26 research outputs found

    An Experimental Design for Anytime-Valid Causal Inference on Multi-Armed Bandits

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    Typically, multi-armed bandit (MAB) experiments are analyzed at the end of the study and thus require the analyst to specify a fixed sample size in advance. However, in many online learning applications, it is advantageous to continuously produce inference on the average treatment effect (ATE) between arms as new data arrive and determine a data-driven stopping time for the experiment. Existing work on continuous inference for adaptive experiments assumes that the treatment assignment probabilities are bounded away from zero and one, thus excluding nearly all standard bandit algorithms. In this work, we develop the Mixture Adaptive Design (MAD), a new experimental design for multi-armed bandits that enables continuous inference on the ATE with guarantees on statistical validity and power for nearly any bandit algorithm. On a high level, the MAD "mixes" a bandit algorithm of the user's choice with a Bernoulli design through a tuning parameter δt\delta_t, where δt\delta_t is a deterministic sequence that controls the priority placed on the Bernoulli design as the sample size grows. We show that for δt=o(1/t1/4)\delta_t = o\left(1/t^{1/4}\right), the MAD produces a confidence sequence that is asymptotically valid and guaranteed to shrink around the true ATE. We empirically show that the MAD improves the coverage and power of ATE inference in MAB experiments without significant losses in finite-sample reward

    Probabilistic and artificial intelligence modelling of drought and agricultural crop yield in Pakistan

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    Pakistan is a drought-prone, agricultural nation with hydro-meteorological imbalances that increase the scarcity of water resources, thus, constraining water availability and leading major risks to the agricultural productivity sector and food security. Rainfall and drought are imperative matters of consideration, both for hydrological and agricultural applications. The aim of this doctoral thesis is to advance new knowledge in designing hybridized probabilistic and artificial intelligence forecasts models for rainfall, drought and crop yield within the agricultural hubs in Pakistan. The choice of these study regions is a strategic decision, to focus on precision agriculture given the importance of rainfall and drought events on agricultural crops in socioeconomic activities of Pakistan. The outcomes of this PhD contribute to efficient modelling of seasonal rainfall, drought and crop yield to assist farmers and other stakeholders to promote more strategic decisions for better management of climate risk for agriculturalreliant nations

    A comparison of the CAR and DAGAR spatial random effects models with an application to diabetics rate estimation in Belgium

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    When hierarchically modelling an epidemiological phenomenon on a finite collection of sites in space, one must always take a latent spatial effect into account in order to capture the correlation structure that links the phenomenon to the territory. In this work, we compare two autoregressive spatial models that can be used for this purpose: the classical CAR model and the more recent DAGAR model. Differently from the former, the latter has a desirable property: its ρ parameter can be naturally interpreted as the average neighbor pair correlation and, in addition, this parameter can be directly estimated when the effect is modelled using a DAGAR rather than a CAR structure. As an application, we model the diabetics rate in Belgium in 2014 and show the adequacy of these models in predicting the response variable when no covariates are available

    A Statistical Approach to the Alignment of fMRI Data

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    Multi-subject functional Magnetic Resonance Image studies are critical. The anatomical and functional structure varies across subjects, so the image alignment is necessary. We define a probabilistic model to describe functional alignment. Imposing a prior distribution, as the matrix Fisher Von Mises distribution, of the orthogonal transformation parameter, the anatomical information is embedded in the estimation of the parameters, i.e., penalizing the combination of spatially distant voxels. Real applications show an improvement in the classification and interpretability of the results compared to various functional alignment methods

    Advances in Architectural Acoustics

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    Satisfactory acoustics is crucial for the ability of spaces such as auditoriums and lecture rooms to perform their primary function. The acoustics of dwellings and offices greatly affects the quality of our life, since we are all consciously or subconsciously aware of the sounds to which we are daily subjected. Architectural acoustics, which encompasses room and building acoustics, is the scientific field that deals with these topics and can be defined as the study of generation, propagation, and effects of sound in enclosures. Modeling techniques, as well as related acoustic theories for accurately calculating the sound field, have been the center of many major new developments. In addition, the image conveyed by a purely physical description of sound would be incomplete without regarding human perception; hence, the interrelation between objective stimuli and subjective sensations is a field of important investigations. A holistic approach in terms of research and practice is the optimum way for solving the perplexing problems which arise in the design or refurbishment of spaces, since current trends in contemporary architecture, such as transparency, openness, and preference for bare sound-reflecting surfaces are continuing pushing the very limits of functional acoustics. All the advances in architectural acoustics gathered in this Special Issue, we hope that inspire researchers and acousticians to explore new directions in this age of scientific convergence

    Classification and Analysis of Computer Network Traffic

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