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In Bayesian inference, the approximation of integrals of the form $\psi = \mathbb{E}_{F}{l(X)} = \int_{\chi} l(\mathbf{x}) d F(\mathbf{x})$ is a fundamental challenge. Such integrals are crucial for evidence estimation, which is important for various purposes, including model selection and numerical analysis. The existing strategies for evidence estimation are classified into four categories: deterministic approximation, density estimation, importance sampling, and vertical representation (Llorente et al., 2020). In this paper, we show that the Riemann sum estimator due to Yakowitz (1978) can be used in the context of nested sampling (Skilling, 2006) to achieve a $O(n^{-4})$ rate of convergence, faster than the usual Ergodic Central Limit Theorem. We provide a brief overview of the literature on the Riemann sum estimators and the nested sampling algorithm and its connections to vertical likelihood Monte Carlo. We provide theoretical and numerical arguments to show how merging these two ideas may result in improved and more robust estimators for evidence estimation, especially in higher dimensional spaces. We also briefly discuss the idea of simulating the Lorenz curve that avoids the problem of intractable $\Lambda$ functions, essential for the vertical representation and nested sampling.

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The edit distance is a fundamental measure of sequence similarity, defined as the minimum number of character insertions, deletions, and substitutions needed to transform one string into the other. Given two strings of length at most $n$, simple dynamic programming computes their edit distance exactly in $O(n^2)$ time, which is also the best possible (up to subpolynomial factors) assuming the Strong Exponential Time Hypothesis (SETH). The last few decades have seen tremendous progress in edit distance approximation, where the runtime has been brought down to subquadratic, near-linear, and even sublinear at the cost of approximation. In this paper, we study the dynamic edit distance problem, where the strings change dynamically as the characters are substituted, inserted, or deleted over time. Each change may happen at any location of either of the two strings. The goal is to maintain the (exact or approximate) edit distance of such dynamic strings while minimizing the update time. The exact edit distance can be maintained in $\tilde{O}(n)$ time per update (Charalampopoulos, Kociumaka, Mozes; 2020), which is again tight assuming SETH. Unfortunately, even with the unprecedented progress in edit distance approximation in the static setting, strikingly little is known regarding dynamic edit distance approximation. Utilizing the off-the-shelf tools, it is possible to achieve an $O(n^{c})$-approximation in $n^{0.5-c+o(1)}$ update time for any constant $c\in [0,\frac16]$. Improving upon this trade-off remains open. The contribution of this work is a dynamic $n^{o(1)}$-approximation algorithm with amortized expected update time of $n^{o(1)}$. In other words, we bring the approximation-ratio and update-time product down to $n^{o(1)}$. Our solution utilizes an elegant framework of precision sampling tree for edit distance approximation (Andoni, Krauthgamer, Onak; 2010).

Analysis of high-dimensional data, where the number of covariates is larger than the sample size, is a topic of current interest. In such settings, an important goal is to estimate the signal level $\tau^2$ and noise level $\sigma^2$, i.e., to quantify how much variation in the response variable can be explained by the covariates, versus how much of the variation is left unexplained. This thesis considers the estimation of these quantities in a semi-supervised setting, where for many observations only the vector of covariates $X$ is given with no responses $Y$. Our main research question is: how can one use the unlabeled data to better estimate $\tau^2$ and $\sigma^2$? We consider two frameworks: a linear regression model and a linear projection model in which linearity is not assumed. In the first framework, while linear regression is used, no sparsity assumptions on the coefficients are made. In the second framework, the linearity assumption is also relaxed and we aim to estimate the signal and noise levels defined by the linear projection. We first propose a naive estimator which is unbiased and consistent, under some assumptions, in both frameworks. We then show how the naive estimator can be improved by using zero-estimators, where a zero-estimator is a statistic arising from the unlabeled data, whose expected value is zero. In the first framework, we calculate the optimal zero-estimator improvement and discuss ways to approximate the optimal improvement. In the second framework, such optimality does no longer hold and we suggest two zero-estimators that improve the naive estimator although not necessarily optimally. Furthermore, we show that our approach reduces the variance for general initial estimators and we present an algorithm that potentially improves any initial estimator. Lastly, we consider four datasets and study the performance of our suggested methods.

Self-supervised learning (SSL) has proven effective in solving various problems by generating internal supervisory signals. Unsupervised anomaly detection, which faces the high cost of obtaining true labels, is an area that can greatly benefit from SSL. However, recent literature suggests that tuning the hyperparameters (HP) of data augmentation functions is crucial to the success of SSL-based anomaly detection (SSAD), yet a systematic method for doing so remains unknown. In this work, we propose DSV (Discordance and Separability Validation), an unsupervised validation loss to select high-performing detection models with effective augmentation HPs. DSV captures the alignment between an augmentation function and the anomaly-generating mechanism with surrogate losses, which approximate the discordance and separability of test data, respectively. As a result, the evaluation via DSV leads to selecting an effective SSAD model exhibiting better alignment, which results in high detection accuracy. We theoretically derive the degree of approximation conducted by the surrogate losses and empirically show that DSV outperforms a wide range of baselines on 21 real-world tasks.

This study introduces a novel and efficient least squares based method for rectangle fitting, using a continuous fitness function that approximates a unit square accurately. The proposed method is compared with the existing method in the literature using both simulated data and real data. The real data is derived from aerial photogrammetry point clouds of a rectangular building. The simulated tests show that the proposed method performs better than the reference method, reducing the root-mean-square error by about 93% and 14% for clean datasets and noisy point clouds, respectively. The proposed method also improves the fitting of the real dataset by about 81%, achieving centimetre level accuracy. Furthermore, the test results show that the proposed method converges in fewer than 10 iterations.

In this paper, we investigate the impact of numerical instability on the reliability of sampling, density evaluation, and evidence lower bound (ELBO) estimation in variational flows. We first empirically demonstrate that common flows can exhibit a catastrophic accumulation of error: the numerical flow map deviates significantly from the exact map -- which affects sampling -- and the numerical inverse flow map does not accurately recover the initial input -- which affects density and ELBO computations. Surprisingly though, we find that results produced by flows are often accurate enough for applications despite the presence of serious numerical instability. In this work, we treat variational flows as dynamical systems, and leverage shadowing theory to elucidate this behavior via theoretical guarantees on the error of sampling, density evaluation, and ELBO estimation. Finally, we develop and empirically test a diagnostic procedure that can be used to validate results produced by numerically unstable flows in practice.

For predictive modeling relying on Bayesian inversion, fully independent, or ``mean-field'', Gaussian distributions are often used as approximate probability density functions in variational inference since the number of variational parameters is twice the number of unknown model parameters. The resulting diagonal covariance structure coupled with unimodal behavior can be too restrictive when dealing with highly non-Gaussian behavior, including multimodality. High-fidelity surrogate posteriors in the form of Gaussian mixtures can capture any distribution to an arbitrary degree of accuracy while maintaining some analytical tractability. Variational inference with Gaussian mixtures with full-covariance structures suffers from a quadratic growth in variational parameters with the number of model parameters. Coupled with the existence of multiple local minima due to nonconvex trends in the loss functions often associated with variational inference, these challenges motivate the need for robust initialization procedures to improve the performance and scalability of variational inference with mixture models. In this work, we propose a method for constructing an initial Gaussian mixture model approximation that can be used to warm-start the iterative solvers for variational inference. The procedure begins with an optimization stage in model parameter space in which local gradient-based optimization, globalized through multistart, is used to determine a set of local maxima, which we take to approximate the mixture component centers. Around each mode, a local Gaussian approximation is constructed via the Laplace method. Finally, the mixture weights are determined through constrained least squares regression. Robustness and scalability are demonstrated using synthetic tests. The methodology is applied to an inversion problem in structural dynamics involving unknown viscous damping coefficients.

Two zonal wall models based on integral form of the boundary layer differential equations, albeit with algebraic complexity, have been implemented in an unstructured-grid cell-centered finite-volume LES solver. The first model is a novel implementation of the ODE equilibrium wall model, where the velocity profile is expressed in the integral form using the constant shear-stress layer assumption and the integral is evaluated using a spectral quadrature method, resulting in a local and algebraic (grid-free) formulation. The second model, which closely follows the integral wall model of Yang et al. (Phys. Fluids 27, 025112 (2015)), is based on the vertically-integrated thin-boundary-layer PDE along with a prescribed composite velocity profile in the wall-modeled region. Several numerical challenges unique to the implementation of these integral models in unstructured mesh environments, such as the exchange of wall quantities between wall faces and LES cells, and the computation of surface gradients, are identified and possible remedies are proposed. The performance of the wall models is assessed both in a priori and a posteriori settings against the traditional finite-volume based ODE equilibrium wall model, showing a comparable computational cost for the integral wall model, and superior performance for the spectral implementation over the finite-volume based approach. Load imbalance among the processors in parallel simulations seems to severely degrade the parallel efficiency of finite-volume based ODE wall model, whereas the spectral implementation is remarkably agnostic to these effects.

Classic algorithms and machine learning systems like neural networks are both abundant in everyday life. While classic computer science algorithms are suitable for precise execution of exactly defined tasks such as finding the shortest path in a large graph, neural networks allow learning from data to predict the most likely answer in more complex tasks such as image classification, which cannot be reduced to an exact algorithm. To get the best of both worlds, this thesis explores combining both concepts leading to more robust, better performing, more interpretable, more computationally efficient, and more data efficient architectures. The thesis formalizes the idea of algorithmic supervision, which allows a neural network to learn from or in conjunction with an algorithm. When integrating an algorithm into a neural architecture, it is important that the algorithm is differentiable such that the architecture can be trained end-to-end and gradients can be propagated back through the algorithm in a meaningful way. To make algorithms differentiable, this thesis proposes a general method for continuously relaxing algorithms by perturbing variables and approximating the expectation value in closed form, i.e., without sampling. In addition, this thesis proposes differentiable algorithms, such as differentiable sorting networks, differentiable renderers, and differentiable logic gate networks. Finally, this thesis presents alternative training strategies for learning with algorithms.

Graph Convolutional Networks (GCNs) and their variants have experienced significant attention and have become the de facto methods for learning graph representations. GCNs derive inspiration primarily from recent deep learning approaches, and as a result, may inherit unnecessary complexity and redundant computation. In this paper, we reduce this excess complexity through successively removing nonlinearities and collapsing weight matrices between consecutive layers. We theoretically analyze the resulting linear model and show that it corresponds to a fixed low-pass filter followed by a linear classifier. Notably, our experimental evaluation demonstrates that these simplifications do not negatively impact accuracy in many downstream applications. Moreover, the resulting model scales to larger datasets, is naturally interpretable, and yields up to two orders of magnitude speedup over FastGCN.

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