It is often of interest to assess whether a function-valued statistical parameter, such as a density function or a mean regression function, is equal to any function in a class of candidate null parameters. This can be framed as a statistical inference problem where the target estimand is a scalar measure of dissimilarity between the true function-valued parameter and the closest function among all candidate null values. These estimands are typically defined to be zero when the null holds and positive otherwise. While there is well-established theory and methodology for performing efficient inference when one assumes a parametric model for the function-valued parameter, methods for inference in the nonparametric setting are limited. When the null holds, and the target estimand resides at the boundary of the parameter space, existing nonparametric estimators either achieve a non-standard limiting distribution or a sub-optimal convergence rate, making inference challenging. In this work, we propose a strategy for constructing nonparametric estimators with improved asymptotic performance. Notably, our estimators converge at the parametric rate at the boundary of the parameter space and also achieve a tractable null limiting distribution. As illustrations, we discuss how this framework can be applied to perform inference in nonparametric regression problems, and also to perform nonparametric assessment of stochastic dependence.
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Given samples from two non-negative random variables, we propose a new class of nonparametric tests for the null hypothesis that one random variable dominates the other with respect to second-order stochastic dominance. These tests are based on the Lorenz P-P plot (LPP), which is the composition between the inverse unscaled Lorenz curve of one distribution and the unscaled Lorenz curve of the other. The LPP exceeds the identity function if and only if the dominance condition is violated, providing a rather simple method to construct test statistics, given by functionals defined over the difference between the identity and the LPP. We determine a stochastic upper bound for such test statistics under the null hypothesis, and derive its limit distribution, to be approximated via bootstrap procedures. We also establish the asymptotic validity of the tests under relatively mild conditions, allowing for both dependent and independent samples. Finally, finite sample properties are investigated through simulation studies.
Kinetic approaches are generally accurate in dealing with microscale plasma physics problems but are computationally expensive for large-scale or multiscale systems. One of the long-standing problems in plasma physics is the integration of kinetic physics into fluid models, which is often achieved through sophisticated analytical closure terms. In this paper, we successfully construct a multi-moment fluid model with an implicit fluid closure included in the neural network using machine learning. The multi-moment fluid model is trained with a small fraction of sparsely sampled data from kinetic simulations of Landau damping, using the physics-informed neural network (PINN) and the gradient-enhanced physics-informed neural network (gPINN). The multi-moment fluid model constructed using either PINN or gPINN reproduces the time evolution of the electric field energy, including its damping rate, and the plasma dynamics from the kinetic simulations. In addition, we introduce a variant of the gPINN architecture, namely, gPINN$p$ to capture the Landau damping process. Instead of including the gradients of all the equation residuals, gPINN$p$ only adds the gradient of the pressure equation residual as one additional constraint. Among the three approaches, the gPINN$p$-constructed multi-moment fluid model offers the most accurate results. This work sheds light on the accurate and efficient modeling of large-scale systems, which can be extended to complex multiscale laboratory, space, and astrophysical plasma physics problems.
In estimation of a normal mean matrix under the matrix quadratic loss, we develop a general formula for the matrix quadratic risk of orthogonally invariant estimators. The derivation is based on several formulas for matrix derivatives of orthogonally invariant functions of matrices. As an application, we calculate the matrix quadratic risk of a singular value shrinkage estimator motivated by Stein's proposal for improving on the Efron--Morris estimator 50 years ago.
Identification of nonlinear dynamical systems has been popularized by sparse identification of the nonlinear dynamics (SINDy) via the sequentially thresholded least squares (STLS) algorithm. Many extensions SINDy have emerged in the literature to deal with experimental data which are finite in length and noisy. Recently, the computationally intensive method of ensembling bootstrapped SINDy models (E-SINDy) was proposed for model identification, handling finite, highly noisy data. While the extensions of SINDy are numerous, their sparsity-promoting estimators occasionally provide sparse approximations of the dynamics as opposed to exact recovery. Furthermore, these estimators suffer under multicollinearity, e.g. the irrepresentable condition for the Lasso. In this paper, we demonstrate that the Trimmed Lasso for robust identification of models (TRIM) can provide exact recovery under more severe noise, finite data, and multicollinearity as opposed to E-SINDy. Additionally, the computational cost of TRIM is asymptotically equal to STLS since the sparsity parameter of the TRIM can be solved efficiently by convex solvers. We compare these methodologies on challenging nonlinear systems, specifically the Lorenz 63 system, the Bouc Wen oscillator from the nonlinear dynamics benchmark of No\"el and Schoukens, 2016, and a time delay system describing tool cutting dynamics. This study emphasizes the comparisons between STLS, reweighted $\ell_1$ minimization, and Trimmed Lasso in identification with respect to problems faced by practitioners: the problem of finite and noisy data, the performance of the sparse regression of when the library grows in dimension (multicollinearity), and automatic methods for choice of regularization parameters.
We consider the degree-Rips construction from topological data analysis, which provides a density-sensitive, multiparameter hierarchical clustering algorithm. We analyze its stability to perturbations of the input data using the correspondence-interleaving distance, a metric for hierarchical clusterings that we introduce. Taking certain one-parameter slices of degree-Rips recovers well-known methods for density-based clustering, but we show that these methods are unstable. However, we prove that degree-Rips, as a multiparameter object, is stable, and we propose an alternative approach for taking slices of degree-Rips, which yields a one-parameter hierarchical clustering algorithm with better stability properties. We prove that this algorithm is consistent, using the correspondence-interleaving distance. We provide an algorithm for extracting a single clustering from one-parameter hierarchical clusterings, which is stable with respect to the correspondence-interleaving distance. And, we integrate these methods into a pipeline for density-based clustering, which we call Persistable. Adapting tools from multiparameter persistent homology, we propose visualization tools that guide the selection of all parameters of the pipeline. We demonstrate Persistable on benchmark datasets, showing that it identifies multi-scale cluster structure in data.
We consider finite element approximations to the optimal constant for the Hardy inequality with exponent $p=2$ in bounded domains of dimension $n=1$ or $n\geq 3$. For finite element spaces of piecewise linear and continuous functions on a mesh of size $h$, we prove that the approximate Hardy constant, $S_h^n$, converges to the optimal Hardy constant $S^n$ no slower than $O(1/\vert \log h \vert)$. We also show that the convergence is no faster than $O(1/\vert \log h \vert^2)$ if $n=1$ or if $n\geq 3$, the domain is the unit ball, and the finite element discretization exploits the rotational symmetry of the problem. Our estimates are compared to exact values for $S_h^n$ obtained computationally.
We propose a new discrete choice model, called the generalized stochastic preference (GSP) model, that incorporates non-rationality into the stochastic preference (SP) choice model, also known as the rank- based choice model. Our model can explain several choice phenomena that cannot be represented by any SP model such as the compromise and attraction effects, but still subsumes the SP model class. The GSP model is defined as a distribution over consumer types, where each type extends the choice behavior of rational types in the SP model. We build on existing methods for estimating the SP model and propose an iterative estimation algorithm for the GSP model that finds new types by solving a integer linear program in each iteration. We further show that our proposed notion of non-rationality can be incorporated into other choice models, like the random utility maximization (RUM) model class as well as any of its subclasses. As a concrete example, we introduce the non-rational extension of the classical MNL model, which we term the generalized MNL (GMNL) model and present an efficient expectation-maximization (EM) algorithm for estimating the GMNL model. Numerical evaluation on real choice data shows that the GMNL and GSP models can outperform their rational counterparts in out-of-sample prediction accuracy.
We consider two-phase fluid deformable surfaces as model systems for biomembranes. Such surfaces are modeled by incompressible surface Navier-Stokes-Cahn-Hilliard-like equations with bending forces. We derive this model using the Lagrange-D'Alembert principle considering various dissipation mechanisms. The highly nonlinear model is solved numerically to explore the tight interplay between surface evolution, surface phase composition, surface curvature and surface hydrodynamics. It is demonstrated that hydrodynamics can enhance bulging and furrow formation, which both can further develop to pinch-offs. The numerical approach builds on a Taylor-Hood element for the surface Navier-Stokes part, a semi-implicit approach for the Cahn-Hilliard part, higher order surface parametrizations, appropriate approximations of the geometric quantities, and mesh redistribution. We demonstrate convergence properties that are known to be optimal for simplified sub-problems.
We develop a numerical method for computing with orthogonal polynomials that are orthogonal on multiple, disjoint intervals for which analytical formulae are currently unknown. Our approach exploits the Fokas--Its--Kitaev Riemann--Hilbert representation of the orthogonal polynomials to produce an $\text{O}(N)$ method to compute the first $N$ recurrence coefficients. The method can also be used for pointwise evaluation of the polynomials and their Cauchy transforms throughout the complex plane. The method encodes the singularity behavior of weight functions using weighted Cauchy integrals of Chebyshev polynomials. This greatly improves the efficiency of the method, outperforming other available techniques. We demonstrate the fast convergence of our method and present applications to integrable systems and approximation theory.
Hashing has been widely used in approximate nearest search for large-scale database retrieval for its computation and storage efficiency. Deep hashing, which devises convolutional neural network architecture to exploit and extract the semantic information or feature of images, has received increasing attention recently. In this survey, several deep supervised hashing methods for image retrieval are evaluated and I conclude three main different directions for deep supervised hashing methods. Several comments are made at the end. Moreover, to break through the bottleneck of the existing hashing methods, I propose a Shadow Recurrent Hashing(SRH) method as a try. Specifically, I devise a CNN architecture to extract the semantic features of images and design a loss function to encourage similar images projected close. To this end, I propose a concept: shadow of the CNN output. During optimization process, the CNN output and its shadow are guiding each other so as to achieve the optimal solution as much as possible. Several experiments on dataset CIFAR-10 show the satisfying performance of SRH.
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