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We introduce a novel algorithm that converges to level-set convex viscosity solutions of high-dimensional Hamilton-Jacobi equations. The algorithm is applicable to a broad class of curvature motion PDEs, as well as a recently developed Hamilton-Jacobi equation for the Tukey depth, which is a statistical depth measure of data points. A main contribution of our work is a new monotone scheme for approximating the direction of the gradient, which allows for monotone discretizations of pure partial derivatives in the direction of, and orthogonal to, the gradient. We provide a convergence analysis of the algorithm on both regular Cartesian grids and unstructured point clouds in any dimension and present numerical experiments that demonstrate the effectiveness of the algorithm in approximating solutions of the affine flow in two dimensions and the Tukey depth measure of high-dimensional datasets such as MNIST and FashionMNIST.

Spectral deferred corrections (SDC) are a class of iterative methods for the numerical solution of ordinary differential equations. SDC can be interpreted as a Picard iteration to solve a fully implicit collocation problem, preconditioned with a low-order method. It has been widely studied for first-order problems, using explicit, implicit or implicit-explicit Euler and other low-order methods as preconditioner. For first-order problems, SDC achieves arbitrary order of accuracy and possesses good stability properties. While numerical results for SDC applied to the second-order Lorentz equations exist, no theoretical results are available for SDC applied to second-order problems. We present an analysis of the convergence and stability properties of SDC using velocity-Verlet as the base method for general second-order initial value problems. Our analysis proves that the order of convergence depends on whether the force in the system depends on the velocity. We also demonstrate that the SDC iteration is stable under certain conditions. Finally, we show that SDC can be computationally more efficient than a simple Picard iteration or a fourth-order Runge-Kutta-Nystr\"om method.

Signal detection is one of the main challenges of data science. As it often happens in data analysis, the signal in the data may be corrupted by noise. There is a wide range of techniques aimed at extracting the relevant degrees of freedom from data. However, some problems remain difficult. It is notably the case of signal detection in almost continuous spectra when the signal-to-noise ratio is small enough. This paper follows a recent bibliographic line which tackles this issue with field-theoretical methods. Previous analysis focused on equilibrium Boltzmann distributions for some effective field representing the degrees of freedom of data. It was possible to establish a relation between signal detection and $\mathbb{Z}_2$-symmetry breaking. In this paper, we consider a stochastic field framework inspiring by the so-called "Model A", and show that the ability to reach or not an equilibrium state is correlated with the shape of the dataset. In particular, studying the renormalization group of the model, we show that the weak ergodicity prescription is always broken for signals small enough, when the data distribution is close to the Marchenko-Pastur (MP) law. This, in particular, enables the definition of a detection threshold in the regime where the signal-to-noise ratio is small enough.

This work focuses on the conservation of quantities such as Hamiltonians, mass, and momentum when solution fields of partial differential equations are approximated with nonlinear parametrizations such as deep networks. The proposed approach builds on Neural Galerkin schemes that are based on the Dirac--Frenkel variational principle to train nonlinear parametrizations sequentially in time. We first show that only adding constraints that aim to conserve quantities in continuous time can be insufficient because the nonlinear dependence on the parameters implies that even quantities that are linear in the solution fields become nonlinear in the parameters and thus are challenging to discretize in time. Instead, we propose Neural Galerkin schemes that compute at each time step an explicit embedding onto the manifold of nonlinearly parametrized solution fields to guarantee conservation of quantities. The embeddings can be combined with standard explicit and implicit time integration schemes. Numerical experiments demonstrate that the proposed approach conserves quantities up to machine precision.

We consider several basic questions on distributed routing in directed graphs with multiple additive costs, or metrics, and multiple constraints. Distributed routing in this sense is used in several protocols, such as IS-IS and OSPF. A practical approach to the multi-constraint routing problem is to, first, combine the metrics into a single `composite' metric, and then apply one-to-all shortest path algorithms, e.g. Dijkstra, in order to find shortest path trees. We show that, in general, even if a feasible path exists and is known for every source and destination pair, it is impossible to guarantee a distributed routing under several constraints. We also study the question of choosing the optimal `composite' metric. We show that under certain mathematical assumptions we can efficiently find a convex combination of several metrics that maximizes the number of discovered feasible paths. Sometimes it can be done analytically, and is in general possible using what we call a 'smart iterative approach'. We illustrate these findings by extensive experiments on several typical network topologies.

Bayesian cross-validation (CV) is a popular method for predictive model assessment that is simple to implement and broadly applicable. A wide range of CV schemes is available for time series applications, including generic leave-one-out (LOO) and K-fold methods, as well as specialized approaches intended to deal with serial dependence such as leave-future-out (LFO), h-block, and hv-block. Existing large-sample results show that both specialized and generic methods are applicable to models of serially-dependent data. However, large sample consistency results overlook the impact of sampling variability on accuracy in finite samples. Moreover, the accuracy of a CV scheme depends on many aspects of the procedure. We show that poor design choices can lead to elevated rates of adverse selection. In this paper, we consider the problem of identifying the regression component of an important class of models of data with serial dependence, autoregressions of order p with q exogenous regressors (ARX(p,q)), under the logarithmic scoring rule. We show that when serial dependence is present, scores computed using the joint (multivariate) density have lower variance and better model selection accuracy than the popular pointwise estimator. In addition, we present a detailed case study of the special case of ARX models with fixed autoregressive structure and variance. For this class, we derive the finite-sample distribution of the CV estimators and the model selection statistic. We conclude with recommendations for practitioners.

The generalized Golub-Kahan bidiagonalization has been used to solve saddle-point systems where the leading block is symmetric and positive definite. We extend this iterative method for the case where the symmetry condition no longer holds. We do so by relying on the known connection the algorithm has with the Conjugate Gradient method and following the line of reasoning that adapts the latter into the Full Orthogonalization Method. We propose appropriate stopping criteria based on the residual and an estimate of the energy norm for the error associated with the primal variable. Numerical comparison with GMRES highlights the advantages of our proposed strategy regarding its low memory requirements and the associated implications.

We revisit the problem of estimating an unknown parameter of a pure quantum state, and investigate `null-measurement' strategies in which the experimenter aims to measure in a basis that contains a vector close to the true system state. Such strategies are known to approach the quantum Fisher information for models where the quantum Cram\'{e}r-Rao bound is achievable but a detailed adaptive strategy for achieving the bound in the multi-copy setting has been lacking. We first show that the following naive null-measurement implementation fails to attain even the standard estimation scaling: estimate the parameter on a small sub-sample, and apply the null-measurement corresponding to the estimated value on the rest of the systems. This is due to non-identifiability issues specific to null-measurements, which arise when the true and reference parameters are close to each other. To avoid this, we propose the alternative displaced-null measurement strategy in which the reference parameter is altered by a small amount which is sufficient to ensure parameter identifiability. We use this strategy to devise asymptotically optimal measurements for models where the quantum Cram\'{e}r-Rao bound is achievable. More generally, we extend the method to arbitrary multi-parameter models and prove the asymptotic achievability of the the Holevo bound. An important tool in our analysis is the theory of quantum local asymptotic normality which provides a clear intuition about the design of the proposed estimators, and shows that they have asymptotically normal distributions.

The probabilistic Latent Semantic Indexing model assumes that the expectation of the corpus matrix is low-rank and can be written as the product of a topic-word matrix and a word-document matrix. In this paper, we study the estimation of the topic-word matrix under the additional assumption that the ordered entries of its columns rapidly decay to zero. This sparsity assumption is motivated by the empirical observation that the word frequencies in a text often adhere to Zipf's law. We introduce a new spectral procedure for estimating the topic-word matrix that thresholds words based on their corpus frequencies, and show that its $\ell_1$-error rate under our sparsity assumption depends on the vocabulary size $p$ only via a logarithmic term. Our error bound is valid for all parameter regimes and in particular for the setting where $p$ is extremely large; this high-dimensional setting is commonly encountered but has not been adequately addressed in prior literature. Furthermore, our procedure also accommodates datasets that violate the separability assumption, which is necessary for most prior approaches in topic modeling. Experiments with synthetic data confirm that our procedure is computationally fast and allows for consistent estimation of the topic-word matrix in a wide variety of parameter regimes. Our procedure also performs well relative to well-established methods when applied to a large corpus of research paper abstracts, as well as the analysis of single-cell and microbiome data where the same statistical model is relevant but the parameter regimes are vastly different.

The emergence of complex structures in the systems governed by a simple set of rules is among the most fascinating aspects of Nature. The particularly powerful and versatile model suitable for investigating this phenomenon is provided by cellular automata, with the Game of Life being one of the most prominent examples. However, this simplified model can be too limiting in providing a tool for modelling real systems. To address this, we introduce and study an extended version of the Game of Life, with the dynamical process governing the rule selection at each step. We show that the introduced modification significantly alters the behaviour of the game. We also demonstrate that the choice of the synchronization policy can be used to control the trade-off between the stability and the growth in the system.