Chaos: But Not in Both Directions!

This paper will informally explore the reversal of some stochastic autoregressive processes, which lead to deterministically chaotic processes. Correspondingly, the stochastic reversal of map models is shown to lead to a new class of invariant distribution. Finally, some connections between congruential recursions and independence in discretized chaotic processes are illustrated.     

Large-scale multiple testing under dependence

Summary.  The paper considers the problem of multiple testing under dependence in a compound decision theoretic framework. The observed data are assumed to be generated from an underlying two-state hidden Markov model. We propose oracle and asymptotically optimal data-driven procedures that aim to minimize the false non-discovery rate FNR subject to a constraint on the false discovery rate FDR. It is shown that the performance of a multiple-testing procedure can be substantially improved by adaptively exploiting the dependence structure among hypotheses, and hence conventional FDR procedures that ignore this structural information are inefficient. Both theoretical properties and numerical performances of the procedures proposed are investigated. It is shown that the procedures proposed control FDR at the desired level, enjoy certain optimality properties and are especially powerful in identifying clustered non-null cases. The new procedure is applied to an influenza-like illness surveillance study for detecting the timing of epidemic periods.     

Employment of Older People in the European Union

Abstract. This article identifies the alternative employment modes of older workers in the European Union. Against a background of changing levels of labour force participation and declining employment opportunities the paper describes and discusses the relative significance for older workers of alternative employment modes. Two atypical modes, part‐time and self‐employment, are discussed in detail. The paper concludes that atypical employment modes offer ageing employees the opportunity to gradually retire by providing a bridge between full‐time employment and final retirement.