In this work, we examine the prevalent use of Frobenius error minimization in covariance matrix cleaning. Currently, minimizing the Frobenius error offers a limited interpretation within information theory. To better understand this relationship, we focus on the Kullback-Leibler divergence as a measure of the information lost by the optimal estimators. Our analysis centers on rotationally invariant estimators for data following an inverse Wishart population covariance matrix, and we derive an analytical expression for their Kullback-Leibler divergence. Due to the intricate nature of the calculations, we use genetic programming regressors paired with human intuition. Ultimately, we establish a more defined link between the Frobenius error and information theory, showing that the former corresponds to a first-order expansion term of the Kullback-Leibler divergence.
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The diffusion of AI and big data is reshaping decision-making processes by increasing the amount of information that supports decisions while reducing direct interaction with data and empirical evidence. This paradigm shift introduces new sources of uncertainty, as limited data observability results in ambiguity and a lack of interpretability. The need for the proper analysis of data-driven strategies motivates the search for new models that can describe this type of bounded access to knowledge. This contribution presents a novel theoretical model for uncertainty in knowledge representation and its transfer mediated by agents. We provide a dynamical description of knowledge states by endowing our model with a structure to compare and combine them. Specifically, an update is represented through combinations, and its explainability is based on its consistency in different dimensional representations. We look at inequivalent knowledge representations in terms of multiplicity of inferences, preference relations, and information measures. Furthermore, we define a formal analogy with two scenarios that illustrate non-classical uncertainty in terms of ambiguity (Ellsberg's model) and reasoning about knowledge mediated by other agents observing data (Wigner's friend). Finally, we discuss some implications of the proposed model for data-driven strategies, with special attention to reasoning under uncertainty about business value dimensions and the design of measurement tools for their assessment.
We consider the asymptotic properties of Approximate Bayesian Computation (ABC) for the realistic case of summary statistics with heterogeneous rates of convergence. We allow some statistics to converge faster than the ABC tolerance, other statistics to converge slower, and cover the case where some statistics do not converge at all. We give conditions for the ABC posterior to converge, and provide an explicit representation of the shape of the ABC posterior distribution in our general setting; in particular, we show how the shape of the posterior depends on the number of slow statistics. We then quantify the gain brought by the local linear post-processing step.
The trace plot is seldom used in meta-analysis, yet it is a very informative plot. In this article we define and illustrate what the trace plot is, and discuss why it is important. The Bayesian version of the plot combines the posterior density of tau, the between-study standard deviation, and the shrunken estimates of the study effects as a function of tau. With a small or moderate number of studies, tau is not estimated with much precision, and parameter estimates and shrunken study effect estimates can vary widely depending on the correct value of tau. The trace plot allows visualization of the sensitivity to tau along with a plot that shows which values of tau are plausible and which are implausible. A comparable frequentist or empirical Bayes version provides similar results. The concepts are illustrated using examples in meta-analysis and meta-regression; implementaton in R is facilitated in a Bayesian or frequentist framework using the bayesmeta and metafor packages, respectively.
Advancements in materials play a crucial role in technological progress. However, the process of discovering and developing materials with desired properties is often impeded by substantial experimental costs, extensive resource utilization, and lengthy development periods. To address these challenges, modern approaches often employ machine learning (ML) techniques such as Bayesian Optimization (BO), which streamline the search for optimal materials by iteratively selecting experiments that are most likely to yield beneficial results. However, traditional BO methods, while beneficial, often struggle with balancing the trade-off between exploration and exploitation, leading to sub-optimal performance in material discovery processes. This paper introduces a novel Threshold-Driven UCB-EI Bayesian Optimization (TDUE-BO) method, which dynamically integrates the strengths of Upper Confidence Bound (UCB) and Expected Improvement (EI) acquisition functions to optimize the material discovery process. Unlike the classical BO, our method focuses on efficiently navigating the high-dimensional material design space (MDS). TDUE-BO begins with an exploration-focused UCB approach, ensuring a comprehensive initial sweep of the MDS. As the model gains confidence, indicated by reduced uncertainty, it transitions to the more exploitative EI method, focusing on promising areas identified earlier. The UCB-to-EI switching policy dictated guided through continuous monitoring of the model uncertainty during each step of sequential sampling results in navigating through the MDS more efficiently while ensuring rapid convergence. The effectiveness of TDUE-BO is demonstrated through its application on three different material datasets, showing significantly better approximation and optimization performance over the EI and UCB-based BO methods in terms of the RMSE scores and convergence efficiency, respectively.
Orthogonal meta-learners, such as DR-learner, R-learner and IF-learner, are increasingly used to estimate conditional average treatment effects. They improve convergence rates relative to na\"{\i}ve meta-learners (e.g., T-, S- and X-learner) through de-biasing procedures that involve applying standard learners to specifically transformed outcome data. This leads them to disregard the possibly constrained outcome space, which can be particularly problematic for dichotomous outcomes: these typically get transformed to values that are no longer constrained to the unit interval, making it difficult for standard learners to guarantee predictions within the unit interval. To address this, we construct orthogonal meta-learners for the prediction of counterfactual outcomes which respect the outcome space. As such, the obtained i-learner or imputation-learner is more generally expected to outperform existing learners, even when the outcome is unconstrained, as we confirm empirically in simulation studies and an analysis of critical care data. Our development also sheds broader light onto the construction of orthogonal learners for other estimands.
We construct a counterexample to the injectivity conjecture of Masarotto et al (2018). Namely, we construct a class of examples of injective covariance operators on an infinite-dimensional separable Hilbert space for which the Bures--Wasserstein barycentre is highly non injective -- it has a kernel of infinite dimension.
In this work, the space-time MORe DWR (Model Order Reduction with Dual-Weighted Residual error estimates) framework is extended and further developed for single-phase flow problems in porous media. Specifically, our problem statement is the Biot system which consists of vector-valued displacements (geomechanics) coupled to a Darcy flow pressure equation. The MORe DWR method introduces a goal-oriented adaptive incremental proper orthogonal decomposition (POD) based-reduced-order model (ROM). The error in the reduced goal functional is estimated during the simulation, and the POD basis is enriched on-the-fly if the estimate exceeds a given threshold. This results in a reduction of the total number of full-order-model solves for the simulation of the porous medium, a robust estimation of the quantity of interest and well-suited reduced bases for the problem at hand. We apply a space-time Galerkin discretization with Taylor-Hood elements in space and a discontinuous Galerkin method with piecewise constant functions in time. The latter is well-known to be similar to the backward Euler scheme. We demonstrate the efficiency of our method on the well-known two-dimensional Mandel benchmark and a three-dimensional footing problem.
In this paper, we consider a nonlinear PDE system governed by a parabolic heat equation coupled in a nonlinear way with a hyperbolic momentum equation describing the behavior of a displacement field coupled with a nonlinear elliptic equation based on an internal damage variable. We present a numerical scheme based on a low-order Galerkin finite element method (FEM) for the space discretization of the time-dependent nonlinear PDE system and an implicit finite difference method (FDM) to discretize in the direction of the time variable. Moreover, we present a priori estimates for the exact and discrete solutions for the pointwise-in-time $L^2$-norm. Based on the a priori estimates, we rigorously prove the convergence of the solutions of the fully discretized system to the exact solutions. Denoting the properties of the internal parameters, we find the order of convergence concerning the discretization parameters.
A fast algorithm for computing Bell polynomials based on index break-downs using prime factorization
By establishing an interesting connection between ordinary Bell polynomials and rational convolution powers, some composition and inverse relations of Bell polynomials as well as explicit expressions for convolution roots of sequences are obtained. Based on these results, a new method is proposed for calculation of partial Bell polynomials based on prime factorization. It is shown that this method is more efficient than the conventional recurrence procedure for computing Bell polynomials in most cases, requiring far less arithmetic operations. A detailed analysis of the computation complexity is provided, followed by some numerical evaluations.
In large-scale systems there are fundamental challenges when centralised techniques are used for task allocation. The number of interactions is limited by resource constraints such as on computation, storage, and network communication. We can increase scalability by implementing the system as a distributed task-allocation system, sharing tasks across many agents. However, this also increases the resource cost of communications and synchronisation, and is difficult to scale. In this paper we present four algorithms to solve these problems. The combination of these algorithms enable each agent to improve their task allocation strategy through reinforcement learning, while changing how much they explore the system in response to how optimal they believe their current strategy is, given their past experience. We focus on distributed agent systems where the agents' behaviours are constrained by resource usage limits, limiting agents to local rather than system-wide knowledge. We evaluate these algorithms in a simulated environment where agents are given a task composed of multiple subtasks that must be allocated to other agents with differing capabilities, to then carry out those tasks. We also simulate real-life system effects such as networking instability. Our solution is shown to solve the task allocation problem to 6.7% of the theoretical optimal within the system configurations considered. It provides 5x better performance recovery over no-knowledge retention approaches when system connectivity is impacted, and is tested against systems up to 100 agents with less than a 9% impact on the algorithms' performance.
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