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Understanding and tracking societal discourse around essential governance challenges of our times is crucial. One possible heuristic is to conceptualize discourse as a network of actors and policy beliefs.
Here, we present an exemplary and widely applicable automated approach to extract discourse networks from large volumes of media data, as a bipartite graph of organizations and beliefs connected by stance edges. Our approach leverages various natural language processing techniques, alongside qualitative content analysis. We combine named entity recognition, named entity linking, supervised text classification informed by close reading, and a novel stance detection procedure based on large language models.
We demonstrate our approach in an empirical application tracing urban sustainable transport discourse networks in the Swiss urban area of Zürich over 12 years, based on more than one million paragraphs extracted from slightly less than two million newspaper articles.
We test the internal validity of our approach. Based on evaluations against manually automated data, we find support for what we call the window validity hypothesis of automated discourse network data gathering. The internal validity of automated discourse network data gathering increases if inferences are combined over sliding time windows.
Our results show that when leveraging data redundancy and stance inertia through windowed aggregation, automated methods can recover basic structure and higher-level structurally descriptive metrics of discourse networks well. Our results also demonstrate the necessity of creating high-quality test sets and close reading and that efforts invested in automation should be carefully considered.
This paper explores the evolution of the concept of peace in the context of a globalized and digitalized 21st century, proposing a novel vision that shifts from viewing peace as a thing or a condition, to understanding peace as dynamic and relational process that emerges through human interactions. Building on - yet also going beyond - traditional definitions of peace as something to be found through inner reflection (virtue ethics), as the product of reason, contracts and institutions (Enlightenment philosophy), and as the absence of different forms of violence (modern peace research), this paper introduces a new meso-level theory on networks, emphasizing the importance of connections, interactions and relationships in the physical and online worlds. The paper is structured around three main objectives: conceptualizing relational peace in terms of the quantity and quality of interactions, mapping these interactions into networks of peace, and examining how these networks interact with their environment, including the influence of digital transformation and artificial intelligence. By integrating insights from ethical and peace research literature, the paper makes theoretical, conceptual, and methodological contributions towards understanding peace as an emergent property of human behavior. Through this innovative approach, the paper aims to provide clarity on how peace (and violence) emerges through interactions and relations in an increasingly networked and digitalized global society, offering a foundation for future empirical research and concerted policy action in this area. It highlights the need for bridging normative and descriptive sciences to better understand and promote peace in the digital age.
Considering a double-indexed array $(Y_{n,i:\,n\ge 1,i\ge 1})$ of non-negative regularly varying random variables, we study the random-length weighted sums and maxima from its ‘row’ sequences. These sums and maxima may have the same tail and extremal indices (Markovich and Rodionov 2020). The main constraints of the latter results are that there exists a unique series in a scheme of series with the minimum tail index and the tail of the term number is lighter than the tail of the terms. Here, a bounded random number of series are allowed to have the minimum tail index and the tail of the term number may be heavier than the tail of the terms. We derive the tail and extremal indices of the weighted non-stationary random-length sequences under a broader set of conditions than in Markovich and Rodionov (2020). We provide examples of random sequences for which the assumptions are valid. Perspectives in adopting the results in different application areas are formulated.
Conditional risk measures and their associated risk contribution measures are commonly employed in finance and actuarial science for evaluating systemic risk and quantifying the effects of risk interactions. This paper introduces various types of contribution ratio measures based on the multivariate conditional value-at-risk (MCoVaR), multivariate conditional expected shortfall (MCoES), and multivariate marginal mean excess (MMME) studied in [34] (Ortega-Jiménez, P., Sordo, M., & Suárez-Llorens, A. (2021). Stochastic orders and multivariate measures of risk contagion. Insurance: Mathematics and Economics, vol. 96, 199–207) and [11] (Das, B., & Fasen-Hartmann, V. (2018). Risk contagion under regular variation and asymptotic tail independence. Journal of Multivariate Analysis165(1), 194–215) to assess the relative effects of a single risk when other risks in a group are in distress. The properties of these contribution risk measures are examined, and sufficient conditions for comparing these measures between two sets of random vectors are established using univariate and multivariate stochastic orders and statistically dependent notions. Numerical examples are presented to validate these conditions. Finally, a real dataset from the cryptocurrency market is used to analyze the spillover effects through our proposed contribution measures.
Post COVID-19 condition (PCC) refers to persistent symptoms occurring ≥12 weeks after COVID-19. This living systematic review (SR) assessed the impact of vaccination on PCC and vaccine safety among those with PCC, and was previously published with data up to December 2022. Searches were updated to 31 January 2024 and standard SR methodology was followed. Seventy-eight observational studies were included (47 new). There is moderate confidence that two doses pre-infection reduces the odds of PCC (pooled OR (pOR) 0.69, 95% CI 0.64–0.74, I2 = 35.16%). There is low confidence for remaining outcomes of one dose and three or more doses. A booster dose may further reduce the odds of PCC compared to only a primary series (pOR 0.85, 95% CI 0.74–0.98, I2 = 16.85%). Among children ≤18 years old, vaccination may not reduce the odds (pOR 0.79, 95% CI 0.56–1.11, I2 = 37.2%) of PCC. One study suggests that vaccination within 12 weeks post-infection may reduce the odds of PCC. For those with PCC, vaccination appears safe (four studies) and may reduce the odds of PCC persistence (pOR 0.73, 95% CI 0.57–0.92, I2 = 15.5%).
Health-related quality of life (HRQoL) in the context of COVID-19 is not fully understood. We assessed HRQoL using Patient-Reported Outcomes Measurement Information System® measures among 559 former COVID-19 patients and 298 non-infected individuals. HRQoL was captured once up to 2 years after the initial test. Additionally, we described associations of characteristics with impaired HRQoL. Overall, HRQoL scores were inferior among former patients. A meaningful group difference of at least three T-score points was discernible until 12 months after testing for fatigue (3.1), sleep disturbance (3.5), and dyspnoea (3.7). Cognitive function demonstrated such difference even at >18 months post-infection (3.3). Following dichotomization, pronounced differences in impaired HRQoL were observed in physical (19.2% of former patients, 7.3% of non-infected) and cognitive function (37.6% of former patients, 16.5% of non-infected). Domains most commonly affected among former patients were depression (34.9%), fatigue (37.4%), and cognitive function. Factors that associated with HRQoL impairments among former patients included age (OR ≤2.1), lower education (OR ≤5.3), and COVID-19-related hospitalization (OR ≤4.7), among others. These data underline the need for continued attention of the scientific community to further investigate potential long-term health limitations after COVID-19 to ultimately establish adequate screening and management options for those affected.
where $b\,:\, \mathbb{R}^d \rightarrow \mathbb{R}^d$ is a Lipschitz-continuous function, $A \in \mathbb{R}^{d \times d}$ is a positive-definite matrix, $(Z_t)_{t\geqslant 0}$ is a d-dimensional rotationally symmetric $\alpha$-stable Lévy process with $\alpha \in (1,2)$ and $x\in\mathbb{R}^{d}$. We use two Euler–Maruyama schemes with decreasing step sizes $\Gamma = (\gamma_n)_{n\in \mathbb{N}}$ to approximate the invariant measure of $(X_t)_{t \geqslant 0}$: one uses independent and identically distributed $\alpha$-stable random variables as innovations, and the other employs independent and identically distributed Pareto random variables. We study the convergence rates of these two approximation schemes in the Wasserstein-1 distance. For the first scheme, under the assumption that the function b is Lipschitz and satisfies a certain dissipation condition, we demonstrate a convergence rate of $\gamma^{\frac{1}{\alpha}}_n$. This convergence rate can be improved to $\gamma^{1+\frac {1}{\alpha}-\frac{1}{\kappa}}_n$ for any $\kappa \in [1,\alpha)$, provided b has the additional regularity of bounded second-order directional derivatives. For the second scheme, where the function b is assumed to be twice continuously differentiable, we establish a convergence rate of $\gamma^{\frac{2-\alpha}{\alpha}}_n$; moreover, we show that this rate is optimal for the one-dimensional stable Ornstein–Uhlenbeck process. Our theorems indicate that the recent significant result of [34] concerning the unadjusted Langevin algorithm with additive innovations can be extended to stochastic differential equations driven by an $\alpha$-stable Lévy process and that the corresponding convergence rate exhibits similar behaviour. Compared with the result in [6], our assumptions have relaxed the second-order differentiability condition, requiring only a Lipschitz condition for the first scheme, which broadens the applicability of our approach.
In this article, we study an optimization problem for a couple including two breadwinners with uncertain life times. Both breadwinners need to choose the optimal strategies for consumption, investment, housing, and life insurance purchasing to maximize the utility. In this article, the prices of housing assets and investment risky assets are assumed to be correlated. These two breadwinners are considered to have dependent mortality rates to include the breaking heart effect. The method of copula functions is used to construct the joint survival functions of two breadwinners. The analytical solutions of optimal strategies can be achieved, and numerical results are demonstrated.
The localized nature of severe weather events leads to a concentration of correlated risks that can substantially amplify aggregate event-level losses. We propose a copula-based regression model for replicated spatial data to characterize the dependence between property damage claims arising from a common storm when analyzing its financial impact. The factor copula captures the location-based spatial dependence between properties, as well as the aspatial dependence induced by the common shock of experiencing the same storm. The framework allows insurers to flexibly incorporate the observed heterogeneity in marginal models of skewed, heavy-tailed, and zero-inflated insurance losses, while retaining the model interpretation in decomposing latent sources of dependence. We present a likelihood-based estimation to address the computational challenges from the discreteness and high dimensionality in the outcome of interest. Using hail damage insurance claims data from a US insurer, we demonstrate the effect of dependence on claims management decisions.
We establish a sample path moderate deviation principle for the integrated shot noise process with Poisson arrivals and non-stationary noises. As in Pang and Taqqu (2019), we assume that the noise is conditionally independent given the arrival times, and the distribution of each noise depends on its arrival time. As applications, we derive moderate deviation principles for the workload process and the running maximum process for a stochastic fluid queue with the integrated shot noise process as the input; we also show that a steady-state distribution exists and derive the exact tail asymptotics.
In a recent paper, the authors studied the distribution properties of a class of exchangeable processes, called measure-valued Pólya sequences (MVPSs), which arise as the observation process in a generalized urn sampling scheme. Here we present several results in the form of ‘sufficientness’ postulates that characterize their predictive distributions. In particular, we show that exchangeable MVPSs are the unique exchangeable models whose predictive distributions are a mixture of the marginal distribution and the average of a probability kernel evaluated at past observations. When the latter coincides with the empirical measure, we recover a well-known result for the exchangeable model with a Dirichlet process prior. In addition, we provide a ‘pure’ sufficientness postulate for exchangeable MVPSs that does not assume a particular analytic form for the predictive distributions. Two other sufficientness postulates consider the case when the state space is finite.
In this chapter we present two spatial dependent models: one based on defining a latent variable for each area, and the other by defining one latent variable for each pair of latent areas. We call the latter the latent edges model. We compare both models with a real data set. Extensions to spatio-temporal constructions are also considered.
In this chapter we define what a conjugate family is in a Bayesian analysis context and develop detailed examples of some cases; in particular, we review the beta and binomial case, the Pareto and inverse Pareto case, the gamma and gamma case and the gamma and Poisson case. We conclude by providing a list of conjugate models.
In this chapter we show how to define temporal dependent sequences using a moving average type of construction. We compare the performance of this construction with a Markov-process type. We finally extend the models to include seasonal and periodic dependencies.
In this chapter we start with some attempts to construct dependence sequences with order larger than one and present a general result to achieve an invariant distribution via a three-level hierarchical model. We finally present some results involving exponential families.