Data visualization and dimension reduction for regression between a general metric space-valued response and Euclidean predictors is proposed. Current Fr\'ech\'et dimension reduction methods require that the response metric space be continuously embeddable into a Hilbert space, which imposes restriction on the type of metric and kernel choice. We relax this assumption by proposing a Euclidean embedding technique which avoids the use of kernels. Under this framework, classical dimension reduction methods such as ordinary least squares and sliced inverse regression are extended. An extensive simulation experiment demonstrates the superior performance of the proposed method on synthetic data compared to existing methods where applicable. The real data analysis of factors influencing the distribution of COVID-19 transmission in the U.S. and the association between BMI and structural brain connectivity of healthy individuals are also investigated.
We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with discrete-time reinforcement learning (RL) with function approximation. We establish high-order numerical accuracy as well as the approximation error guarantees for the proposed approach. In contrast to discrete-time RL problems where the approximation factor depends on the effective horizon, we obtain a bounded approximation factor using the underlying elliptic structures, even if the effective horizon diverges to infinity.
Simplicial-simplicial regression refers to the regression setting where both the responses and predictor variables lie within the simplex space, i.e. they are compositional. For this setting, constrained least squares, where the regression coefficients themselves lie within the simplex, is proposed. The model is transformation-free but the adoption of a power transformation is straightforward, it can treat more than one compositional datasets as predictors and offers the possibility of weights among the simplicial predictors. Among the model's advantages are its ability to treat zeros in a natural way and a highly computationally efficient algorithm to estimate its coefficients. Resampling based hypothesis testing procedures are employed regarding inference, such as linear independence, and equality of the regression coefficients to some pre-specified values. The performance of the proposed technique and its comparison to an existing methodology that is of the same spirit takes place using simulation studies and real data examples.
Discovering causal relationships from observational data is a fundamental yet challenging task. Invariant causal prediction (ICP, Peters et al., 2016) is a method for causal feature selection which requires data from heterogeneous settings and exploits that causal models are invariant. ICP has been extended to general additive noise models and to nonparametric settings using conditional independence tests. However, the latter often suffer from low power (or poor type I error control) and additive noise models are not suitable for applications in which the response is not measured on a continuous scale, but reflects categories or counts. Here, we develop transformation-model (TRAM) based ICP, allowing for continuous, categorical, count-type, and uninformatively censored responses (these model classes, generally, do not allow for identifiability when there is no exogenous heterogeneity). As an invariance test, we propose TRAM-GCM based on the expected conditional covariance between environments and score residuals with uniform asymptotic level guarantees. For the special case of linear shift TRAMs, we also consider TRAM-Wald, which tests invariance based on the Wald statistic. We provide an open-source R package 'tramicp' and evaluate our approach on simulated data and in a case study investigating causal features of survival in critically ill patients.
We discuss a connection between a generative model, called the diffusion model, and nonequilibrium thermodynamics for the Fokker-Planck equation, called stochastic thermodynamics. Based on the techniques of stochastic thermodynamics, we derive the speed-accuracy trade-off for the diffusion models, which is a trade-off relationship between the speed and accuracy of data generation in diffusion models. Our result implies that the entropy production rate in the forward process affects the errors in data generation. From a stochastic thermodynamic perspective, our results provide quantitative insight into how best to generate data in diffusion models. The optimal learning protocol is introduced by the conservative force in stochastic thermodynamics and the geodesic of space by the 2-Wasserstein distance in optimal transport theory. We numerically illustrate the validity of the speed-accuracy trade-off for the diffusion models with different noise schedules such as the cosine schedule, the conditional optimal transport, and the optimal transport.
We investigate the set of invariant idempotent probabilities for countable idempotent iterated function systems (IFS) defined in compact metric spaces. We demonstrate that, with constant weights, there exists a unique invariant idempotent probability. Utilizing Secelean's approach to countable IFSs, we introduce partially finite idempotent IFSs and prove that the sequence of invariant idempotent measures for these systems converges to the invariant measure of the original countable IFS. We then apply these results to approximate such measures with discrete systems, producing, in the one-dimensional case, data series whose Higuchi fractal dimension can be calculated. Finally, we provide numerical approximations for two-dimensional cases and discuss the application of generalized Higuchi dimensions in these scenarios.
The visual question generation (VQG) task aims to generate human-like questions from an image and potentially other side information (e.g. answer type). Previous works on VQG fall in two aspects: i) They suffer from one image to many questions mapping problem, which leads to the failure of generating referential and meaningful questions from an image. ii) They fail to model complex implicit relations among the visual objects in an image and also overlook potential interactions between the side information and image. To address these limitations, we first propose a novel learning paradigm to generate visual questions with answer-awareness and region-reference. Concretely, we aim to ask the right visual questions with Double Hints - textual answers and visual regions of interests, which could effectively mitigate the existing one-to-many mapping issue. Particularly, we develop a simple methodology to self-learn the visual hints without introducing any additional human annotations. Furthermore, to capture these sophisticated relationships, we propose a new double-hints guided Graph-to-Sequence learning framework, which first models them as a dynamic graph and learns the implicit topology end-to-end, and then utilizes a graph-to-sequence model to generate the questions with double hints. Experimental results demonstrate the priority of our proposed method.
We propose a way to maintain strong consistency and facilitate error analysis in the context of dissipation-based WENO stabilization for continuous and discontinuous Galerkin discretizations of conservation laws. Following Kuzmin and Vedral (J. Comput. Phys. 487:112153, 2023) and Vedral (arXiv preprint arXiv:2309.12019), we use WENO shock detectors to determine appropriate amounts of low-order artificial viscosity. In contrast to existing WENO methods, our approach blends candidate polynomials using residual-based nonlinear weights. The shock-capturing terms of our stabilized Galerkin methods vanish if residuals do. This enables us to achieve improved accuracy compared to weakly consistent alternatives. As we show in the context of steady convection-diffusion-reaction (CDR) equations, nonlinear local projection stabilization terms can be included in a way that preserves the coercivity of local bilinear forms. For the corresponding Galerkin-WENO discretization of a CDR problem, we rigorously derive a priori error estimates. Additionally, we demonstrate the stability and accuracy of the proposed method through one- and two-dimensional numerical experiments for hyperbolic conservation laws and systems thereof. The numerical results for representative test problems are superior to those obtained with traditional WENO schemes, particularly in scenarios involving shocks and steep gradients.
We discuss a connection between a generative model, called the diffusion model, and nonequilibrium thermodynamics for the Fokker-Planck equation, called stochastic thermodynamics. Based on the techniques of stochastic thermodynamics, we derive the speed-accuracy trade-off for the diffusion models, which is a trade-off relationship between the speed and accuracy of data generation in diffusion models. Our result implies that the entropy production rate in the forward process affects the errors in data generation. From a stochastic thermodynamic perspective, our results provide quantitative insight into how best to generate data in diffusion models. The optimal learning protocol is introduced by the conservative force in stochastic thermodynamics and the geodesic of space by the 2-Wasserstein distance in optimal transport theory. We numerically illustrate the validity of the speed-accuracy trade-off for the diffusion models with different noise schedules such as the cosine schedule, the conditional optimal transport, and the optimal transport.
This paper deals with a novel nonlinear coupled nonlocal reaction-diffusion system proposed for image restoration, characterized by the advantages of preserving low gray level features and textures.The gray level indicator in the proposed model is regularized using a new method based on porous media type equations, which is suitable for recovering noisy blurred images. The well-posedness, regularity, and other properties of the model are investigated, addressing the lack of theoretical analysis in those existing similar types of models. Numerical experiments conducted on texture and satellite images demonstrate the effectiveness of the proposed model in denoising and deblurring tasks.
We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and horizontal scales. In particular, any stationary kernel can be accommodated as a special case, and we focus especially on the generalization of the standard Mat\'ern kernel. Our subroutine for kernel matrix-vector multiplications scales almost optimally as $O(N\log N)$, where $N$ is the number of regression points. Like the recently developed equispaced Fourier Gaussian process (EFGP) methodology, which is applicable only to stationary kernels, our approach exploits non-uniform fast Fourier transforms (NUFFTs). We offer a complete analysis controlling the approximation error of our method, and we validate the method's practical performance with numerical experiments. In particular we demonstrate improved scalability compared to to state-of-the-art rank-structured approaches in spatial dimension $d>1$.