We consider the problem of constructing reduced models for large scale systems with poles in general domains in the complex plane (as opposed to, e.g., the open left-half plane or the open unit disk). Our goal is to design a model reduction scheme, building upon theoretically established methodologies, yet encompassing this new class of models. To this aim, we develop a balanced truncation framework through conformal maps to handle poles in general domains. The major difference from classical balanced truncation resides in the formulation of the Gramians. We show that these new Gramians can still be computed by solving modified Lyapunov equations for specific conformal maps. A numerical algorithm to perform balanced truncation with conformal maps is developed and is tested on three numerical examples, namely a heat model, the Schr\"odinger equation, and the undamped linear wave equation, the latter two having spectra on the imaginary axis.
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Many environmental processes such as rainfall, wind or snowfall are inherently spatial and the modelling of extremes has to take into account that feature. In addition, environmental processes are often attached with an angle, e.g., wind speed and direction or extreme snowfall and time of occurrence in year. This article proposes a Bayesian hierarchical model with a conditional independence assumption that aims at modelling simultaneously spatial extremes and an angular component. The proposed model relies on the extreme value theory as well as recent developments for handling directional statistics over a continuous domain. Working within a Bayesian setting, a Gibbs sampler is introduced whose performances are analysed through a simulation study. The paper ends with an application on extreme wind speed in France. Results show that extreme wind events in France are mainly coming from West apart from the Mediterranean part of France and the Alps.
We introduce and describe a new heuristic method for finding an upper bound on the degree of contextuality and the corresponding unsatisfied part of a quantum contextual configuration with three-element contexts (i.e., lines) located in a multi-qubit symplectic polar space of order two. While the previously used method based on a SAT solver was limited to three qubits, this new method is much faster and more versatile, enabling us to also handle four- to six-qubit cases. The four-qubit unsatisfied configurations we found are quite remarkable. That of an elliptic quadric features 315 lines and has in its core three copies of the split Cayley hexagon of order two having a Heawood-graph-underpinned geometry in common. That of a hyperbolic quadric also has 315 lines but, as a point-line incidence structure, is isomorphic to the dual $\mathcal{DW}(5,2)$ of $\mathcal{W}(5,2)$. Finally, an unsatisfied configuration with 1575 lines associated with all the lines/contexts of the four-qubit space contains a distinguished $\mathcal{DW}(5,2)$ centered on a point-plane incidence graph of PG$(3,2)$. The corresponding configurations found in the five-qubit space exhibit a considerably higher degree of complexity, except for a hyperbolic quadric, whose 6975 unsatisfied contexts are compactified around the point-hyperplane incidence graph of PG$(4,2)$. The most remarkable unsatisfied patterns discovered in the six-qubit space are a couple of disjoint split Cayley hexagons (for the full space) and a subgeometry underpinned by the complete bipartite graph $K_{7,7}$ (for a hyperbolic quadric).
Threshold selection is a fundamental problem in any threshold-based extreme value analysis. While models are asymptotically motivated, selecting an appropriate threshold for finite samples is difficult and highly subjective through standard methods. Inference for high quantiles can also be highly sensitive to the choice of threshold. Too low a threshold choice leads to bias in the fit of the extreme value model, while too high a choice leads to unnecessary additional uncertainty in the estimation of model parameters. We develop a novel methodology for automated threshold selection that directly tackles this bias-variance trade-off. We also develop a method to account for the uncertainty in the threshold estimation and propagate this uncertainty through to high quantile inference. Through a simulation study, we demonstrate the effectiveness of our method for threshold selection and subsequent extreme quantile estimation, relative to the leading existing methods, and show how the method's effectiveness is not sensitive to the tuning parameters. We apply our method to the well-known, troublesome example of the River Nidd dataset.
Spatial models for areal data are often constructed such that all pairs of adjacent regions are assumed to have near-identical spatial autocorrelation. In practice, data can exhibit dependence structures more complicated than can be represented under this assumption. In this article we develop a new model for spatially correlated data observed on graphs, which can flexibly represented many types of spatial dependence patterns while retaining aspects of the original graph geometry. Our method implies an embedding of the graph into Euclidean space wherein covariance can be modeled using traditional covariance functions, such as those from the Mat\'{e}rn family. We parameterize our model using a class of graph metrics compatible with such covariance functions, and which characterize distance in terms of network flow, a property useful for understanding proximity in many ecological settings. By estimating the parameters underlying these metrics, we recover the "intrinsic distances" between graph nodes, which assist in the interpretation of the estimated covariance and allow us to better understand the relationship between the observed process and spatial domain. We compare our model to existing methods for spatially dependent graph data, primarily conditional autoregressive models and their variants, and illustrate advantages of our method over traditional approaches. We fit our model to bird abundance data for several species in North Carolina, and show how it provides insight into the interactions between species-specific spatial distributions and geography.
This work studies the parameter-dependent diffusion equation in a two-dimensional domain consisting of locally mirror symmetric layers. It is assumed that the diffusion coefficient is a constant in each layer. The goal is to find approximate parameter-to-solution maps that have a small number of terms. It is shown that in the case of two layers one can find a solution formula consisting of three terms with explicit dependencies on the diffusion coefficient. The formula is based on decomposing the solution into orthogonal parts related to both of the layers and the interface between them. This formula is then expanded to an approximate one for the multi-layer case. We give an analytical formula for square layers and use the finite element formulation for more general layers. The results are illustrated with numerical examples and have applications for reduced basis methods by analyzing the Kolmogorov n-width.
We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the inversion parameters, the governing PDEs include secondary uncertain parameters. We focus on problems with infinite-dimensional inversion and secondary parameters and present a scalable computational framework for optimal design of such problems. The proposed approach enables Bayesian inversion and OED under uncertainty within a unified framework. We build on the Bayesian approximation error (BAE) approach, to incorporate modeling uncertainties in the Bayesian inverse problem, and methods for A-optimal design of infinite-dimensional Bayesian nonlinear inverse problems. Specifically, a Gaussian approximation to the posterior at the maximum a posteriori probability point is used to define an uncertainty aware OED objective that is tractable to evaluate and optimize. In particular, the OED objective can be computed at a cost, in the number of PDE solves, that does not grow with the dimension of the discretized inversion and secondary parameters. The OED problem is formulated as a binary bilevel PDE constrained optimization problem and a greedy algorithm, which provides a pragmatic approach, is used to find optimal designs. We demonstrate the effectiveness of the proposed approach for a model inverse problem governed by an elliptic PDE on a three-dimensional domain. Our computational results also highlight the pitfalls of ignoring modeling uncertainties in the OED and/or inference stages.
Generalized linear models (GLMs) arguably represent the standard approach for statistical regression beyond the Gaussian likelihood scenario. When Bayesian formulations are employed, the general absence of a tractable posterior distribution has motivated the development of deterministic approximations, which are generally more scalable than sampling techniques. Among them, expectation propagation (EP) showed extreme accuracy, usually higher than many variational Bayes solutions. However, the higher computational cost of EP posed concerns about its practical feasibility, especially in high-dimensional settings. We address these concerns by deriving a novel efficient formulation of EP for GLMs, whose cost scales linearly in the number of covariates p. This reduces the state-of-the-art O(p^2 n) per-iteration computational cost of the EP routine for GLMs to O(p n min{p,n}), with n being the sample size. We also show that, for binary models and log-linear GLMs approximate predictive means can be obtained at no additional cost. To preserve efficient moment matching for count data, we propose employing a combination of log-normal Laplace transform approximations, avoiding numerical integration. These novel results open the possibility of employing EP in settings that were believed to be practically impossible. Improvements over state-of-the-art approaches are illustrated both for simulated and real data. The efficient EP implementation is available at //github.com/niccoloanceschi/EPglm.
Tools from optimal transport (OT) theory have recently been used to define a notion of quantile function for directional data. In practice, regularization is mandatory for applications that require out-of-sample estimates. To this end, we introduce a regularized estimator built from entropic optimal transport, by extending the definition of the entropic map to the spherical setting. We propose a stochastic algorithm to directly solve a continuous OT problem between the uniform distribution and a target distribution, by expanding Kantorovich potentials in the basis of spherical harmonics. In addition, we define the directional Monge-Kantorovich depth, a companion concept for OT-based quantiles. We show that it benefits from desirable properties related to Liu-Zuo-Serfling axioms for the statistical analysis of directional data. Building on our regularized estimators, we illustrate the benefits of our methodology for data analysis.
This paper introduces a new numerical scheme for a system that includes evolution equations describing a perfect plasticity model with a time-dependent yield surface. We demonstrate that the solution to the proposed scheme is stable under suitable norms. Moreover, the stability leads to the existence of an exact solution, and we also prove that the solution to the proposed scheme converges strongly to the exact solution under suitable norms.
A functional nonlinear regression approach, incorporating time information in the covariates, is proposed for temporal strong correlated manifold map data sequence analysis. Specifically, the functional regression parameters are supported on a connected and compact two--point homogeneous space. The Generalized Least--Squares (GLS) parameter estimator is computed in the linearized model, having error term displaying manifold scale varying Long Range Dependence (LRD). The performance of the theoretical and plug--in nonlinear regression predictors is illustrated by simulations on sphere, in terms of the empirical mean of the computed spherical functional absolute errors. In the case where the second--order structure of the functional error term in the linearized model is unknown, its estimation is performed by minimum contrast in the functional spectral domain. The linear case is illustrated in the Supplementary Material, revealing the effect of the slow decay velocity in time of the trace norms of the covariance operator family of the regression LRD error term. The purely spatial statistical analysis of atmospheric pressure at high cloud bottom, and downward solar radiation flux in Alegria et al. (2021) is extended to the spatiotemporal context, illustrating the numerical results from a generated synthetic data set.
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