Besov priors are nonparametric priors that can model spatially inhomogeneous functions. They are routinely used in inverse problems and imaging, where they exhibit attractive sparsity-promoting and edge-preserving features. A recent line of work has initiated the study of their asymptotic frequentist convergence properties. In the present paper, we consider the theoretical recovery performance of the posterior distributions associated to Besov-Laplace priors in the density estimation model, under the assumption that the observations are generated by a possibly spatially inhomogeneous true density belonging to a Besov space. We improve on existing results and show that carefully tuned Besov-Laplace priors attain optimal posterior contraction rates. Furthermore, we show that hierarchical procedures involving a hyper-prior on the regularity parameter lead to adaptation to any smoothness level.
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The prevailing statistical approach to analyzing persistence diagrams is concerned with filtering out topological noise. In this paper, we adopt a different viewpoint and aim at estimating the actual distribution of a random persistence diagram, which captures both topological signal and noise. To that effect, Chazel and Divol (2019) proved that, under general conditions, the expected value of a random persistence diagram is a measure admitting a Lebesgue density, called the persistence intensity function. In this paper, we are concerned with estimating the persistence intensity function and a novel, normalized version of it -- called the persistence density function. We present a class of kernel-based estimators based on an i.i.d. sample of persistence diagrams and derive estimation rates in the supremum norm. As a direct corollary, we obtain uniform consistency rates for estimating linear representations of persistence diagrams, including Betti numbers and persistence surfaces. Interestingly, the persistence density function delivers stronger statistical guarantees.
Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in physics and engineering. Many such problems have alternative formulations as integral equations that are mathematically more tractable than their PDE counterparts. However, the integral equation formulation poses a challenge in solving the dense linear systems that arise upon discretization. In cases where iterative methods converge rapidly, existing methods that draw on fast summation schemes such as the Fast Multipole Method are highly efficient and well established. More recently, linear complexity direct solvers that sidestep convergence issues by directly computing an invertible factorization have been developed. However, storage and compute costs are high, which limits their ability to solve large-scale problems in practice. In this work, we introduce a distributed-memory parallel algorithm based on an existing direct solver named ``strong recursive skeletonization factorization.'' The analysis of its parallel scalability applies generally to a class of existing methods that exploit the so-called strong admissibility. Specifically, we apply low-rank compression to certain off-diagonal matrix blocks in a way that minimizes data movement. Given a compression tolerance, our method constructs an approximate factorization of a discretized integral operator (dense matrix), which can be used to solve linear systems efficiently in parallel. Compared to iterative algorithms, our method is particularly suitable for problems involving ill-conditioned matrices or multiple right-hand sides. Large-scale numerical experiments are presented to demonstrate the performance of our implementation using the Julia language.
We propose a simple method for simulating a general class of non-unitary dynamics as a linear combination of Hamiltonian simulation (LCHS) problems. LCHS does not rely on converting the problem into a dilated linear system problem, or on the spectral mapping theorem. The latter is the mathematical foundation of many quantum algorithms for solving a wide variety of tasks involving non-unitary processes, such as the quantum singular value transformation (QSVT). The LCHS method can achieve optimal cost in terms of state preparation. We also demonstrate an application for open quantum dynamics simulation using the complex absorbing potential method with near-optimal dependence on all parameters.
Optimizing multiple competing objectives is a common problem across science and industry. The inherent inextricable trade-off between those objectives leads one to the task of exploring their Pareto front. A meaningful quantity for the purpose of the latter is the hypervolume indicator, which is used in Bayesian Optimization (BO) and Evolutionary Algorithms (EAs). However, the computational complexity for the calculation of the hypervolume scales unfavorably with increasing number of objectives and data points, which restricts its use in those common multi-objective optimization frameworks. To overcome these restrictions we propose to approximate the hypervolume function with a deep neural network, which we call DeepHV. For better sample efficiency and generalization, we exploit the fact that the hypervolume is scale-equivariant in each of the objectives as well as permutation invariant w.r.t. both the objectives and the samples, by using a deep neural network that is equivariant w.r.t. the combined group of scalings and permutations. We evaluate our method against exact, and approximate hypervolume methods in terms of accuracy, computation time, and generalization. We also apply and compare our methods to state-of-the-art multi-objective BO methods and EAs on a range of synthetic benchmark test cases. The results show that our methods are promising for such multi-objective optimization tasks.
We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighborhoods of a stable equilibrium. The moderate deviation scaling allows for a local approximation of the nonlinear dynamics by their linearized version. In addition, we identify a finite-dimensional subspace where exits take place with high probability. Using stochastic control and variational methods we show that our scheme performs well both in the zero noise limit and pre-asymptotically. Simulation studies for stochastically perturbed bistable dynamics illustrate the theoretical results.
An important strategy for identifying principal causal effects, which are often used in settings with noncompliance, is to invoke the principal ignorability (PI) assumption. As PI is untestable, it is important to gauge how sensitive effect estimates are to its violation. We focus on this task for the common one-sided noncompliance setting where there are two principal strata, compliers and noncompliers. Under PI, compliers and noncompliers share the same outcome-mean-given-covariates function under the control condition. For sensitivity analysis, we allow this function to differ between compliers and noncompliers in several ways, indexed by an odds ratio, a generalized odds ratio, a mean ratio, or a standardized mean difference sensitivity parameter. We tailor sensitivity analysis techniques (with any sensitivity parameter choice) to several types of PI-based main analysis methods, including outcome regression, influence function (IF) based and weighting methods. We illustrate the proposed sensitivity analyses using several outcome types from the JOBS II study. This application estimates nuisance functions parametrically -- for simplicity and accessibility. In addition, we establish rate conditions on nonparametric nuisance estimation for IF-based estimators to be asymptotically normal -- with a view to inform nonparametric inference.
A second-order finite volume scheme is proposed and analyzed for a 2X2 system of non-linear partial differential equations. These equations model the dynamics of growing sandpiles created by a vertical source on a flat, bounded rectangular table in multiple dimensions. The well-balancedness of the scheme is ensured through a modified limitation approach allowing the scheme to reduce to well-balanced first-order scheme near the steady state while maintaining the second-order accuracy away from it. The well-balanced property of the scheme is proven analytically in one dimension and demonstrated numerically in two dimensions. It is also shown through the numerical experiments that the second-order scheme reduces the finite time oscillations, takes fewer time iterations for achieving the steady state and gives sharper resolutions of the physical structure of the sandpile, as compared to the first-order schemes existing in the literature.
We propose an approach to 3D reconstruction via inverse procedural modeling and investigate two variants of this approach. The first option consists in the fitting set of input parameters using a genetic algorithm. We demonstrate the results of our work on tree models, complex objects, with the reconstruction of which most existing methods cannot handle. The second option allows us to significantly improve the precision by using gradients within memetic algorithm, differentiable rendering and also differentiable procedural generators. In our work we see 2 main contributions. First, we propose a method to join differentiable rendering and inverse procedural modeling. This gives us an opportunity to reconstruct 3D model more accurately than existing approaches when a small number of input images are available (even for single image). Second, we join both differentiable and non-differentiable procedural generators in a single framework which allow us to apply inverse procedural modeling to fairly complex generators: when gradient is available, reconstructions is precise, when gradient is not available, reconstruction is approximate, but always high quality without visual artifacts.
A new mechanical model on noncircular shallow tunnelling considering initial stress field is proposed in this paper by constraining far-field ground surface to eliminate displacement singularity at infinity, and the originally unbalanced tunnel excavation problem in existing solutions is turned to an equilibrium one of mixed boundaries. By applying analytic continuation, the mixed boundaries are transformed to a homogenerous Riemann-Hilbert problem, which is subsequently solved via an efficient and accurate iterative method with boundary conditions of static equilibrium, displacement single-valuedness, and traction along tunnel periphery. The Lanczos filtering technique is used in the final stress and displacement solution to reduce the Gibbs phenomena caused by the constrained far-field ground surface for more accurte results. Several numerical cases are conducted to intensively verify the proposed solution by examining boundary conditions and comparing with existing solutions, and all the results are in good agreements. Then more numerical cases are conducted to investigate the stress and deformation distribution along ground surface and tunnel periphery, and several engineering advices are given. Further discussions on the defects of the proposed solution are also conducted for objectivity.
Differential geometric approaches are ubiquitous in several fields of mathematics, physics and engineering, and their discretizations enable the development of network-based mathematical and computational frameworks, which are essential for large-scale data science. The Forman-Ricci curvature (FRC) - a statistical measure based on Riemannian geometry and designed for networks - is known for its high capacity for extracting geometric information from complex networks. However, extracting information from dense networks is still challenging due to the combinatorial explosion of high-order network structures. Motivated by this challenge we sought a set-theoretic representation theory for high-order network cells and FRC, as well as their associated concepts and properties, which together provide an alternative and efficient formulation for computing high-order FRC in complex networks. We provide a pseudo-code, a software implementation coined FastForman, as well as a benchmark comparison with alternative implementations. Crucially, our representation theory reveals previous computational bottlenecks and also accelerates the computation of FRC. As a consequence, our findings open new research possibilities in complex systems where higher-order geometric computations are required.
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