This article shows that a large class of posterior measures that are absolutely continuous with respect to a Gaussian prior have strong maximum a posteriori estimators in the sense of Dashti et al. (2013). This result holds in any separable Banach space and applies in particular to nonparametric Bayesian inverse problems with additive noise. When applied to Bayesian inverse problems, this significantly extends existing results on maximum a posteriori estimators by relaxing the conditions on the log-likelihood and on the space in which the inverse problem is set.
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The main objective of the present paper is to construct a new class of space-time discretizations for the stochastic $p$-Stokes system and analyze its stability and convergence properties. We derive regularity results for the approximation that are similar to the natural regularity of solutions. One of the key arguments relies on discrete extrapolation that allows to relate lower moments of discrete maximal processes. We show that, if the generic spatial discretization is constraint conforming, then the velocity approximation satisfies a best-approximation property in the natural distance. Moreover, we present an example such that the resulting velocity approximation converges with rate $1/2$ in time and $1$ in space towards the (unknown) target velocity with respect to the natural distance.
The aim of this paper is to develop estimation and inference methods for the drift parameters of multivariate L\'evy-driven continuous-time autoregressive processes of order $p\in\mathbb{N}$. Starting from a continuous-time observation of the process, we develop consistent and asymptotically normal maximum likelihood estimators. We then relax the unrealistic assumption of continuous-time observation by considering natural discretizations based on a combination of Riemann-sum, finite difference, and thresholding approximations. The resulting estimators are also proven to be consistent and asymptotically normal under a general set of conditions, allowing for both finite and infinite jump activity in the driving L\'evy process. When discretizing the estimators, allowing for irregularly spaced observations is of great practical importance. In this respect, CAR($p$) models are not just relevant for "true" continuous-time processes: a CAR($p$) specification provides a natural continuous-time interpolation for modeling irregularly spaced data - even if the observed process is inherently discrete. As a practically relevant application, we consider the setting where the multivariate observation is known to possess a graphical structure. We refer to such a process as GrCAR and discuss the corresponding drift estimators and their properties. The finite sample behavior of all theoretical asymptotic results is empirically assessed by extensive simulation experiments.
We study the fundamental problem of fairly allocating a set of indivisible goods among $n$ agents with additive valuations using the desirable fairness notion of maximin share (MMS). MMS is the most popular share-based notion, in which an agent finds an allocation fair to her if she receives goods worth at least her MMS value. An allocation is called MMS if all agents receive at least their MMS value. Since MMS allocations need not exist when $n>2$, a series of works showed the existence of approximate MMS allocations with the current best factor of $\frac34 + O(\frac{1}{n})$. However, a simple example in [DFL82, BEF21, AGST23] showed the limitations of existing approaches and proved that they cannot improve this factor to $3/4 + \Omega(1)$. In this paper, we bypass these barriers to show the existence of $(\frac{3}{4} + \frac{3}{3836})$-MMS allocations by developing new reduction rules and analysis techniques.
A posteriori error estimates based on residuals can be used for reliable error control of numerical methods. Here, we consider them in the context of ordinary differential equations and Runge-Kutta methods. In particular, we take the approach of Dedner & Giesselmann (2016) and investigate it when used to select the time step size. We focus on step size control stability when combined with explicit Runge-Kutta methods and demonstrate that a standard I controller is unstable while more advanced PI and PID controllers can be designed to be stable. We compare the stability properties of residual-based estimators and classical error estimators based on an embedded Runge-Kutta method both analytically and in numerical experiments.
The known a posteriori error analysis of hybrid high-order methods (HHO) treats the stabilization contribution as part of the error and as part of the error estimator for an efficient and reliable error control. This paper circumvents the stabilization contribution on simplicial meshes and arrives at a stabilization-free error analysis with an explicit residual-based a posteriori error estimator for adaptive mesh-refining as well as an equilibrium-based guaranteed upper error bound (GUB). Numerical evidence in a Poisson model problem supports that the GUB leads to realistic upper bounds for the displacement error in the piecewise energy norm. The adaptive mesh-refining algorithm associated to the explicit residual-based a posteriori error estimator recovers the optimal convergence rates in computational benchmarks.
In the literature, the reliability analysis of one-shot devices is found under accelerated life testing in the presence of various stress factors. The application of one-shot devices can be extended to the bio-medical field, where we often evidence that inflicted with a certain disease, survival time would be under different stress factors like environmental stress, co-morbidity, the severity of disease etc. This work is concerned with a one-shot device data analysis and applies it to SEER Gallbladder cancer data. The two-parameter logistic exponential distribution is applied as a lifetime distribution. For robust parameter estimation, weighted minimum density power divergence estimators (WMDPDE) is obtained along with the conventional maximum likelihood estimators (MLE). The asymptotic behaviour of the WMDPDE and the robust test statistic based on the density power divergence measure are also studied. The performances of estimators are evaluated through extensive simulation experiments. Later those developments are applied to SEER Gallbladder cancer data. Citing the importance of knowing exactly when to inspect the one-shot devices put to the test, a search for optimum inspection times is performed. This optimization is designed to minimize a defined cost function which strikes a trade-off between the precision of the estimation and experimental cost. The search is accomplished through the population-based heuristic optimization method Genetic Algorithm.
We review Quasi Maximum Likelihood estimation of factor models for high-dimensional panels of time series. We consider two cases: (1) estimation when no dynamic model for the factors is specified (Bai and Li, 2012, 2016); (2) estimation based on the Kalman smoother and the Expectation Maximization algorithm thus allowing to model explicitly the factor dynamics (Doz et al., 2012, Barigozzi and Luciani, 2019). Our interest is in approximate factor models, i.e., when we allow for the idiosyncratic components to be mildly cross-sectionally, as well as serially, correlated. Although such setting apparently makes estimation harder, we show, in fact, that factor models do not suffer of the curse of dimensionality problem, but instead they enjoy a blessing of dimensionality property. In particular, given an approximate factor structure, if the cross-sectional dimension of the data, $N$, grows to infinity, we show that: (i) identification of the model is still possible, (ii) the mis-specification error due to the use of an exact factor model log-likelihood vanishes. Moreover, if we let also the sample size, $T$, grow to infinity, we can also consistently estimate all parameters of the model and make inference. The same is true for estimation of the latent factors which can be carried out by weighted least-squares, linear projection, or Kalman filtering/smoothing. We also compare the approaches presented with: Principal Component analysis and the classical, fixed $N$, exact Maximum Likelihood approach. We conclude with a discussion on efficiency of the considered estimators
The number of modes in a probability density function is representative of the model's complexity and can also be viewed as the number of existing subpopulations. Despite its relevance, little research has been devoted to its estimation. Focusing on the univariate setting, we propose a novel approach targeting prediction accuracy inspired by some overlooked aspects of the problem. We argue for the need for structure in the solutions, the subjective and uncertain nature of modes, and the convenience of a holistic view blending global and local density properties. Our method builds upon a combination of flexible kernel estimators and parsimonious compositional splines. Feature exploration, model selection and mode testing are implemented in the Bayesian inference paradigm, providing soft solutions and allowing to incorporate expert judgement in the process. The usefulness of our proposal is illustrated through a case study in sports analytics, showcasing multiple companion visualisation tools. A thorough simulation study demonstrates that traditional modality-driven approaches paradoxically struggle to provide accurate results. In this context, our method emerges as a top-tier alternative offering innovative solutions for analysts.
An asymptotic preserving and energy stable scheme for the Euler-Poisson system under the quasineutral scaling is designed and analysed. Correction terms are introduced in the convective fluxes and the electrostatic potential, which lead to the dissipation of mechanical energy and the entropy stability. The resolution of the semi-implicit in time finite volume in space fully-discrete scheme involves two steps: the solution of an elliptic problem for the potential and an explicit evaluation for the density and velocity. The proposed scheme possesses several physically relevant attributes, such as the the entropy stability and the consistency with the weak formulation of the continuous Euler-Poisson system. The AP property of the scheme, i.e. the boundedness of the mesh parameters with respect to the Debye length and its consistency with the quasineutral limit system, is shown. The results of numerical case studies are presented to substantiate the robustness and efficiency of the proposed method.
Object pose estimation is a non-trivial task that enables robotic manipulation, bin picking, augmented reality, and scene understanding, to name a few use cases. Monocular object pose estimation gained considerable momentum with the rise of high-performing deep learning-based solutions and is particularly interesting for the community since sensors are inexpensive and inference is fast. Prior works establish the comprehensive state of the art for diverse pose estimation problems. Their broad scopes make it difficult to identify promising future directions. We narrow down the scope to the problem of single-shot monocular 6D object pose estimation, which is commonly used in robotics, and thus are able to identify such trends. By reviewing recent publications in robotics and computer vision, the state of the art is established at the union of both fields. Following that, we identify promising research directions in order to help researchers to formulate relevant research ideas and effectively advance the state of the art. Findings include that methods are sophisticated enough to overcome the domain shift and that occlusion handling is a fundamental challenge. We also highlight problems such as novel object pose estimation and challenging materials handling as central challenges to advance robotics.
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