AUC Optimisation and Collaborative Filtering

In recommendation systems, one is interested in the ranking of the predicted items as opposed to other losses such as the mean squared error. Although a variety of ways to evaluate rankings exist in the literature, here we focus on the Area Under the ROC Curve (AUC) as it widely used and has a strong theoretical underpinning. In practical recommendation, only items at the top of the ranked list are presented to the users. With this in mind, we propose a class of objective functions over matrix factorisations which primarily represent a smooth surrogate for the real AUC, and in a special case we show how to prioritise the top of the list. The objectives are differentiable and optimised through a carefully designed stochastic gradient-descent-based algorithm which scales linearly with the size of the data. In the special case of square loss we show how to improve computational complexity by leveraging previously computed measures. To understand theoretically the underlying matrix factorisation approaches we study both the consistency of the loss functions with respect to AUC, and generalisation using Rademacher theory. The resulting generalisation analysis gives strong motivation for the optimisation under study. Finally, we provide computation results as to the efficacy of the proposed method using synthetic and real data

Sloshing in the LNG shipping industry: risk modelling through multivariate heavy-tail analysis

In the liquefied natural gas (LNG) shipping industry, the phenomenon of sloshing can lead to the occurrence of very high pressures in the tanks of the vessel. The issue of modelling or estimating the probability of the simultaneous occurrence of such extremal pressures is now crucial from the risk assessment point of view. In this paper, heavy-tail modelling, widely used as a conservative approach to risk assessment and corresponding to a worst-case risk analysis, is applied to the study of sloshing. Multivariate heavy-tailed distributions are considered, with Sloshing pressures investigated by means of small-scale replica tanks instrumented with d >1 sensors. When attempting to fit such nonparametric statistical models, one naturally faces computational issues inherent in the phenomenon of dimensionality. The primary purpose of this article is to overcome this barrier by introducing a novel methodology. For d-dimensional heavy-tailed distributions, the structure of extremal dependence is entirely characterised by the angular measure, a positive measure on the intersection of a sphere with the positive orthant in Rd. As d increases, the mutual extremal dependence between variables becomes difficult to assess. Based on a spectral clustering approach, we show here how a low dimensional approximation to the angular measure may be found. The nonparametric method proposed for model sloshing has been successfully applied to pressure data. The parsimonious representation thus obtained proves to be very convenient for the simulation of multivariate heavy-tailed distributions, allowing for the implementation of Monte-Carlo simulation schemes in estimating the probability of failure. Besides confirming its performance on artificial data, the methodology has been implemented on a real data set specifically collected for risk assessment of sloshing in the LNG shipping industry

"I wouldn't change it": An Exploration of the Lived Experiences of International Student-Athletes in Canadian Interuniversity Sport

The purpose of this study was to understand the lived experiences of international student-athletes (ISAs) competing in Canadian Interuniversity Sport (CIS). Guided by Ridinger and Pastore's (2000) theoretical model of adjustment to college for ISAs, which has since been validated and revised by Popp, Love, Kim and Hums (2010), this study explored the antecedents, adjustments, and outcomes of these lived experiences along with the wants and needs of ISAs. Semi-structured telephone interviews were conducted with 13 ISAs competing in CIS during the 2013-2014 season. All categories from Ridinger and Pastore's (2000a) model were supported, as were the components added by Popp, Love et al. (2010). Based on the findings, an adapted model of ISA adjustment was proposed. This revised model illustrates the triggering factors that initiated the thought process, along with the unique adjustment experiences, of the ISAs who participated in this study

The merit of high-frequency data in portfolio allocation

This paper addresses the open debate about the usefulness of high-frequency (HF) data in large-scale portfolio allocation. Daily covariances are estimated based on HF data of the S&P 500 universe employing a blocked realized kernel estimator. We propose forecasting covariance matrices using a multi-scale spectral decomposition where volatilities, correlation eigenvalues and eigenvectors evolve on different frequencies. In an extensive out-of-sample forecasting study, we show that the proposed approach yields less risky and more diversified portfolio allocations as prevailing methods employing daily data. These performance gains hold over longer horizons than previous studies have shown

Modélisation déterministe de la transmission des infections à Papillomavirus Humain (Impact de la vaccination)

Les infections à Papillomavirus Humain (HPV) sont des infections sexuellement transmissibles très fréquentes. La persistance de ces infections est un facteur causal du cancer du col de l utérus et est aussi à l origine d autres cancers de la zone ano-génitale et de verrues génitales chez les femmes et chez les hommes. Depuis l introduction de deux vaccins bivalent et quadrivalent permettant de prévenir certains types d HPV, de nombreux modèles mathématiques ont été développés afin d estimer l impact potentiel de différentes stratégies de vaccination. L objectif de ce travail de thèse a été d estimer l impact potentiel de la vaccination en France sur l incidence de certains cancers liés à l HPV, notamment le cancer du col de l utérus et le cancer anal chez les femmes françaises ; ainsi que sur la prévalence des infections à HPV 6/11/16/18. Différents modèles dynamiques de type déterministe ont été développés. Ils sont représentés par des systèmes d équations différentielles ordinaires. Une étude théorique du comportement asymptotique d un premier modèle comportant peu de strates a été réalisée. Le nombre de reproduction de base R0 et le nombre de reproduction avec vaccination Rv ont été estimés. Des modèles plus complexes ont intégré une structure d âge et de comportement sexuel. Les modélisations réalisées permettent de conclure à l impact important de la vaccination sur la prévalence des infections à HPV et sur l incidence des cancers du col de l utérus et de la zone anale chez les femmes françaises dans un délai de quelques décennies, si l on prend en compte les taux de vaccination observés en France au début de la campagne de vaccinationHuman Papillomavirus infection (HPV) is the most frequent sexually transmitted disease. Epidemiological studies have established a causal relationship between HPV infections and occurence of cervical cancer. These infections have also been incriminated in anogenital cancers and anogenital warts among women and men. Since the introduction of bivalent and quadrivalent vaccines which offer protection against some HPV genotypes, many mathematical models have been developed in order to assess the potential impact of vaccine strategies. The aim of this thesis work was to assess the potential impact of HPV vaccination in France on the incidence of some cancers linked with HPV, particularly cervical cancer and anal cancer in French women, and on the prevalence of HPV 6/11/16/18 infections. Different deterministic dynamic models have been developped. They are represented by systems of ordinary differential equations. A theoretical analysis of the asymptotic behavior for a first model with few strata is realized. The basic reproduction number R0 and the vaccinated reproduction number Rv are assessed. More complex models taking into account age and sexual behavior have been developed. Using vaccination rates observed in France at the launch of the vaccination campaign, our modeling shows the large impact of vaccination on HPV prevalences, on cervical cancer and anal cancer incidences among French women within a few decadesPARIS5-Bibliotheque electronique (751069902) / SudocSudocFranceF

Counter-intuitive prey strategies against predators with finite budget in a search game : protection heterogeneity among sites matters more than their number

International audienceCombining the search and pursuit aspects of predator–prey interactions into a single game, where the payoff to the Searcher (predator) is the probability of finding and capturing the Hider (prey) within a fixed number of searches was proposed by Gal and Casas ( J. R. Soc. Interface 11 , 20140062 ( doi:10.1098/rsif.2014.0062 )). Subsequent models allowed the predator to continue its search (in another ‘round’) if the prey was found but escaped the chase. However, it is unrealistic to allow this pattern of prey relocation to go on forever, so here we introduce a limit of the total number of searches, in all ‘rounds’, that the predator can carry out. We show how habitat structural complexity affects the mean time until capture: the quality of the location with the lowest capture probability matters more than the number of hiding locations. Moreover, we observed that the parameter space defined by the capture probabilities in each location and the budget of the predator can be divided into distinct domains, defining whether the prey ought to play with pure or mixed hiding strategies

Gender-specific associations between functional autonomy and physical capacities in independent older adults: Results from the NuAge study

Abstract : Background: Even with healthy and active aging, many older adults will experience a decrease in physical capacities. This decrease might be associated with diminished functional autonomy. However, little is known about the physical capacities associated with functional autonomy in older women and men. Objective: This study aimed to examine gender-specific associations between functional autonomy and physical capacities in independent older women and men. Methods: Secondary analyses were carried out using cross-sectional data from 652 women and 613 men who participated in the NuAge longitudinal study. The "functional autonomy measurement system" (SMAF) was used to evaluate functional autonomy. The physical capacities measured (tests used) were: biceps and quadriceps strength (Microfet dynamometer), grip strength (Martin vigorimeter), unipodal balance, changing position & walking (timed up and go), normal & fast walking (four-meter walking speed) and changing position (chair stand). Correlation and multiple linear regression analyses adjusted for age, depressive symptoms and body composition were performed. Results: On average, participants were aged 73 years and had mild to moderate functional autonomy loss. In women, after controlling for age, depressive symptoms and body composition, greater functional autonomy was best explained by faster changing position & walking skills and superior biceps strength (R2 = 0.46; p < 0.001). After controlling for depressive symptoms, faster changing position & walking skills and better unipodal balance best explained greater functional autonomy in men (R2 = 0.21; p < 0.001). Conclusion: According to these results, physical capacities are moderately associated with functional autonomy among independent older adults, especially women