We introduce an algorithm that simplifies the construction of efficient estimators, making them accessible to a broader audience. 'Dimple' takes as input computer code representing a parameter of interest and outputs an efficient estimator. Unlike standard approaches, it does not require users to derive a functional derivative known as the efficient influence function. Dimple avoids this task by applying automatic differentiation to the statistical functional of interest. Doing so requires expressing this functional as a composition of primitives satisfying a novel differentiability condition. Dimple also uses this composition to determine the nuisances it must estimate. In software, primitives can be implemented independently of one another and reused across different estimation problems. We provide a proof-of-concept Python implementation and showcase through examples how it allows users to go from parameter specification to efficient estimation with just a few lines of code.
This study proposes a unified theory and statistical learning approach for traffic conflict detection, addressing the long-existing call for a consistent and comprehensive methodology to evaluate the collision risk emerging in road user interactions. The proposed theory assumes context-dependent probabilistic collision risk and frames conflict detection as assessing this risk by statistical learning of extreme events in daily interactions. Experiments using real-world trajectory data are conducted in this study, where a unified metric of conflict is trained with lane-changing interactions on German highways and applied to near-crash events from the 100-Car Naturalistic Driving Study in the U.S. Results of the experiments demonstrate that the trained metric provides effective collision warnings, generalises across distinct datasets and traffic environments, covers a broad range of conflicts, and delivers a long-tailed distribution of conflict intensity. Reflecting on these results, the unified theory ensures consistent evaluation by a generic formulation that encompasses varying assumptions of traffic conflicts; the statistical learning approach then enables a comprehensive consideration of influencing factors such as motion states of road users, environment conditions, and participant characteristics. Therefore, the theory and learning approach jointly provide an explainable and adaptable methodology for conflict detection among different road users and across various interaction scenarios. This promises to reduce accidents and improve overall traffic safety, by enhanced safety assessment of traffic infrastructures, more effective collision warning systems for autonomous driving, and a deeper understanding of road user behaviour in different traffic conditions.
Inverse problems, such as accelerated MRI reconstruction, are ill-posed and an infinite amount of possible and plausible solutions exist. This may not only lead to uncertainty in the reconstructed image but also in downstream tasks such as semantic segmentation. This uncertainty, however, is mostly not analyzed in the literature, even though probabilistic reconstruction models are commonly used. These models can be prone to ignore plausible but unlikely solutions like rare pathologies. Building on MRI reconstruction approaches based on diffusion models, we add guidance to the diffusion process during inference, generating two meaningfully diverse reconstructions corresponding to an upper and lower bound segmentation. The reconstruction uncertainty can then be quantified by the difference between these bounds, which we coin the 'uncertainty boundary'. We analyzed the behavior of the upper and lower bound segmentations for a wide range of acceleration factors and found the uncertainty boundary to be both more reliable and more accurate compared to repeated sampling. Code is available at //github.com/NikolasMorshuis/SGR
We consider the statistical linear inverse problem of making inference on an unknown source function in an elliptic partial differential equation from noisy observations of its solution. We employ nonparametric Bayesian procedures based on Gaussian priors, leading to convenient conjugate formulae for posterior inference. We review recent results providing theoretical guarantees on the quality of the resulting posterior-based estimation and uncertainty quantification, and we discuss the application of the theory to the important classes of Gaussian series priors defined on the Dirichlet-Laplacian eigenbasis and Mat\'ern process priors. We provide an implementation of posterior inference for both classes of priors, and investigate its performance in a numerical simulation study.
We consider the following problem in computational geometry: given, in the d-dimensional real space, a set of points marked as positive and a set of points marked as negative, such that the convex hull of the positive set does not intersect the negative set, find K hyperplanes that separate, if possible, all the positive points from the negative ones. That is, we search for a convex polyhedron with at most K faces, containing all the positive points and no negative point. The problem is known in the literature for pure convex polyhedral approximation; our interest stems from its possible applications in constraint learning, where points are feasible or infeasible solutions of a Mixed Integer Program, and the K hyperplanes are linear constraints to be found. We cast the problem as an optimization one, minimizing the number of negative points inside the convex polyhedron, whenever exact separation cannot be achieved. We introduce models inspired by support vector machines and we design two mathematical programming formulations with binary variables. We exploit Dantzig-Wolfe decomposition to obtain extended formulations, and we devise column generation algorithms with ad-hoc pricing routines. We compare computing time and separation error values obtained by all our approaches on synthetic datasets, with number of points from hundreds up to a few thousands, showing our approaches to perform better than existing ones from the literature. Furthermore, we observe that key computational differences arise, depending on whether the budget K is sufficient to completely separate the positive points from the negative ones or not. On 8-dimensional instances (and over), existing convex hull algorithms become computational inapplicable, while our algorithms allow to identify good convex hull approximations in minutes of computation.
Sharpness is an almost generic assumption in continuous optimization that bounds the distance from minima by objective function suboptimality. It facilitates the acceleration of first-order methods through restarts. However, sharpness involves problem-specific constants that are typically unknown, and restart schemes typically reduce convergence rates. Moreover, these schemes are challenging to apply in the presence of noise or with approximate model classes (e.g., in compressive imaging or learning problems), and they generally assume that the first-order method used produces feasible iterates. We consider the assumption of approximate sharpness, a generalization of sharpness that incorporates an unknown constant perturbation to the objective function error. This constant offers greater robustness (e.g., with respect to noise or relaxation of model classes) for finding approximate minimizers. By employing a new type of search over the unknown constants, we design a restart scheme that applies to general first-order methods and does not require the first-order method to produce feasible iterates. Our scheme maintains the same convergence rate as when the constants are known. The convergence rates we achieve for various first-order methods match the optimal rates or improve on previously established rates for a wide range of problems. We showcase our restart scheme in several examples and highlight potential future applications and developments of our framework and theory.
The maximal regularity property of discontinuous Galerkin methods for linear parabolic equations is used together with variational techniques to establish a priori and a posteriori error estimates of optimal order under optimal regularity assumptions. The analysis is set in the maximal regularity framework of UMD Banach spaces. Similar results were proved in an earlier work, based on the consistency analysis of Radau IIA methods. The present error analysis, which is based on variational techniques, is of independent interest, but the main motivation is that it extends to nonlinear parabolic equations; in contrast to the earlier work. Both autonomous and nonautonomous linear equations are considered.
We introduce a theoretical and practical framework for efficient importance sampling of mini-batch samples for gradient estimation from single and multiple probability distributions. To handle noisy gradients, our framework dynamically evolves the importance distribution during training by utilizing a self-adaptive metric. Our framework combines multiple, diverse sampling distributions, each tailored to specific parameter gradients. This approach facilitates the importance sampling of vector-valued gradient estimation. Rather than naively combining multiple distributions, our framework involves optimally weighting data contribution across multiple distributions. This adapted combination of multiple importance yields superior gradient estimates, leading to faster training convergence. We demonstrate the effectiveness of our approach through empirical evaluations across a range of optimization tasks like classification and regression on both image and point cloud datasets.
We propose and study a one-dimensional model which consists of two cross-diffusion systems coupled via a moving interface. The motivation stems from the modelling of complex diffusion processes in the context of the vapor deposition of thin films. In our model, cross-diffusion of the various chemical species can be respectively modelled by a size-exclusion system for the solid phase and the Stefan-Maxwell system for the gaseous phase. The coupling between the two phases is modelled by linear phase transition laws of Butler-Volmer type, resulting in an interface evolution. The continuous properties of the model are investigated, in particular its entropy variational structure and stationary states. We introduce a two-point flux approximation finite volume scheme. The moving interface is addressed with a moving-mesh approach, where the mesh is locally deformed around the interface. The resulting discrete nonlinear system is shown to admit a solution that preserves the main properties of the continuous system, namely: mass conservation, nonnegativity, volume-filling constraints, decay of the free energy and asymptotics. In particular, the moving-mesh approach is compatible with the entropy structure of the continuous model. Numerical results illustrate these properties and the dynamics of the model.
We discuss a connection between a generative model, called the diffusion model, and nonequilibrium thermodynamics for the Fokker-Planck equation, called stochastic thermodynamics. Based on the techniques of stochastic thermodynamics, we derive the speed-accuracy trade-off for the diffusion models, which is a trade-off relationship between the speed and accuracy of data generation in diffusion models. Our result implies that the entropy production rate in the forward process affects the errors in data generation. From a stochastic thermodynamic perspective, our results provide quantitative insight into how best to generate data in diffusion models. The optimal learning protocol is introduced by the conservative force in stochastic thermodynamics and the geodesic of space by the 2-Wasserstein distance in optimal transport theory. We numerically illustrate the validity of the speed-accuracy trade-off for the diffusion models with different noise schedules such as the cosine schedule, the conditional optimal transport, and the optimal transport.
We set up, at the abstract Hilbert space setting, the general question on when an inverse linear problem induced by an operator of Friedrichs type admits solutions belonging to (the closure of) the Krylov subspace associated to such operator. Such Krylov solvability of abstract Friedrichs systems allows to predict when, for concrete differential inverse problems, truncation algorithms can or cannot reproduce the exact solutions in terms of approximants from the Krylov subspace.