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We study the problem of overcoming exponential sample complexity in differential entropy estimation under Gaussian convolutions. Specifically, we consider the estimation of the differential entropy $h(X+Z)$ via $n$ independently and identically distributed samples of $X$, where $X$ and $Z$ are independent $D$-dimensional random variables with $X$ subgaussian with bounded second moment and $Z\sim\mathcal{N}(0,\sigma^2I_D)$. Under the absolute-error loss, the above problem has a parametric estimation rate of $\frac{c^D}{\sqrt{n}}$, which is exponential in data dimension $D$ and often problematic for applications. We overcome this exponential sample complexity by projecting $X$ to a low-dimensional space via principal component analysis (PCA) before the entropy estimation, and show that the asymptotic error overhead vanishes as the unexplained variance of the PCA vanishes. This implies near-optimal performance for inherently low-dimensional structures embedded in high-dimensional spaces, including hidden-layer outputs of deep neural networks (DNN), which can be used to estimate mutual information (MI) in DNNs. We provide numerical results verifying the performance of our PCA approach on Gaussian and spiral data. We also apply our method to analysis of information flow through neural network layers (c.f. information bottleneck), with results measuring mutual information in a noisy fully connected network and a noisy convolutional neural network (CNN) for MNIST classification.

In Lipschitz two-dimensional domains, we study a Brinkman-Darcy-Forchheimer problem on the weighted spaces $\mathbf{H}_0^1(\omega,\Omega) \times L^2(\omega,\Omega)/\mathbb{R}$, where $\omega$ belongs to the Muckenhoupt class $A_2$. Under a suitable smallness assumption, we establish the existence and uniqueness of a solution. We propose a finite element scheme and obtain a quasi-best approximation result in energy norm \`a la C\'ea under the assumption that $\Omega$ is convex. We also devise an a posteriori error estimator and investigate its reliability and efficiency properties. Finally, we design a simple adaptive strategy that yields optimal experimental rates of convergence for the numerical examples that we perform.

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some unobservable system parameters may vary with time without known evolution models. In this work, we propose a novel approximation method inspired by the Fourier series to estimate time-varying parameters in deterministic dynamical systems modeled with ordinary differential equations. Using ensemble Kalman filtering in conjunction with Fourier series-based approximation models, we detail two possible implementation schemes for sequentially updating the time-varying parameter estimates given noisy observations of the system states. We demonstrate the capabilities of the proposed approach in estimating periodic parameters, both when the period is known and unknown, as well as non-periodic time-varying parameters of different forms with several computed examples using a forced harmonic oscillator. Results emphasize the importance of the frequencies and number of approximation model terms on the time-varying parameter estimates and corresponding dynamical system predictions.

We study the query version of the approximate heavy hitter and quantile problems. In the former problem, the input is a parameter $\varepsilon$ and a set $P$ of $n$ points in $\mathbb{R}^d$ where each point is assigned a color from a set $C$, and we want to build a structure s.t. given any geometric range $\gamma$, we can efficiently find a list of approximate heavy hitters in $\gamma\cap P$, i.e., colors that appear at least $\varepsilon |\gamma \cap P|$ times in $\gamma \cap P$, as well as their frequencies with an additive error of $\varepsilon |\gamma \cap P|$. In the latter problem, each point is assigned a weight from a totally ordered universe and the query must output a sequence $S$ of $1+1/\varepsilon$ weights s.t. the $i$-th weight in $S$ has approximate rank $i\varepsilon|\gamma\cap P|$, meaning, rank $i\varepsilon|\gamma\cap P|$ up to an additive error of $\varepsilon|\gamma\cap P|$. Previously, optimal results were only known in 1D [WY11] but a few sub-optimal methods were available in higher dimensions [AW17, ACH+12]. We study the problems for 3D halfspace and dominance queries. We consider the real RAM model with integer registers of size $w=\Theta(\log n)$ bits. For dominance queries, we show optimal solutions for both heavy hitter and quantile problems: using linear space, we can answer both queries in time $O(\log n + 1/\varepsilon)$. Note that as the output size is $\frac{1}{\varepsilon}$, after investing the initial $O(\log n)$ searching time, our structure takes on average $O(1)$ time to find a heavy hitter or a quantile! For more general halfspace heavy hitter queries, the same optimal query time can be achieved by increasing the space by an extra $\log_w\frac{1}{\varepsilon}$ (resp. $\log\log_w\frac{1}{\varepsilon}$) factor in 3D (resp. 2D). By spending extra $\log^{O(1)}\frac{1}{\varepsilon}$ factors in time and space, we can also support quantile queries.

Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to marginally estimate covariance parameters while integrating out all fixed and latent random effects. The Laplace approximation relies on Newton-Raphson updates, which also leads to predictions for the latent random effects. We develop methodology for complete marginal inference, from estimating covariance parameters and fixed effects to making predictions for unobserved data, for any patterned covariance matrix in the hierarchical generalized linear mixed models framework. The marginal likelihood is developed for six distributions that are often used for binary, count, and positive continuous data, and our framework is easily extended to other distributions. The methods are illustrated with simulations from stochastic processes with known parameters, and their efficacy in terms of bias and interval coverage is shown through simulation experiments. Examples with binary and proportional data on election results, count data for marine mammals, and positive-continuous data on heavy metal concentration in the environment are used to illustrate all six distributions with a variety of patterned covariance structures that include spatial models (e.g., geostatistical and areal models), time series models (e.g., first-order autoregressive models), and mixtures with typical random intercepts based on grouping.

This paper presents the implementation of off-road navigation on legged robots using convex optimization through linear transfer operators. Given a traversability measure that captures the off-road environment, we lift the navigation problem into the density space using the Perron-Frobenius (P-F) operator. This allows the problem formulation to be represented as a convex optimization. Due to the operator acting on an infinite-dimensional density space, we use data collected from the terrain to get a finite-dimension approximation of the convex optimization. Results of the optimal trajectory for off-road navigation are compared with a standard iterative planner, where we show how our convex optimization generates a more traversable path for the legged robot compared to the suboptimal iterative planner.

Recombination is a fundamental evolutionary force, but it is difficult to quantify because the effect of a recombination event on patterns of variation in a sample of genetic data can be hard to discern. Estimators for the recombination rate, which are usually based on the idea of integrating over the unobserved possible evolutionary histories of a sample, can therefore be noisy. Here we consider a related question: how would an estimator behave if the evolutionary history actually was observed? This would offer an upper bound on the performance of estimators used in practice. In this paper we derive an expression for the maximum likelihood estimator for the recombination rate based on a continuously observed, multi-locus, Wright--Fisher diffusion of haplotype frequencies, complementing existing work for an estimator of selection. We show that, contrary to selection, the estimator has unusual properties because the observed information matrix can explode in finite time whereupon the recombination parameter is learned without error. We also show that the recombination estimator is robust to the presence of selection in the sense that incorporating selection into the model leaves the estimator unchanged. We study the properties of the estimator by simulation and show that its distribution can be quite sensitive to the underlying mutation rates.

There are plenty of applications and analysis for time-independent elliptic partial differential equations in the literature hinting at the benefits of overtesting by using more collocation conditions than the number of basis functions. Overtesting not only reduces the problem size, but is also known to be necessary for stability and convergence of widely used unsymmetric Kansa-type strong-form collocation methods. We consider kernel-based meshfree methods, which is a method of lines with collocation and overtesting spatially, for solving parabolic partial differential equations on surfaces without parametrization. In this paper, we extend the time-independent convergence theories for overtesting techniques to the parabolic equations on smooth and closed surfaces.

Promoting behavioural diversity is critical for solving games with non-transitive dynamics where strategic cycles exist, and there is no consistent winner (e.g., Rock-Paper-Scissors). Yet, there is a lack of rigorous treatment for defining diversity and constructing diversity-aware learning dynamics. In this work, we offer a geometric interpretation of behavioural diversity in games and introduce a novel diversity metric based on \emph{determinantal point processes} (DPP). By incorporating the diversity metric into best-response dynamics, we develop \emph{diverse fictitious play} and \emph{diverse policy-space response oracle} for solving normal-form games and open-ended games. We prove the uniqueness of the diverse best response and the convergence of our algorithms on two-player games. Importantly, we show that maximising the DPP-based diversity metric guarantees to enlarge the \emph{gamescape} -- convex polytopes spanned by agents' mixtures of strategies. To validate our diversity-aware solvers, we test on tens of games that show strong non-transitivity. Results suggest that our methods achieve much lower exploitability than state-of-the-art solvers by finding effective and diverse strategies.