Utah State Bill SB 29 requires environmentally friendly disposal of a lawfully possessed controlled substance. NarcX worked closely with Utah lawmakers to provide crucial guidance for the bill.

(PRWeb April 08, 2020)

Read the full story at https://www.prweb.com/releases/utah_signs_sb_29_drug_disposal_program_into_law_a_huge_step_forward_for_narcx/prweb17030392.htm

National Association of Wine Retailers Release Letter Delivered to Attorneys General and Alcohol Regulatory Chiefs Concerning Unconstitutional and Unenforceable Wine Shipping Bans

(PRWeb April 15, 2020)

Read the full story at https://www.prweb.com/releases/wine_retailers_seek_alcohol_shipping_compromise_with_18_states/prweb17050617.htm

Web and mobile applications enhance efficiency and data accuracy using satellite maps and offline capabilities.

(PRWeb April 23, 2020)

Read the full story at https://www.prweb.com/releases/agileassets_v7_5_improves_flexibility_field_productivity_for_tunnel_inspections_asset_maintenance/prweb17071093.htm

Defendant’s Motion to Exclude Expert Testimony regarding evidence generated by STRmix denied.

(PRWeb May 08, 2020)

Read the full story at https://www.prweb.com/releases/colorado_court_rules_strmix_is_relevant_and_reliable_practice_for_interpreting_likelihood_ratios/prweb17101548.htm

Edgar Dobriban, William Leeb, Amit Singer.

Source: The Annals of Statistics, Volume 48, Number 1, 491--513.

Abstract:
We consider the linearly transformed spiked model , where the observations $Y_{i}$ are noisy linear transforms of unobserved signals of interest $X_{i}$: egin{equation*}Y_{i}=A_{i}X_{i}+varepsilon_{i},end{equation*} for $i=1,ldots ,n$. The transform matrices $A_{i}$ are also observed. We model the unobserved signals (or regression coefficients) $X_{i}$ as vectors lying on an unknown low-dimensional space. Given only $Y_{i}$ and $A_{i}$ how should we predict or recover their values? The naive approach of performing regression for each observation separately is inaccurate due to the large noise level. Instead, we develop optimal methods for predicting $X_{i}$ by “borrowing strength” across the different samples. Our linear empirical Bayes methods scale to large datasets and rely on weak moment assumptions. We show that this model has wide-ranging applications in signal processing, deconvolution, cryo-electron microscopy, and missing data with noise. For missing data, we show in simulations that our methods are more robust to noise and to unequal sampling than well-known matrix completion methods.

Vladimir Koltchinskii, Matthias Löffler, Richard Nickl.

Source: The Annals of Statistics, Volume 48, Number 1, 464--490.

Abstract:
We study principal component analysis (PCA) for mean zero i.i.d. Gaussian observations $X_{1},dots,X_{n}$ in a separable Hilbert space $mathbb{H}$ with unknown covariance operator $Sigma $. The complexity of the problem is characterized by its effective rank $mathbf{r}(Sigma):=frac{operatorname{tr}(Sigma)}{|Sigma |}$, where $mathrm{tr}(Sigma)$ denotes the trace of $Sigma $ and $|Sigma|$ denotes its operator norm. We develop a method of bias reduction in the problem of estimation of linear functionals of eigenvectors of $Sigma $. Under the assumption that $mathbf{r}(Sigma)=o(n)$, we establish the asymptotic normality and asymptotic properties of the risk of the resulting estimators and prove matching minimax lower bounds, showing their semiparametric optimality.