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Forward regression is a crucial methodology for automatically identifying important predictors from a large pool of potential covariates. In contexts with moderate predictor correlation, forward selection techniques can achieve screening consistency. However, this property gradually becomes invalid in the presence of substantially correlated variables, especially in high-dimensional datasets where strong correlations exist among predictors. This dilemma is encountered by other model selection methods in literature as well. To address these challenges, we introduce a novel decorrelated forward (DF) selection framework for generalized mean regression models, including prevalent models, such as linear, logistic, Poisson, and quasi likelihood. The DF selection framework stands out because of its ability to convert generalized mean regression models into linear ones, thus providing a clear interpretation of the forward selection process. It also offers a closed-form expression for forward iteration, to improve practical applicability and efficiency. Theoretically, we establish the screening consistency of DF selection and determine the upper bound of the selected submodel's size. To reduce computational burden, we develop a thresholding DF algorithm that provides a stopping rule for the forward-searching process. Simulations and two real data applications show the outstanding performance of our method compared with some existing model selection methods.

Ordinary differential equations (ODE) are a popular tool to model the spread of infectious diseases, yet they implicitly assume an exponential distribution to describe the flow from one infection state to another. However, scientific experience yields more plausible distributions where the likelihood of disease progression or recovery changes accordingly with the duration spent in a particular state of the disease. Furthermore, transmission dynamics depend heavily on the infectiousness of individuals. The corresponding nonlinear variation with the time individuals have already spent in an infectious state requires more realistic models. The previously mentioned items are particularly crucial when modeling dynamics at change points such as the implementation of nonpharmaceutical interventions. In order to capture these aspects and to enhance the accuracy of simulations, integro-differential equations (IDE) can be used. In this paper, we propose a generalized model based on integro-differential equations with eight infection states. The model allows for variable stay time distributions and generalizes the concept of ODE-based models as well as IDE-based age-of-infection models. In this, we include particular infection states for severe and critical cases to allow for surveillance of the clinical sector, avoiding bottlenecks and overloads in critical epidemic situations. We will extend a recently introduced nonstandard numerical scheme to solve a simpler IDE-based model. This scheme is adapted to our more advanced model and we prove important mathematical and biological properties for the numerical solution. Furthermore, we validate our approach numerically by demonstrating the convergence rate. Eventually, we also show that our novel model is intrinsically capable of better assessing disease dynamics upon the introduction of nonpharmaceutical interventions.

Generative diffusion models apply the concept of Langevin dynamics in physics to machine leaning, attracting a lot of interests from engineering, statistics and physics, but a complete picture about inherent mechanisms is still lacking. In this paper, we provide a transparent physics analysis of diffusion models, formulating the fluctuation theorem, entropy production, equilibrium measure, and Franz-Parisi potential to understand the dynamic process and intrinsic phase transitions. Our analysis is rooted in a path integral representation of both forward and backward dynamics, and in treating the reverse diffusion generative process as a statistical inference, where the time-dependent state variables serve as quenched disorder akin to that in spin glass theory. Our study thus links stochastic thermodynamics, statistical inference and geometry based analysis together to yield a coherent picture about how the generative diffusion models work.

Quadratic programming over orthogonal matrices encompasses a broad class of hard optimization problems that do not have an efficient quantum representation. Such problems are instances of the little noncommutative Grothendieck problem (LNCG), a generalization of binary quadratic programs to continuous, noncommutative variables. In this work, we establish a natural embedding for this class of LNCG problems onto a fermionic Hamiltonian, thereby enabling the study of this classical problem with the tools of quantum information. This embedding is accomplished by a new representation of orthogonal matrices as fermionic quantum states, which we achieve through the well-known double covering of the orthogonal group. Correspondingly, the embedded LNCG Hamiltonian is a two-body fermion model. Determining extremal states of this Hamiltonian provides an outer approximation to the original problem, a quantum analogue to classical semidefinite relaxations. In particular, when optimizing over the \emph{special} orthogonal group our quantum relaxation obeys additional, powerful constraints based on the convex hull of rotation matrices. The classical size of this convex-hull representation is exponential in matrix dimension, whereas our quantum representation requires only a linear number of qubits. Finally, to project the relaxed solution back into the feasible space, we propose rounding procedures which return orthogonal matrices from appropriate measurements of the quantum state. Through numerical experiments we provide evidence that this rounded quantum relaxation can produce high-quality approximations.

Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme value distributions have turned out to provide challenges for the application of PCA since their constraint support impedes the detection of lower-dimensional structures and heavy-tails can imply that second moments do not exist, thereby preventing the application of classical variance-based techniques for PCA. We adapt PCA to max-stable distributions using a regression setting and employ max-linear maps to project the random vector to a lower-dimensional space while preserving max-stability. We also provide a characterization of those distributions which allow for a perfect reconstruction from the lower-dimensional representation. Finally, we demonstrate how an optimal projection matrix can be consistently estimated and show viability in practice with a simulation study and application to a benchmark dataset.

P-value functions are modern statistical tools that unify effect estimation and hypothesis testing and can provide alternative point and interval estimates compared to standard meta-analysis methods, using any of the many p-value combination procedures available (Xie et al., 2011, JASA). We provide a systematic comparison of different combination procedures, both from a theoretical perspective and through simulation. We show that many prominent p-value combination methods (e.g. Fisher's method) are not invariant to the orientation of the underlying one-sided p-values. Only Edgington's method, a lesser-known combination method based on the sum of p-values, is orientation-invariant and provides confidence intervals not restricted to be symmetric around the point estimate. Adjustments for heterogeneity can also be made and results from a simulation study indicate that the approach can compete with more standard meta-analytic methods.

In this paper, we consider a class of discontinuous Galerkin (DG) methods for one-dimensional nonlocal diffusion (ND) problems. The nonlocal models, which are integral equations, are widely used in describing many physical phenomena with long-range interactions. The ND problem is the nonlocal analog of the classic diffusion problem, and as the interaction radius (horizon) vanishes, then the nonlocality disappears and the ND problem converges to the classic diffusion problem. Under certain conditions, the exact solution to the ND problem may exhibit discontinuities, setting it apart from the classic diffusion problem. Since the DG method shows its great advantages in resolving problems with discontinuities in computational fluid dynamics over the past several decades, it is natural to adopt the DG method to compute the ND problems. Based on [Du-Ju-Lu-Tian-CAMC2020], we develop the DG methods with different penalty terms, ensuring that the proposed DG methods have local counterparts as the horizon vanishes. This indicates the proposed methods will converge to the existing DG schemes as the horizon vanishes, which is crucial for achieving asymptotic compatibility. Rigorous proofs are provided to demonstrate the stability, error estimates, and asymptotic compatibility of the proposed DG schemes. To observe the effect of the nonlocal diffusion, we also consider the time-dependent convection-diffusion problems with nonlocal diffusion. We conduct several numerical experiments, including accuracy tests and Burgers' equation with nonlocal diffusion, and various horizons are taken to show the good performance of the proposed algorithm and validate the theoretical findings.

We study a type of Riemannian gradient descent (RGD) algorithm, designed through Riemannian preconditioning, for optimization on $\mathcal{M}_k^{m\times n}$ -- the set of $m\times n$ real matrices with a fixed rank $k$. Our analysis is based on a quotient geometric view of $\mathcal{M}_k^{m\times n}$: by identifying this set with the quotient manifold of a two-term product space $\mathbb{R}_*^{m\times k}\times \mathbb{R}_*^{n\times k}$ of matrices with full column rank via matrix factorization, we find an explicit form for the update rule of the RGD algorithm, which leads to a novel approach to analysing their convergence behavior in rank-constrained optimization. We then deduce some interesting properties that reflect how RGD distinguishes from other matrix factorization algorithms such as those based on the Euclidean geometry. In particular, we show that the RGD algorithm is not only faster than Euclidean gradient descent but also does not rely on balancing techniques to ensure its efficiency while the latter does. We further show that this RGD algorithm is guaranteed to solve matrix sensing and matrix completion problems with linear convergence rate under the restricted positive definiteness property. Numerical experiments on matrix sensing and completion are provided to demonstrate these properties.

In emergencies, the ability to quickly and accurately gather environmental data and command information, and to make timely decisions, is particularly critical. Traditional semantic communication frameworks, primarily based on a single modality, are susceptible to complex environments and lighting conditions, thereby limiting decision accuracy. To this end, this paper introduces a multimodal generative semantic communication framework named mm-GESCO. The framework ingests streams of visible and infrared modal image data, generates fused semantic segmentation maps, and transmits them using a combination of one-hot encoding and zlib compression techniques to enhance data transmission efficiency. At the receiving end, the framework can reconstruct the original multimodal images based on the semantic maps. Additionally, a latent diffusion model based on contrastive learning is designed to align different modal data within the latent space, allowing mm-GESCO to reconstruct latent features of any modality presented at the input. Experimental results demonstrate that mm-GESCO achieves a compression ratio of up to 200 times, surpassing the performance of existing semantic communication frameworks and exhibiting excellent performance in downstream tasks such as object classification and detection.

The strong convergence of an explicit full-discrete scheme is investigated for the stochastic Burgers-Huxley equation driven by additive space-time white noise, which possesses both Burgers-type and cubic nonlinearities. To discretize the continuous problem in space, we utilize a spectral Galerkin method. Subsequently, we introduce a nonlinear-tamed exponential integrator scheme, resulting in a fully discrete scheme. Within the framework of semigroup theory, this study provides precise estimations of the Sobolev regularity, $L^\infty$ regularity in space, and H\"older continuity in time for the mild solution, as well as for its semi-discrete and full-discrete approximations. Building upon these results, we establish moment boundedness for the numerical solution and obtain strong convergence rates in both spatial and temporal dimensions. A numerical example is presented to validate the theoretical findings.