Recently, there has been a growing interest in mixed-categorical metamodels based on Gaussian Process (GP) for Bayesian optimization. In this context, different approaches can be used to build the mixed-categorical GP. Many of these approaches involve a high number of hyperparameters; in fact, the more general and precise the strategy used to build the GP, the greater the number of hyperparameters to estimate. This paper introduces an innovative dimension reduction algorithm that relies on partial least squares regression to reduce the number of hyperparameters used to build a mixed-variable GP. Our goal is to generalize classical dimension reduction techniques commonly used within GP (for continuous inputs) to handle mixed-categorical inputs. The good potential of the proposed method is demonstrated in both structural and multidisciplinary application contexts. The targeted applications include the analysis of a cantilever beam as well as the optimization of a green aircraft, resulting in a significant 439-kilogram reduction in fuel consumption during a single mission.
We propose a new framework of Hessian-free force-gradient integrators that do not require the analytical expression of the force-gradient term based on the Hessian of the potential. Due to that the new class of decomposition algorithms for separable Hamiltonian systems with quadratic kinetic energy may be particularly useful when applied to Hamiltonian systems where an evaluation of the Hessian is significantly more expensive than an evaluation of its gradient, e.g. in molecular dynamics simulations of classical systems. Numerical experiments of an N-body problem, as well as applications to the molecular dynamics step in the Hybrid Monte Carlo (HMC) algorithm for lattice simulations of the Schwinger model and Quantum Chromodynamics (QCD) verify these expectations.
The Fisher-Rao distance between two probability distributions of a statistical model is defined as the Riemannian geodesic distance induced by the Fisher information metric. In order to calculate the Fisher-Rao distance in closed-form, we need (1) to elicit a formula for the Fisher-Rao geodesics, and (2) to integrate the Fisher length element along those geodesics. We consider several numerically robust approximation and bounding techniques for the Fisher-Rao distances: First, we report generic upper bounds on Fisher-Rao distances based on closed-form 1D Fisher-Rao distances of submodels. Second, we describe several generic approximation schemes depending on whether the Fisher-Rao geodesics or pregeodesics are available in closed-form or not. In particular, we obtain a generic method to guarantee an arbitrarily small additive error on the approximation provided that Fisher-Rao pregeodesics and tight lower and upper bounds are available. Third, we consider the case of Fisher metrics being Hessian metrics, and report generic tight upper bounds on the Fisher-Rao distances using techniques of information geometry. Uniparametric and biparametric statistical models always have Fisher Hessian metrics, and in general a simple test allows to check whether the Fisher information matrix yields a Hessian metric or not. Fourth, we consider elliptical distribution families and show how to apply the above techniques to these models. We also propose two new distances based either on the Fisher-Rao lengths of curves serving as proxies of Fisher-Rao geodesics, or based on the Birkhoff/Hilbert projective cone distance. Last, we consider an alternative group-theoretic approach for statistical transformation models based on the notion of maximal invariant which yields insights on the structures of the Fisher-Rao distance formula which may be used fruitfully in applications.
This work presents an abstract framework for the design, implementation, and analysis of the multiscale spectral generalized finite element method (MS-GFEM), a particular numerical multiscale method originally proposed in [I. Babuska and R. Lipton, Multiscale Model.\;\,Simul., 9 (2011), pp.~373--406]. MS-GFEM is a partition of unity method employing optimal local approximation spaces constructed from local spectral problems. We establish a general local approximation theory demonstrating exponential convergence with respect to local degrees of freedom under certain assumptions, with explicit dependence on key problem parameters. Our framework applies to a broad class of multiscale PDEs with $L^{\infty}$-coefficients in both continuous and discrete, finite element settings, including highly indefinite problems (convection-dominated diffusion, as well as the high-frequency Helmholtz, Maxwell and elastic wave equations with impedance boundary conditions), and higher-order problems. Notably, we prove a local convergence rate of $O(e^{-cn^{1/d}})$ for MS-GFEM for all these problems, improving upon the $O(e^{-cn^{1/(d+1)}})$ rate shown by Babuska and Lipton. Moreover, based on the abstract local approximation theory for MS-GFEM, we establish a unified framework for showing low-rank approximations to multiscale PDEs. This framework applies to the aforementioned problems, proving that the associated Green's functions admit an $O(|\log\epsilon|^{d})$-term separable approximation on well-separated domains with error $\epsilon>0$. Our analysis improves and generalizes the result in [M. Bebendorf and W. Hackbusch, Numerische Mathematik, 95 (2003), pp.~1-28] where an $O(|\log\epsilon|^{d+1})$-term separable approximation was proved for Poisson-type problems.
Regression models that incorporate smooth functions of predictor variables to explain the relationships with a response variable have gained widespread usage and proved successful in various applications. By incorporating smooth functions of predictor variables, these models can capture complex relationships between the response and predictors while still allowing for interpretation of the results. In situations where the relationships between a response variable and predictors are explored, it is not uncommon to assume that these relationships adhere to certain shape constraints. Examples of such constraints include monotonicity and convexity. The scam package for R has become a popular package to carry out the full fitting of exponential family generalized additive modelling with shape restrictions on smooths. The paper aims to extend the existing framework of shape-constrained generalized additive models (SCAM) to accommodate smooth interactions of covariates, linear functionals of shape-constrained smooths and incorporation of residual autocorrelation. The methods described in this paper are implemented in the recent version of the package scam, available on the Comprehensive R Archive Network (CRAN).
Segmentation of brain structures on MRI is the primary step for further quantitative analysis of brain diseases. Manual segmentation is still considered the gold standard in terms of accuracy; however, such data is extremely time-consuming to generate. This paper presents a deep learning-based segmentation approach for 12 deep-brain structures, utilizing multiple region-based U-Nets. The brain is divided into three focal regions of interest that encompass the brainstem, the ventricular system, and the striatum. Next, three region-based U-nets are run in parallel to parcellate these larger structures into their respective four substructures. This approach not only greatly reduces the training and processing times but also significantly enhances the segmentation accuracy, compared to segmenting the entire MRI image at once. Our approach achieves remarkable accuracy with an average Dice Similarity Coefficient (DSC) of 0.901 and 95% Hausdorff Distance (HD95) of 1.155 mm. The method was compared with state-of-the-art segmentation approaches, demonstrating a high level of accuracy and robustness of the proposed method.
We present a novel solver technique for the anisotropic heat flux equation, aimed at the high level of anisotropy seen in magnetic confinement fusion plasmas. Such problems pose two major challenges: (i) discretization accuracy and (ii) efficient implicit linear solvers. We simultaneously address each of these challenges by constructing a new finite element discretization with excellent accuracy properties, tailored to a novel solver approach based on algebraic multigrid (AMG) methods designed for advective operators. We pose the problem in a mixed formulation, introducing the directional temperature gradient as an auxiliary variable. The temperature and auxiliary fields are discretized in a scalar discontinuous Galerkin space with upwinding principles used for discretizations of advection. We demonstrate the proposed discretization's superior accuracy over other discretizations of anisotropic heat flux, achieving error $1000\times$ smaller for anisotropy ratio of $10^9$, for $closed$ $field$ $lines$. The block matrix system is reordered and solved in an approach where the two advection operators are inverted using AMG solvers based on approximate ideal restriction (AIR), which is particularly efficient for upwind discontinuous Galerkin discretizations of advection. To ensure that the advection operators are non-singular, in this paper we restrict ourselves to considering open (acyclic) magnetic field lines for the linear solvers. We demonstrate fast convergence of the proposed iterative solver in highly anisotropic regimes where other diffusion-based AMG methods fail.
The well-conditioned multi-product formula (MPF), proposed by [Low, Kliuchnikov, and Wiebe, 2019], is a simple high-order time-independent Hamiltonian simulation algorithm that implements a linear combination of standard product formulas of low order. While the MPF aims to simultaneously exploit commutator scaling among Hamiltonians and achieve near-optimal time and precision dependence, its lack of a rigorous error bound on the nested commutators renders its practical advantage ambiguous. In this work, we conduct a rigorous complexity analysis of the well-conditioned MPF, demonstrating explicit commutator scaling and near-optimal time and precision dependence at the same time. Using our improved complexity analysis, we present several applications of practical interest where the MPF based on a second-order product formula can achieve a polynomial speedup in both system size and evolution time, as well as an exponential speedup in precision, compared to second-order and even higher-order product formulas. Compared to post-Trotter methods, the MPF based on a second-order product formula can achieve polynomially better scaling in system size, with only poly-logarithmic overhead in evolution time and precision.
We propose an implicit Discontinuous Galerkin (DG) discretization for incompressible two-phase flows using an artificial compressibility formulation. The conservative level set (CLS) method is employed in combination with a reinitialization procedure to capture the moving interface. A projection method based on the L-stable TR-BDF2 method is adopted for the time discretization of the Navier-Stokes equations and of the level set method. Adaptive Mesh Refinement (AMR) is employed to enhance the resolution in correspondence of the interface between the two fluids. The effectiveness of the proposed approach is shown in a number of classical benchmarks. A specific analysis on the influence of different choices of the mixture viscosity is also carried out.
In four-dimensional scanning transmission electron microscopy (4D STEM) a focused beam is scanned over a specimen and a diffraction pattern is recorded at each position using a pixelated detector. During the experiment, it must be ensured that the scan coordinate system of the beam is correctly calibrated relative to the detector coordinate system. Various simplified and approximate models are used implicitly and explicitly for understanding and analyzing the recorded data, requiring translation between the physical reality of the instrument and the abstractions used in data interpretation. Here, we introduce a calibration method where interactive live data processing in combination with a digital twin is used to match a set of models and their parameters with the action of a real-world instrument.
The random batch method (RBM) proposed in [Jin et al., J. Comput. Phys., 400(2020), 108877] for large interacting particle systems is an efficient with linear complexity in particle numbers and highly scalable algorithm for $N$-particle interacting systems and their mean-field limits when $N$ is large. We consider in this work the quantitative error estimate of RBM toward its mean-field limit, the Fokker-Planck equation. Under mild assumptions, we obtain a uniform-in-time $O(\tau^2 + 1/N)$ bound on the scaled relative entropy between the joint law of the random batch particles and the tensorized law at the mean-field limit, where $\tau$ is the time step size and $N$ is the number of particles. Therefore, we improve the existing rate in discretization step size from $O(\sqrt{\tau})$ to $O(\tau)$ in terms of the Wasserstein distance.