Operational earthquake forecasting for risk management and communication during seismic sequences depends on our ability to select an optimal forecasting model. To do this, we need to compare the performance of competing models with each other in prospective forecasting mode, and to rank their performance using a fair, reproducible and reliable method. The Collaboratory for the Study of Earthquake Predictability (CSEP) conducts such prospective earthquake forecasting experiments around the globe. One metric that has been proposed to rank competing models is the Parimutuel Gambling score, which has the advantage of allowing alarm-based (categorical) forecasts to be compared with probabilistic ones. Here we examine the suitability of this score for ranking competing earthquake forecasts. First, we prove analytically that this score is in general improper, meaning that, on average, it does not prefer the model that generated the data. Even in the special case where it is proper, we show it can still be used in an improper way. Then, we compare its performance with two commonly-used proper scores (the Brier and logarithmic scores), taking into account the uncertainty around the observed average score. We estimate the confidence intervals for the expected score difference which allows us to define if and when a model can be preferred. Our findings suggest the Parimutuel Gambling score should not be used to distinguishing between multiple competing forecasts. They also enable a more rigorous approach to distinguish between the predictive skills of candidate forecasts in addition to their rankings.
We consider two approaches to study non-reversible Markov processes, namely the Hypocoercivity Theory (HT) and GENERIC (General Equations for Non-Equilibrium Reversible-Irreversible Coupling); the basic idea behind both of them is to split the process into a reversible component and a non-reversible one, and then quantify the way in which they interact. We compare such theories and provide explicit formulas to pass from one formulation to the other; as a bi-product we give a simple proof of the link between reversibility of the dynamics and gradient flow structure of the associated Fokker-Planck equation. We do this both for linear Markov processes and for a class of nonlinear Markov process as well. We then characterize the structure of the Large deviation functional of generalised-reversible processes; this is a class of non-reversible processes of large relevance in applications. Finally, we show how our results apply to two classes of Markov processes, namely non-reversible diffusion processes and a class of Piecewise Deterministic Markov Processes (PDMPs), which have recently attracted the attention of the statistical sampling community. In particular, for the PDMPs we consider we prove entropy decay.
To represent the complex individual interactions in the dynamics of disease spread informed by data, the coupling of an epidemiological agent-based model with the ensemble Kalman filter is proposed. The statistical inference of the propagation of a disease by means of ensemble-based data assimilation systems has been studied in previous work. The models used are mostly compartmental models representing the mean field evolution through ordinary differential equations. These techniques allow to monitor the propagation of the infections from data and to estimate several parameters of epidemiological interest. However, there are many important features which are based on the individual interactions that cannot be represented in the mean field equations, such as social network and bubbles, contact tracing, isolating individuals in risk, and social network-based distancing strategies. Agent-based models can describe contact networks at an individual level, including demographic attributes such as age, neighbourhood, household, workplaces, schools, entertainment places, among others. Nevertheless, these models have several unknown parameters which are thus difficult to estimate. In this work, we propose the use of ensemble-based data assimilation techniques to calibrate an agent-based model using daily epidemiological data. This raises the challenge of having to adapt the agent populations to incorporate the information provided by the coarse-grained data. To do this, two stochastic strategies to correct the model predictions are developed. The ensemble Kalman filter with perturbed observations is used for the joint estimation of the state and some key epidemiological parameters. We conduct experiments with an agent based-model designed for COVID-19 and assess the proposed methodology on synthetic data and on COVID-19 daily reports from Ciudad Aut\'onoma de Buenos Aires, Argentina.
As a mean to assess the risk dam structures are exposed to during earthquakes, we employ an abstract mathematical, three dimensional, elasto-acoustic coupled wave-propagation model taking into account (i) the dam structure itself, embedded into (ii) its surrounding topography, (iii) different material soil layers, (iv) the seismic source as well as (v) the reservoir lake filled with water treated as an acoustic medium. As a case study for extensive numerical simulations we consider the magnitude 7 seismic event of the 30$^{\rm th}$ of October 2020 taking place in the Icarian Sea (Greece) and the Tahtali dam around 30 km from there (Turkey). A challenging task is to resolve the multiple length scales that are present due to the huge differences in size between the dam building structure and the area of interest, considered for the propagation of the earthquake. Interfaces between structures and highly non-conforming meshes on different scales are resolved by means of a discontinuous Galerkin approach. The seismic source is modeled using inversion data about the real fault plane. Ultimately, we perform a real data driven, multi-scale, full source-to-site, physics based simulation based on the discontinuous Galerkin spectral element method, which allows to precisely validate the ground motion experienced along the Tahtali dam, comparing the synthetic seismograms against actually observed ones. A comparison with a more classical computational method, using a plane wave with data from a deconvolved seismogram reading as an input, is discussed.
Fair ranking problems arise in many decision-making processes that often necessitate a trade-off between accuracy and fairness. Many existing studies have proposed correction methods such as adding fairness constraints to a ranking model's loss. However, the challenge of correcting the data bias for fair ranking remains, and the trade-off of the ranking models leaves room for improvement. In this paper, we propose a fair ranking framework that evaluates the order of training data in a pairwise manner as well as various fairness measurements in ranking. This study is the first proposal of a pre-processing method that solves fair ranking problems using the pairwise ordering method with our best knowledge. The fair pairwise ordering method is prominent in training the fair ranking models because it ensures that the resulting ranking likely becomes parity across groups. As far as the fairness measurements in ranking are represented as a linear constraint of the ranking models, we proved that the minimization of loss function subject to the constraints is reduced to the closed solution of the minimization problem augmented by weights to training data. This closed solution inspires us to present a practical and stable algorithm that iterates the optimization of weights and model parameters. The empirical results over real-world datasets demonstrated that our method outperforms the existing methods in the trade-off between accuracy and fairness over real-world datasets and various fairness measurements.
Spatio-temporal forecasting has numerous applications in analyzing wireless, traffic, and financial networks. Many classical statistical models often fall short in handling the complexity and high non-linearity present in time-series data. Recent advances in deep learning allow for better modelling of spatial and temporal dependencies. While most of these models focus on obtaining accurate point forecasts, they do not characterize the prediction uncertainty. In this work, we consider the time-series data as a random realization from a nonlinear state-space model and target Bayesian inference of the hidden states for probabilistic forecasting. We use particle flow as the tool for approximating the posterior distribution of the states, as it is shown to be highly effective in complex, high-dimensional settings. Thorough experimentation on several real world time-series datasets demonstrates that our approach provides better characterization of uncertainty while maintaining comparable accuracy to the state-of-the art point forecasting methods.
Leveraging biased click data for optimizing learning to rank systems has been a popular approach in information retrieval. Because click data is often noisy and biased, a variety of methods have been proposed to construct unbiased learning to rank (ULTR) algorithms for the learning of unbiased ranking models. Among them, automatic unbiased learning to rank (AutoULTR) algorithms that jointly learn user bias models (i.e., propensity models) with unbiased rankers have received a lot of attention due to their superior performance and low deployment cost in practice. Despite their differences in theories and algorithm design, existing studies on ULTR usually use uni-variate ranking functions to score each document or result independently. On the other hand, recent advances in context-aware learning-to-rank models have shown that multivariate scoring functions, which read multiple documents together and predict their ranking scores jointly, are more powerful than uni-variate ranking functions in ranking tasks with human-annotated relevance labels. Whether such superior performance would hold in ULTR with noisy data, however, is mostly unknown. In this paper, we investigate existing multivariate scoring functions and AutoULTR algorithms in theory and prove that permutation invariance is a crucial factor that determines whether a context-aware learning-to-rank model could be applied to existing AutoULTR framework. Our experiments with synthetic clicks on two large-scale benchmark datasets show that AutoULTR models with permutation-invariant multivariate scoring functions significantly outperform those with uni-variate scoring functions and permutation-variant multivariate scoring functions.
The problem of Approximate Nearest Neighbor (ANN) search is fundamental in computer science and has benefited from significant progress in the past couple of decades. However, most work has been devoted to pointsets whereas complex shapes have not been sufficiently treated. Here, we focus on distance functions between discretized curves in Euclidean space: they appear in a wide range of applications, from road segments to time-series in general dimension. For $\ell_p$-products of Euclidean metrics, for any $p$, we design simple and efficient data structures for ANN, based on randomized projections, which are of independent interest. They serve to solve proximity problems under a notion of distance between discretized curves, which generalizes both discrete Fr\'echet and Dynamic Time Warping distances. These are the most popular and practical approaches to comparing such curves. We offer the first data structures and query algorithms for ANN with arbitrarily good approximation factor, at the expense of increasing space usage and preprocessing time over existing methods. Query time complexity is comparable or significantly improved by our algorithms, our algorithm is especially efficient when the length of the curves is bounded.
Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of modeling complex patterns or dependencies lying in real word data. To address such concerns, various deep learning models, mainly Recurrent Neural Network (RNN) based methods, are proposed. Nevertheless, capturing extremely long-term patterns while effectively incorporating information from other variables remains a challenge for time-series forecasting. Furthermore, lack-of-explainability remains one serious drawback for deep neural network models. Inspired by Memory Network proposed for solving the question-answering task, we propose a deep learning based model named Memory Time-series network (MTNet) for time series forecasting. MTNet consists of a large memory component, three separate encoders, and an autoregressive component to train jointly. Additionally, the attention mechanism designed enable MTNet to be highly interpretable. We can easily tell which part of the historic data is referenced the most.
The Everyday Sexism Project documents everyday examples of sexism reported by volunteer contributors from all around the world. It collected 100,000 entries in 13+ languages within the first 3 years of its existence. The content of reports in various languages submitted to Everyday Sexism is a valuable source of crowdsourced information with great potential for feminist and gender studies. In this paper, we take a computational approach to analyze the content of reports. We use topic-modelling techniques to extract emerging topics and concepts from the reports, and to map the semantic relations between those topics. The resulting picture closely resembles and adds to that arrived at through qualitative analysis, showing that this form of topic modeling could be useful for sifting through datasets that had not previously been subject to any analysis. More precisely, we come up with a map of topics for two different resolutions of our topic model and discuss the connection between the identified topics. In the low resolution picture, for instance, we found Public space/Street, Online, Work related/Office, Transport, School, Media harassment, and Domestic abuse. Among these, the strongest connection is between Public space/Street harassment and Domestic abuse and sexism in personal relationships.The strength of the relationships between topics illustrates the fluid and ubiquitous nature of sexism, with no single experience being unrelated to another.
Like any large software system, a full-fledged DBMS offers an overwhelming amount of configuration knobs. These range from static initialisation parameters like buffer sizes, degree of concurrency, or level of replication to complex runtime decisions like creating a secondary index on a particular column or reorganising the physical layout of the store. To simplify the configuration, industry grade DBMSs are usually shipped with various advisory tools, that provide recommendations for given workloads and machines. However, reality shows that the actual configuration, tuning, and maintenance is usually still done by a human administrator, relying on intuition and experience. Recent work on deep reinforcement learning has shown very promising results in solving problems, that require such a sense of intuition. For instance, it has been applied very successfully in learning how to play complicated games with enormous search spaces. Motivated by these achievements, in this work we explore how deep reinforcement learning can be used to administer a DBMS. First, we will describe how deep reinforcement learning can be used to automatically tune an arbitrary software system like a DBMS by defining a problem environment. Second, we showcase our concept of NoDBA at the concrete example of index selection and evaluate how well it recommends indexes for given workloads.