Developing an efficient computational scheme for high-dimensional Bayesian variable selection in generalised linear models and survival models has always been a challenging problem due to the absence of closed-form solutions for the marginal likelihood. The RJMCMC approach can be employed to samples model and coefficients jointly, but effective design of the transdimensional jumps of RJMCMC can be challenge, making it hard to implement. Alternatively, the marginal likelihood can be derived using data-augmentation scheme e.g. Polya-gamma data argumentation for logistic regression) or through other estimation methods. However, suitable data-augmentation schemes are not available for every generalised linear and survival models, and using estimations such as Laplace approximation or correlated pseudo-marginal to derive marginal likelihood within a locally informed proposal can be computationally expensive in the "large n, large p" settings. In this paper, three main contributions are presented. Firstly, we present an extended Point-wise implementation of Adaptive Random Neighbourhood Informed proposal (PARNI) to efficiently sample models directly from the marginal posterior distribution in both generalised linear models and survival models. Secondly, in the light of the approximate Laplace approximation, we also describe an efficient and accurate estimation method for the marginal likelihood which involves adaptive parameters. Additionally, we describe a new method to adapt the algorithmic tuning parameters of the PARNI proposal by replacing the Rao-Blackwellised estimates with the combination of a warm-start estimate and an ergodic average. We present numerous numerical results from simulated data and 8 high-dimensional gene fine mapping data-sets to showcase the efficiency of the novel PARNI proposal compared to the baseline add-delete-swap proposal.
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The numerical solution of continuum damage mechanics (CDM) problems suffers from convergence-related challenges during the material softening stage, and consequently existing iterative solvers are subject to a trade-off between computational expense and solution accuracy. In this work, we present a novel unified arc-length (UAL) method, and we derive the formulation of the analytical tangent matrix and governing system of equations for both local and non-local gradient damage problems. Unlike existing versions of arc-length solvers that monolithically scale the external force vector, the proposed method treats the latter as an independent variable and determines the position of the system on the equilibrium path based on all the nodal variations of the external force vector. This approach renders the proposed solver substantially more efficient and robust than existing solvers used in CDM problems. We demonstrate the considerable advantages of the proposed algorithm through several benchmark 1D problems with sharp snap-backs and 2D examples under various boundary conditions and loading scenarios. The proposed UAL approach exhibits a superior ability of overcoming critical increments along the equilibrium path. Moreover, the proposed UAL method is 1-2 orders of magnitude faster than force-controlled arc-length and monolithic Newton-Raphson solvers.
Over the last two decades, the field of geometric curve evolutions has attracted significant attention from scientific computing. One of the most popular numerical methods for solving geometric flows is the so-called BGN scheme, which was proposed by Barrett, Garcke, and Nurnberg (J. Comput. Phys., 222 (2007), pp. 441{467), due to its favorable properties (e.g., its computational efficiency and the good mesh property). However, the BGN scheme is limited to first-order accuracy in time, and how to develop a higher-order numerical scheme is challenging. In this paper, we propose a fully discrete, temporal second-order parametric finite element method, which incorporates a mesh regularization technique when necessary, for solving geometric flows of curves. The scheme is constructed based on the BGN formulation and a semi-implicit Crank-Nicolson leap-frog time stepping discretization as well as a linear finite element approximation in space. More importantly, we point out that the shape metrics, such as manifold distance and Hausdorff distance, instead of function norms, should be employed to measure numerical errors. Extensive numerical experiments demonstrate that the proposed BGN-based scheme is second-order accurate in time in terms of shape metrics. Moreover, by employing the classical BGN scheme as a mesh regularization technique when necessary, our proposed second-order scheme exhibits good properties with respect to the mesh distribution.
We consider a one-dimensional singularly perturbed 4th order problem with the additional feature of a shift term. An expansion into a smooth term, boundary layers and an inner layer yields a formal solution decomposition, and together with a stability result we have estimates for the subsequent numerical analysis. With classical layer adapted meshes we present a numerical method, that achieves supercloseness and optimal convergence orders in the associated energy norm. We also consider coarser meshes in view of the weak layers. Some numerical examples conclude the paper and support the theory.
We consider a sharp interface formulation for the multi-phase Mullins-Sekerka flow. The flow is characterized by a network of curves evolving such that the total surface energy of the curves is reduced, while the areas of the enclosed phases are conserved. Making use of a variational formulation, we introduce a fully discrete finite element method. Our discretization features a parametric approximation of the moving interfaces that is independent of the discretization used for the equations in the bulk. The scheme can be shown to be unconditionally stable and to satisfy an exact volume conservation property. Moreover, an inherent tangential velocity for the vertices on the discrete curves leads to asymptotically equidistributed vertices, meaning no remeshing is necessary in practice. Several numerical examples, including a convergence experiment for the three-phase Mullins-Sekerka flow, demonstrate the capabilities of the introduced method.
Information inequalities appear in many database applications such as query output size bounds, query containment, and implication between data dependencies. Recently Khamis et al. proposed to study the algorithmic aspects of information inequalities, including the information inequality problem: decide whether a linear inequality over entropies of random variables is valid. While the decidability of this problem is a major open question, applications often involve only inequalities that adhere to specific syntactic forms linked to useful semantic invariance properties. This paper studies the information inequality problem in different syntactic and semantic scenarios that arise from database applications. Focusing on the boundary between tractability and intractability, we show that the information inequality problem is coNP-complete if restricted to normal polymatroids, and in polynomial time if relaxed to monotone functions. We also examine syntactic restrictions related to query output size bounds, and provide an alternative proof, through monotone functions, for the polynomial-time computability of the entropic bound over simple sets of degree constraints.
We give a short survey of recent results on sparse-grid linear algorithms of approximate recovery and integration of functions possessing a unweighted or weighted Sobolev mixed smoothness based on their sampled values at a certain finite set. Some of them are extended to more general cases.
The idea of decision-aware model learning, that models should be accurate where it matters for decision-making, has gained prominence in model-based reinforcement learning. While promising theoretical results have been established, the empirical performance of algorithms leveraging a decision-aware loss has been lacking, especially in continuous control problems. In this paper, we present a study on the necessary components for decision-aware reinforcement learning models and we showcase design choices that enable well-performing algorithms. To this end, we provide a theoretical and empirical investigation into prominent algorithmic ideas in the field. We highlight that empirical design decisions established in the MuZero line of works are vital to achieving good performance for related algorithms, and we showcase differences in behavior between different instantiations of value-aware algorithms in stochastic environments. Using these insights, we propose the Latent Model-Based Decision-Aware Actor-Critic framework ($\lambda$-AC) for decision-aware model-based reinforcement learning in continuous state-spaces and highlight important design choices in different environments.
Ordinary state-based peridynamic (OSB-PD) models have an unparalleled capability to simulate crack propagation phenomena in solids with arbitrary Poisson's ratio. However, their non-locality also leads to prohibitively high computational cost. In this paper, a fast solution scheme for OSB-PD models based on matrix operation is introduced, with which, the graphics processing units (GPUs) are used to accelerate the computation. For the purpose of comparison and verification, a commonly used solution scheme based on loop operation is also presented. An in-house software is developed in MATLAB. Firstly, the vibration of a cantilever beam is solved for validating the loop- and matrix-based schemes by comparing the numerical solutions to those produced by a FEM software. Subsequently, two typical dynamic crack propagation problems are simulated to illustrate the effectiveness of the proposed schemes in solving dynamic fracture problems. Finally, the simulation of the Brokenshire torsion experiment is carried out by using the matrix-based scheme, and the similarity in the shapes of the experimental and numerical broken specimens further demonstrates the ability of the proposed approach to deal with 3D non-planar fracture problems. In addition, the speed-up of the matrix-based scheme with respect to the loop-based scheme and the performance of the GPU acceleration are investigated. The results emphasize the high computational efficiency of the matrix-based implementation scheme.
We propose an approach to compute inner and outer-approximations of the sets of values satisfying constraints expressed as arbitrarily quantified formulas. Such formulas arise for instance when specifying important problems in control such as robustness, motion planning or controllers comparison. We propose an interval-based method which allows for tractable but tight approximations. We demonstrate its applicability through a series of examples and benchmarks using a prototype implementation.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.
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