36,511 research outputs found

    An integrated Bayesian model for estimating the long-term health effects of air pollution by fusing modelled and measured pollution data: a case study of nitrogen dioxide concentrations in Scotland

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    The long-term health effects of air pollution can be estimated using a spatio-temporal ecological study, where the disease data are counts of hospital admissions from populations in small areal units at yearly intervals. Spatially representative pollution concentrations for each areal unit are typically estimated by applying Kriging to data from a sparse monitoring network, or by computing averages over grid level concentrations from an atmospheric dispersion model. We propose a novel fusion model for estimating spatially aggregated pollution concentrations using both the modelled and monitored data, and relate these concentrations to respiratory disease in a new study in Scotland between 2007 and 2011

    Sparse Regression with Multi-type Regularized Feature Modeling

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    Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such as Lasso regression for (continuous) predictors treated as linear effects. However, many predictive problems involve different types of predictors and require a tailored regularization term. We propose a multi-type Lasso penalty that acts on the objective function as a sum of subpenalties, one for each type of predictor. As such, we allow for predictor selection and level fusion within a predictor in a data-driven way, simultaneous with the parameter estimation process. We develop a new estimation strategy for convex predictive models with this multi-type penalty. Using the theory of proximal operators, our estimation procedure is computationally efficient, partitioning the overall optimization problem into easier to solve subproblems, specific for each predictor type and its associated penalty. Earlier research applies approximations to non-differentiable penalties to solve the optimization problem. The proposed SMuRF algorithm removes the need for approximations and achieves a higher accuracy and computational efficiency. This is demonstrated with an extensive simulation study and the analysis of a case-study on insurance pricing analytics
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