On a manifold or a closed subset of a Euclidean vector space, a retraction enables to move in the direction of a tangent vector while staying on the set. Retractions are a versatile tool to perform computational tasks such as optimization, interpolation, and numerical integration. This paper studies two definitions of retraction on a closed subset of a Euclidean vector space, one being weaker than the other. Specifically, it shows that, in the context of constrained optimization, the weaker definition should be preferred as it inherits the main property of the other while being less restrictive.
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Statistical tools which satisfy rigorous privacy guarantees are necessary for modern data analysis. It is well-known that robustness against contamination is linked to differential privacy. Despite this fact, using multivariate medians for differentially private and robust multivariate location estimation has not been systematically studied. We develop novel finite-sample performance guarantees for differentially private multivariate depth-based medians, which are essentially sharp. Our results cover commonly used depth functions, such as the halfspace (or Tukey) depth, spatial depth, and the integrated dual depth. We show that under Cauchy marginals, the cost of heavy-tailed location estimation outweighs the cost of privacy. We demonstrate our results numerically using a Gaussian contamination model in dimensions up to d = 100, and compare them to a state-of-the-art private mean estimation algorithm. As a by-product of our investigation, we prove concentration inequalities for the output of the exponential mechanism about the maximizer of the population objective function. This bound applies to objective functions that satisfy a mild regularity condition.
Two firms are engaged in a competitive prediction task. Each firm has two sources of data -- labeled historical data and unlabeled inference-time data -- and uses the former to derive a prediction model, and the latter to make predictions on new instances. We study data-sharing contracts between the firms. The novelty of our study is to introduce and highlight the differences between contracts that share prediction models only, contracts to share inference-time predictions only, and contracts to share both. Our analysis proceeds on three levels. First, we develop a general Bayesian framework that facilitates our study. Second, we narrow our focus to two natural settings within this framework: (i) a setting in which the accuracy of each firm's prediction model is common knowledge, but the correlation between the respective models is unknown; and (ii) a setting in which two hypotheses exist regarding the optimal predictor, and one of the firms has a structural advantage in deducing it. Within these two settings we study optimal contract choice. More specifically, we find the individually rational and Pareto-optimal contracts for some notable cases, and describe specific settings where each of the different sharing contracts emerge as optimal. Finally, in the third level of our analysis we demonstrate the applicability of our concepts in a synthetic simulation using real loan data.
The paper presents a new approach of stability evaluation of the approximate Riemann solvers based on the direct Lyapunov method. The present methodology offers a detailed understanding of the origins of numerical shock instability in the approximate Riemann solvers. The pressure perturbation feeding the density and transverse momentum perturbations is identified as the cause of the numerical shock instabilities in the complete approximate Riemann solvers, while the magnitude of the numerical shock instabilities are found to be proportional to the magnitude of the pressure perturbations. A shock-stable HLLEM scheme is proposed based on the insights obtained from this analysis about the origins of numerical shock instability in the approximate Riemann solvers. A set of numerical test cases are solved to show that the proposed scheme is free from numerical shock instability problems of the original HLLEM scheme at high Mach numbers.
In order to estimate the proportion of `immune' or `cured' subjects who will never experience failure, a sufficiently long follow-up period is required. Several statistical tests have been proposed in the literature for assessing the assumption of sufficient follow-up, meaning that the study duration is longer than the support of the survival times for the uncured subjects. However, for practical purposes, the follow-up would be considered sufficiently long if the probability for the event to happen after the end of the study is very small. Based on this observation, we formulate a more relaxed notion of `practically' sufficient follow-up characterized by the quantiles of the distribution and develop a novel nonparametric statistical test. The proposed method relies mainly on the assumption of a non-increasing density function in the tail of the distribution. The test is then based on a shape constrained density estimator such as the Grenander or the kernel smoothed Grenander estimator and a bootstrap procedure is used for computation of the critical values. The performance of the test is investigated through an extensive simulation study, and the method is illustrated on breast cancer data.
We propose an individual claims reserving model based on the conditional Aalen-Johansen estimator, as developed in Bladt and Furrer (2023b). In our approach, we formulate a multi-state problem, where the underlying variable is the individual claim size, rather than time. The states in this model represent development periods, and we estimate the cumulative density function of individual claim sizes using the conditional Aalen-Johansen method as transition probabilities to an absorbing state. Our methodology reinterprets the concept of multi-state models and offers a strategy for modeling the complete curve of individual claim sizes. To illustrate our approach, we apply our model to both simulated and real datasets. Having access to the entire dataset enables us to support the use of our approach by comparing the predicted total final cost with the actual amount, as well as evaluating it in terms of the continuously ranked probability score.
Incorporating a robotic manipulator into a wheel-legged robot enhances its agility and expands its potential for practical applications. However, the presence of potential instability and uncertainties presents additional challenges for control objectives. In this paper, we introduce an arm-constrained curriculum learning architecture to tackle the issues introduced by adding the manipulator. Firstly, we develop an arm-constrained reinforcement learning algorithm to ensure safety and stability in control performance. Additionally, to address discrepancies in reward settings between the arm and the base, we propose a reward-aware curriculum learning method. The policy is first trained in Isaac gym and transferred to the physical robot to do dynamic grasping tasks, including the door-opening task, fan-twitching task and the relay-baton-picking and following task. The results demonstrate that our proposed approach effectively controls the arm-equipped wheel-legged robot to master dynamic grasping skills, allowing it to chase and catch a moving object while in motion. The code can be found at //github.com/aCodeDog/legged-robots-manipulation. To view the supplemental video, please visit //youtu.be/sNXT-rwPNMM.
We propose to improve the convergence properties of the single-reference coupled cluster (CC) method through an augmented Lagrangian formalism. The conventional CC method changes a linear high-dimensional eigenvalue problem with exponential size into a problem of determining the roots of a nonlinear system of equations that has a manageable size. However, current numerical procedures for solving this system of equations to get the lowest eigenvalue suffer from two practical issues: First, solving the CC equations may not converge, and second, when converging, they may converge to other -- potentially unphysical -- states, which are stationary points of the CC energy expression. We show that both issues can be dealt with when a suitably defined energy is minimized in addition to solving the original CC equations. We further propose an augmented Lagrangian method for coupled cluster (alm-CC) to solve the resulting constrained optimization problem. We numerically investigate the proposed augmented Lagrangian formulation showing that the convergence towards the ground state is significantly more stable and that the optimization procedure is less susceptible to local minima. Furthermore, the computational cost of alm-CC is comparable to the conventional CC method.
We define term rewriting systems on the vertices and faces of nestohedra, and show that the former are confluent and terminating. While the associated poset on vertices generalizes Barnard--McConville's flip order for graph-associahedra, the preorder on faces likely generalizes the facial weak order for permutahedra. Moreover, we define and study contextual families of nestohedra, whose local confluence diagrams satisfy a certain uniformity condition. Among them are associahedra and operahedra, whose associated proofs of confluence for their rewriting systems reproduce proofs of categorical coherence theorems for monoidal categories and categorified operads.
For multivariate data, tandem clustering is a well-known technique aiming to improve cluster identification through initial dimension reduction. Nevertheless, the usual approach using principal component analysis (PCA) has been criticized for focusing solely on inertia so that the first components do not necessarily retain the structure of interest for clustering. To address this limitation, a new tandem clustering approach based on invariant coordinate selection (ICS) is proposed. By jointly diagonalizing two scatter matrices, ICS is designed to find structure in the data while providing affine invariant components. Certain theoretical results have been previously derived and guarantee that under some elliptical mixture models, the group structure can be highlighted on a subset of the first and/or last components. However, ICS has garnered minimal attention within the context of clustering. Two challenges associated with ICS include choosing the pair of scatter matrices and selecting the components to retain. For effective clustering purposes, it is demonstrated that the best scatter pairs consist of one scatter matrix capturing the within-cluster structure and another capturing the global structure. For the former, local shape or pairwise scatters are of great interest, as is the minimum covariance determinant (MCD) estimator based on a carefully chosen subset size that is smaller than usual. The performance of ICS as a dimension reduction method is evaluated in terms of preserving the cluster structure in the data. In an extensive simulation study and empirical applications with benchmark data sets, various combinations of scatter matrices as well as component selection criteria are compared in situations with and without outliers. Overall, the new approach of tandem clustering with ICS shows promising results and clearly outperforms the PCA-based approach.
This paper considers computational methods that split a vector field into three components in the case when both the vector field and the split components might be unbounded. We first employ classical Taylor expansion which, after some algebra, results in an expression for a second-order splitting which, strictly speaking, makes sense only for bounded operators. Next, using an alternative approach, we derive an error expression and an error bound in the same setting which are however valid in the presence of unbounded operators. While the paper itself is concerned with second-order splittings using three components, the method of proof in the presence of unboundedness remains valid (although significantly more complicated) in a more general scenario, which will be the subject of a forthcoming paper.
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