Combination and aggregation techniques can improve forecast accuracy substantially. This also holds for probabilistic forecasting methods where full predictive distributions are combined. There are several time-varying and adaptive weighting schemes like Bayesian model averaging (BMA). However, the performance of different forecasters may vary not only over time but also in parts of the distribution. So one may be more accurate in the center of the distributions, and other ones perform better in predicting the distribution's tails. Consequently, we introduce a new weighting procedure that considers both varying performance across time and the distribution. We discuss pointwise online aggregation algorithms that optimize with respect to the continuous ranked probability score (CRPS). After analyzing the theoretical properties of a fully adaptive Bernstein online aggregation (BOA) method, we introduce smoothing procedures for pointwise CRPS learning. The properties are confirmed and discussed using simulation studies. Additionally, we illustrate the performance in a forecasting study for carbon markets. In detail, we predict the distribution of European emission allowance prices.

We investigate the local differential privacy (LDP) guarantees of a randomized privacy mechanism via its contraction properties. We first show that LDP constraints can be equivalently cast in terms of the contraction coefficient of the $E_\gamma$-divergence. We then use this equivalent formula to express LDP guarantees of privacy mechanisms in terms of contraction coefficients of arbitrary $f$-divergences. When combined with standard estimation-theoretic tools (such as Le Cam's and Fano's converse methods), this result allows us to study the trade-off between privacy and utility in several testing and minimax and Bayesian estimation problems.

We provide a new flexible framework for inference with the instrumental variable model. Rather than using linear specifications, functions characterizing the effects of instruments and other explanatory variables are estimated using machine learning via Bayesian Additive Regression Trees (BART). Error terms and their distribution are inferred using Dirichlet Process mixtures. Simulated and real examples show that when the true functions are linear, little is lost. But when nonlinearities are present, dramatic improvements are obtained with virtually no manual tuning.

This idea was further extended in (Xie et al., 2017), where Symmetric positive definite (SPD) matrices are widely used sub-manifold learning for dimension reduction is used before data structures in many disciplines, e.g. in medical imaging the tangent space approximation. However, the first-order approximations (Penne et al., 2006) and computer vision as covariance region can lead to undesirable distortion, especially in descriptors (Tuzel et al., 2006; Jayasumana et al., 2015), regions far from the tangent space origin (Tuzel et al., 2008; as well as in brain-computer interface (BCI) (Congedo et al., Jayasumana et al., 2015). The mean of the SPD matrices is a 2017), etc. Endowed with an appropriate metric, SPD matrices frequently used candidate for the tangent space origin, however, form a curved Riemannian manifold. Consequently, many popular no theoretical proof exists to guarantee the mean yields the best machine learning algorithms such as linear discriminant tangent space approximation for the data (Tuzel et al., 2008).

Medical toxicology is the clinical specialty that treats the toxic effects of substances, be it an overdose, a medication error, or a scorpion sting. The volume of toxicological knowledge and research has, as with other medical specialties, outstripped the ability of the individual clinician to entirely master and stay current with it. The application of machine learning techniques to medical toxicology is challenging because initial treatment decisions are often based on a few pieces of textual data and rely heavily on prior knowledge. ML techniques often do not represent knowledge in a way that is transparent for the physician, raising barriers to usability. Rule-based systems and decision tree learning are more transparent approaches, but often generalize poorly and require expert curation to implement and maintain. Here, we construct a probabilistic logic network to represent a portion of the knowledge base of a medical toxicologist. Our approach transparently mimics the knowledge representation and clinical decision-making of practicing clinicians. The software, dubbed Tak, performs comparably to humans on straightforward cases and intermediate difficulty cases, but is outperformed by humans on challenging clinical cases. Tak outperforms a decision tree classifier at all levels of difficulty. Probabilistic logic provides one form of explainable artificial intelligence that may be more acceptable for use in healthcare, if it can achieve acceptable levels of performance.

Quantum mass function has been applied in lots of fields because of its efficiency and validity of managing uncertainties in the form of quantum which can be regarded as an extension of classical Dempster-Shafer (D-S) evidence theory. However, how to handle uncertainties in the form of quantum is still an open issue. In this paper, a new method is proposed to dispose uncertain quantum information, which is called two-dimensional quantum mass function (TDQMF). A TDQMF is consist of two elements, TQ = (Qoriginal, Qindicative), both of the Qs are quantum mass functions, in which the Qindicative is an indicator of the reliability on Qoriginal. More flexibility and effectiveness are offered in handling uncertainty in the field of quantum by the proposed method compared with primary quantum mass function. Besides, some numerical examples are provided and some practical applications are given to verify its correctness and validity

The pythagorean fuzzy set (PFS) which is developed based on intuitionistic fuzzy set, is more efficient in elaborating and disposing uncertainties in indeterminate situations, which is a very reason of that PFS is applied in various kinds of fields. How to measure the distance between two pythagorean fuzzy sets is still an open issue. Mnay kinds of methods have been proposed to present the of the question in former reaserches. However, not all of existing methods can accurately manifest differences among pythagorean fuzzy sets and satisfy the property of similarity. And some other kinds of methods neglect the relationship among three variables of pythagorean fuzzy set. To addrees the proplem, a new method of measuring distance is proposed which meets the requirements of axiom of distance measurement and is able to indicate the degree of distinction of PFSs well. Then some numerical examples are offered to to verify that the method of measuring distances can avoid the situation that some counter? intuitive and irrational results are produced and is more effective, reasonable and advanced than other similar methods. Besides, the proposed method of measuring distances between PFSs is applied in a real environment of application which is the medical diagnosis and is compared with other previous methods to demonstrate its superiority and efficiency. And the feasibility of the proposed method in handling uncertainties in practice is also proved at the same time.

Bayesian Networks (BNs) have become a powerful technology for reasoning under uncertainty, particularly in areas that require causal assumptions that enable us to simulate the effect of intervention. The graphical structure of these models can be determined by causal knowledge, learnt from data, or a combination of both. While it seems plausible that the best approach in constructing a causal graph involves combining knowledge with machine learning, this approach remains underused in practice. This paper describes and evaluates a set of information fusion methods that have been implemented in the open-source Bayesys structure learning system. The methods enable users to specify pre-existing knowledge and rule-based information that can be obtained from heterogeneous sources, to constrain or guide structure learning. Each method is assessed in terms of structure learning impact, including graphical accuracy, model fitting, complexity and runtime. The results are illustrated both with limited and big data, with application to three BN structure learning algorithms available in Bayesys, and reveal interesting inconsistencies about their effectiveness where the results obtained from graphical measures often contradict those obtained from model fitting measures. While the overall results show that information fusion methods become less effective with big data due to higher learning accuracy rendering knowledge less important, some information fusion methods do perform better with big data. Lastly, amongst the main conclusions is the observation that reduced search space obtained from knowledge constraints does not imply reduced computational complexity, which can happen when the constraints set up a tension between what the data indicate and what the constraints are trying to enforce.

We undertake a precise study of the non-asymptotic properties of vanilla generative adversarial networks (GANs) and derive theoretical guarantees in the problem of estimating an unknown $d$-dimensional density $p^*$ under a proper choice of the class of generators and discriminators. We prove that the resulting density estimate converges to $p^*$ in terms of Jensen-Shannon (JS) divergence at the rate $(\log n/n)^{2\beta/(2\beta+d)}$ where $n$ is the sample size and $\beta$ determines the smoothness of $p^*.$ This is the first result in the literature on density estimation using vanilla GANs with JS rates faster than $n^{-1/2}$ in the regime $\beta>d/2.$

Sparse principal component analysis (PCA) is a popular tool for dimensional reduction of high-dimensional data. Despite its massive popularity, there is still a lack of theoretically justifiable Bayesian sparse PCA that is computationally scalable. A major challenge is choosing a suitable prior for the loadings matrix, as principal components are mutually orthogonal. We propose a spike and slab prior that meets this orthogonality constraint and show that the posterior enjoys both theoretical and computational advantages. Two computational algorithms, the PX-CAVI and the PX-EM algorithms, are developed. Both algorithms use parameter expansion to deal with the orthogonality constraint and to accelerate their convergence speeds. We found that the PX-CAVI algorithm has superior empirical performance than the PX-EM algorithm and two other penalty methods for sparse PCA. The PX-CAVI algorithm is then applied to study a lung cancer gene expression dataset. $\mathsf{R}$ package $\mathsf{VBsparsePCA}$ with an implementation of the algorithm is available on The Comprehensive R Archive Network.