In applied time-to-event analysis, a flexible parametric approach is to model the hazard rate as a piecewise constant function of time. However, the change points and values of the piecewise constant hazard are usually unknown and need to be estimated. In this paper, we develop a fully data-driven procedure for piecewise constant hazard estimation. We work in a general counting process framework which nests a wide range of popular models in time-to-event analysis including Cox's proportional hazards model with potentially high-dimensional covariates, competing risks models as well as more general multi-state models. To construct our estimator, we set up a regression model for the increments of the Breslow estimator and then use fused lasso techniques to approximate the piecewise constant signal in this regression model. In the theoretical part of the paper, we derive the convergence rate of our estimator as well as some results on how well the change points of the piecewise constant hazard are approximated by our method. We complement the theory by both simulations and a real data example, illustrating that our results apply in rather general event histories such as multi-state models.
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Testing has developed into the fundamental statistical framework for falsifying hypotheses. Unfortunately, tests are binary in nature: a test either rejects a hypothesis or not. Such binary decisions do not reflect the reality of many scientific studies, which often aim to present the evidence against a hypothesis and do not necessarily intend to establish a definitive conclusion. To solve this, we propose the continuous generalization of a test, which we use to measure the evidence against a hypothesis. Such a continuous test can be viewed as a continuous non-randomized interpretation of the classical 'randomized test'. This offers the benefits of a randomized test, without the downsides of external randomization. Another interpretation is as a literal measure, which measures the amount of binary tests that reject the hypothesis. Our work completes the bridge between classical tests and the recently proposed $e$-values: $e$-values bounded to $[0, 1/\alpha]$ are continuously interpreted size $\alpha$ randomized tests. Taking $\alpha$ to 0 yields the regular $e$-value: a 'level 0' continuous test. Moreover, we generalize the traditional notion of power by using generalized means. This produces a unified framework that contains both classical Neyman-Pearson optimal testing and log-optimal $e$-values, as well as a continuum of other options. The traditional $p$-value appears as the reciprocal of an $e$-value, that satisfies a weaker error bound. In an illustration in a Gaussian location model, we find that optimal continuous tests are of a beautifully simple form.
Topological abstractions offer a method to summarize the behavior of vector fields but computing them robustly can be challenging due to numerical precision issues. One alternative is to represent the vector field using a discrete approach, which constructs a collection of pairs of simplices in the input mesh that satisfies criteria introduced by Forman's discrete Morse theory. While numerous approaches exist to compute pairs in the restricted case of the gradient of a scalar field, state-of-the-art algorithms for the general case of vector fields require expensive optimization procedures. This paper introduces a fast, novel approach for pairing simplices of two-dimensional, triangulated vector fields that do not vary in time. The key insight of our approach is that we can employ a local evaluation, inspired by the approach used to construct a discrete gradient field, where every simplex in a mesh is considered by no more than one of its vertices. Specifically, we observe that for any edge in the input mesh, we can uniquely assign an outward direction of flow. We can further expand this consistent notion of outward flow at each vertex, which corresponds to the concept of a downhill flow in the case of scalar fields. Working with outward flow enables a linear-time algorithm that processes the (outward) neighborhoods of each vertex one-by-one, similar to the approach used for scalar fields. We couple our approach to constructing discrete vector fields with a method to extract, simplify, and visualize topological features. Empirical results on analytic and simulation data demonstrate drastic improvements in running time, produce features similar to the current state-of-the-art, and show the application of simplification to large, complex flows.
Bayesian optimization (BO) is a powerful framework to optimize black-box expensive-to-evaluate functions via sequential interactions. In several important problems (e.g. drug discovery, circuit design, neural architecture search, etc.), though, such functions are defined over large $\textit{combinatorial and unstructured}$ spaces. This makes existing BO algorithms not feasible due to the intractable maximization of the acquisition function over these domains. To address this issue, we propose $\textbf{GameOpt}$, a novel game-theoretical approach to combinatorial BO. $\textbf{GameOpt}$ establishes a cooperative game between the different optimization variables, and selects points that are game $\textit{equilibria}$ of an upper confidence bound acquisition function. These are stable configurations from which no variable has an incentive to deviate$-$ analog to local optima in continuous domains. Crucially, this allows us to efficiently break down the complexity of the combinatorial domain into individual decision sets, making $\textbf{GameOpt}$ scalable to large combinatorial spaces. We demonstrate the application of $\textbf{GameOpt}$ to the challenging $\textit{protein design}$ problem and validate its performance on four real-world protein datasets. Each protein can take up to $20^{X}$ possible configurations, where $X$ is the length of a protein, making standard BO methods infeasible. Instead, our approach iteratively selects informative protein configurations and very quickly discovers highly active protein variants compared to other baselines.
Variational regularization is a classical technique to solve statistical inference tasks and inverse problems, with modern data-driven approaches parameterizing regularizers via deep neural networks showcasing impressive empirical performance. Recent works along these lines learn task-dependent regularizers. This is done by integrating information about the measurements and ground-truth data in an unsupervised, critic-based loss function, where the regularizer attributes low values to likely data and high values to unlikely data. However, there is little theory about the structure of regularizers learned via this process and how it relates to the two data distributions. To make progress on this challenge, we initiate a study of optimizing critic-based loss functions to learn regularizers over a particular family of regularizers: gauges (or Minkowski functionals) of star-shaped bodies. This family contains regularizers that are commonly employed in practice and shares properties with regularizers parameterized by deep neural networks. We specifically investigate critic-based losses derived from variational representations of statistical distances between probability measures. By leveraging tools from star geometry and dual Brunn-Minkowski theory, we illustrate how these losses can be interpreted as dual mixed volumes that depend on the data distribution. This allows us to derive exact expressions for the optimal regularizer in certain cases. Finally, we identify which neural network architectures give rise to such star body gauges and when do such regularizers have favorable properties for optimization. More broadly, this work highlights how the tools of star geometry can aid in understanding the geometry of unsupervised regularizer learning.
We consider delay differential equations with a polynomially distributed delay. We derive an equivalent system of delay differential equations, which includes just two discrete delays. The stability of the equivalent system and its stationary solutions are investigated. Alternatively, a Gaussian quadrature generates a discretisation of the integral, which describes the distributed delay in the original delay differential equation. This technique yields an approximate differential equation with multiple discrete delays. We present results of numerical computations, where initial value problems of the differential equations are solved. Therein, the two approaches are compared.
We propose an exact algorithm for the Graph Burning Problem ($\texttt{GBP}$), an NP-hard optimization problem that models the spread of influence on social networks. Given a graph $G$ with vertex set $V$, the objective is to find a sequence of $k$ vertices in $V$, namely, $v_1, v_2, \dots, v_k$, such that $k$ is minimum and $\bigcup_{i = 1}^{k} \{u\! \in\! V\! : d(u, v_i) \leq k - i\} = V$, where $d(u,v)$ denotes the distance between $u$ and $v$. We formulate the problem as a set covering integer programming model and design a row generation algorithm for the $\texttt{GBP}$. Our method exploits the fact that a very small number of covering constraints is often sufficient for solving the integer model, allowing the corresponding rows to be generated on demand. To date, the most efficient exact algorithm for the $\texttt{GBP}$, denoted here by $\texttt{GDCA}$, is able to obtain optimal solutions for graphs with up to 14,000 vertices within two hours of execution. In comparison, our algorithm finds provably optimal solutions approximately 236 times faster, on average, than $\texttt{GDCA}$. For larger graphs, memory space becomes a limiting factor for $\texttt{GDCA}$. Our algorithm, however, solves real-world instances with almost 200,000 vertices in less than 35 seconds, increasing the size of graphs for which optimal solutions are known by a factor of 14.
Developing efficient traffic models is essential for optimizing transportation systems, yet current approaches remain time-intensive and susceptible to human errors due to their reliance on manual processes. Traditional workflows involve exhaustive literature reviews, formula optimization, and iterative testing, leading to inefficiencies in research. In response, we introduce the Traffic Research Agent (TR-Agent), an AI-driven system designed to autonomously develop and refine traffic models through an iterative, closed-loop process. Specifically, we divide the research pipeline into four key stages: idea generation, theory formulation, theory evaluation, and iterative optimization; and construct TR-Agent with four corresponding modules: Idea Generator, Code Generator, Evaluator, and Analyzer. Working in synergy, these modules retrieve knowledge from external resources, generate novel ideas, implement and debug models, and finally assess them on the evaluation datasets. Furthermore, the system continuously refines these models based on iterative feedback, enhancing research efficiency and model performance. Experimental results demonstrate that TR-Agent achieves significant performance improvements across multiple traffic models, including the Intelligent Driver Model (IDM) for car following, the MOBIL lane-changing model, and the Lighthill-Whitham-Richards (LWR) traffic flow model. Additionally, TR-Agent provides detailed explanations for its optimizations, allowing researchers to verify and build upon its improvements easily. This flexibility makes the framework a powerful tool for researchers in transportation and beyond. To further support research and collaboration, we have open-sourced both the code and data used in our experiments, facilitating broader access and enabling continued advancements in the field.
Graphs are used widely to model complex systems, and detecting anomalies in a graph is an important task in the analysis of complex systems. Graph anomalies are patterns in a graph that do not conform to normal patterns expected of the attributes and/or structures of the graph. In recent years, graph neural networks (GNNs) have been studied extensively and have successfully performed difficult machine learning tasks in node classification, link prediction, and graph classification thanks to the highly expressive capability via message passing in effectively learning graph representations. To solve the graph anomaly detection problem, GNN-based methods leverage information about the graph attributes (or features) and/or structures to learn to score anomalies appropriately. In this survey, we review the recent advances made in detecting graph anomalies using GNN models. Specifically, we summarize GNN-based methods according to the graph type (i.e., static and dynamic), the anomaly type (i.e., node, edge, subgraph, and whole graph), and the network architecture (e.g., graph autoencoder, graph convolutional network). To the best of our knowledge, this survey is the first comprehensive review of graph anomaly detection methods based on GNNs.
The existence of representative datasets is a prerequisite of many successful artificial intelligence and machine learning models. However, the subsequent application of these models often involves scenarios that are inadequately represented in the data used for training. The reasons for this are manifold and range from time and cost constraints to ethical considerations. As a consequence, the reliable use of these models, especially in safety-critical applications, is a huge challenge. Leveraging additional, already existing sources of knowledge is key to overcome the limitations of purely data-driven approaches, and eventually to increase the generalization capability of these models. Furthermore, predictions that conform with knowledge are crucial for making trustworthy and safe decisions even in underrepresented scenarios. This work provides an overview of existing techniques and methods in the literature that combine data-based models with existing knowledge. The identified approaches are structured according to the categories integration, extraction and conformity. Special attention is given to applications in the field of autonomous driving.
Object detection typically assumes that training and test data are drawn from an identical distribution, which, however, does not always hold in practice. Such a distribution mismatch will lead to a significant performance drop. In this work, we aim to improve the cross-domain robustness of object detection. We tackle the domain shift on two levels: 1) the image-level shift, such as image style, illumination, etc, and 2) the instance-level shift, such as object appearance, size, etc. We build our approach based on the recent state-of-the-art Faster R-CNN model, and design two domain adaptation components, on image level and instance level, to reduce the domain discrepancy. The two domain adaptation components are based on H-divergence theory, and are implemented by learning a domain classifier in adversarial training manner. The domain classifiers on different levels are further reinforced with a consistency regularization to learn a domain-invariant region proposal network (RPN) in the Faster R-CNN model. We evaluate our newly proposed approach using multiple datasets including Cityscapes, KITTI, SIM10K, etc. The results demonstrate the effectiveness of our proposed approach for robust object detection in various domain shift scenarios.
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