Over the last several decades, improvements in the fields of analytic combinatorics and computer algebra have made determining the asymptotic behaviour of sequences satisfying linear recurrence relations with polynomial coefficients largely a matter of routine, under assumptions that hold often in practice. The algorithms involved typically take a sequence, encoded by a recurrence relation and initial terms, and return the leading terms in an asymptotic expansion up to a big-O error term. Less studied, however, are effective techniques giving an explicit bound on asymptotic error terms. Among other things, such explicit bounds typically allow the user to automatically prove sequence positivity (an active area of enumerative and algebraic combinatorics) by exhibiting an index when positive leading asymptotic behaviour dominates any error terms. In this article, we present a practical algorithm for computing such asymptotic approximations with rigorous error bounds, under the assumption that the generating series of the sequence is a solution of a differential equation with regular (Fuchsian) dominant singularities. Our algorithm approximately follows the singularity analysis method of Flajolet and Odlyzko, except that all big-O terms involved in the derivation of the asymptotic expansion are replaced by explicit error terms. The computation of the error terms combines analytic bounds from the literature with effective techniques from rigorous numerics and computer algebra. We implement our algorithm in the SageMath computer algebra system and exhibit its use on a variety of applications (including our original motivating example, solution uniqueness in the Canham model for the shape of genus one biomembranes).
相關內容
Due to its computational complexity, graph cuts for cluster detection and identification are used mostly in the form of convex relaxations. We propose to utilize the original graph cuts such as Ratio, Normalized or Cheeger Cut in order to detect clusters in weighted undirected graphs by restricting the graph cut minimization to the subset of $st$-MinCut partitions. Incorporating a vertex selection technique and restricting optimization to tightly connected clusters, we therefore combine the efficient computability of $st$-MinCuts and the intrinsic properties of Gomory-Hu trees with the cut quality of the original graph cuts, leading to linear runtime in the number of vertices and quadratic in the number of edges. Already in simple scenarios, the resulting algorithm Xist is able to approximate graph cut values better empirically than spectral clustering or comparable algorithms, even for large network datasets. We showcase its applicability by segmenting images from cell biology and provide empirical studies of runtime and classification rate.
We propose a numerically efficient method for evaluating the random-coding union bound with parameter $s$ on the error probability achievable in the finite-blocklength regime by a pilot-assisted transmission scheme employing Gaussian codebooks and operating over a memoryless block-fading channel. Our method relies on the saddlepoint approximation, which, differently from previous results reported for similar scenarios, is performed with respect to the number of fading blocks (a.k.a. diversity branches) spanned by each codeword, instead of the number of channel uses per block. This different approach avoids a costly numerical averaging of the error probability over the realizations of the fading process and of its pilot-based estimate at the receiver and results in a significant reduction of the number of channel realizations required to estimate the error probability accurately. Our numerical experiments for both single-antenna communication links and massive multiple-input multiple-output (MIMO) networks show that, when two or more diversity branches are available, the error probability can be estimated accurately with the saddlepoint approximation with respect to the number of fading blocks using a numerical method that requires about two orders of magnitude fewer Monte-Carlo samples than with the saddlepoint approximation with respect to the number of channel uses per block.
This paper develops power series expansions of a general class of moment functions, including transition densities and option prices, of continuous-time Markov processes, including jump--diffusions. The proposed expansions extend the ones in Kristensen and Mele (2011) to cover general Markov processes. We demonstrate that the class of expansions nests the transition density and option price expansions developed in Yang, Chen, and Wan (2019) and Wan and Yang (2021) as special cases, thereby connecting seemingly different ideas in a unified framework. We show how the general expansion can be implemented for fully general jump--diffusion models. We provide a new theory for the validity of the expansions which shows that series expansions are not guaranteed to converge as more terms are added in general. Thus, these methods should be used with caution. At the same time, the numerical studies in this paper demonstrate good performance of the proposed implementation in practice when a small number of terms are included.
This paper is dedicated to the mathematical analysis of finite difference schemes for the angular diffusion operator present in the azimuth-independent Fokker-Planck equation. The study elucidates the reasons behind the lack of convergence in half range mode for certain widely recognized discrete ordinates methods, and establishes sets of sufficient conditions to ensure that the schemes achieve convergence of order $2$. In the process, interesting properties regarding Gaussian nodes and weights, which until now have remained unnoticed by mathematicians, naturally emerge.
The goal of inductive logic programming is to induce a logic program (a set of logical rules) that generalises training examples. Inducing programs with many rules and literals is a major challenge. To tackle this challenge, we introduce an approach where we learn small non-separable programs and combine them. We implement our approach in a constraint-driven ILP system. Our approach can learn optimal and recursive programs and perform predicate invention. Our experiments on multiple domains, including game playing and program synthesis, show that our approach can drastically outperform existing approaches in terms of predictive accuracies and learning times, sometimes reducing learning times from over an hour to a few seconds.
Optimal transport has gained much attention in image processing field, such as computer vision, image interpolation and medical image registration. Recently, Bredies et al. (ESAIM:M2AN 54:2351-2382, 2020) and Schmitzer et al. (IEEE T MED IMAGING 39:1626-1635, 2019) established the framework of optimal transport regularization for dynamic inverse problems. In this paper, we incorporate Wasserstein distance, together with total variation, into static inverse problems as a prior regularization. The Wasserstein distance formulated by Benamou-Brenier energy measures the similarity between the given template and the reconstructed image. Also, we analyze the existence of solutions of such variational problem in Radon measure space. Moreover, the first-order primal-dual algorithm is constructed for solving this general imaging problem in a specific grid strategy. Finally, numerical experiments for undersampled MRI reconstruction are presented which show that our proposed model can recover images well with high quality and structure preservation.
Time-dependent basis reduced order models (TDB ROMs) have successfully been used for approximating the solution to nonlinear stochastic partial differential equations (PDEs). For many practical problems of interest, discretizing these PDEs results in massive matrix differential equations (MDEs) that are too expensive to solve using conventional methods. While TDB ROMs have the potential to significantly reduce this computational burden, they still suffer from the following challenges: (i) inefficient for general nonlinearities, (ii) intrusive implementation, (iii) ill-conditioned in the presence of small singular values, and (iv) error accumulation due to fixed rank. To this end, we present a scalable method based on oblique projections for solving TDB ROMs that is computationally efficient, minimally intrusive, robust in the presence of small singular values, rank-adaptive, and highly parallelizable. These favorable properties are achieved via low-rank approximation of the time discrete MDE. Using the discrete empirical interpolation method (DEIM), a low-rank decomposition is computed at each iteration of the time stepping scheme, enabling a near-optimal approximation at a fraction of the cost. We coin the new approach TDB-CUR since it is equivalent to a CUR decomposition based on sparse row and column samples of the MDE. We also propose a rank-adaptive procedure to control the error on-the-fly. Numerical results demonstrate the accuracy, efficiency, and robustness of the new method for a diverse set of problems.
We propose a generalization of nonlinear stability of numerical one-step integrators to Riemannian manifolds in the spirit of Butcher's notion of B-stability. Taking inspiration from Simpson-Porco and Bullo, we introduce non-expansive systems on such manifolds and define B-stability of integrators. In this first exposition, we provide concrete results for a geodesic version of the Implicit Euler (GIE) scheme. We prove that the GIE method is B-stable on Riemannian manifolds with non-positive sectional curvature. We show through numerical examples that the GIE method is expansive when applied to a certain non-expansive vector field on the 2-sphere, and that the GIE method does not necessarily possess a unique solution for large enough step sizes. Finally, we derive a new improved global error estimate for general Lie group integrators.
Uniform error estimates of a bi-fidelity method for a kinetic-fluid coupled model with random initial inputs in the fine particle regime are proved in this paper. Such a model is a system coupling the incompressible Navier-Stokes equations to the Vlasov-Fokker-Planck equations for a mixture of the flows with distinct particle sizes. The main analytic tool is the hypocoercivity analysis for the multi-phase Navier-Stokes-Vlasov-Fokker-Planck system with uncertainties, considering solutions in a perturbative setting near the global equilibrium. This allows us to obtain the error estimates in both kinetic and hydrodynamic regimes.
Confidence intervals based on the central limit theorem (CLT) are a cornerstone of classical statistics. Despite being only asymptotically valid, they are ubiquitous because they permit statistical inference under very weak assumptions, and can often be applied to problems even when nonasymptotic inference is impossible. This paper introduces time-uniform analogues of such asymptotic confidence intervals. To elaborate, our methods take the form of confidence sequences (CS) -- sequences of confidence intervals that are uniformly valid over time. CSs provide valid inference at arbitrary stopping times, incurring no penalties for "peeking" at the data, unlike classical confidence intervals which require the sample size to be fixed in advance. Existing CSs in the literature are nonasymptotic, and hence do not enjoy the aforementioned broad applicability of asymptotic confidence intervals. Our work bridges the gap by giving a definition for "asymptotic CSs", and deriving a universal asymptotic CS that requires only weak CLT-like assumptions. While the CLT approximates the distribution of a sample average by that of a Gaussian at a fixed sample size, we use strong invariance principles (stemming from the seminal 1960s work of Strassen and improvements by Koml\'os, Major, and Tusn\'ady) to uniformly approximate the entire sample average process by an implicit Gaussian process. As an illustration of our theory, we derive asymptotic CSs for the average treatment effect using efficient estimators in observational studies (for which no nonasymptotic bounds can exist even in the fixed-time regime) as well as randomized experiments, enabling causal inference that can be continuously monitored and adaptively stopped.
小貼士
登錄享
相關主題
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191