The Lamport diagram is a pervasive and intuitive tool for informal reasoning about "happens-before" relationships in a concurrent system. However, traditional axiomatic formalizations of Lamport diagrams can be painful to work with in a mechanized setting like Agda. We propose an alternative, inductive formalization -- the causal separation diagram (CSD) -- that takes inspiration from string diagrams and concurrent separation logic, but enjoys a graphical syntax similar to Lamport diagrams. Critically, CSDs are based on the idea that causal relationships between events are witnessed by the paths that information follows between them. To that end, we model happens-before as a dependent type of paths between events. The inductive formulation of CSDs enables their interpretation into a variety of semantic domains. We demonstrate the interpretability of CSDs with a case study on properties of logical clocks, widely-used mechanisms for reifying causal relationships as data. We carry out this study by implementing a series of interpreters for CSDs, culminating in a generic proof of Lamport's clock condition that is parametric in a choice of clock. We instantiate this proof on Lamport's scalar clock, on Mattern's vector clock, and on the matrix clocks of Raynal et al. and of Wuu and Bernstein, yielding verified implementations of each. The CSD formalism and our case study are mechanized in the Agda proof assistant.
Operator splitting methods tailored to coupled linear port-Hamiltonian systems are developed. We present algorithms that are able to exploit scalar coupling, as well as multirate potential of these coupled systems. The obtained algorithms preserve the dissipative structure of the overall system and are convergent of second order. Numerical results for coupled mass-spring-damper chains illustrate the computational efficiency of the splitting methods compared to a straight-forward application of the implicit midpoint rule to the overall system.
Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established research area. It has also been established previously that these techniques are, in general, not robust to perturbations in the data in the form of temporal correlations. While the subject is relatively well understood and appropriate modifications have been suggested in the context of multi-scale diffusion processes and their reduced model equations, we consider here an alternative setting where a second-order diffusion process in positions and velocities is only observed via its positions. In this note, we propose a simple modification to standard stochastic gradient descent and Kalman filter formulations, which eliminates the arising systematic estimation biases. The modification can be extended to standard maximum likelihood approaches and avoids computation of previously proposed correction terms.
The architecture of the brain is too complex to be intuitively surveyable without the use of compressed representations that project its variation into a compact, navigable space. The task is especially challenging with high-dimensional data, such as gene expression, where the joint complexity of anatomical and transcriptional patterns demands maximum compression. Established practice is to use standard principal component analysis (PCA), whose computational felicity is offset by limited expressivity, especially at great compression ratios. Employing whole-brain, voxel-wise Allen Brain Atlas transcription data, here we systematically compare compressed representations based on the most widely supported linear and non-linear methods-PCA, kernel PCA, non-negative matrix factorization (NMF), t-stochastic neighbour embedding (t-SNE), uniform manifold approximation and projection (UMAP), and deep auto-encoding-quantifying reconstruction fidelity, anatomical coherence, and predictive utility with respect to signalling, microstructural, and metabolic targets. We show that deep auto-encoders yield superior representations across all metrics of performance and target domains, supporting their use as the reference standard for representing transcription patterns in the human brain.
Precision matrices are crucial in many fields such as social networks, neuroscience, and economics, representing the edge structure of Gaussian graphical models (GGMs), where a zero in an off-diagonal position of the precision matrix indicates conditional independence between nodes. In high-dimensional settings where the dimension of the precision matrix $p$ exceeds the sample size $n$ and the matrix is sparse, methods like graphical Lasso, graphical SCAD, and CLIME are popular for estimating GGMs. While frequentist methods are well-studied, Bayesian approaches for (unstructured) sparse precision matrices are less explored. The graphical horseshoe estimate by \citet{li2019graphical}, applying the global-local horseshoe prior, shows superior empirical performance, but theoretical work for sparse precision matrix estimations using shrinkage priors is limited. This paper addresses these gaps by providing concentration results for the tempered posterior with the fully specified horseshoe prior in high-dimensional settings. Moreover, we also provide novel theoretical results for model misspecification, offering a general oracle inequality for the posterior.
Full Waveform Inversion (FWI) is a standard algorithm in seismic imaging. Its implementation requires the a priori choice of a number of "design parameters", such as the positions of sensors for the actual measurements and one (or more) regularisation weights. In this paper we describe a novel algorithm for determining these design parameters automatically from a set of training images, using a (supervised) bilevel learning approach. In our algorithm, the upper level objective function measures the quality of the reconstructions of the training images, where the reconstructions are obtained by solving the lower level optimisation problem -- in this case FWI. Our algorithm employs (variants of) the BFGS quasi-Newton method to perform the optimisation at each level, and thus requires the repeated solution of the forward problem -- here taken to be the Helmholtz equation. This paper focuses on the implementation of the algorithm. The novel contributions are: (i) an adjoint-state method for the efficient computation of the upper-level gradient; (ii) a complexity analysis for the bilevel algorithm, which counts the number of Helmholtz solves needed and shows this number is independent of the number of design parameters optimised; (iii) an effective preconditioning strategy for iteratively solving the linear systems required at each step of the bilevel algorithm; (iv) a smoothed extraction process for point values of the discretised wavefield, necessary for ensuring a smooth upper level objective function. The algorithm also uses an extension to the bilevel setting of classical frequency-continuation strategies, helping avoid convergence to spurious stationary points. The advantage of our algorithm is demonstrated on a problem derived from the standard Marmousi test problem.
Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing two models, modifying initial improper reference priors. We propose a generalization of this methodology to more than two models. Our approach adds an artificial copy of each model under comparison by compactifying the parametric space and creating an ergodic Markov chain across all models that returns the integral priors as marginals of the stationary distribution. Besides the garantee of their existance and the lack of paradoxes attached to estimation reference priors, an additional advantage of this methodology is that the simulation of this Markov chain is straightforward as it only requires simulations of imaginary training samples for all models and from the corresponding posterior distributions. This renders its implementation automatic and generic, both in the nested case and in the nonnested case.
Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated units focuses on the impacts of interventions using contemporaneous outcomes in control units. Methodological developments here concern multivariate dynamic models for time-varying effects across multiple treated units with explicit foci on sequential learning and aggregation of intervention effects. Analysis explores dimension reduction across multiple synthetic counterfactual predictors. Computational advances leverage fully conjugate models for efficient sequential learning and inference, including cross-unit correlations and their time variation. This allows full uncertainty quantification on model hyper-parameters via Bayesian model averaging. A detailed case study evaluates interventions in a supermarket promotions experiment, with coupled predictive analyses in selected regions of a large-scale commercial system. Comparisons with existing methods highlight the issues of appropriate uncertainty quantification in casual inference in aggregation across treated units, among other practical concerns.
Recently, addressing spatial confounding has become a major topic in spatial statistics. However, the literature has provided conflicting definitions, and many proposed definitions do not address the issue of confounding as it is understood in causal inference. We define spatial confounding as the existence of an unmeasured causal confounder with a spatial structure. We present a causal inference framework for nonparametric identification of the causal effect of a continuous exposure on an outcome in the presence of spatial confounding. We propose double machine learning (DML), a procedure in which flexible models are used to regress both the exposure and outcome variables on confounders to arrive at a causal estimator with favorable robustness properties and convergence rates, and we prove that this approach is consistent and asymptotically normal under spatial dependence. As far as we are aware, this is the first approach to spatial confounding that does not rely on restrictive parametric assumptions (such as linearity, effect homogeneity, or Gaussianity) for both identification and estimation. We demonstrate the advantages of the DML approach analytically and in simulations. We apply our methods and reasoning to a study of the effect of fine particulate matter exposure during pregnancy on birthweight in California.
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for the multi-dimensional variable-order fractional Laplacian defined by a hypersingular integral. We prove that the scheme is of second-order convergence and apply the developed finite difference scheme to solve various equations with the variable-order fractional Laplacian. We present a fast solver with quasi-linear complexity of the scheme for computing variable-order fractional Laplacian and corresponding PDEs. Several numerical examples demonstrate the accuracy and efficiency of our algorithm and verify our theory.
Graph-centric artificial intelligence (graph AI) has achieved remarkable success in modeling interacting systems prevalent in nature, from dynamical systems in biology to particle physics. The increasing heterogeneity of data calls for graph neural architectures that can combine multiple inductive biases. However, combining data from various sources is challenging because appropriate inductive bias may vary by data modality. Multimodal learning methods fuse multiple data modalities while leveraging cross-modal dependencies to address this challenge. Here, we survey 140 studies in graph-centric AI and realize that diverse data types are increasingly brought together using graphs and fed into sophisticated multimodal models. These models stratify into image-, language-, and knowledge-grounded multimodal learning. We put forward an algorithmic blueprint for multimodal graph learning based on this categorization. The blueprint serves as a way to group state-of-the-art architectures that treat multimodal data by choosing appropriately four different components. This effort can pave the way for standardizing the design of sophisticated multimodal architectures for highly complex real-world problems.