High-Dimensional Screening Using Multiple Grouping of Variables

Screening is the problem of finding a superset of the set of non-zero entries in an unknown p-dimensional vector \beta* given n noisy observations. Naturally, we want this superset to be as small as possible. We propose a novel framework for screening, which we refer to as Multiple Grouping (MuG), that groups variables, performs variable selection over the groups, and repeats this process multiple number of times to estimate a sequence of sets that contains the non-zero entries in \beta*. Screening is done by taking an intersection of all these estimated sets. The MuG framework can be used in conjunction with any group based variable selection algorithm. In the high-dimensional setting, where p >> n, we show that when MuG is used with the group Lasso estimator, screening can be consistently performed without using any tuning parameter. Our numerical simulations clearly show the merits of using the MuG framework in practice.Comment: This paper will appear in the IEEE Transactions on Signal Processing. See http://www.ima.umn.edu/~dvats/MuGScreening.html for more detail

Simulation-Based Inference for Global Health Decisions

The COVID-19 pandemic has highlighted the importance of in-silico epidemiological modelling in predicting the dynamics of infectious diseases to inform health policy and decision makers about suitable prevention and containment strategies. Work in this setting involves solving challenging inference and control problems in individual-based models of ever increasing complexity. Here we discuss recent breakthroughs in machine learning, specifically in simulation-based inference, and explore its potential as a novel venue for model calibration to support the design and evaluation of public health interventions. To further stimulate research, we are developing software interfaces that turn two cornerstone COVID-19 and malaria epidemiology models COVID-sim, (https://github.com/mrc-ide/covid-sim/) and OpenMalaria (https://github.com/SwissTPH/openmalaria) into probabilistic programs, enabling efficient interpretable Bayesian inference within those simulators