In late December 2019, the novel coronavirus (Sars-Cov-2) and the resulting disease COVID-19 were first identified in Wuhan China. The disease slipped through containment measures, with the first known case in the United States being identified on January 20th, 2020. In this paper, we utilize survey data from the Inter-university Consortium for Political and Social Research and apply several statistical and machine learning models and techniques such as Decision Trees, Multinomial Logistic Regression, Naive Bayes, k-Nearest Neighbors, Support Vector Machines, Neural Networks, Random Forests, Gradient Tree Boosting, XGBoost, CatBoost, LightGBM, Synthetic Minority Oversampling, and Chi-Squared Test to analyze the impacts the COVID-19 pandemic has had on the mental health of frontline workers in the United States. Through the interpretation of the many models applied to the mental health survey data, we have concluded that the most important factor in predicting the mental health decline of a frontline worker is the healthcare role the individual is in (Nurse, Emergency Room Staff, Surgeon, etc.), followed by the amount of sleep the individual has had in the last week, the amount of COVID-19 related news an individual has consumed on average in a day, the age of the worker, and the usage of alcohol and cannabis.

Interviewing is a grueling process, specially during COVID. I recently interviewed with Microsoft (Data Scientist ll), Amazon (Applied AI Scientist) and Apple (Software Development : Machine…

Catastrophe (CAT) bond markets are incomplete and hence carry uncertainty in instrument pricing. As such various pricing approaches have been proposed, but none treat the uncertainty in catastrophe occurrences and interest rates in a sufficiently flexible and statistically reliable way within a unifying asset pricing framework. Consequently, little is known empirically about the expected risk-premia of CAT bonds. The primary contribution of this paper is to present a unified Bayesian CAT bond pricing framework based on uncertainty quantification of catastrophes and interest rates. Our framework allows for complex beliefs about catastrophe risks to capture the distinct and common patterns in catastrophe occurrences, and when combined with stochastic interest rates, yields a unified asset pricing approach with informative expected risk premia. Specifically, using a modified collective risk model -- Dirichlet Prior-Hierarchical Bayesian Collective Risk Model (DP-HBCRM) framework -- we model catastrophe risk via a model-based clustering approach. Interest rate risk is modeled as a CIR process under the Bayesian approach. As a consequence of casting CAT pricing models into our framework, we evaluate the price and expected risk premia of various CAT bond contracts corresponding to clustering of catastrophe risk profiles. Numerical experiments show how these clusters reveal how CAT bond prices and expected risk premia relate to claim frequency and loss severity.

As technology advanced, collecting data via automatic collection devices become popular, thus we commonly face data sets with lengthy variables, especially when these data sets are collected without specific research goals beforehand. It has been pointed out in the literature that the difficulty of high-dimensional classification problems is intrinsically caused by too many noise variables useless for reducing classification error, which offer less benefits for decision-making, and increase complexity, and confusion in model-interpretation. A good variable selection strategy is therefore a must for using such kinds of data well; especially when we expect to use their results for the succeeding applications/studies, where the model-interpretation ability is essential. hus, the conventional classification measures, such as accuracy, sensitivity, precision, cannot be the only performance tasks. In this paper, we propose a probability-based nonparametric multiple-class classification method, and integrate it with the ability of identifying high impact variables for individual class such that we can have more information about its classification rule and the character of each class as well. The proposed method can have its prediction power approximately equal to that of the Bayes rule, and still retains the ability of "model-interpretation." We report the asymptotic properties of the proposed method, and use both synthesized and real data sets to illustrate its properties under different classification situations. We also separately discuss the variable identification, and training sample size determination, and summarize those procedures as algorithms such that users can easily implement them with different computing languages.

This paper deals with the taking into account a given set of realizations as constraints in the Kullback-Leibler minimum principle, which is used as a probabilistic learning algorithm. This permits the effective integration of data into predictive models. We consider the probabilistic learning of a random vector that is made up of either a quantity of interest (unsupervised case) or the couple of the quantity of interest and a control parameter (supervised case). A training set of independent realizations of this random vector is assumed to be given and to be generated with a prior probability measure that is unknown. A target set of realizations of the QoI is available for the two considered cases. The framework is the one of non-Gaussian problems in high dimension. A functional approach is developed on the basis of a weak formulation of the Fourier transform of probability measures (characteristic functions). The construction makes it possible to take into account the target set of realizations of the QoI in the Kullback-Leibler minimum principle. The proposed approach allows for estimating the posterior probability measure of the QoI (unsupervised case) or of the posterior joint probability measure of the QoI with the control parameter (supervised case). The existence and the uniqueness of the posterior probability measure is analyzed for the two cases. The numerical aspects are detailed in order to facilitate the implementation of the proposed method. The presented application in high dimension demonstrates the efficiency and the robustness of the proposed algorithm.

Describing the causal relations governing a system is a fundamental task in many scientific fields, ideally addressed by experimental studies. However, obtaining data under intervention scenarios may not always be feasible, while discovering causal relations from purely observational data is notoriously challenging. In certain settings, such as genomics, we may have data from heterogeneous study conditions, with soft (partial) interventions only pertaining to a subset of the study variables, whose effects and targets are possibly unknown. Combining data from experimental and observational studies offers the opportunity to leverage both domains and improve on the identifiability of causal structures. To this end, we define the interventional BGe score for a mixture of observational and interventional data, where the targets and effects of intervention may be unknown. To demonstrate the approach we compare its performance to other state-of-the-art algorithms, both in simulations and data analysis applications. Prerogative of our method is that it takes a Bayesian perspective leading to a full characterisation of the posterior distribution of the DAG structures. Given a sample of DAGs one can also automatically derive full posterior distributions of the intervention effects. Consequently the method effectively captures the uncertainty both in the structure and the parameter estimates. Codes to reproduce the simulations and analyses are publicly available at github.com/jackkuipers/iBGe

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Stochastic nonlinear dynamical systems are ubiquitous in modern, real-world applications. Yet, estimating the unknown parameters of stochastic, nonlinear dynamical models remains a challenging problem. The majority of existing methods employ maximum likelihood or Bayesian estimation. However, these methods suffer from some limitations, most notably the substantial computational time for inference coupled with limited flexibility in application. In this work, we propose DeepBayes estimators that leverage the power of deep recurrent neural networks in learning an estimator. The method consists of first training a recurrent neural network to minimize the mean-squared estimation error over a set of synthetically generated data using models drawn from the model set of interest. The a priori trained estimator can then be used directly for inference by evaluating the network with the estimation data. The deep recurrent neural network architectures can be trained offline and ensure significant time savings during inference. We experiment with two popular recurrent neural networks -- long short term memory network (LSTM) and gated recurrent unit (GRU). We demonstrate the applicability of our proposed method on different example models and perform detailed comparisons with state-of-the-art approaches. We also provide a study on a real-world nonlinear benchmark problem. The experimental evaluations show that the proposed approach is asymptotically as good as the Bayes estimator.

Advances in machine learning methods provide tools that have broad applicability in scientific research. These techniques are being applied across the diversity of nuclear physics research topics, leading to advances that will facilitate scientific discoveries and societal applications. This Review gives a snapshot of nuclear physics research which has been transformed by machine learning techniques.

In this paper, we consider the problem of making distributionally robust, skeptical inferences for the multi-label problem, or more generally for Boolean vectors. By distributionally robust, we mean that we consider a set of possible probability distributions, and by skeptical we understand that we consider as valid only those inferences that are true for every distribution within this set. Such inferences will provide partial predictions whenever the considered set is sufficiently big. We study in particular the Hamming loss case, a common loss function in multi-label problems, showing how skeptical inferences can be made in this setting. Our experimental results are organised in three sections; (1) the first one indicates the gain computational obtained from our theoretical results by using synthetical data sets, (2) the second one indicates that our approaches produce relevant cautiousness on those hard-to-predict instances where its precise counterpart fails, and (3) the last one demonstrates experimentally how our approach copes with imperfect information (generated by a downsampling procedure) better than the partial abstention [31] and the rejection rules.