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Continuous determinantal point processes (DPPs) are a class of repulsive point processes on $\mathbb{R}^d$ with many statistical applications. Although an explicit expression of their density is known, it is too complicated to be used directly for maximum likelihood estimation. In the stationary case, an approximation using Fourier series has been suggested, but it is limited to rectangular observation windows and no theoretical results support it. In this contribution, we investigate a different way to approximate the likelihood by looking at its asymptotic behaviour when the observation window grows towards $\mathbb{R}^d$. This new approximation is not limited to rectangular windows, is faster to compute than the previous one, does not require any tuning parameter, and some theoretical justifications are provided. It moreover provides an explicit formula for estimating the asymptotic variance of the associated estimator. The performances are assessed in a simulation study on standard parametric models on $\mathbb{R}^d$ and compare favourably to common alternative estimation methods for continuous DPPs.

We consider point sources in hyperbolic equations discretized by finite differences. If the source is stationary, appropriate source discretization has been shown to preserve the accuracy of the finite difference method. Moving point sources, however, pose two challenges that do not appear in the stationary case. First, the discrete source must not excite modes that propagate with the source velocity. Second, the discrete source spectrum amplitude must be independent of the source position. We derive a source discretization that meets these requirements and prove design-order convergence of the numerical solution for the one-dimensional advection equation. Numerical experiments indicate design-order convergence also for the acoustic wave equation in two dimensions. The source discretization covers on the order of $\sqrt{N}$ grid points on an $N$-point grid and is applicable for source trajectories that do not touch domain boundaries.

Given input-output pairs of an elliptic partial differential equation (PDE) in three dimensions, we derive the first theoretically-rigorous scheme for learning the associated Green's function $G$. By exploiting the hierarchical low-rank structure of $G$, we show that one can construct an approximant to $G$ that converges almost surely and achieves a relative error of $\mathcal{O}(\Gamma_\epsilon^{-1/2}\log^3(1/\epsilon)\epsilon)$ using at most $\mathcal{O}(\epsilon^{-6}\log^4(1/\epsilon))$ input-output training pairs with high probability, for any $0<\epsilon<1$. The quantity $0<\Gamma_\epsilon\leq 1$ characterizes the quality of the training dataset. Along the way, we extend the randomized singular value decomposition algorithm for learning matrices to Hilbert--Schmidt operators and characterize the quality of covariance kernels for PDE learning.

We study population protocols, a model of distributed computing appropriate for modeling well-mixed chemical reaction networks and other physical systems where agents exchange information in pairwise interactions, but have no control over their schedule of interaction partners. The well-studied *majority* problem is that of determining in an initial population of $n$ agents, each with one of two opinions $A$ or $B$, whether there are more $A$, more $B$, or a tie. A *stable* protocol solves this problem with probability 1 by eventually entering a configuration in which all agents agree on a correct consensus decision of $\mathsf{A}$, $\mathsf{B}$, or $\mathsf{T}$, from which the consensus cannot change. We describe a protocol that solves this problem using $O(\log n)$ states ($\log \log n + O(1)$ bits of memory) and optimal expected time $O(\log n)$. The number of states $O(\log n)$ is known to be optimal for the class of polylogarithmic time stable protocols that are "output dominant" and "monotone". These are two natural constraints satisfied by our protocol, making it simultaneously time- and state-optimal for that class. We introduce a key technique called a "fixed resolution clock" to achieve partial synchronization. Our protocol is *nonuniform*: the transition function has the value $\left \lceil {\log n} \right \rceil$ encoded in it. We show that the protocol can be modified to be uniform, while increasing the state complexity to $\Theta(\log n \log \log n)$.

Matrix approximations are a key element in large-scale algebraic machine learning approaches. The recently proposed method MEKA (Si et al., 2014) effectively employs two common assumptions in Hilbert spaces: the low-rank property of an inner product matrix obtained from a shift-invariant kernel function and a data compactness hypothesis by means of an inherent block-cluster structure. In this work, we extend MEKA to be applicable not only for shift-invariant kernels but also for non-stationary kernels like polynomial kernels and an extreme learning kernel. We also address in detail how to handle non-positive semi-definite kernel functions within MEKA, either caused by the approximation itself or by the intentional use of general kernel functions. We present a Lanczos-based estimation of a spectrum shift to develop a stable positive semi-definite MEKA approximation, also usable in classical convex optimization frameworks. Furthermore, we support our findings with theoretical considerations and a variety of experiments on synthetic and real-world data.

We revisit widely used preferential Gaussian processes by Chu et al.(2005) and challenge their modelling assumption that imposes rankability of data items via latent utility function values. We propose a generalisation of pgp which can capture more expressive latent preferential structures in the data and thus be used to model inconsistent preferences, i.e. where transitivity is violated, or to discover clusters of comparable items via spectral decomposition of the learned preference functions. We also consider the properties of associated covariance kernel functions and its reproducing kernel Hilbert Space (RKHS), giving a simple construction that satisfies universality in the space of preference functions. Finally, we provide an extensive set of numerical experiments on simulated and real-world datasets showcasing the competitiveness of our proposed method with state-of-the-art. Our experimental findings support the conjecture that violations of rankability are ubiquitous in real-world preferential data.

We consider parametric estimation and tests for multi-dimensional diffusion processes with a small dispersion parameter $\varepsilon$ from discrete observations. For parametric estimation of diffusion processes, the main target is to estimate the drift parameter and the diffusion parameter. In this paper, we propose two types of adaptive estimators for both parameters and show their asymptotic properties under $\varepsilon\to0$, $n\to\infty$ and the balance condition that $(\varepsilon n^\rho)^{-1} =O(1)$ for some $\rho>0$. Using these adaptive estimators, we also introduce consistent adaptive testing methods and prove that test statistics for adaptive tests have asymptotic distributions under null hypothesis. In simulation studies, we examine and compare asymptotic behaviors of the two kinds of adaptive estimators and test statistics. Moreover, we treat the SIR model which describes a simple epidemic spread for a biological application.

We couple the L1 discretization for Caputo derivative in time with spectral Galerkin method in space to devise a scheme that solves quasilinear subdiffusion equations. Both the diffusivity and the source are allowed to be nonlinear functions of the solution. We prove method's stability and convergence with spectral accuracy in space. The temporal order depends on solution's regularity in time. Further, we support our results with numerical simulations that utilize parallelism for spatial discretization. Moreover, as a side result we find asymptotic exact values of error constants along with their remainders for discretizations of Caputo derivative and fractional integrals. These constants are the smallest possible which improves the previously established results from the literature.

We present a fast direct solver for boundary integral equations on complex surfaces in three dimensions, using an extension of the recently introduced strong recursive skeletonization scheme. For problems that are not highly oscillatory, our algorithm computes an ${LU}$-like hierarchical factorization of the dense system matrix, permitting application of the inverse in $O(N)$ time, where $N$ is the number of unknowns on the surface. The factorization itself also scales linearly with the system size, albeit with a somewhat larger constant. The scheme is built on a level-restricted, adaptive octree data structure and therefore it is compatible with highly nonuniform discretizations. Furthermore, the scheme is coupled with high-order accurate locally-corrected Nystr\"om quadrature methods to integrate the singular and weakly-singular Green's functions used in the integral representations. Our method has immediate application to a variety of problems in computational physics. We concentrate here on studying its performance in acoustic scattering (governed by the Helmholtz equation) at low to moderate frequencies.

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a black-box differential equation solver. These continuous-depth models have constant memory cost, adapt their evaluation strategy to each input, and can explicitly trade numerical precision for speed. We demonstrate these properties in continuous-depth residual networks and continuous-time latent variable models. We also construct continuous normalizing flows, a generative model that can train by maximum likelihood, without partitioning or ordering the data dimensions. For training, we show how to scalably backpropagate through any ODE solver, without access to its internal operations. This allows end-to-end training of ODEs within larger models.