In this paper, we propose a human trajectory prediction model that combines a Long Short-Term Memory (LSTM) network with an attention mechanism. To do that, we use attention scores to determine which parts of the input data the model should focus on when making predictions. Attention scores are calculated for each input feature, with a higher score indicating the greater significance of that feature in predicting the output. Initially, these scores are determined for the target human position, velocity, and their neighboring individual's positions and velocities. By using attention scores, our model can prioritize the most relevant information in the input data and make more accurate predictions. We extract attention scores from our attention mechanism and integrate them into the trajectory prediction module to predict human future trajectories. To achieve this, we introduce a new neural layer that processes attention scores after extracting them and concatenates them with positional information. We evaluate our approach on the publicly available ETH and UCY datasets and measure its performance using the final displacement error (FDE) and average displacement error (ADE) metrics. We show that our modified algorithm performs better than the Social LSTM in predicting the future trajectory of pedestrians in crowded spaces. Specifically, our model achieves an improvement of 6.2% in ADE and 6.3% in FDE compared to the Social LSTM results in the literature.
The distribution-free chain ladder of Mack justified the use of the chain ladder predictor and enabled Mack to derive an estimator of conditional mean squared error of prediction for the chain ladder predictor. Classical insurance loss models, i.e. of compound Poisson type, are not consistent with Mack's distribution-free chain ladder. However, for a sequence of compound Poisson loss models indexed by exposure (e.g. number of contracts), we show that the chain ladder predictor and Mack's estimator of conditional mean squared error of prediction can be derived by considering large exposure asymptotics. Hence, quantifying chain ladder prediction uncertainty can be done with Mack's estimator without relying on the validity of the model assumptions of the distribution-free chain ladder.
This paper explores the connections between tempering (for Sequential Monte Carlo; SMC) and entropic mirror descent to sample from a target probability distribution whose unnormalized density is known. We establish that tempering SMC is a numerical approximation of entropic mirror descent applied to the Kullback-Leibler (KL) divergence and obtain convergence rates for the tempering iterates. Our result motivates the tempering iterates from an optimization point of view, showing that tempering can be used as an alternative to Langevin-based algorithms to minimize the KL divergence. We exploit the connection between tempering and mirror descent iterates to justify common practices in SMC and propose improvements to algorithms in literature.
In this paper, I present three closed-form approximations of the two-sample Pearson Bayes factor. The techniques rely on some classical asymptotic results about gamma functions. These approximations permit simple closed-form calculation of the Pearson Bayes factor in cases where only the summary statistics are available (i.e., the t-score and degrees of freedom).
We study signals that are sparse in graph spectral domain and develop explicit algorithms to reconstruct the support set as well as partial components from samples on few vertices of the graph. The number of required samples is independent of the total size of the graph and takes only local properties of the graph into account. Our results rely on an operator based framework for subspace methods and become effective when the spectral eigenfunctions are zero-free or linear independent on small sets of the vertices. The latter has recently been adressed using algebraic methods by the first author.
The Koopman operator presents an attractive approach to achieve global linearization of nonlinear systems, making it a valuable method for simplifying the understanding of complex dynamics. While data-driven methodologies have exhibited promise in approximating finite Koopman operators, they grapple with various challenges, such as the judicious selection of observables, dimensionality reduction, and the ability to predict complex system behaviours accurately. This study presents a novel approach termed Mori-Zwanzig autoencoder (MZ-AE) to robustly approximate the Koopman operator in low-dimensional spaces. The proposed method leverages a nonlinear autoencoder to extract key observables for approximating a finite invariant Koopman subspace and integrates a non-Markovian correction mechanism using the Mori-Zwanzig formalism. Consequently, this approach yields a closed representation of dynamics within the latent manifold of the nonlinear autoencoder, thereby enhancing the precision and stability of the Koopman operator approximation. Demonstrations showcase the technique's ability to capture regime transitions in the flow around a circular cylinder. It also provided a low dimensional approximation for chaotic Kuramoto-Sivashinsky with promising short-term predictability and robust long-term statistical performance. By bridging the gap between data-driven techniques and the mathematical foundations of Koopman theory, MZ-AE offers a promising avenue for improved understanding and prediction of complex nonlinear dynamics.
Deep convolutional neural networks (CNNs) depend on feedforward and feedback ways to obtain good performance in image denoising. However, how to obtain effective structural information via CNNs to efficiently represent given noisy images is key for complex scenes. In this paper, we propose a cross Transformer denoising CNN (CTNet) with a serial block (SB), a parallel block (PB), and a residual block (RB) to obtain clean images for complex scenes. A SB uses an enhanced residual architecture to deeply search structural information for image denoising. To avoid loss of key information, PB uses three heterogeneous networks to implement multiple interactions of multi-level features to broadly search for extra information for improving the adaptability of an obtained denoiser for complex scenes. Also, to improve denoising performance, Transformer mechanisms are embedded into the SB and PB to extract complementary salient features for effectively removing noise in terms of pixel relations. Finally, a RB is applied to acquire clean images. Experiments illustrate that our CTNet is superior to some popular denoising methods in terms of real and synthetic image denoising. It is suitable to mobile digital devices, i.e., phones. Codes can be obtained at //github.com/hellloxiaotian/CTNet.
The supersingular Endomorphism Ring problem is the following: given a supersingular elliptic curve, compute all of its endomorphisms. The presumed hardness of this problem is foundational for isogeny-based cryptography. The One Endomorphism problem only asks to find a single non-scalar endomorphism. We prove that these two problems are equivalent, under probabilistic polynomial time reductions. We prove a number of consequences. First, assuming the hardness of the endomorphism ring problem, the Charles--Goren--Lauter hash function is collision resistant, and the SQIsign identification protocol is sound. Second, the endomorphism ring problem is equivalent to the problem of computing arbitrary isogenies between supersingular elliptic curves, a result previously known only for isogenies of smooth degree. Third, there exists an unconditional probabilistic algorithm to solve the endomorphism ring problem in time O~(sqrt(p)), a result that previously required to assume the generalized Riemann hypothesis. To prove our main result, we introduce a flexible framework for the study of isogeny graphs with additional information. We prove a general and easy-to-use rapid mixing theorem. The proof of this result goes via an augmented Deuring correspondence and the Jacquet-Langlands correspondence.
As one of the most exciting features of large language models (LLMs), in-context learning is a mixed blessing. While it allows users to fast-prototype a task solver with only a few training examples, the performance is generally sensitive to various configurations of the prompt such as the choice or order of the training examples. In this paper, we for the first time theoretically and empirically identify that such a paradox is mainly due to the label shift of the in-context model to the data distribution, in which LLMs shift the label marginal $p(y)$ while having a good label conditional $p(x|y)$. With this understanding, we can simply calibrate the in-context predictive distribution by adjusting the label marginal, which is estimated via Monte-Carlo sampling over the in-context model, i.e., generation of LLMs. We call our approach as generative calibration. We conduct exhaustive experiments with 12 text classification tasks and 12 LLMs scaling from 774M to 33B, generally find that the proposed method greatly and consistently outperforms the ICL as well as state-of-the-art calibration methods, by up to 27% absolute in macro-F1. Meanwhile, the proposed method is also stable under different prompt configurations.
We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of circulant or block circulant matrices, which commonly arise in the discretization of differential equations using finite element or finite difference methods. We prove the convergence of the new iteration without making any assumptions regarding the symmetry or diagonal-dominance of the matrix. To illustrate the efficacy of the new iteration we present various applications. These include extensions of the new iteration to block matrices that arise in certain saddle point problems as well as two-dimensional finite difference discretizations. The new method exhibits fast convergence in all of the test cases we used. It has minimal storage requirements, straightforward implementation and compatibility with nearly circulant matrices via the Fast Fourier Transform. For this reasons it can be a valuable tool for the solution of various finite element and finite difference discretizations of differential equations.
In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-based approaches in combination with the Multi-Level Monte Carlo (MLMC) method. In particular, we consider the framework of multi-level Monte Carlo for parametric expectations and propose modifications of the MLMC estimator, error estimation procedure, and adaptive MLMC parameter selection to ensure the estimation of the CVaR and sensitivities for a given design with a prescribed accuracy. We then propose combining the MLMC framework with an alternating inexact minimisation-gradient descent algorithm, for which we prove exponential convergence in the optimisation iterations under the assumptions of strong convexity and Lipschitz continuity of the gradient of the objective function. We demonstrate the performance of our approach on two numerical examples of practical relevance, which evidence the same optimal asymptotic cost-tolerance behaviour as standard MLMC methods for fixed design computations of output expectations.