The need for new methods to deal with big data is a common theme in most scientific fields, although its definition tends to vary with the context. Statistical ideas are an essential part of this, and as a partial response, a thematic program on statistical inference, learning, and models in big data was held in 2015 in Canada, under the general direction of the Canadian Statistical Sciences Institute, with major funding from, and most activities located at, the Fields Institute for Research in Mathematical Sciences. This paper gives an overview of the topics covered, describing challenges and strategies that seem common to many different areas of application, and including some examples of applications to make these challenges and strategies more concrete.

The incidence of malignant melanoma continues to increase worldwide. This cancer can strike at any age; it is one of the leading causes of loss of life in young persons. Since this cancer is visible on the skin, it is potentially detectable at a very early stage when it is curable. New developments have converged to make fully automatic early melanoma detection a real possibility. First, the advent of dermoscopy has enabled a dramatic boost in clinical diagnostic ability to the point that melanoma can be detected in the clinic at the very earliest stages. The global adoption of this technology has allowed accumulation of large collections of dermoscopy images of melanomas and benign lesions validated by histopathology. The development of advanced technologies in the areas of image processing and machine learning have given us the ability to allow distinction of malignant melanoma from the many benign mimics that require no biopsy. These new technologies should allow not only earlier detection of melanoma, but also reduction of the large number of needless and costly biopsy procedures. Although some of the new systems reported for these technologies have shown promise in preliminary trials, widespread implementation must await further technical progress in accuracy and reproducibility. In this paper, we provide an overview of computerized detection of melanoma in dermoscopy images. First, we discuss the various aspects of lesion segmentation. Then, we provide a brief overview of clinical feature segmentation. Finally, we discuss the classification stage where machine learning algorithms are applied to the attributes generated from the segmented features to predict the existence of melanoma.

Recent years have seen significant efforts in the area of Cross Language Information Retrieval (CLIR) for text retrieval. This work initially focused on formally published content, but more recently research has begun to concentrate on CLIR for informal social media content. However, despite the current expansion in online multimedia archives, there has been little work on CLIR for this content. While there has been some limited work on Cross-Language Video Retrieval (CLVR) for professional videos, such as documentaries or TV news broadcasts, there has to date, been no significant investigation of CLVR for the rapidly growing archives of informal user generated (UGC) content. Key differences between such UGC and professionally produced content are the nature and structure of the textual UGC metadata associated with it, as well as the form and quality of the content itself. In this setting, retrieval effectiveness may not only suffer from translation errors common to all CLIR tasks, but also recognition errors associated with the automatic speech recognition (ASR) systems used to transcribe the spoken content of the video and with the informality and inconsistency of the associated user-created metadata for each video. This work proposes and evaluates techniques to improve CLIR effectiveness of such noisy UGC content. Our experimental investigation shows that different sources of evidence, e.g. the content from different fields of the structured metadata, significantly affect CLIR effectiveness. Results from our experiments also show that each metadata field has a varying robustness to query expansion (QE) and hence can have a negative impact on the CLIR effectiveness. Our work proposes a novel adaptive QE technique that predicts the most reliable source for expansion and shows how this technique can be effective for improving the CLIR effectiveness for UGC content.

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm scalability and model interpretability are difficult to achieve, not to mention the prevalence of missing values. While existing sparse PCA methods alleviate inconsistency, they are constrained to the Gaussian assumption of classical PCA and fail to address algorithm scalability issues. We generalize sparse PCA to the broad exponential family distributions under high-dimensional setup, with built-in treatment for missing values. Meanwhile we propose a family of iterative sparse generalized PCA (SG-PCA) algorithms such that despite the non-convexity and non-smoothness of the optimization task, the loss function decreases in every iteration. In terms of ease and intuitive parameter tuning, our sparsity-inducing regularization is far superior to the popular Lasso. Furthermore, to promote overall scalability, accelerated gradient is integrated for fast convergence, while a progressive screening technique gradually squeezes out nuisance dimensions of a large-scale problem for feasible optimization. High-dimensional simulation and real data experiments demonstrate the efficiency and efficacy of SG-PCA.

Vector autoregression (VAR) is a fundamental tool for modeling the joint dynamics of multivariate time series. However, as the number of component series is increased, the VAR model quickly becomes overparameterized, making reliable estimation difficult and impeding its adoption as a forecasting tool in high dimensional settings. A number of authors have sought to address this issue by incorporating regularized approaches, such as the lasso, that impose sparse or low-rank structures on the estimated coefficient parameters of the VAR. More traditional approaches attempt to address overparameterization by selecting a low lag order, based on the assumption that dynamic dependence among components is short-range. However, these methods typically assume a single, universal lag order that applies across all components, unnecessarily constraining the dynamic relationship between the components and impeding forecast performance. The lasso-based approaches are more flexible but do not incorporate the notion of lag order selection. We propose a new class of regularized VAR models, called hierarchical vector autoregression (HVAR), that embed the notion of lag selection into a convex regularizer. The key convex modeling tool is a group lasso with nested groups which ensure the sparsity pattern of autoregressive lag coefficients honors the ordered structure inherent to VAR. We provide computationally efficient algorithms for solving HVAR problems that can be parallelized across the components. A simulation study shows the improved performance in forecasting and lag order selection over previous approaches, and a macroeconomic application further highlights forecasting improvements as well as the convenient, interpretable output of a HVAR model.

Scoring systems are linear classification models that only require users to add, subtract and multiply a few small numbers in order to make a prediction. These models are in widespread use by the medical community, but are difficult to learn from data because they need to be accurate and sparse, have coprime integer coefficients, and satisfy multiple operational constraints. We present a new method for creating data-driven scoring systems called a Supersparse Linear Integer Model (SLIM). SLIM scoring systems are built by solving an integer program that directly encodes measures of accuracy (the 0-1 loss) and sparsity (the $\ell_0$-seminorm) while restricting coefficients to coprime integers. SLIM can seamlessly incorporate a wide range of operational constraints related to accuracy and sparsity, and can produce highly tailored models without parameter tuning. We provide bounds on the testing and training accuracy of SLIM scoring systems, and present a new data reduction technique that can improve scalability by eliminating a portion of the training data beforehand. Our paper includes results from a collaboration with the Massachusetts General Hospital Sleep Laboratory, where SLIM was used to create a highly tailored scoring system for sleep apnea screening

Accessing or integrating data lexicalized in different languages is a challenge. Multilingual lexical resources play a fundamental role in reducing the language barriers to map concepts lexicalized in different languages. In this paper we present a large-scale study on the effectiveness of automatic translations to support two key cross-lingual ontology mapping tasks: the retrieval of candidate matches and the selection of the correct matches for inclusion in the final alignment. We conduct our experiments using four different large gold standards, each one consisting of a pair of mapped wordnets, to cover four different families of languages. We categorize concepts based on their lexicalization (type of words, synonym richness, position in a subconcept graph) and analyze their distributions in the gold standards. Leveraging this categorization, we measure several aspects of translation effectiveness, such as word-translation correctness, word sense coverage, synset and synonym coverage. Finally, we thoroughly discuss several findings of our study, which we believe are helpful for the design of more sophisticated cross-lingual mapping algorithms.

Pricing Vehicle Sharing with Proximity Information Jakub Mareček 1, Robert Shorten 12, Jia Yuan Yu 3 1 IBM Research, Ireland 2 University College Dublin, Ireland 3 Concordia University, Canada October 14, 2018 Abstract For vehicle sharing schemes, where drop-off positions are not fixed, we propose a pricing scheme, where the price depends in part on the distance between where a vehicle is being dropped off and where the closest shared vehicle is parked. Under certain restrictive assumptions, we show that this pricing leads to a socially optimal spread of the vehicles within a region. Introduction The numbers of cars on the roads seem ever increasing, with the consequent issues of congestion on the roads, lack of parking space, and pollution. Car-sharing schemes, which let members use any car in a fleet, promise to reduce the issues considerably [1, 2, 3]. Until the penetration of car sharing in any given area is high enough, however, the distance to travel to pick up a car may be prohibitive. In car-sharing systems, where the pickup and drop-off have to be the same, e.g.

The bipartite record linkage task consists of merging two disparate datafiles containing information on two overlapping sets of entities. This is non-trivial in the absence of unique identifiers and it is important for a wide variety of applications given that it needs to be solved whenever we have to combine information from different sources. Most statistical techniques currently used for record linkage are derived from a seminal paper by Fellegi and Sunter (1969). These techniques usually assume independence in the matching statuses of record pairs to derive estimation procedures and optimal point estimators. We argue that this independence assumption is unreasonable and instead target a bipartite matching between the two datafiles as our parameter of interest. Bayesian implementations allow us to quantify uncertainty on the matching decisions and derive a variety of point estimators using different loss functions. We propose partial Bayes estimates that allow uncertain parts of the bipartite matching to be left unresolved. We evaluate our approach to record linkage using a variety of challenging scenarios and show that it outperforms the traditional methodology. We illustrate the advantages of our methods merging two datafiles on casualties from the civil war of El Salvador.

Continuous time Bayesian networks are investigated with a special focus on their ability to express causality. A framework is presented for doing inference in these networks. The central contributions are a representation of the intensity matrices for the networks and the introduction of a causality measure. A new model for high-frequency financial data is presented. It is calibrated to market data and by the new causality measure it performs better than older models.