Accounting for phase variability is a critical challenge in functional data analysis. To separate it from amplitude variation, functional data are registered, i.e., their observed domains are deformed elastically so that the resulting functions are aligned with template functions. At present, most available registration approaches are limited to datasets of complete and densely measured curves with Gaussian noise. However, many real-world functional data sets are not Gaussian and contain incomplete curves, in which the underlying process is not recorded over its entire domain. In this work, we extend and refine a framework for joint likelihood-based registration and latent Gaussian process-based generalized functional principal component analysis that is able to handle incomplete curves. Our approach is accompanied by sophisticated open-source software, allowing for its application in diverse non-Gaussian data settings and a public code repository to reproduce all results. We register data from a seismological application comprising spatially indexed, incomplete ground velocity time series with a highly volatile Gamma structure. We describe, implement and evaluate the approach for such incomplete non-Gaussian functional data and compare it to existing routines.
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This article studies global testing of the slope function in functional linear regression model in the framework of reproducing kernel Hilbert space. We propose a new testing statistic based on smoothness regularization estimators. The asymptotic distribution of the testing statistic is established under null hypothesis. It is shown that the null asymptotic distribution is determined jointly by the reproducing kernel and the covariance function. Our theoretical analysis shows that the proposed testing is consistent over a class of smooth local alternatives. Despite the generality of the method of regularization, we show the procedure is easily implementable. Numerical examples are provided to demonstrate the empirical advantages over the competing methods.
Data cleaning is a crucial part of every data analysis exercise. Yet, the currently available R packages do not provide fast and robust methods for cleaning and preparation of time series data. The open source package tsrobprep introduces efficient methods for handling missing values and outliers using model based approaches. For data imputation a probabilistic replacement model is proposed, which may consist of autoregressive components and external inputs. For outlier detection a clustering algorithm based on finite mixture modelling is introduced, which considers time series properties in terms of the gradient and the underlying seasonality as features. The procedure allows to return a probability for each observation being outlying data as well as a specific cause for an outlier assignment in terms of the provided feature space. The methods work robust and are fully tunable. Moreover, by providing the auto_data_cleaning function the data preprocessing can be carried out in one cast, without comprehensive tuning and providing suitable results. The primary motivation of the package is the preprocessing of energy system data. We present application for electricity load, wind and solar power data.
One of the major issues in the computational mechanics is to take into account the geometrical complexity. To overcome this difficulty and to avoid the expensive mesh generation, geometrically unfitted methods, i.e. the numerical methods using the simple computational meshes that do not fit the boundary of the domain, and/or the internal interfaces, have been widely developed. In the present work, we investigate the performances of an unfitted method called $\phi$-FEM that converges optimally and uses classical finite element spaces so that it can be easily implemented using general FEM libraries. The main idea is to take into account the geometry thanks to a level set function describing the boundary or the interface. Up to now, the $\phi$-FEM approach has been proposed, tested and substantiated mathematically only in some simplest settings: Poisson equation with Dirichlet/Neumann/Robin boundary conditions. Our goal here is to demonstrate its applicability to some more sophisticated governing equations arising in the computational mechanics. We consider the linear elasticity equations accompanied by either pure Dirichlet boundary conditions or by the mixed ones (Dirichlet and Neumann boundary conditions co-existing on parts of the boundary), an interface problem (linear elasticity with material coefficients abruptly changing over an internal interface), a model of elastic structures with cracks, and finally the heat equation. In all these settings, we derive an appropriate variant of $\phi$-FEM and then illustrate it by numerical tests on manufactured solutions. We also compare the accuracy and efficiency of $\phi$-FEM with those of the standard fitted FEM on the meshes of similar size, revealing the substantial gains that can be achieved by $\phi$-FEM in both the accuracy and the computational time.
This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages. Requiring minimal assumptions, it extends recently published parametric versions of the methodology and generalizes it. If the underlying data generating process is asymmetric, it gives uniformly better prediction and inference performance over the parametric formulation. Furthermore, it introduces a new classification statistic utilizing which I show that overall, it has better model fit, inference and classification performance than the parametric version, and the difference in performance is statistically significant especially if the data generating process is asymmetric. In addition, the methodology can be used to perform model diagnostics for any model specification. This is a highly useful result, and it extends existing work for categorical model diagnostics broadly across the sciences. The mathematical results also highlight important new findings regarding the interplay of statistical significance and scientific significance. Finally, the methodology is applied to various real-world datasets to show that it may outperform widely used existing models, including Random Forests and Deep Neural Networks with very few iterations.
Vector autoregression model is ubiquitous in classical time series data analysis. With the rapid advance of social network sites, time series data over latent graph is becoming increasingly popular. In this paper, we develop a novel Bayesian grouped network autoregression model to simultaneously estimate group information (number of groups and group configurations) and group-wise parameters. Specifically, a graphically assisted Chinese restaurant process is incorporated under framework of the network autoregression model to improve the statistical inference performance. An efficient Markov chain Monte Carlo sampling algorithm is used to sample from the posterior distribution. Extensive studies are conducted to evaluate the finite sample performance of our proposed methodology. Additionally, we analyze two real datasets as illustrations of the effectiveness of our approach.
Rigid registration of partial observations is a fundamental problem in various applied fields. In computer graphics, special attention has been given to the registration between two partial point clouds generated by scanning devices. State-of-the-art registration techniques still struggle when the overlap region between the two point clouds is small, and completely fail if there is no overlap between the scan pairs. In this paper, we present a learning-based technique that alleviates this problem, and allows registration between point clouds, presented in arbitrary poses, and having little or even no overlap, a setting that has been referred to as tele-registration. Our technique is based on a novel neural network design that learns a prior of a class of shapes and can complete a partial shape. The key idea is combining the registration and completion tasks in a way that reinforces each other. In particular, we simultaneously train the registration network and completion network using two coupled flows, one that register-and-complete, and one that complete-and-register, and encourage the two flows to produce a consistent result. We show that, compared with each separate flow, this two-flow training leads to robust and reliable tele-registration, and hence to a better point cloud prediction that completes the registered scans. It is also worth mentioning that each of the components in our neural network outperforms state-of-the-art methods in both completion and registration. We further analyze our network with several ablation studies and demonstrate its performance on a large number of partial point clouds, both synthetic and real-world, that have only small or no overlap.
We develop a post-selective Bayesian framework to jointly and consistently estimate parameters in group-sparse linear regression models. After selection with the Group LASSO (or generalized variants such as the overlapping, sparse, or standardized Group LASSO), uncertainty estimates for the selected parameters are unreliable in the absence of adjustments for selection bias. Existing post-selective approaches are limited to uncertainty estimation for (i) real-valued projections onto very specific selected subspaces for the group-sparse problem, (ii) selection events categorized broadly as polyhedral events that are expressible as linear inequalities in the data variables. Our Bayesian methods address these gaps by deriving a likelihood adjustment factor, and an approximation thereof, that eliminates bias from selection. Paying a very nominal price for this adjustment, experiments on simulated data, and data from the Human Connectome Project demonstrate the efficacy of our methods for a joint estimation of group-sparse parameters and their uncertainties post selection.
Molecular mechanics (MM) potentials have long been a workhorse of computational chemistry. Leveraging accuracy and speed, these functional forms find use in a wide variety of applications in biomolecular modeling and drug discovery, from rapid virtual screening to detailed free energy calculations. Traditionally, MM potentials have relied on human-curated, inflexible, and poorly extensible discrete chemical perception rules (atom types}) for applying parameters to small molecules or biopolymers, making it difficult to optimize both types and parameters to fit quantum chemical or physical property data. Here, we propose an alternative approach that uses graph neural networks to perceive chemical environments, producing continuous atom embeddings from which valence and nonbonded parameters can be predicted using invariance-preserving layers. Since all stages are built from smooth neural functions, the entire process -- spanning chemical perception to parameter assignment -- is modular and end-to-end differentiable with respect to model parameters, allowing new force fields to be easily constructed, extended, and applied to arbitrary molecules. We show that this approach is not only sufficiently expressive to reproduce legacy atom types, but that it can learn and extend existing molecular mechanics force fields and construct entirely new force fields applicable to both biopolymers and small molecules from quantum chemical calculations, and even learn to accurately predict free energies from experimental observables. This approach is implemented in the free and open source package Espaloma, available at //github.com/choderalab/espaloma.
Clustering is an essential data mining tool that aims to discover inherent cluster structure in data. For most applications, applying clustering is only appropriate when cluster structure is present. As such, the study of clusterability, which evaluates whether data possesses such structure, is an integral part of cluster analysis. However, methods for evaluating clusterability vary radically, making it challenging to select a suitable measure. In this paper, we perform an extensive comparison of measures of clusterability and provide guidelines that clustering users can reference to select suitable measures for their applications.
Like any large software system, a full-fledged DBMS offers an overwhelming amount of configuration knobs. These range from static initialisation parameters like buffer sizes, degree of concurrency, or level of replication to complex runtime decisions like creating a secondary index on a particular column or reorganising the physical layout of the store. To simplify the configuration, industry grade DBMSs are usually shipped with various advisory tools, that provide recommendations for given workloads and machines. However, reality shows that the actual configuration, tuning, and maintenance is usually still done by a human administrator, relying on intuition and experience. Recent work on deep reinforcement learning has shown very promising results in solving problems, that require such a sense of intuition. For instance, it has been applied very successfully in learning how to play complicated games with enormous search spaces. Motivated by these achievements, in this work we explore how deep reinforcement learning can be used to administer a DBMS. First, we will describe how deep reinforcement learning can be used to automatically tune an arbitrary software system like a DBMS by defining a problem environment. Second, we showcase our concept of NoDBA at the concrete example of index selection and evaluate how well it recommends indexes for given workloads.
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