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In many fields, including environmental epidemiology, researchers strive to understand the joint impact of a mixture of exposures. This involves analyzing a vector of exposures rather than a single exposure, with the most significant exposure sets being unknown. Examining every possible interaction or effect modification in a high-dimensional vector of candidates can be challenging or even impossible. To address this challenge, we propose a method for the automatic identification and estimation of exposure sets in a mixture with explanatory power, baseline covariates that modify the impact of an exposure and sets of exposures that have synergistic non-additive relationships. We define these parameters in a realistic nonparametric statistical model and use machine learning methods to identify variables sets and estimate nuisance parameters for our target parameters to avoid model misspecification. We establish a prespecified target parameter applied to variable sets when identified and use cross-validation to train efficient estimators employing targeted maximum likelihood estimation for our target parameter. Our approach applies a shift intervention targeting individual variable importance, interaction, and effect modification based on the data-adaptively determined sets of variables. Our methodology is implemented in the open-source SuperNOVA package in R. We demonstrate the utility of our method through simulations, showing that our estimator is efficient and asymptotically linear under conditions requiring fast convergence of certain regression functions. We apply our method to the National Institute of Environmental Health Science mixtures workshop data, revealing correct identification of antagonistic and agonistic interactions built into the data. Additionally, we investigate the association between exposure to persistent organic pollutants and longer leukocyte telomere length.

An inner-product Hilbert space formulation of the Kemeny distance is defined over the domain of all permutations with ties upon the extended real line, and results in an unbiased minimum variance (Gauss-Markov) correlation estimator upon a homogeneous i.i.d. sample. In this work, we construct and prove the necessary requirements to extend this linear topology for both Spearman's \(\rho\) and Kendall's \(\tau_{b}\), showing both spaces to be both biased and inefficient upon practical data domains. A probability distribution is defined for the Kemeny \(\tau_{\kappa}\) estimator, and a Studentisation adjustment for finite samples is provided as well. This work allows for a general purpose linear model duality to be identified as a unique consistent solution to many biased and unbiased estimation scenarios.

Industrial image anomaly detection under the setting of one-class classification has significant practical value. However, most existing models struggle to extract separable feature representations when performing feature embedding and struggle to build compact descriptions of normal features when performing one-class classification. One direct consequence of this is that most models perform poorly in detecting logical anomalies which violate contextual relationships. Focusing on more effective and comprehensive anomaly detection, we propose a network based on self-supervised learning and self-attentive graph convolution (SLSG) for anomaly detection. SLSG uses a generative pre-training network to assist the encoder in learning the embedding of normal patterns and the reasoning of position relationships. Subsequently, SLSG introduces the pseudo-prior knowledge of anomaly through simulated abnormal samples. By comparing the simulated anomalies, SLSG can better summarize the normal features and narrow down the hypersphere used for one-class classification. In addition, with the construction of a more general graph structure, SLSG comprehensively models the dense and sparse relationships among elements in the image, which further strengthens the detection of logical anomalies. Extensive experiments on benchmark datasets show that SLSG achieves superior anomaly detection performance, demonstrating the effectiveness of our method.

Time-domain simulation of wave phenomena on a finite computational domain often requires a fictitious outer boundary. An important practical issue is the specification of appropriate boundary conditions on this boundary, often conditions of complete transparency. Attention to this issue has been paid elsewhere, and here we consider a different, although related, issue: far-field signal recovery. Namely, from smooth data recorded on the outer boundary we wish to recover the far-field signal which would reach arbitrarily large distances. These signals encode information about interior scatterers and often correspond to actual measurements. This article expresses far-field signal recovery in terms of time-domain convolutions, each between a solution multipole moment recorded at the boundary and a sum-of-exponentials kernel. Each exponential corresponds to a pole term in the Laplace transform of the kernel, a finite sum of simple poles. Greengard, Hagstrom, and Jiang have derived the large-$\ell$ (spherical-harmonic index) asymptotic expansion for the pole residues, and their analysis shows that, when expressed in terms of the exact sum-of-exponentials, large-$\ell$ signal recovery is plagued by cancellation errors. Nevertheless, through an alternative integral representation of the kernel and its subsequent approximation by a {\em smaller} number of exponential terms (kernel compression), we are able to alleviate these errors and achieve accurate signal recovery. We empirically examine scaling relations between the parameters which determine a compressed kernel, and perform numerical tests of signal "teleportation" from one radial value $r_1$ to another $r_2$, including the case $r_2=\infty$. We conclude with a brief discussion on application to other hyperbolic equations posed on non-flat geometries where waves undergo backscatter.

We present new results on average causal effects in settings with unmeasured exposure-outcome confounding. Our results are motivated by a class of estimands, e.g., frequently of interest in medicine and public health, that are currently not targeted by standard approaches for average causal effects. We recognize these estimands as queries about the average causal effect of an intervening variable. We anchor our introduction of these estimands in an investigation of the role of chronic pain and opioid prescription patterns in the opioid epidemic, and illustrate how conventional approaches will lead unreplicable estimates with ambiguous policy implications. We argue that our altenative effects are replicable and have clear policy implications, and furthermore are non-parametrically identified by the classical frontdoor formula. As an independent contribution, we derive a new semiparametric efficient estimator of the frontdoor formula with a uniform sample boundedness guarantee. This property is unique among previously-described estimators in its class, and we demonstrate superior performance in finite-sample settings. Theoretical results are applied with data from the National Health and Nutrition Examination Survey.

Traditionally, data valuation is posed as a problem of equitably splitting the validation performance of a learning algorithm among the training data. As a result, the calculated data values depend on many design choices of the underlying learning algorithm. However, this dependence is undesirable for many use cases of data valuation, such as setting priorities over different data sources in a data acquisition process and informing pricing mechanisms in a data marketplace. In these scenarios, data needs to be valued before the actual analysis and the choice of the learning algorithm is still undetermined then. Another side-effect of the dependence is that to assess the value of individual points, one needs to re-run the learning algorithm with and without a point, which incurs a large computation burden. This work leapfrogs over the current limits of data valuation methods by introducing a new framework that can value training data in a way that is oblivious to the downstream learning algorithm. (1) We develop a proxy for the validation performance associated with a training set based on a non-conventional class-wise Wasserstein distance between the training and the validation set. We show that the distance characterizes the upper bound of the validation performance for any given model under certain Lipschitz conditions. (2) We develop a novel method to value individual data based on the sensitivity analysis of the class-wise Wasserstein distance. Importantly, these values can be directly obtained for free from the output of off-the-shelf optimization solvers when computing the distance. (3) We evaluate our new data valuation framework over various use cases related to detecting low-quality data and show that, surprisingly, the learning-agnostic feature of our framework enables a significant improvement over the state-of-the-art performance while being orders of magnitude faster.

We study numerical integration over bounded regions in $\mathbb{R}^s, s\ge1$ with respect to some probability measure. We replace random sampling with quasi-Monte Carlo methods, where the underlying point set is derived from deterministic constructions that aim to fill the space more evenly than random points. Such quasi-Monte Carlo point sets are ordinarily designed for the uniform measure, and the theory only works for product measures when a coordinate-wise transformation is applied. Going beyond this setting, we first consider the case where the target density is a mixture distribution where each term in the mixture comes from a product distribution. Next we consider target densities which can be approximated with such mixture distributions. We require the approximation to be a sum of coordinate-wise products and the approximation to be positive everywhere (so that they can be re-scaled to probability density functions). We use tensor product hat function approximations for this purpose here, since a hat function approximation of a positive function is itself positive. We also study more complex algorithms, where we first approximate the target density with a general Gaussian mixture distribution and approximate the mixtures with an adaptive hat function approximation on rotated intervals. The Gaussian mixture approximation allows us to locate the essential parts of the target density, whereas the adaptive hat function approximation allows us to approximate the finer structure of the target density. We prove convergence rates for each of the integration techniques based on quasi-Monte Carlo sampling for integrands with bounded partial mixed derivatives. The employed algorithms are based on digital $(t,s)$-sequences over the finite field $\mathbb{F}_2$ and an inversion method. Numerical examples illustrate the performance of the algorithms for some target densities and integrands.

Sparse principal component analysis (SPCA) is widely used for dimensionality reduction and feature extraction in high-dimensional data analysis. Despite many methodological and theoretical developments in the past two decades, the theoretical guarantees of the popular SPCA algorithm proposed by Zou, Hastie & Tibshirani (2006) are still unknown. This paper aims to address this critical gap. We first revisit the SPCA algorithm of Zou et al. (2006) and present our implementation. We also study a computationally more efficient variant of the SPCA algorithm in Zou et al. (2006) that can be considered as the limiting case of SPCA. We provide the guarantees of convergence to a stationary point for both algorithms and prove that, under a sparse spiked covariance model, both algorithms can recover the principal subspace consistently under mild regularity conditions. We show that their estimation error bounds match the best available bounds of existing works or the minimax rates up to some logarithmic factors. Moreover, we demonstrate the competitive numerical performance of both algorithms in numerical studies.

Understanding epistasis (genetic interaction) may shed some light on the genomic basis of common diseases, including disorders of maximum interest due to their high socioeconomic burden, like schizophrenia. Distance correlation is an association measure that characterises general statistical independence between random variables, not only the linear one. Here, we propose distance correlation as a novel tool for the detection of epistasis from case-control data of single-nucleotide polymorphisms (SNPs). On the methodological side, we highlight the derivation of the explicit asymptotic distribution of the test statistic. We show that this is the only way to obtain enough computational speed for the method to be used in practice, in a scenario where the resampling techniques found in the literature are impractical. Our simulations show satisfactory calibration of significance, as well as comparable or better power than existing methodology. We conclude with the application of our technique to a schizophrenia genetics dataset, obtaining biologically sound insights.

Current deep learning research is dominated by benchmark evaluation. A method is regarded as favorable if it empirically performs well on the dedicated test set. This mentality is seamlessly reflected in the resurfacing area of continual learning, where consecutively arriving sets of benchmark data are investigated. The core challenge is framed as protecting previously acquired representations from being catastrophically forgotten due to the iterative parameter updates. However, comparison of individual methods is nevertheless treated in isolation from real world application and typically judged by monitoring accumulated test set performance. The closed world assumption remains predominant. It is assumed that during deployment a model is guaranteed to encounter data that stems from the same distribution as used for training. This poses a massive challenge as neural networks are well known to provide overconfident false predictions on unknown instances and break down in the face of corrupted data. In this work we argue that notable lessons from open set recognition, the identification of statistically deviating data outside of the observed dataset, and the adjacent field of active learning, where data is incrementally queried such that the expected performance gain is maximized, are frequently overlooked in the deep learning era. Based on these forgotten lessons, we propose a consolidated view to bridge continual learning, active learning and open set recognition in deep neural networks. Our results show that this not only benefits each individual paradigm, but highlights the natural synergies in a common framework. We empirically demonstrate improvements when alleviating catastrophic forgetting, querying data in active learning, selecting task orders, while exhibiting robust open world application where previously proposed methods fail.