This talk focuses on the estimation of the distribution of unobserved nodes in large random graphs from the observation of very few edges. These graphs naturally model tournaments involving a large number of players (the nodes) where the ability to win of each player is unknown. The players are only partially observed through discrete valued scores (edges) describing the results of contests between players. In this very sparse setting, we present the first nonasymptotic risk bounds for maximum likelihood estimators (MLE) of the unknown distribution of the nodes. The proof relies on the construction of a graphical model encoding conditional dependencies that is extremely efficient to study n-regular graphs obtained using a round-robin scheduling. This graphical model allows to prove geometric loss of memory properties and deduce the asymptotic behavior of the likelihood function. Following a classical construction in learning theory, the asymptotic likelihood is used to define a measure of performance for the MLE. Risk bounds for the MLE are finally obtained by subgaussian deviation results derived from concentration inequalities for Markov chains applied to our graphical model.[-]

This course will give a gentle introduction to SMC (Sequential Monte Carlo algorithms):
• motivation: state-space (hidden Markov) models, sequential analysis of such models; non-sequential problems that may be tackled using SMC.
• Formalism: Markov kernels, Feynman-Kac distributions.
• Monte Carlo tricks: importance sampling and resampling
• standard particle filters: bootstrap, guided, auxiliary
• maximum likelihood estimation of state-stace models
• Bayesian estimation of these models: PMCMC, SMC$^2$.[-]

In many health studies, interest often lies in assessing health effects on a large set of outcomes or specific outcome subtypes, which may be sparsely observed, even in big data settings. For example, while the overall prevalence of birth defects is not low, the vast heterogeneity in types of congenital malformations leads to challenges in estimation for sparse groups. However, lumping small groups together to facilitate estimation is often controversial and may have limited scientific support.
There is a very rich literature proposing Bayesian approaches for clustering starting with a prior probability distribution on partitions. Most approaches assume exchangeability, leading to simple representations in terms of Exchangeable Partition Probability Functions (EPPF). Gibbs-type priors encompass a broad class of such cases, including Dirichlet and Pitman-Yor processes. Even though there have been some proposals to relax the exchangeability assumption, allowing covariate-dependence and partial exchangeability, limited consideration has been given on how to include concrete prior knowledge on the partition. We wish to cluster birth defects into groups to facilitate estimation, and we have prior knowledge of an initial clustering provided by experts. As a general approach for including such prior knowledge, we propose a Centered Partition (CP) process that modifies the EPPF to favor partitions close to an initial one. Some properties of the CP prior are described, a general algorithm for posterior computation is developed, and we illustrate the methodology through simulation examples and an application to the motivating epidemiology study of birth defects.[-]

With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and time points. Over the last decade, hierarchical spatiotemporal process models have become widely deployed statistical tools for researchers to better understand the complex nature of spatial and temporal variability. However, fitting hierarchical spatiotemporal models often involves expensive matrix computations with complexity increasing in cubic order for the number of spatial locations and temporal points. This renders such models unfeasible for large data sets. I will present a focused review of two methods for constructing well-defined highly scalable spatiotemporal stochastic processes. Both these processes can be used as ``priors" for spatiotemporal random fields. The first approach constructs a low-rank process operating on a lower-dimensional subspace. The second approach constructs a Nearest-Neighbor Gaussian Process (NNGP) that ensures sparse precision matrices for its finite realizations. Both processes can be exploited as a scalable prior embedded within a rich hierarchical modeling framework to deliver full Bayesian inference. These approaches can be described as model-based solutions for big spatiotemporal datasets. The models ensure that the algorithmic complexity has n floating point operations (flops), where n is the number of spatial locations (per iteration). We compare these methods and provide some insight into their methodological underpinnings.[-]

Arctic sea-ice extent has been of considerable interest to scientists in recent years, mainly due to its decreasing trend over the past 20 years. In this talk, I propose a hierarchical spatio-temporal generalized linear model (GLM) for binary Arctic-sea-ice data, where data dependencies are introduced through a latent, dynamic, spatio-temporal mixed-effects model. By using a fixed number of spatial basis functions, the resulting model achieves both dimension reduction and non-stationarity for spatial fields at different time points. An EM algorithm is used to estimate model parameters, and an MCMC algorithm is developed to obtain the predictive distribution of the latent spatio-temporal process. The methodology is applied to spatial, binary, Arctic-sea-ice data for each September over the past 20 years, and several posterior summaries are computed to detect changes of Arctic sea-ice cover. The fully Bayesian version is under development awill be discussed.[-]

Capture-Recapture (RC) methodology provides a way to estimate the size of a population from multiple, independent samples. While the was developed more than a century ago to count animal populations, it has only recently become important in Data For Social Good. The large number of samples with varying amounts of intersection and developed over a period of time, so often found in Data For Social Good projects, can greatly complicate conventional RC methodology. These conditions are ideal, however, for Bayesian Capture Recapture. This presentation describes the use of Bayesian Capture Recapture to estimate populations in Data for Social Good. Examples illustrating this method include new work by the author in estimating numbers of human trafficking victims and in estimating the size of hate groups from the analysis of hate speech in social media.[-]

The term ‘Public Access Defibrillation' (PAD) is referred to programs based on the placement of Automated External Defibrillators (AED) in key locations along cities' territory together with the development of a training plan for users (first responders). PAD programs are considered necessary since time for intervention in cases of sudden cardiac arrest outside of a medical environment (out-of-hospital cardiocirculatory arrest, OHCA) is strongly limited: survival potential decreases from a 67% baseline by 7 to 10% for each minute of delay in first defibrillation. However, it is widely recognized that current PAD performance is largely below its full potential. We provide a Bayesian spatio-temporal statistical model for predidicting OHCAs. Then we construct a risk map for Ticino, adjusted for demographic covariates, that explains and forecasts the spatial distribution of OHCAs, their temporal dynamics, and how the spatial distribution changes over time. The objective is twofold: to efficiently estimate, in each area of interest, the occurrence intensity of the OHCA event and to suggest a new optimized distribution of AEDs that accounts for population exposure to the geographic risk of OHCA occurrence and that includes both displacement of current devices and installation of new ones.[-]