Efficient Bayesian inference for natural time series using ARFIMA processes

Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a system exhibits LM. In this paper we present a modern and systematic approach to the inference of LM. We use the flexible autoregressive fractional integrated moving average (ARFIMA) model, which is widely used in time series analysis, and of increasing interest in climate science. Unlike most previous work on the inference of LM, which is frequentist in nature, we provide a systematic treatment of Bayesian inference. In particular, we provide a new approximate likelihood for efficient parameter inference, and show how nuisance parameters (e.g., short-memory effects) can be integrated over in order to focus on long-memory parameters and hypothesis testing more directly. We illustrate our new methodology on the Nile water level data and the central England temperature (CET) time series, with favorable comparison to the standard estimators. For CET we also extend our method to seasonal long memory

Design of Experiments for Screening

The aim of this paper is to review methods of designing screening experiments, ranging from designs originally developed for physical experiments to those especially tailored to experiments on numerical models. The strengths and weaknesses of the various designs for screening variables in numerical models are discussed. First, classes of factorial designs for experiments to estimate main effects and interactions through a linear statistical model are described, specifically regular and nonregular fractional factorial designs, supersaturated designs and systematic fractional replicate designs. Generic issues of aliasing, bias and cancellation of factorial effects are discussed. Second, group screening experiments are considered including factorial group screening and sequential bifurcation. Third, random sampling plans are discussed including Latin hypercube sampling and sampling plans to estimate elementary effects. Fourth, a variety of modelling methods commonly employed with screening designs are briefly described. Finally, a novel study demonstrates six screening methods on two frequently-used exemplars, and their performances are compared

Penetrator reliability investigation and design exploration : from conventional design processes to innovative uncertainty-capturing algorithms.

This project focused on research and algorithmic development in optimization under uncertainty (OUU) problems driven by earth penetrator (EP) designs. While taking into account uncertainty, we addressed three challenges in current simulation-based engineering design and analysis processes. The first challenge required leveraging small local samples, already constructed by optimization algorithms, to build effective surrogate models. We used Gaussian Process (GP) models to construct these surrogates. We developed two OUU algorithms using 'local' GPs (OUU-LGP) and one OUU algorithm using 'global' GPs (OUU-GGP) that appear competitive or better than current methods. The second challenge was to develop a methodical design process based on multi-resolution, multi-fidelity models. We developed a Multi-Fidelity Bayesian Auto-regressive process (MF-BAP). The third challenge involved the development of tools that are computational feasible and accessible. We created MATLAB{reg_sign} and initial DAKOTA implementations of our algorithms

Transmission Selects for HIV-1 Strains of Intermediate Virulence: A Modelling Approach

Recent data shows that HIV-1 is characterised by variation in viral virulence factors that is heritable between infections, which suggests that viral virulence can be naturally selected at the population level. A trade-off between transmissibility and duration of infection appears to favour viruses of intermediate virulence. We developed a mathematical model to simulate the dynamics of putative viral genotypes that differ in their virulence. As a proxy for virulence, we use set-point viral load (SPVL), which is the steady density of viral particles in blood during asymptomatic infection. Mutation, the dependency of survival and transmissibility on SPVL, and host effects were incorporated into the model. The model was fitted to data to estimate unknown parameters, and was found to fit existing data well. The maximum likelihood estimates of the parameters produced a model in which SPVL converged from any initial conditions to observed values within 100–150 years of first emergence of HIV-1. We estimated the 1) host effect and 2) the extent to which the viral virulence genotype mutates from one infection to the next, and found a trade-off between these two parameters in explaining the variation in SPVL. The model confirms that evolution of virulence towards intermediate levels is sufficiently rapid for it to have happened in the early stages of the HIV epidemic, and confirms that existing viral loads are nearly optimal given the assumed constraints on evolution. The model provides a useful framework under which to examine the future evolution of HIV-1 virulence

Quantile regression with group lasso for classification

Applications of regression models for binary response are very common and models specific to these problems are widely used. Quantile regression for binary response data has recently attracted attention and regularized quantile regression methods have been proposed for high dimensional problems. When the predictors have a natural group structure, such as in the case of categorical predictors converted into dummy variables, then a group lasso penalty is used in regularized methods. In this paper, we present a Bayesian Gibbs sampling procedure to estimate the parameters of a quantile regression model under a group lasso penalty for classification problems with a binary response. Simulated and real data show a good performance of the proposed method in comparison to mean-based approaches and to quantile-based approaches which do not exploit the group structure of the predictors

Correction for Johansson et al., An open challenge to advance probabilistic forecasting for dengue epidemics.

Correction for “An open challenge to advance probabilistic forecasting for dengue epidemics,” by Michael A. Johansson, Karyn M. Apfeldorf, Scott Dobson, Jason Devita, Anna L. Buczak, Benjamin Baugher, Linda J. Moniz, Thomas Bagley, Steven M. Babin, Erhan Guven, Teresa K. Yamana, Jeffrey Shaman, Terry Moschou, Nick Lothian, Aaron Lane, Grant Osborne, Gao Jiang, Logan C. Brooks, David C. Farrow, Sangwon Hyun, Ryan J. Tibshirani, Roni Rosenfeld, Justin Lessler, Nicholas G. Reich, Derek A. T. Cummings, Stephen A. Lauer, Sean M. Moore, Hannah E. Clapham, Rachel Lowe, Trevor C. Bailey, Markel García-Díez, Marilia Sá Carvalho, Xavier Rodó, Tridip Sardar, Richard Paul, Evan L. Ray, Krzysztof Sakrejda, Alexandria C. Brown, Xi Meng, Osonde Osoba, Raffaele Vardavas, David Manheim, Melinda Moore, Dhananjai M. Rao, Travis C. Porco, Sarah Ackley, Fengchen Liu, Lee Worden, Matteo Convertino, Yang Liu, Abraham Reddy, Eloy Ortiz, Jorge Rivero, Humberto Brito, Alicia Juarrero, Leah R. Johnson, Robert B. Gramacy, Jeremy M. Cohen, Erin A. Mordecai, Courtney C. Murdock, Jason R. Rohr, Sadie J. Ryan, Anna M. Stewart-Ibarra, Daniel P. Weikel, Antarpreet Jutla, Rakibul Khan, Marissa Poultney, Rita R. Colwell, Brenda Rivera-García, Christopher M. Barker, Jesse E. Bell, Matthew Biggerstaff, David Swerdlow, Luis Mier-y-Teran-Romero, Brett M. Forshey, Juli Trtanj, Jason Asher, Matt Clay, Harold S. Margolis, Andrew M. Hebbeler, Dylan George, and Jean-Paul Chretien, which was first published November 11, 2019; 10.1073/pnas.1909865116. The authors note that the affiliation for Xavier Rodó should instead appear as Catalan Institution for Research and Advanced Studies (ICREA) and Climate and Health Program, Barcelona Institute for Global Health (ISGlobal). The corrected author and affiliation lines appear below. The online version has been corrected

An open challenge to advance probabilistic forecasting for dengue epidemics

This is the final version. Available on open access from the National Academy of Sciences via the DOI in this recordData Availability: Data deposition: The data are available at https://github.com/cdcepi/dengue-forecasting-project-2015 (DOI: https://doi.org/10.5281/zenodo.3519270).A wide range of research has promised new tools for forecasting infectious disease dynamics, but little of that research is currently being applied in practice, because tools do not address key public health needs, do not produce probabilistic forecasts, have not been evaluated on external data, or do not provide sufficient forecast skill to be useful. We developed an open collaborative forecasting challenge to assess probabilistic forecasts for seasonal epidemics of dengue, a major global public health problem. Sixteen teams used a variety of methods and data to generate forecasts for 3 epidemiological targets (peak incidence, the week of the peak, and total incidence) over 8 dengue seasons in Iquitos, Peru and San Juan, Puerto Rico. Forecast skill was highly variable across teams and targets. While numerous forecasts showed high skill for midseason situational awareness, early season skill was low, and skill was generally lowest for high incidence seasons, those for which forecasts would be most valuable. A comparison of modeling approaches revealed that average forecast skill was lower for models including biologically meaningful data and mechanisms and that both multimodel and multiteam ensemble forecasts consistently outperformed individual model forecasts. Leveraging these insights, data, and the forecasting framework will be critical to improve forecast skill and the application of forecasts in real time for epidemic preparedness and response. Moreover, key components of this project-integration with public health needs, a common forecasting framework, shared and standardized data, and open participation-can help advance infectious disease forecasting beyond dengue

An open challenge to advance probabilistic forecasting for dengue epidemics.

A wide range of research has promised new tools for forecasting infectious disease dynamics, but little of that research is currently being applied in practice, because tools do not address key public health needs, do not produce probabilistic forecasts, have not been evaluated on external data, or do not provide sufficient forecast skill to be useful. We developed an open collaborative forecasting challenge to assess probabilistic forecasts for seasonal epidemics of dengue, a major global public health problem. Sixteen teams used a variety of methods and data to generate forecasts for 3 epidemiological targets (peak incidence, the week of the peak, and total incidence) over 8 dengue seasons in Iquitos, Peru and San Juan, Puerto Rico. Forecast skill was highly variable across teams and targets. While numerous forecasts showed high skill for midseason situational awareness, early season skill was low, and skill was generally lowest for high incidence seasons, those for which forecasts would be most valuable. A comparison of modeling approaches revealed that average forecast skill was lower for models including biologically meaningful data and mechanisms and that both multimodel and multiteam ensemble forecasts consistently outperformed individual model forecasts. Leveraging these insights, data, and the forecasting framework will be critical to improve forecast skill and the application of forecasts in real time for epidemic preparedness and response. Moreover, key components of this project-integration with public health needs, a common forecasting framework, shared and standardized data, and open participation-can help advance infectious disease forecasting beyond dengue