Optimal designs for rational function regression

We consider optimal non-sequential designs for a large class of (linear and nonlinear) regression models involving polynomials and rational functions with heteroscedastic noise also given by a polynomial or rational weight function. The proposed method treats D-, E-, A-, and $\Phi_p$-optimal designs in a unified manner, and generates a polynomial whose zeros are the support points of the optimal approximate design, generalizing a number of previously known results of the same flavor. The method is based on a mathematical optimization model that can incorporate various criteria of optimality and can be solved efficiently by well established numerical optimization methods. In contrast to previous optimization-based methods proposed for similar design problems, it also has theoretical guarantee of its algorithmic efficiency; in fact, the running times of all numerical examples considered in the paper are negligible. The stability of the method is demonstrated in an example involving high degree polynomials. After discussing linear models, applications for finding locally optimal designs for nonlinear regression models involving rational functions are presented, then extensions to robust regression designs, and trigonometric regression are shown. As a corollary, an upper bound on the size of the support set of the minimally-supported optimal designs is also found. The method is of considerable practical importance, with the potential for instance to impact design software development. Further study of the optimality conditions of the main optimization model might also yield new theoretical insights.Comment: 25 pages. Previous version updated with more details in the theory and additional example

Lasso Estimation of an Interval-Valued Multiple Regression Model

A multiple interval-valued linear regression model considering all the cross-relationships between the mids and spreads of the intervals has been introduced recently. A least-squares estimation of the regression parameters has been carried out by transforming a quadratic optimization problem with inequality constraints into a linear complementary problem and using Lemke's algorithm to solve it. Due to the irrelevance of certain cross-relationships, an alternative estimation process, the LASSO (Least Absolut Shrinkage and Selection Operator), is developed. A comparative study showing the differences between the proposed estimators is provided

Herding as a Learning System with Edge-of-Chaos Dynamics

Herding defines a deterministic dynamical system at the edge of chaos. It generates a sequence of model states and parameters by alternating parameter perturbations with state maximizations, where the sequence of states can be interpreted as "samples" from an associated MRF model. Herding differs from maximum likelihood estimation in that the sequence of parameters does not converge to a fixed point and differs from an MCMC posterior sampling approach in that the sequence of states is generated deterministically. Herding may be interpreted as a"perturb and map" method where the parameter perturbations are generated using a deterministic nonlinear dynamical system rather than randomly from a Gumbel distribution. This chapter studies the distinct statistical characteristics of the herding algorithm and shows that the fast convergence rate of the controlled moments may be attributed to edge of chaos dynamics. The herding algorithm can also be generalized to models with latent variables and to a discriminative learning setting. The perceptron cycling theorem ensures that the fast moment matching property is preserved in the more general framework

Cultural Values and Cross-cultural Video Consumption on YouTube

Video-sharing social media like YouTube provide access to diverse cultural products from all over the world, making it possible to test theories that the Web facilitates global cultural convergence. Drawing on a daily listing of YouTube's most popular videos across 58 countries, we investigate the consumption of popular videos in countries that differ in cultural values, language, gross domestic product, and Internet penetration rate. Although online social media facilitate global access to cultural products, we find this technological capability does not result in universal cultural convergence. Instead, consumption of popular videos in culturally different countries appears to be constrained by cultural values. Cross-cultural convergence is more advanced in cosmopolitan countries with cultural values that favor individualism and power inequality

Causal Inference through a Witness Protection Program

One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been adjusted for. We introduce a novel approach for estimating causal effects that exploits observational conditional independencies to suggest "weak" paths in a unknown causal graph. The widely used faithfulness condition of Spirtes et al. is relaxed to allow for varying degrees of "path cancellations" that imply conditional independencies but do not rule out the existence of confounding causal paths. The outcome is a posterior distribution over bounds on the average causal effect via a linear programming approach and Bayesian inference. We claim this approach should be used in regular practice along with other default tools in observational studies.Comment: 41 pages, 7 figure

The remittances behaviour of the second generation in Europe: altruism or self-interest?

Whereas most research on remittances focuses on first-generation migrants, the aim of this paper is to investigate the remitting behaviour of the host country-born children of migrants - the second generation - in various European cities. Some important studies found that migrant transnationalism is not only a phenomenon for the first generation, but also apply to the second and higher generations, through, among other things, family visits, elder care, and remittances. At the same time, the maintenance of a strong ethnic identity in the ‘host’ society does not necessarily mean that second-generation migrants have strong transnational ties to their ‘home’ country. The data used in this paper is from “The Integration of the European Second Generation” (TIES) project. The survey collected information on approximately 6,250 individuals aged 18-35 with at least one migrant parent from Morocco, Turkey or former Yugoslavia, in 15 European cities, regrouped in 8 ‘countries’. For the purpose of this paper, only analyses for Austria (Linz and Vienna); Switzerland (Basle and Zurich); Germany (Berlin and Frankfurt); France (Paris and Strasbourg); the Netherlands (Amsterdam and Rotterdam); Spain (Barcelona and Madrid); and Sweden (Stockholm) will be presented.