亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

Weighting methods are a common tool to de-bias estimates of causal effects. And though there are an increasing number of seemingly disparate methods, many of them can be folded into one unifying regime: Causal Optimal Transport. This new method directly targets distributional balance by minimizing optimal transport distances between treatment and control groups or, more generally, between a source and target population. Our approach is semiparametrically efficient and model-free but can also incorporate moments or any other important functions of covariates that the researcher desires to balance. We find that Causal Optimal Transport outperforms competitor methods when both the propensity score and outcome models are misspecified, indicating it is a robust alternative to common weighting methods. Finally, we demonstrate the utility of our method in an external control study examining the effect of misoprostol versus oxytocin for the treatment of post-partum hemorrhage.

In 2018 Bornmann and Haunschild (2018a) introduced a new indicator called the Mantel-Haenszel quotient (MHq) to measure alternative metrics (or altmetrics) of scientometric data. In this article we review the Mantel-Haenszel statistics, point out two errors in the literature, and introduce a new indicator. First, we correct the interpretation of MHq and mention that it is still a meaningful indicator. Second, we correct the variance formula for MHq, which leads to narrower confidence intervals. A simulation study shows the superior performance of our variance estimator and confidence intervals. Since MHq does not match its original description in the literature, we propose a new indicator, the Mantel-Haenszel row risk ratio (MHRR), to meet that need. Interpretation and statistical inference for MHRR are discussed. For both MHRR and MHq, a value greater (less) than one means performance is better (worse) than in the reference set called the world.

Out-of-bag error is commonly used as an estimate of generalisation error in ensemble-based learning models such as random forests. We present confidence intervals for this quantity using the delta-method-after-bootstrap and the jackknife-after-bootstrap techniques. These methods do not require growing any additional trees. We show that these new confidence intervals have improved coverage properties over the naive confidence interval, in real and simulated examples.

Performing computations while maintaining privacy is an important problem in todays distributed machine learning solutions. Consider the following two set ups between a client and a server, where in setup i) the client has a public data vector $\mathbf{x}$, the server has a large private database of data vectors $\mathcal{B}$ and the client wants to find the inner products $\langle \mathbf{x,y_k} \rangle, \forall \mathbf{y_k} \in \mathcal{B}$. The client does not want the server to learn $\mathbf{x}$ while the server does not want the client to learn the records in its database. This is in contrast to another setup ii) where the client would like to perform an operation solely on its data, such as computation of a matrix inverse on its data matrix $\mathbf{M}$, but would like to use the superior computing ability of the server to do so without having to leak $\mathbf{M}$ to the server. \par We present a stochastic scheme for splitting the client data into privatized shares that are transmitted to the server in such settings. The server performs the requested operations on these shares instead of on the raw client data at the server. The obtained intermediate results are sent back to the client where they are assembled by the client to obtain the final result.

Reference priors are theoretically attractive for the analysis of geostatistical data since they enable automatic Bayesian analysis and have desirable Bayesian and frequentist properties. But their use is hindered by computational hurdles that make their application in practice challenging. In this work, we derive a new class of default priors that approximate reference priors for the parameters of some Gaussian random fields. It is based on an approximation to the integrated likelihood of the covariance parameters derived from the spectral approximation of stationary random fields. This prior depends on the structure of the mean function and the spectral density of the model evaluated at a set of spectral points associated with an auxiliary regular grid. In addition to preserving the desirable Bayesian and frequentist properties, these approximate reference priors are more stable, and their computations are much less onerous than those of exact reference priors. Unlike exact reference priors, the marginal approximate reference prior of correlation parameter is always proper, regardless of the mean function or the smoothness of the correlation function. This property has important consequences for covariance model selection. An illustration comparing default Bayesian analyses is provided with a data set of lead pollution in Galicia, Spain.

Cross-validation (CV) is one of the most widely used techniques in statistical learning for estimating the test error of a model, but its behavior is not yet fully understood. It has been shown that standard confidence intervals for test error using estimates from CV may have coverage below nominal levels. This phenomenon occurs because each sample is used in both the training and testing procedures during CV and as a result, the CV estimates of the errors become correlated. Without accounting for this correlation, the estimate of the variance is smaller than it should be. One way to mitigate this issue is by estimating the mean squared error of the prediction error instead using nested CV. This approach has been shown to achieve superior coverage compared to intervals derived from standard CV. In this work, we generalize the nested CV idea to the Cox proportional hazards model and explore various choices of test error for this setting.

We study the problem of constructing the control driving a controlled differential equation from discrete observations of the response. By restricting the control to the space of piecewise linear paths, we identify the assumptions that ensure uniqueness. The main contribution of this paper is the introduction of a novel numerical algorithm for the construction of the piecewise linear control, that converges uniformly in time. Uniform convergence is needed for many applications and it is achieved by approaching the problem through the signature representation of the paths, which allows us to work with the whole path simultaneously.

Influence maximization is the task of selecting a small number of seed nodes in a social network to maximize the spread of the influence from these seeds, and it has been widely investigated in the past two decades. In the canonical setting, the whole social network as well as its diffusion parameters is given as input. In this paper, we consider the more realistic sampling setting where the network is unknown and we only have a set of passively observed cascades that record the set of activated nodes at each diffusion step. We study the task of influence maximization from these cascade samples (IMS), and present constant approximation algorithms for this task under mild conditions on the seed set distribution. To achieve the optimization goal, we also provide a novel solution to the network inference problem, that is, learning diffusion parameters and the network structure from the cascade data. Comparing with prior solutions, our network inference algorithm requires weaker assumptions and does not rely on maximum-likelihood estimation and convex programming. Our IMS algorithms enhance the learning-and-then-optimization approach by allowing a constant approximation ratio even when the diffusion parameters are hard to learn, and we do not need any assumption related to the network structure or diffusion parameters.

Topic models have been widely explored as probabilistic generative models of documents. Traditional inference methods have sought closed-form derivations for updating the models, however as the expressiveness of these models grows, so does the difficulty of performing fast and accurate inference over their parameters. This paper presents alternative neural approaches to topic modelling by providing parameterisable distributions over topics which permit training by backpropagation in the framework of neural variational inference. In addition, with the help of a stick-breaking construction, we propose a recurrent network that is able to discover a notionally unbounded number of topics, analogous to Bayesian non-parametric topic models. Experimental results on the MXM Song Lyrics, 20NewsGroups and Reuters News datasets demonstrate the effectiveness and efficiency of these neural topic models.

Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested processes and study the dependence structures they induce. Dependence ranges between homogeneity, corresponding to full exchangeability, and maximum heterogeneity, corresponding to (unconditional) independence across samples. The popular nested Dirichlet process is shown to degenerate to the fully exchangeable case when there are ties across samples at the observed or latent level. To overcome this drawback, inherent to nesting general discrete random measures, we introduce a novel class of latent nested processes. These are obtained by adding common and group-specific completely random measures and, then, normalising to yield dependent random probability measures. We provide results on the partition distributions induced by latent nested processes, and develop an Markov Chain Monte Carlo sampler for Bayesian inferences. A test for distributional homogeneity across groups is obtained as a by product. The results and their inferential implications are showcased on synthetic and real data.