We consider the inverse scattering problem for time-harmonic acoustic waves in a medium with pointwise inhomogeneities. In the Foldy-Lax model, the estimation of the scatterers' locations and intensities from far field measurements can be recast as the recovery of a discrete measure from nonlinear observations. We propose a "linearize and locally optimize" approach to perform this reconstruction. We first solve a convex program in the space of measures (known as the Beurling LASSO), which involves a linearization of the forward operator (the far field pattern in the Born approximation). Then, we locally minimize a second functional involving the nonlinear forward map, using the output of the first step as initialization. We provide guarantees that the output of the first step is close to the sought-after measure when the scatterers have small intensities and are sufficiently separated. We also provide numerical evidence that the second step still allows for accurate recovery in settings that are more involved.
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In the context of visual perception, the optical signal from a scene is transferred into the electronic domain by detectors in the form of image data, which are then processed for the extraction of visual information. In noisy and weak-signal environments such as thermal imaging for night vision applications, however, the performance of neural computing tasks faces a significant bottleneck due to the inherent degradation of data quality upon noisy detection. Here, we propose a concept of optical signal processing before detection to address this issue. We demonstrate that spatially redistributing optical signals through a properly designed linear transformer can enhance the detection noise resilience of visual perception tasks, as benchmarked with the MNIST classification. Our idea is supported by a quantitative analysis detailing the relationship between signal concentration and noise robustness, as well as its practical implementation in an incoherent imaging system. This compute-first detection scheme can pave the way for advancing infrared machine vision technologies widely used for industrial and defense applications.
The ParaDiag family of algorithms solves differential equations by using preconditioners that can be inverted in parallel through diagonalization. In the context of optimal control of linear parabolic PDEs, the state-of-the-art ParaDiag method is limited to solving self-adjoint problems with a tracking objective. We propose three improvements to the ParaDiag method: the use of alpha-circulant matrices to construct an alternative preconditioner, a generalization of the algorithm for solving non-self-adjoint equations, and the formulation of an algorithm for terminal-cost objectives. We present novel analytic results about the eigenvalues of the preconditioned systems for all discussed ParaDiag algorithms in the case of self-adjoint equations, which proves the favorable properties the alpha-circulant preconditioner. We use these results to perform a theoretical parallel-scaling analysis of ParaDiag for self-adjoint problems. Numerical tests confirm our findings and suggest that the self-adjoint behavior, which is backed by theory, generalizes to the non-self-adjoint case. We provide a sequential, open-source reference solver in Matlab for all discussed algorithms.
We present a comprehensive analysis of singular vector and singular subspace perturbations in the context of the signal plus random Gaussian noise matrix model. Assuming a low-rank signal matrix, we extend the Wedin-Davis-Kahan theorem in a fully generalized manner, applicable to any unitarily invariant matrix norm, extending previous results of O'Rourke, Vu and the author. We also obtain the fine-grained results, which encompass the $\ell_\infty$ analysis of singular vectors, the $\ell_{2, \infty}$ analysis of singular subspaces, as well as the exploration of linear and bilinear functions related to the singular vectors. Moreover, we explore the practical implications of these findings, in the context of the Gaussian mixture model and the submatrix localization problem.
In logistic regression modeling, Firth's modified estimator is widely used to address the issue of data separation, which results in the nonexistence of the maximum likelihood estimate. Firth's modified estimator can be formulated as a penalized maximum likelihood estimator in which Jeffreys' prior is adopted as the penalty term. Despite its widespread use in practice, the formal verification of the corresponding estimate's existence has not been established. In this study, we establish the existence theorem of Firth's modified estimate in binomial logistic regression models, assuming only the full column rankness of the design matrix. We also discuss other binomial regression models obtained through alternating link functions and prove the existence of similar penalized maximum likelihood estimates for such models.
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 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, adding to the literature on confidence sequences (CS) -- sequences of confidence intervals that are uniformly valid over time -- which provide valid inference at arbitrary stopping times and incur 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, enjoying finite-sample guarantees but not the aforementioned broad applicability of asymptotic confidence intervals. This work provides a definition for "asymptotic CSs" and a general recipe for deriving them. Asymptotic CSs forgo nonasymptotic validity for CLT-like versatility and (asymptotic) time-uniform guarantees. While the CLT approximates the distribution of a sample average by that of a Gaussian for a fixed sample size, we use strong invariance principles (stemming from the seminal 1960s work of Strassen) to uniformly approximate the entire sample average process by an implicit Gaussian process. As an illustration, we derive asymptotic CSs for the average treatment effect in observational studies (for which nonasymptotic bounds are essentially impossible to derive even in the fixed-time regime) as well as randomized experiments, enabling causal inference in sequential environments.
Backtracking linesearch is the de facto approach for minimizing continuously differentiable functions with locally Lipschitz gradient. In recent years, it has been shown that in the convex setting it is possible to avoid linesearch altogether, and to allow the stepsize to adapt based on a local smoothness estimate without any backtracks or evaluations of the function value. In this work we propose an adaptive proximal gradient method, adaPG, that uses novel estimates of the local smoothness modulus which leads to less conservative stepsize updates and that can additionally cope with nonsmooth terms. This idea is extended to the primal-dual setting where an adaptive three-term primal-dual algorithm, adaPD, is proposed which can be viewed as an extension of the PDHG method. Moreover, in this setting the "essentially" fully adaptive variant adaPD$^+$ is proposed that avoids evaluating the linear operator norm by invoking a backtracking procedure, that, remarkably, does not require extra gradient evaluations. Numerical simulations demonstrate the effectiveness of the proposed algorithms compared to the state of the art.
Testing the equality of mean vectors across $g$ different groups plays an important role in many scientific fields. In regular frameworks, likelihood-based statistics under the normality assumption offer a general solution to this task. However, the accuracy of standard asymptotic results is not reliable when the dimension $p$ of the data is large relative to the sample size $n_i$ of each group. We propose here an exact directional test for the equality of $g$ normal mean vectors with identical unknown covariance matrix, provided that $\sum_{i=1}^g n_i \ge p+g+1$. In the case of two groups ($g=2$), the directional test is equivalent to the Hotelling's $T^2$ test. In the more general situation where the $g$ independent groups may have different unknown covariance matrices, although exactness does not hold, simulation studies show that the directional test is more accurate than most commonly used likelihood based solutions. Robustness of the directional approach and its competitors under deviation from multivariate normality is also numerically investigated.
We introduce isotonic conditional laws (ICL) which extend the classical notion of conditional laws by the additional requirement that there exists an isotonic relationship between the random variable of interest and the conditioning random object. We show existence and uniqueness of ICL building on conditional expectations given $\sigma$-lattices. ICL corresponds to a classical conditional law if and only if the latter is already isotonic. ICL is motivated from a statistical point of view by showing that ICL emerges equivalently as the minimizer of an expected score where the scoring rule may be taken from a large class comprising the continuous ranked probability score (CRPS). Furthermore, ICL is calibrated in the sense that it is invariant to certain conditioning operations, and the corresponding event probabilities and quantiles are simultaneously optimal with respect to all relevant scoring functions. We develop a new notion of general conditional functionals given $\sigma$-lattices which is of independent interest.
The paper presents a numerical method for simulating flow and mechanics in fractured rock. The governing equations that couple the effects in the rock mass and in the fractures are obtained using the discrete fracture-matrix approach. The fracture flow is driven by the cubic law, and the contact conditions prevent fractures from self-penetration. A stable finite element discretization is proposed for the displacement-pressure-flux formulation. The resulting nonlinear algebraic system of equations and inequalities is decoupled using a robust iterative splitting into the linearized flow subproblem, and the quadratic programming problem for the mechanical part. The non-penetration conditions are solved by means of dualization and an optimal quadratic programming algorithm. The capability of the numerical scheme is demonstrated on a benchmark problem for tunnel excavation with hundreds of fractures in 3D. The paper's novelty consists in a combination of three crucial ingredients: (i) application of discrete fracture-matrix approach to poroelasticity, (ii) robust iterative splitting of resulting nonlinear algebraic system working for real-world 3D problems, and (iii) efficient solution of its mechanical quadratic programming part with a large number of fractures in mutual contact by means of own solvers implemented into an in-house software library.
We propose a new approach to the autoregressive spatial functional model, based on the notion of signature, which represents a function as an infinite series of its iterated integrals. It presents the advantage of being applicable to a wide range of processes. After having provided theoretical guarantees to the proposed model, we have shown in a simulation study and on a real data set that this new approach presents competitive performances compared to the traditional model.
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