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We propose a data-driven, closure model for Reynolds-averaged Navier-Stokes (RANS) simulations that incorporates aleatoric, model uncertainty. The proposed closure consists of two parts. A parametric one, which utilizes previously proposed, neural-network-based tensor basis functions dependent on the rate of strain and rotation tensor invariants. This is complemented by latent, random variables which account for aleatoric model errors. A fully Bayesian formulation is proposed, combined with a sparsity-inducing prior in order to identify regions in the problem domain where the parametric closure is insufficient and where stochastic corrections to the Reynolds stress tensor are needed. Training is performed using sparse, indirect data, such as mean velocities and pressures, in contrast to the majority of alternatives that require direct Reynolds stress data. For inference and learning, a Stochastic Variational Inference scheme is employed, which is based on Monte Carlo estimates of the pertinent objective in conjunction with the reparametrization trick. This necessitates derivatives of the output of the RANS solver, for which we developed an adjoint-based formulation. In this manner, the parametric sensitivities from the differentiable solver can be combined with the built-in, automatic differentiation capability of the neural network library in order to enable an end-to-end differentiable framework. We demonstrate the capability of the proposed model to produce accurate, probabilistic, predictive estimates for all flow quantities, even in regions where model errors are present, on a separated flow in the backward-facing step benchmark problem.

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations. Specifically, the asymmetric version of the problem is examined, where different requirements are placed on the two error probabilities. Accurate nonasymptotic expansions with explicit constants are obtained for the error probability, using tools from large deviations and Gaussian approximation. Examples are shown indicating that, in the asymmetric regime, the approximations suggested by the new bounds are significantly more accurate than the approximations provided by either of the two main earlier approaches -- normal approximation and error exponents.

We propose and analyze an $H^2$-conforming Virtual Element Method (VEM) for the simplest linear elliptic PDEs in nondivergence form with Cordes coefficients. The VEM hinges on a hierarchical construction valid for any dimension $d \ge 2$. The analysis relies on the continuous Miranda-Talenti estimate for convex domains $\Omega$ and is rather elementary. We prove stability and error estimates in $H^2(\Omega)$, including the effect of quadrature, under minimal regularity of the data. Numerical experiments illustrate the interplay of coefficient regularity and convergence rates in $H^2(\Omega)$.

We introduce a high-dimensional cubical complex, for any dimension t>0, and apply it to the design of quantum locally testable codes. Our complex is a natural generalization of the constructions by Panteleev and Kalachev and by Dinur et. al of a square complex (case t=2), which have been applied to the design of classical locally testable codes (LTC) and quantum low-density parity check codes (qLDPC) respectively. We turn the geometric (cubical) complex into a chain complex by relying on constant-sized local codes $h_1,\ldots,h_t$ as gadgets. A recent result of Panteleev and Kalachev on existence of tuples of codes that are product expanding enables us to prove lower bounds on the cycle and co-cycle expansion of our chain complex. For t=4 our construction gives a new family of "almost-good" quantum LTCs -- with constant relative rate, inverse-polylogarithmic relative distance and soundness, and constant-size parity checks. Both the distance of the quantum code and its local testability are proven directly from the cycle and co-cycle expansion of our chain complex.

Determining which parameters of a non-linear model could best describe a set of experimental data is a fundamental problem in science and it has gained much traction lately with the rise of complex large-scale simulators (a.k.a. black-box simulators). The likelihood of such models is typically intractable, which is why classical MCMC methods can not be used. Simulation-based inference (SBI) stands out in this context by only requiring a dataset of simulations to train deep generative models capable of approximating the posterior distribution that relates input parameters to a given observation. In this work, we consider a tall data extension in which multiple observations are available and one wishes to leverage their shared information to better infer the parameters of the model. The method we propose is built upon recent developments from the flourishing score-based diffusion literature and allows us to estimate the tall data posterior distribution simply using information from the score network trained on individual observations. We compare our method to recently proposed competing approaches on various numerical experiments and demonstrate its superiority in terms of numerical stability and computational cost.

Threshold selection is a fundamental problem in any threshold-based extreme value analysis. While models are asymptotically motivated, selecting an appropriate threshold for finite samples is difficult and highly subjective through standard methods. Inference for high quantiles can also be highly sensitive to the choice of threshold. Too low a threshold choice leads to bias in the fit of the extreme value model, while too high a choice leads to unnecessary additional uncertainty in the estimation of model parameters. We develop a novel methodology for automated threshold selection that directly tackles this bias-variance trade-off. We also develop a method to account for the uncertainty in the threshold estimation and propagate this uncertainty through to high quantile inference. Through a simulation study, we demonstrate the effectiveness of our method for threshold selection and subsequent extreme quantile estimation, relative to the leading existing methods, and show how the method's effectiveness is not sensitive to the tuning parameters. We apply our method to the well-known, troublesome example of the River Nidd dataset.

We consider Newton's method for finding zeros of mappings from a manifold $\mathcal{X}$ into a vector bundle $\mathcal{E}$. In this setting a connection on $\mathcal{E}$ is required to render the Newton equation well defined, and a retraction on $\mathcal{X}$ is needed to compute a Newton update. We discuss local convergence in terms of suitable differentiability concepts, using a Banach space variant of a Riemannian distance. We also carry over an affine covariant damping strategy to our setting. Finally, we discuss two simple applications of our approach, namely, finding fixed points of vector fields and stationary points of functionals.

In the product $L_1\times L_2$ of two Kripke complete consistent logics, local tabularity of $L_1$ and $L_2$ is necessary for local tabularity of $L_1\times L_2$. However, it is not sufficient: the product of two locally tabular logics can be not locally tabular. We provide extra semantic and axiomatic conditions which give criteria of local tabularity of the product of two locally tabular logics. Then we apply them to identify new families of locally tabular products.

An interesting case of the well-known Dataset Shift Problem is the classification of Electroencephalogram (EEG) signals in the context of Brain-Computer Interface (BCI). The non-stationarity of EEG signals can lead to poor generalisation performance in BCI classification systems used in different sessions, also from the same subject. In this paper, we start from the hypothesis that the Dataset Shift problem can be alleviated by exploiting suitable eXplainable Artificial Intelligence (XAI) methods to locate and transform the relevant characteristics of the input for the goal of classification. In particular, we focus on an experimental analysis of explanations produced by several XAI methods on an ML system trained on a typical EEG dataset for emotion recognition. Results show that many relevant components found by XAI methods are shared across the sessions and can be used to build a system able to generalise better. However, relevant components of the input signal also appear to be highly dependent on the input itself.

We propose a monotone approximation scheme for a class of fully nonlinear PDEs called G-equations. Such equations arise often in the characterization of G-distributed random variables in a sublinear expectation space. The proposed scheme is constructed recursively based on a piecewise constant approximation of the viscosity solution to the G-equation. We establish the convergence of the scheme and determine the convergence rate with an explicit error bound, using the comparison principles for both the scheme and the equation together with a mollification procedure. The first application is obtaining the convergence rate of Peng's robust central limit theorem with an explicit bound of Berry-Esseen type. The second application is an approximation scheme with its convergence rate for the Black-Scholes-Barenblatt equation.