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The influence of climate on mosquito-borne diseases like dengue and chikungunya is well-established, but comprehensively tracking long-term spatial and temporal trends across large areas has been hindered by fragmented data and limited analysis tools. This study presents an unprecedented analysis, in terms of breadth, estimating the SIR transmission parameters from incidence data in all 5,570 municipalities in Brazil over 14 years (2010-2023) for both dengue and chikungunya. We describe the Episcanner computational pipeline, developed to estimate these parameters, producing a reusable dataset describing all dengue and chikungunya epidemics that have taken place in this period, in Brazil. The analysis reveals new insights into the climate-epidemic nexus: We identify distinct geographical and temporal patterns of arbovirus disease incidence across Brazil, highlighting how climatic factors like temperature and precipitation influence the timing and intensity of dengue and chikungunya epidemics. The innovative Episcanner tool empowers researchers and public health officials to explore these patterns in detail, facilitating targeted interventions and risk assessments. This research offers a new perspective on the long-term dynamics of climate-driven mosquito-borne diseases and their geographical specificities linked to the effects of global temperature fluctuations such as those captured by the ENSO index., Comment: Submitted for peer review

The power prior is a popular class of informative priors for incorporating information from historical data. It involves raising the likelihood for the historical data to a power, which acts as a discounting parameter. When the discounting parameter is modeled as random, the normalized power prior is recommended. Bayesian hierarchical modeling is a widely used method for synthesizing information from different sources, including historical data. In this work, we examine the analytical relationship between the normalized power prior (NPP) and Bayesian hierarchical models (BHM) for \emph{i.i.d.} normal data. We establish a direct relationship between the prior for the discounting parameter of the NPP and the prior for the variance parameter of the BHM. Such a relationship is first established for the case of a single historical dataset, and then extended to the case with multiple historical datasets with dataset-specific discounting parameters. For multiple historical datasets, we develop and establish theory for the BHM-matching NPP (BNPP) which establishes dependence between the dataset-specific discounting parameters leading to inferences that are identical to the BHM. Establishing this relationship not only justifies the NPP from the perspective of hierarchical modeling, but also provides insight on prior elicitation for the NPP. We present strategies on inducing priors on the discounting parameter based on hierarchical models, and investigate the borrowing properties of the BNPP.

Within high-performance computing (HPC), solving large sparse linear systems efficiently remains paramount, with iterative methods being the predominant choice. However, the performance of these methods is tightly coupled to the aptness of the chosen preconditioner. The multifaceted nature of sparse matrices makes the universal prescription of preconditioners elusive. Notably, the key attribute of sparsity is not precisely captured by scalar metrics such as bandwidth or matrix dimensions. Advancing prior methodologies, this research introduces matrix sparsity depiction via RGB images. Utilizing a convolutional neural network (CNN), the task of preconditioner selection turns into a multi-class classification problem. Extensive tests on 126 SuiteSparse matrices emphasize the enhanced prowess of the CNN model, noting a 32% boost in accuracy and a 25% reduction in computational slowdown., Comment: 23 pages, 8 figures, 9 tables

The power prior is a popular class of informative priors for incorporating information from historical data. It involves raising the likelihood for the historical data to a power, which acts as discounting parameter. When the discounting parameter is modelled as random, the normalized power prior is recommended. In this work, we prove that the marginal posterior for the discounting parameter for generalized linear models converges to a point mass at zero if there is any discrepancy between the historical and current data, and that it does not converge to a point mass at one when they are fully compatible. In addition, we explore the construction of optimal priors for the discounting parameter in a normalized power prior. In particular, we are interested in achieving the dual objectives of encouraging borrowing when the historical and current data are compatible and limiting borrowing when they are in conflict. We propose intuitive procedures for eliciting the shape parameters of a beta prior for the discounting parameter based on two minimization criteria, the Kullback-Leibler divergence and the mean squared error. Based on the proposed criteria, the optimal priors derived are often quite different from commonly used priors such as the uniform prior.