Nonparametric tests for functional data are a challenging class of tests to work with because of the potentially high dimensional nature of functional data. One of the main challenges for considering rank-based tests, like the Mann-Whitney or Wilcoxon Rank Sum tests (MWW), is that the unit of observation is a curve. Thus any rank-based test must consider ways of ranking curves. While several procedures, including depth-based methods, have recently been used to create scores for rank-based tests, these scores are not constructed under the null and often introduce additional, uncontrolled for variability. We therefore reconsider the problem of rank-based tests for functional data and develop an alternative approach that incorporates the null hypothesis throughout. Our approach first ranks realizations from the curves at each time point, summarizes the ranks for each subject using a sufficient statistic we derive, and finally re-ranks the sufficient statistics in a procedure we refer to as a doubly ranked test. As we demonstrate, doubly rank tests are more powerful while maintaining ideal type I error in the two sample, MWW setting. We also extend our framework to more than two samples, developing a Kruskal-Wallis test for functional data which exhibits good test characteristics as well. Finally, we illustrate the use of doubly ranked tests in functional data contexts from material science, climatology, and public health policy.
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The forecasting and computation of the stability of chaotic systems from partial observations are tasks for which traditional equation-based methods may not be suitable. In this computational paper, we propose data-driven methods to (i) infer the dynamics of unobserved (hidden) chaotic variables (full-state reconstruction); (ii) time forecast the evolution of the full state; and (iii) infer the stability properties of the full state. The tasks are performed with long short-term memory (LSTM) networks, which are trained with observations (data) limited to only part of the state: (i) the low-to-high resolution LSTM (LH-LSTM), which takes partial observations as training input, and requires access to the full system state when computing the loss; and (ii) the physics-informed LSTM (PI-LSTM), which is designed to combine partial observations with the integral formulation of the dynamical system's evolution equations. First, we derive the Jacobian of the LSTMs. Second, we analyse a chaotic partial differential equation, the Kuramoto-Sivashinsky (KS), and the Lorenz-96 system. We show that the proposed networks can forecast the hidden variables, both time-accurately and statistically. The Lyapunov exponents and covariant Lyapunov vectors, which characterize the stability of the chaotic attractors, are correctly inferred from partial observations. Third, the PI-LSTM outperforms the LH-LSTM by successfully reconstructing the hidden chaotic dynamics when the input dimension is smaller or similar to the Kaplan-Yorke dimension of the attractor. This work opens new opportunities for reconstructing the full state, inferring hidden variables, and computing the stability of chaotic systems from partial data.
The goal of inductive logic programming is to induce a logic program (a set of logical rules) that generalises training examples. Inducing programs with many rules and literals is a major challenge. To tackle this challenge, we introduce an approach where we learn small non-separable programs and combine them. We implement our approach in a constraint-driven ILP system. Our approach can learn optimal and recursive programs and perform predicate invention. Our experiments on multiple domains, including game playing and program synthesis, show that our approach can drastically outperform existing approaches in terms of predictive accuracies and learning times, sometimes reducing learning times from over an hour to a few seconds.
This paper studies model checking for general parametric regression models having no dimension reduction structures on the predictor vector. Using any U-statistic type test as an initial test, this paper combines the sample-splitting and conditional studentization approaches to construct a COnditionally Studentized Test (COST). Whether the initial test is global or local smoothing-based; the dimension of the predictor vector and the number of parameters are fixed or diverge at a certain rate, the proposed test always has a normal weak limit under the null hypothesis. When the dimension of the predictor vector diverges to infinity at faster rate than the number of parameters, even the sample size, these results are still available under some conditions. This shows the potential of our method to handle higher dimensional problems. Further, the test can detect the local alternatives distinct from the null hypothesis at the fastest possible rate of convergence in hypothesis testing. We also discuss the optimal sample splitting in power performance. The numerical studies offer information on its merits and limitations in finite sample cases including the setting where the dimension of predictor vector equals the sample size. As a generic methodology, it could be applied to other testing problems.
Time-dependent basis reduced order models (TDB ROMs) have successfully been used for approximating the solution to nonlinear stochastic partial differential equations (PDEs). For many practical problems of interest, discretizing these PDEs results in massive matrix differential equations (MDEs) that are too expensive to solve using conventional methods. While TDB ROMs have the potential to significantly reduce this computational burden, they still suffer from the following challenges: (i) inefficient for general nonlinearities, (ii) intrusive implementation, (iii) ill-conditioned in the presence of small singular values, and (iv) error accumulation due to fixed rank. To this end, we present a scalable method based on oblique projections for solving TDB ROMs that is computationally efficient, minimally intrusive, robust in the presence of small singular values, rank-adaptive, and highly parallelizable. These favorable properties are achieved via low-rank approximation of the time discrete MDE. Using the discrete empirical interpolation method (DEIM), a low-rank decomposition is computed at each iteration of the time stepping scheme, enabling a near-optimal approximation at a fraction of the cost. We coin the new approach TDB-CUR since it is equivalent to a CUR decomposition based on sparse row and column samples of the MDE. We also propose a rank-adaptive procedure to control the error on-the-fly. Numerical results demonstrate the accuracy, efficiency, and robustness of the new method for a diverse set of problems.
Local modifications of a computational domain are often performed in order to simplify the meshing process and to reduce computational costs and memory requirements. However, removing geometrical features of a domain often introduces a non-negligible error in the solution of a differential problem in which it is defined. In this work, we extend the results from [1] by studying the case of domains containing an arbitrary number of distinct Neumann features, and by performing an analysis on Poisson's, linear elasticity, and Stokes' equations. We introduce a simple, computationally cheap, reliable, and efficient a posteriori estimator of the geometrical defeaturing error. Moreover, we also introduce a geometric refinement strategy that accounts for the defeaturing error: Starting from a fully defeatured geometry, the algorithm determines at each iteration step which features need to be added to the geometrical model to reduce the defeaturing error. These important features are then added to the (partially) defeatured geometrical model at the next iteration, until the solution attains a prescribed accuracy. A wide range of two- and three-dimensional numerical experiments are finally reported to illustrate this work.
We consider the fundamental task of optimizing a real-valued function defined in a potentially high-dimensional Euclidean space, such as the loss function in many machine-learning tasks or the logarithm of the probability distribution in statistical inference. We use the warped Riemannian geometry notions to redefine the optimisation problem of a function on Euclidean space to a Riemannian manifold with a warped metric, and then find the function's optimum along this manifold. The warped metric chosen for the search domain induces a computational friendly metric-tensor for which optimal search directions associate with geodesic curves on the manifold becomes easier to compute. Performing optimization along geodesics is known to be generally infeasible, yet we show that in this specific manifold we can analytically derive Taylor approximations up to third-order. In general these approximations to the geodesic curve will not lie on the manifold, however we construct suitable retraction maps to pull them back onto the manifold. Therefore, we can efficiently optimize along the approximate geodesic curves. We cover the related theory, describe a practical optimization algorithm and empirically evaluate it on a collection of challenging optimisation benchmarks. Our proposed algorithm, using third-order approximation of geodesics, outperforms standard Euclidean gradient-based counterparts in term of number of iterations until convergence and an alternative method for Hessian-based optimisation routines.
We discuss applications of exact structures and relative homological algebra to the study of invariants of multiparameter persistence modules. This paper is mostly expository, but does contain a pair of novel results. Over finite posets, classical arguments about the relative projective modules of an exact structure make use of Auslander-Reiten theory. One of our results establishes a new adjunction which allows us to "lift" these arguments to certain infinite posets over which Auslander-Reiten theory is not available. We give several examples of this lifting, in particular highlighting the non-existence and existence of resolutions by upsets when working with finitely presentable representations of the plane and of the closure of the positive quadrant, respectively. We then restrict our attention to finite posets. In this setting, we discuss the relationship between the global dimension of an exact structure and the representation dimension of the incidence algebra of the poset. We conclude with our second novel contribution. This is an explicit description of the irreducible morphisms between relative projective modules for several exact structures which have appeared previously in the literature.
Discrete latent space models have recently achieved performance on par with their continuous counterparts in deep variational inference. While they still face various implementation challenges, these models offer the opportunity for a better interpretation of latent spaces, as well as a more direct representation of naturally discrete phenomena. Most recent approaches propose to train separately very high-dimensional prior models on the discrete latent data which is a challenging task on its own. In this paper, we introduce a latent data model where the discrete state is a Markov chain, which allows fast end-to-end training. The performance of our generative model is assessed on a building management dataset and on the publicly available Electricity Transformer Dataset.
Uniform error estimates of a bi-fidelity method for a kinetic-fluid coupled model with random initial inputs in the fine particle regime are proved in this paper. Such a model is a system coupling the incompressible Navier-Stokes equations to the Vlasov-Fokker-Planck equations for a mixture of the flows with distinct particle sizes. The main analytic tool is the hypocoercivity analysis for the multi-phase Navier-Stokes-Vlasov-Fokker-Planck system with uncertainties, considering solutions in a perturbative setting near the global equilibrium. This allows us to obtain the error estimates in both kinetic and hydrodynamic regimes.
The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite giving a near-perfect fit to training data without any explicit effort to control model complexity, these methods exhibit excellent predictive accuracy. We conjecture that specific principles underlie these phenomena: that overparametrization allows gradient methods to find interpolating solutions, that these methods implicitly impose regularization, and that overparametrization leads to benign overfitting. We survey recent theoretical progress that provides examples illustrating these principles in simpler settings. We first review classical uniform convergence results and why they fall short of explaining aspects of the behavior of deep learning methods. We give examples of implicit regularization in simple settings, where gradient methods lead to minimal norm functions that perfectly fit the training data. Then we review prediction methods that exhibit benign overfitting, focusing on regression problems with quadratic loss. For these methods, we can decompose the prediction rule into a simple component that is useful for prediction and a spiky component that is useful for overfitting but, in a favorable setting, does not harm prediction accuracy. We focus specifically on the linear regime for neural networks, where the network can be approximated by a linear model. In this regime, we demonstrate the success of gradient flow, and we consider benign overfitting with two-layer networks, giving an exact asymptotic analysis that precisely demonstrates the impact of overparametrization. We conclude by highlighting the key challenges that arise in extending these insights to realistic deep learning settings.
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