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

Generalized linear mixed models (GLMMs) are a widely used tool in statistical analysis. The main bottleneck of many computational approaches lies in the inversion of the high dimensional precision matrices associated with the random effects. Such matrices are typically sparse; however, the sparsity pattern resembles a multi partite random graph, which does not lend itself well to default sparse linear algebra techniques. Notably, we show that, for typical GLMMs, the Cholesky factor is dense even when the original precision is sparse. We thus turn to approximate iterative techniques, in particular to the conjugate gradient (CG) method. We combine a detailed analysis of the spectrum of said precision matrices with results from random graph theory to show that CG-based methods applied to high-dimensional GLMMs typically achieve a fixed approximation error with a total cost that scales linearly with the number of parameters and observations. Numerical illustrations with both real and simulated data confirm the theoretical findings, while at the same time illustrating situations, such as nested structures, where CG-based methods struggle.

In decision-making, maxitive functions are used for worst-case and best-case evaluations. Maxitivity gives rise to a rich structure that is well-studied in the context of the pointwise order. In this article, we investigate maxitivity with respect to general preorders and provide a representation theorem for such functionals. The results are illustrated for different stochastic orders in the literature, including the usual stochastic order, the increasing convex/concave order, and the dispersive order.

The Johnson--Lindenstrauss (JL) lemma is a powerful tool for dimensionality reduction in modern algorithm design. The lemma states that any set of high-dimensional points in a Euclidean space can be flattened to lower dimensions while approximately preserving pairwise Euclidean distances. Random matrices satisfying this lemma are called JL transforms (JLTs). Inspired by existing $s$-hashing JLTs with exactly $s$ nonzero elements on each column, the present work introduces an ensemble of sparse matrices encompassing so-called $s$-hashing-like matrices whose expected number of nonzero elements on each column is~$s$. The independence of the sub-Gaussian entries of these matrices and the knowledge of their exact distribution play an important role in their analyses. Using properties of independent sub-Gaussian random variables, these matrices are demonstrated to be JLTs, and their smallest and largest singular values are estimated non-asymptotically using a technique from geometric functional analysis. As the dimensions of the matrix grow to infinity, these singular values are proved to converge almost surely to fixed quantities (by using the universal Bai--Yin law), and in distribution to the Gaussian orthogonal ensemble (GOE) Tracy--Widom law after proper rescalings. Understanding the behaviors of extreme singular values is important in general because they are often used to define a measure of stability of matrix algorithms. For example, JLTs were recently used in derivative-free optimization algorithmic frameworks to select random subspaces in which are constructed random models or poll directions to achieve scalability, whence estimating their smallest singular value in particular helps determine the dimension of these subspaces.

A Riemannian geometric framework for Markov chain Monte Carlo (MCMC) is developed where using the Fisher-Rao metric on the manifold of probability density functions (pdfs), informed proposal densities for Metropolis-Hastings (MH) algorithms are constructed. We exploit the square-root representation of pdfs under which the Fisher-Rao metric boils down to the standard $L^2$ metric on the positive orthant of the unit hypersphere. The square-root representation allows us to easily compute the geodesic distance between densities, resulting in a straightforward implementation of the proposed geometric MCMC methodology. Unlike the random walk MH that blindly proposes a candidate state using no information about the target, the geometric MH algorithms move an uninformed base density (e.g., a random walk proposal density) towards different global/local approximations of the target density, allowing effective exploration of the distribution simultaneously at different granular levels of the state space. We compare the proposed geometric MH algorithm with other MCMC algorithms for various Markov chain orderings, namely the covariance, efficiency, Peskun, and spectral gap orderings. The superior performance of the geometric algorithms over other MH algorithms like the random walk Metropolis, independent MH, and variants of Metropolis adjusted Langevin algorithms is demonstrated in the context of various multimodal, nonlinear, and high dimensional examples. In particular, we use extensive simulation and real data applications to compare these algorithms for analyzing mixture models, logistic regression models, spatial generalized linear mixed models and ultra-high dimensional Bayesian variable selection models. A publicly available R package accompanies the article.

Privacy protection methods, such as differentially private mechanisms, introduce noise into resulting statistics which often produces complex and intractable sampling distributions. In this paper, we propose a simulation-based "repro sample" approach to produce statistically valid confidence intervals and hypothesis tests, which builds on the work of Xie and Wang (2022). We show that this methodology is applicable to a wide variety of private inference problems, appropriately accounts for biases introduced by privacy mechanisms (such as by clamping), and improves over other state-of-the-art inference methods such as the parametric bootstrap in terms of the coverage and type I error of the private inference. We also develop significant improvements and extensions for the repro sample methodology for general models (not necessarily related to privacy), including 1) modifying the procedure to ensure guaranteed coverage and type I errors, even accounting for Monte Carlo error, and 2) proposing efficient numerical algorithms to implement the confidence intervals and $p$-values.

The gradient bounds of generalized barycentric coordinates play an essential role in the $H^1$ norm approximation error estimate of generalized barycentric interpolations. Similarly, the $H^k$ norm, $k>1$, estimate needs upper bounds of high-order derivatives, which are not available in the literature. In this paper, we derive such upper bounds for the Wachspress generalized barycentric coordinates on simple convex $d$-dimensional polytopes, $d\ge 1$. The result can be used to prove optimal convergence for Wachspress-based polytopal finite element approximation of, for example, fourth-order elliptic equations. Another contribution of this paper is to compare various shape-regularity conditions for simple convex polytopes, and to clarify their relations using knowledge from convex geometry.

This paper presents a convolution tensor decomposition based model reduction method for solving the Allen-Cahn equation. The Allen-Cahn equation is usually used to characterize phase separation or the motion of anti-phase boundaries in materials. Its solution is time-consuming when high-resolution meshes and large time scale integration are involved. To resolve these issues, the convolution tensor decomposition method is developed, in conjunction with a stabilized semi-implicit scheme for time integration. The development enables a powerful computational framework for high-resolution solutions of Allen-Cahn problems, and allows the use of relatively large time increments for time integration without violating the discrete energy law. To further improve the efficiency and robustness of the method, an adaptive algorithm is also proposed. Numerical examples have confirmed the efficiency of the method in both 2D and 3D problems. Orders-of-magnitude speedups were obtained with the method for high-resolution problems, compared to the finite element method. The proposed computational framework opens numerous opportunities for simulating complex microstructure formation in materials on large-volume high-resolution meshes at a deeply reduced computational cost.

A posteriori reduced-order models (ROM), e.g. based on proper orthogonal decomposition (POD), are essential to affordably tackle realistic parametric problems. They rely on a trustful training set, that is a family of full-order solutions (snapshots) representative of all possible outcomes of the parametric problem. Having such a rich collection of snapshots is not, in many cases, computationally viable. A strategy for data augmentation, designed for parametric laminar incompressible flows, is proposed to enrich poorly populated training sets. The goal is to include in the new, artificial snapshots emerging features, not present in the original basis, that do enhance the quality of the reduced basis (RB) constructed using POD dimensionality reduction. The methodologies devised are based on exploiting basic physical principles, such as mass and momentum conservation, to construct physically-relevant, artificial snapshots at a fraction of the cost of additional full-order solutions. Interestingly, the numerical results show that the ideas exploiting only mass conservation (i.e., incompressibility) are not producing significant added value with respect to the standard linear combinations of snapshots. Conversely, accounting for the linearized momentum balance via the Oseen equation does improve the quality of the resulting approximation and therefore is an effective data augmentation strategy in the framework of viscous incompressible laminar flows. Numerical experiments of parametric flow problems, in two and three dimensions, at low and moderate values of the Reynolds number are presented to showcase the superior performance of the data-enriched POD-RB with respect to the standard ROM in terms of both accuracy and efficiency.

The goal of explainable Artificial Intelligence (XAI) is to generate human-interpretable explanations, but there are no computationally precise theories of how humans interpret AI generated explanations. The lack of theory means that validation of XAI must be done empirically, on a case-by-case basis, which prevents systematic theory-building in XAI. We propose a psychological theory of how humans draw conclusions from saliency maps, the most common form of XAI explanation, which for the first time allows for precise prediction of explainee inference conditioned on explanation. Our theory posits that absent explanation humans expect the AI to make similar decisions to themselves, and that they interpret an explanation by comparison to the explanations they themselves would give. Comparison is formalized via Shepard's universal law of generalization in a similarity space, a classic theory from cognitive science. A pre-registered user study on AI image classifications with saliency map explanations demonstrate that our theory quantitatively matches participants' predictions of the AI.

Recommender systems are widely used in big information-based companies such as Google, Twitter, LinkedIn, and Netflix. A recommender system deals with the problem of information overload by filtering important information fragments according to users' preferences. In light of the increasing success of deep learning, recent studies have proved the benefits of using deep learning in various recommendation tasks. However, most proposed techniques only aim to target individuals, which cannot be efficiently applied in group recommendation. In this paper, we propose a deep learning architecture to solve the group recommendation problem. On the one hand, as different individual preferences in a group necessitate preference trade-offs in making group recommendations, it is essential that the recommendation model can discover substitutes among user behaviors. On the other hand, it has been observed that a user as an individual and as a group member behaves differently. To tackle such problems, we propose using an attention mechanism to capture the impact of each user in a group. Specifically, our model automatically learns the influence weight of each user in a group and recommends items to the group based on its members' weighted preferences. We conduct extensive experiments on four datasets. Our model significantly outperforms baseline methods and shows promising results in applying deep learning to the group recommendation problem.