Robust inferential methods based on divergences measures have shown an appealing trade-off between efficiency and robustness in many different statistical models. In this paper, minimum density power divergence estimators (MDPDEs) for the scale and shape parameters of the log-logistic distribution are considered. The log-logistic is a versatile distribution modeling lifetime data which is commonly adopted in survival analysis and reliability engineering studies when the hazard rate is initially increasing but then it decreases after some point. Further, it is shown that the classical estimators based on maximum likelihood (MLE) are included as a particular case of the MDPDE family. Moreover, the corresponding influence function of the MDPDE is obtained, and its boundlessness is proved, thus leading to robust estimators. A simulation study is carried out to illustrate the slight loss in efficiency of MDPDE with respect to MLE and, at besides, the considerable gain in robustness.
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We propose a novel algorithm for the support estimation of partially known Gaussian graphical models that incorporates prior information about the underlying graph. In contrast to classical approaches that provide a point estimate based on a maximum likelihood or a maximum a posteriori criterion using (simple) priors on the precision matrix, we consider a prior on the graph and rely on annealed Langevin diffusion to generate samples from the posterior distribution. Since the Langevin sampler requires access to the score function of the underlying graph prior, we use graph neural networks to effectively estimate the score from a graph dataset (either available beforehand or generated from a known distribution). Numerical experiments demonstrate the benefits of our approach.
Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some problems, this simulation is infeasible, leading to the discretization of state variable space and the need to train one neural network for each data point. This approach becomes computationally inefficient when dealing with large state variable spaces. In this paper, we consider a class of this type of stochastic optimal control problems and introduce an effective solution employing multitask neural networks. To train our multitask neural network, we introduce a novel scheme that dynamically balances the learning across tasks. Through numerical experiments on real-world derivatives pricing problems, we prove that our method outperforms state-of-the-art approaches.
This paper aims to front with dimensionality reduction in regression setting when the predictors are a mixture of functional variable and high-dimensional vector. A flexible model, combining both sparse linear ideas together with semiparametrics, is proposed. A wide scope of asymptotic results is provided: this covers as well rates of convergence of the estimators as asymptotic behaviour of the variable selection procedure. Practical issues are analysed through finite sample simulated experiments while an application to Tecator's data illustrates the usefulness of our methodology.
Since the start of the operational use of ensemble prediction systems, ensemble-based probabilistic forecasting has become the most advanced approach in weather prediction. However, despite the persistent development of the last three decades, ensemble forecasts still often suffer from the lack of calibration and might exhibit systematic bias, which calls for some form of statistical post-processing. Nowadays, one can choose from a large variety of post-processing approaches, where parametric methods provide full predictive distributions of the investigated weather quantity. Parameter estimation in these models is based on training data consisting of past forecast-observation pairs, thus post-processed forecasts are usually available only at those locations where training data are accessible. We propose a general clustering-based interpolation technique of extending calibrated predictive distributions from observation stations to any location in the ensemble domain where there are ensemble forecasts at hand. Focusing on the ensemble model output statistics (EMOS) post-processing technique, in a case study based on wind speed ensemble forecasts of the European Centre for Medium-Range Weather Forecasts, we demonstrate the predictive performance of various versions of the suggested method and show its superiority over the regionally estimated and interpolated EMOS models and the raw ensemble forecasts as well.
There has recently been an explosion of interest in how "higher-order" structures emerge in complex systems. This "emergent" organization has been found in a variety of natural and artificial systems, although at present the field lacks a unified understanding of what the consequences of higher-order synergies and redundancies are for systems. Typical research treat the presence (or absence) of synergistic information as a dependent variable and report changes in the level of synergy in response to some change in the system. Here, we attempt to flip the script: rather than treating higher-order information as a dependent variable, we use evolutionary optimization to evolve boolean networks with significant higher-order redundancies, synergies, or statistical complexity. We then analyse these evolved populations of networks using established tools for characterizing discrete dynamics: the number of attractors, average transient length, and Derrida coefficient. We also assess the capacity of the systems to integrate information. We find that high-synergy systems are unstable and chaotic, but with a high capacity to integrate information. In contrast, evolved redundant systems are extremely stable, but have negligible capacity to integrate information. Finally, the complex systems that balance integration and segregation (known as Tononi-Sporns-Edelman complexity) show features of both chaosticity and stability, with a greater capacity to integrate information than the redundant systems while being more stable than the random and synergistic systems. We conclude that there may be a fundamental trade-off between the robustness of a systems dynamics and its capacity to integrate information (which inherently requires flexibility and sensitivity), and that certain kinds of complexity naturally balance this trade-off.
Asymptotic analysis for related inference problems often involves similar steps and proofs. These intermediate results could be shared across problems if each of them is made self-contained and easily identified. However, asymptotic analysis using Taylor expansions is limited for result borrowing because it is a step-to-step procedural approach. This article introduces EEsy, a modular system for estimating finite and infinitely dimensional parameters in related inference problems. It is based on the infinite-dimensional Z-estimation theorem, Donsker and Glivenko-Cantelli preservation theorems, and weight calibration techniques. This article identifies the systematic nature of these tools and consolidates them into one system containing several modules, which can be built, shared, and extended in a modular manner. This change to the structure of method development allows related methods to be developed in parallel and complex problems to be solved collaboratively, expediting the development of new analytical methods. This article considers four related inference problems -- estimating parameters with random sampling, two-phase sampling, auxiliary information incorporation, and model misspecification. We illustrate this modular approach by systematically developing 9 parameter estimators and 18 variance estimators for the four related inference problems regarding semi-parametric additive hazards models. Simulation studies show the obtained asymptotic results for these 27 estimators are valid. In the end, I describe how this system can simplify the use of empirical process theory, a powerful but challenging tool to be adopted by the broad community of methods developers. I discuss challenges and the extension of this system to other inference problems.
The potential effects of conservation actions on threatened species can be predicted using ensemble ecosystem models by forecasting populations with and without intervention. These model ensembles commonly assume stable coexistence of species in the absence of available data. However, existing ensemble-generation methods become computationally inefficient as the size of the ecosystem network increases, preventing larger networks from being studied. We present a novel sequential Monte Carlo sampling approach for ensemble generation that is orders of magnitude faster than existing approaches. We demonstrate that the methods produce equivalent parameter inferences, model predictions, and tightly constrained parameter combinations using a novel sensitivity analysis method. For one case study, we demonstrate a speed-up from 108 days to 6 hours, while maintaining equivalent ensembles. Additionally, we demonstrate how to identify the parameter combinations that strongly drive feasibility and stability, drawing ecological insight from the ensembles. Now, for the first time, larger and more realistic networks can be practically simulated and analysed.
Object recognition and object pose estimation in robotic grasping continue to be significant challenges, since building a labelled dataset can be time consuming and financially costly in terms of data collection and annotation. In this work, we propose a synthetic data generation method that minimizes human intervention and makes downstream image segmentation algorithms more robust by combining a generated synthetic dataset with a smaller real-world dataset (hybrid dataset). Annotation experiments show that the proposed synthetic scene generation can diminish labelling time dramatically. RGB image segmentation is trained with hybrid dataset and combined with depth information to produce pixel-to-point correspondence of individual segmented objects. The object to grasp is then determined by the confidence score of the segmentation algorithm. Pick-and-place experiments demonstrate that segmentation trained on our hybrid dataset (98.9%, 70%) outperforms the real dataset and a publicly available dataset by (6.7%, 18.8%) and (2.8%, 10%) in terms of labelling and grasping success rate, respectively. Supplementary material is available at //sites.google.com/view/synthetic-dataset-generation.
We consider the posets of equivalence relations on finite sets under the standard embedding ordering and under the consecutive embedding ordering. In the latter case, the relations are also assumed to have an underlying linear order, which governs consecutive embeddings. For each poset we ask the well quasi-order and atomicity decidability questions: Given finitely many equivalence relations $\rho_1,\dots,\rho_k$, is the downward closed set Av$(\rho_1,\dots,\rho_k)$ consisting of all equivalence relations which do not contain any of $\rho_1,\dots,\rho_k$: (a) well-quasi-ordered, meaning that it contains no infinite antichains? and (b) atomic, meaning that it is not a union of two proper downward closed subsets, or, equivalently, that it satisfies the joint embedding property?
We state and give self contained proofs of semidefinite programming characterizations of the numerical radius and its dual norm for matrices. We show that the computation of the numerical radius and its dual norm within $\varepsilon$ precision are polynomially time computable in the data and $|\log \varepsilon |$ using either the ellipsoid method or the short step, primal interior point method. We apply our results to give a simple formula for the spectral and nuclear norm of $2\times n\times m$ real tensor in terms of the numerical radius and its dual norm.
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