Using a fully Bayesian approach, Gaussian Process regression is extended to include marginalisation over the kernel choice and kernel hyperparameters. In addition, Bayesian model comparison via the evidence enables direct kernel comparison. The calculation of the joint posterior was implemented with a transdimensional sampler which simultaneously samples over the discrete kernel choice and their hyperparameters by embedding these in a higher-dimensional space, from which samples are taken using nested sampling. This method was explored on synthetic data from exoplanet transit light curve simulations. The true kernel was recovered in the low noise region while no kernel was preferred for larger noise. Furthermore, inference of the physical exoplanet hyperparameters was conducted. In the high noise region, either the bias in the posteriors was removed, the posteriors were broadened or the accuracy of the inference was increased. In addition, the uncertainty in mean function predictive distribution increased due to the uncertainty in the kernel choice. Subsequently, the method was extended to marginalisation over mean functions and noise models and applied to the inference of the present-day Hubble parameter, $H_0$, from real measurements of the Hubble parameter as a function of redshift, derived from the cosmologically model-independent cosmic chronometer and {\Lambda}CDM-dependent baryon acoustic oscillation observations. The inferred $H_0$ values from the cosmic chronometers, baryon acoustic oscillations and combined datasets are $H_0$ = 66$\pm$6 km/s/Mpc, $H_0$ = 67$\pm$10 km/s/Mpc and $H_0$ = 69$\pm$6 km/s/Mpc, respectively. The kernel posterior of the cosmic chronometers dataset prefers a non-stationary linear kernel. Finally, the datasets are shown to be not in tension with ln(R)=12.17$\pm$0.02.
相關內容
The Gerber-Shiu function is a classical research topic in actuarial science.However, exact solutions are only available in the literature for very specific cases where the claim amounts follow distributions such as the exponential distribution. This presents a longstanding challenge, particularly from a computational perspective. For the classical risk process in continuous time, the Gerber-Shiu discounted penalty function satisfies a class of Volterra integral equations. In this paper, we use the collocation method to compute the Gerber-Shiu function for risk model with interest. Our methodology demonstrates that the function can be expressed as a linear algebraic system, which is straightforward to implement. One major advantage of our approach is that it does not require any specific distributional assumptions on the claim amounts, except for mild differentiability and continuity conditions that can be easily verified. We also examine the convergence orders of the collocation method. Finally, we present several numerical examples to illustrate the desirable performance of our proposed method.
Phase field models are gradient flows with their energy naturally dissipating in time. In order to preserve this property, many numerical schemes have been well-studied. In this paper we consider a well-known method, namely the exponential integrator method (EI). In the literature a few works studied several EI schemes for various phase field models and proved the energy dissipation by either requiring a strong Lipschitz condition on the nonlinear source term or certain $L^\infty$ bounds on the numerical solutions (maximum principle). However for phase field models such as the (non-local) Cahn-Hilliard equation, the maximum principle no longer exists. As a result, solving such models via EI schemes remains open for a long time. In this paper we aim to give a systematic approach on applying EI-type schemes to such models by solving the Cahn-Hilliard equation with a first order EI scheme and showing the energy dissipation. In fact second order EI schemes can be handled similarly and we leave the discussion in a subsequent paper. To our best knowledge, this is the first work to handle phase field models without assuming any strong Lipschitz condition or $L^\infty$ boundedness. Furthermore, we will analyze the $L^2$ error and present some numerical simulations to demonstrate the dynamics.
We consider the numerical approximation of variational problems with orthotropic growth, that is those where the integrand depends strongly on the coordinate directions with possibly different growth in each direction. Under realistic regularity assumptions we derive optimal error estimates. These estimates depend on the existence of an orthotropically stable interpolation operator. Over certain meshes we construct an orthotropically stable interpolant that is also a projection. Numerical experiments illustrate and explore the limits of our theory.
In a digraph, a quasi-kernel is a subset of vertices that is independent and such that the shortest path from every vertex to this subset is of length at most two. The "small quasi-kernel conjecture," proposed by Erd\H{o}s and Sz\'ekely in 1976, postulates that every sink-free digraph has a quasi-kernel whose size is within a fraction of the total number of vertices. The conjecture is even more precise with a $1/2$ ratio, but even with larger ratio, this property is known to hold only for few classes of graphs. The focus here is on small quasi-kernels in split graphs. This family of graphs has played a special role in the study of the conjecture since it was used to disprove a strengthening that postulated the existence of two disjoint quasi-kernels. The paper proves that every sink-free split digraph $D$ has a quasi-kernel of size at most $\frac{3}{4}|V(D)|$, and even of size at most two when the graph is an orientation of a complete split graph. It is also shown that computing a quasi-kernel of minimal size in a split digraph is W[2]-hard.
In PDE-constrained optimization, one aims to find design parameters that minimize some objective, subject to the satisfaction of a partial differential equation. A major challenges is computing gradients of the objective to the design parameters, as applying the chain rule requires computing the Jacobian of the design parameters to the PDE's state. The adjoint method avoids this Jacobian by computing partial derivatives of a Lagrangian. Evaluating these derivatives requires the solution of a second PDE with the adjoint differential operator to the constraint, resulting in a backwards-in-time simulation. Particle-based Monte Carlo solvers are often used to compute the solution to high-dimensional PDEs. However, such solvers have the drawback of introducing noise to the computed results, thus requiring stochastic optimization methods. To guarantee convergence in this setting, both the constraint and adjoint Monte Carlo simulations should simulate the same particle trajectories. For large simulations, storing full paths from the constraint equation for re-use in the adjoint equation becomes infeasible due to memory limitations. In this paper, we provide a reversible extension to the family of permuted congruential pseudorandom number generators (PCG). We then use such a generator to recompute these time-reversed paths for the heat equation, avoiding these memory issues.
A discrete time quantum walk is known to be the single-particle sector of a quantum cellular automaton. Searching in this mathematical framework has interested the community since a long time. However, most results consider spatial search on regular graphs. This work introduces a new quantum walk-based searching scheme, designed to search nodes or edges on arbitrary graphs. As byproduct, such new model allows to generalise quantum cellular automata, usually defined on regular grids, to quantum anonymous networks, allowing a new physics-like mathematical environment for distributed quantum computing.
Adaptive first-order optimizers are fundamental tools in deep learning, although they may suffer from poor generalization due to the nonuniform gradient scaling. In this work, we propose AdamL, a novel variant of the Adam optimizer, that takes into account the loss function information to attain better generalization results. We provide sufficient conditions that together with the Polyak-Lojasiewicz inequality, ensure the linear convergence of AdamL. As a byproduct of our analysis, we prove similar convergence properties for the EAdam, and AdaBelief optimizers. Experimental results on benchmark functions show that AdamL typically achieves either the fastest convergence or the lowest objective function values when compared to Adam, EAdam, and AdaBelief. These superior performances are confirmed when considering deep learning tasks such as training convolutional neural networks, training generative adversarial networks using vanilla convolutional neural networks, and long short-term memory networks. Finally, in the case of vanilla convolutional neural networks, AdamL stands out from the other Adam's variants and does not require the manual adjustment of the learning rate during the later stage of the training.
The Discrete Fourier Transform (DFT) is widely utilized for signal analysis but is plagued by spectral leakage, leading to inaccuracies in signal approximation. Window functions play a crucial role in mitigating spectral leakage by providing weighting mechanisms for discrete signals. In this paper, we introduce a novel window type based on exponential function, allowing for adjustable parameters and diverse variations. We present the formulation, properties, and motivation behind the design of the new window functions. Additionally, we analyze their behavior and evaluate their performance by comparing them with mainstream window functions using six parameters. Our findings demonstrate that these new window functions exhibit outstanding flexibility and versatility in signal analysis.
This paper proposes a new Helmholtz decomposition based windowed Green function (HD-WGF) method for solving the time-harmonic elastic scattering problems on a half-space with Dirichlet boundary conditions in both 2D and 3D. The Helmholtz decomposition is applied to separate the pressure and shear waves, which satisfy the Helmholtz and Helmholtz/Maxwell equations, respectively, and the corresponding boundary integral equations of type $(\mathbb{I}+\mathbb{T})\bs\phi=\bs f$, that couple these two waves on the unbounded surface, are derived based on the free-space fundamental solution of Helmholtz equation. This approach avoids the treatment of the complex elastic displacement tensor and traction operator that involved in the classical integral equation method for elastic problems. Then a smooth ``slow-rise'' windowing function is introduced to truncate the boundary integral equations and a ``correction'' strategy is proposed to ensure the uniformly fast convergence for all incident angles of plane incidence. Numerical experiments for both two and three dimensional problems are presented to demonstrate the accuracy and efficiency of the proposed method.
Most state-of-the-art machine learning techniques revolve around the optimisation of loss functions. Defining appropriate loss functions is therefore critical to successfully solving problems in this field. We present a survey of the most commonly used loss functions for a wide range of different applications, divided into classification, regression, ranking, sample generation and energy based modelling. Overall, we introduce 33 different loss functions and we organise them into an intuitive taxonomy. Each loss function is given a theoretical backing and we describe where it is best used. This survey aims to provide a reference of the most essential loss functions for both beginner and advanced machine learning practitioners.
小貼士
登錄享
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191