Nowadays, numerical models are widely used in most of engineering fields to simulate the behaviour of complex systems, such as for example power plants or wind turbine in the energy sector. Those models are nevertheless affected by uncertainty of different nature (numerical, epistemic) which can affect the reliability of their predictions. We develop here a new method for quantifying conditional parameter uncertainty within a chain of two numerical models in the context of multiphysics simulation. More precisely, we aim to calibrate the parameters $\theta$ of the second model of the chain conditionally on the value of parameters $\lambda$ of the first model, while assuming the probability distribution of $\lambda$ is known. This conditional calibration is carried out from the available experimental data of the second model. In doing so, we aim to quantify as well as possible the impact of the uncertainty of $\lambda$ on the uncertainty of $\theta$. To perform this conditional calibration, we set out a nonparametric Bayesian formalism to estimate the functional dependence between $\theta$ and $\lambda$, denoted $\theta(\lambda)$. First, each component of $\theta(\lambda)$ is assumed to be the realization of a Gaussian process prior. Then, if the second model is written as a linear function of $\theta(\lambda)$, the Bayesian machinery allows us to compute analytically the posterior predictive distribution of $\theta(\lambda)$ for any set of realizations $\lambda$. The effectiveness of the proposed method is illustrated on several analytical examples.
Machine learning techniques, in particular the so-called normalizing flows, are becoming increasingly popular in the context of Monte Carlo simulations as they can effectively approximate target probability distributions. In the case of lattice field theories (LFT) the target distribution is given by the exponential of the action. The common loss function's gradient estimator based on the "reparametrization trick" requires the calculation of the derivative of the action with respect to the fields. This can present a significant computational cost for complicated, non-local actions like e.g. fermionic action in QCD. In this contribution, we propose an estimator for normalizing flows based on the REINFORCE algorithm that avoids this issue. We apply it to two dimensional Schwinger model with Wilson fermions at criticality and show that it is up to ten times faster in terms of the wall-clock time as well as requiring up to $30\%$ less memory than the reparameterization trick estimator. It is also more numerically stable allowing for single precision calculations and the use of half-float tensor cores. We present an in-depth analysis of the origins of those improvements. We believe that these benefits will appear also outside the realm of the LFT, in each case where the target probability distribution is computationally intensive.
Partial differential equations (PDEs) have become an essential tool for modeling complex physical systems. Such equations are typically solved numerically via mesh-based methods, such as finite element methods, the outputs of which consist of the solutions on a set of mesh nodes over the spatial domain. However, these simulations are often prohibitively costly to survey the input space. In this paper, we propose an efficient emulator that simultaneously predicts the outputs on a set of mesh nodes, with theoretical justification of its uncertainty quantification. The novelty of the proposed method lies in the incorporation of the mesh node coordinates into the statistical model. In particular, the proposed method segments the mesh nodes into multiple clusters via a Dirichlet process prior and fits a Gaussian process model in each. Most importantly, by revealing the underlying clustering structures, the proposed method can extract valuable flow physics present in the systems that can be used to guide further investigations. Real examples are demonstrated to show that our proposed method has smaller prediction errors than its main competitors, with competitive computation time, and identifies interesting clusters of mesh nodes that exhibit coherent input-output relationships and possess physical significance, such as satisfying boundary conditions. An R package for the proposed methodology is provided in an open repository.
As quantum theory allows for information processing and computing tasks that otherwise are not possible with classical systems, there is a need and use of quantum Internet beyond existing network systems. At the same time, the realization of a desirably functional quantum Internet is hindered by fundamental and practical challenges such as high loss during transmission of quantum systems, decoherence due to interaction with the environment, fragility of quantum states, etc. We study the implications of these constraints by analyzing the limitations on the scaling and robustness of quantum Internet. Considering quantum networks, we present practical bottlenecks for secure communication, delegated computing, and resource distribution among end nodes. Motivated by the power of abstraction in graph theory (in association with quantum information theory), we consider graph-theoretic quantifiers to assess network robustness and provide critical values of communication lines for viable communication over quantum Internet. In particular, we begin by discussing limitations on usefulness of isotropic states as device-independent quantum key repeaters which otherwise could be useful for device-independent quantum key distribution. We consider some quantum networks of practical interest, ranging from satellite-based networks connecting far-off spatial locations to currently available quantum processor architectures within computers, and analyze their robustness to perform quantum information processing tasks. Some of these tasks form primitives for delegated quantum computing, e.g., entanglement distribution and quantum teleportation. For some examples of quantum networks, we present algorithms to perform different quantum network tasks of interest such as constructing the network structure, finding the shortest path between a pair of end nodes, and optimizing the flow of resources at a node.
Neural dynamical systems with stable attractor structures, such as point attractors and continuous attractors, are hypothesized to underlie meaningful temporal behavior that requires working memory. However, working memory may not support useful learning signals necessary to adapt to changes in the temporal structure of the environment. We show that in addition to the continuous attractors that are widely implicated, periodic and quasi-periodic attractors can also support learning arbitrarily long temporal relationships. Unlike the continuous attractors that suffer from the fine-tuning problem, the less explored quasi-periodic attractors are uniquely qualified for learning to produce temporally structured behavior. Our theory has broad implications for the design of artificial learning systems and makes predictions about observable signatures of biological neural dynamics that can support temporal dependence learning and working memory. Based on our theory, we developed a new initialization scheme for artificial recurrent neural networks that outperforms standard methods for tasks that require learning temporal dynamics. Moreover, we propose a robust recurrent memory mechanism for integrating and maintaining head direction without a ring attractor.
Joint models (JM) for longitudinal and survival data have gained increasing interest and found applications in a wide range of clinical and biomedical settings. These models facilitate the understanding of the relationship between outcomes and enable individualized predictions. In many applications, more complex event processes arise, necessitating joint longitudinal and multistate models. However, their practical application can be hindered by computational challenges due to increased model complexity and large sample sizes. Motivated by a longitudinal multimorbidity analysis of large UK health records, we have developed a scalable Bayesian methodology for such joint multistate models that is capable of handling complex event processes and large datasets, with straightforward implementation. We propose two blockwise inference approaches for different inferential purposes based on different levels of decomposition of the multistate processes. These approaches leverage parallel computing, ease the specification of different models for different transitions, and model/variable selection can be performed within a Bayesian framework using Bayesian leave-one-out cross-validation. Using a simulation study, we show that the proposed approaches achieve satisfactory performance regarding posterior point and interval estimation, with notable gains in sampling efficiency compared to the standard estimation strategy. We illustrate our approaches using a large UK electronic health record dataset where we analysed the coevolution of routinely measured systolic blood pressure (SBP) and the progression of multimorbidity, defined as the combinations of three chronic conditions. Our analysis identified distinct association structures between SBP and different disease transitions.
Accurately estimating parameters in complex nonlinear systems is crucial across scientific and engineering fields. We present a novel approach for parameter estimation using a neural network with the Huber loss function. This method taps into deep learning's abilities to uncover parameters governing intricate behaviors in nonlinear equations. We validate our approach using synthetic data and predefined functions that model system dynamics. By training the neural network with noisy time series data, it fine-tunes the Huber loss function to converge to accurate parameters. We apply our method to damped oscillators, Van der Pol oscillators, Lotka-Volterra systems, and Lorenz systems under multiplicative noise. The trained neural network accurately estimates parameters, evident from closely matching latent dynamics. Comparing true and estimated trajectories visually reinforces our method's precision and robustness. Our study underscores the Huber loss-guided neural network as a versatile tool for parameter estimation, effectively uncovering complex relationships in nonlinear systems. The method navigates noise and uncertainty adeptly, showcasing its adaptability to real-world challenges.
Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict new scenarios unobserved before. In this work, we first extend parallel partial Gaussian processes for predicting the vector-valued transition function that links the observations between the current and next time points, and quantify the uncertainty of predictions by posterior sampling. Second, we show the equivalence between the dynamic mode decomposition and the maximum likelihood estimator of the linear mapping matrix in the linear state space model. The connection provides a data generating model of dynamic mode decomposition and thus, uncertainty of predictions can be obtained. Furthermore, we draw close connections between different data-driven models for approximating nonlinear dynamics, through a unified view of data generating models. We study two numerical examples, where the inputs of the dynamics are assumed to be known in the first example and the inputs are unknown in the second example. The examples indicate that uncertainty of forecast can be properly quantified, whereas model or input misspecification can degrade the accuracy of uncertainty quantification.
In this work, we are interested in solving large linear systems stemming from the Extra-Membrane-Intra (EMI) model, which is employed for simulating excitable tissues at a cellular scale. After setting the related systems of partial differential equations (PDEs) equipped with proper boundary conditions, we provide numerical approximation schemes for the EMI PDEs and focus on the resulting large linear systems. We first give a relatively complete spectral analysis using tools from the theory of Generalized Locally Toeplitz matrix sequences. The obtained spectral information is used for designing appropriate (preconditioned) Krylov solvers. We show, through numerical experiments, that the presented solution strategy is robust w.r.t. problem and discretization parameters, efficient and scalable.
We propose a general framework for solving forward and inverse problems constrained by partial differential equations, where we interpolate neural networks onto finite element spaces to represent the (partial) unknowns. The framework overcomes the challenges related to the imposition of boundary conditions, the choice of collocation points in physics-informed neural networks, and the integration of variational physics-informed neural networks. A numerical experiment set confirms the framework's capability of handling various forward and inverse problems. In particular, the trained neural network generalises well for smooth problems, beating finite element solutions by some orders of magnitude. We finally propose an effective one-loop solver with an initial data fitting step (to obtain a cheap initialisation) to solve inverse problems.
We hypothesize that due to the greedy nature of learning in multi-modal deep neural networks, these models tend to rely on just one modality while under-fitting the other modalities. Such behavior is counter-intuitive and hurts the models' generalization, as we observe empirically. To estimate the model's dependence on each modality, we compute the gain on the accuracy when the model has access to it in addition to another modality. We refer to this gain as the conditional utilization rate. In the experiments, we consistently observe an imbalance in conditional utilization rates between modalities, across multiple tasks and architectures. Since conditional utilization rate cannot be computed efficiently during training, we introduce a proxy for it based on the pace at which the model learns from each modality, which we refer to as the conditional learning speed. We propose an algorithm to balance the conditional learning speeds between modalities during training and demonstrate that it indeed addresses the issue of greedy learning. The proposed algorithm improves the model's generalization on three datasets: Colored MNIST, Princeton ModelNet40, and NVIDIA Dynamic Hand Gesture.