亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

ACVI is a recently proposed first-order method for solving variational inequalities (VIs) with general constraints. Yang et al. (2022) showed that the gap function of the last iterate decreases at a rate of $\mathcal{O}(\frac{1}{\sqrt{K}})$ when the operator is $L$-Lipschitz, monotone, and at least one constraint is active. In this work, we show that the same guarantee holds when only assuming that the operator is monotone. To our knowledge, this is the first analytically derived last-iterate convergence rate for general monotone VIs, and overall the only one that does not rely on the assumption that the operator is $L$-Lipschitz. Furthermore, when the sub-problems of ACVI are solved approximately, we show that by using a standard warm-start technique the convergence rate stays the same, provided that the errors decrease at appropriate rates. We further provide empirical analyses and insights on its implementation for the latter case.

In practical applications, data is used to make decisions in two steps: estimation and optimization. First, a machine learning model estimates parameters for a structural model relating decisions to outcomes. Second, a decision is chosen to optimize the structural model's predicted outcome as if its parameters were correctly estimated. Due to its flexibility and simple implementation, this ``estimate-then-optimize'' approach is often used for data-driven decision-making. Errors in the estimation step can lead estimate-then-optimize to sub-optimal decisions that result in regret, i.e., a difference in value between the decision made and the best decision available with knowledge of the structural model's parameters. We provide a novel bound on this regret for smooth and unconstrained optimization problems. Using this bound, in settings where estimated parameters are linear transformations of sub-Gaussian random vectors, we provide a general procedure for experimental design to minimize the regret resulting from estimate-then-optimize. We demonstrate our approach on simple examples and a pandemic control application.

The miniaturization of inertial measurement units (IMUs) facilitates their widespread use in a growing number of application domains. Orientation estimation is a prerequisite for most further data processing steps in inertial motion tracking, such as position/velocity estimation, joint angle estimation, and 3D visualization. Errors in the estimated orientations severely affect all further processing steps. Recent systematic comparisons of existing algorithms show that out-of-the-box accuracy is often low and that application-specific tuning is required to obtain high accuracy. In the present work, we propose and extensively evaluate a quaternion-based orientation estimation algorithm that is based on a novel approach of filtering the acceleration measurements in an almost-inertial frame and that includes extensions for gyroscope bias estimation and magnetic disturbance rejection, as well as a variant for offline data processing. In contrast to all existing work, we perform an extensive evaluation, using a large collection of publicly available datasets and eight literature methods for comparison. The proposed method consistently outperforms all literature methods and achieves an average RMSE of 2.9{\deg}, while the errors obtained with literature methods range from 5.3{\deg} to 16.7{\deg}. Since the evaluation was performed with one single fixed parametrization across a very diverse dataset collection, we conclude that the proposed method provides unprecedented out-of-the-box performance for a broad range of motions, sensor hardware, and environmental conditions. This gain in orientation estimation accuracy is expected to advance the field of IMU-based motion analysis and provide performance benefits in numerous applications. The provided open-source implementation makes it easy to employ the proposed method.

We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general measures that are not necessarily discrete. By developing a relaxation scheme in which marginal constraints are replaced by finitely many linear constraints and by proving a specifically tailored duality result for this setting, we approximate the MMOT problem by a linear semi-infinite optimization problem. Moreover, we are able to recover a feasible and approximately optimal solution of the MMOT problem, and its sub-optimality can be controlled to be arbitrarily close to 0 under mild conditions. The developed relaxation scheme leads to a numerical algorithm which can compute a feasible approximate optimizer of the MMOT problem whose theoretical sub-optimality can be chosen to be arbitrarily small. Besides the approximate optimizer, the algorithm is also able to compute both an upper bound and a lower bound on the optimal value of the MMOT problem. The difference between the computed bounds provides an explicit upper bound on the sub-optimality of the computed approximate optimizer. Through a numerical example, we demonstrate that the proposed algorithm is capable of computing a high-quality solution of an MMOT problem involving as many as 50 marginals along with an explicit estimate of its sub-optimality that is much less conservative compared to the theoretical estimate.

Predictive algorithms, such as deep neural networks (DNNs), are used in many domain sciences to directly estimate internal parameters of interest in simulator-based models, especially in settings where the observations include images or other complex high-dimensional data. In parallel, modern neural density estimators, such as normalizing flows, are becoming increasingly popular for uncertainty quantification, especially when both parameters and observations are high-dimensional. However, parameter inference is an inverse problem and not a prediction task; thus, an open challenge is to construct conditionally valid and precise confidence regions, with a guaranteed probability of covering the true parameters of the data-generating process, no matter what the (unknown) parameter values are, and without relying on large-sample theory. Many simulator-based inference (SBI) methods are indeed known to produce biased or overly confident parameter regions, yielding misleading uncertainty estimates. This paper presents WALDO, a novel method for constructing confidence regions with finite-sample conditional validity by leveraging prediction algorithms or posterior estimators that are currently widely adopted in SBI. WALDO reframes the well-known Wald test statistic, and uses a computationally efficient regression-based machinery for classical Neyman inversion of hypothesis tests. We apply our method to a recent high-energy physics problem, where prediction with DNNs has previously led to estimates with prediction bias. We also illustrate how our approach can correct overly confident posterior regions computed with normalizing flows.

We present an alternating least squares type numerical optimization scheme to estimate conditionally-independent mixture models in $\mathbb{R}^n$, with minimal additional distributional assumptions. Following the method of moments, we tackle a coupled system of low-rank tensor decomposition problems. The steep costs associated with high-dimensional tensors are avoided, through the development of specialized tensor-free operations. Numerical experiments illustrate the performance of the algorithm and its applicability to various models and applications. In many cases the results exhibit improved reliability over the expectation-maximization algorithm, with similar time and storage costs. We also provide some supporting theory, establishing identifiability and local linear convergence.

Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with Laplace-distributed coefficients. This paper studies theoretical guarantees for such prior measures - specifically, we examine their frequentist posterior contraction rates in the setting of non-linear inverse problems with Gaussian white noise. Our results are first derived under a general local Lipschitz assumption on the forward map. We then verify the assumption for two non-linear inverse problems arising from elliptic partial differential equations, the Darcy flow model from geophysics as well as a model for the Schr\"odinger equation appearing in tomography. In the course of the proofs, we also obtain novel concentration inequalities for penalized least squares estimators with $\ell^1$ wavelet penalty, which have a natural interpretation as maximum a posteriori (MAP) estimators. The true parameter is assumed to belong to some spatially inhomogeneous Besov class $B^{\alpha}_{11}$, $\alpha>0$. In a setting with direct observations, we complement these upper bounds with a lower bound on the rate of contraction for arbitrary Gaussian priors. An immediate consequence of our results is that while Laplace priors can achieve minimax-optimal rates over $B^{\alpha}_{11}$-classes, Gaussian priors are limited to a (by a polynomial factor) slower contraction rate. This gives information-theoretical justification for the intuition that Laplace priors are more compatible with $\ell^1$ regularity structure in the underlying parameter.

Uncertainty approximation in text classification is an important area with applications in domain adaptation and interpretability. The most widely used uncertainty approximation method is Monte Carlo Dropout, which is computationally expensive as it requires multiple forward passes through the model. A cheaper alternative is to simply use a softmax to estimate model uncertainty. However, prior work has indicated that the softmax can generate overconfident uncertainty estimates and can thus be tricked into producing incorrect predictions. In this paper, we perform a thorough empirical analysis of both methods on five datasets with two base neural architectures in order to reveal insight into the trade-offs between the two. We compare the methods' uncertainty approximations and downstream text classification performance, while weighing their performance against their computational complexity as a cost-benefit analysis, by measuring runtime (cost) and the downstream performance (benefit). We find that, while Monte Carlo produces the best uncertainty approximations, using a simple softmax leads to competitive uncertainty estimation for text classification at a much lower computational cost, suggesting that softmax can in fact be a sufficient uncertainty estimate when computational resources are a concern.

Optimal Transport (OT) is a fundamental tool for comparing probability distributions, but its exact computation remains prohibitive for large datasets. In this work, we introduce novel families of upper and lower bounds for the OT problem constructed by aggregating solutions of mini-batch OT problems. The upper bound family contains traditional mini-batch averaging at one extreme and a tight bound found by optimal coupling of mini-batches at the other. In between these extremes, we propose various methods to construct bounds based on a fixed computational budget. Through various experiments, we explore the trade-off between computational budget and bound tightness and show the usefulness of these bounds in computer vision applications.

In this paper, we consider recent progress in estimating the average treatment effect when extreme inverse probability weights are present and focus on methods that account for a possible violation of the positivity assumption. These methods aim at estimating the treatment effect on the subpopulation of patients for whom there is a clinical equipoise. We propose a systematic approach to determine their related causal estimands and develop new insights into the properties of the weights targeting such a subpopulation. Then, we examine the roles of overlap weights, matching weights, Shannon's entropy weights, and beta weights. This helps us characterize and compare their underlying estimators, analytically and via simulations, in terms of the accuracy, precision, and root mean squared error. Moreover, we study the asymptotic behaviors of their augmented estimators (that mimic doubly robust estimators), which lead to improved estimations when either the propensity or the regression models are correctly specified. Based on the analytical and simulation results, we conclude that overall overlap weights are preferable to matching weights, especially when there is moderate or extreme violations of the positivity assumption. Finally, we illustrate the methods using a real data example marked by extreme inverse probability weights.