This article focuses on the coherent forecasting of the recently introduced novel geometric AR(1) (NoGeAR(1)) model - an INAR model based on inflated - parameter binomial thinning approach. Various techniques are available to achieve h - step ahead coherent forecasts of count time series, like median and mode forecasting. However, there needs to be more body of literature addressing coherent forecasting in the context of overdispersed count time series. Here, we study the forecasting distribution corresponding to NoGeAR(1) process using the Monte Carlo (MC) approximation method. Accordingly, several forecasting measures are employed in the simulation study to facilitate a thorough comparison of the forecasting capability of NoGeAR(1) with other models. The methodology is also demonstrated using real-life data, specifically the data on CW{\ss} TeXpert downloads and Barbados COVID-19 data.
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ACM/IEEE第23屆模型驅動工程語言和系統國際會議，是模型驅動軟件和系統工程的首要會議系列，由ACM-SIGSOFT和IEEE-TCSE支持組織。自1998年以來，模型涵蓋了建模的各個方面，從語言和方法到工具和應用程序。模特的參加者來自不同的背景，包括研究人員、學者、工程師和工業專業人士。MODELS 2019是一個論壇，參與者可以圍繞建模和模型驅動的軟件和系統交流前沿研究成果和創新實踐經驗。今年的版本將為建模社區提供進一步推進建模基礎的機會，并在網絡物理系統、嵌入式系統、社會技術系統、云計算、大數據、機器學習、安全、開源等新興領域提出建模的創新應用以及可持續性。
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This article presents factor copula approaches to model temporal dependency of non-Gaussian (continuous/discrete) longitudinal data. Factor copula models are canonical vine copulas which explain the underlying dependence structure of a multivariate data through latent variables, and therefore can be easily interpreted and implemented to unbalanced longitudinal data. We develop regression models for continuous, binary and ordinal longitudinal data including covariates, by using factor copula constructions with subject-specific latent variables. Considering homogeneous within-subject dependence, our proposed models allow for feasible parametric inference in moderate to high dimensional situations, using two-stage (IFM) estimation method. We assess the finite sample performance of the proposed models with extensive simulation studies. In the empirical analysis, the proposed models are applied for analysing different longitudinal responses of two real world data sets. Moreover, we compare the performances of these models with some widely used random effect models using standard model selection techniques and find substantial improvements. Our studies suggest that factor copula models can be good alternatives to random effect models and can provide better insights to temporal dependency of longitudinal data of arbitrary nature.
We consider the bit complexity of computing Chow forms and their generalization to multiprojective spaces. We develop a deterministic algorithm using resultants and obtain a single exponential complexity upper bound. Earlier computational results for Chow forms were in the arithmetic complexity model, and our result represents the first bit complexity bound. We also extend our algorithm to Hurwitz forms in projective space, and explore connections between multiprojective Hurwitz forms and matroid theory. The motivation for our work comes from incidence geometry where intriguing computational algebra problems remain open.
We introduce and study swap cosystolic expansion, a new expansion property of simplicial complexes. We prove lower bounds for swap coboundary expansion of spherical buildings and use them to lower bound swap cosystolic expansion of the LSV Ramanujan complexes. Our motivation is the recent work (in a companion paper) showing that swap cosystolic expansion implies agreement theorems. Together the two works show that these complexes support agreement tests in the low acceptance regime. Swap cosystolic expansion is defined by considering, for a given complex $X$, its faces complex $F^r X$, whose vertices are $r$-faces of $X$ and where two vertices are connected if their disjoint union is also a face in $X$. The faces complex $F^r X$ is a derandomizetion of the product of $X$ with itself $r$ times. The graph underlying $F^rX$ is the swap walk of $X$, known to have excellent spectral expansion. The swap cosystolic expansion of $X$ is defined to be the cosystolic expansion of $F^r X$. Our main result is a $\exp(-O(\sqrt r))$ lower bound on the swap coboundary expansion of the spherical building and the swap cosystolic expansion of the LSV complexes. For more general coboundary expanders we show a weaker lower bound of $exp(-O(r))$.
Baker and Norine initiated the study of graph divisors as a graph-theoretic analogue of the Riemann-Roch theory for Riemann surfaces. One of the key concepts of graph divisor theory is the {\it rank} of a divisor on a graph. The importance of the rank is well illustrated by Baker's {\it Specialization lemma}, stating that the dimension of a linear system can only go up under specialization from curves to graphs, leading to a fruitful interaction between divisors on graphs and curves. Due to its decisive role, determining the rank is a central problem in graph divisor theory. Kiss and T\'othm\'eresz reformulated the problem using chip-firing games, and showed that computing the rank of a divisor on a graph is NP-hard via reduction from the Minimum Feedback Arc Set problem. In this paper, we strengthen their result by establishing a connection between chip-firing games and the Minimum Target Set Selection problem. As a corollary, we show that the rank is difficult to approximate to within a factor of $O(2^{\log^{1-\varepsilon}n})$ for any $\varepsilon > 0$ unless $P=NP$. Furthermore, assuming the Planted Dense Subgraph Conjecture, the rank is difficult to approximate to within a factor of $O(n^{1/4-\varepsilon})$ for any $\varepsilon>0$.
We introduce the R package clrng which leverages the gpuR package and is able to generate random numbers in parallel on a Graphics Processing Unit (GPU) with the clRNG (OpenCL) library. Parallel processing with GPU's can speed up computationally intensive tasks, which when combined with R, it can largely improve R's downsides in terms of slow speed, memory usage and computation mode. clrng enables reproducible research by setting random initial seeds for streams on GPU and CPU, and can thus accelerate several types of statistical simulation and modelling. The random number generator in clrng guarantees independent parallel samples even when R is used interactively in an ad-hoc manner, with sessions being interrupted and restored. This package is portable and flexible, developers can use its random number generation kernel for various other purposes and applications.
The implication problem for conditional independence (CI) asks whether the fact that a probability distribution obeys a given finite set of CI relations implies that a further CI statement also holds in this distribution. This problem has a long and fascinating history, cumulating in positive results about implications now known as the semigraphoid axioms as well as impossibility results about a general finite characterization of CI implications. Motivated by violation of faithfulness assumptions in causal discovery, we study the implication problem in the special setting where the CI relations are obtained from a directed acyclic graphical (DAG) model along with one additional CI statement. Focusing on the Gaussian case, we give a complete characterization of when such an implication is graphical by using algebraic techniques. Moreover, prompted by the relevance of strong faithfulness in statistical guarantees for causal discovery algorithms, we give a graphical solution for an approximate CI implication problem, in which we ask whether small values of one additional partial correlation entail small values for yet a further partial correlation.
In a regression model with multiple response variables and multiple explanatory variables, if the difference of the mean vectors of the response variables for different values of explanatory variables is always in the direction of the first principal eigenvector of the covariance matrix of the response variables, then it is called a multivariate allometric regression model. This paper studies the estimation of the first principal eigenvector in the multivariate allometric regression model. A class of estimators that includes conventional estimators is proposed based on weighted sum-of-squares matrices of regression sum-of-squares matrix and residual sum-of-squares matrix. We establish an upper bound of the mean squared error of the estimators contained in this class, and the weight value minimizing the upper bound is derived. Sufficient conditions for the consistency of the estimators are discussed in weak identifiability regimes under which the difference of the largest and second largest eigenvalues of the covariance matrix decays asymptotically and in "large $p$, large $n$" regimes, where $p$ is the number of response variables and $n$ is the sample size. Several numerical results are also presented.
To study the fixed parameter undecidability of tiling problem for a set of Wang tiles, Jeandel and Rolin show that the tiling problem for a set of 44 Wang bars is undecidable. In this paper, we improve their result by proving that whether a set of 29 Wang bars can tile the plane is undecidable. As a consequence, the tiling problem for a set of Wang tiles with color deficiency of 25 is also undecidable.
We devise greedy heuristics tailored for synthesizing quantum circuits that implement a specified set of Pauli rotations. Our heuristics are designed to minimize either the count of entangling gates or the depth of entangling gates, and they can be adjusted to either maintain or loosen the ordering of rotations. We present benchmark results demonstrating a depth reduction of up to a factor of 4 compared to the current state-of-the-art heuristics for synthesizing Hamiltonian simulation circuits. We also show that these heuristics can be used to optimize generic quantum circuits by decomposing and resynthesizing them.
An interesting case of the well-known Dataset Shift Problem is the classification of Electroencephalogram (EEG) signals in the context of Brain-Computer Interface (BCI). The non-stationarity of EEG signals can lead to poor generalisation performance in BCI classification systems used in different sessions, also from the same subject. In this paper, we start from the hypothesis that the Dataset Shift problem can be alleviated by exploiting suitable eXplainable Artificial Intelligence (XAI) methods to locate and transform the relevant characteristics of the input for the goal of classification. In particular, we focus on an experimental analysis of explanations produced by several XAI methods on an ML system trained on a typical EEG dataset for emotion recognition. Results show that many relevant components found by XAI methods are shared across the sessions and can be used to build a system able to generalise better. However, relevant components of the input signal also appear to be highly dependent on the input itself.
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