Reducing the shortage of organ donations to meet the demands of patients on the waiting list has being a major challenge in organ transplantation. Because of the shortage, organ matching decision is the most critical decision to assign the limited viable organs to the most suitable patients. Currently, organ matching decisions were only made by matching scores calculated via scoring models, which are built by the first principles. However, these models may disagree with the actual post-transplantation matching performance (e.g., patient's post-transplant quality of life (QoL) or graft failure measurements). In this paper, we formulate the organ matching decision-making as a top-N recommendation problem and propose an Adaptively Weighted Top-N Recommendation (AWTR) method. AWTR improves performance of the current scoring models by using limited actual matching performance in historical data set as well as the collected covariates from organ donors and patients. AWTR sacrifices the overall recommendation accuracy by emphasizing the recommendation and ranking accuracy for top-N matched patients. The proposed method is validated in a simulation study, where KAS [60] is used to simulate the organ-patient recommendation response. The results show that our proposed method outperforms seven state-of-the-art top-N recommendation benchmark methods.

Dynamic mode decomposition (DMD) provides a regression framework for adaptively learning a best-fit linear dynamics model over snapshots of temporal, or spatio-temporal, data. A diversity of regression techniques have been developed for producing the linear model approximation whose solutions are exponentials in time. For spatio-temporal data, DMD provides low-rank and interpretable models in the form of dominant modal structures along with their exponential/oscillatory behavior in time. The majority of DMD algorithms, however, are prone to bias errors from noisy measurements of the dynamics, leading to poor model fits and unstable forecasting capabilities. The optimized DMD algorithm minimizes the model bias with a variable projection optimization, thus leading to stabilized forecasting capabilities. Here, the optimized DMD algorithm is improved by using statistical bagging methods whereby a single set of snapshots is used to produce an ensemble of optimized DMD models. The outputs of these models are averaged to produce a bagging, optimized dynamic mode decomposition (BOP-DMD). BOP-DMD not only improves performance, it also robustifies the model and provides both spatial and temporal uncertainty quantification (UQ). Thus unlike currently available DMD algorithms, BOP-DMD provides a stable and robust model for probabilistic, or Bayesian forecasting with comprehensive UQ metrics.

Fuel optimization of diesel and petrol vehicles within industrial fleets is critical for mitigating costs and reducing emissions. This objective is achievable by acting on fuel-related factors, such as the driving behaviour style. In this study, we developed an Explainable Boosting Machine (EBM) model to predict fuel consumption of different types of industrial vehicles, using real-world data collected from 2020 to 2021. This Machine Learning model also explains the relationship between the input factors and fuel consumption, quantifying the individual contribution of each one of them. The explanations provided by the model are compared with domain knowledge in order to see if they are aligned. The results show that the 70% of the categories associated to the fuel-factors are similar to the previous literature. With the EBM algorithm, we estimate that optimizing driving behaviour decreases fuel consumption between 12% and 15% in a large fleet (more than 1000 vehicles).

With the availability of high dimensional genetic biomarkers, it is of interest to identify heterogeneous effects of these predictors on patients' survival, along with proper statistical inference. Censored quantile regression has emerged as a powerful tool for detecting heterogeneous effects of covariates on survival outcomes. To our knowledge, there is little work available to draw inference on the effects of high dimensional predictors for censored quantile regression. This paper proposes a novel procedure to draw inference on all predictors within the framework of global censored quantile regression, which investigates covariate-response associations over an interval of quantile levels, instead of a few discrete values. The proposed estimator combines a sequence of low dimensional model estimates that are based on multi-sample splittings and variable selection. We show that, under some regularity conditions, the estimator is consistent and asymptotically follows a Gaussian process indexed by the quantile level. Simulation studies indicate that our procedure can properly quantify the uncertainty of the estimates in high dimensional settings. We apply our method to analyze the heterogeneous effects of SNPs residing in lung cancer pathways on patients' survival, using the Boston Lung Cancer Survival Cohort, a cancer epidemiology study on the molecular mechanism of lung cancer.

In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to design new algorithms in many settings such as gradient-free, adaptive-gradient, and second-order methods. Our structured methods not only enjoy a structural invariance but also admit a simple expression. Finally, we test the efficiency of our proposed methods on both deterministic non-convex problems and deep learning problems.

Frequently, the parameter space, chosen for shape design or other applications that involve the definition of a surrogate model, present subdomains where the objective function of interest is highly regular or well behaved. So, it could be approximated more accurately if restricted to those subdomains and studied separately. The drawback of this approach is the possible scarcity of data in some applications, but in those, where a quantity of data, moderately abundant considering the parameter space dimension and the complexity of the objective function, is available, partitioned or local studies are beneficial. In this work we propose a new method called local active subspaces (LAS), which explores the synergies of active subspaces with supervised clustering techniques in order to perform a more efficient dimension reduction in the parameter space for the design of accurate response surfaces. We also developed a procedure to exploit the local active subspace information for classification tasks. Using this technique as a preprocessing step onto the parameter space, or output space in case of vectorial outputs, brings remarkable results for the purpose of surrogate modelling.

In the stochastic linear contextual bandit setting there exist several minimax procedures for exploration with policies that are reactive to the data being acquired. In practice, there can be a significant engineering overhead to deploy these algorithms, especially when the dataset is collected in a distributed fashion or when a human in the loop is needed to implement a different policy. Exploring with a single non-reactive policy is beneficial in such cases. Assuming some batch contexts are available, we design a single stochastic policy to collect a good dataset from which a near-optimal policy can be extracted. We present a theoretical analysis as well as numerical experiments on both synthetic and real-world datasets.

Skyline plays a pivotal role in mountainous visual geo-localization and localization/navigation of planetary rovers/UAVs and virtual/augmented reality applications. We present a novel mountainous skyline detection approach where we adapt a shallow learning approach to learn a set of filters to discriminate between edges belonging to sky-mountain boundary and others coming from different regions. Unlike earlier approaches, which either rely on extraction of explicit feature descriptors and their classification, or fine-tuning general scene parsing deep networks for sky segmentation, our approach learns linear filters based on local structure analysis. At test time, for every candidate edge pixel, a single filter is chosen from the set of learned filters based on pixel's structure tensor, and then applied to the patch around it. We then employ dynamic programming to solve the shortest path problem for the resultant multistage graph to get the sky-mountain boundary. The proposed approach is computationally faster than earlier methods while providing comparable performance and is more suitable for resource constrained platforms e.g., mobile devices, planetary rovers and UAVs. We compare our proposed approach against earlier skyline detection methods using four different data sets. Our code is available at \url{https://github.com/TouqeerAhmad/skyline_detection}.

The full range of activity in a temporal network is captured in its edge activity data -- time series encoding the tie strengths or on-off dynamics of each edge in the network. However, in many practical applications, edge-level data are unavailable, and the network analyses must rely instead on node activity data which aggregates the edge-activity data and thus is less informative. This raises the question: Is it possible to use the static network to recover the richer edge activities from the node activities? Here we show that recovery is possible, often with a surprising degree of accuracy given how much information is lost, and that the recovered data are useful for subsequent network analysis tasks. Recovery is more difficult when network density increases, either topologically or dynamically, but exploiting dynamical and topological sparsity enables effective solutions to the recovery problem. We formally characterize the difficulty of the recovery problem both theoretically and empirically, proving the conditions under which recovery errors can be bounded and showing that, even when these conditions are not met, good quality solutions can still be derived. Effective recovery carries both promise and peril, as it enables deeper scientific study of complex systems but in the context of social systems also raises privacy concerns when social information can be aggregated across multiple data sources.

It is well known that modeling and forecasting realized covariance matrices of asset returns play a crucial role in the field of finance. The availability of high frequency intraday data enables the modeling of the realized covariance matrices directly. However, most of the models available in the literature depend on strong structural assumptions and they often suffer from the curse of dimensionality. We propose an end-to-end trainable model built on the CNN and Convolutional LSTM (ConvLSTM) which does not require to make any distributional or structural assumption but could handle high-dimensional realized covariance matrices consistently. The proposed model focuses on local structures and spatiotemporal correlations. It learns a nonlinear mapping that connect the historical realized covariance matrices to the future one. Our empirical studies on synthetic and real-world datasets demonstrate its excellent forecasting ability compared with several advanced volatility models.