Background: The novel coronavirus, COVID-19, was first detected in the United States in January 2020. To curb the spread of the disease in mid-March, different states issued mandatory stay-at-home (SAH) orders. These nonpharmaceutical interventions were mandated based on prior experiences, such as the 1918 influenza epidemic. Hence, we decided to study the impact of restrictions on mobility on reducing COVID-19 transmission. Methods: We designed an ecological time series study with our exposure variable as Mobility patterns in the state of Maryland for March- December 2020 and our outcome variable as the COVID-19 hospitalizations for the same period. We built an Extreme Gradient Boosting (XGBoost) ensemble machine learning model and regressed the lagged COVID-19 hospitalizations with Mobility volume for different regions of Maryland. Results: We found an 18% increase in COVID-19 hospitalizations when mobility was increased by a factor of five, similarly a 43% increase when mobility was further increased by a factor of ten. Conclusion: The findings of our study demonstrated a positive linear relationship between mobility and the incidence of COVID-19 cases. These findings are partially consistent with other studies suggesting the benefits of mobility restrictions. Although more detailed approach is needed to precisely understand the benefits and limitations of mobility restrictions as part of a response to the COVID-19 pandemic.
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We present a numerically efficient approach for learning minimal equivalent martingale measures for market simulators of tradable instruments, e.g. for a spot price and options written on the same underlying. In the presence of transaction cost and trading restrictions, we relax the results to learning minimal equivalent "near-martingale measures" under which expected returns remain within prevailing bid/ask spreads. Our approach to thus "removing the drift" in a high dimensional complex space is entirely model-free and can be applied to any market simulator which does not exhibit classic arbitrage. The resulting model can be used for risk neutral pricing, or, in the case of transaction costs or trading constraints, for "Deep Hedging". We demonstrate our approach by applying it to two market simulators, an auto-regressive discrete-time stochastic implied volatility model, and a Generative Adversarial Network (GAN) based simulator, both of which trained on historical data of option prices under the statistical measure to produce realistic samples of spot and option prices. We comment on robustness with respect to estimation error of the original market simulator.
Wikidata has been increasingly adopted by many communities for a wide variety of applications, which demand high-quality knowledge to deliver successful results. In this paper, we develop a framework to detect and analyze low-quality statements in Wikidata by shedding light on the current practices exercised by the community. We explore three indicators of data quality in Wikidata, based on: 1) community consensus on the currently recorded knowledge, assuming that statements that have been removed and not added back are implicitly agreed to be of low quality; 2) statements that have been deprecated; and 3) constraint violations in the data. We combine these indicators to detect low-quality statements, revealing challenges with duplicate entities, missing triples, violated type rules, and taxonomic distinctions. Our findings complement ongoing efforts by the Wikidata community to improve data quality, aiming to make it easier for users and editors to find and correct mistakes.
As of December 2020, the COVID-19 pandemic has infected over 75 million people, making it the deadliest pandemic in modern history. This study develops a novel compartmental epidemiological model specific to the SARS-CoV-2 virus and analyzes the effect of common preventative measures such as testing, quarantine, social distancing, and vaccination. By accounting for the most prevalent interventions that have been enacted to minimize the spread of the virus, the model establishes a paramount foundation for future mathematical modeling of COVID-19 and other modern pandemics. Specifically, the model expands on the classic SIR model and introduces separate compartments for individuals who are in the incubation period, asymptomatic, tested-positive, quarantined, vaccinated, or deceased. It also accounts for variable infection, testing, and death rates. I first analyze the outbreak in Santa Clara County, California, and later generalize the findings. The results show that, although all preventative measures reduce the spread of COVID-19, quarantine and social distancing mandates reduce the infection rate and subsequently are the most effective policies, followed by vaccine distribution and, finally, public testing. Thus, governments should concentrate resources on enforcing quarantine and social distancing policies. In addition, I find mathematical proof that the relatively high asymptomatic rate and long incubation period are driving factors of COVID-19's rapid spread.
We study how the quality dimension affects the social optimum in a model of spatial differentiation where two facilities provide a public service. If quality enters linearly in the individuals' utility function, a symmetric configuration, in which both facilities have the same quality and serve groups of individuals of the same size, does not maximize the social welfare. This is a surprising result as all individuals are symmetrically identical having the same quality valuation. We also show that a symmetric configuration of facilities may maximize the social welfare if the individuals' marginal utility of quality is decreasing.
Variable importance measures are the main tools to analyze the black-box mechanisms of random forests. Although the mean decrease accuracy (MDA) is widely accepted as the most efficient variable importance measure for random forests, little is known about its statistical properties. In fact, the exact MDA definition varies across the main random forest software. In this article, our objective is to rigorously analyze the behavior of the main MDA implementations. Consequently, we mathematically formalize the various implemented MDA algorithms, and then establish their limits when the sample size increases. In particular, we break down these limits in three components: the first one is related to Sobol indices, which are well-defined measures of a covariate contribution to the response variance, widely used in the sensitivity analysis field, as opposed to thethird term, whose value increases with dependence within covariates. Thus, we theoretically demonstrate that the MDA does not target the right quantity when covariates are dependent, a fact that has already been noticed experimentally. To address this issue, we define a new importance measure for random forests, the Sobol-MDA, which fixes the flaws of the original MDA. We prove the consistency of the Sobol-MDA and show thatthe Sobol-MDA empirically outperforms its competitors on both simulated and real data. An open source implementation in R and C++ is available online.
Enormous hope in the efficacy of vaccines became recently a successful reality in the fight against the COVID-19 pandemic. However, vaccine hesitancy, fueled by exposure to social media misinformation about COVID-19 vaccines became a major hurdle. Therefore, it is essential to automatically detect where misinformation about COVID-19 vaccines on social media is spread and what kind of misinformation is discussed, such that inoculation interventions can be delivered at the right time and in the right place, in addition to interventions designed to address vaccine hesitancy. This paper is addressing the first step in tackling hesitancy against COVID-19 vaccines, namely the automatic detection of known misinformation about the vaccines on Twitter, the social media platform that has the highest volume of conversations about COVID-19 and its vaccines. We present CoVaxLies, a new dataset of tweets judged relevant to several misinformation targets about COVID-19 vaccines on which a novel method of detecting misinformation was developed. Our method organizes CoVaxLies in a Misinformation Knowledge Graph as it casts misinformation detection as a graph link prediction problem. The misinformation detection method detailed in this paper takes advantage of the link scoring functions provided by several knowledge embedding methods. The experimental results demonstrate the superiority of this method when compared with classification-based methods, widely used currently.
The coronavirus disease (COVID-19) pandemic has changed our lives and still poses a challenge to science. Numerous studies have contributed to a better understanding of the pandemic. In particular, inhalation of aerosolised pathogens has been identified as essential for transmission. This information is crucial to slow the spread, but the individual likelihood of becoming infected in everyday situations remains uncertain. Mathematical models help estimate such risks. In this study, we propose how to model airborne transmission of SARS-CoV-2 at a local scale. In this regard, we combine microscopic crowd simulation with a new model for disease transmission. Inspired by compartmental models, we describe agents' health status as susceptible, exposed, infectious or recovered. Infectious agents exhale pathogens bound to persistent aerosols, whereas susceptible agents absorb pathogens when moving through an aerosol cloud left by the infectious agent. The transmission depends on the pathogen load of the aerosol cloud, which changes over time. We propose a 'high risk' benchmark scenario to distinguish critical from non-critical situations. Simulating indoor situations show that the new model is suitable to evaluate the risk of exposure qualitatively and, thus, enables scientists or even decision-makers to better assess the spread of COVID-19 and similar diseases.
Click-through rate (CTR) prediction is one of the fundamental tasks for e-commerce search engines. As search becomes more personalized, it is necessary to capture the user interest from rich behavior data. Existing user behavior modeling algorithms develop different attention mechanisms to emphasize query-relevant behaviors and suppress irrelevant ones. Despite being extensively studied, these attentions still suffer from two limitations. First, conventional attentions mostly limit the attention field only to a single user's behaviors, which is not suitable in e-commerce where users often hunt for new demands that are irrelevant to any historical behaviors. Second, these attentions are usually biased towards frequent behaviors, which is unreasonable since high frequency does not necessarily indicate great importance. To tackle the two limitations, we propose a novel attention mechanism, termed Kalman Filtering Attention (KFAtt), that considers the weighted pooling in attention as a maximum a posteriori (MAP) estimation. By incorporating a priori, KFAtt resorts to global statistics when few user behaviors are relevant. Moreover, a frequency capping mechanism is incorporated to correct the bias towards frequent behaviors. Offline experiments on both benchmark and a 10 billion scale real production dataset, together with an Online A/B test, show that KFAtt outperforms all compared state-of-the-arts. KFAtt has been deployed in the ranking system of a leading e commerce website, serving the main traffic of hundreds of millions of active users everyday.
Generative adversarial nets (GANs) have generated a lot of excitement. Despite their popularity, they exhibit a number of well-documented issues in practice, which apparently contradict theoretical guarantees. A number of enlightening papers have pointed out that these issues arise from unjustified assumptions that are commonly made, but the message seems to have been lost amid the optimism of recent years. We believe the identified problems deserve more attention, and highlight the implications on both the properties of GANs and the trajectory of research on probabilistic models. We recently proposed an alternative method that sidesteps these problems.
The polypharmacy side effect prediction problem considers cases in which two drugs taken individually do not result in a particular side effect; however, when the two drugs are taken in combination, the side effect manifests. In this work, we demonstrate that multi-relational knowledge graph completion achieves state-of-the-art results on the polypharmacy side effect prediction problem. Empirical results show that our approach is particularly effective when the protein targets of the drugs are well-characterized. In contrast to prior work, our approach provides more interpretable predictions and hypotheses for wet lab validation.
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