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In an effort to provide regional decision support for the public healthcare, we design a data-driven compartment-based model of COVID-19 in Sweden. From national hospital statistics we derive parameter priors, and we develop linear filtering techniques to drive the simulations given data in the form of daily healthcare demands. We additionally propose a posterior marginal estimator which provides for an improved temporal resolution of the reproduction number estimate as well as supports robustness checks via a parametric bootstrap procedure. From our computational approach we obtain a Bayesian model of predictive value which provides important insight into the progression of the disease, including estimates of the effective reproduction number, the infection fatality rate, and the regional-level immunity. We successfully validate our posterior model against several different sources, including outputs from extensive screening programs. Since our required data in comparison is easy and non-sensitive to collect, we argue that our approach is particularly promising as a tool to support monitoring and decisions within public health.

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Recovering temporal image sequences (videos) based on indirect, noisy, or incomplete data is an essential yet challenging task. We specifically consider the case where each data set is missing vital information, which prevents the accurate recovery of the individual images. Although some recent (variational) methods have demonstrated high-resolution image recovery based on jointly recovering sequential images, there remain robustness issues due to parameter tuning and restrictions on the type of the sequential images. Here, we present a method based on hierarchical Bayesian learning for the joint recovery of sequential images that incorporates prior intra- and inter-image information. Our method restores the missing information in each image by "borrowing" it from the other images. As a result, \emph{all} of the individual reconstructions yield improved accuracy. Our method can be used for various data acquisitions and allows for uncertainty quantification. Some preliminary results indicate its potential use for sequential deblurring and magnetic resonance imaging.

Software engineering techniques are increasingly relying on deep learning approaches to support many software engineering tasks, from bug triaging to code generation. To assess the efficacy of such techniques researchers typically perform controlled experiments. Conducting these experiments, however, is particularly challenging given the complexity of the space of variables involved, from specialized and intricate architectures and algorithms to a large number of training hyper-parameters and choices of evolving datasets, all compounded by how rapidly the machine learning technology is advancing, and the inherent sources of randomness in the training process. In this work we conduct a mapping study, examining 194 experiments with techniques that rely on deep neural networks appearing in 55 papers published in premier software engineering venues to provide a characterization of the state-of-the-practice, pinpointing experiments common trends and pitfalls. Our study reveals that most of the experiments, including those that have received ACM artifact badges, have fundamental limitations that raise doubts about the reliability of their findings. More specifically, we find: weak analyses to determine that there is a true relationship between independent and dependent variables (87% of the experiments); limited control over the space of DNN relevant variables, which can render a relationship between dependent variables and treatments that may not be causal but rather correlational (100% of the experiments); and lack of specificity in terms of what are the DNN variables and their values utilized in the experiments (86% of the experiments) to define the treatments being applied, which makes it unclear whether the techniques designed are the ones being assessed, or how the sources of extraneous variation are controlled. We provide some practical recommendations to address these limitations.

This paper considers the specification of covariance structures with tail estimates. We focus on two aspects: (i) the estimation of the VaR-CoVaR risk matrix in the case of larger number of time series observations than assets in a portfolio using quantile predictive regression models without assuming the presence of nonstationary regressors and; (ii) the construction of a novel variable selection algorithm, so-called, Feature Ordering by Centrality Exclusion (FOCE), which is based on an assumption-lean regression framework, has no tuning parameters and is proved to be consistent under general sparsity assumptions. We illustrate the usefulness of our proposed methodology with numerical studies of real and simulated datasets when modelling systemic risk in a network.

We study the prophet secretary problem, a well-studied variant of the classic prophet inequality, where values are drawn from independent known distributions but arrive in uniformly random order. Upon seeing a value at each step, the decision-maker has to either select it and stop or irrevocably discard it. Traditionally, the chosen benchmark is the expected reward of the prophet, who knows all the values in advance and can always select the maximum one. %% In this work, we study the prophet secretary problem against a less pessimistic but equally well-motivated benchmark; the \emph{online} optimal. Here, the main goal is to find polynomial-time algorithms that guarantee near-optimal expected reward. As a warm-up, we present a quasi-polynomial time approximation scheme (QPTAS) achieving a $(1-\e)$-approximation in $O(n^{\text{poly} \log n\cdot f(\e)})$ time through careful discretization and non-trivial bundling processes. Using the toolbox developed for the QPTAS, coupled with a novel \emph{frontloading} technique that enables us to reduce the number of decisions we need to make, we are able to remove the dependence on $n$ in the exponent and obtain a polynomial time approximation scheme (PTAS) for this problem.

Despite its successes, to date Artificial Intelligence (AI) is still characterized by a number of shortcomings with regards to different application domains and goals. These limitations are arguably both conceptual (e.g., related to underlying theoretical models, such as symbolic vs. connectionist), and operational (e.g., related to robustness and ability to generalize). Biologically inspired AI, and more specifically brain-inspired AI, promises to provide further biological aspects beyond those that are already traditionally included in AI, making it possible to assess and possibly overcome some of its present shortcomings. This article examines some conceptual, technical, and ethical issues raised by the development and use of brain-inspired AI. Against this background, the paper asks whether there is anything ethically unique about brain-inspired AI. The aim of the paper is to introduce a method that has a heuristic nature and that can be applied to identify and address the ethical issues arising from brain-inspired AI. The conclusion resulting from the application of this method is that, compared to traditional AI, brain-inspired AI raises new foundational ethical issues and some new practical ethical issues, and exacerbates some of the issues raised by traditional AI.

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.

In oncology, phase II studies are crucial for clinical development plans, as they identify potent agents with sufficient activity to continue development in the subsequent phase III trials. Traditionally, phase II studies are single-arm studies, with an endpoint of treatment efficacy in the short-term. However, drug safety is also an important consideration. Thus, in the context of such multiple outcome design, predictive probabilities-based Bayesian monitoring strategies have been developed to assess if a clinical trial will show a conclusive result at the planned end of the study. In this paper, we propose a new simple index vector for summarizing the results that cannot be captured by existing strategies. Specifically, for each interim monitoring time point, we calculate the Bayesian predictive probability using our new index, and use it to assign a go/no-go decision. Finally, simulation studies are performed to evaluate the operating characteristics of the design. This analysis demonstrates that the proposed method makes appropriate interim go/no-go decisions.

We propose a novel training algorithm called DualFL (Dualized Federated Learning), for solving a distributed optimization problem in federated learning. Our approach is based on a specific dual formulation of the federated learning problem. DualFL achieves communication acceleration under various settings on smoothness and strong convexity of the problem. Moreover, it theoretically guarantees the use of inexact local solvers, preserving its optimal communication complexity even with inexact local solutions. DualFL is the first federated learning algorithm that achieves communication acceleration, even when the cost function is either nonsmooth or non-strongly convex. Numerical results demonstrate that the practical performance of DualFL is comparable to those of state-of-the-art federated learning algorithms, and it is robust with respect to hyperparameter tuning.

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.

Recent years have seen important advances in the quality of state-of-the-art models, but this has come at the expense of models becoming less interpretable. This survey presents an overview of the current state of Explainable AI (XAI), considered within the domain of Natural Language Processing (NLP). We discuss the main categorization of explanations, as well as the various ways explanations can be arrived at and visualized. We detail the operations and explainability techniques currently available for generating explanations for NLP model predictions, to serve as a resource for model developers in the community. Finally, we point out the current gaps and encourage directions for future work in this important research area.

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