We propose, analyze, and test a novel continuous data assimilation two-phase flow algorithm for reservoir simulation. We show that the solutions of the algorithm, constructed using coarse mesh observations, converge at an exponential rate in time to the corresponding exact reference solution of the two-phase model. More precisely, we obtain a stability estimate which illustrates an exponential decay of the residual error between the reference and approximate solution, until the error hits a threshold depending on the order of data resolution. Numerical computations are included to demonstrate the effectiveness of this approach, as well as variants with data on sub-domains. In particular, we demonstrate numerically that synchronization is achieved for data collected from a small fraction of the domain.
Machine learning driven medical image segmentation has become standard in medical image analysis. However, deep learning models are prone to overconfident predictions. This has led to a renewed focus on calibrated predictions in the medical imaging and broader machine learning communities. Calibrated predictions are estimates of the probability of a label that correspond to the true expected value of the label conditioned on the confidence. Such calibrated predictions have utility in a range of medical imaging applications, including surgical planning under uncertainty and active learning systems. At the same time it is often an accurate volume measurement that is of real importance for many medical applications. This work investigates the relationship between model calibration and volume estimation. We demonstrate both mathematically and empirically that if the predictor is calibrated per image, we can obtain the correct volume by taking an expectation of the probability scores per pixel/voxel of the image. Furthermore, we show that convex combinations of calibrated classifiers preserve volume estimation, but do not preserve calibration. Therefore, we conclude that having a calibrated predictor is a sufficient, but not necessary condition for obtaining an unbiased estimate of the volume. We validate our theoretical findings empirically on a collection of 18 different (calibrated) training strategies on the tasks of glioma volume estimation on BraTS 2018, and ischemic stroke lesion volume estimation on ISLES 2018 datasets.
We introduce an adaptive element-based domain decomposition (DD) method for solving saddle point problems defined as a block two by two matrix. The algorithm does not require any knowledge of the constrained space. We assume that all sub matrices are sparse and that the diagonal blocks are spectrally equivalent to a sum of positive semi definite matrices. The latter assumption enables the design of adaptive coarse space for DD methods that extends the GenEO theory to saddle point problems. Numerical results on three dimensional elasticity problems for steel-rubber structures discretized by a finite element with continuous pressure are shown for up to one billion degrees of freedom.
A preconditioning framework for the coupled problem of frictional contact mechanics and fluid flow in the fracture network is presented. The porous medium is discretized using low-order continuous finite elements, with cell-centered Lagrange multipliers and pressure unknowns used to impose the constraints and solve the fluid flow in the fractures, respectively. This formulation does not require any interpolation between different fields, but is not uniformly inf-sup stable and requires a stabilization. For the resulting 3 x 3 block Jacobian matrix, we design scalable preconditioning strategies, based on the physically-informed block partitioning of the unknowns and state-of-the-art multigrid preconditioners. The key idea is to restrict the system to a single-physics problem, approximately solve it by an inner algebraic multigrid approach, and finally prolong it back to the fully-coupled problem. Two different techniques are presented, analyzed and compared by changing the ordering of the restrictions. Numerical results illustrate the algorithmic scalability, the impact of the relative number of fracture-based unknowns, and the performance on a real-world problem.
Hydrodynamics coupled phase field models have intricate difficulties to solve numerically as they feature high nonlinearity and great complexity in coupling. In this paper, we propose two second order, linear, unconditionally stable decoupling methods based on the Crank-Nicolson leap-frog time discretization for solving the Allen-Cahn-Navier-Stokes (ACNS) phase field model of two-phase incompressible flows. The ACNS system is decoupled via the artificial compression method and a splitting approach by introducing an exponential scalar auxiliary variable.We prove both algorithms are unconditionally long time stable. Numerical examples are provided to verify the convergence rate and unconditional stability.
Recent advances in Transformer models allow for unprecedented sequence lengths, due to linear space and time complexity. In the meantime, relative positional encoding (RPE) was proposed as beneficial for classical Transformers and consists in exploiting lags instead of absolute positions for inference. Still, RPE is not available for the recent linear-variants of the Transformer, because it requires the explicit computation of the attention matrix, which is precisely what is avoided by such methods. In this paper, we bridge this gap and present Stochastic Positional Encoding as a way to generate PE that can be used as a replacement to the classical additive (sinusoidal) PE and provably behaves like RPE. The main theoretical contribution is to make a connection between positional encoding and cross-covariance structures of correlated Gaussian processes. We illustrate the performance of our approach on the Long-Range Arena benchmark and on music generation.
Self-training algorithms, which train a model to fit pseudolabels predicted by another previously-learned model, have been very successful for learning with unlabeled data using neural networks. However, the current theoretical understanding of self-training only applies to linear models. This work provides a unified theoretical analysis of self-training with deep networks for semi-supervised learning, unsupervised domain adaptation, and unsupervised learning. At the core of our analysis is a simple but realistic ``expansion'' assumption, which states that a low-probability subset of the data must expand to a neighborhood with large probability relative to the subset. We also assume that neighborhoods of examples in different classes have minimal overlap. We prove that under these assumptions, the minimizers of population objectives based on self-training and input-consistency regularization will achieve high accuracy with respect to ground-truth labels. By using off-the-shelf generalization bounds, we immediately convert this result to sample complexity guarantees for neural nets that are polynomial in the margin and Lipschitzness. Our results help explain the empirical successes of recently proposed self-training algorithms which use input consistency regularization.
Generating plausible hair image given limited guidance, such as sparse sketches or low-resolution image, has been made possible with the rise of Generative Adversarial Networks (GANs). Traditional image-to-image translation networks can generate recognizable results, but finer textures are usually lost and blur artifacts commonly exist. In this paper, we propose a two-phase generative model for high-quality hair image synthesis. The two-phase pipeline first generates a coarse image by an existing image translation model, then applies a re-generating network with self-enhancing capability to the coarse image. The self-enhancing capability is achieved by a proposed structure extraction layer, which extracts the texture and orientation map from a hair image. Extensive experiments on two tasks, Sketch2Hair and Hair Super-Resolution, demonstrate that our approach is able to synthesize plausible hair image with finer details, and outperforms the state-of-the-art.
In two-phase image segmentation, convex relaxation has allowed global minimisers to be computed for a variety of data fitting terms. Many efficient approaches exist to compute a solution quickly. However, we consider whether the nature of the data fitting in this formulation allows for reasonable assumptions to be made about the solution that can improve the computational performance further. In particular, we employ a well known dual formulation of this problem and solve the corresponding equations in a restricted domain. We present experimental results that explore the dependence of the solution on this restriction and quantify imrovements in the computational performance. This approach can be extended to analogous methods simply and could provide an efficient alternative for problems of this type.
Stochastic gradient Markov chain Monte Carlo (SGMCMC) has become a popular method for scalable Bayesian inference. These methods are based on sampling a discrete-time approximation to a continuous time process, such as the Langevin diffusion. When applied to distributions defined on a constrained space, such as the simplex, the time-discretisation error can dominate when we are near the boundary of the space. We demonstrate that while current SGMCMC methods for the simplex perform well in certain cases, they struggle with sparse simplex spaces; when many of the components are close to zero. However, most popular large-scale applications of Bayesian inference on simplex spaces, such as network or topic models, are sparse. We argue that this poor performance is due to the biases of SGMCMC caused by the discretization error. To get around this, we propose the stochastic CIR process, which removes all discretization error and we prove that samples from the stochastic CIR process are asymptotically unbiased. Use of the stochastic CIR process within a SGMCMC algorithm is shown to give substantially better performance for a topic model and a Dirichlet process mixture model than existing SGMCMC approaches.
In this paper, we develop the continuous time dynamic topic model (cDTM). The cDTM is a dynamic topic model that uses Brownian motion to model the latent topics through a sequential collection of documents, where a "topic" is a pattern of word use that we expect to evolve over the course of the collection. We derive an efficient variational approximate inference algorithm that takes advantage of the sparsity of observations in text, a property that lets us easily handle many time points. In contrast to the cDTM, the original discrete-time dynamic topic model (dDTM) requires that time be discretized. Moreover, the complexity of variational inference for the dDTM grows quickly as time granularity increases, a drawback which limits fine-grained discretization. We demonstrate the cDTM on two news corpora, reporting both predictive perplexity and the novel task of time stamp prediction.