Testing and Estimating Persistence in Canadian Unemployment.

A vital implication of unemployment persistence applies to the Bank of Canada's disinflation policies since it adversely influences unemployment and considerably lengthens recessions. This paper tests for persistence in Canadian sectoral unemployment, using the modified rescaled-range test. Our results show evidence of persistence in sectoral unemployment that translates to persistence in aggregate unemployment. To quantify this aggregate-level persistence, we estimate it within the framework of Bayesian ARFIMA class of models. The results conclude that Canadian unemployment exhibits persistence in the short and intermediate run.ARFIMA, Fractional Integrated, Bayesian, Unemployment Persistence, Canada, Rescaled-Range Statistic

Short-segment heart sound classification using an ensemble of deep convolutional neural networks

This paper proposes a framework based on deep convolutional neural networks (CNNs) for automatic heart sound classification using short-segments of individual heart beats. We design a 1D-CNN that directly learns features from raw heart-sound signals, and a 2D-CNN that takes inputs of two- dimensional time-frequency feature maps based on Mel-frequency cepstral coefficients (MFCC). We further develop a time-frequency CNN ensemble (TF-ECNN) combining the 1D-CNN and 2D-CNN based on score-level fusion of the class probabilities. On the large PhysioNet CinC challenge 2016 database, the proposed CNN models outperformed traditional classifiers based on support vector machine and hidden Markov models with various hand-crafted time- and frequency-domain features. Best classification scores with 89.22% accuracy and 89.94% sensitivity were achieved by the ECNN, and 91.55% specificity and 88.82% modified accuracy by the 2D-CNN alone on the test set.Comment: 8 pages, 1 figure, conferenc

Conditional Sum-Product Networks: Imposing Structure on Deep Probabilistic Architectures

Probabilistic graphical models are a central tool in AI; however, they are generally not as expressive as deep neural models, and inference is notoriously hard and slow. In contrast, deep probabilistic models such as sum-product networks (SPNs) capture joint distributions in a tractable fashion, but still lack the expressive power of intractable models based on deep neural networks. Therefore, we introduce conditional SPNs (CSPNs), conditional density estimators for multivariate and potentially hybrid domains which allow harnessing the expressive power of neural networks while still maintaining tractability guarantees. One way to implement CSPNs is to use an existing SPN structure and condition its parameters on the input, e.g., via a deep neural network. This approach, however, might misrepresent the conditional independence structure present in data. Consequently, we also develop a structure-learning approach that derives both the structure and parameters of CSPNs from data. Our experimental evidence demonstrates that CSPNs are competitive with other probabilistic models and yield superior performance on multilabel image classification compared to mean field and mixture density networks. Furthermore, they can successfully be employed as building blocks for structured probabilistic models, such as autoregressive image models.Comment: 13 pages, 6 figure

A generalized Gaussian process model for computer experiments with binary time series

Non-Gaussian observations such as binary responses are common in some computer experiments. Motivated by the analysis of a class of cell adhesion experiments, we introduce a generalized Gaussian process model for binary responses, which shares some common features with standard GP models. In addition, the proposed model incorporates a flexible mean function that can capture different types of time series structures. Asymptotic properties of the estimators are derived, and an optimal predictor as well as its predictive distribution are constructed. Their performance is examined via two simulation studies. The methodology is applied to study computer simulations for cell adhesion experiments. The fitted model reveals important biological information in repeated cell bindings, which is not directly observable in lab experiments.Comment: 49 pages, 4 figure