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Double generalized linear models provide a flexible framework for modeling data by allowing the mean and the dispersion to vary across observations. Common members of the exponential dispersion family including the Gaussian, Poisson, compound Poisson-gamma (CP-g), Gamma and inverse-Gaussian are known to admit such models. The lack of their use can be attributed to ambiguities that exist in model specification under a large number of covariates and complications that arise when data display complex spatial dependence. In this work we consider a hierarchical specification for the CP-g model with a spatial random effect. The spatial effect is targeted at performing uncertainty quantification by modeling dependence within the data arising from location based indexing of the response. We focus on a Gaussian process specification for the spatial effect. Simultaneously, we tackle the problem of model specification for such models using Bayesian variable selection. It is effected through a continuous spike and slab prior on the model parameters, specifically the fixed effects. The novelty of our contribution lies in the Bayesian frameworks developed for such models. We perform various synthetic experiments to showcase the accuracy of our frameworks. They are then applied to analyze automobile insurance premiums in Connecticut, for the year of 2008.

In epidemiological studies, the capture-recapture (CRC) method is a powerful tool that can be used to estimate the number of diseased cases or potentially disease prevalence based on data from overlapping surveillance systems. Estimators derived from log-linear models are widely applied by epidemiologists when analyzing CRC data. The popularity of the log-linear model framework is largely associated with its accessibility and the fact that interaction terms can allow for certain types of dependency among data streams. In this work, we shed new light on significant pitfalls associated with the log-linear model framework in the context of CRC using real data examples and simulation studies. First, we demonstrate that the log-linear model paradigm is highly exclusionary. That is, it can exclude, by design, many possible estimates that are potentially consistent with the observed data. Second, we clarify the ways in which regularly used model selection metrics (e.g., information criteria) are fundamentally deceiving in the effort to select a best model in this setting. By focusing attention on these important cautionary points and on the fundamental untestable dependency assumption made when fitting a log-linear model to CRC data, we hope to improve the quality of and transparency associated with subsequent surveillance-based CRC estimates of case counts.

While statistical modeling of distributional data has gained increased attention, the case of multivariate distributions has been somewhat neglected despite its relevance in various applications. This is because the Wasserstein distance that is commonly used in distributional data analysis poses challenges for multivariate distributions. A promising alternative is the sliced Wasserstein distance, which offers a computationally simpler solution. We propose distributional regression models with multivariate distributions as responses paired with Euclidean vector predictors, working with the sliced Wasserstein distance, which is based on a slicing transform from the multivariate distribution space to the sliced distribution space. We introduce two regression approaches, one based on utilizing the sliced Wasserstein distance directly in the multivariate distribution space, and a second approach that employs a univariate distribution regression for each slice. We develop both global and local Fr\'echet regression methods for these approaches and establish asymptotic convergence for sample-based estimators. The proposed regression methods are illustrated in simulations and by studying joint distributions of systolic and diastolic blood pressure as a function of age and joint distributions of excess winter death rates and winter temperature anomalies in European countries as a function of a country's base winter temperature.

Prediction, in regression and classification, is one of the main aims in modern data science. When the number of predictors is large, a common first step is to reduce the dimension of the data. Sufficient dimension reduction (SDR) is a well established paradigm of reduction that keeps all the relevant information in the covariates X that is necessary for the prediction of Y . In practice, SDR has been successfully used as an exploratory tool for modelling after estimation of the sufficient reduction. Nevertheless, even if the estimated reduction is a consistent estimator of the population, there is no theory that supports this step when non-parametric regression is used in the imputed estimator. In this paper, we show that the asymptotic distribution of the non-parametric regression estimator is the same regardless if the true SDR or its estimator is used. This result allows making inferences, for example, computing confidence intervals for the regression function avoiding the curse of dimensionality.

The Internet of Things is a paradigm that refers to the ubiquitous presence around us of physical objects equipped with sensing, networking, and processing capabilities that allow them to cooperate with their environment to reach common goals. However, any threat affecting the availability of IoT applications can be crucial financially and for the safety of the physical integrity of users. This feature calls for IoT applications that remain operational and efficiently handle possible threats. However, designing an IoT application that can handle threats is challenging for stakeholders due to the high susceptibility to threats of IoT applications and the lack of modeling mechanisms that contemplate resilience as a first-class representation. In this paper, an architectural Design Decision Model for Resilient IoT applications is presented to reduce the difficulty of stakeholders in designing resilient IoT applications. Our approach is illustrated and demonstrates the value through the modeling of a case.

Typical machine learning regression applications aim to report the mean or the median of the predictive probability distribution, via training with a squared or an absolute error scoring function. The importance of issuing predictions of more functionals of the predictive probability distribution (quantiles and expectiles) has been recognized as a means to quantify the uncertainty of the prediction. In deep learning (DL) applications, that is possible through quantile and expectile regression neural networks (QRNN and ERNN respectively). Here we introduce deep Huber quantile regression networks (DHQRN) that nest QRNNs and ERNNs as edge cases. DHQRN can predict Huber quantiles, which are more general functionals in the sense that they nest quantiles and expectiles as limiting cases. The main idea is to train a deep learning algorithm with the Huber quantile regression function, which is consistent for the Huber quantile functional. As a proof of concept, DHQRN are applied to predict house prices in Australia. In this context, predictive performances of three DL architectures are discussed along with evidential interpretation of results from an economic case study.

By exploiting the theory of skew-symmetric distributions, we generalise existing results in sensitivity analysis by providing the analytic expression of the bias induced by marginalization over an unobserved continuous confounder in a logistic regression model. The expression is approximated and mimics Cochran's formula under some simplifying assumptions. Other link functions and error distributions are also considered. A simulation study is performed to assess its properties. The derivations can also be applied in causal mediation analysis, thereby enlarging the number of circumstances where simple parametric formulations can be used to evaluate causal direct and indirect effects. Standard errors of the causal effect estimators are provided via the first-order Delta method. Simulations show that our proposed estimators perform equally well as others based on numerical methods and that the additional interpretability of the explicit formulas does not compromise their precision. The new estimator has been applied to measure the effect of humidity on upper airways diseases mediated by the presence of common aeroallergens in the air.

The lack of explainability limits the adoption of deep learning models in clinical practice. While methods exist to improve the understanding of such models, these are mainly saliency-based and developed for classification, despite many important tasks in medical imaging being continuous regression problems. Therefore, in this work, we present ExPeRT: an explainable prototype-based model specifically designed for regression tasks. Our proposed model makes a sample prediction from the distances to a set of learned prototypes in latent space, using a weighted mean of prototype labels. The distances in latent space are regularized to be relative to label differences, and each of the prototypes can be visualized as a sample from the training set. The image-level distances are further constructed from patch-level distances, in which the patches of both images are structurally matched using optimal transport. We demonstrate our proposed model on the task of brain age prediction on two image datasets: adult MR and fetal ultrasound. Our approach achieved state-of-the-art prediction performance while providing insight in the model's reasoning process.

Automated variable selection is widely applied in statistical model development. Algorithms like forward, backward or stepwise selection are available in statistical software packages like R and SAS. Many researchers have criticized the use of these algorithms because the models resulting from automated selection algorithms are not based on theory and tend to be unstable. Furthermore, simulation studies have shown that they often select incorrect variables due to random effects which makes these model building strategies unreliable. In this article, a comprehensive stepwise selection algorithm tailored to logistic regression is proposed. It uses multiple criteria in variable selection instead of relying on one single measure only, like a $p$-value or Akaike's information criterion, which ensures robustness and soundness of the final outcome. The result of the selection process might not be unambiguous. It might select multiple models that could be considered as statistically equivalent. A simulation study demonstrates the superiority of the proposed variable selection method over available alternatives.