In this paper, we focus on the variable selection techniques for a class of semiparametric spatial regression models which allow one to study the effects of explanatory variables in the presence of the spatial information. The spatial smoothing problem in the nonparametric part is tackled by means of bivariate splines over triangulation, which is able to deal efficiently with data distributed over irregularly shaped regions. In addition, we develop a unified procedure for variable selection to identify significant covariates under a double penalization framework, and we show that the penalized estimators enjoy the "oracle" property. The proposed method can simultaneously identify non-zero spatially distributed covariates and solve the problem of "leakage" across complex domains of the functional spatial component. To estimate the standard deviations of the proposed estimators for the coefficients, a sandwich formula is developed as well. In the end, Monte Carlo simulation examples and a real data example are provided to illustrate the proposed methodology. All technical proofs are given in the supplementary materials.
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Partially linear additive models generalize the linear models since they model the relation between a response variable and covariates by assuming that some covariates are supposed to have a linear relation with the response but each of the others enter with unknown univariate smooth functions. The harmful effect of outliers either in the residuals or in the covariates involved in the linear component has been described in the situation of partially linear models, that is, when only one nonparametric component is involved in the model. When dealing with additive components, the problem of providing reliable estimators when atypical data arise, is of practical importance motivating the need of robust procedures. Hence, we propose a family of robust estimators for partially linear additive models by combining $B-$splines with robust linear regression estimators. We obtain consistency results, rates of convergence and asymptotic normality for the linear components, under mild assumptions. A Monte Carlo study is carried out to compare the performance of the robust proposal with its classical counterpart under different models and contamination schemes. The numerical experiments show the advantage of the proposed methodology for finite samples. We also illustrate the usefulness of the proposed approach on a real data set.
For the nonparametric regression models with covariates contaminated with normal measurement errors, this paper proposes an extrapolation algorithm to estimate the nonparametric regression functions. By applying the conditional expectation directly to the kernel-weighted least squares of the deviations between the local linear approximation and the observed responses, the proposed algorithm successfully bypasses the simulation step needed in the classical simulation extrapolation method, thus significantly reducing the computational time. It is noted that the proposed method also provides an exact form of the extrapolation function, but the extrapolation estimate generally cannot be obtained by simply setting the extrapolation variable to negative one in the fitted extrapolation function if the bandwidth is less than the standard deviation of the measurement error. Large sample properties of the proposed estimation procedure are discussed, as well as simulation studies and a real data example being conducted to illustrate its applications.
Multi-criteria decision analysis (MCDA) is a quantitative approach to the drug benefit-risk assessment (BRA) which allows for consistent comparisons by summarising all benefits and risks in a single score. The MCDA consists of several components, one of which is the utility (or loss) score function that defines how benefits and risks are aggregated into a single quantity. While a linear utility score is one of the most widely used approach in BRA, it is recognised that it can result in counter-intuitive decisions, for example, recommending a treatment with extremely low benefits or high risks. To overcome this problem, alternative approaches to the scores construction, namely, product, multi-linear and Scale Loss Score models, were suggested. However, to date, the majority of arguments concerning the differences implied by these models are heuristic. In this work, we consider four models to calculate the aggregated utility/loss scores and compared their performance in an extensive simulation study over many different scenarios, and in a case study. It is found that the product and Scale Loss Score models provide more intuitive treatment recommendation decisions in the majority of scenarios compared to the linear and multi-linear models, and are more robust to the correlation in the criteria.
For an ensemble of nonlinear systems that model, for instance, molecules or photonic systems, we propose a method that finds efficiently the configuration that has prescribed transfer properties. Specifically, we use physics-informed machine-learning (PIML) techniques to find the parameters for the efficient transfer of an electron (or photon) to a targeted state in a non-linear dimer. We create a machine learning model containing two variables, $\chi_D$, and $\chi_A$, representing the non-linear terms in the donor and acceptor target system states. We then introduce a data-free physics-informed loss function as $1.0 - P_j$, where $P_j$ is the probability, the electron being in the targeted state, $j$. By minimizing the loss function, we maximize the occupation probability to the targeted state. The method recovers known results in the Targeted Energy Transfer (TET) model, and it is then applied to a more complex system with an additional intermediate state. In this trimer configuration, the PIML approach discovers desired resonant paths from the donor to acceptor units. The proposed PIML method is general and may be used in the chemical design of molecular complexes or engineering design of quantum or photonic systems.
Many tasks use data housed in relational databases to train boosted regression tree models. In this paper, we give a relational adaptation of the greedy algorithm for training boosted regression trees. For the subproblem of calculating the sum of squared residuals of the dataset, which dominates the runtime of the boosting algorithm, we provide a $(1 + \epsilon)$-approximation using the tensor sketch technique. Employing this approximation within the relational boosted regression trees algorithm leads to learning similar model parameters, but with asymptotically better runtime.
The popular federated edge learning (FEEL) framework allows privacy-preserving collaborative model training via frequent learning-updates exchange between edge devices and server. Due to the constrained bandwidth, only a subset of devices can upload their updates at each communication round. This has led to an active research area in FEEL studying the optimal device scheduling policy for minimizing communication time. However, owing to the difficulty in quantifying the exact communication time, prior work in this area can only tackle the problem partially by considering either the communication rounds or per-round latency, while the total communication time is determined by both metrics. To close this gap, we make the first attempt in this paper to formulate and solve the communication time minimization problem. We first derive a tight bound to approximate the communication time through cross-disciplinary effort involving both learning theory for convergence analysis and communication theory for per-round latency analysis. Building on the analytical result, an optimized probabilistic scheduling policy is derived in closed-form by solving the approximate communication time minimization problem. It is found that the optimized policy gradually turns its priority from suppressing the remaining communication rounds to reducing per-round latency as the training process evolves. The effectiveness of the proposed scheme is demonstrated via a use case on collaborative 3D objective detection in autonomous driving.
For Bayesian learning, given likelihood function and Gaussian prior, the elliptical slice sampler, introduced by Murray, Adams and MacKay 2010, provides a tool for the construction of a Markov chain for approximate sampling of the underlying posterior distribution. Besides of its wide applicability and simplicity its main feature is that no tuning is necessary. Under weak regularity assumptions on the posterior density we show that the corresponding Markov chain is geometrically ergodic and therefore yield qualitative convergence guarantees. We illustrate our result for Gaussian posteriors as they appear in Gaussian process regression, as well as in a setting of a multi-modal distribution. Remarkably, our numerical experiments indicate a dimension-independent performance of elliptical slice sampling even in situations where our ergodicity result does not apply.
Competing risk data appear widely in modern biomedical research. Cause-specific hazard models are often used to deal with competing risk data in the past two decades. There is no current study on the kernel likelihood method for the cause-specific hazard model with time-varying coefficients. We propose to use the local partial log-likelihood approach for nonparametric time-varying coefficient estimation. Simulation studies demonstrate that our proposed nonparametric kernel estimator has a good performance under assumed finite sample settings. Finally, we apply the proposed method to analyze a diabetes dialysis study with competing death causes.
We propose a novel method for solving regression tasks using few-shot or weak supervision. At the core of our method is the fundamental observation that GANs are incredibly successful at encoding semantic information within their latent space, even in a completely unsupervised setting. For modern generative frameworks, this semantic encoding manifests as smooth, linear directions which affect image attributes in a disentangled manner. These directions have been widely used in GAN-based image editing. We show that such directions are not only linear, but that the magnitude of change induced on the respective attribute is approximately linear with respect to the distance traveled along them. By leveraging this observation, our method turns a pre-trained GAN into a regression model, using as few as two labeled samples. This enables solving regression tasks on datasets and attributes which are difficult to produce quality supervision for. Additionally, we show that the same latent-distances can be used to sort collections of images by the strength of given attributes, even in the absence of explicit supervision. Extensive experimental evaluations demonstrate that our method can be applied across a wide range of domains, leverage multiple latent direction discovery frameworks, and achieve state-of-the-art results in few-shot and low-supervision settings, even when compared to methods designed to tackle a single task.
Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested processes and study the dependence structures they induce. Dependence ranges between homogeneity, corresponding to full exchangeability, and maximum heterogeneity, corresponding to (unconditional) independence across samples. The popular nested Dirichlet process is shown to degenerate to the fully exchangeable case when there are ties across samples at the observed or latent level. To overcome this drawback, inherent to nesting general discrete random measures, we introduce a novel class of latent nested processes. These are obtained by adding common and group-specific completely random measures and, then, normalising to yield dependent random probability measures. We provide results on the partition distributions induced by latent nested processes, and develop an Markov Chain Monte Carlo sampler for Bayesian inferences. A test for distributional homogeneity across groups is obtained as a by product. The results and their inferential implications are showcased on synthetic and real data.
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