Manifold-adaptive dimension estimation revisited

Data dimensionality informs us about data complexity and sets limit on the structure of successful signal processing pipelines. In this work we revisit and improve the manifold adaptive Farahmand-Szepesvári-Audibert (FSA) dimension estimator, making it one of the best nearest neighbor-based dimension estimators available. We compute the probability density function of local FSA estimates, if the local manifold density is uniform. Based on the probability density function, we propose to use the median of local estimates as a basic global measure of intrinsic dimensionality, and we demonstrate the advantages of this asymptotically unbiased estimator over the previously proposed statistics: the mode and the mean. Additionally, from the probability density function, we derive the maximum likelihood formula for global intrinsic dimensionality, if i.i.d. holds. We tackle edge and finite-sample effects with an exponential correction formula, calibrated on hypercube datasets. We compare the performance of the corrected median-FSA estimator with kNN estimators: maximum likelihood (Levina-Bickel), the 2NN and two implementations of DANCo (R and MATLAB). We show that corrected median-FSA estimator beats the maximum likelihood estimator and it is on equal footing with DANCo for standard synthetic benchmarks according to mean percentage error and error rate metrics. With the median-FSA algorithm, we reveal diverse changes in the neural dynamics while resting state and during epileptic seizures. We identify brain areas with lower-dimensional dynamics that are possible causal sources and candidates for being seizure onset zones.

Estimation of Population Prevalence of COVID-19 Using Imperfect Tests

I formulate three basic biomedical/statistical assumptions that should ideally guide well-designed population prevalence studies of the present or past disease including COVID-19. On the basis of these assumptions alone, I compute several probability distributions required for statistical analysis of testing data collected from a sample of individuals drawn from a heterogeneous population. I also construct a consistent asymptotically unbiased estimator of the population prevalence of the disease or infection from the collected data and derive a simple upper bound for its variance. All the results are rigorously proved and valid for any test for COVID-19 or other disease provided that the sum of the test’s sensitivity and specificity is larger than 1. A few recommendations for the design of COVID-19 prevalence studies informed by the results of this work are formulated. The methodology developed in this article may prove applicable to diseases and conditions other than COVID-19 as well as in some non-epidemiological settings.

A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method

Generalized Weighted Analog Sampling is a variance-reducing method for solving radiative transport problems that makes use of a biased (though asymptotically unbiased) estimator. The introduction of bias provides a mechanism for combining the best features of unbiased estimators while avoiding their limitations. In this paper we present a new proof that adaptive GWAS estimation based on combining the variance-reducing power of importance sampling with the sampling simplicity of correlated sampling yields geometrically convergent estimates of radiative transport solutions. The new proof establishes a stronger and more general theory of geometric convergence for GWAS.

On the behaviour of marginal and conditional AIC in linear mixed models

In linear mixed models, model selection frequently includes the selection of random effects. Two versions of the Akaike information criterion, aic, have been used, based either on the marginal or on the conditional distribution. We show that the marginal aic is not an asymptotically unbiased estimator of the Akaike information, and favours smaller models without random effects. For the conditional aic, we show that ignoring estimation uncertainty in the random effects covariance matrix, as is common practice, induces a bias that can lead to the selection of any random effect not predicted to be exactly zero. We derive an analytic representation of a corrected version of the conditional aic, which avoids the high computational cost and imprecision of available numerical approximations. An implementation in an R package (R Development Core Team, 2010) is provided. All theoretical results are illustrated in simulation studies, and their impact in practice is investigated in an analysis of childhood malnutrition in Zambia.

A derivation of the information criteria for selecting autoregressive models

The Akaike information criterion, AIC, for autoregressive model selection is derived by adopting −2Ttimes the expected predictive density of a future observation of an independent process as a loss function, whereTis the length of the observed time series. The conditions under which AIC provides an asymptotically unbiased estimator of the corresponding risk function are derived. When the unbiasedness property fails, the use of AIC is justified heuristically. However, a method for estimating the risk function, which is applicable for all fitted orders, is given. A derivation of the generalized information criterion, AICα, is also given; the loss function used being obtained by a modification of the Kullback-Leibler information measure. Results paralleling those for AIC are also obtained for the AICαcriterion.

A derivation of the information criteria for selecting autoregressive models

The Akaike information criterion, AIC, for autoregressive model selection is derived by adopting −2T times the expected predictive density of a future observation of an independent process as a loss function, where T is the length of the observed time series. The conditions under which AIC provides an asymptotically unbiased estimator of the corresponding risk function are derived. When the unbiasedness property fails, the use of AIC is justified heuristically. However, a method for estimating the risk function, which is applicable for all fitted orders, is given. A derivation of the generalized information criterion, AICα, is also given; the loss function used being obtained by a modification of the Kullback-Leibler information measure. Results paralleling those for AIC are also obtained for the AICα criterion.