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.
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The generalized linear mixed model (GLMM) is a popular statistical approach for handling correlated data, and is used extensively in applications areas where big data is common, including biomedical data settings. The focus of this paper is scalable statistical inference for the GLMM, where we define statistical inference as: (i) estimation of population parameters, and (ii) evaluation of scientific hypotheses in the presence of uncertainty. Artificial intelligence (AI) learning algorithms excel at scalable statistical estimation, but rarely include uncertainty quantification. In contrast, Bayesian inference provides full statistical inference, since uncertainty quantification results automatically from the posterior distribution. Unfortunately, Bayesian inference algorithms, including Markov Chain Monte Carlo (MCMC), become computationally intractable in big data settings. In this paper, we introduce a statistical inference algorithm at the intersection of AI and Bayesian inference, that leverages the scalability of modern AI algorithms with guaranteed uncertainty quantification that accompanies Bayesian inference. Our algorithm is an extension of stochastic gradient MCMC with novel contributions that address the treatment of correlated data (i.e., intractable marginal likelihood) and proper posterior variance estimation. Through theoretical and empirical results we establish our algorithm's statistical inference properties, and apply the method in a large electronic health records database.
We propose a data-driven, closure model for Reynolds-averaged Navier-Stokes (RANS) simulations that incorporates aleatoric, model uncertainty. The proposed closure consists of two parts. A parametric one, which utilizes previously proposed, neural-network-based tensor basis functions dependent on the rate of strain and rotation tensor invariants. This is complemented by latent, random variables which account for aleatoric model errors. A fully Bayesian formulation is proposed, combined with a sparsity-inducing prior in order to identify regions in the problem domain where the parametric closure is insufficient and where stochastic corrections to the Reynolds stress tensor are needed. Training is performed using sparse, indirect data, such as mean velocities and pressures, in contrast to the majority of alternatives that require direct Reynolds stress data. For inference and learning, a Stochastic Variational Inference scheme is employed, which is based on Monte Carlo estimates of the pertinent objective in conjunction with the reparametrization trick. This necessitates derivatives of the output of the RANS solver, for which we developed an adjoint-based formulation. In this manner, the parametric sensitivities from the differentiable solver can be combined with the built-in, automatic differentiation capability of the neural network library in order to enable an end-to-end differentiable framework. We demonstrate the capability of the proposed model to produce accurate, probabilistic, predictive estimates for all flow quantities, even in regions where model errors are present, on a separated flow in the backward-facing step benchmark problem.
Human beings construct perception of space by integrating sparse observations into massively interconnected synapses and neurons, offering a superior parallelism and efficiency. Replicating this capability in AI finds wide applications in medical imaging, AR/VR, and embodied AI, where input data is often sparse and computing resources are limited. However, traditional signal reconstruction methods on digital computers face both software and hardware challenges. On the software front, difficulties arise from storage inefficiencies in conventional explicit signal representation. Hardware obstacles include the von Neumann bottleneck, which limits data transfer between the CPU and memory, and the limitations of CMOS circuits in supporting parallel processing. We propose a systematic approach with software-hardware co-optimizations for signal reconstruction from sparse inputs. Software-wise, we employ neural field to implicitly represent signals via neural networks, which is further compressed using low-rank decomposition and structured pruning. Hardware-wise, we design a resistive memory-based computing-in-memory (CIM) platform, featuring a Gaussian Encoder (GE) and an MLP Processing Engine (PE). The GE harnesses the intrinsic stochasticity of resistive memory for efficient input encoding, while the PE achieves precise weight mapping through a Hardware-Aware Quantization (HAQ) circuit. We demonstrate the system's efficacy on a 40nm 256Kb resistive memory-based in-memory computing macro, achieving huge energy efficiency and parallelism improvements without compromising reconstruction quality in tasks like 3D CT sparse reconstruction, novel view synthesis, and novel view synthesis for dynamic scenes. This work advances the AI-driven signal restoration technology and paves the way for future efficient and robust medical AI and 3D vision applications.
We investigate one/two-sample mean tests for high-dimensional compositional data when the number of variables is comparable with the sample size, as commonly encountered in microbiome research. Existing methods mainly focus on max-type test statistics which are suitable for detecting sparse signals. However, in this paper, we introduce a novel approach using sum-type test statistics which are capable of detecting weak but dense signals. By establishing the asymptotic independence between the max-type and sum-type test statistics, we further propose a combined max-sum type test to cover both cases. We derived the asymptotic null distributions and power functions for these test statistics. Simulation studies demonstrate the superiority of our max-sum type test statistics which exhibit robust performance regardless of data sparsity.
Determining which parameters of a non-linear model could best describe a set of experimental data is a fundamental problem in science and it has gained much traction lately with the rise of complex large-scale simulators (a.k.a. black-box simulators). The likelihood of such models is typically intractable, which is why classical MCMC methods can not be used. Simulation-based inference (SBI) stands out in this context by only requiring a dataset of simulations to train deep generative models capable of approximating the posterior distribution that relates input parameters to a given observation. In this work, we consider a tall data extension in which multiple observations are available and one wishes to leverage their shared information to better infer the parameters of the model. The method we propose is built upon recent developments from the flourishing score-based diffusion literature and allows us to estimate the tall data posterior distribution simply using information from the score network trained on individual observations. We compare our method to recently proposed competing approaches on various numerical experiments and demonstrate its superiority in terms of numerical stability and computational cost.
The mass production and the practical number of cryogenic quantum devices producible in a single chip are limited to the number of electrical contact pads and wiring of the cryostat or dilution refrigerator. It is, therefore, beneficial to contrast the measurements of hundreds of devices fabricated in a single chip in one cooldown process to promote the scalability, integrability, reliability, and reproducibility of quantum devices and to save evaluation time, cost and energy. Here, we use a cryogenic on-chip multiplexer architecture and investigate the statistics of the 0.7 anomaly observed on the first three plateaus of the quantized conductance of semiconductor quantum point contact (QPC) transistors. Our single chips contain 256 split gate field effect QPC transistors (QFET) each, with two 16-branch multiplexed source-drain and gate pads, allowing individual transistors to be selected, addressed and controlled through an electrostatic gate voltage process. A total of 1280 quantum transistors with nano-scale dimensions are patterned in 5 different chips of GaAs heterostructures. From the measurements of 571 functioning QPCs taken at temperatures T= 1.4 K and T= 40 mK, it is found that the spontaneous polarisation model and Kondo effect do not fit our results. Furthermore, some of the features in our data largely agreed with van Hove model with short-range interactions. Our approach provides further insight into the quantum mechanical properties and microscopic origin of the 0.7 anomaly in QPCs, paving the way for the development of semiconducting quantum circuits and integrated cryogenic electronics, for scalable quantum logic control, readout, synthesis, and processing applications.
The sequence of entropy numbers quantifies the degree of compactness of a linear operator acting between quasi-Banach spaces. We determine the asymptotic behavior of entropy numbers in the case of natural embeddings between finite-dimensional Lorentz spaces $\ell_{p,q}^n$ in all regimes; our results are sharp up to constants. This generalizes classical results obtained by Sch\"utt (in the case of Banach spaces) and Edmunds and Triebel, K\"uhn, as well as Gu\'edon and Litvak (in the case of quasi-Banach spaces) for entropy numbers of identities between Lebesgue sequence spaces $\ell_p^n$. We employ techniques such as interpolation, volume comparison as well as techniques from sparse approximation and combinatorial arguments. Further, we characterize entropy numbers of embeddings between symmetric quasi-Banach spaces satisfying a lattice property in terms of best $s$-term approximation numbers.
The implication problem for conditional independence (CI) asks whether the fact that a probability distribution obeys a given finite set of CI relations implies that a further CI statement also holds in this distribution. This problem has a long and fascinating history, cumulating in positive results about implications now known as the semigraphoid axioms as well as impossibility results about a general finite characterization of CI implications. Motivated by violation of faithfulness assumptions in causal discovery, we study the implication problem in the special setting where the CI relations are obtained from a directed acyclic graphical (DAG) model along with one additional CI statement. Focusing on the Gaussian case, we give a complete characterization of when such an implication is graphical by using algebraic techniques. Moreover, prompted by the relevance of strong faithfulness in statistical guarantees for causal discovery algorithms, we give a graphical solution for an approximate CI implication problem, in which we ask whether small values of one additional partial correlation entail small values for yet a further partial correlation.
In a regression model with multiple response variables and multiple explanatory variables, if the difference of the mean vectors of the response variables for different values of explanatory variables is always in the direction of the first principal eigenvector of the covariance matrix of the response variables, then it is called a multivariate allometric regression model. This paper studies the estimation of the first principal eigenvector in the multivariate allometric regression model. A class of estimators that includes conventional estimators is proposed based on weighted sum-of-squares matrices of regression sum-of-squares matrix and residual sum-of-squares matrix. We establish an upper bound of the mean squared error of the estimators contained in this class, and the weight value minimizing the upper bound is derived. Sufficient conditions for the consistency of the estimators are discussed in weak identifiability regimes under which the difference of the largest and second largest eigenvalues of the covariance matrix decays asymptotically and in "large $p$, large $n$" regimes, where $p$ is the number of response variables and $n$ is the sample size. Several numerical results are also presented.
Iterative parallel-in-time algorithms like Parareal can extend scaling beyond the saturation of purely spatial parallelization when solving initial value problems. However, they require the user to build coarse models to handle the inevitably serial transport of information in time.This is a time consuming and difficult process since there is still only limited theoretical insight into what constitutes a good and efficient coarse model. Novel approaches from machine learning to solve differential equations could provide a more generic way to find coarse level models for parallel-in-time algorithms. This paper demonstrates that a physics-informed Fourier Neural Operator (PINO) is an effective coarse model for the parallelization in time of the two-asset Black-Scholes equation using Parareal. We demonstrate that PINO-Parareal converges as fast as a bespoke numerical coarse model and that, in combination with spatial parallelization by domain decomposition, it provides better overall speedup than both purely spatial parallelization and space-time parallelizaton with a numerical coarse propagator.
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