrics, which reveal how the performance of sample CCA depends adaptively on key quantities including the dimensions, the sample size, the condition number of the covariance matrices and particularly the population canonical correlation coefficients. The optimality of our uniform upper bounds is also justified by lower-bound analysis based on stringent and localized parameter spaces. To the best of our knowledge, for the first time our paper separates $p_{1}$ and $p_{2}$ for the first order term in the upper bounds without assuming the residual correlations are zeros. More significantly, our paper derives $(1-lambda_{k}^{2})(1-lambda_{k+1}^{2})/(lambda_{k}-lambda_{k+1})^{2}$ for the first time in the non-asymptotic CCA estimation convergence rates, which is essential to understand the behavior of CCA when the leading canonical correlation coefficients are close to $1$.




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English given names : popularity, spelling variants, diminutives and abbreviations / by Carol Baxter.

Names, Personal -- England.




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The Thomson family : fisherman in Buckhaven, retailers in Kapunda / compiled by Elizabeth Anne Howell.

Thomson (Family)




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Fuhlbohm family history : a collection of memorabilia of our ancestors and families in Germany, USA, and Australia / by Oscar Fuhlbohm.

Fuhlbohm (Family)




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Newsletter (South East Family History Group (S.A.)).

South East Family History Group (S.A.) -- Periodicals.




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From the coalfields of Somerset to the Adelaide Hills and beyond : the story of the Hewish Family : three centuries of one family's journey through time / Maureen Brown.

Hewish Henry -- Family.




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With a bottle of whisky in my hand : the family of James Grant and Isabella Masson / by Carolyn Cowgill.

Grant (Family)




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The Yangya Hicks : tales from the Hicks family of Yangya near Gladstone, South Australia, written from the 12th of May 1998 / by Joyce Coralie Hale (nee Hicks) (28.12.1923-17.12.2003).

Hicks (Family)




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List of family history books owned by Roy Klemm.

Family histories -- South Australia -- Bibliography.




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The Klemm family : descendants of Johann Gottfried Klemm and Anna Louise Klemm : these forebears are honoured and remembered at a reunion at Gruenberg, Moculta 11th-12th March 1995.

Klemm (Family)




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The story of Thomas & Ann Stone family : including Helping Hobart's Orphans, the King's Orphan School for Boys 1831-1836 / Alexander E.H. Stone.

King's Orphan Schools (New Town, Tas.)




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Discover Protestant nonconformity in England and Wales / Paul Blake.

Dissenters, Religious -- Great Britain.




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Welsh given names : popularity, spelling variants, diminutives and abbreviations / by Carol Baxter.

Names, Personal -- Welsh.




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Scottish given names : popularity, spelling variants, diminutives and abbreviations / by Carol Baxter.

Names, Personal -- Scottish.




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Our Lady of Grace family page of history : a bookweek bicentennial project / edited by Janeen Brian.

Our Lady of Grace School (Glengowrie, S.A.)




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A family history Siglin to Siegele 1530 to 2019 : from Ditzingen, Germany over land and sea / Ian G. Siegele.

Germans -- South Australia.




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Genealogy and family trees

Rungie (Family)




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Fuhlbohm family history : a collection of memorabilia of our ancestors and families in Germany, USA, and Australia / by Oscar Fuhlbohm.

Fuhlbohm (Family)




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Hubbe family history items

Hubbe (Family)




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Living through English history : stories of the Urlwin, Brittridge, Vasper, Partridge and Ellerby families / Janet McLeod.

Urlwin (Family).




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Cook family history papers

Cook, William, 1815-1897




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From alms house to first nation : a story of my ancestors in South Australia : a Sherwell family story / by Pamela Coad (nee Sherwell).

Sherwell (Family)




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Geoff Nixon, man of the land : a history of Gunniguldrie and the Nixon family / Robert Nixon.

Nixon, Geoffrey Owen, 1921-2011.




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How States, Assessment Companies Can Work Together Amid Coronavirus Testing Cancellations

Scott Marion, who consults states on testing, talks about why it's important for vendors and public officials to work cooperatively in renegotiating contracts amid assessment cancellations caused by COVID-19.

The post How States, Assessment Companies Can Work Together Amid Coronavirus Testing Cancellations appeared first on Market Brief.




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Economists Expect Huge Future Earnings Loss for Students Missing School Due to COVID-19

Members of the future American workforce could see losses of earnings that add up to trillions of dollars, depending on how long coronavirus-related school closures persist.

The post Economists Expect Huge Future Earnings Loss for Students Missing School Due to COVID-19 appeared first on Market Brief.




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ACT and Teachers’ Union Partner to Provide Remote Learning Resources Amid Pandemic

ACT and the American Federation of Teachers are partnering to provide free resources as educators increasingly switch to distance learning amid the COVID-19 pandemic.

The post ACT and Teachers’ Union Partner to Provide Remote Learning Resources Amid Pandemic appeared first on Market Brief.




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Volume 24 Item 04: William Thomas Manners and customs of Aborigines - Miscellaneous scraps, ca. 1858




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Art Around the Library - Illuminated letter

Examine some examples of font and decoration used in beautiful medieval manuscripts as inspiration for creating your own illuminated letter design.




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Russia probe transcripts released by House Intelligence Committee

Reaction and analysis from Fox News contributor Byron York and former Florida Attorney General Pam Bondi.





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Train kills 15 migrant workers walking home in India

A train in India on Friday plowed through a group of migrant workers who fell asleep on the tracks after walking back home from a coronavirus lockdown, killing 15, the Railways Ministry said. Early this week the government started running trains to carry stranded workers to their home states.





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Boeing says it's about to start building the 737 Max plane again in the middle of the coronavirus pandemic, even though it already has more planes than it can deliver

Boeing CEO Dave Calhoun said the company was aiming to resume production this month, despite the ongoing grounding and coronavirus pandemic.





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'We Cannot Police Our Way Out of a Pandemic.' Experts, Police Union Say NYPD Should Not Be Enforcing Social Distance Rules Amid COVID-19

The New York City police department (NYPD) is conducting an internal investigation into a May 2 incident involving the violent arrests of multiple people, allegedly members of a group who were not social distancing





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Pence staffer who tested positive for coronavirus is Stephen Miller's wife

The staffer of Vice President Mike Pence who tested positive for coronavirus is apparently his press secretary and the wife of White House senior adviser Stephen Miller.Reports emerged on Friday that a member of Pence's staff had tested positive for COVID-19, creating a delay in his flight to Iowa amid concern over who may have been exposed. Later in the day, Trump said the staffer is a "press person" named Katie.Politico reported he was referring to Katie Miller, Pence's press secretary and the wife of Stephen Miller. This report noted this raises the risk that "a large swath of the West Wing's senior aides may also have been exposed." She confirmed her positive diagnosis to NBC News, saying she does not have symptoms.Trump spilled the beans to reporters, saying Katie Miller "hasn't come into contact with me" but has "spent some time with the vice president." This news comes one day after a personal valet to Trump tested positive for COVID-19, which reportedly made the president "lava level mad." Pence and Trump are being tested for COVID-19 every day.Asked Friday if he's concerned about the potential spread of coronavirus in the White House, Trump said "I'm not worried, no," adding that "we've taken very strong precautions."More stories from theweek.com Outed CIA agent Valerie Plame is running for Congress, and her launch video looks like a spy movie trailer 7 scathing cartoons about America's rush to reopen Trump says he couldn't have exposed WWII vets to COVID-19 because the wind was blowing the wrong way





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‘Selfish, tribal and divided’: Barack Obama warns of changes to American way of life in leaked audio slamming Trump administration

Barack Obama said the “rule of law is at risk” following the justice department’s decision to drop charges against former Trump advisor Mike Flynn, as he issued a stark warning about the long-term impact on the American way of life by his successor.





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Brazil's Amazon: Surge in deforestation as military prepares to deploy

The military is preparing to deploy to the region to try to stop illegal logging and mining.





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The McMichaels can't be charged with a hate crime by the state in the shooting death of Ahmaud Arbery because the law doesn't exist in Georgia

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





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Coronavirus: Chinese official admits health system weaknesses

China says it will improve public health systems after criticism of its early response to the virus.