In this paper, we further investigate the problem of selecting a set of design points for universal kriging, which is a widely used technique for spatial data analysis. Our goal is to select the design points in order to make simultaneous predictions of the random variable of interest at a finite number of unsampled locations with maximum precision. Specifically, we consider as response a correlated random field given by a linear model with an unknown parameter vector and a spatial error correlation structure. We propose a new design criterion that aims at simultaneously minimizing the variation of the prediction errors at various points. We also present various efficient techniques for incrementally building designs for that criterion scaling well for high dimensions. Thus the method is particularly suitable for big data applications in areas of spatial data analysis such as mining, hydrogeology, natural resource monitoring, and environmental sciences or equivalently for any computer simulation experiments. We have demonstrated the effectiveness of the proposed designs through two illustrative examples: one by simulation and another based on real data from Upper Austria.
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Machine learning techniques, in particular the so-called normalizing flows, are becoming increasingly popular in the context of Monte Carlo simulations as they can effectively approximate target probability distributions. In the case of lattice field theories (LFT) the target distribution is given by the exponential of the action. The common loss function's gradient estimator based on the "reparametrization trick" requires the calculation of the derivative of the action with respect to the fields. This can present a significant computational cost for complicated, non-local actions like e.g. fermionic action in QCD. In this contribution, we propose an estimator for normalizing flows based on the REINFORCE algorithm that avoids this issue. We apply it to two dimensional Schwinger model with Wilson fermions at criticality and show that it is up to ten times faster in terms of the wall-clock time as well as requiring up to $30\%$ less memory than the reparameterization trick estimator. It is also more numerically stable allowing for single precision calculations and the use of half-float tensor cores. We present an in-depth analysis of the origins of those improvements. We believe that these benefits will appear also outside the realm of the LFT, in each case where the target probability distribution is computationally intensive.
In this paper, we study three representations of lattices by means of a set with a binary relation of compatibility in the tradition of Plo\v{s}\v{c}ica. The standard representations of complete ortholattices and complete perfect Heyting algebras drop out as special cases of the first representation, while the second covers arbitrary complete lattices, as well as complete lattices equipped with a negation we call a protocomplementation. The third topological representation is a variant of that of Craig, Haviar, and Priestley. We then extend each of the three representations to lattices with a multiplicative unary modality; the representing structures, like so-called graph-based frames, add a second relation of accessibility interacting with compatibility. The three representations generalize possibility semantics for classical modal logics to non-classical modal logics, motivated by a recent application of modal orthologic to natural language semantics.
In this paper, we obtain new results on the weak and strong consistency of the maximum and integrated conditional likelihood estimators for the community detection problem in the Stochastic Block Model with k communities. In particular, we show that maximum conditional likelihood achieves the optimal known threshold for exact recovery in the logarithmic degree regime. For the integrated conditional likelihood, we obtain a sub-optimal constant in the same regime. Both methods are shown to be weakly consistent in the divergent degree regime. These results confirm the optimality of maximum likelihood on the task of community detection, something that has remained as an open problem until now.
Sequential design is a highly active field of research in active learning which provides a general framework for the design of computer experiments to make the most of a low computational budget. It has been widely used to generate efficient surrogate models able to replace complex computer codes, most notably for uncertainty quantification, Bayesian optimization, reliability analysis or model calibration tasks. In this work, a sequential design strategy is developed for Bayesian inverse problems, in which a Gaussian process surrogate model serves as an emulator for a costly computer code. The proposed strategy is based on a goal-oriented I-optimal criterion adapted to the Stepwise Uncertainty Reduction (SUR) paradigm. In SUR strategies, a new design point is chosen by minimizing the expectation of an uncertainty metric with respect to the yet unknown new data point. These methods have attracted increasing interest as they provide an accessible framework for the sequential design of experiments while including almost-sure convergence for the most-widely used metrics. In this paper, a weighted integrated mean square prediction error is introduced and serves as a metric of uncertainty for the newly proposed IP-SUR (Inverse Problem Stepwise Uncertainty Reduction) sequential design strategy derived from SUR methods. This strategy is shown to be tractable for both scalar and multi-output Gaussian process surrogate models with continuous sample paths, and comes with theoretical guarantee for the almost-sure convergence of the metric of uncertainty. The premises of this work are highlighted on various test cases in which the newly derived strategy is compared to other naive and sequential designs (D-optimal designs, Bayes risk minimization).
In this work, we propose and computationally investigate a monolithic space-time multirate scheme for coupled problems. The novelty lies in the monolithic formulation of the multirate approach as this requires a careful design of the functional framework, corresponding discretization, and implementation. Our method of choice is a tensor-product Galerkin space-time discretization. The developments are carried out for both prototype interface- and volume coupled problems such as coupled wave-heat-problems and a displacement equation coupled to Darcy flow in a poro-elastic medium. The latter is applied to the well-known Mandel's benchmark and a three-dimensional footing problem. Detailed computational investigations and convergence analyses give evidence that our monolithic multirate framework performs well.
In recent years, the rapid development of high-precision map technology combined with artificial intelligence has ushered in a new development opportunity in the field of intelligent vehicles. High-precision map technology is an important guarantee for intelligent vehicles to achieve autonomous driving. However, due to the lack of research on high-precision map technology, it is difficult to rationally use this technology in the field of intelligent vehicles. Therefore, relevant researchers studied a fast and effective algorithm to generate high-precision GPS data from a large number of low-precision GPS trajectory data fusion, and generated several key data points to simplify the description of GPS trajectory, and realized the "crowdsourced update" model based on a large number of social vehicles for map data collection came into being. This kind of algorithm has the important significance to improve the data accuracy, reduce the measurement cost and reduce the data storage space. On this basis, this paper analyzes the implementation form of crowdsourcing map, so as to improve the various information data in the high-precision map according to the actual situation, and promote the high-precision map can be reasonably applied to the intelligent car.
In this paper, we study the problem of sampling from a given probability density function that is known to be smooth and strongly log-concave. We analyze several methods of approximate sampling based on discretizations of the (highly overdamped) Langevin diffusion and establish guarantees on its error measured in the Wasserstein-2 distance. Our guarantees improve or extend the state-of-the-art results in three directions. First, we provide an upper bound on the error of the first-order Langevin Monte Carlo (LMC) algorithm with optimized varying step-size. This result has the advantage of being horizon free (we do not need to know in advance the target precision) and to improve by a logarithmic factor the corresponding result for the constant step-size. Second, we study the case where accurate evaluations of the gradient of the log-density are unavailable, but one can have access to approximations of the aforementioned gradient. In such a situation, we consider both deterministic and stochastic approximations of the gradient and provide an upper bound on the sampling error of the first-order LMC that quantifies the impact of the gradient evaluation inaccuracies. Third, we establish upper bounds for two versions of the second-order LMC, which leverage the Hessian of the log-density. We provide nonasymptotic guarantees on the sampling error of these second-order LMCs. These guarantees reveal that the second-order LMC algorithms improve on the first-order LMC in ill-conditioned settings.
In this paper I will develop a lambda-term calculus, lambda-2Int, for a bi-intuitionistic logic and discuss its implications for the notions of sense and denotation of derivations in a bilateralist setting. Thus, I will use the Curry-Howard correspondence, which has been well-established between the simply typed lambda-calculus and natural deduction systems for intuitionistic logic, and apply it to a bilateralist proof system displaying two derivability relations, one for proving and one for refuting. The basis will be the natural deduction system of Wansing's bi-intuitionistic logic 2Int, which I will turn into a term-annotated form. Therefore, we need a type theory that extends to a two-sorted typed lambda-calculus. I will present such a term-annotated proof system for 2Int and prove a Dualization Theorem relating proofs and refutations in this system. On the basis of these formal results I will argue that this gives us interesting insights into questions about sense and denotation as well as synonymy and identity of proofs from a bilateralist point of view.
We propose a novel algorithm for the support estimation of partially known Gaussian graphical models that incorporates prior information about the underlying graph. In contrast to classical approaches that provide a point estimate based on a maximum likelihood or a maximum a posteriori criterion using (simple) priors on the precision matrix, we consider a prior on the graph and rely on annealed Langevin diffusion to generate samples from the posterior distribution. Since the Langevin sampler requires access to the score function of the underlying graph prior, we use graph neural networks to effectively estimate the score from a graph dataset (either available beforehand or generated from a known distribution). Numerical experiments demonstrate the benefits of our approach.
In this paper we develop a novel neural network model for predicting implied volatility surface. Prior financial domain knowledge is taken into account. A new activation function that incorporates volatility smile is proposed, which is used for the hidden nodes that process the underlying asset price. In addition, financial conditions, such as the absence of arbitrage, the boundaries and the asymptotic slope, are embedded into the loss function. This is one of the very first studies which discuss a methodological framework that incorporates prior financial domain knowledge into neural network architecture design and model training. The proposed model outperforms the benchmarked models with the option data on the S&P 500 index over 20 years. More importantly, the domain knowledge is satisfied empirically, showing the model is consistent with the existing financial theories and conditions related to implied volatility surface.
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