We study semi-parametric estimation of the population mean when data is observed missing at random (MAR) in the $n < p$ "inconsistency regime", in which neither the outcome model nor the propensity/missingness model can be estimated consistently. Consider a high-dimensional linear-GLM specification in which the number of confounders is proportional to the sample size. In the case $n > p$, past work has developed theory for the classical AIPW estimator in this model and established its variance inflation and asymptotic normality when the outcome model is fit by ordinary least squares. Ordinary least squares is no longer feasible in the case $n < p$ studied here, and we also demonstrate that a number of classical debiasing procedures become inconsistent. This challenge motivates our development and analysis of a novel procedure: we establish that it is consistent for the population mean under proportional asymptotics allowing for $n < p$, and also provide confidence intervals for the linear model coefficients. Providing such guarantees in the inconsistency regime requires a new debiasing approach that combines penalized M-estimates of both the outcome and propensity/missingness models in a non-standard way.
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ACM/IEEE第23屆模型驅動工程語言和系統國際會議，是模型驅動軟件和系統工程的首要會議系列，由ACM-SIGSOFT和IEEE-TCSE支持組織。自1998年以來，模型涵蓋了建模的各個方面，從語言和方法到工具和應用程序。模特的參加者來自不同的背景，包括研究人員、學者、工程師和工業專業人士。MODELS 2019是一個論壇，參與者可以圍繞建模和模型驅動的軟件和系統交流前沿研究成果和創新實踐經驗。今年的版本將為建模社區提供進一步推進建模基礎的機會，并在網絡物理系統、嵌入式系統、社會技術系統、云計算、大數據、機器學習、安全、開源等新興領域提出建模的創新應用以及可持續性。
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The possibility of recognizing diverse aspects of human behavior and environmental context from passively captured data motivates its use for mental health assessment. In this paper, we analyze the contribution of different passively collected sensor data types (WiFi, GPS, Social interaction, Phone Log, Physical Activity, Audio, and Academic features) to predict daily selfreport stress and PHQ-9 depression score. First, we compute 125 mid-level features from the original raw data. These 125 features include groups of features from the different sensor data types. Then, we evaluate the contribution of each feature type by comparing the performance of Neural Network models trained with all features against Neural Network models trained with specific feature groups. Our results show that WiFi features (which encode mobility patterns) and Phone Log features (which encode information correlated with sleep patterns), provide significative information for stress and depression prediction.
Two-stage weighted least squares estimator of multivariate discrete-valued observation-driven models
In this work a general semi-parametric multivariate model where the first two conditional moments are assumed to be multivariate time series is introduced. The focus of the estimation is the conditional mean parameter vector for discrete-valued distributions. Quasi-Maximum Likelihood Estimators (QMLEs) based on the linear exponential family are typically employed for such estimation problems when the true multivariate conditional probability distribution is unknown or too complex. Although QMLEs provide consistent estimates they may be inefficient. In this paper novel two-stage Multivariate Weighted Least Square Estimators (MWLSEs) are introduced which enjoy the same consistency property as the QMLEs but can provide improved efficiency with suitable choice of the covariance matrix of the observations. The proposed method allows for a more accurate estimation of model parameters in particular for count and categorical data when maximum likelihood estimation is unfeasible. Moreover, consistency and asymptotic normality of MWLSEs are derived. The estimation performance of QMLEs and MWLSEs is compared through simulation experiments and a real data application, showing superior accuracy of the proposed methodology.
Models of complex technological systems inherently contain interactions and dependencies among their input variables that affect their joint influence on the output. Such models are often computationally expensive and few sensitivity analysis methods can effectively process such complexities. Moreover, the sensitivity analysis field as a whole pays limited attention to the nature of interaction effects, whose understanding can prove to be critical for the design of safe and reliable systems. In this paper, we introduce and extensively test a simple binning approach for computing sensitivity indices and demonstrate how complementing it with the smart visualization method, simulation decomposition (SimDec), can permit important insights into the behavior of complex engineering models. The simple binning approach computes first-, second-order effects, and a combined sensitivity index, and is considerably more computationally efficient than Sobol' indices. The totality of the sensitivity analysis framework provides an efficient and intuitive way to analyze the behavior of complex systems containing interactions and dependencies.
This article investigates a local discontinuous Galerkin (LDG) method for one-dimensional and two-dimensional singularly perturbed reaction-diffusion problems on a Shishkin mesh. During this process, due to the inability of the energy norm to fully capture the behavior of the boundary layers appearing in the solutions, a balanced norm is introduced. By designing novel numerical fluxes and constructing special interpolations, optimal convergences under the balanced norm are achieved in both 1D and 2D cases. Numerical experiments support the main theoretical conclusions.
We explain the methodology used to create the data submitted to HuMob Challenge, a data analysis competition for human mobility prediction. We adopted a personalized model to predict the individual's movement trajectory from their data, instead of predicting from the overall movement, based on the hypothesis that human movement is unique to each person. We devised the features such as the date and time, activity time, days of the week, time of day, and frequency of visits to POI (Point of Interest). As additional features, we incorporated the movement of other individuals with similar behavior patterns through the employment of clustering. The machine learning model we adopted was the Support Vector Regression (SVR). We performed accuracy through offline assessment and carried out feature selection and parameter tuning. Although overall dataset provided consists of 100,000 users trajectory, our method use only 20,000 target users data, and do not need to use other 80,000 data. Despite the personalized model's traditional feature engineering approach, this model yields reasonably good accuracy with lower computational cost.
Indirect reciprocity is a mechanism that explains large-scale cooperation in human societies. In indirect reciprocity, an individual chooses whether or not to cooperate with another based on reputation information, and others evaluate the action as good or bad. Under what evaluation rule (called ``social norm'') cooperation evolves has long been of central interest in the literature. It has been reported that if individuals can share their evaluations (i.e., public reputation), social norms called ``leading eight'' can be evolutionarily stable. On the other hand, when they cannot share their evaluations (i.e., private assessment), the evolutionary stability of cooperation is still in question. To tackle this problem, we create a novel method to analyze the reputation structure in the population under private assessment. Specifically, we characterize each individual by two variables, ``goodness'' (what proportion of the population considers the individual as good) and ``self-reputation'' (whether an individual thinks of him/herself as good or bad), and analyze the stochastic process of how these two variables change over time. We discuss evolutionary stability of each of the leading eight social norms by studying the robustness against invasions of unconditional cooperators and defectors. We identify key pivots in those social norms for establishing a high level of cooperation or stable cooperation against mutants. Our finding gives an insight into how human cooperation is established in a real-world society.
High-dimensional longitudinal data is increasingly used in a wide range of scientific studies. However, there are few statistical methods for high-dimensional linear mixed models (LMMs), as most Bayesian variable selection or penalization methods are designed for independent observations. Additionally, the few available software packages for high-dimensional LMMs suffer from scalability issues. This work presents an efficient and accurate Bayesian framework for high-dimensional LMMs. We use empirical Bayes estimators of hyperparameters for increased flexibility and an Expectation-Conditional-Minimization (ECM) algorithm for computationally efficient maximum a posteriori probability (MAP) estimation of parameters. The novelty of the approach lies in its partitioning and parameter expansion as well as its fast and scalable computation. We illustrate Linear Mixed Modeling with PaRtitiOned empirical Bayes ECM (LMM-PROBE) in simulation studies evaluating fixed and random effects estimation along with computation time. A real-world example is provided using data from a study of lupus in children, where we identify genes and clinical factors associated with a new lupus biomarker and predict the biomarker over time.
Multiple systems estimation using a Poisson loglinear model is a standard approach to quantifying hidden populations where data sources are based on lists of known cases. Information criteria are often used for selecting between the large number of possible models. Confidence intervals are often reported conditional on the model selected, providing an over-optimistic impression of estimation accuracy. A bootstrap approach is a natural way to account for the model selection. However, because the model selection step has to be carried out for every bootstrap replication, there may be a high or even prohibitive computational burden. We explore the merit of modifying the model selection procedure in the bootstrap to look only among a subset of models, chosen on the basis of their information criterion score on the original data. This provides large computational gains with little apparent effect on inference. We also incorporate rigorous and economical ways of approaching issues of the existence of estimators when applying the method to sparse data tables.
HyperNetX (HNX) is an open source Python library for the analysis and visualization of complex network data modeled as hypergraphs. Initially released in 2019, HNX facilitates exploratory data analysis of complex networks using algebraic topology, combinatorics, and generalized hypergraph and graph theoretical methods on structured data inputs. With its 2023 release, the library supports attaching metadata, numerical and categorical, to nodes (vertices) and hyperedges, as well as to node-hyperedge pairings (incidences). HNX has a customizable Matplotlib-based visualization module as well as HypernetX-Widget, its JavaScript addon for interactive exploration and visualization of hypergraphs within Jupyter Notebooks. Both packages are available on GitHub and PyPI. With a growing community of users and collaborators, HNX has become a preeminent tool for hypergraph analysis.
Knowledge graphs (KGs) of real-world facts about entities and their relationships are useful resources for a variety of natural language processing tasks. However, because knowledge graphs are typically incomplete, it is useful to perform knowledge graph completion or link prediction, i.e. predict whether a relationship not in the knowledge graph is likely to be true. This paper serves as a comprehensive survey of embedding models of entities and relationships for knowledge graph completion, summarizing up-to-date experimental results on standard benchmark datasets and pointing out potential future research directions.
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