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In the last few years, many works have tried to explain the predictions of deep learning models. Few methods, however, have been proposed to verify the accuracy or faithfulness of these explanations. Recently, influence functions, which is a method that approximates the effect that leave-one-out training has on the loss function, has been shown to be fragile. The proposed reason for their fragility remains unclear. Although previous work suggests the use of regularization to increase robustness, this does not hold in all cases. In this work, we seek to investigate the experiments performed in the prior work in an effort to understand the underlying mechanisms of influence function fragility. First, we verify influence functions using procedures from the literature under conditions where the convexity assumptions of influence functions are met. Then, we relax these assumptions and study the effects of non-convexity by using deeper models and more complex datasets. Here, we analyze the key metrics and procedures that are used to validate influence functions. Our results indicate that the validation procedures may cause the observed fragility., 11 pages, 5 figures, published in Neural Networks

We report on a course project in which students submit weekly probabilistic forecasts of two weather variables and one financial variable. This real-time format allows students to engage in practical forecasting, which requires a diverse set of skills in data science and applied statistics. We describe the context and aims of the course, and discuss design parameters like the selection of target variables, the forecast submission process, the evaluation of forecast performance, and the feedback provided to students. Furthermore, we describe empirical properties of students' probabilistic forecasts, as well as some lessons learned on our part.

Existing monitoring tools for multivariate data are often asymptotically distribution-free, computationally intensive, or require a large stretch of stable data. Many of these methods are not applicable to 'high dimension, low sample size' scenarios. With rapid technological advancement, high-dimensional data has become omnipresent in industrial applications. We propose a distribution-free change point monitoring method applicable to high dimensional data. Through an extensive simulation study, performance comparison has been done for different parameter values, under different multivariate distributions with complex dependence structures. The proposed method is robust and efficient in detecting change points under a wide range of shifts in the process distribution. A real-life application illustrated with the help of high-dimensional image surveillance dataset., Comment: This is an original manuscript of an article published by Taylor & Francis in Communications in Statistics Simulation and Computation on 22 April, 2023

We consider models for network indexed multivariate data involving a dependence between variables as well as across graph nodes. In the framework of these models, we focus on outliers detection and introduce the concept of edgewise outliers. For this purpose, we first derive the distribution of some sums of squares, in particular squared Mahalanobis distances that can be used to fix detection rules and thresholds for outlier detection. We then propose a robust version of the deterministic MCD algorithm that we call edgewise MCD. An application on simulated data shows the interest of taking the dependence structure into account. We also illustrate the utility of the proposed method with a real data set.

When the COVID-19 pandemic first emerged in early 2020, healthcare and bureaucratic systems worldwide were caught off guard and largely unprepared to deal with the scale and severity of the outbreak. In Italy, this led to a severe underreporting of infections during the first wave of the spread. The lack of accurate data is critical as it hampers the retrospective assessment of nonpharmacological interventions, the comparison with the following waves, and the estimation and validation of epidemiological models. In particular, during the first wave, reported cases of new infections were strikingly low if compared with their effects in terms of deaths, hospitalizations and intensive care admissions. In this paper, we observe that the hospital admissions during the second wave were very well explained by the convolution of the reported daily infections with an exponential kernel. By formulating the estimation of the actual infections during the first wave as an inverse problem, its solution by a regularization approach is proposed and validated. In this way, it was possible to computed corrected time series of daily infections for each age class. The new estimates are consistent with the serological survey published in June 2020 by the National Institute of Statistics (ISTAT) and can be used to speculate on the total number of infections occurring in Italy during 2020, which appears to be about double the number officially recorded., 19 pages, 4 main figures, 2 supplementary figures, 2 tables

This paper addresses the challenges of optimally placing a finite number of sensors to detect Poisson-distributed targets in a bounded domain. We seek to rigorously account for uncertainty in the target arrival model throughout the problem. Sensor locations are selected to maximize the probability that no targets are missed. While this objective function is well-suited to applications where failure to detect targets is highly undesirable, it does not lead to a computationally efficient optimization problem. We propose an approximation of the objective function that is non-negative, submodular, and monotone and for which greedy selection of sensor locations works well. We also characterize the gap between the desired objective function and our approximation. For numerical illustrations, we consider the case of the detection of ship traffic using sensors mounted on the seafloor., 7 pages, 3 figures

Scoring rules aggregate individual rankings by assigning some points to each position in each ranking such that the total sum of points provides the overall ranking of the alternatives. They are widely used in sports competitions consisting of multiple contests. We study the tradeoff between two risks in this setting: (1) the threat of early clinch when the title has been clinched before the last contest(s) of the competition take place; (2) the danger of winning the competition without finishing first in any contest. In particular, four historical points scoring systems of the Formula One World Championship are compared with the family of geometric scoring rules, recently proposed by an axiomatic approach. The schemes used in practice are found to be competitive with respect to these goals, and the current rule seems to be a reasonable compromise close to the Pareto frontier. Our results shed more light on the evolution of the Formula One points scoring systems and contribute to the issue of choosing the set of point values., Comment: 17 pages, 4 figures, 6 tables

As a result of the increased emphasis on mis- and over-use of $p$-values in scientific research and the rise in popularity of Bayesian statistics, Bayesian education is becoming more important at the undergraduate level. With the advances in computing tools, Bayesian statistics is also becoming more accessible for the undergraduates. This study focuses on analyzing Bayesian courses for the undergraduates. We explored whether an undergraduate Bayesian course is offered in our sample of 152 high-ranking research universities and liberal arts colleges. For each identified Bayesian course, we examined how it fits into the institution's undergraduate curricula, such as majors and prerequisites. Through a series of course syllabi analyses, we explored the topics covered and their popularity in these courses, and the adopted teaching and learning tools, such as software. This paper presents our findings on the current practices of teaching full Bayesian courses at the undergraduate level. Based on our findings, we provide recommendations for programs that may consider offering Bayesian courses to their students.

In this review, we examine an extended Bayesian inference method and its relation to biological information processing. We discuss the idea of combining two modes of Bayesian inference. The first is the standard Bayesian inference, which contracts probability space. The second is its inverse, which extends and enriches the probability space of latent and observable variables. Their combination has been observed that, greatly, facilitates discovery. Moreover, this dual search during the updating process elucidates a crucial difference between biological and artificial information processing. The latter is restricted due to nonlinearities, while the former utilizes it. This duality is ubiquitous in biological information process dynamics (`flee-or-fight', `explore-or-exploit' etc.) as is the role of fractality and chaos in its underlying nonequilibrium, nonlinear dynamics. We also propose a new experimental set up that stems from testing these ideas., 12 pages, 4 figures, Festschrift for Professor Athanasios Fokas

Clinical trials often involve the assessment of multiple endpoints to comprehensively evaluate the efficacy and safety of interventions. In the work, we consider a global nonparametric testing procedure based on multivariate rank for the analysis of multiple endpoints in clinical trials. Unlike other existing approaches that rely on pairwise comparisons for each individual endpoint, the proposed method directly incorporates the multivariate ranks of the observations. By considering the joint ranking of all endpoints, the proposed approach provides robustness against diverse data distributions and censoring mechanisms commonly encountered in clinical trials. Through extensive simulations, we demonstrate the superior performance of the multivariate rank-based approach in controlling type I error and achieving higher power compared to existing rank-based methods. The simulations illustrate the advantages of leveraging multivariate ranks and highlight the robustness of the approach in various settings. The proposed method offers an effective tool for the analysis of multiple endpoints in clinical trials, enhancing the reliability and efficiency of outcome evaluations.

A bioequivalence study is a type of clinical trial designed to compare the biological equivalence of two different formulations of a drug. Such studies are typically conducted in controlled clinical settings with human subjects, who are randomly assigned to receive two formulations. The two formulations are then compared with respect to their pharmacokinetic profiles, which encompass the absorption, distribution, metabolism, and elimination of the drug. Under the guidance from Food and Drug Administration (FDA), for a size-$\alpha$ bioequivalence test, the standard approach is to construct a $100(1-2\alpha)\%$ confidence interval and verify if the confidence interval falls with the critical region. In this work, we clarify that $100(1-2\alpha)\%$ confidence interval approach for bioequivalence testing yields a size-$\alpha$ test only when the two one-sided tests in TOST are ``equal-tailed''. Furthermore, a $100(1-\alpha)\%$ confidence interval approach is also discussed in the bioequivalence study.

Adaptive designs(AD) are a broad class of trial designs that allow preplanned modifications based on patient data providing improved efficiency and flexibility. However, a delay in observing the primary outcome variable can harm this added efficiency. In this paper, we aim to ascertain the size of such outcome delay that results in the realised efficiency gains of ADs becoming negligible compared to classical fixed sample RCTs. We measure the impact of delay by developing formulae for the no. of overruns in 2 arm GSDs with normal data, assuming different recruitment models. The efficiency of a GSD is usually measured in terms of the expected sample size (ESS), with GSDs generally reducing the ESS compared to a standard RCT. Our formulae measures the efficiency gain from a GSD in terms of ESS reduction that is lost due to delay. We assess whether careful choice of design (e.g., altering the spacing of the IAs) can help recover the benefits of GSDs in presence of delay. We also analyse the efficiency of GSDs with respect to time to complete the trial. Comparing the expected efficiency gains, with and without consideration of delay, it is evident GSDs suffer considerable losses due to delay. Even a small delay can have a significant impact on the trial's efficiency. In contrast, even in the presence of substantial delay, a GSD will have a smaller expected time to trial completion in comparison to a simple RCT. Although the no. of stages have little influence on the efficiency losses, the timing of IAs can impact the efficiency of a GSDs with delay. Particularly, for unequally spaced IAs, pushing IAs towards latter end of the trial can be harmful for the design with delay.

In this paper, we establish the links between the H\"older and Lehmer central tendencies and the maximum likelihood for the estimation of the one-parameter exponential family of probability density functions. For this, we show that the maximum weighted likelihood of the parameter is a generalized weighted mean from which the central tendencies of H\"older and Lehmer can be inferred. Some of the links obtained do not seem to be part of the state of the art. Moreover, we show that the maximum weighted likelihood is equivalent to the minimum of the weighted least square error. Experimentations confirm that the maximum weighted likelihood leads to a more accurate fitting of histograms.

Presentation at ASSA 2022 in the Journal of Econometrics Session: "Econometrics and Data in the 21st Century: Reproducibility and Transparency versus Privacy and Confidentiality", The opinions expressed in this talk are solely the authors, and do not represent the views of the U.S. Census Bureau, the American Economic Association, or any of the funding agencies.

Many software have been developed to assist researchers in drawing directed acyclic graphs (DAGs), with each providing different functionalities and varying usability. We examine four of the most common software to generate DAGs: TikZ, DAGitty, ggdag, and dagR. For each method we provide a general description of the package's background, analysis and visualization capabilities, and user-friendliness. To additionally compare methods, we produce two DAGs in each software, the first featuring a simple confounding structure, while the latter includes one more complex structure with three confounders and a mediator. We provide recommendations for when to use each software depending on the user's needs.

In this paper, we state and prove a simple geometric interpretation of the degrees of freedom of a chi-square distribution. The general geometric idea goes back at least to Fisher in the 1920s, but the exact result does not appear to have been explicitly stated or proved prior to this paper., 7 pages

Causal intervention is an essential tool in causal inference. It is axiomatized under the rules of do-calculus in the case of structure causal models. We provide simple axiomatizations for families of probability distributions to be different types of interventional distributions. Our axiomatizations neatly lead to a simple and clear theory of causality that has several advantages: it does not need to make use of any modeling assumptions such as those imposed by structural causal models; it only relies on interventions on single variables; it includes most cases with latent variables and causal cycles; and more importantly, it does not assume the existence of an underlying true causal graph--in fact, a causal graph is a by-product of our theory. We show that, under our axiomatizations, the intervened distributions are Markovian to the defined intervened causal graphs, and an observed joint probability distribution is Markovian to the obtained causal graph; these results are consistent with the case of structural causal models, and as a result, the existing theory of causal inference applies. We also show that a large class of natural structural causal models satisfy the theory presented here., 35 pages, 4 figures

This study examines the effect of COVID-19 pandemic and associated lockdowns on access to crucial diagnostic procedures for breast cancer patients, including screenings and treatments. To quantify the impact of the lockdowns on patient outcomes and cost, the study employs a mathematical model of breast cancer progression. The model includes ten different states that represent various stages of health and disease, along with the four different stages of cancer that can be diagnosed or undiagnosed. The study employs a natural history stochastic model to simulate the progression of breast cancer in patients. The model includes transition probabilities between states, estimated using both literature and empirical data. The study utilized a Markov Chain Monte Carlo simulation to model the natural history of each simulated patient over a seven-year period from 2019 to 2025. The simulation was repeated 100 times to estimate the variance in outcome variables. The study found that the COVID-19 pandemic and associated lockdowns caused a significant increase in breast cancer costs, with an average rise of 172.5 million PLN (95\% CI [82.4, 262.6]) and an additional 1005 breast cancer deaths (95\% CI [426, 1584]) in Poland during the simulated period. While these results are preliminary, they highlight the potential harmful impact of lockdowns on breast cancer treatment outcomes and costs., Accepted for International Conference on Computational Science (ICCS) 2023, Prague

The domain of cluster analysis is a meeting point for a very rich multidisciplinary encounter, with cluster-analytic methods being studied and developed in discrete mathematics, numerical analysis, statistics, data analysis and data science, and computer science (including machine learning, data mining, and knowledge discovery), to name but a few. The other side of the coin, however, is that the domain suffers from a major accessibility problem as well as from the fact that it is rife with division across many pretty isolated islands. As a way out, the present paper offers an outline map for the clustering domain as a whole, which takes the form of an overarching conceptual framework and a common language. With this framework we wish to contribute to structuring the domain, to characterizing methods that have often been developed and studied in quite different contexts, to identifying links between them, and to introducing a frame of reference for optimally setting up cluster analyses in data-analytic practice., 33 pages, 4 figures

Sampling methods such as Stratified Random Sampling can be used to select representative samples of schools for randomized controlled trials of educational interventions. However, these methods may still yield external validity bias when participation by schools is voluntary and participation decisions are associated with unobserved variables. This paper offers a new sampling method called Stratified Random Sampling with Quotas. Under this method, quotas are set to avoid including too many schools of a particular type, as defined by auxiliary variables that are unobserved in the sampling frame, but whose population distribution can be estimated from external data. Our simulations find that when the auxiliary variables affect whether or not a school participates in the study, quotas set based on those variables reduce external validity bias. These results suggest that when auxiliary data are available on strong impact moderators for the target population, these data can be used to address non-ignorable self-selection by schools into randomized controlled trials.

When pandemics like COVID-19 spread around the world, the rapidly evolving situation compels officials and executives to take prompt decisions and adapt policies depending on the current state of the disease. In this context, it is crucial for policymakers to have always a firm grasp on what is the current state of the pandemic, and to envision how the number of infections and possible deaths is going to evolve over the next weeks. However, as in many other situations involving compulsory registration of sensitive data from multiple collectors, cases might be reported with errors, often with delays deferring an up-to-date view of the state of things. Errors in collecting new cases affect the overall mortality, resulting in excess deaths reported by official statistics only months later. In this paper, we provide tools for evaluating the quality of pandemic mortality data. We accomplish this through a Bayesian approach accounting for the excess mortality pandemics might bring with respect to the normal level of mortality in the population.

It is often difficult to obtain sufficient training data for adaptive signal detection, which is required to calculate the unknown noise covariance matrix. Additionally, interference is frequently present, which complicates the detecting issue. We provide a two-step method, termed interference cancellation before detection (ICBD), to address the issue of signal detection in the unknown Gaussian noise and subspace interference. The first involves projecting the test and training data to the interference-orthogonal subspace in order to suppress the interference. Utilizing traditional adaptive detector design ideas is the next stage. Due to the smaller dimension of the projected data, the ICBD-based detectors can function with little training data. The ICBD has two additional benefits over traditional detectors. Lower computational burden and proper operation with interference being in the training data are two additional benefits of ICBD-based detectors over conventional ones. We also give the statistical properties of the ICBD-based detectors and demonstrate their equivalence with the traditional ones in the special case of a large amount of training data containing no interference, This manuscript is submitted to IEEE SPL with paper ID SPL-35580-2023 and the decision "AQ - Publish In Minor, Required Changes"

Statisticians are largely focused on developing methods that perform well in a frequentist sense -- even the Bayesians. But the widely-publicized replication crisis suggests that these performance guarantees alone are not enough to instill confidence in scientific discoveries. In addition to reliably detecting hypotheses that are (in)compatible with data, investigators require methods that can probe for hypotheses that are actually supported by the data. In this paper, we demonstrate that valid inferential models (IMs) achieve both performance and probativeness properties and we offer a powerful new result that ensures the IM's probing is reliable. We also compare and contrast the IM's dual performance and probativeness abilities with that of Deborah Mayo's severe testing framework., Comments welcome at https://researchers.one/articles/23.04.00004

We discuss the role that the null hypothesis should play in the construction of a test statistic used to make a decision about that hypothesis. To construct the test statistic for a point null hypothesis about a binomial proportion, a common recommendation is to act as if the null hypothesis is true. We argue that, on the surface, the one-sample t -test of a point null hypothesis about a Gaussian population mean does not appear to follow the recommendation. We show how simple algebraic manipulations of the usual t-statistic lead to an equivalent test procedure consistent with the recommendation. We provide geometric intuition regarding this equivalence and we consider extensions to testing nested hypotheses in Gaussian linear models. We discuss an application to graphical residual diagnostics where the form of the test statistic makes a practical difference. By examining the formulation of the test statistic from multiple perspectives in this familiar example, we provide simple, concrete illustrations of some important issues that can guide the formulation of effective solutions to more complex statistical problems., Statistica, Vol. 82 No. 2 (2022)

This review provides an overview of concepts relating to the communication of statistical and empirical evidence in times of crisis, with a special focus on COVID-19. In it, we consider topics relating both to the communication of numbers -- such as the role of format, context, comparisons, and visualization -- and the communication of evidence more broadly -- such as evidence quality, the influence of changes in available evidence, transparency, and repeated decision making. A central focus is on the communication of the inherent uncertainties in statistical analysis, especially in rapidly changing informational environments during crises. We present relevant literature on these topics and draw connections to the communication of statistics and empirical evidence during the COVID-19 pandemic and beyond. We finish by suggesting some considerations for those faced with communicating statistics and evidence in times of crisis., 33 pages; 4 figures

With the rise of the popularity of Bayesian methods and accessible computer software, teaching and learning about Bayesian methods are expanding. However, most educational opportunities are geared toward statistics and data science students and are less available in the broader STEM fields. In addition, there are fewer opportunities at the K-12 level. With the indirect aim of introducing Bayesian methods at the K-12 level, we have developed a Bayesian Data Analysis activity and implemented it with 35 mathematics and science pre-service teachers. In this manuscript, we describe the activity, the web app supporting the activity, and pre-service teachers' perceptions of the activity. Lastly, we discuss future directions for preparing K-12 teachers in teaching and learning about Bayesian methods.

Educational resources, such as web apps and self-directed tutorials, have become popular tools for teaching and active learning. Ideally, students - the intended users of these resources - should be involved in the resource development stage. However, in practice students often only interact with fully developed resources, when it might be too late to incorporate changes. Previous work has addressed this by involving students in the development of new resources via in-person focus groups and interviews. In these, the resource developers observe students interacting with the resource. This allows developers to incorporate their observations and students' direct feedback into further development of the resource. However, as a result of the COVID-19 pandemic, carrying out in-person focus groups became infeasible due to social distancing restrictions. Instead, online meetings and classes became ubiquitous. In this work, we describe a fully-online methodology to evaluate new resources in development. Specifically, our methodology consists of carrying out student focus groups via online video conferencing software. We assessed two educational resources for introductory statistics using our methodology and found that the online setting allowed us to obtain rich, detailed information from the students. We also found online focus groups to be more efficient: students and researchers did not need to travel and scheduling was not restricted by the availability of physical space. Our findings suggest that online focus groups are an attractive alternative to in-person focus groups for student assessment of resources in development, even now that pandemic restrictions are being eased.

Vehicles equipped with automated driving capabilities have shown the potential to improve safety and operations. Advanced driver assistance systems (ADAS) and automated driving systems (ADS) have been widely developed to support vehicular automation. Although the studies on the injury severity outcomes that involve automated driving systems are ongoing, there is limited research investigating the difference between injury severity outcomes of the ADAS and ADS vehicles using real-world crash data. To ensure comprehensive analysis, a multi-source dataset that includes the NHTSA crash database (752 cases), CA DMV crash reports (498 cases), and news outlet data (30 cases) is used. Two random parameters multinomial logit models with heterogeneity in the means and variances are estimated to gain a better understanding of the variables impacting the crash injury severity outcome for the ADAS (SAE Level 2) and ADS (SAE Levels 3-5) vehicles. We found that while 56 percent of crashes involving ADAS vehicles took place on a highway, 84 percent of crashes involving ADS took place in more urban settings. The model estimation results indicate that the weather indicators, traffic incident/work zone indicator, differences in the system sophistication that are captured by both– manufacture year and high/low mileage, type of collision, as well as rear and front impact indicators all play a significant role in the crash injury severity. The results offer an exploratory assessment of the safety performance of the ADAS and ADS equipped vehicles in the real-world environment and can be used by the manufacturers and other stakeholder to dictate the direction of their deployment and usage.

Basu's via media is what he referred to as the middle road between the Bayesian and frequentist poles. He seemed skeptical that a suitable via media could be found, but I disagree. My basic claim is that the likelihood alone can't reliably support probabilistic inference, and I justify this by considering a technical trap that Basu stepped in concerning interpretation of the likelihood. While reliable probabilistic inference is out of reach, it turns out that reliable possibilistic inference is not. I lay out my proposed possibility-theoretic solution to Basu's via media and I investigate how the flexibility afforded by my imprecise-probabilistic solution can be leveraged to achieve the likelihood principle (or something close to it)., Comments welcome at https://researchers.one/articles/23.03.00009

We present a universal concept for the Value of Information (VoI) based on Claude Shannon's information and work of Ruslan Stratonovich that has desirable properties for Bayesian decision theory and demand analysis. The Shannon/Stratonovich VoI concept is compared to the concept of Hartley VoI and applied to an epitome economic application of a circular setting generalizing an example of Ruslan Stratonovich and allowing for a network structure and an investigation of various economic transport costs., 27 pages, 5 figures

Data scarcity and discontinuity are common occurrences in the healthcare and epidemiological dataset and often need help in forming an educative decision and forecasting the upcoming scenario. Often, these data are stored as monthly/yearly aggregate where the prevalent forecasting tools like Autoregressive Integrated Moving Average (ARIMA), Seasonal Autoregressive Integrated Moving Average (SARIMA), and TBATS often fail to provide satisfactory results. Artificial data synthesis methods have been proven to be a powerful tool for tackling these challenges. The paper aims to propose a downscaling data algorithm based on the underlying distribution. Our findings show that the synthesized data is in agreement with the original data in terms of trend, seasonality, and residuals, and the synthesized data provides a stable foothold for the forecasting tools to generate a much more accurate forecast of the situation., 33 pages

Data scientists are not mathematicians, but they make heavy use of mathematics in their daily work. While mathematicians can study a mathematical object which is inaccessible to our five senses, data scientists must deal with real-world data which are observable to us. This fine line suggests that a data scientist's philosophical position on mathematics might have a nontrivial impact on their work. By examining how different philosophical views of mathematics affect the interpretation of the basic model assumption in data science, we arrive at the conclusion that a data scientist, who uses modern probabilistic and statistical tools, must be a Platonist.

Undergraduate research experiences hold many potential benefits. Students can learn about new areas opening up previously unknown paths in academia and industry. The hands-on experience often provides a deeper understanding of what science, research, and data analysis is and, importantly, is not. While numerous studies have provided information about the benefits and challenges of undergraduate research, many still find it difficult to start an undergraduate research group. Here, we provide a roadmap and resources to help faculty of all levels create and sustain an undergraduate research group in quantitative areas such as statistics, informatics, and data science. While we focus on undergraduate research in data science, many of the recommendations may be generally useful to research mentoring of all levels and other domains., 17 pages, 4 figures (in line)

Modern demands of the statistics profession call for reimagining statistics training. The discipline needs to attract and develop students who are effective as real-world problem solvers, interdisciplinary collaborators, communicators, leaders, and teachers. Demand for statistics professionals with broad technical and non-technical skills has grown in a variety of settings, but especially in business and industry. Academic curricula, though, remain primarily oriented around a narrow, technical conception of statistics. Advanced graduate-level training essentially is limited to research doctorate (PhD) programs which tend to prioritize theoretical and methodological research over development of effective applied statisticians. Other professions, such as those of physicians and surgeons, have training oriented around a professional doctorate, as opposed to a research doctorate. The statistics profession should consider not only changes to PhD curricula, but also the potential for a professional doctorate, drawing ideas from the curricula of other professional degrees such as the MD., Submitted to The American Statistician

We formulate a fractional master equation in continuous time with random transition probabilities across the population of random walkers such that the effective underlying random walk exhibits ensemble self-reinforcement. The population heterogeneity generates a random walk with conditional transition probabilities that increase with the number of steps taken previously (self-reinforcement). Through this, we establish the connection between random walks with a heterogeneous ensemble and those with strong memory where the transition probability depends on the entire history of steps. We find the ensemble averaged solution of the fractional master equation through subordination involving the fractional Poisson process counting the number of steps at a given time and the underlying discrete random walk with self-reinforcement. We also find the exact solution for the variance which exhibits superdiffusion even as the fractional exponent tends to 1.

This paper is about Dirichlet averages in the matrix-variate case or averages of functions over the Dirichlet measure in the complex domain. The classical power mean contains the harmonic mean, arithmetic mean and geometric mean (Hardy, Littlewood and Polya), which is generalized to $y$-mean by deFinetti and hypergeometric mean by Carlson, see the references herein. Carlson's hypergeometric mean is to average a scalar function over a real scalar variable type-1 Dirichlet measure and this in the current literature is known as Dirichlet average of that function. The idea is examined when there is a type-1 or type-2 Dirichlet density in the complex domain. Averages of several functions are computed in such Dirichlet densities in the complex domain. Dirichlet measures are defined when the matrices are Hermitian positive definite. Some applications are also discussed.

I reject the following null hypothesis: {H0: your data are normal}. Such drastic decision is motivated by theoretical reasons, and applies to your current data, the past ones, and the future ones. While this situation may appear embarrassing, it does not invalidate any of your results. Moreover, it allows to save time and energy that are currently spent in vain by performing the following unnecessary tasks: (i) carrying out normality tests; (ii) pretending to do something if normality is rejected; and (iii) arguing about normality with Referee #2., 11 pages, 2 figures, 1 table

Inference on modern Bayesian Neural Networks (BNNs) often relies on a variational inference treatment, imposing violated assumptions of independence and the form of the posterior. Traditional MCMC approaches avoid these assumptions at the cost of increased computation due to its incompatibility to subsampling of the likelihood. New Piecewise Deterministic Markov Process (PDMP) samplers permit subsampling, though introduce a model specific inhomogenous Poisson Process (IPPs) which is difficult to sample from. This work introduces a new generic and adaptive thinning scheme for sampling from these IPPs, and demonstrates how this approach can accelerate the application of PDMPs for inference in BNNs. Experimentation illustrates how inference with these methods is computationally feasible, can improve predictive accuracy, MCMC mixing performance, and provide informative uncertainty measurements when compared against other approximate inference schemes., 23 pages, 18 Figures

This is an expository article on the Poisson binomial distribution. We review lesser known results and recent progress on this topic, including geometry of polynomials and distribution learning. We also provide examples to illustrate the use of the Poisson binomial machinery. Some open questions of approximating rational fractions of the Poisson binomial are presented., 21 pages, 3 figures

We present new methodologies for Bayesian inference on the rate parameters of a discretely observed continuous-time Markov jump processes with a countably infinite state space. The usual method of choice for inference, particle Markov chain Monte Carlo (particle MCMC), struggles when the observation noise is small. We consider the most challenging regime of exact observations and provide two new methodologies for inference in this case: the minimal extended state space algorithm (MESA) and the nearly minimal extended state space algorithm (nMESA). By extending the Markov chain Monte Carlo state space, both MESA and nMESA use the exponentiation of finite rate matrices to perform exact Bayesian inference on the Markov jump process even though its state space is countably infinite. Numerical experiments show improvements over particle MCMC of between a factor of three and several orders of magnitude.

A two-terminal distributed binary hypothesis testing problem over a noisy channel is studied. The two terminals, called the observer and the decision maker, each has access to $n$ independent and identically distributed samples, denoted by $\mathbf{U}$ and $\mathbf{V}$, respectively. The observer communicates to the decision maker over a discrete memoryless channel, and the decision maker performs a binary hypothesis test on the joint probability distribution of $(\mathbf{U},\mathbf{V})$ based on $\mathbf{V}$ and the noisy information received from the observer. The trade-off between the exponents of the type I and type II error probabilities is investigated. Two inner bounds are obtained, one using a separation-based scheme that involves type-based compression and unequal error-protection channel coding, and the other using a joint scheme that incorporates type-based hybrid coding. The separation-based scheme is shown to recover the inner bound obtained by Han and Kobayashi for the special case of a rate-limited noiseless channel, and also the one obtained by the authors previously for a corner point of the trade-off. Finally, we show via an example that the joint scheme achieves a strictly tighter bound than the separation-based scheme for some points of the error-exponents trade-off.

New Matlab functions for network centrality are introduced. Instead of the mean distance, the generalized mean distance is used. If closer relationships are prioritized, this closeness measure is also defined for unconnected graphs. Instead of distance to all nodes, distance to selected nodes is considered. Besides the vertical in- and out-closeness measures, horizontal cross-closeness is proposed.

Probabilistic models such as logistic regression, Bayesian classification, neural networks, and models for natural language processing, are increasingly more present in both undergraduate and graduate statistics and data science curricula due to their wide range of applications. In this paper, we present a one-week course module for studnets in advanced undergraduate and applied graduate courses on variational inference, a popular optimization-based approach for approximate inference with probabilistic models. Our proposed module is guided by active learning principles: In addition to lecture materials on variational inference, we provide an accompanying class activity, an \texttt{R shiny} app, and guided labs based on real data applications of logistic regression and clustering documents using Latent Dirichlet Allocation with \texttt{R} code. The main goal of our module is to expose students to a method that facilitates statistical modeling and inference with large datasets. Using our proposed module as a foundation, instructors can adopt and adapt it to introduce more realistic case studies and applications in data science, Bayesian statistics, multivariate analysis, and statistical machine learning courses.

With rapid development of techniques to measure brain activity and structure, statistical methods for analyzing modern brain-imaging play an important role in the advancement of science. Imaging data that measure brain function are usually multivariate time series and are heterogeneous across both imaging sources and subjects, which lead to various statistical and computational challenges. In this paper, we propose a group-based method to cluster a collection of multivariate time series via a Bayesian mixture of smoothing splines. Our method assumes each multivariate time series is a mixture of multiple components with different mixing weights. Time-independent covariates are assumed to be associated with the mixture components and are incorporated via logistic weights of a mixture-of-experts model. We formulate this approach under a fully Bayesian framework using Gibbs sampling where the number of components is selected based on a deviance information criterion. The proposed method is compared to existing methods via simulation studies and is applied to a study on functional near-infrared spectroscopy (fNIRS), which aims to understand infant emotional reactivity and recovery from stress. The results reveal distinct patterns of brain activity, as well as associations between these patterns and selected covariates., 29 Pages, 12 figures

In the 21st century, many of the crucial scientific and technical issues facing humanity can be understood as problems associated with understanding, modelling, and ultimately controlling complex systems: systems comprised of a large number of non-trivially interacting components whose collective behaviour can be difficult to predict. Information theory, a branch of mathematics historically associated with questions about encoding and decoding messages, has emerged as something of a lingua franca for those studying complex systems, far exceeding its original narrow domain of communication systems engineering. In the context of complexity science, information theory provides a set of tools which allow researchers to uncover the statistical and effective dependencies between interacting components; relationships between systems and their environment; mereological whole-part relationships; and is sensitive to non-linearities missed by commonly parametric statistical models. In this review, we aim to provide an accessible introduction to the core of modern information theory, aimed specifically at aspiring (and established) complex systems scientists. This includes standard measures, such as Shannon entropy, relative entropy, and mutual information, before building to more advanced topics, including: information dynamics, measures of statistical complexity, information decomposition, and effective network inference. In addition to detailing the formal definitions, in this review we make an effort to discuss how information theory can be interpreted and develop the intuition behind abstract concepts like "entropy," in the hope that this will enable interested readers to understand what information is, and how it is used, at a more fundamental level.

In general, the more measurements we perform, the more information we gain about the system and thus, the more adequate decisions we will be able to make. However, in situations when we perform measurements to check for safety, the situation is sometimes opposite: the more additional measurements we perform beyond what is required, the worse the decisions will be: namely, the higher the chance that a perfectly safe system will be erroneously classified as unsafe and therefore, unnecessary additional features will be added to the system design. This is not just a theoretical possibility: exactly this phenomenon is one of the reasons why the construction of a world-wide thermonuclear research center has been suspended. In this paper, we show that the reason for this paradox is in the way the safety standards are formulated now -- what was a right formulation when sensors were much more expensive is no longer adequate now when sensors and measurements are much cheaper. We also propose how to modify the safety standards so as to avoid this paradox and make sure that additional measurements always lead to better solutions., Comment: To Appear in Uncertainty, Constraints, and Decision Making (Springer, Cham, Switzerland)

Patents serve as valuable indicators of innovation and provide insights into the spaces of innovation and venture formation within geographic regions. In this study, we utilise patent data to examine the dynamics of innovation and venture formation in the biotech sector across the United Kingdom (UK). By analysing patents, we identify key regions that drive biotech innovation in the UK. Our findings highlight the crucial role of biotech incubators in facilitating knowledge exchange between scientific research and industry. However, we observe that the incubators themselves do not significantly contribute to the diversity of innovations which might be due to the underlying effect of geographic proximity on the influences and impact of the patents. These insights contribute to our understanding of the historical development and future prospects of the biotech sector in the UK, emphasising the importance of promoting innovation diversity and fostering inclusive enterprise for achieving equitable economic growth.

The problem of individualized prediction can be addressed using variants of conformal prediction, obtaining the intervals to which the actual values of the variables of interest belong. Here we present a method based on detecting the observations that may be relevant for a given question and then using simulated controls to yield the intervals for the predicted values. This method is shown to be adaptive and able to detect the presence of latent relevant variables., Comment: 17 pages, 7 tables, 7 figures

There are well-established methods for identifying the causal effect of a time-varying treatment applied at discrete time points. However, in the real world, many treatments are continuous or have a finer time scale than the one used for measurement or analysis. While researchers have investigated the discrepancies between estimates under varying discretization scales using simulations and empirical data, it is still unclear how the choice of discretization scale affects causal inference. To address this gap, we present a framework to understand how discretization scales impact the properties of causal inferences about the effect of a time-varying treatment. We introduce the concept of "identification bias", which is the difference between the causal estimand for a continuous-time treatment and the purported estimand of a discretized version of the treatment. We show that this bias can persist even with an infinite number of longitudinal treatment-outcome trajectories. We specifically examine the identification problem in a class of linear stochastic continuous-time data-generating processes and demonstrate the identification bias of the g-formula in this context. Our findings indicate that discretization bias can significantly impact empirical analysis, especially when there are limited repeated measurements. Therefore, we recommend that researchers carefully consider the choice of discretization scale and perform sensitivity analysis to address this bias. We also propose a simple and heuristic quantitative measure for sensitivity concerning discretization and suggest that researchers report this measure along with point and interval estimates in their work. By doing so, researchers can better understand and address the potential impact of discretization bias on causal inference.

As the COVID-19 pandemic took hold in early months of 2020, education at all levels was pushed to emergency fully remote, online formats. This emergency shift affected all aspects of teaching and learning with very little notice and often with limited resources. Educators were required to convert entire courses online and shift to remote instructional approaches practically overnight. Students found themselves enrolled in online courses without choice and struggling to adjust to their new learning environments. This article highlights some of the challenges and successes of teaching emergency online undergraduate statistics courses. In particular, we discuss challenges and successes related to (1) technology, (2) classroom community and feedback, and (3) student-content engagement. We also reflect on the opportunity to continue to enhance and enrich the learning experiences of our students by utilizing some of the lessons learned from emergency online teaching as new permanent online statistics courses are developed and/or moved back into the classroom.