Approximation of supply curves

In this note, we illustrate the computation of the approximation of the supply curves using a one-step basis. We derive the expression for the L2 approximation and propose a procedure for the selection of nodes of the approximation. We illustrate the use of this approach with three large sets of bid curves from European electricity markets

Bayesian Nested Latent Class Models for Cause-of-Death Assignment using Verbal Autopsies Across Multiple Domains

Understanding cause-specific mortality rates is crucial for monitoring population health and designing public health interventions. Worldwide, two-thirds of deaths do not have a cause assigned. Verbal autopsy (VA) is a well-established tool to collect information describing deaths outside of hospitals by conducting surveys to caregivers of a deceased person. It is routinely implemented in many low- and middle-income countries. Statistical algorithms to assign cause of death using VAs are typically vulnerable to the distribution shift between the data used to train the model and the target population. This presents a major challenge for analyzing VAs as labeled data are usually unavailable in the target population. This article proposes a Latent Class model framework for VA data (LCVA) that jointly models VAs collected over multiple heterogeneous domains, assign cause of death for out-of-domain observations, and estimate cause-specific mortality fractions for a new domain. We introduce a parsimonious representation of the joint distribution of the collected symptoms using nested latent class models and develop an efficient algorithm for posterior inference. We demonstrate that LCVA outperforms existing methods in predictive performance and scalability. Supplementary materials for this article and the R package to implement the model are available online.Comment: Main paper: 45 pages, 9 figures. Supplement: 20 pages, 16 figures, 2 table

Bayesian Active Questionnaire Design for Cause-of-Death Assignment Using Verbal Autopsies

Only about one-third of the deaths worldwide are assigned a medically-certified cause, and understanding the causes of deaths occurring outside of medical facilities is logistically and financially challenging. Verbal autopsy (VA) is a routinely used tool to collect information on cause of death in such settings. VA is a survey-based method where a structured questionnaire is conducted to family members or caregivers of a recently deceased person, and the collected information is used to infer the cause of death. As VA becomes an increasingly routine tool for cause-of-death data collection, the lengthy questionnaire has become a major challenge to the implementation and scale-up of VAs. In this paper, we propose a novel active questionnaire design approach that optimizes the order of the questions dynamically to achieve accurate cause-of-death assignment with the smallest number of questions. We propose a fully Bayesian strategy for adaptive question selection that is compatible with any existing probabilistic cause-of-death assignment methods. We also develop an early stopping criterion that fully accounts for the uncertainty in the model parameters. We also propose a penalized score to account for constraints and preferences of existing question structures. We evaluate the performance of our active designs using both synthetic and real data, demonstrating that the proposed strategy achieves accurate cause-of-death assignment using considerably fewer questions than the traditional static VA survey instruments