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Sequential recommendation systems that model dynamic preferences based on a use's past behavior are crucial to e-commerce. Recent studies on these systems have considered various types of information such as images and texts. However, multimodal data have not yet been utilized directly to recommend products to users. In this study, we propose an attention-based sequential recommendation method that employs multimodal data of items such as images, texts, and categories. First, we extract image and text features from pre-trained VGG and BERT and convert categories into multi-labeled forms. Subsequently, attention operations are performed independent of the item sequence and multimodal representations. Finally, the individual attention information is integrated through an attention fusion function. In addition, we apply multitask learning loss for each modality to improve the generalization performance. The experimental results obtained from the Amazon datasets show that the proposed method outperforms those of conventional sequential recommendation systems.

In clinical settings, we often face the challenge of building prediction models based on small observational data sets. For example, such a data set might be from a medical center in a multi-center study. Differences between centers might be large, thus requiring specific models based on the data set from the target center. Still, we want to borrow information from the external centers, to deal with small sample sizes. There are approaches that either assign weights to each external data set or each external observation. To incorporate information on differences between data sets and observations, we propose an approach that combines both into weights that can be incorporated into a likelihood for fitting regression models. Specifically, we suggest weights at the data set level that incorporate information on how well the models that provide the observation weights distinguish between data sets. Technically, this takes the form of inverse probability weighting. We explore different scenarios where covariates and outcomes differ among data sets, informing our simulation design for method evaluation. The concept of effective sample size is used for understanding the effectiveness of our subgroup modeling approach. We demonstrate our approach through a clinical application, predicting applied radiotherapy doses for cancer patients. Generally, the proposed approach provides improved prediction performance when external data sets are similar. We thus provide a method for quantifying similarity of external data sets to the target data set and use this similarity to include external observations for improving performance in a target data set prediction modeling task with small data.

This paper focuses on the numerical scheme for delay-type stochastic McKean-Vlasov equations (DSMVEs) driven by fractional Brownian motion with Hurst parameter $H\in (0,1/2)\cup (1/2,1)$. The existence and uniqueness of the solutions to such DSMVEs whose drift coefficients contain polynomial delay terms are proved by exploting the Banach fixed point theorem. Then the propagation of chaos between interacting particle system and non-interacting system in $\mathcal{L}^p$ sense is shown. We find that even if the delay term satisfies the polynomial growth condition, the unmodified classical Euler-Maruyama scheme still can approximate the corresponding interacting particle system without the particle corruption. The convergence rates are revealed for $H\in (0,1/2)\cup (1/2,1)$. Finally, as an example that closely fits the original equation, a stochastic opinion dynamics model with both extrinsic memory and intrinsic memory is simulated to illustrate the plausibility of the theoretical result.

We examine the problem of variance components testing in general mixed effects models using the likelihood ratio test. We account for the presence of nuisance parameters, i.e. the fact that some untested variances might also be equal to zero. Two main issues arise in this context leading to a non regular setting. First, under the null hypothesis the true parameter value lies on the boundary of the parameter space. Moreover, due to the presence of nuisance parameters the exact location of these boundary points is not known, which prevents from using classical asymptotic theory of maximum likelihood estimation. Then, in the specific context of nonlinear mixed-effects models, the Fisher information matrix is singular at the true parameter value. We address these two points by proposing a shrinked parametric bootstrap procedure, which is straightforward to apply even for nonlinear models. We show that the procedure is consistent, solving both the boundary and the singularity issues, and we provide a verifiable criterion for the applicability of our theoretical results. We show through a simulation study that, compared to the asymptotic approach, our procedure has a better small sample performance and is more robust to the presence of nuisance parameters. A real data application is also provided.

Probabilistic graphical models are widely used to model complex systems under uncertainty. Traditionally, Gaussian directed graphical models are applied for analysis of large networks with continuous variables as they can provide conditional and marginal distributions in closed form simplifying the inferential task. The Gaussianity and linearity assumptions are often adequate, yet can lead to poor performance when dealing with some practical applications. In this paper, we model each variable in graph G as a polynomial regression of its parents to capture complex relationships between individual variables and with a utility function of polynomial form. We develop a message-passing algorithm to propagate information throughout the network solely using moments which enables the expected utility scores to be calculated exactly. Our propagation method scales up well and enables to perform inference in terms of a finite number of expectations. We illustrate how the proposed methodology works with examples and in an application to decision problems in energy planning and for real-time clinical decision support.

We present a new technique for visualizing high-dimensional data called cluster MDS (cl-MDS), which addresses a common difficulty of dimensionality reduction methods: preserving both local and global structures of the original sample in a single 2-dimensional visualization. Its algorithm combines the well-known multidimensional scaling (MDS) tool with the $k$-medoids data clustering technique, and enables hierarchical embedding, sparsification and estimation of 2-dimensional coordinates for additional points. While cl-MDS is a generally applicable tool, we also include specific recipes for atomic structure applications. We apply this method to non-linear data of increasing complexity where different layers of locality are relevant, showing a clear improvement in their retrieval and visualization quality.

Triply periodic minimal surface (TPMS) is emerging as an important way of designing microstructures. However, there has been limited use of commercial CAD/CAM/CAE software packages for TPMS design and manufacturing. This is mainly because TPMS is consistently described in the functional representation (F-rep) format, while modern CAD/CAM/CAE tools are built upon the boundary representation (B-rep) format. One possible solution to this gap is translating TPMS to STEP, which is the standard data exchange format of CAD/CAM/CAE. Following this direction, this paper proposes a new translation method with error-controlling and $C^2$ continuity-preserving features. It is based on an approximation error-driven TPMS sampling algorithm and a constrained-PIA algorithm. The sampling algorithm controls the deviation between the original and translated models. With it, an error bound of $2\epsilon$ on the deviation can be ensured if two conditions called $\epsilon$-density and $\epsilon$-approximation are satisfied. The constrained-PIA algorithm enforces $C^2$ continuity constraints during TPMS approximation, and meanwhile attaining high efficiency. A theoretical convergence proof of this algorithm is also given. The effectiveness of the translation method has been demonstrated by a series of examples and comparisons.

Retrieval-augmented machine translation leverages examples from a translation memory by retrieving similar instances. These examples are used to condition the predictions of a neural decoder. We aim to improve the upstream retrieval step and consider a fixed downstream edit-based model: the multi-Levenshtein Transformer. The task consists of finding a set of examples that maximizes the overall coverage of the source sentence. To this end, we rely on the theory of submodular functions and explore new algorithms to optimize this coverage. We evaluate the resulting performance gains for the machine translation task.

Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue, conditional mean estimates have complicated sampling distributions due to the infinite dimensional regressors, where truncation bias and scaling issues are compounded by non-constant variance under heteroscedasticity. As a foundation for distributional inference, we establish a central limit theorem for the estimated conditional mean under general dependent errors, and subsequently we develop a paired bootstrap method to provide better approximations of sampling distributions. The proposed paired bootstrap does not follow the standard bootstrap algorithm for finite dimensional regressors, as this version fails outside of a narrow window for implementation with functional regressors. The reason owes to a bias with functional regressors in a naive bootstrap construction. Our bootstrap proposal incorporates debiasing and thereby attains much broader validity and flexibility with truncation parameters for inference under heteroscedasticity; even when the naive approach may be valid, the proposed bootstrap method performs better numerically. The bootstrap is applied to construct confidence intervals for centered projections and for conducting hypothesis tests for the multiple conditional means. Our theoretical results on bootstrap consistency are demonstrated through simulation studies and also illustrated with a real data example.