In recent years dynamical systems (of deterministic and stochastic nature), describing many models in mathematics, physics, engineering and finances, become more and more complex. Numerical analysis narrowed only to deterministic algorithms seems to be insufficient for such systems, since, for example, curse of dimensionality affects deterministic methods. Therefore, we can observe increasing popularity of Monte Carlo algorithms and, closely related with them, stochastic simulations based on stochastic differential equations. In these lecture notes we present main ideas concerned with Monte Carlo methods and their theoretical properties. We apply them to such problems as integration and approximation of solutions of deterministic/stochastic differential equations. We also discuss implementation of exemplary algorithms in Python programming language and their application to option pricing. Part of these notes has been used during lectures for PhD students at AGH University of Science and Technology, Krakow, Poland, at summer semesters in the years 2020, 2021, 2023.
Deep learning enables the modelling of high-resolution histopathology whole-slide images (WSI). Weakly supervised learning of tile-level data is typically applied for tasks where labels only exist on the patient or WSI level (e.g. patient outcomes or histological grading). In this context, there is a need for improved spatial interpretability of predictions from such models. We propose a novel method, Wsi rEgion sElection aPproach (WEEP), for model interpretation. It provides a principled yet straightforward way to establish the spatial area of WSI required for assigning a particular prediction label. We demonstrate WEEP on a binary classification task in the area of breast cancer computational pathology. WEEP is easy to implement, is directly connected to the model-based decision process, and offers information relevant to both research and diagnostic applications.
Regression analysis is a central topic in statistical modeling, aiming to estimate the relationships between a dependent variable, commonly referred to as the response variable, and one or more independent variables, i.e., explanatory variables. Linear regression is by far the most popular method for performing this task in several fields of research, such as prediction, forecasting, or causal inference. Beyond various classical methods to solve linear regression problems, such as Ordinary Least Squares, Ridge, or Lasso regressions - which are often the foundation for more advanced machine learning (ML) techniques - the latter have been successfully applied in this scenario without a formal definition of statistical significance. At most, permutation or classical analyses based on empirical measures (e.g., residuals or accuracy) have been conducted to reflect the greater ability of ML estimations for detection. In this paper, we introduce a method, named Statistical Agnostic Regression (SAR), for evaluating the statistical significance of an ML-based linear regression based on concentration inequalities of the actual risk using the analysis of the worst case. To achieve this goal, similar to the classification problem, we define a threshold to establish that there is sufficient evidence with a probability of at least 1-eta to conclude that there is a linear relationship in the population between the explanatory (feature) and the response (label) variables. Simulations in only two dimensions demonstrate the ability of the proposed agnostic test to provide a similar analysis of variance given by the classical $F$ test for the slope parameter.
Entropy conditions play a crucial role in the extraction of a physically relevant solution for a system of conservation laws, thus motivating the construction of entropy stable schemes that satisfy a discrete analogue of such conditions. TeCNO schemes (Fjordholm et al. 2012) form a class of arbitrary high-order entropy stable finite difference solvers, which require specialized reconstruction algorithms satisfying the sign property at each cell interface. Recently, third-order WENO schemes called SP-WENO (Fjordholm and Ray, 2016) and SP-WENOc (Ray, 2018) have been designed to satisfy the sign property. However, these WENO algorithms can perform poorly near shocks, with the numerical solutions exhibiting large spurious oscillations. In the present work, we propose a variant of the SP-WENO, termed as Deep Sign-Preserving WENO (DSP-WENO), where a neural network is trained to learn the WENO weighting strategy. The sign property and third-order accuracy are strongly imposed in the algorithm, which constrains the WENO weight selection region to a convex polygon. Thereafter, a neural network is trained to select the WENO weights from this convex region with the goal of improving the shock-capturing capabilities without sacrificing the rate of convergence in smooth regions. The proposed synergistic approach retains the mathematical framework of the TeCNO scheme while integrating deep learning to remedy the computational issues of the WENO-based reconstruction. We present several numerical experiments to demonstrate the significant improvement with DSP-WENO over the existing variants of WENO satisfying the sign property.
We consider the problem of estimating log-determinants of large, sparse, positive definite matrices. A key focus of our algorithm is to reduce computational cost, and it is based on sparse approximate inverses. The algorithm can be implemented to be adaptive, and it uses graph spline approximation to improve accuracy. We illustrate our approach on classes of large sparse matrices.
We present a novel adversarial penalized self-knowledge distillation method, named adversarial learning and implicit regularization for self-knowledge distillation (AI-KD), which regularizes the training procedure by adversarial learning and implicit distillations. Our model not only distills the deterministic and progressive knowledge which are from the pre-trained and previous epoch predictive probabilities but also transfers the knowledge of the deterministic predictive distributions using adversarial learning. The motivation is that the self-knowledge distillation methods regularize the predictive probabilities with soft targets, but the exact distributions may be hard to predict. Our method deploys a discriminator to distinguish the distributions between the pre-trained and student models while the student model is trained to fool the discriminator in the trained procedure. Thus, the student model not only can learn the pre-trained model's predictive probabilities but also align the distributions between the pre-trained and student models. We demonstrate the effectiveness of the proposed method with network architectures on multiple datasets and show the proposed method achieves better performance than state-of-the-art methods.
The aim of this paper is to study the complexity of the model checking problem MC for inquisitive propositional logic InqB and for inquisitive modal logic InqM, that is, the problem of deciding whether a given finite structure for the logic satisfies a given formula. In recent years, this problem has been thoroughly investigated for several variations of dependence and teams logics, systems closely related to inquisitive logic. Building upon some ideas presented by Yang, we prove that the model checking problems for InqB and InqM are both AP-complete.
Multi-sequence magnetic resonance imaging (MRI) has found wide applications in both modern clinical studies and deep learning research. However, in clinical practice, it frequently occurs that one or more of the MRI sequences are missing due to different image acquisition protocols or contrast agent contraindications of patients, limiting the utilization of deep learning models trained on multi-sequence data. One promising approach is to leverage generative models to synthesize the missing sequences, which can serve as a surrogate acquisition. State-of-the-art methods tackling this problem are based on convolutional neural networks (CNN) which usually suffer from spectral biases, resulting in poor reconstruction of high-frequency fine details. In this paper, we propose Conditional Neural fields with Shift modulation (CoNeS), a model that takes voxel coordinates as input and learns a representation of the target images for multi-sequence MRI translation. The proposed model uses a multi-layer perceptron (MLP) instead of a CNN as the decoder for pixel-to-pixel mapping. Hence, each target image is represented as a neural field that is conditioned on the source image via shift modulation with a learned latent code. Experiments on BraTS 2018 and an in-house clinical dataset of vestibular schwannoma patients showed that the proposed method outperformed state-of-the-art methods for multi-sequence MRI translation both visually and quantitatively. Moreover, we conducted spectral analysis, showing that CoNeS was able to overcome the spectral bias issue common in conventional CNN models. To further evaluate the usage of synthesized images in clinical downstream tasks, we tested a segmentation network using the synthesized images at inference.
We integrate machine learning approaches with nonlinear time series analysis, specifically utilizing recurrence measures to classify various dynamical states emerging from time series. We implement three machine learning algorithms Logistic Regression, Random Forest, and Support Vector Machine for this study. The input features are derived from the recurrence quantification of nonlinear time series and characteristic measures of the corresponding recurrence networks. For training and testing we generate synthetic data from standard nonlinear dynamical systems and evaluate the efficiency and performance of the machine learning algorithms in classifying time series into periodic, chaotic, hyper-chaotic, or noisy categories. Additionally, we explore the significance of input features in the classification scheme and find that the features quantifying the density of recurrence points are the most relevant. Furthermore, we illustrate how the trained algorithms can successfully predict the dynamical states of two variable stars, SX Her and AC Her from the data of their light curves.
This study introduces the syntropy function ($S_N$) and expectancy function ($E_N$), derived from the novel function $\phi$, to provide a refined perspective on complexity, extending beyond conventional entropy analysis. $S_N$ is designed to detect localized coherent events, whereas $E_N$ encapsulates expected system behaviors, offering a comprehensive framework for understanding system dynamics. The manuscript explores essential theorems and properties, underscoring their theoretical and practical implications. Future research will further elucidate their roles, particularly in biological signals and dynamic systems, suggesting a deep interplay between order and chaos.
Deep learning constitutes a recent, modern technique for image processing and data analysis, with promising results and large potential. As deep learning has been successfully applied in various domains, it has recently entered also the domain of agriculture. In this paper, we perform a survey of 40 research efforts that employ deep learning techniques, applied to various agricultural and food production challenges. We examine the particular agricultural problems under study, the specific models and frameworks employed, the sources, nature and pre-processing of data used, and the overall performance achieved according to the metrics used at each work under study. Moreover, we study comparisons of deep learning with other existing popular techniques, in respect to differences in classification or regression performance. Our findings indicate that deep learning provides high accuracy, outperforming existing commonly used image processing techniques.