SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs

Recently, new nonparametric multivariate extensions of the univariate sign methods have been proposed. Randles (2000) introduced an affine invariant multivariate sign test for the multivariate location problem. Later on, Hettmansperger and Randles (2002) considered an affine equivariant multivariate median corresponding to this test. The new methods have promising efficiency and robustness properties. In this paper, we review these developments and compare them with the classical multivariate analysis of variance model. A new SAS/IML tool for performing a spatial sign based multivariate analysis of variance is introduced.

Bootstrap based uncertainty bands for prediction in functional kriging

The increasing interest in spatially correlated functional data has led to the development of appropriate geostatistical techniques that allow to predict a curve at an unmonitored location using a functional kriging with external drift model that takes into account the effect of exogenous variables (either scalar or functional). Nevertheless uncertainty evaluation for functional spatial prediction remains an open issue. We propose a semi-parametric bootstrap for spatially correlated functional data that allows to evaluate the uncertainty of a predicted curve, ensuring that the spatial dependence structure is maintained in the bootstrap samples. The performance of the proposed methodology is assessed via a simulation study. Moreover, the approach is illustrated on a well known data set of Canadian temperature and on a real data set of PM$_{10}$ concentration in the Piemonte region, Italy. Based on the results it can be concluded that the method is computationally feasible and suitable for quantifying the uncertainty around a predicted curve. Supplementary material including R code is available upon request

Analyzing and Modeling Special Offer Campaigns in Location-based Social Networks

The proliferation of mobile handheld devices in combination with the technological advancements in mobile computing has led to a number of innovative services that make use of the location information available on such devices. Traditional yellow pages websites have now moved to mobile platforms, giving the opportunity to local businesses and potential, near-by, customers to connect. These platforms can offer an affordable advertisement channel to local businesses. One of the mechanisms offered by location-based social networks (LBSNs) allows businesses to provide special offers to their customers that connect through the platform. We collect a large time-series dataset from approximately 14 million venues on Foursquare and analyze the performance of such campaigns using randomization techniques and (non-parametric) hypothesis testing with statistical bootstrapping. Our main finding indicates that this type of promotions are not as effective as anecdote success stories might suggest. Finally, we design classifiers by extracting three different types of features that are able to provide an educated decision on whether a special offer campaign for a local business will succeed or not both in short and long term.Comment: in The 9th International AAAI Conference on Web and Social Media (ICWSM 2015

TRULLO - local trust bootstrapping for ubiquitous devices

Handheld devices have become sufficiently powerful that it is easy to create, disseminate, and access digital content (e.g., photos, videos) using them. The volume of such content is growing rapidly and, from the perspective of each user, selecting relevant content is key. To this end, each user may run a trust model - a software agent that keeps track of who disseminates content that its user finds relevant. This agent does so by assigning an initial trust value to each producer for a specific category (context); then, whenever it receives new content, the agent rates the content and accordingly updates its trust value for the producer in the content category. However, a problem with such an approach is that, as the number of content categories increases, so does the number of trust values to be initially set. This paper focuses on how to effectively set initial trust values. The most sophisticated of the current solutions employ predefined context ontologies, using which initial trust in a given context is set based on that already held in similar contexts. However, universally accepted (and time invariant) ontologies are rarely found in practice. For this reason, we propose a mechanism called TRULLO (TRUst bootstrapping by Latently Lifting cOntext) that assigns initial trust values based only on local information (on the ratings of its user’s past experiences) and that, as such, does not rely on third-party recommendations. We evaluate the effectiveness of TRULLO by simulating its use in an informal antique market setting. We also evaluate the computational cost of a J2ME implementation of TRULLO on a mobile phone

Ambulance Emergency Response Optimization in Developing Countries

The lack of emergency medical transportation is viewed as the main barrier to the access of emergency medical care in low and middle-income countries (LMICs). In this paper, we present a robust optimization approach to optimize both the location and routing of emergency response vehicles, accounting for uncertainty in travel times and spatial demand characteristic of LMICs. We traveled to Dhaka, Bangladesh, the sixth largest and third most densely populated city in the world, to conduct field research resulting in the collection of two unique datasets that inform our approach. This data is leveraged to develop machine learning methodologies to estimate demand for emergency medical services in a LMIC setting and to predict the travel time between any two locations in the road network for different times of day and days of the week. We combine our robust optimization and machine learning frameworks with real data to provide an in-depth investigation into three policy-related questions. First, we demonstrate that outpost locations optimized for weekday rush hour lead to good performance for all times of day and days of the week. Second, we find that significant improvements in emergency response times can be achieved by re-locating a small number of outposts and that the performance of the current system could be replicated using only 30% of the resources. Lastly, we show that a fleet of small motorcycle-based ambulances has the potential to significantly outperform traditional ambulance vans. In particular, they are able to capture three times more demand while reducing the median response time by 42% due to increased routing flexibility offered by nimble vehicles on a larger road network. Our results provide practical insights for emergency response optimization that can be leveraged by hospital-based and private ambulance providers in Dhaka and other urban centers in LMICs

A Lightweight Distributed Solution to Content Replication in Mobile Networks

Performance and reliability of content access in mobile networks is conditioned by the number and location of content replicas deployed at the network nodes. Facility location theory has been the traditional, centralized approach to study content replication: computing the number and placement of replicas in a network can be cast as an uncapacitated facility location problem. The endeavour of this work is to design a distributed, lightweight solution to the above joint optimization problem, while taking into account the network dynamics. In particular, we devise a mechanism that lets nodes share the burden of storing and providing content, so as to achieve load balancing, and decide whether to replicate or drop the information so as to adapt to a dynamic content demand and time-varying topology. We evaluate our mechanism through simulation, by exploring a wide range of settings and studying realistic content access mechanisms that go beyond the traditional assumptionmatching demand points to their closest content replica. Results show that our mechanism, which uses local measurements only, is: (i) extremely precise in approximating an optimal solution to content placement and replication; (ii) robust against network mobility; (iii) flexible in accommodating various content access patterns, including variation in time and space of the content demand.Comment: 12 page

Fast calibrated additive quantile regression

We propose a novel framework for fitting additive quantile regression models, which provides well calibrated inference about the conditional quantiles and fast automatic estimation of the smoothing parameters, for model structures as diverse as those usable with distributional GAMs, while maintaining equivalent numerical efficiency and stability. The proposed methods are at once statistically rigorous and computationally efficient, because they are based on the general belief updating framework of Bissiri et al. (2016) to loss based inference, but compute by adapting the stable fitting methods of Wood et al. (2016). We show how the pinball loss is statistically suboptimal relative to a novel smooth generalisation, which also gives access to fast estimation methods. Further, we provide a novel calibration method for efficiently selecting the 'learning rate' balancing the loss with the smoothing priors during inference, thereby obtaining reliable quantile uncertainty estimates. Our work was motivated by a probabilistic electricity load forecasting application, used here to demonstrate the proposed approach. The methods described here are implemented by the qgam R package, available on the Comprehensive R Archive Network (CRAN)

Wage distribution and the spatial sorting of workers and firms

Spatial sorting plays an important role in accounting for disparities in average wages among locations. This paper shows that sorting also matters when addressing the relation between spatial externalities and wage distribution, i.e. across workers located at dierent percentiles of the wage distribution. Using Italian employer-employee panel data we can control for individual and firm heterogeneity as well as for unobserved individual heterogeneity by means of quantile fixed eects estimates. After controlling for the sorting of workers the spatial externality impacts dampen along the whole wage distribution and generally remain positive only in the upper tail. As for firm sorting, it becomes uniform along the wage distribution once individual fixed effects are considered. We also point out that the impact of worker sorting is not homogeneous across sectors: along the density dimension it occurs mainly in skill-intensive sectors, while along the specialization dimension it is concentrated in the unskill-intensive sectors.Spatial Externalities, Spatial Sorting, Wage Distribution, Quantile Fixed Effects

Bias-free Measurement of Giant Molecular Cloud Properties

(abridged) We review methods for measuring the sizes, line widths, and luminosities of giant molecular clouds (GMCs) in molecular-line data cubes with low resolution and sensitivity. We find that moment methods are robust and sensitive -- making full use of both position and intensity information -- and we recommend a standard method to measure the position angle, major and minor axis sizes, line width, and luminosity using moment methods. Without corrections for the effects of beam convolution and sensitivity to GMC properties, the resulting properties may be severely biased. This is particularly true for extragalactic observations, where resolution and sensitivity effects often bias measured values by 40% or more. We correct for finite spatial and spectral resolutions with a simple deconvolution and we correct for sensitivity biases by extrapolating properties of a GMC to those we would expect to measure with perfect sensitivity. The resulting method recovers the properties of a GMC to within 10% over a large range of resolutions and sensitivities, provided the clouds are marginally resolved with a peak signal-to-noise ratio greater than 10. We note that interferometers systematically underestimate cloud properties, particularly the flux from a cloud. The degree of bias depends on the sensitivity of the observations and the (u,v) coverage of the observations. In the Appendix to the paper we present a conservative, new decomposition algorithm for identifying GMCs in molecular-line observations. This algorithm treats the data in physical rather than observational units, does not produce spurious clouds in the presence of noise, and is sensitive to a range of morphologies. As a result, the output of this decomposition should be directly comparable among disparate data sets.Comment: Accepted to PASP (19 pgs., 12 figures). The submission describes an IDL software package available from http://cfa-www.harvard.edu/~erosolow/cprops