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This article introduces the R package hermiter which facilitates estimation of univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric correlation coefficients (bivariate) using Hermite series based estimators. The algorithms implemented in the hermiter package are particularly useful in the sequential setting (both stationary and non-stationary) and one-pass batch estimation setting for large data sets. In addition, the Hermite series based estimators are approximately mergeable allowing parallel and distributed estimation.

This paper proposes a novel signed $\beta$-model for directed signed network, which is frequently encountered in application domains but largely neglected in literature. The proposed signed $\beta$-model decomposes a directed signed network as the difference of two unsigned networks and embeds each node with two latent factors for in-status and out-status. The presence of negative edges leads to a non-concave log-likelihood, and a one-step estimation algorithm is developed to facilitate parameter estimation, which is efficient both theoretically and computationally. We also develop an inferential procedure for pairwise and multiple node comparisons under the signed $\beta$-model, which fills the void of lacking uncertainty quantification for node ranking. Theoretical results are established for the coverage probability of confidence interval, as well as the false discovery rate (FDR) control for multiple node comparison. The finite sample performance of the signed $\beta$-model is also examined through extensive numerical experiments on both synthetic and real-life networks.

Coding schemes for several problems in network information theory are constructed starting from point-to-point channel codes that are designed for symmetric channels. Given that the point-to-point codes satisfy certain properties pertaining to the rate, the error probability, and the distribution of decoded sequences, bounds on the performance of the coding schemes are derived and shown to hold irrespective of other properties of the codes. In particular, we consider the problems of lossless and lossy source coding, Slepian--Wolf coding, Wyner--Ziv coding, Berger--Tung coding, multiple description coding, asymmetric channel coding, Gelfand--Pinsker coding, coding for multiple access channels, Marton coding for broadcast channels, and coding for cloud radio access networks (C-RAN's). We show that the coding schemes can achieve the best known inner bounds for these problems, provided that the constituent point-to-point channel codes are rate-optimal. This would allow one to leverage commercial off-the-shelf codes for point-to-point symmetric channels in the practical implementation of codes over networks. Simulation results demonstrate the gain of the proposed coding schemes compared to existing practical solutions to these problems.

We study sampling problems associated with potentials that lack smoothness. The potentials can be either convex or non-convex. Departing from the standard smooth setting, the potentials are only assumed to be weakly smooth or non-smooth, or the summation of multiple such functions. We develop a sampling algorithm that resembles proximal algorithms in optimization for this challenging sampling task. Our algorithm is based on a special case of Gibbs sampling known as the alternating sampling framework (ASF). The key contribution of this work is a practical realization of the ASF based on rejection sampling for both non-convex and convex potentials that are not necessarily smooth. In almost all the cases of sampling considered in this work, our proximal sampling algorithm achieves better complexity than all existing methods.

In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional posteriors, Markov chain Monte Carlo methods based on time discretizations of Langevin diffusion are a popular tool. If the potential defining the distribution is non-smooth, these discretizations are usually of an implicit form leading to Langevin sampling algorithms that require the evaluation of proximal operators. For some of the potentials relevant in imaging problems this is only possible approximately using an iterative scheme. We investigate the behaviour of a proximal Langevin algorithm under the presence of errors in the evaluation of proximal mappings. We generalize existing non-asymptotic and asymptotic convergence results of the exact algorithm to our inexact setting and quantify the bias between the target and the algorithm's stationary distribution due to the errors. We show that the additional bias stays bounded for bounded errors and converges to zero for decaying errors in a strongly convex setting. We apply the inexact algorithm to sample numerically from the posterior of typical imaging inverse problems in which we can only approximate the proximal operator by an iterative scheme and validate our theoretical convergence results.

Species distribution modeling (SDM) plays a crucial role in investigating habitat suitability and addressing various ecological issues. While likelihood analysis is commonly used to draw ecological conclusions, it has been observed that its statistical performance is not robust when faced with slight deviations due to misspecification in SDM. We propose a new robust estimation method based on a novel divergence for the Poisson point process model. The proposed method is characterized by weighting the log-likelihood equation to mitigate the impact of heterogeneous observations in the presence-only data, which can result from model misspecification. We demonstrate that the proposed method improves the predictive performance of the maximum likelihood estimation in our simulation studies and in the analysis of vascular plant data in Japan.

An approach is introduced for comparing the estimated states of stochastic compartmental models for an epidemic or biological process with analytically obtained solutions from the corresponding system of ordinary differential equations (ODEs). Positive integer valued samples from a stochastic model are generated numerically at discrete time intervals using either the Reed-Frost chain Binomial or Gillespie algorithm. The simulated distribution of realisations is compared with an exact solution obtained analytically from the ODE model. Using this novel methodology this work demonstrates it is feasible to check that the realisations from the stochastic compartmental model adhere to the ODE model they represent. There is no requirement for the model to be in any particular state or limit. These techniques are developed using the stochastic compartmental model for a susceptible-infected-recovered (SIR) epidemic process. The Lotka-Volterra model is then used as an example of the generality of the principles developed here. This approach presents a way of testing/benchmarking the numerical solutions of stochastic compartmental models, e.g. using unit tests, to check that the computer code along with its corresponding algorithm adheres to the underlying ODE model.

A general, {\em rectangular} kernel matrix may be defined as $K_{ij} = \kappa(x_i,y_j)$ where $\kappa(x,y)$ is a kernel function and where $X=\{x_i\}_{i=1}^m$ and $Y=\{y_i\}_{i=1}^n$ are two sets of points. In this paper, we seek a low-rank approximation to a kernel matrix where the sets of points $X$ and $Y$ are large and are arbitrarily distributed, such as away from each other, ``intermingled'', identical, etc. Such rectangular kernel matrices may arise, for example, in Gaussian process regression where $X$ corresponds to the training data and $Y$ corresponds to the test data. In this case, the points are often high-dimensional. Since the point sets are large, we must exploit the fact that the matrix arises from a kernel function, and avoid forming the matrix, and thus ruling out most algebraic techniques. In particular, we seek methods that can scale linearly or nearly linear with respect to the size of data for a fixed approximation rank. The main idea in this paper is to {\em geometrically} select appropriate subsets of points to construct a low rank approximation. An analysis in this paper guides how this selection should be performed.

With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.