Perhaps most organizations already know what to do with the data gathered. The data is used to make better decisions at work, right? But do you have all the skills needed to parse swaths of data thrown at you? Well, you might not need to do the digging all by yourself, but you do need to know how to correctly interpret the analysis created by your data science team. Therefore, among the best type of data analysis is regression analysis.

Neuronal ensemble inference is a significant problem in the study of biological neural networks. Various methods have been proposed for ensemble inference from experimental data of neuronal activity. Among them, Bayesian inference approach with generative model was proposed recently. However, this method requires large computational cost for appropriate inference. In this work, we give an improved Bayesian inference algorithm by modifying update rule in Markov chain Monte Carlo method and introducing the idea of simulated annealing for hyperparameter control. We compare the performance of ensemble inference between our algorithm and the original one, and discuss the advantage of our method.

This article is motivated by the objective of providing a new analytically tractable and fully frequentist framework to characterize and implement regression trees while also allowing a multivariate (potentially high dimensional) response. The connection to regression trees is made by a high dimensional model with dynamic mean vectors over multi-dimensional change axes. Our theoretical analysis is carried out under a single two dimensional change point setting. An optimal rate of convergence of the proposed estimator is obtained, which in turn allows existence of limiting distributions. Distributional behavior of change point estimates are split into two distinct regimes, the limiting distributions under each regime is then characterized, in turn allowing construction of asymptotically valid confidence intervals for $2d$-location of change. All results are obtained under a high dimensional scaling $s\log^2 p=o(T_wT_h),$ where $p$ is the response dimension, $s$ is a sparsity parameter, and $T_w,T_h$ are sampling periods along change axes. We characterize full regression trees by defining a multiple multi-dimensional change point model. Natural extensions of the single $2d$-change point estimation methodology are provided. Two applications, first on segmentation of {\it Infra-red astronomy satellite (IRAS)} data and second to segmentation of digital images are provided. Methodology and theoretical results are supported with monte-carlo simulations.

Among dissimilarities between probability distributions, the Kernel Stein Discrepancy (KSD) has received much interest recently. We investigate the properties of its Wasserstein gradient flow to approximate a target probability distribution $\pi$ on $\mathbb{R}^d$, known up to a normalization constant. This leads to a straightforwardly implementable, deterministic score-based method to sample from $\pi$, named KSD Descent, which uses a set of particles to approximate $\pi$. Remarkably, owing to a tractable loss function, KSD Descent can leverage robust parameter-free optimization schemes such as L-BFGS; this contrasts with other popular particle-based schemes such as the Stein Variational Gradient Descent algorithm. We study the convergence properties of KSD Descent and demonstrate its practical relevance. However, we also highlight failure cases by showing that the algorithm can get stuck in spurious local minima.

In many real-world problems, complex dependencies are present both among samples and among features. The Kronecker sum or the Cartesian product of two graphs, each modeling dependencies across features and across samples, has been used as an inverse covariance matrix for a matrix-variate Gaussian distribution, as an alternative to a Kronecker-product inverse covariance matrix, due to its more intuitive sparse structure. However, the existing methods for sparse Kronecker-sum inverse covariance estimation are limited in that they do not scale to more than a few hundred features and samples and that the unidentifiable parameters pose challenges in estimation. In this paper, we introduce EiGLasso, a highly scalable method for sparse Kronecker-sum inverse covariance estimation, based on Newton's method combined with eigendecomposition of the two graphs for exploiting the structure of Kronecker sum. EiGLasso further reduces computation time by approximating the Hessian based on the eigendecomposition of the sample and feature graphs. EiGLasso achieves quadratic convergence with the exact Hessian and linear convergence with the approximate Hessian. We describe a simple new approach to estimating the unidentifiable parameters that generalizes the existing methods. On simulated and real-world data, we demonstrate that EiGLasso achieves two to three orders-of-magnitude speed-up compared to the existing methods.

When data is of an extraordinarily large size or physically stored in different locations, the distributed nearest neighbor (NN) classifier is an attractive tool for classification. We propose a novel distributed adaptive NN classifier for which the number of nearest neighbors is a tuning parameter stochastically chosen by a data-driven criterion. An early stopping rule is proposed when searching for the optimal tuning parameter, which not only speeds up the computation but also improves the finite sample performance of the proposed Algorithm. Convergence rate of excess risk of the distributed adaptive NN classifier is investigated under various sub-sample size compositions. In particular, we show that when the sub-sample sizes are sufficiently large, the proposed classifier achieves the nearly optimal convergence rate. Effectiveness of the proposed approach is demonstrated through simulation studies as well as an empirical application to a real-world dataset.

Background: Extensive clinical evidence suggests that a preventive screening of coronary heart disease (CHD) at an earlier stage can greatly reduce the mortality rate. We use 64 two-dimensional speckle tracking echocardiography (2D-STE) features and seven clinical features to predict whether one has CHD. Methods: We develop a machine learning approach that integrates a number of popular classification methods together by model stacking, and generalize the traditional stacking method to a two-step stacking method to improve the diagnostic performance. Results: By borrowing strengths from multiple classification models through the proposed method, we improve the CHD classification accuracy from around 70% to 87.7% on the testing set. The sensitivity of the proposed method is 0.903 and the specificity is 0.843, with an AUC of 0.904, which is significantly higher than those of the individual classification models. Conclusions: Our work lays a foundation for the deployment of speckle tracking echocardiography-based screening tools for coronary heart disease.

Stochastic gradient descent (SGD) undergoes complicated multiplicative noise for the mean-square loss. We use this property of the SGD noise to derive a stochastic differential equation (SDE) with simpler additive noise by performing a non-uniform transformation of the time variable. In the SDE, the gradient of the loss is replaced by that of the logarithmized loss. Consequently, we show that, near a local or global minimum, the stationary distribution $P_\mathrm{ss}(\theta)$ of the network parameters $\theta$ follows a power-law with respect to the loss function $L(\theta)$, i.e. $P_\mathrm{ss}(\theta)\propto L(\theta)^{-\phi}$ with the exponent $\phi$ specified by the mini-batch size, the learning rate, and the Hessian at the minimum. We obtain the escape rate formula from a local minimum, which is determined not by the loss barrier height $\Delta L=L(\theta^s)-L(\theta^*)$ between a minimum $\theta^*$ and a saddle $\theta^s$ but by the logarithmized loss barrier height $\Delta\log L=\log[L(\theta^s)/L(\theta^*)]$. Our escape-rate formula explains an empirical fact that SGD prefers flat minima with low effective dimensions.

Interactive news recommendation has been launched and attracted much attention recently. In this scenario, user's behavior evolves from single click behavior to multiple behaviors including like, comment, share etc. However, most of the existing methods still use single click behavior as the unique criterion of judging user's preferences. Further, although heterogeneous graphs have been applied in different areas, a proper way to construct a heterogeneous graph for interactive news data with an appropriate learning mechanism on it is still desired. To address the above concerns, we propose a graph-based behavior-aware network, which simultaneously considers six different types of behaviors as well as user's demand on the news diversity. We have three main steps. First, we build an interaction behavior graph for multi-level and multi-category data. Second, we apply DeepWalk on the behavior graph to obtain entity semantics, then build a graph-based convolutional neural network called G-CNN to learn news representations, and an attention-based LSTM to learn behavior sequence representations. Third, we introduce core and coritivity features for the behavior graph, which measure the concentration degree of user's interests. These features affect the trade-off between accuracy and diversity of our personalized recommendation system. Taking these features into account, our system finally achieves recommending news to different users at their different levels of concentration degrees.

Sequences of self exciting, or inhibiting, temporal events are frequent footmarks of natural phenomena: Earthquakes are known to be temporally clustered as aftershocks are commonly triggered following the occurrence of a main event [Ogata, 1988]; in social networks, the propagation of news can be modeled in terms of information cascades over the edges of a graph [Zhao et al., 2015]; and in neuronal activity, the occurrence of one spike may increase or decrease the probability of the occurrence of the next spike over some time period [Dayan and Abbott, 2001]. Traditionally, sequences of events in continuous time are modeled by Point processes, of which Cox processes [Cox, 1955], or doubly stochastic processes, use a stochastic process for the intensity function, which depends only on time and is not effected by the occurrences of the events. The Hawkes process [Hawkes and Oakes, 1974] extends the Cox process to capture phenomena in which the past events affects future arrivals, by introducing a memory dependence via a memory kernel. When incorporating dependence of the process on its own history, due to the superposition theorem of point process, new events will depend on either an exogenous rate, which is independent of the history, or an endogenous rate from past arrivals. This results in a branching structure, where new events that originate from previous events can be seen as "children" of the past events.