Data assimilation is a method of uncertainty quantification to estimate the hidden true state by updating the prediction owing to model dynamics with observation data. As a prediction model, we consider a class of nonlinear dynamical systems on Hilbert spaces including the two-dimensional Navier-Stokes equations and the Lorenz '63 and '96 equations. For nonlinear model dynamics, the ensemble Kalman filter (EnKF) is often used to approximate the mean and covariance of the probability distribution with a set of particles called an ensemble. In this paper, we consider a deterministic version of the EnKF known as the ensemble transform Kalman filter (ETKF), performing well even with limited ensemble sizes in comparison to other stochastic implementations of the EnKF. When the ETKF is applied to large-scale systems, an ad-hoc numerical technique called a covariance inflation is often employed to reduce approximation errors. Despite the practical effectiveness of the ETKF, little is theoretically known. The present study aims to establish the theoretical analysis of the ETKF. We obtain that the estimation error of the ETKF with and without the covariance inflation is bounded for any finite time. In particular, the uniform-in-time error bound is obtained when an inflation parameter is chosen appropriately, justifying the effectiveness of the covariance inflation in the ETKF.
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This work addresses the problem of high-dimensional classification by exploring the generalized Bayesian logistic regression method under a sparsity-inducing prior distribution. The method involves utilizing a fractional power of the likelihood resulting the fractional posterior. Our study yields concentration results for the fractional posterior, not only on the joint distribution of the predictor and response variable but also for the regression coefficients. Significantly, we derive novel findings concerning misclassification excess risk bounds using sparse generalized Bayesian logistic regression. These results parallel recent findings for penalized methods in the frequentist literature. Furthermore, we extend our results to the scenario of model misspecification, which is of critical importance.
The objective of this article is to address the discretisation of fractured/faulted poromechanical models using 3D polyhedral meshes in order to cope with the geometrical complexity of faulted geological models. A polytopal scheme is proposed for contact-mechanics, based on a mixed formulation combining a fully discrete space and suitable reconstruction operators for the displacement field with a face-wise constant approximation of the Lagrange multiplier accounting for the surface tractions along the fracture/fault network. To ensure the inf--sup stability of the mixed formulation, a bubble-like degree of freedom is included in the discrete space of displacements (and taken into account in the reconstruction operators). It is proved that this fully discrete scheme for the displacement is equivalent to a low-order Virtual Element scheme, with a bubble enrichment of the VEM space. This $\mathbb{P}^1$-bubble VEM--$\mathbb{P}^0$ mixed discretization is combined with an Hybrid Finite Volume scheme for the Darcy flow. All together, the proposed approach is adapted to complex geometry accounting for network of planar faults/fractures including corners, tips and intersections; it leads to efficient semi-smooth Newton solvers for the contact-mechanics and preserve the dissipative properties of the fully coupled model. Our approach is investigated in terms of convergence and robustness on several 2D and 3D test cases using either analytical or numerical reference solutions both for the stand alone static contact mechanical model and the fully coupled poromechanical model.
We combine the recent relaxation approach with multiderivative Runge-Kutta methods to preserve conservation or dissipation of entropy functionals for ordinary and partial differential equations. Relaxation methods are minor modifications of explicit and implicit schemes, requiring only the solution of a single scalar equation per time step in addition to the baseline scheme. We demonstrate the robustness of the resulting methods for a range of test problems including the 3D compressible Euler equations. In particular, we point out improved error growth rates for certain entropy-conservative problems including nonlinear dispersive wave equations.
Hidden Markov models (HMMs) are probabilistic methods in which observations are seen as realizations of a latent Markov process with discrete states that switch over time. Moving beyond standard statistical tests, HMMs offer a statistical environment to optimally exploit the information present in multivariate time series, uncovering the latent dynamics that rule them. Here, we extend the Poisson HMM to the multilevel framework, accommodating variability between individuals with continuously distributed individual random effects following a lognormal distribution, and describe how to estimate the model in a fully parametric Bayesian framework. The proposed multilevel HMM enables probabilistic decoding of hidden state sequences from multivariate count time-series based on individual-specific parameters, and offers a framework to quantificate between-individual variability formally. Through a Monte Carlo study we show that the multilevel HMM outperforms the HMM for scenarios involving heterogeneity between individuals, demonstrating improved decoding accuracy and estimation performance of parameters of the emission distribution, and performs equally well when not between heterogeneity is present. Finally, we illustrate how to use our model to explore the latent dynamics governing complex multivariate count data in an empirical application concerning pilot whale diving behaviour in the wild, and how to identify neural states from multi-electrode recordings of motor neural cortex activity in a macaque monkey in an experimental set up. We make the multilevel HMM introduced in this study publicly available in the R-package mHMMbayes in CRAN.
One of the fundamental steps toward understanding a complex system is identifying variation at the scale of the system's components that is most relevant to behavior on a macroscopic scale. Mutual information provides a natural means of linking variation across scales of a system due to its independence of functional relationship between observables. However, characterizing the manner in which information is distributed across a set of observables is computationally challenging and generally infeasible beyond a handful of measurements. Here we propose a practical and general methodology that uses machine learning to decompose the information contained in a set of measurements by jointly optimizing a lossy compression of each measurement. Guided by the distributed information bottleneck as a learning objective, the information decomposition identifies the variation in the measurements of the system state most relevant to specified macroscale behavior. We focus our analysis on two paradigmatic complex systems: a Boolean circuit and an amorphous material undergoing plastic deformation. In both examples, the large amount of entropy of the system state is decomposed, bit by bit, in terms of what is most related to macroscale behavior. The identification of meaningful variation in data, with the full generality brought by information theory, is made practical for studying the connection between micro- and macroscale structure in complex systems.
Image information is restricted by the dynamic range of the detector, which can be addressed using multi-exposure image fusion (MEF). The conventional MEF approach employed in ptychography is often inadequate under conditions of low signal-to-noise ratio (SNR) or variations in illumination intensity. To address this, we developed a Bayesian approach for MEF based on a modified Poisson noise model that considers the background and saturation. Our method outperforms conventional MEF under challenging experimental conditions, as demonstrated by the synthetic and experimental data. Furthermore, this method is versatile and applicable to any imaging scheme requiring high dynamic range (HDR).
Regression models that incorporate smooth functions of predictor variables to explain the relationships with a response variable have gained widespread usage and proved successful in various applications. By incorporating smooth functions of predictor variables, these models can capture complex relationships between the response and predictors while still allowing for interpretation of the results. In situations where the relationships between a response variable and predictors are explored, it is not uncommon to assume that these relationships adhere to certain shape constraints. Examples of such constraints include monotonicity and convexity. The scam package for R has become a popular package to carry out the full fitting of exponential family generalized additive modelling with shape restrictions on smooths. The paper aims to extend the existing framework of shape-constrained generalized additive models (SCAM) to accommodate smooth interactions of covariates, linear functionals of shape-constrained smooths and incorporation of residual autocorrelation. The methods described in this paper are implemented in the recent version of the package scam, available on the Comprehensive R Archive Network (CRAN).
This paper focuses on the numerical scheme for multiple-delay stochastic differential equations with partially H\"older continuous drifts and locally H\"older continuous diffusion coefficients. To handle with the superlinear terms in coefficients, the truncated Euler-Maruyama scheme is employed. Under the given conditions, the convergence rates at time $T$ in both $\mathcal{L}^{1}$ and $\mathcal{L}^{2}$ senses are shown by virtue of the Yamada-Watanabe approximation technique. Moreover, the convergence rates over a finite time interval $[0,T]$ are also obtained. Additionally, it should be noted that the convergence rates will not be affected by the number of delay variables. Finally, we perform the numerical experiments on the stochastic volatility model to verify the reliability of the theoretical results.
Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI methods have made use of neural networks (NN) to provide approximate, yet expressive constructs for the unavailable likelihood function and the posterior distribution. However, they do not generally achieve an optimal trade-off between accuracy and computational demand. In this work, we propose an alternative that provides both approximations to the likelihood and the posterior distribution, using structured mixtures of probability distributions. Our approach produces accurate posterior inference when compared to state-of-the-art NN-based SBI methods, while exhibiting a much smaller computational footprint. We illustrate our results on several benchmark models from the SBI literature.
Topic detection is a complex process and depends on language because it somehow needs to analyze text. There have been few studies on topic detection in Persian, and the existing algorithms are not remarkable. Therefore, we aimed to study topic detection in Persian. The objectives of this study are: 1) to conduct an extensive study on the best algorithms for topic detection, 2) to identify necessary adaptations to make these algorithms suitable for the Persian language, and 3) to evaluate their performance on Persian social network texts. To achieve these objectives, we have formulated two research questions: First, considering the lack of research in Persian, what modifications should be made to existing frameworks, especially those developed in English, to make them compatible with Persian? Second, how do these algorithms perform, and which one is superior? There are various topic detection methods that can be categorized into different categories. Frequent pattern and clustering are selected for this research, and a hybrid of both is proposed as a new category. Then, ten methods from these three categories are selected. All of them are re-implemented from scratch, changed, and adapted with Persian. These ten methods encompass different types of topic detection methods and have shown good performance in English. The text of Persian social network posts is used as the dataset. Additionally, a new multiclass evaluation criterion, called FS, is used in this paper for the first time in the field of topic detection. Approximately 1.4 billion tokens are processed during experiments. The results indicate that if we are searching for keyword-topics that are easily understandable by humans, the hybrid category is better. However, if the aim is to cluster posts for further analysis, the frequent pattern category is more suitable.
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