To save content items to your account,
please confirm that you agree to abide by our usage policies.
If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account.
Find out more about saving content to .
To save content items to your Kindle, first ensure no-reply@cambridge.org
is added to your Approved Personal Document E-mail List under your Personal Document Settings
on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part
of your Kindle email address below.
Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations.
‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi.
‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
With recent epidemics such as COVID-19, H1N1 and SARS causing devastating financial loss to the economy, it is important that insurance companies plan for financial costs of epidemics. This article proposes a new methodology for epidemic and insurance modelling by combining the existing deterministic compartmental models and the Markov multiple state models to facilitate actuarial computations to design new health insurance plans that cover epidemics. Our method is inspired by the seminal paper (Feng and Garrido (2011) North American Actuarial Journal, 15, 112–136.) of Feng and Garrido and complements the work of Hillairet and Lopez et al. in Hillairet and Lopez ((2021) Scandinavian Actuarial Journal, 2021(8), 671–694.) and Hillairet et al. ((2022) Insurance: Mathematics and Economics, 107, 88–101.) In this work, we use the deterministic SIR model and the Eyam epidemic data set to provide numerical illustrations for our method.
This book provides statistics instructors and students with complete classroom material for a one- or two-semester course on applied regression and causal inference. It is built around 52 stories, 52 class-participation activities, 52 hands-on computer demonstrations, 52 drills, and 52 discussion problems that allow instructors and students to explore in a fun way the real-world complexity of the subject. The book fosters an engaging “flipped classroom” environment with a focus on visualization and understanding.
The book provides instructors with frameworks for self-study or for structuring the course, along with tips for maintaining student engagement at all levels and practice exam questions to help guide learning.
Designed to accompany the authors’ previous textbook Regression and Other Stories, its modular nature and wealth of material allow this book to be adapted to different courses and texts or to be used by learners as a hands-on workbook.
The authors are experienced researchers who have published articles in hundreds of different scientific journals in fields including statistics, computer science, policy, public health, political science, economics, sociology, and engineering. They have also published articles in the Washington Post, the New York Times, Slate, and other public venues. Their previous books include Bayesian Data Analysis, Teaching Statistics: A Bag of Tricks, and Regression and Other Stories.
This book provides statistics instructors and students with complete classroom material for a one- or two-semester course on applied regression and causal inference. It is built around 52 stories, 52 class-participation activities, 52 hands-on computer demonstrations, 52 drills, and 52 discussion problems that allow instructors and students to explore in a fun way the real-world complexity of the subject. The book fosters an engaging “flipped classroom” environment with a focus on visualization and understanding.
The book provides instructors with frameworks for self-study or for structuring the course, along with tips for maintaining student engagement at all levels and practice exam questions to help guide learning.
Designed to accompany the authors’ previous textbook Regression and Other Stories, its modular nature and wealth of material allow this book to be adapted to different courses and texts or to be used by learners as a hands-on workbook.
The authors are experienced researchers who have published articles in hundreds of different scientific journals in fields including statistics, computer science, policy, public health, political science, economics, sociology, and engineering. They have also published articles in the Washington Post, the New York Times, Slate, and other public venues. Their previous books include Bayesian Data Analysis, Teaching Statistics: A Bag of Tricks, and Regression and Other Stories.
Offshore wind turbines intend to take a rapidly growing share in the electric mix. The design, installation, and exploitation of these industrial assets are regulated by international standards, providing generic guidelines. Constantly, new projects reach unexploited wind resources, pushing back installation limits. Therefore, turbines are increasingly subject to uncertain environmental conditions, making long-term investment decisions riskier (at the design or end-of-life stage). Fortunately, numerical models of wind turbines enable to perform accurate multi-physics simulations of such systems when interacting with their environment. The challenge is then to propagate the input environmental uncertainties through these models and to analyze the distribution of output variables of interest. Since each call of such a numerical model can be costly, the estimation of statistical output quantities of interest (e.g., the mean value, the variance) has to be done with a restricted number of simulations. To do so, the present paper uses the kernel herding method as a sampling technique to perform Bayesian quadrature and estimate the fatigue damage. It is known from the literature that this method guarantees fast and accurate convergence together with providing relevant properties regarding subsampling and parallelization. Here, one numerically strengthens this fact by applying it to a real use case of an offshore wind turbine operating in Teesside, UK. Numerical comparison with crude and quasi-Monte Carlo sampling demonstrates the benefits one can expect from such a method. Finally, a new Python package has been developed and documented to provide quick open access to this uncertainty propagation method.
Data on epidemiology trends of paediatric tuberculosis (TB) are limited in China. So, we investigated the clinical and epidemiological profiles in diagnosed TB disease and TB infection patients at Beijing Children’s Hospital. Of 3 193 patients, 51.05% had pulmonary TB (PTB) and 15.16% had extrapulmonary TB (EPTB). The most frequent forms of EPTB were TB meningitis (39.05%), pleural TB (29.75%), and disseminated TB (10.33%). PTB patients were significantly younger and associated with higher hospitalization frequency. Children aged 1–4 years exhibited higher risk of PTB and TB meningitis, and children aged 5–12 years had higher risk of EPTB. The proportion of PTB patients increased slightly from 40.9% in 2012 to 65% in 2019, and then decreased to 17.8% in 2021. The percentage of EPTB cases decreased from 18.3% in 2012 to 15.2% in 2019, but increased to 16.4% in 2021. Among EPTB cases, the largest increase was seen in TB meningitis. In conclusion, female and young children had higher risk of PTB in children. TB meningitis was the most frequent forms of EPTB among children, and young children were at high risk of TB meningitis. The distribution of different types of EPTB differed by age.
The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant, and a weak convergence to a centered Gaussian distribution (when such random variables are properly centered and rescaled). We talk about noncentral moderate deviations when the weak convergence is towards a non-Gaussian distribution. In this paper we prove a noncentral moderate deviation result for the bivariate sequence of sums and maxima of independent and identically distributed random variables bounded from above. We also prove a result where the random variables are not bounded from above, and the maxima are suitably normalized. Finally, we prove a moderate deviation result for sums of partial minima of independent and identically distributed exponential random variables.
Physics-informed neural networks (PINNs), which are a recent development and incorporate physics-based knowledge into neural networks (NNs) in the form of constraints (e.g., displacement and force boundary conditions, and governing equations) or loss function, offer promise for generating digital twins of physical systems and processes. Although recent advances in PINNs have begun to address the challenges of structural health monitoring, significant issues remain unresolved, particularly in modeling the governing physics through partial differential equations (PDEs) under temporally variable loading. This paper investigates potential solutions to these challenges. Specifically, the paper will examine the performance of PINNs enforcing boundary conditions and utilizing sensor data from a limited number of locations within it, demonstrated through three case studies. Case Study 1 assumes a constant uniformly distributed load (UDL) and analyzes several setups of PINNs for four distinct simulated measurement cases obtained from a finite element model. In Case Study 2, the UDL is included as an input variable for the NNs. Results from these two case studies show that the modeling of the structure’s boundary conditions enables the PINNs to approximate the behavior of the structure without requiring satisfaction of the PDEs across the whole domain of the plate. In Case Study (3), we explore the efficacy of PINNs in a setting resembling real-world conditions, wherein the simulated measurment data incorporate deviations from idealized boundary conditions and contain measurement noise. Results illustrate that PINNs can effectively capture the overall physics of the system while managing deviations from idealized assumptions and data noise.
The advent of smart and digital cities is bringing data to the forefront as a critical resource for addressing the multifaceted transitions faced by African cities from rapid urbanization to the climate crisis. However, this commentary highlights the formidable considerations that must be addressed to realize the potential of data-driven urban planning and management. We argue that data should be viewed as a tool, not a panacea, drawing from our experience in modeling and mapping the accessibility of transport systems in Accra and Kumasi, Ghana. We identify five key considerations, including data choice, imperfections, resource intensity, validation, and data market dynamics, and propose three actionable points for progress: local data sharing, centralized repositories, and capacity-building. While our focus is on Kumasi and Accra, the considerations discussed are relevant to cities across the African continent.
This study uses anonymized GPS traces to explore travel patterns within six suburban zones and a central area in Mexico City. The descriptive analysis presented in this paper profiles trips by distance and investigates their distribution within each zone. It examines the prevalence of local trips, walkability, and the availability and spread of entertainment sites within 15-min isochrones accessible by foot, bicycle, transit, and private vehicle. Notably, the central zone boasts diverse entertainment offerings, commendable walkability, and a substantial proportion of short and long trips. It is found that GPS traces are within their home. However, the share of long trips for the inhabitants of central zones is considerably more significant than that for the suburbs. The study highlights suburban zones that could benefit from governmental intervention to enhance transportation and pedestrian conditions. Additionally, it identifies other suburban zones that resemble the central areas in terms of walkability, trip distribution by distances, and the accessibility of entertainment places.
There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise deterministic Markov processes. However, existing algorithms can only be used if the target distribution of interest is differentiable everywhere. The key to adapting these algorithms so that they can sample from densities with discontinuities is to define appropriate dynamics for the process when it hits a discontinuity. We present a simple condition for the transition of the process at a discontinuity which can be used to extend any existing sampler for smooth densities, and give specific choices for this transition which work with popular algorithms such as the bouncy particle sampler, the coordinate sampler, and the zigzag process. Our theoretical results extend and make rigorous arguments that have been presented previously, for instance constructing samplers for continuous densities restricted to a bounded domain, and we present a version of the zigzag process that can work in such a scenario. Our novel approach to deriving the invariant distribution of a piecewise deterministic Markov process with boundaries may be of independent interest.
China faces challenges in meeting the World Health Organization (WHO)’s target of reducing hepatitis B virus (HBV) infections by 95% using 2015 as the baseline. Using Global Burden of Disease (GBD) 2019 data, joinpoint regression models were used to analyse the temporal trends in the crude incidence rates (CIRs) and age-standardized incidence rates (ASIRs) of acute HBV (AHBV) infections in China from 1990 to 2019. The age–period–cohort model was used to estimate the effects of age, period, and birth cohort on AHBV infection risk, while the Bayesian age–period–cohort (BAPC) model was applied to predict the annual number and ASIRs of AHBV infections in China through 2030. The joinpoint regression model revealed that CIRs and ASIRs decreased from 1990 to 2019, with a faster decline occurring among males and females younger than 20 years. According to the age–period–cohort model, age effects showed a steep increase followed by a gradual decline, whereas period effects showed a linear decline, and cohort effects showed a gradual rise followed by a rapid decline. The number of cases of AHBV infections in China was predicted to decline until 2030, but it is unlikely to meet the WHO’s target. These findings provide scientific support and guidance for hepatitis B prevention and control.
Researchers theorize that many real-world networks exhibit community structure where within-community edges are more likely than between-community edges. While numerous methods exist to cluster nodes into different communities, less work has addressed this question: given some network, does it exhibit statistically meaningful community structure? We answer this question in a principled manner by framing it as a statistical hypothesis test in terms of a general and model-agnostic community structure parameter. Leveraging this parameter, we propose a simple and interpretable test statistic used to formulate two separate hypothesis testing frameworks. The first is an asymptotic test against a baseline value of the parameter while the second tests against a baseline model using bootstrap-based thresholds. We prove theoretical properties of these tests and demonstrate how the proposed method yields rich insights into real-world datasets.
Tuberculosis (TB) contact tracing and TB preventive treatment are key tools in preventing the transmission of TB with the aim of eliminating the disease. Our study seeks to demonstrate how the infection spread from an individual patient to the entire community and how proactive contact tracing facilitated prompt diagnosis and treatment. Our work was conducted as a retrospective analysis of the spread of TB infection within the Roma community in the Czech Republic, following the case of an index patient who succumbed to pulmonary TB. Several levels of care and preventive and treatment measures are outlined. Confirming the identity of the Mycobacterium tuberculosis strain was achieved using molecular methods. Among the 39 individuals examined, TB disease was detected in eight patients and TB infection was detected in six patients. The investigation of contacts within this group yielded positive results in 36% of cases, necessitating treatment. The study’s findings provide evidence that actively tracing individuals at risk can lead to early detection of cases, prompt treatment, and prevention of further disease transmission. The study also indicates that the highest risk of infection occurs within the sick person’s household and that young children under the age of 5 are most susceptible to falling ill.
The market for green bonds, and environmentally aligned investment solutions, is increasing. As of 2022, the market of green bonds exceeded USD 2 trillion in issuance, with India, for example, having issued its first-ever sovereign green bonds totally R80bn (c.USD1bn) in January 2023. This paper lays the foundation for future papers and summarises the initial stages of our analysis, where we try to replicate the S&P Green Bond Index (i.e. this is a time series problem) over a period using non-traditional techniques. The models we use include neural networks such as CNNs, LSTMs and GRUs. We extend our analysis and use an open-source decision tree model called XGBoost. For the purposes of this paper, we use 1 day’s prior index information to predict today’s value and repeat this over a period of time. We ignore for example stationarity considerations and extending the input window/output horizon in our analysis, as these will be discussed in future papers. The paper explains the methodology used in our analysis, gives details of general underlying background information to the architecture models (CNNs, LSTMs, GRUs and XGBoost), as well as background to regularisation techniques specifically L2 regularisation, loss curves and hyperparameter optimisation, in particular, the open-source library Optuna.
We propose a new approach to the semiparametric analysis of panel data binary choice models with fixed effects and dynamics (lagged dependent variables). The model under consideration has the same random utility framework as in Honoré and Kyriazidou (2000, Econometrica 68, 839–874). We demonstrate that, with additional serial dependence conditions on the process of deterministic utility and tail restrictions on the error distribution, the (point) identification of the model can proceed in two steps, and requires matching only the value of an index function of explanatory variables over time, rather than the value of each explanatory variable. Our identification method motivates an easily implementable, two-step maximum score (2SMS) procedure – producing estimators whose rates of convergence, in contrast to Honoré and Kyriazidou’s (2000, Econometrica 68, 839–874) methods, are independent of the model dimension. We then analyze the asymptotic properties of the 2SMS procedure and propose bootstrap-based distributional approximations for inference. Evidence from Monte Carlo simulations indicates that our procedure performs satisfactorily in finite samples.
We study a variant of the color-avoiding percolation model introduced by Krause et al., namely we investigate the color-avoiding bond percolation setup on (not necessarily properly) edge-colored Erdős–Rényi random graphs. We say that two vertices are color-avoiding connected in an edge-colored graph if, after the removal of the edges of any color, they are in the same component in the remaining graph. The color-avoiding connected components of an edge-colored graph are maximal sets of vertices such that any two of them are color-avoiding connected. We consider the fraction of vertices contained in color-avoiding connected components of a given size, as well as the fraction of vertices contained in the giant color-avoidin g connected component. It is known that these quantities converge, and the limits can be expressed in terms of probabilities associated to edge-colored branching process trees. We provide explicit formulas for the limit of the fraction of vertices contained in the giant color-avoiding connected component, and we give a simpler asymptotic expression for it in the barely supercritical regime. In addition, in the two-colored case we also provide explicit formulas for the limit of the fraction of vertices contained in color-avoiding connected components of a given size.
Empirical articles vary considerably in how they measure child and adolescent friendship networks. This meta-analysis examines four methodological moderators of children’s and adolescents’ average outdegree centrality in friendship networks: boundary specification, operational definition of friendship, unlimited vs. fixed choice design, and roster vs. free recall design. Specifically, multi-level random effects models were conducted using 261 average outdegree centrality estimates from 71 English-language peer-reviewed articles and 55 unique datasets. There were no significant differences in average outdegree centrality for child and adolescent friendship networks bounded at the classroom, grade, and school-levels. Using a name generator focused on best/close friends yielded significantly lower average outdegree centrality estimates than using a name generator focused on friends. Fixed choice designs with under 10 nominations were associated with significantly lower estimates of average outdegree centrality while fixed choice designs with 10 or more nominations were associated with significantly higher estimates of average outdegree centrality than unlimited choice designs. Free recall designs were associated with significantly lower estimates of average outdegree centrality than roster designs. Results are discussed within the context of their implications for the future measurement of child and adolescent friendship networks.
This book provides statistics instructors and students with complete classroom material for a one- or two-semester course on applied regression and causal inference. It is built around 52 stories, 52 class-participation activities, 52 hands-on computer demonstrations, and 52 discussion problems that allow instructors and students to explore in a fun way the real-world complexity of the subject. The book fosters an engaging 'flipped classroom' environment with a focus on visualization and understanding. The book provides instructors with frameworks for self-study or for structuring the course, along with tips for maintaining student engagement at all levels, and practice exam questions to help guide learning. Designed to accompany the authors' previous textbook Regression and Other Stories, its modular nature and wealth of material allow this book to be adapted to different courses and texts or be used by learners as a hands-on workbook.