This paper consider the penalized least squares estimators with convex penalties or regularization norms.We provide sparsity oracle inequalities for the prediction error for a general convex penalty and for the partic...This paper consider the penalized least squares estimators with convex penalties or regularization norms.We provide sparsity oracle inequalities for the prediction error for a general convex penalty and for the particular cases of Lasso and Group Lasso estimators in a regression setting.The main contribution is that our oracle inequalities are established for the more general case where the observations noise is issued from probability measures that satisfy a weak spectral gap(or Poincaré)inequality instead of Gaussian distributions.We illustrate our results on a heavy tailed example and a sub Gaussian one;we especially give the explicit bounds of the oracle inequalities for these two special examples.展开更多
Accurately estimating the effective reproduction number is crucial for characterizing the transmissibility of infectious diseases to optimize interventions and responses during epidemic outbreaks.In this study,we impr...Accurately estimating the effective reproduction number is crucial for characterizing the transmissibility of infectious diseases to optimize interventions and responses during epidemic outbreaks.In this study,we improve the estimation of the effective reproduction number through two main approaches.First,we derive a discrete model to represent a time series of case counts and propose an estimation method based on this framework.We also conduct numerical experiments to demonstrate the effectiveness of the proposed discretization scheme.By doing so,we enhance the accuracy of approximating the underlying epidemic process compared to previous methods,even when the counting period is similar to the mean generation time of an infectious disease.Second,we employ a negative binomial distribution to model the variability of count data to accommodate overdispersion.Specifically,given that observed incidence counts follow a negative binomial distribution,the posterior distribution of secondary infections is obtained as a Dirichlet multinomial distribution.With this formulation,we establish posterior uncertainty bounds for the effective reproduction number.Finally,we demonstrate the effectiveness of the proposed method using incidence data from the COVID-19 pandemic.展开更多
基金This work has been(partially)supported by the Project EFI ANR-17-CE40-0030 of the French National Research Agency.
文摘This paper consider the penalized least squares estimators with convex penalties or regularization norms.We provide sparsity oracle inequalities for the prediction error for a general convex penalty and for the particular cases of Lasso and Group Lasso estimators in a regression setting.The main contribution is that our oracle inequalities are established for the more general case where the observations noise is issued from probability measures that satisfy a weak spectral gap(or Poincaré)inequality instead of Gaussian distributions.We illustrate our results on a heavy tailed example and a sub Gaussian one;we especially give the explicit bounds of the oracle inequalities for these two special examples.
文摘Accurately estimating the effective reproduction number is crucial for characterizing the transmissibility of infectious diseases to optimize interventions and responses during epidemic outbreaks.In this study,we improve the estimation of the effective reproduction number through two main approaches.First,we derive a discrete model to represent a time series of case counts and propose an estimation method based on this framework.We also conduct numerical experiments to demonstrate the effectiveness of the proposed discretization scheme.By doing so,we enhance the accuracy of approximating the underlying epidemic process compared to previous methods,even when the counting period is similar to the mean generation time of an infectious disease.Second,we employ a negative binomial distribution to model the variability of count data to accommodate overdispersion.Specifically,given that observed incidence counts follow a negative binomial distribution,the posterior distribution of secondary infections is obtained as a Dirichlet multinomial distribution.With this formulation,we establish posterior uncertainty bounds for the effective reproduction number.Finally,we demonstrate the effectiveness of the proposed method using incidence data from the COVID-19 pandemic.
