The abelianization of the Johnson kernel

We prove that the first complex homology of the Johnson subgroup of the Torelli group Tg is a non-trivial, unipotent Tg-module for all g ≥ 4 and give an explicit presentation of it as a Sym H 1(Tg,C)-module when g ≥ 6. We do this by proving that, for a finitely generated group G satisfying an assumption close to formality, the triviality of the restricted characteristic variety implies that the first homology of its Johnson kernel is a nilpotent module over the corresponding Laurent polynomial ring, isomorphic to the infinitesimal Alexander invariant of the associated graded Lie algebra of G. In this setup, we also obtain a precise nilpotence test. © European Mathematical Society 2014.

Finite mixture distributions, sequential likelihood and the EM algorithm

A popular way to account for unobserved heterogeneity is to assume that the data are drawn from a finite mixture distribution. A barrier to using finite mixture models is that parameters that could previously be estimated in stages must now be estimated jointly: using mixture distributions destroys any additive separability of the log-likelihood function. We show, however, that an extension of the EM algorithm reintroduces additive separability, thus allowing one to estimate parameters sequentially during each maximization step. In establishing this result, we develop a broad class of estimators for mixture models. Returning to the likelihood problem, we show that, relative to full information maximum likelihood, our sequential estimator can generate large computational savings with little loss of efficiency.

Weighted and two-stage least squares estimation of semiparametric truncated regression models

This paper provides a root-n consistent, asymptotically normal weighted least squares estimator of the coefficients in a truncated regression model. The distribution of the errors is unknown and permits general forms of unknown heteroskedasticity. Also provided is an instrumental variables based two-stage least squares estimator for this model, which can be used when some regressors are endogenous, mismeasured, or otherwise correlated with the errors. A simulation study indicates that the new estimators perform well in finite samples. Our limiting distribution theory includes a new asymptotic trimming result addressing the boundary bias in first-stage density estimation without knowledge of the support boundary. © 2007 Cambridge University Press.

Convergence of numerical time-averaging and stationary measures via Poisson equations

Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

Do debit cards increase household spending? Evidence from a semiparametric causal analysis of a survey

© Institute of Mathematical Statistics, 2014.Motivated by recent findings in the field of consumer science, this paper evaluates the causal effect of debit cards on household consumption using population-based data from the Italy Survey on Household Income and Wealth (SHIW). Within the Rubin Causal Model, we focus on the estimand of population average treatment effect for the treated (PATT). We consider three existing estimators, based on regression, mixed matching and regression, propensity score weighting, and propose a new doubly-robust estimator. Semiparametric specification based on power series for the potential outcomes and the propensity score is adopted. Cross-validation is used to select the order of the power series. We conduct a simulation study to compare the performance of the estimators. The key assumptions, overlap and unconfoundedness, are systematically assessed and validated in the application. Our empirical results suggest statistically significant positive effects of debit cards on the monthly household spending in Italy.

Spectrotemporal CT data acquisition and reconstruction at low dose.

PURPOSE: X-ray computed tomography (CT) is widely used, both clinically and preclinically, for fast, high-resolution anatomic imaging; however, compelling opportunities exist to expand its use in functional imaging applications. For instance, spectral information combined with nanoparticle contrast agents enables quantification of tissue perfusion levels, while temporal information details cardiac and respiratory dynamics. The authors propose and demonstrate a projection acquisition and reconstruction strategy for 5D CT (3D+dual energy+time) which recovers spectral and temporal information without substantially increasing radiation dose or sampling time relative to anatomic imaging protocols. METHODS: The authors approach the 5D reconstruction problem within the framework of low-rank and sparse matrix decomposition. Unlike previous work on rank-sparsity constrained CT reconstruction, the authors establish an explicit rank-sparse signal model to describe the spectral and temporal dimensions. The spectral dimension is represented as a well-sampled time and energy averaged image plus regularly undersampled principal components describing the spectral contrast. The temporal dimension is represented as the same time and energy averaged reconstruction plus contiguous, spatially sparse, and irregularly sampled temporal contrast images. Using a nonlinear, image domain filtration approach, the authors refer to as rank-sparse kernel regression, the authors transfer image structure from the well-sampled time and energy averaged reconstruction to the spectral and temporal contrast images. This regularization strategy strictly constrains the reconstruction problem while approximately separating the temporal and spectral dimensions. Separability results in a highly compressed representation for the 5D data in which projections are shared between the temporal and spectral reconstruction subproblems, enabling substantial undersampling. The authors solved the 5D reconstruction problem using the split Bregman method and GPU-based implementations of backprojection, reprojection, and kernel regression. Using a preclinical mouse model, the authors apply the proposed algorithm to study myocardial injury following radiation treatment of breast cancer. RESULTS: Quantitative 5D simulations are performed using the MOBY mouse phantom. Twenty data sets (ten cardiac phases, two energies) are reconstructed with 88 μm, isotropic voxels from 450 total projections acquired over a single 360° rotation. In vivo 5D myocardial injury data sets acquired in two mice injected with gold and iodine nanoparticles are also reconstructed with 20 data sets per mouse using the same acquisition parameters (dose: ∼60 mGy). For both the simulations and the in vivo data, the reconstruction quality is sufficient to perform material decomposition into gold and iodine maps to localize the extent of myocardial injury (gold accumulation) and to measure cardiac functional metrics (vascular iodine). Their 5D CT imaging protocol represents a 95% reduction in radiation dose per cardiac phase and energy and a 40-fold decrease in projection sampling time relative to their standard imaging protocol. CONCLUSIONS: Their 5D CT data acquisition and reconstruction protocol efficiently exploits the rank-sparse nature of spectral and temporal CT data to provide high-fidelity reconstruction results without increased radiation dose or sampling time.

Bagging and the Bayesian Bootstrap

Bagging is a method of obtaining more ro- bust predictions when the model class under consideration is unstable with respect to the data, i.e., small changes in the data can cause the predicted values to change significantly. In this paper, we introduce a Bayesian ver- sion of bagging based on the Bayesian boot- strap. The Bayesian bootstrap resolves a the- oretical problem with ordinary bagging and often results in more efficient estimators. We show how model averaging can be combined within the Bayesian bootstrap and illustrate the procedure with several examples.