This paper studies the inference problem in quantile regression (QR) for a large sample size $n$ but under a limited memory constraint, where the memory can only store a small batch of data of size $m$. A natural method is the na\"ive divide-and-conquer approach, which splits data into batches of size $m$, computes the local QR estimator for each batch, and then aggregates the estimators via averaging. However, this method only works when $n=o(m^2)$ and is computationally expensive. This paper proposes a computationally efficient method, which only requires an initial QR estimator on a small batch of data and then successively refines the estimator via multiple rounds of aggregations. Theoretically, as long as $n$ grows polynomially in $m$, we establish the asymptotic normality for the obtained estimator and show that our estimator with only a few rounds of aggregations achieves the same efficiency as the QR estimator computed on all the data. Moreover, our result allows the case that the dimensionality $p$ goes to infinity. The proposed method can also be applied to address the QR problem under distributed computing environment (e.g., in a large-scale sensor network) or for real-time streaming data.

Stochastic variational inference is an established way to carry out approximate Bayesian inference for deep models. While there have been effective proposals for good initializations for loss minimization in deep learning, far less attention has been devoted to the issue of initialization of stochastic variational inference. We address this by proposing a novel layer-wise initialization strategy based on Bayesian linear models. The proposed method is extensively validated on regression and classification tasks, including Bayesian DeepNets and ConvNets, showing faster convergence compared to alternatives inspired by the literature on initializations for loss minimization.

We propose robust sparse reduced rank regression and robust sparse principal component analysis for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed methods are based on convex relaxations of rank-and sparsity-constrained non-convex optimization problems, which are solved using the alternating direction method of multipliers (ADMM) algorithm. For robust sparse reduced rank regression, we establish non-asymptotic estimation error bounds under both Frobenius and nuclear norms, while existing results focus mostly on rank-selection and prediction consistency. Our theoretical results quantify the tradeoff between heavy-tailedness of the random noise and statistical bias. For random noise with bounded $(1+\delta)$th moment with $\delta \in (0,1)$, the rate of convergence is a function of $\delta$, and is slower than the sub-Gaussian-type deviation bounds; for random noise with bounded second moment, we recover the results obtained under sub-Gaussian noise. Furthermore, the transition between the two regimes is smooth. For robust sparse principal component analysis, we propose to truncate the observed data, and show that this truncation will lead to consistent estimation of the eigenvectors. We then establish theoretical results similar to those of robust sparse reduced rank regression. We illustrate the performance of these methods via extensive numerical studies and two real data applications.

Data-driven prediction of molecular properties presents unique challenges to the design of machine learning methods concerning data structure/dimensionality, symmetry adaption, and confidence management. In this paper, we present a kernel-based pipeline that can learn and predict the atomization energy of molecules with high accuracy. The framework employs Gaussian process regression to perform predictions based on the similarity between molecules, which is computed using the marginalized graph kernel. We discuss why the graph kernel, paired with a graph representation of the molecules, is particularly useful for predicting extensive properties. We demonstrate that using an active learning procedure, the proposed method can achieve a mean absolute error less than 1.0 kcal/mol on the QM7 data set using as few as 1200 training samples and 1 hour of training time. This is a demonstration, in contrast to common believes, that regression models based on kernel methods can be simultaneously accurate and fast predictors.

Addressing fairness in machine learning models has recently attracted a lot of attention, as it will ensure continued confidence of the general public in the deployment of machine learning systems. Here, we focus on mitigating harm of a biased system that offers much better quality outputs for certain groups than for others. We show that bias in the output can naturally be handled in Gaussian process classification (GPC) models by introducing a latent target output that will modulate the likelihood function. This simple formulation has several advantages: first, it is a unified framework for several notions of fairness (demographic parity, equalized odds, and equal opportunity); second, it allows encoding our knowledge of what the bias in outputs should be; and third, it can be solved by using off-the-shelf GPC packages.

In this Book we argue that the fruitful interaction of computer vision and belief calculus is capable of stimulating significant advances in both fields. From a methodological point of view, novel theoretical results concerning the geometric and algebraic properties of belief functions as mathematical objects are illustrated and discussed in Part II, with a focus on both a perspective 'geometric approach' to uncertainty and an algebraic solution to the issue of conflicting evidence. In Part III we show how these theoretical developments arise from important computer vision problems (such as articulated object tracking, data association and object pose estimation) to which, in turn, the evidential formalism is able to provide interesting new solutions. Finally, some initial steps towards a generalization of the notion of total probability to belief functions are taken, in the perspective of endowing the theory of evidence with a complete battery of estimation and inference tools to the benefit of all scientists and practitioners.

While most marketing managers understand that all customers have different preferences, these differences still tend to raise quite a challenge when it comes time to develop new offers. Not every product or service that your company makes will be right for every customer, nor will every customer be equally responsive to each of your company's marketing campaigns. That's why when I prepare custom training plans, I usually recommend that my clients get familiar with how they can use customer profiling and segmentation to organize their customer base into different groups. Simply put, segmentation is a way of organizing your customer base into groups. For marketing purposes, these groups are formed on the basis of people having similar product or service preferences, although segments can be constructed on any variety of other factors.

We introduce the Wasserstein transform, a method for enhancing and denoising datasets defined on general metric spaces. The construction draws inspiration from Optimal Transportation ideas. We establish precise connections with the mean shift family of algorithms and establish the stability of both our method and mean shift under data perturbation.

The complete part of the earthquake frequency-magnitude distribution (FMD), above completeness magnitude mc, is well described by the Gutenberg-Richter law. The parameter mc however varies in space due to the seismic network configuration, yielding a convoluted FMD shape below max(mc). This paper investigates the shape of the generalized FMD (GFMD), which may be described as a mixture of elemental FMDs (eFMDs) defined as asymmetric Laplace distributions of mode mc [Mignan, 2012, https://doi.org/10.1029/2012JB009347]. An asymmetric Laplace mixture model (GFMD- ALMM) is thus proposed with its parameters (detection parameter kappa, Gutenberg-Richter beta-value, mc distribution, as well as number K and weight w of eFMD components) estimated using a semi-supervised hard expectation maximization approach including BIC penalties for model complexity. The performance of the proposed method is analysed, with encouraging results obtained: kappa, beta, and the mc distribution range are retrieved for different GFMD shapes in simulations, as well as in regional catalogues (southern and northern California, Nevada, Taiwan, France), in a global catalogue, and in an aftershock sequence (Christchurch, New Zealand). We find max(mc) to be conservative compared to other methods, kappa = k/log(10) = 3 in most catalogues (compared to beta = b/log(10) = 1), but also that biases in kappa and beta may occur when rounding errors are present below completeness. The GFMD-ALMM, by modelling different FMD shapes in an autonomous manner, opens the door to new statistical analyses in the realm of incomplete seismicity data, which could in theory improve earthquake forecasting by considering c. ten times more events.

It is crucial to provide compatible treatment schemes for a disease according to various symptoms at different stages. However, most classification methods might be ineffective in accurately classifying a disease that holds the characteristics of multiple treatment stages, various symptoms, and multi-pathogenesis. Moreover, there are limited exchanges and cooperative actions in disease diagnoses and treatments between different departments and hospitals. Thus, when new diseases occur with atypical symptoms, inexperienced doctors might have difficulty in identifying them promptly and accurately. Therefore, to maximize the utilization of the advanced medical technology of developed hospitals and the rich medical knowledge of experienced doctors, a Disease Diagnosis and Treatment Recommendation System (DDTRS) is proposed in this paper. First, to effectively identify disease symptoms more accurately, a Density-Peaked Clustering Analysis (DPCA) algorithm is introduced for disease-symptom clustering. In addition, association analyses on Disease-Diagnosis (D-D) rules and Disease-Treatment (D-T) rules are conducted by the Apriori algorithm separately. The appropriate diagnosis and treatment schemes are recommended for patients and inexperienced doctors, even if they are in a limited therapeutic environment. Moreover, to reach the goals of high performance and low latency response, we implement a parallel solution for DDTRS using the Apache Spark cloud platform. Extensive experimental results demonstrate that the proposed DDTRS realizes disease-symptom clustering effectively and derives disease treatment recommendations intelligently and accurately.