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.
Predicting keywords performance, such as number of impressions, click-through rate (CTR), conversion rate (CVR), revenue per click (RPC), and cost per click (CPC), is critical for sponsored search in the online advertising industry. An interesting phenomenon is that, despite the size of the overall data, the data are very sparse at the individual unit level. To overcome the sparsity and leverage hierarchical information across the data structure, we propose a Dynamic Hierarchical Empirical Bayesian (DHEB) model that dynamically determines the hierarchy through a data-driven process and provides shrinkage-based estimations. Our method is also equipped with an efficient empirical approach to derive inferences through the hierarchy. We evaluate the proposed method in both simulated and real-world datasets and compare to several competitive models. The results favor the proposed method among all comparisons in terms of both accuracy and efficiency. In the end, we design a two-phase system to serve prediction in real time.
IBM will launch a Korean version of its AI platform Watson next year in cooperation with local IT service vendor SK C&C, the companies have announced. SK announced Monday that it signed a cooperation agreement with Big Blue on May 4 and will together build an integrated system to market Watson in South Korea. They will develop Korean data analysis solutions based on machine learning and natural language semantic analysis technology for Watson within this year, and will commercialise it sometime in the first half of 2017, SK said. IBM and SK will also build a "Watson Cloud Platform" at the Korean company's datacentre in Pangyo -- the local version of Silicon Valley -- that IT developers and managers can access to make their own applications. For example, an open market business can apply the Watson solution to its product search features to make a personalized contents recommendation solution.
Statistical inference involves estimation of parameters of a model based on observations. Building on the recently proposed Equilibrium Expectation approach and Persistent Contrastive Divergence, we derive a simple and fast Markov chain Monte Carlo algorithm for maximum likelihood estimation (MLE) of parameters of exponential family distributions. The algorithm has good scaling properties and is suitable for Monte Carlo inference on large network data with billions of tie variables. The performance of the algorithm is demonstrated on Markov random fields, conditional random fields, exponential random graph models and Boltzmann machines.
We present a new model-based integrative method for clustering objects given both vectorial data, which describes the feature of each object, and network data, which indicates the similarity of connected objects. The proposed general model is able to cluster the two types of data simultaneously within one integrative probabilistic model, while traditional methods can only handle one data type or depend on transforming one data type to another. Bayesian inference of the clustering is conducted based on a Markov chain Monte Carlo algorithm. A special case of the general model combining the Gaussian mixture model and the stochastic block model is extensively studied. We used both synthetic data and real data to evaluate this new method and compare it with alternative methods. The results show that our simultaneous clustering method performs much better. This improvement is due to the power of the model-based probabilistic approach for efficiently integrating information.