We consider distributed recursive estimation of consensus+innovations type in the presence of heavy-tailed sensing and communication noises. We allow that the sensing and communication noises are mutually correlated while independent identically distributed (i.i.d.) in time, and that they may both have infinite moments of order higher than one (hence having infinite variances). Such heavy-tailed, infinite-variance noises are highly relevant in practice and are shown to occur, e.g., in dense internet of things (IoT) deployments. We develop a consensus+innovations distributed estimator that employs a general nonlinearity in both consensus and innovations steps to combat the noise. We establish the estimator's almost sure convergence, asymptotic normality, and mean squared error (MSE) convergence. Moreover, we establish and explicitly quantify for the estimator a sublinear MSE convergence rate. We then quantify through analytical examples the effects of the nonlinearity choices and the noises correlation on the system performance. Finally, numerical examples corroborate our findings and verify that the proposed method works in the simultaneous heavy-tail communication-sensing noise setting, while existing methods fail under the same noise conditions.
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Computational modeling of charged species transport has enabled the analysis, design, and optimization of a diverse array of electrochemical and electrokinetic devices. These systems are represented by the Poisson-Nernst-Planck (PNP) equations coupled with the Navier-Stokes (NS) equation. Direct numerical simulation (DNS) to accurately capture the spatio-temporal variation of ion concentration and current flux remains challenging due to the (a) small critical dimension of the diffuse charge layer (DCL), (b) stiff coupling due to fast charge relaxation times, large advective effects, and steep gradients close to boundaries, and (c) complex geometries exhibited by electrochemical devices. In the current study, we address these challenges by presenting a direct numerical simulation framework that incorporates (a) a variational multiscale (VMS) treatment, (b) a block-iterative strategy in conjunction with semi-implicit (for NS) and implicit (for PNP) time integrators, and (c) octree based adaptive mesh refinement. The VMS formulation provides numerical stabilization critical for capturing the electro-convective flows often observed in engineered devices. The block-iterative strategy decouples the difficulty of non-linear coupling between the NS and PNP equations and allows the use of tailored numerical schemes separately for NS and PNP equations. The carefully designed second-order, hybrid implicit methods circumvent the harsh timestep requirements of explicit time steppers, thus enabling simulations over longer time horizons. Finally, the octree-based meshing allows efficient and targeted spatial resolution of the DCL. These features are incorporated into a massively parallel computational framework, enabling the simulation of realistic engineering electrochemical devices. The numerical framework is illustrated using several challenging canonical examples.
Laguerre spectral approximations play an important role in the development of efficient algorithms for problems in unbounded domains. In this paper, we present a comprehensive convergence rate analysis of Laguerre spectral approximations for analytic functions. By exploiting contour integral techniques from complex analysis, we prove that Laguerre projection and interpolation methods of degree $n$ converge at the root-exponential rate $O(\exp(-2\rho\sqrt{n}))$ with $\rho>0$ when the underlying function is analytic inside and on a parabola with focus at the origin and vertex at $z=-\rho^2$. As far as we know, this is the first rigorous proof of root-exponential convergence of Laguerre approximations for analytic functions. Several important applications of our analysis are also discussed, including Laguerre spectral differentiations, Gauss-Laguerre quadrature rules, the scaling factor and the Weeks method for the inversion of Laplace transform, and some sharp convergence rate estimates are derived. Numerical experiments are presented to verify the theoretical results.
Detecting differences in gene expression is an important part of single-cell RNA sequencing experiments, and many statistical methods have been developed for this aim. Most differential expression analyses focus on comparing expression between two groups (e.g., treatment vs. control). But there is increasing interest in multi-condition differential expression analyses in which expression is measured in many conditions, and the aim is to accurately detect and estimate expression differences in all conditions. We show that directly modeling single-cell RNA-seq counts in all conditions simultaneously, while also inferring how expression differences are shared across conditions, leads to greatly improved performance for detecting and estimating expression differences compared to existing methods. We illustrate the potential of this new approach by analyzing data from a single-cell experiment studying the effects of cytokine stimulation on gene expression. We call our new method "Poisson multivariate adaptive shrinkage", and it is implemented in an R package available online at //github.com/stephenslab/poisson.mash.alpha.
Blockchain based federated learning is a distributed learning scheme that allows model training without participants sharing their local data sets, where the blockchain components eliminate the need for a trusted central server compared to traditional Federated Learning algorithms. In this paper we propose a softmax aggregation blockchain based federated learning framework. First, we propose a new blockchain based federated learning architecture that utilizes the well-tested proof-of-stake consensus mechanism on an existing blockchain network to select validators and miners to aggregate the participants' updates and compute the blocks. Second, to ensure the robustness of the aggregation process, we design a novel softmax aggregation method based on approximated population loss values that relies on our specific blockchain architecture. Additionally, we show our softmax aggregation technique converges to the global minimum in the convex setting with non-restricting assumptions. Our comprehensive experiments show that our framework outperforms existing robust aggregation algorithms in various settings by large margins.
We present and analyze an algorithm designed for addressing vector-valued regression problems involving possibly infinite-dimensional input and output spaces. The algorithm is a randomized adaptation of reduced rank regression, a technique to optimally learn a low-rank vector-valued function (i.e. an operator) between sampled data via regularized empirical risk minimization with rank constraints. We propose Gaussian sketching techniques both for the primal and dual optimization objectives, yielding Randomized Reduced Rank Regression (R4) estimators that are efficient and accurate. For each of our R4 algorithms we prove that the resulting regularized empirical risk is, in expectation w.r.t. randomness of a sketch, arbitrarily close to the optimal value when hyper-parameteres are properly tuned. Numerical expreriments illustrate the tightness of our bounds and show advantages in two distinct scenarios: (i) solving a vector-valued regression problem using synthetic and large-scale neuroscience datasets, and (ii) regressing the Koopman operator of a nonlinear stochastic dynamical system.
Measures of association between cortical regions based on activity signals provide useful information for studying brain functional connectivity. Difficulties occur with signals of electric neuronal activity, where an observed signal is a mixture, i.e. an instantaneous weighted average of the true, unobserved signals from all regions, due to volume conduction and low spatial resolution. This is why measures of lagged association are of interest, since at least theoretically, "lagged association" is of physiological origin. In contrast, the actual physiological instantaneous zero-lag association is masked and confounded by the mixing artifact. A minimum requirement for a measure of lagged association is that it must not tend to zero with an increase of strength of true instantaneous physiological association. Such biased measures cannot tell apart if a change in its value is due to a change in lagged or a change in instantaneous association. An explicit testable definition for frequency domain lagged connectivity between two multivariate time series is proposed. It is endowed with two important properties: it is invariant to non-singular linear transformations of each vector time series separately, and it is invariant to instantaneous association. As a first sanity check: in the case of two univariate time series, the new definition leads back to the bivariate lagged coherence of 2007 (eqs 25 and 26 in //doi.org/10.48550/arXiv.0706.1776). As a second stronger sanity check: in the case of a univariate and multivariate vector time series, the new measure presented here leads back to the original multivariate lagged coherence in equation 31 of the same 2007 publication (which trivially includes the bivariate case).
We prove the convergence of meshfree method for solving the elliptic Monge-Ampere equation with Dirichlet boundary on the bounded domain. L2 error is obtained based on the kernel-based trial spaces generated by the compactly supported radial basis functions. We obtain the convergence result when the testing discretization is finer than the trial discretization. The convergence rate depend on the regularity of the solution, the smoothness of the computing domain, and the approximation of scaled kernel-based spaces. The presented convergence theory covers a wide range of kernel-based trial spaces including stationary approximation and non-stationary approximation. An extension to non-Dirichlet boundary condition is in a forthcoming paper.
We define a model of predicate logic in which every term and predicate, open or closed, has an absolute denotation independently of a valuation of the variables. For each variable a, the domain of the model contains an element [[a]] which is the denotation of the term a (which is also a variable symbol). Similarly, the algebra interpreting predicates in the model directly interprets open predicates. Because of this models must also incorporate notions of substitution and quantification. These notions are axiomatic, and need not be applied only to sets of syntax. We prove soundness and show how every 'ordinary' model (i.e. model based on sets and valuations) can be translated to one of our nominal models, and thus also prove completeness.
In recent literature, for modeling reasons, fractional differential problems have been considered equipped with anti-symmetric boundary conditions. Twenty years ago the anti-reflective boundary conditions were introduced in a context of signal processing and imaging for increasing the quality of the reconstruction of a blurred signal/image contaminated by noise and for reducing the overall complexity to that of few fast sine transforms i.e. to $O(N\log N)$ real arithmetic operations, where $N$ is the number of pixels. Here we consider the anti-symmetric boundary conditions and we introduce the anti-reflective boundary conditions in the context of nonlocal problems of fractional differential type. In the latter context, we study both types of boundary conditions, which in reality are similar in the essentials, from the perspective of computational efficiency, by considering nontruncated and truncated versions. Several numerical tests, tables, and visualizations are provided and critically discussed.
Numerical solving the Schr\"odinger equation with incommensurate potentials presents a great challenge since its solutions could be space-filling quasiperiodic structures without translational symmetry nor decay. In this paper, we propose two high-accuracy numerical methods to solve the time-dependent quasiperiodic Schr\"odinger equation. Concretely, we discretize the spatial variables by the quasiperiodic spectral method and the projection method, and the time variable by the second-order operator splitting method. The corresponding convergence analysis is also presented and shows that the proposed methods both have exponential convergence rate in space and second order accuracy in time, respectively. Meanwhile, we analyse the computational complexity of these numerical algorithms. One- and two-dimensional numerical results verify these convergence conclusions, and demonstrate that the projection method is more efficient.
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