The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step in learning problems involving observations far away from the center. In the common situation that the components of the vector have different distributions, the rank transformation offers a convenient and robust way of standardizing data in order to build an empirical version of the angular measure based on the most extreme observations. We provide a functional asymptotic expansion for the empirical angular measure in the bivariate case based on the theory of weak convergence in the space of bounded functions. From the expansion, not only can the known asymptotic distribution of the empirical angular measure be recovered, it also enables to find expansions and weak limits for other statistics based on the associated empirical process or its quantile version.
We study Whitney-type estimates for approximation of convex functions in the uniform norm on various convex multivariate domains while paying a particular attention to the dependence of the involved constants on the dimension and the geometry of the domain.
Sensory perception originates from the responses of sensory neurons, which react to a collection of sensory signals linked to various physical attributes of a singular perceptual object. Unraveling how the brain extracts perceptual information from these neuronal responses is a pivotal challenge in both computational neuroscience and machine learning. Here we introduce a statistical mechanical theory, where perceptual information is first encoded in the correlated variability of sensory neurons and then reformatted into the firing rates of downstream neurons. Applying this theory, we illustrate the encoding of motion direction using neural covariance and demonstrate high-fidelity direction recovery by spiking neural networks. Networks trained under this theory also show enhanced performance in classifying natural images, achieving higher accuracy and faster inference speed. Our results challenge the traditional view of neural covariance as a secondary factor in neural coding, highlighting its potential influence on brain function.
Numerous statistical methods have been developed to explore genomic imprinting and maternal effects, which are causes of parent-of-origin patterns in complex human diseases. Most of the methods, however, either only model one of these two confounded epigenetic effects, or make strong yet unrealistic assumptions about the population to avoid over-parameterization. A recent partial likelihood method (LIMEDSP ) can identify both epigenetic effects based on discordant sibpair family data without those assumptions. Theoretical and empirical studies have shown its validity and robustness. As LIMEDSP method obtains parameter estimation by maximizing partial likelihood, it is interesting to compare its efficiency with full likelihood maximizer. To overcome the difficulty in over-parameterization when using full likelihood, this study proposes a discordant sib-pair design based Monte Carlo Expectation Maximization (MCEMDSP ) method to detect imprinting and maternal effects jointly. Those unknown mating type probabilities, the nuisance parameters, are considered as latent variables in EM algorithm. Monte Carlo samples are used to numerically approximate the expectation function that cannot be solved algebraically. Our simulation results show that though this MCEMDSP algorithm takes longer computation time, it can generally detect both epigenetic effects with higher power, which demonstrates that it can be a good complement of LIMEDSP method
Random Batch Methods (RBM) for mean-field interacting particle systems enable the reduction of the quadratic computational cost associated with particle interactions to a near-linear cost. The essence of these algorithms lies in the random partitioning of the particle ensemble into smaller batches at each time step. The interaction of each particle within these batches is then evolved until the subsequent time step. This approach effectively decreases the computational cost by an order of magnitude while increasing the amount of fluctuations due to the random partitioning. In this work, we propose a variance reduction technique for RBM applied to nonlocal PDEs of Fokker-Planck type based on a control variate strategy. The core idea is to construct a surrogate model that can be computed on the full set of particles at a linear cost while maintaining enough correlations with the original particle dynamics. Examples from models of collective behavior in opinion spreading and swarming dynamics demonstrate the great potential of the present approach.
To obtain strong convergence rates of numerical schemes, an overwhelming majority of existing works impose a global monotonicity condition on coefficients of SDEs. On the contrary, a majority of SDEs from applications do not have globally monotone coefficients. As a recent breakthrough, the authors of [Hutzenthaler, Jentzen, Ann. Probab., 2020] originally presented a perturbation theory for stochastic differential equations (SDEs), which is crucial to recovering strong convergence rates of numerical schemes in a non-globally monotone setting. However, only a convergence rate of order $1/2$ was obtained there for time-stepping schemes such as a stopped increment-tamed Euler-Maruyama (SITEM) method. As an open problem, a natural question was raised by the aforementioned work as to whether higher convergence rate than $1/2$ can be obtained when higher order schemes are used. The present work attempts to solve the tough problem. To this end, we develop some new perturbation estimates that are able to reveal the order-one strong convergence of numerical methods. As the first application of the newly developed estimates, we identify the expected order-one pathwise uniformly strong convergence of the SITEM method for additive noise driven SDEs and multiplicative noise driven second order SDEs with non-globally monotone coefficients. As the other application, we propose and analyze a positivity preserving explicit Milstein-type method for Lotka-Volterra competition model driven by multi-dimensional noise, with a pathwise uniformly strong convergence rate of order one recovered under mild assumptions. These obtained results are completely new and significantly improve the existing theory. Numerical experiments are also provided to confirm the theoretical findings.
Laguerre spectral approximations play an important role in the development of efficient algorithms for problems in unbounded domains. In this paper, we present a comprehensive convergence rate analysis of Laguerre spectral approximations for analytic functions. By exploiting contour integral techniques from complex analysis, we prove that Laguerre projection and interpolation methods of degree $n$ converge at the root-exponential rate $O(\exp(-2\rho\sqrt{n}))$ with $\rho>0$ when the underlying function is analytic inside and on a parabola with focus at the origin and vertex at $z=-\rho^2$. As far as we know, this is the first rigorous proof of root-exponential convergence of Laguerre approximations for analytic functions. Several important applications of our analysis are also discussed, including Laguerre spectral differentiations, Gauss-Laguerre quadrature rules, the scaling factor and the Weeks method for the inversion of Laplace transform, and some sharp convergence rate estimates are derived. Numerical experiments are presented to verify the theoretical results.
This paper focuses on the inverse elastic impedance and the geometry problem by a Cauchy data pair on the access part of the boundary in a two-dimensional case. Through the decomposition of the displacement, the problem is transform the solution of into a coupled boundary value problem that involves two scalar Helmholtz equations. Firstly, a uniqueness result is given, and a non-iterative algorithm is proposed to solve the data completion problem using a Cauchy data pair on a known part of the solution domain's boundary. Next, we introduce a Newton-type iterative method for reconstructing the boundary and the impedance function using the completion data on the unknown boundary, which is governed by a specific type of boundary conditions. Finally, we provide several examples to demonstrate the effectiveness and accuracy of the proposed method.
We propose and analyze a unified structure-preserving parametric finite element method (SP-PFEM) for the anisotropic surface diffusion of curves in two dimensions $(d=2)$ and surfaces in three dimensions $(d=3)$ with an arbitrary anisotropic surface energy density $\gamma(\boldsymbol{n})$, where $\boldsymbol{n}\in \mathbb{S}^{d-1}$ represents the outward unit vector. By introducing a novel unified surface energy matrix $\boldsymbol{G}_k(\boldsymbol{n})$ depending on $\gamma(\boldsymbol{n})$, the Cahn--Hoffman $\boldsymbol{\xi}$-vector and a stabilizing function $k(\boldsymbol{n}):\ \mathbb{S}^{d-1}\to {\mathbb R}$, we obtain a unified and conservative variational formulation for the anisotropic surface diffusion via different surface differential operators including the surface gradient operator, the surface divergence operator and the surface Laplace--Beltrami operator. A SP-PFEM discretization is presented for the variational problem. In order to establish the unconditional energy stability of the proposed SP-PFEM under a very mild condition on $\gamma(\boldsymbol{n})$, we propose a new framework via {\sl local energy estimate} for proving energy stability/structure-preserving properties of the parametric finite element method for the anisotropic surface diffusion. This framework sheds light on how to prove unconditional energy stability of other numerical methods for geometric partial differential equations. Extensive numerical results are reported to demonstrate the efficiency and accuracy as well as structure-preserving properties of the proposed SP-PFEM for the anisotropic surface diffusion with arbitrary anisotropic surface energy density $\gamma(\boldsymbol{n})$ arising from different applications.
In this paper we consider a nonlinear poroelasticity model that describes the quasi-static mechanical behaviour of a fluid-saturated porous medium whose permeability depends on the divergence of the displacement. Such nonlinear models are typically used to study biological structures like tissues, organs, cartilage and bones, which are known for a nonlinear dependence of their permeability/hydraulic conductivity on solid dilation. We formulate (extend to the present situation) one of the most popular splitting schemes, namely the fixed-stress split method for the iterative solution of the coupled problem. The method is proven to converge linearly for sufficiently small time steps under standard assumptions. The error contraction factor then is strictly less than one, independent of the Lam\'{e} parameters, Biot and storage coefficients if the hydraulic conductivity is a strictly positive, bounded and Lipschitz-continuous function.
We present and analyze an algorithm designed for addressing vector-valued regression problems involving possibly infinite-dimensional input and output spaces. The algorithm is a randomized adaptation of reduced rank regression, a technique to optimally learn a low-rank vector-valued function (i.e. an operator) between sampled data via regularized empirical risk minimization with rank constraints. We propose Gaussian sketching techniques both for the primal and dual optimization objectives, yielding Randomized Reduced Rank Regression (R4) estimators that are efficient and accurate. For each of our R4 algorithms we prove that the resulting regularized empirical risk is, in expectation w.r.t. randomness of a sketch, arbitrarily close to the optimal value when hyper-parameteres are properly tuned. Numerical expreriments illustrate the tightness of our bounds and show advantages in two distinct scenarios: (i) solving a vector-valued regression problem using synthetic and large-scale neuroscience datasets, and (ii) regressing the Koopman operator of a nonlinear stochastic dynamical system.