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作者：Sen, Deborshee
作者单位：University of Bath
摘要：Sequential Monte Carlo methods are typically not straightforward to implement on parallel architectures. This is because standard resampling schemes involve communication between all particles. The alpha-sequential Monte Carlo method was proposed recently as a potential solution to this that limits communication between particles. This limited communication is controlled through a sequence of stochastic matrices known as alpha matrices. We study the influence of the communication structure on ...
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作者：Gerber, M.; Douc, R.
作者单位：University of Bristol; IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom SudParis
摘要：We introduce a new online algorithm for expected loglikelihood maximization in situations where the objective function is multimodal or has saddle points. The key element underpinning the algorithm is a probability distribution that concentrates on the target parameter value as the sample size increases and can be efficiently estimated by means of a standard particle filter algorithm. This distribution depends on a learning rate, such that the faster the learning rate the quicker the distribut...
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作者：Tian, Ye; Xu, Hongquan
作者单位：University of California System; University of California Los Angeles
摘要：Space-filling designs are widely used in computer experiments. Inspired by the stratified orthogonality of strong orthogonal arrays, we propose a criterion of minimum aberration-type for assessing the space-filling properties of designs based on design stratification properties on various grids. A space-filling hierarchy principle is proposed as a basic assumption of the criterion. The new criterion provides a systematic way of classifying and ranking space-filling designs, including various t...
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作者：Sherlock, C.; Thiery, A. H.
作者单位：Lancaster University; National University of Singapore
摘要：Most Markov chain Monte Carlo methods operate in discrete time and are reversible with respect to the target probability. Nevertheless, it is now understood that the use of nonreversible Markov chains can be beneficial in many contexts. In particular, the recently proposed bouncy particle sampler leverages a continuous-time and nonreversible Markov process, and empirically shows state-of-the-art performance when used to explore certain probability densities; however, its implementation typical...
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作者：Hu, Yuchen; Li, Shuangning; Wager, Stefan
作者单位：Stanford University; Stanford University; Stanford University
摘要：We propose a definition for the average indirect effect of a binary treatment in the potential outcomes model for causal inference under cross-unit interference. Our definition is analogous to the standard definition of the average direct effect and can be expressed without needing to compare outcomes across multiple randomized experiments. We show that the proposed indirect effect satisfies a decomposition theorem stating that in a Bernoulli trial, the sum of the average direct and indirect e...
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作者：Chen, Liujun; Li, Deyuan; Zhou, Chen
作者单位：Fudan University; Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam
摘要：In this paper we investigate a divide-and-conquer algorithm for estimating the extreme value index when data are stored in multiple machines. The oracle property of such an algorithm based on extreme value methods is not guaranteed by the general theory of distributed inference. We propose a distributed Hill estimator and establish its asymptotic theories. We consider various cases where the number of observations involved in each machine can be either homogeneous or heterogeneous, and either ...
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作者：Chandna, S.; Olhede, S. C.; Wolfe, P. J.
作者单位：University of London; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Purdue University System; Purdue University
摘要：We consider local linear estimation of the graphon function, which determines probabilities of pairwise edges between nodes in an unlabelled network. Real-world networks are typically characterized by node heterogeneity, with different nodes exhibiting different degrees of interaction. Existing approaches to graphon estimation are limited to local constant approximations, and are not designed to estimate heterogeneity across the full network. In this paper, we show how continuous node covariat...
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作者：Dey, Debangan; Datta, Abhirup; Banerjee, Sudipto
作者单位：Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; University of California System; University of California Los Angeles
摘要：For multivariate spatial Gaussian process models, customary specifications of cross-covariance functions do not exploit relational inter-variable graphs to ensure process-level conditional independence between the variables. This is undesirable, especially in highly multivariate settings, where popular cross-covariance functions, such as multivariate Matern functions, suffer from a curse of dimensionality as the numbers of parameters and floating-point operations scale up in quadratic and cubi...
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作者：MacDonald, P. W.; Levina, E.; Zhu, J.
作者单位：University of Michigan System; University of Michigan
摘要：Latent space models are frequently used for modelling single-layer networks and include many popular special cases, such as the stochastic block model and the random dot product graph. However, they are not well developed for more complex network structures, which are becoming increasingly common in practice. In this article we propose a new latent space model for multiplex networks, i.e., multiple heterogeneous networks observed on a shared node set. Multiplex networks can represent a network...
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作者：South, L. F.; Karvonen, T.; Nemeth, C.; Girolami, M.; Oates, C. J.
作者单位：Queensland University of Technology (QUT); Alan Turing Institute; Lancaster University; University of Cambridge; Newcastle University - UK
摘要：A novel control variate technique is proposed for the post-processing of Markov chain Monte Carlo output, based on both Stein's method and an approach to numerical integration due to Sard. The resulting estimators of posterior expected quantities of interest are proven to be polynomially exact in the Gaussian context, while empirical results suggest that the estimators approximate a Gaussian cubature method near the Bernstein-von Mises limit. The main theoretical result establishes a bias-corr...
