Survey sampling plays an important role in the efficient allocation and management of resources. The essence of survey sampling lies in acquiring a sample of data points from a population and subsequently using this sample to estimate the population parameters of the targeted response variable, such as environmental-related metrics or other pertinent factors. Practical limitations imposed on survey sampling necessitate prudent consideration of the number of samples attainable from the study areas, given the constraints of a fixed budget. To this end, researchers are compelled to employ sampling designs that optimize sample allocations to the best of their ability. Generally, probability sampling serves as the preferred method, ensuring an unbiased estimation of population parameters. Evaluating the efficiency of estimators involves assessing their variances and benchmarking them against alternative baseline approaches, such as simple random sampling. In this study, we propose a novel model-assisted unbiased probability sampling method that leverages Bayesian optimization for the determination of sampling designs. As a result, this approach can yield in estimators with more efficient variance outcomes compared to the conventional estimators such as the Horvitz-Thompson. Furthermore, we test the proposed method in a simulation study using an empirical dataset covering plot-level tree volume from central Finland. The results demonstrate statistically significant improved performance for the proposed method when compared to the baseline.
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To date, most methods for simulating conditioned diffusions are limited to the Euclidean setting. The conditioned process can be constructed using a change of measure known as Doob's $h$-transform. The specific type of conditioning depends on a function $h$ which is typically unknown in closed form. To resolve this, we extend the notion of guided processes to a manifold $M$, where one replaces $h$ by a function based on the heat kernel on $M$. We consider the case of a Brownian motion with drift, constructed using the frame bundle of $M$, conditioned to hit a point $x_T$ at time $T$. We prove equivalence of the laws of the conditioned process and the guided process with a tractable Radon-Nikodym derivative. Subsequently, we show how one can obtain guided processes on any manifold $N$ that is diffeomorphic to $M$ without assuming knowledge of the heat kernel on $N$. We illustrate our results with numerical simulations and an example of parameter estimation where a diffusion process on the torus is observed discretely in time.
This work proposes a discretization of the acoustic wave equation with possibly oscillatory coefficients based on a superposition of discrete solutions to spatially localized subproblems computed with an implicit time discretization. Based on exponentially decaying entries of the global system matrices and an appropriate partition of unity, it is proved that the superposition of localized solutions is appropriately close to the solution of the (global) implicit scheme. It is thereby justified that the localized (and especially parallel) computation on multiple overlapping subdomains is reasonable. Moreover, a re-start is introduced after a certain amount of time steps to maintain a moderate overlap of the subdomains. Overall, the approach may be understood as a domain decomposition strategy in space on successive short time intervals that completely avoids inner iterations. Numerical examples are presented.
Gradient-free optimizers allow for tackling problems regardless of the smoothness or differentiability of their objective function, but they require many more iterations to converge when compared to gradient-based algorithms. This has made them unviable for topology optimization due to the high computational cost per iteration and high dimensionality of these problems. We propose a pre-trained neural reparameterization strategy that leads to at least one order of magnitude decrease in iteration count when optimizing the designs in latent space, as opposed to the conventional approach without latent reparameterization. We demonstrate this via extensive computational experiments in- and out-of-distribution with the training data. Although gradient-based topology optimization is still more efficient for differentiable problems, such as compliance optimization of structures, we believe this work will open up a new path for problems where gradient information is not readily available (e.g. fracture).
Charts, figures, and text derived from data play an important role in decision making, from data-driven policy development to day-to-day choices informed by online articles. Making sense of, or fact-checking, outputs means understanding how they relate to the underlying data. Even for domain experts with access to the source code and data sets, this poses a significant challenge. In this paper we introduce a new program analysis framework which supports interactive exploration of fine-grained I/O relationships directly through computed outputs, making use of dynamic dependence graphs. Our main contribution is a novel notion in data provenance which we call related inputs, a relation of mutual relevance or "cognacy" which arises between inputs when they contribute to common features of the output. Queries of this form allow readers to ask questions like "What outputs use this data element, and what other data elements are used along with it?". We show how Jonsson and Tarski's concept of conjugate operators on Boolean algebras appropriately characterises the notion of cognacy in a dependence graph, and give a procedure for computing related inputs over such a graph.
Robust Markov Decision Processes (RMDPs) are a widely used framework for sequential decision-making under parameter uncertainty. RMDPs have been extensively studied when the objective is to maximize the discounted return, but little is known for average optimality (optimizing the long-run average of the rewards obtained over time) and Blackwell optimality (remaining discount optimal for all discount factors sufficiently close to 1). In this paper, we prove several foundational results for RMDPs beyond the discounted return. We show that average optimal policies can be chosen stationary and deterministic for sa-rectangular RMDPs but, perhaps surprisingly, that history-dependent (Markovian) policies strictly outperform stationary policies for average optimality in s-rectangular RMDPs. We also study Blackwell optimality for sa-rectangular RMDPs, where we show that {\em approximate} Blackwell optimal policies always exist, although Blackwell optimal policies may not exist. We also provide a sufficient condition for their existence, which encompasses virtually any examples from the literature. We then discuss the connection between average and Blackwell optimality, and we describe several algorithms to compute the optimal average return. Interestingly, our approach leverages the connections between RMDPs and stochastic games.
The optimal number of clusters is one of the main concerns when applying cluster analysis. Several cluster validity indexes have been introduced to address this problem. However, in some situations, there is more than one option that can be chosen as the final number of clusters. This aspect has been overlooked by most of the existing works in this area. In this study, we introduce a correlation-based fuzzy cluster validity index known as the Wiroonsri-Preedasawakul (WP) index. This index is defined based on the correlation between the actual distance between a pair of data points and the distance between adjusted centroids with respect to that pair. We evaluate and compare the performance of our index with several existing indexes, including Xie-Beni, Pakhira-Bandyopadhyay-Maulik, Tang, Wu-Li, generalized C, and Kwon2. We conduct this evaluation on four types of datasets: artificial datasets, real-world datasets, simulated datasets with ranks, and image datasets, using the fuzzy c-means algorithm. Overall, the WP index outperforms most, if not all, of these indexes in terms of accurately detecting the optimal number of clusters and providing accurate secondary options. Moreover, our index remains effective even when the fuzziness parameter $m$ is set to a large value. Our R package called UniversalCVI used in this work is available at //CRAN.R-project.org/package=UniversalCVI.
We often rely on censuses of triangulations to guide our intuition in $3$-manifold topology. However, this can lead to misplaced faith in conjectures if the smallest counterexamples are too large to appear in our census. Since the number of triangulations increases super-exponentially with size, there is no way to expand a census beyond relatively small triangulations; the current census only goes up to $10$ tetrahedra. Here, we show that it is feasible to search for large and hard-to-find counterexamples by using heuristics to selectively (rather than exhaustively) enumerate triangulations. We use this idea to find counterexamples to three conjectures which ask, for certain $3$-manifolds, whether one-vertex triangulations always have a "distinctive" edge that would allow us to recognise the $3$-manifold.
Implicit solvers for atmospheric models are often accelerated via the solution of a preconditioned system. For block preconditioners this typically involves the factorisation of the (approximate) Jacobian for the coupled system into a Helmholtz equation for some function of the pressure. Here we present a preconditioner for the compressible Euler equations with a flux form representation of the potential temperature on the Lorenz grid using mixed finite elements. This formulation allows for spatial discretisations that conserve both energy and potential temperature variance. By introducing the dry thermodynamic entropy as an auxiliary variable for the solution of the algebraic system, the resulting preconditioner is shown to have a similar block structure to an existing preconditioner for the material form transport of potential temperature on the Charney-Phillips grid, and to be more efficient and stable than either this or a previous Helmholtz preconditioner for the flux form transport of density weighted potential temperature on the Lorenz grid for a one dimensional thermal bubble configuration. The new preconditioner is further verified against standard two dimensional test cases in a vertical slice geometry.
The minimum covariance determinant (MCD) estimator is a popular method for robustly estimating the mean and covariance of multivariate data. We extend the MCD to the setting where the observations are matrices rather than vectors and introduce the matrix minimum covariance determinant (MMCD) estimators for robust parameter estimation. These estimators hold equivariance properties, achieve a high breakdown point, and are consistent under elliptical matrix-variate distributions. We have also developed an efficient algorithm with convergence guarantees to compute the MMCD estimators. Using the MMCD estimators, we can compute robust Mahalanobis distances that can be used for outlier detection. Those distances can be decomposed into outlyingness contributions from each cell, row, or column of a matrix-variate observation using Shapley values, a concept for outlier explanation recently introduced in the multivariate setting. Simulations and examples reveal the excellent properties and usefulness of the robust estimators.
This work explores the dimension reduction problem for Bayesian nonparametric regression and density estimation. More precisely, we are interested in estimating a functional parameter $f$ over the unit ball in $\mathbb{R}^d$, which depends only on a $d_0$-dimensional subspace of $\mathbb{R}^d$, with $d_0 < d$.It is well-known that rescaled Gaussian process priors over the function space achieve smoothness adaptation and posterior contraction with near minimax-optimal rates. Moreover, hierarchical extensions of this approach, equipped with subspace projection, can also adapt to the intrinsic dimension $d_0$ (\cite{Tokdar2011DimensionAdapt}).When the ambient dimension $d$ does not vary with $n$, the minimax rate remains of the order $n^{-\beta/(2\beta +d_0)}$.%When $d$ does not vary with $n$, the order of the minimax rate remains the same regardless of the ambient dimension $d$. However, this is up to multiplicative constants that can become prohibitively large when $d$ grows. The dependences between the contraction rate and the ambient dimension have not been fully explored yet and this work provides a first insight: we let the dimension $d$ grow with $n$ and, by combining the arguments of \cite{Tokdar2011DimensionAdapt} and \cite{Jiang2021VariableSelection}, we derive a growth rate for $d$ that still leads to posterior consistency with minimax rate.The optimality of this growth rate is then discussed.Additionally, we provide a set of assumptions under which consistent estimation of $f$ leads to a correct estimation of the subspace projection, assuming that $d_0$ is known.
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