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We consider a geometric programming problem consisting in minimizing a function given by the supremum of finitely many log-Laplace transforms of discrete nonnegative measures on a Euclidean space. Under a coerciveness assumption, we show that a $\varepsilon$-minimizer can be computed in a time that is polynomial in the input size and in $|\log\varepsilon|$. This is obtained by establishing bit-size estimates on approximate minimizers and by applying the ellipsoid method. We also derive polynomial iteration complexity bounds for the interior point method applied to the same class of problems. We deduce that the spectral radius of a partially symmetric, weakly irreducible nonnegative tensor can be approximated within $\varepsilon$ error in poly-time. For strongly irreducible tensors, we also show that the logarithm of the positive eigenvector is poly-time computable. Our results also yield that the the maximum of a nonnegative homogeneous $d$-form in the unit ball with respect to $d$-H\"older norm can be approximated in poly-time. In particular, the spectral radius of uniform weighted hypergraphs and some known upper bounds for the clique number of uniform hypergraphs are poly-time computable.

One of the fundamental steps toward understanding a complex system is identifying variation at the scale of the system's components that is most relevant to behavior on a macroscopic scale. Mutual information provides a natural means of linking variation across scales of a system due to its independence of functional relationship between observables. However, characterizing the manner in which information is distributed across a set of observables is computationally challenging and generally infeasible beyond a handful of measurements. Here we propose a practical and general methodology that uses machine learning to decompose the information contained in a set of measurements by jointly optimizing a lossy compression of each measurement. Guided by the distributed information bottleneck as a learning objective, the information decomposition identifies the variation in the measurements of the system state most relevant to specified macroscale behavior. We focus our analysis on two paradigmatic complex systems: a Boolean circuit and an amorphous material undergoing plastic deformation. In both examples, the large amount of entropy of the system state is decomposed, bit by bit, in terms of what is most related to macroscale behavior. The identification of meaningful variation in data, with the full generality brought by information theory, is made practical for studying the connection between micro- and macroscale structure in complex systems.

Accelerated failure time (AFT) models are frequently used for modelling survival data. This approach is attractive as it quantifies the direct relationship between the time until an event occurs and various covariates. It asserts that the failure times experience either acceleration or deceleration through a multiplicative factor when these covariates are present. While existing literature provides numerous methods for fitting AFT models with time-fixed covariates, adapting these approaches to scenarios involving both time-varying covariates and partly interval-censored data remains challenging. In this paper, we introduce a maximum penalised likelihood approach to fit a semiparametric AFT model. This method, designed for survival data with partly interval-censored failure times, accommodates both time-fixed and time-varying covariates. We utilise Gaussian basis functions to construct a smooth approximation of the nonparametric baseline hazard and fit the model via a constrained optimisation approach. To illustrate the effectiveness of our proposed method, we conduct a comprehensive simulation study. We also present an implementation of our approach on a randomised clinical trial dataset on advanced melanoma patients.

We consider the fundamental task of optimising a real-valued function defined in a potentially high-dimensional Euclidean space, such as the loss function in many machine-learning tasks or the logarithm of the probability distribution in statistical inference. We use Riemannian geometry notions to redefine the optimisation problem of a function on the Euclidean space to a Riemannian manifold with a warped metric, and then find the function's optimum along this manifold. The warped metric chosen for the search domain induces a computational friendly metric-tensor for which optimal search directions associated with geodesic curves on the manifold becomes easier to compute. Performing optimization along geodesics is known to be generally infeasible, yet we show that in this specific manifold we can analytically derive Taylor approximations up to third-order. In general these approximations to the geodesic curve will not lie on the manifold, however we construct suitable retraction maps to pull them back onto the manifold. Therefore, we can efficiently optimize along the approximate geodesic curves. We cover the related theory, describe a practical optimization algorithm and empirically evaluate it on a collection of challenging optimisation benchmarks. Our proposed algorithm, using 3rd-order approximation of geodesics, tends to outperform standard Euclidean gradient-based counterparts in term of number of iterations until convergence.

Moment models with suitable closure can lead to accurate and computationally efficient solvers for particle transport. Hence, we propose a new asymptotic preserving scheme for the M1 model of linear transport that works uniformly for any Knudsen number. Our idea is to apply the M1 closure at the numerical level to an existing asymptotic preserving scheme for the corresponding kinetic equation, namely the Unified Gas Kinetic scheme (UGKS) originally proposed in [27] and extended to linear transport in [24]. In order to ensure the moments realizability in this new scheme, the UGKS positivity needs to be maintained. We propose a new density reconstruction in time to obtain this property. A second order extension is also suggested and validated. Several test cases show the performances of this new scheme.

Adaptiveness is a key principle in information processing including statistics and machine learning. We investigate the usefulness of adaptive methods in the framework of asymptotic binary hypothesis testing, when each hypothesis represents asymptotically many independent instances of a quantum channel, and the tests are based on using the unknown channel and observing outputs. Unlike the familiar setting of quantum states as hypotheses, there is a fundamental distinction between adaptive and non-adaptive strategies with respect to the channel uses, and we introduce a number of further variants of the discrimination tasks by imposing different restrictions on the test strategies. The following results are obtained: (1) We prove that for classical-quantum channels, adaptive and non-adaptive strategies lead to the same error exponents both in the symmetric (Chernoff) and asymmetric (Hoeffding, Stein) settings. (2) The first separation between adaptive and non-adaptive symmetric hypothesis testing exponents for quantum channels, which we derive from a general lower bound on the error probability for non-adaptive strategies; the concrete example we analyze is a pair of entanglement-breaking channels. (3)We prove, in some sense generalizing the previous statement, that for general channels adaptive strategies restricted to classical feed-forward and product state channel inputs are not superior in the asymptotic limit to non-adaptive product state strategies. (4) As an application of our findings, we address the discrimination power of an arbitrary quantum channel and show that adaptive strategies with classical feedback and no quantum memory at the input do not increase the discrimination power of the channel beyond non-adaptive tensor product input strategies.

When complex Bayesian models exhibit implausible behaviour, one solution is to assemble available information into an informative prior. Challenges arise as prior information is often only available for the observable quantity, or some model-derived marginal quantity, rather than directly pertaining to the natural parameters in our model. We propose a method for translating available prior information, in the form of an elicited distribution for the observable or model-derived marginal quantity, into an informative joint prior. Our approach proceeds given a parametric class of prior distributions with as yet undetermined hyperparameters, and minimises the difference between the supplied elicited distribution and corresponding prior predictive distribution. We employ a global, multi-stage Bayesian optimisation procedure to locate optimal values for the hyperparameters. Three examples illustrate our approach: a cure-fraction survival model, where censoring implies that the observable quantity is a priori a mixed discrete/continuous quantity; a setting in which prior information pertains to $R^{2}$ -- a model-derived quantity; and a nonlinear regression model.

This work presents the cubature scheme for the fitting of spatio-temporal Poisson point processes. The methodology is implemented in the R Core Team (2024) package stopp (D'Angelo and Adelfio, 2023), published on the Comprehensive R Archive Network (CRAN) and available from //CRAN.R-project.org/package=stopp. Since the number of dummy points should be sufficient for an accurate estimate of the likelihood, numerical experiments are currently under development to give guidelines on this aspect.

In recent years, power analysis has become widely used in applied sciences, with the increasing importance of the replicability issue. When distribution-free methods, such as Partial Least Squares (PLS)-based approaches, are considered, formulating power analysis turns out to be challenging. In this study, we introduce the methodological framework of a new procedure for performing power analysis when PLS-based methods are used. Data are simulated by the Monte Carlo method, assuming the null hypothesis of no effect is false and exploiting the latent structure estimated by PLS in the pilot data. In this way, the complex correlation data structure is explicitly considered in power analysis and sample size estimation. The paper offers insights into selecting statistical tests for the power analysis procedure, comparing accuracy-based tests and those based on continuous parameters estimated by PLS. Simulated and real datasets are investigated to show how the method works in practice.

Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts. We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases.