Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction

We consider the problem of bandwidth selection by cross-validation from a sequential point of view in a nonparametric regression model. Having in mind that in applications one often aims at estimation, prediction and change detection simultaneously, we investigate that approach for sequential kernel smoothers in order to base these tasks on a single statistic. We provide uniform weak laws of large numbers and weak consistency results for the cross-validated bandwidth. Extensions to weakly dependent error terms are discussed as well. The errors may be {\alpha}-mixing or L2-near epoch dependent, which guarantees that the uniform convergence of the cross validation sum and the consistency of the cross-validated bandwidth hold true for a large class of time series. The method is illustrated by analyzing photovoltaic data.Comment: 26 page

On the Computational Complexity of Measuring Global Stability of Banking Networks

Threats on the stability of a financial system may severely affect the functioning of the entire economy, and thus considerable emphasis is placed on the analyzing the cause and effect of such threats. The financial crisis in the current and past decade has shown that one important cause of instability in global markets is the so-called financial contagion, namely the spreading of instabilities or failures of individual components of the network to other, perhaps healthier, components. This leads to a natural question of whether the regulatory authorities could have predicted and perhaps mitigated the current economic crisis by effective computations of some stability measure of the banking networks. Motivated by such observations, we consider the problem of defining and evaluating stabilities of both homogeneous and heterogeneous banking networks against propagation of synchronous idiosyncratic shocks given to a subset of banks. We formalize the homogeneous banking network model of Nier et al. and its corresponding heterogeneous version, formalize the synchronous shock propagation procedures, define two appropriate stability measures and investigate the computational complexities of evaluating these measures for various network topologies and parameters of interest. Our results and proofs also shed some light on the properties of topologies and parameters of the network that may lead to higher or lower stabilities.Comment: to appear in Algorithmic

Bayesian Best-Arm Identification for Selecting Influenza Mitigation Strategies

Pandemic influenza has the epidemic potential to kill millions of people. While various preventive measures exist (i.a., vaccination and school closures), deciding on strategies that lead to their most effective and efficient use remains challenging. To this end, individual-based epidemiological models are essential to assist decision makers in determining the best strategy to curb epidemic spread. However, individual-based models are computationally intensive and it is therefore pivotal to identify the optimal strategy using a minimal amount of model evaluations. Additionally, as epidemiological modeling experiments need to be planned, a computational budget needs to be specified a priori. Consequently, we present a new sampling technique to optimize the evaluation of preventive strategies using fixed budget best-arm identification algorithms. We use epidemiological modeling theory to derive knowledge about the reward distribution which we exploit using Bayesian best-arm identification algorithms (i.e., Top-two Thompson sampling and BayesGap). We evaluate these algorithms in a realistic experimental setting and demonstrate that it is possible to identify the optimal strategy using only a limited number of model evaluations, i.e., 2-to-3 times faster compared to the uniform sampling method, the predominant technique used for epidemiological decision making in the literature. Finally, we contribute and evaluate a statistic for Top-two Thompson sampling to inform the decision makers about the confidence of an arm recommendation

Morphosyntactic processing in late second-language learners

The goal of the present study was to investigate the electro- physiological correlates of second-language (L2) morphosyn- tactic processing in highly proficient late learners of an L2 with long exposure to the L2 environment. ERPs were col- lected from 22 English–Spanish late learners while they read sentences in which morphosyntactic features of the L2 present or not present in the first language (number and gender agree- ment, respectively) were manipulated at two different sentence positions—within and across phrases. The results for a control group of age-matched native-speaker Spanish participants in- cluded an ERP pattern of LAN-type early negativity followed by P600 effect in response to both agreement violations and for both sentence positions. The late L2 learner results included a similar pattern, consisting of early negativity followed by P600, in the first sentence position (within-phrase agreement viola- tions) but only P600 effects in the second sentence position (across-phrase agreement violation), as well as significant am- plitude and onset latency differences between the gender and the number violation effects in both sentence positions. These results reveal that highly proficient learners can show electro- physiological correlates during L2 processing that are qualita- tively similar to those of native speakers, but the results also indicate the contribution of factors such as age of acquisition and transfer processes from first language to L

Using random networks to study the dynamics of respiratory syncytial virus (RSV) in the Spanish region of Valencia

[EN] Seasonal fluctuations in the incidence of several respiratory infections are a feature of epidemiological surveys all around the world. This phenomenon is characteristic of influenza and respiratory syncytial virus pandemics. However, the explanation of the seasonal outbreaks of these diseases remains poorly understood. Many statistical studies have been carried out in order to provide a correlation of the outbreaks with climatic or social factors without achieving a definitive conclusion. Here we show that, in a random social network, self-sustained seasonal epidemics emerge as a process modulated by the infection probability and the immunity period after recovering from the infection. This is a purely endogenous phenomenon that does not require any exogenous forcing. Assuming that this is the dominant mechanism for seasonal epidemics, many implications for public health policies for infectious respiratory diseases could be drawn. (C) 2010 Elsevier Ltd. All rights reserved.Supported by a grant from the Universidad Politecnica de Valencia PAID-06-09 ref: 2588.Acedo Rodríguez, L.; Moraño Fernández, JA.; Villanueva Micó, RJ.; Villanueva Oller, FJ.; Díez Domingo, J. (2011). Using random networks to study the dynamics of respiratory syncytial virus (RSV) in the Spanish region of Valencia. Mathematical and Computer Modelling. 54(7-8):1650-1654. https://doi.org/10.1016/j.mcm.2010.11.068S16501654547-

Simulation of an SEIR infectious disease model on the dynamic contact network of conference attendees

The spread of infectious diseases crucially depends on the pattern of contacts among individuals. Knowledge of these patterns is thus essential to inform models and computational efforts. Few empirical studies are however available that provide estimates of the number and duration of contacts among social groups. Moreover, their space and time resolution are limited, so that data is not explicit at the person-to-person level, and the dynamical aspect of the contacts is disregarded. Here, we want to assess the role of data-driven dynamic contact patterns among individuals, and in particular of their temporal aspects, in shaping the spread of a simulated epidemic in the population. We consider high resolution data of face-to-face interactions between the attendees of a conference, obtained from the deployment of an infrastructure based on Radio Frequency Identification (RFID) devices that assess mutual face-to-face proximity. The spread of epidemics along these interactions is simulated through an SEIR model, using both the dynamical network of contacts defined by the collected data, and two aggregated versions of such network, in order to assess the role of the data temporal aspects. We show that, on the timescales considered, an aggregated network taking into account the daily duration of contacts is a good approximation to the full resolution network, whereas a homogeneous representation which retains only the topology of the contact network fails in reproducing the size of the epidemic. These results have important implications in understanding the level of detail needed to correctly inform computational models for the study and management of real epidemics

Dynamical Patterns of Cattle Trade Movements

Despite their importance for the spread of zoonotic diseases, our understanding of the dynamical aspects characterizing the movements of farmed animal populations remains limited as these systems are traditionally studied as static objects and through simplified approximations. By leveraging on the network science approach, here we are able for the first time to fully analyze the longitudinal dataset of Italian cattle movements that reports the mobility of individual animals among farms on a daily basis. The complexity and inter-relations between topology, function and dynamical nature of the system are characterized at different spatial and time resolutions, in order to uncover patterns and vulnerabilities fundamental for the definition of targeted prevention and control measures for zoonotic diseases. Results show how the stationarity of statistical distributions coexists with a strong and non-trivial evolutionary dynamics at the node and link levels, on all timescales. Traditional static views of the displacement network hide important patterns of structural changes affecting nodes' centrality and farms' spreading potential, thus limiting the efficiency of interventions based on partial longitudinal information. By fully taking into account the longitudinal dimension, we propose a novel definition of dynamical motifs that is able to uncover the presence of a temporal arrow describing the evolution of the system and the causality patterns of its displacements, shedding light on mechanisms that may play a crucial role in the definition of preventive actions

Dynamical Patterns of Cattle Trade Movements

Despite their importance for the spread of zoonotic diseases, our understanding of the dynamical aspects characterizing the movements of farmed animal populations remains limited as these systems are traditionally studied as static objects and through simplified approximations. By leveraging on the network science approach, here we are able for the first time to fully analyze the longitudinal dataset of Italian cattle movements that reports the mobility of individual animals among farms on a daily basis. The complexity and inter-relations between topology, function and dynamical nature of the system are characterized at different spatial and time resolutions, in order to uncover patterns and vulnerabilities fundamental for the definition of targeted prevention and control measures for zoonotic diseases. Results show how the stationarity of statistical distributions coexists with a strong and non-trivial evolutionary dynamics at the node and link levels, on all timescales. Traditional static views of the displacement network hide important patterns of structural changes affecting nodes' centrality and farms' spreading potential, thus limiting the efficiency of interventions based on partial longitudinal information. By fully taking into account the longitudinal dimension, we propose a novel definition of dynamical motifs that is able to uncover the presence of a temporal arrow describing the evolution of the system and the causality patterns of its displacements, shedding light on mechanisms that may play a crucial role in the definition of preventive actions