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The impact of player age on performance has received attention across sport. Most research has focused on the performance of players at each age, ignoring the reality that age likewise influences which players receive opportunities to perform. Our manuscript makes two contributions. First, we highlight how selection bias is linked to both (i) which players receive opportunity to perform in sport, and (ii) at which ages we observe these players perform. This approach is used to generate underlying distributions of how players move in and out of sport organizations. Second, motivated by methods for missing data, we propose novel estimation methods of age curves by using both observed and unobserved (imputed) data. We use simulations to compare several comparative approaches for estimating aging curves. Imputation-based methods, as well as models that account for individual player skill, tend to generate lower RMSE and age curve shapes that better match the truth. We implement our approach using data from the National Hockey League.

Deep learning based methods for single-image super-resolution (SR) have drawn a lot of attention lately. In particular, various papers have shown that the learning stage can be performed on a single image, resulting in the so-called internal approaches. The SinGAN method is one of these contributions, where the distribution of image patches is learnt on the image at hand and propagated at finer scales. Now, there are situations where some statistical a priori can be assumed for the final image. In particular, many natural phenomena yield images having power law Fourier spectrum, such as clouds and other texture images. In this work, we show how such a priori information can be integrated into an internal super-resolution approach, by constraining the learned up-sampling procedure of SinGAN. We consider various types of constraints, related to the Fourier power spectrum, the color histograms and the consistency of the upsampling scheme. We demonstrate on various experiments that these constraints are indeed satisfied, but also that some perceptual quality measures can be improved by the proposed approach.

With continuous outcomes, the average causal effect is typically defined using a contrast of expected potential outcomes. However, in the presence of skewed outcome data, the expectation may no longer be meaningful. In practice the typical approach is to either "ignore or transform" - ignore the skewness altogether or transform the outcome to obtain a more symmetric distribution, although neither approach is entirely satisfactory. Alternatively the causal effect can be redefined as a contrast of median potential outcomes, yet discussion of confounding-adjustment methods to estimate this parameter is limited. In this study we described and compared confounding-adjustment methods to address this gap. The methods considered were multivariable quantile regression, an inverse probability weighted (IPW) estimator, weighted quantile regression and two little-known implementations of g-computation for this problem. Motivated by a cohort investigation in the Longitudinal Study of Australian Children, we conducted a simulation study that found the IPW estimator, weighted quantile regression and g-computation implementations minimised bias when the relevant models were correctly specified, with g-computation additionally minimising the variance. These methods provide appealing alternatives to the common "ignore or transform" approach and multivariable quantile regression, enhancing our capability to obtain meaningful causal effect estimates with skewed outcome data.

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical justification that under certain conditions, we can recover the support of the sparse leading eigenvector with high probability by obtaining a unique solution. The conditions involve the spectral gap between the largest and second-largest eigenvalues of the true data matrix, the magnitude of the noise, and the structural properties of the observed entries. The concepts of algebraic connectivity and irregularity are used to describe the structural properties of the observed entries. We empirically justify our theorem with synthetic and real data analysis. We also show that our algorithm outperforms several other sparse PCA approaches especially when the observed entries have good structural properties. As a by-product of our analysis, we provide two theorems to handle a deterministic sampling scheme, which can be applied to other matrix-related problems.

This paper explores the use of reconfigurable intelligent surfaces (RIS) in mitigating cross-system interference in spectrum sharing and secure wireless applications. Unlike conventional RIS that can only adjust the phase of the incoming signal and essentially reflect all impinging energy, or active RIS, which also amplify the reflected signal at the cost of significantly higher complexity, noise, and power consumption, an absorptive RIS (ARIS) is considered. An ARIS can in principle modify both the phase and modulus of the impinging signal by absorbing a portion of the signal energy, providing a compromise between its conventional and active counterparts in terms of complexity, power consumption, and degrees of freedom (DoFs). We first use a toy example to illustrate the benefit of ARIS, and then we consider three applications: (1) Spectral coexistence of radar and communication systems, where a convex optimization problem is formulated to minimize the Frobenius norm of the channel matrix from the communication base station to the radar receiver; (2) Spectrum sharing in device-to-device (D2D) communications, where a max-min scheme that maximizes the worst-case signal-to-interference-plus-noise ratio (SINR) among the D2D links is developed and then solved via fractional programming; (3) The physical layer security of a downlink communication system, where the secrecy rate is maximized and the resulting nonconvex problem is solved by a fractional programming algorithm together with a sequential convex relaxation procedure. Numerical results are then presented to show the significant benefit of ARIS in these applications.

Modern deep learning systems are increasingly deployed in situations such as personalization and federated learning where it is necessary to support i) learning on small amounts of data, and ii) communication efficient distributed training protocols. In this work, we develop FiLM Transfer (FiT) which fulfills these requirements in the image classification setting by combining ideas from transfer learning (fixed pretrained backbones and fine-tuned FiLM adapter layers) and meta-learning (automatically configured Naive Bayes classifiers and episodic training) to yield parameter efficient models with superior classification accuracy at low-shot. The resulting parameter efficiency is key for enabling few-shot learning, inexpensive model updates for personalization, and communication efficient federated learning. We experiment with FiT on a wide range of downstream datasets and show that it achieves better classification accuracy than the leading Big Transfer (BiT) algorithm at low-shot and achieves state-of-the art accuracy on the challenging VTAB-1k benchmark, with fewer than 1% of the updateable parameters. Finally, we demonstrate the parameter efficiency and superior accuracy of FiT in distributed low-shot applications including model personalization and federated learning where model update size is an important performance metric.

Generalized approximate message passing (GAMP) is a computationally efficient algorithm for estimating an unknown signal \(w_0\in\mathbb{R}^N\) from a random linear measurement \(y= Xw_0 + \epsilon\in\mathbb{R}^M\), where \(X\in\mathbb{R}^{M\times N}\) is a known measurement matrix and \(\epsilon\) is the noise vector. The salient feature of GAMP is that it can provide an unbiased estimator \(\hat{r}^{\rm G}\sim\mathcal{N}(w_0, \hat{s}^2I_N)\), which can be used for various hypothesis-testing methods. In this study, we consider the bootstrap average of an unbiased estimator of GAMP for the elastic net. By numerically analyzing the state evolution of \emph{approximate message passing with resampling}, which has been proposed for computing bootstrap statistics of the elastic net estimator, we investigate when the bootstrap averaging reduces the variance of the unbiased estimator and the effect of optimizing the size of each bootstrap sample and hyperparameter of the elastic net regularization in the asymptotic setting \(M, N\to\infty, M/N\to\alpha\in(0,\infty)\). The results indicate that bootstrap averaging effectively reduces the variance of the unbiased estimator when the actual data generation process is inconsistent with the sparsity assumption of the regularization and the sample size is small. Furthermore, we find that when \(w_0\) is less sparse, and the data size is small, the system undergoes a phase transition. The phase transition indicates the existence of the region where the ensemble average of unbiased estimators of GAMP for the elastic net norm minimization problem yields the unbiased estimator with the minimum variance.

Urban traffic attributed to commercial and industrial transportation is observed to largely affect living standards in cities due to external effects pertaining to pollution and congestion. In order to counter this, smart cities deploy technological tools to achieve sustainability. Such tools include Digital Twins (DT)s which are virtual replicas of real-life physical systems. Research suggests that DTs can be very beneficial in how they control a physical system by constantly optimizing its performance. The concept has been extensively studied in other technology-driven industries like manufacturing. However, little work has been done with regards to their application in urban logistics. In this paper, we seek to provide a framework by which DTs could be easily adapted to urban logistics networks. To do this, we provide a characterization of key factors in urban logistics for dynamic decision-making. We also survey previous research on DT applications in urban logistics as we found that a holistic overview is lacking. Using this knowledge in combination with the characterization, we produce a conceptual model that describes the ontology, learning capabilities and optimization prowess of an urban logistics digital twin through its quantitative models. We finish off with a discussion on potential research benefits and limitations based on previous research and our practical experience.

The linear combination of Student's $t$ random variables (RVs) appears in many statistical applications. Unfortunately, the Student's $t$ distribution is not closed under convolution, thus, deriving an exact and general distribution for the linear combination of $K$ Student's $t$ RVs is infeasible, which motivates a fitting/approximation approach. Here, we focus on the scenario where the only constraint is that the number of degrees of freedom of each $t-$RV is greater than two. Notice that since the odd moments/cumulants of the Student's $t$ distribution are zero, and the even moments/cumulants do not exist when their order is greater than the number of degrees of freedom, it becomes impossible to use conventional approaches based on moments/cumulants of order one or higher than two. To circumvent this issue, herein we propose fitting such a distribution to that of a scaled Student's $t$ RV by exploiting the second moment together with either the first absolute moment or the characteristic function (CF). For the fitting based on the absolute moment, we depart from the case of the linear combination of $K= 2$ Student's $t$ RVs and then generalize to $K\ge 2$ through a simple iterative procedure. Meanwhile, the CF-based fitting is direct, but its accuracy (measured in terms of the Bhattacharyya distance metric) depends on the CF parameter configuration, for which we propose a simple but accurate approach. We numerically show that the CF-based fitting usually outperforms the absolute moment -based fitting and that both the scale and number of degrees of freedom of the fitting distribution increase almost linearly with $K$.

Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian nonparametric regression. This problem becomes tremendously more difficult when considering other families such as logistic regression, Poisson and negative-binomial. For the first time, we present a method aiming to correct for measurement error when estimating regression functions flexibly covering virtually all distributions and link functions regularly considered in generalized linear models. This approach depends on approximating the first and the second moment of the response after integrating out the true unobserved predictors in a semiparametric generalized linear model. Unlike previous methods, this method is not restricted to truncated splines and can utilize various basis functions. Through extensive simulation studies, we study the performance of our method under many scenarios.