We introduce a notion of tractability for ill-posed operator equations in Hilbert space. For such operator equations the asymptotics of the best possible rate of reconstruction in terms of the underlying noise level is known in many cases. However, the relevant question is, which level of discretization, again driven by the noise level, is required in order to achieve this best possible accuracy. The proposed concept adapts the one from Information-based Complexity. Several examples indicate the relevance of this concept in the light of the curse of dimensionality.
Factual recall from a reference source is crucial for evaluating the performance of Retrieval Augmented Generation (RAG) systems, as it directly probes into the quality of both retrieval and generation. However, it still remains a challenge to perform this evaluation reliably and efficiently. Recent work has focused on fact verification via prompting language model (LM) evaluators, however we demonstrate that these methods are unreliable in the presence of incomplete or inaccurate information. We introduce Facts as a Function (FaaF), a new approach to fact verification that utilizes the function calling abilities of LMs and a framework for RAG factual recall evaluation. FaaF substantially improves the ability of LMs to identify unsupported facts in text with incomplete information whilst improving efficiency and lowering cost by several times, compared to prompt-based approaches.
The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensional problems, this condition is never met. As a result, in high dimensions the EnKF ensemble does not contain enough information to specify the prior covariance matrix accurately. This necessitates the need for regularization of the analysis (observation update) problem. We propose a regularization technique based on a new spatial model on the sphere. The model is a constrained version of the general Gaussian process convolution model. The constraints on the location-dependent convolution kernel include local isotropy, positive definiteness as a function of distance, and smoothness as a function of location. The model allows for a rigorous definition of the local spectrum, which, in addition, is required to be a smooth function of spatial wavenumber. We regularize the ensemble Kalman filter by postulating that its prior covariances obey this model. The model is estimated online in a two-stage procedure. First, ensemble perturbations are bandpass filtered in several wavenumber bands to extract aggregated local spatial spectra. Second, a neural network recovers the local spectra from sample variances of the filtered fields. We show that with the growing ensemble size, the estimator is capable of extracting increasingly detailed spatially non-stationary structures. In simulation experiments, the new technique led to substantially better EnKF performance than several existing techniques.
We demonstrate the feasibility of a scheme to obtain approximate weak solutions to the (inviscid) Burgers equation in conservation and Hamilton-Jacobi form, treated as degenerate elliptic problems. We show different variants recover non-unique weak solutions as appropriate, and also specific constructive approaches to recover the corresponding entropy solutions.
It is well known that Newton's method, especially when applied to large problems such as the discretization of nonlinear partial differential equations (PDEs), can have trouble converging if the initial guess is too far from the solution. This work focuses on accelerating this convergence, in the context of the discretization of nonlinear elliptic PDEs. We first provide a quick review of existing methods, and justify our choice of learning an initial guess with a Fourier neural operator (FNO). This choice was motivated by the mesh-independence of such operators, whose training and evaluation can be performed on grids with different resolutions. The FNO is trained using a loss minimization over generated data, loss functions based on the PDE discretization. Numerical results, in one and two dimensions, show that the proposed initial guess accelerates the convergence of Newton's method by a large margin compared to a naive initial guess, especially for highly nonlinear or anisotropic problems.
We consider linear problems in the worst case setting. That is, given a linear operator and a pool of admissible linear measurements, we want to approximate the values of the operator uniformly on a convex and balanced set by means of algorithms that use at most $n$ such measurements. It is known that, in general, linear algorithms do not yield an optimal approximation. However, as we show in this paper, an optimal approximation can always be obtained with a homogeneous algorithm. This is of interest to us for two reasons. First, the homogeneity allows us to extend any error bound on the unit ball to the full input space. Second, homogeneous algorithms are better suited to tackle problems on cones, a scenario that is far less understood than the classical situation of balls. We use the optimality of homogeneous algorithms to prove solvability for a family of problems defined on cones. We illustrate our results by several examples.
We address a prime counting problem across the homology classes of a graph, presenting a graph-theoretical Dirichlet-type analogue of the prime number theorem. The main machinery we have developed and employed is a spectral antisymmetry theorem, revealing that the spectra of the twisted graph adjacency matrices have an antisymmetric distribution over the character group of the graph. Additionally, we derive some trace formulas based on the twisted adjacency matrices as part of our analysis.
We present an asymptotic expansion formula of an estimator for the drift coefficient of the fractional Ornstein-Uhlenbeck process. As the machinery, we apply the general expansion scheme for Wiener functionals recently developed by the authors [26]. The central limit theorem in the principal part of the expansion has the classical scaling T^{1/2}. However, the asymptotic expansion formula is a complex in that the order of the correction term becomes the classical T^{-1/2} for H in (1/2,5/8), but T^{4H-3} for H in [5/8, 3/4).
We obtain sharp upper and lower bounds for the expected max-sliced 1-Wasserstein distance between a probability measure on a separable Hilbert space and its empirical distribution from $n$ samples. A version of this result for probability measures on Banach spaces is also obtained.
We present some basic elements of the theory of generalised Br\`{e}gman relative entropies over nonreflexive Banach spaces. Using nonlinear embeddings of Banach spaces together with the Euler--Legendre functions, this approach unifies two former approaches to Br\`{e}gman relative entropy: one based on reflexive Banach spaces, another based on differential geometry. This construction allows to extend Br\`{e}gman relative entropies, and related geometric and operator structures, to arbitrary-dimensional state spaces of probability, quantum, and postquantum theory. We give several examples, not considered previously in the literature.
This article focuses on the coherent forecasting of the recently introduced novel geometric AR(1) (NoGeAR(1)) model - an INAR model based on inflated - parameter binomial thinning approach. Various techniques are available to achieve h - step ahead coherent forecasts of count time series, like median and mode forecasting. However, there needs to be more body of literature addressing coherent forecasting in the context of overdispersed count time series. Here, we study the forecasting distribution corresponding to NoGeAR(1) process using the Monte Carlo (MC) approximation method. Accordingly, several forecasting measures are employed in the simulation study to facilitate a thorough comparison of the forecasting capability of NoGeAR(1) with other models. The methodology is also demonstrated using real-life data, specifically the data on CW{\ss} TeXpert downloads and Barbados COVID-19 data.