This paper explores the capacity of additive Vertically-Drifted First Arrival Position (VDFAP) noise channels, which are emerging as a new paradigm for diffusive molecular communication. Analogous to the capacity of parallel Gaussian channels, the capacity of VDFAP noise channels is defined as the supremum of the mutual information between the input and output signals subject to an overall second-moment constraint on input distributions. Upper and lower bounds for this capacity are derived for the case of three spatial dimensions, based on an analysis of the characteristic function of the VDFAP distribution and an investigation of its stability properties. The results of this study contribute to the ongoing effort to understand the fundamental limits of molecular communication systems.
Multivariate time series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables is crucial for the accurate statistical modelling and analysis of such systems. Here, we introduce kernel-based statistical tests of joint independence in multivariate time series by extending the $d$-variable Hilbert-Schmidt independence criterion (dHSIC) to encompass both stationary and non-stationary processes, thus allowing broader real-world applications. By leveraging resampling techniques tailored for both single- and multiple-realisation time series, we show how the method robustly uncovers significant higher-order dependencies in synthetic examples, including frequency mixing data and logic gates, as well as real-world climate and socioeconomic data. Our method adds to the mathematical toolbox for the analysis of multivariate time series and can aid in uncovering high-order interactions in data.
In this paper, we study the statistical efficiency of Reinforcement Learning in Mean-Field Control (MFC) and Mean-Field Game (MFG) with general function approximation. We introduce a new concept called Mean-Field Model-Based Eluder Dimension (MBED), which subsumes a rich family of Mean-Field RL problems. Additionally, we propose algorithms based on Optimistic Maximal Likelihood Estimation, which can return an $\epsilon$-optimal policy for MFC or an $\epsilon$-Nash Equilibrium policy for MFG, with sample complexity polynomial w.r.t. relevant parameters and independent of the number of states, actions and the number of agents. Notably, our results only require a mild assumption of Lipschitz continuity on transition dynamics and avoid strong structural assumptions in previous work. Finally, in the tabular setting, given the access to a generative model, we establish an exponential lower bound for MFC setting, while providing a novel sample-efficient model elimination algorithm to approximate equilibrium in MFG setting. Our results reveal a fundamental separation between RL for single-agent, MFC, and MFG from the sample efficiency perspective.
First Order Bayesian Optimization (FOBO) is a sample efficient sequential approach to find the global maxima of an expensive-to-evaluate black-box objective function by suitably querying for the function and its gradient evaluations. Such methods assume Gaussian process (GP) models for both, the function and its gradient, and use them to construct an acquisition function that identifies the next query point. In this paper, we propose a class of practical FOBO algorithms that efficiently utilizes the information from the gradient GP to identify potential query points with zero gradients. We construct a multi-level acquisition function where in the first step, we optimize a lower level acquisition function with multiple restarts to identify potential query points with zero gradient value. We then use the upper level acquisition function to rank these query points based on their function values to potentially identify the global maxima. As a final step, the potential point of maxima is chosen as the actual query point. We validate the performance of our proposed algorithms on several test functions and show that our algorithms outperform state-of-the-art FOBO algorithms. We also illustrate the application of our algorithms in finding optimal set of hyper-parameters in machine learning and in learning the optimal policy in reinforcement learning tasks.
We establish sparsity and summability results for coefficient sequences of Wiener-Hermite polynomial chaos expansions of countably-parametric solutions of linear elliptic and parabolic divergence-form partial differential equations with Gaussian random field inputs. The novel proof technique developed here is based on analytic continuation of parametric solutions into the complex domain. It differs from previous works that used bootstrap arguments and induction on the differentiation order of solution derivatives with respect to the parameters. The present holomorphy-based argument allows a unified, ``differentiation-free'' proof of sparsity (expressed in terms of $\ell^p$-summability or weighted $\ell^2$-summability) of sequences of Wiener-Hermite coefficients in polynomial chaos expansions in various scales of function spaces. The analysis also implies corresponding analyticity and sparsity results for posterior densities in Bayesian inverse problems subject to Gaussian priors on uncertain inputs from function spaces. Our results furthermore yield dimension-independent convergence rates of various \emph{constructive} high-dimensional deterministic numerical approximation schemes such as single-level and multi-level versions of Hermite-Smolyak anisotropic sparse-grid interpolation and quadrature in both forward and inverse computational uncertainty quantification.
This paper addresses two fundamental problems in diffusive molecular communication: characterizing the first arrival position (FAP) density and bounding the information transmission capacity of FAP channels. Previous studies on FAP channel models, mostly captured by the density function of noise, have been limited to specific spatial dimensions, drift directions, and receiver geometries. In response, we propose a unified solution for identifying the FAP density in molecular communication systems with fully-absorbing receivers. Leveraging stochastic analysis tools, we derive a concise expression with universal applicability, covering any spatial dimension, drift direction, and receiver shape. We demonstrate that several existing FAP density formulas are special cases of this innovative expression. Concurrently, we establish explicit upper and lower bounds on the capacity of three-dimensional, vertically-drifted FAP channels, drawing inspiration from vector Gaussian interference channels. In the course of deriving these bounds, we unravel an explicit analytical expression for the characteristic function of vertically-drifted FAP noise distributions, providing a more compact characterization compared to the density function. Notably, this expression sheds light on a previously undiscovered weak stability property intrinsic to vertically-drifted FAP noise distributions.
In this study, we examine numerical approximations for 2nd-order linear-nonlinear differential equations with diverse boundary conditions, followed by the residual corrections of the first approximations. We first obtain numerical results using the Galerkin weighted residual approach with Bernstein polynomials. The generation of residuals is brought on by the fact that our first approximation is computed using numerical methods. To minimize these residuals, we use the compact finite difference scheme of 4th-order convergence to solve the error differential equations in accordance with the error boundary conditions. We also introduce the formulation of the compact finite difference method of fourth-order convergence for the nonlinear BVPs. The improved approximations are produced by adding the error values derived from the approximations of the error differential equation to the weighted residual values. Numerical results are compared to the exact solutions and to the solutions available in the published literature to validate the proposed scheme, and high accuracy is achieved in all cases
This article focuses on the near-field effect in terahertz (THz) communications and sensing systems. By equipping with extremely large-scale antenna arrays (ELAAs), the near-field region in THz systems can be possibly extended to hundreds of meters in proximity to THz transceivers, which necessitates the consideration of near-field effect in the THz band both for the communications and sensing. We first review the main characteristics of the near-field region in the THz bands. The signal propagation in the near-field region is characterized by spherical waves rather than planar waves in the far-field region. This distinction introduces a new distance dimension to the communication and sensing channels, which brings new opportunities and challenges for both THz communications and sensing. More particularly, 1) For THz communications, the near-field effect enables a new mechanism for beamforming, namely, beamfocusing, in the focusing region. Furthermore, in THz multiple-input and multiple-output (MIMO) systems, the near-field effect can be exploited to combat the multiplexing gain degradation caused by the sparse THz channels. To address the near-field beam split effect caused by the conventional frequency-independent hybrid beamforming architecture in THz wideband communications, we propose a pair of wideband beamforming optimization approaches by a new hybrid beamforming architecture based on true-time-delayers (TTDs). 2) For THz sensing, joint angle and distance sensing can be achieved in the near-field region. Additionally, the near-field beam split becomes a beneficial effect for enhancing the sensing performance by focusing on multiple possible target locations rather than a drawback encountered in communications. Finally, several topics for future research are discussed.
We consider the multiple testing of the general regression framework aiming at studying the relationship between a univariate response and a p-dimensional predictor. To test the hypothesis of the effect of each predictor, we construct an Angular Balanced Statistic (ABS) based on the estimator of the sliced inverse regression without assuming a model of the conditional distribution of the response. According to the developed limiting distribution results in this paper, we have shown that ABS is asymptotically symmetric with respect to zero under the null hypothesis. We then propose a Model-free multiple Testing procedure using Angular balanced statistics (MTA) and show theoretically that the false discovery rate of this method is less than or equal to a designated level asymptotically. Numerical evidence has shown that the MTA method is much more powerful than its alternatives, subject to the control of the false discovery rate.
Multivariate sequential data collected in practice often exhibit temporal irregularities, including nonuniform time intervals and component misalignment. However, if uneven spacing and asynchrony are endogenous characteristics of the data rather than a result of insufficient observation, the information content of these irregularities plays a defining role in characterizing the multivariate dependence structure. Existing approaches for probabilistic forecasting either overlook the resulting statistical heterogeneities, are susceptible to imputation biases, or impose parametric assumptions on the data distribution. This paper proposes an end-to-end solution that overcomes these limitations by allowing the observation arrival times to play the central role of model construction, which is at the core of temporal irregularities. To acknowledge temporal irregularities, we first enable unique hidden states for components so that the arrival times can dictate when, how, and which hidden states to update. We then develop a conditional flow representation to non-parametrically represent the data distribution, which is typically non-Gaussian, and supervise this representation by carefully factorizing the log-likelihood objective to select conditional information that facilitates capturing time variation and path dependency. The broad applicability and superiority of the proposed solution are confirmed by comparing it with existing approaches through ablation studies and testing on real-world datasets.
We present high-order, finite element-based Second Moment Methods (SMMs) for solving radiation transport problems in two spatial dimensions. We leverage the close connection between the Variable Eddington Factor (VEF) method and SMM to convert existing discretizations of the VEF moment system to discretizations of the SMM moment system. The moment discretizations are coupled to a high-order Discontinuous Galerkin discretization of the Discrete Ordinates transport equations. We show that the resulting methods achieve high-order accuracy on high-order (curved) meshes, preserve the thick diffusion limit, and are effective on a challenging multi-material problem both in outer fixed-point iterations and in inner preconditioned iterative solver iterations for the discrete moment systems. We also present parallel scaling results and provide direct comparisons to the VEF algorithms the SMM algorithms were derived from.