This paper introduces a new accurate model for periodic fractional optimal control problems (PFOCPs) using Riemann-Liouville (RL) and Caputo fractional derivatives (FDs) with sliding fixed memory lengths. The paper also provides a novel numerical method for solving PFOCPs using Fourier and Gegenbauer pseudospectral methods. By employing Fourier collocation at equally spaced nodes and Fourier and Gegenbauer quadratures, the method transforms the PFOCP into a simple constrained nonlinear programming problem (NLP) that can be treated easily using standard NLP solvers. We propose a new transformation that largely simplifies the problem of calculating the periodic FDs of periodic functions to the problem of evaluating the integral of the first derivatives of their trigonometric Lagrange interpolating polynomials, which can be treated accurately and efficiently using Gegenbauer quadratures. We introduce the notion of the {\alpha}th-order fractional integration matrix with index L based on Fourier and Gegenbauer pseudospectral approximations, which proves to be very effective in computing periodic FDs. We also provide a rigorous priori error analysis to predict the quality of the Fourier-Gegenbauer-based approximations to FDs. The numerical results of the benchmark PFOCP demonstrate the performance of the proposed pseudospectral method.
Cosmological parameters encoding our understanding of the expansion history of the Universe can be constrained by the accurate estimation of time delays arising in gravitationally lensed systems. We propose TD-CARMA, a Bayesian method to estimate cosmological time delays by modelling the observed and irregularly sampled light curves as realizations of a Continuous Auto-Regressive Moving Average (CARMA) process. Our model accounts for heteroskedastic measurement errors and microlensing, an additional source of independent extrinsic long-term variability in the source brightness. The semi-separable structure of the CARMA covariance matrix allows for fast and scalable likelihood computation using Gaussian Process modeling. We obtain a sample from the joint posterior distribution of the model parameters using a nested sampling approach. This allows for ``painless'' Bayesian Computation, dealing with the expected multi-modality of the posterior distribution in a straightforward manner and not requiring the specification of starting values or an initial guess for the time delay, unlike existing methods. In addition, the proposed sampling procedure automatically evaluates the Bayesian evidence, allowing us to perform principled Bayesian model selection. TD-CARMA is parsimonious, and typically includes no more than a dozen unknown parameters. We apply TD-CARMA to six doubly lensed quasars HS 2209+1914, SDSS J1001+5027, SDSS J1206+4332, SDSS J1515+1511, SDSS J1455+1447, SDSS J1349+1227, estimating their time delays as $-21.96 \pm 1.448$, $120.93 \pm 1.015$, $111.51 \pm 1.452$, $210.80 \pm 2.18$, $45.36 \pm 1.93$ and $432.05 \pm 1.950$ respectively. These estimates are consistent with those derived in the relevant literature, but are typically two to four times more precise.
In the field of document forensics, ink analysis plays a crucial role in determining the authenticity of legal and historic documents and detecting forgery. Visual examination alone is insufficient for distinguishing visually similar inks, necessitating the use of advanced scientific techniques. This paper proposes an ink analysis technique based on hyperspectral imaging, which enables the examination of documents in hundreds of narrowly spaced spectral bands, revealing hidden details. The main objective of this study is to identify the number of distinct inks used in a document. Three clustering algorithms, namely k-means, Agglomerative, and c-means, are employed to estimate the number of inks present. The methodology involves data extraction, ink pixel segmentation, and ink number determination. The results demonstrate the effectiveness of the proposed technique in identifying ink clusters and distinguishing between different inks. The analysis of a hyperspectral cube dataset reveals variations in spectral reflectance across different bands and distinct spectral responses among the 12 lines, indicating the presence of multiple inks. The clustering algorithms successfully identify ink clusters, with k-means clustering showing superior classification performance. These findings contribute to the development of reliable methodologies for ink analysis using hyperspectral imaging, enhancing the
The separation of performance metrics from gradient based loss functions may not always give optimal results and may miss vital aggregate information. This paper investigates incorporating a performance metric alongside differentiable loss functions to inform training outcomes. The goal is to guide model performance and interpretation by assuming statistical distributions on this performance metric for dynamic weighting. The focus is on van Rijsbergens $F_{\beta}$ metric -- a popular choice for gauging classification performance. Through distributional assumptions on the $F_{\beta}$, an intermediary link can be established to the standard binary cross-entropy via dynamic penalty weights. First, the $F_{\beta}$ metric is reformulated to facilitate assuming statistical distributions with accompanying proofs for the cumulative density function. These probabilities are used within a knee curve algorithm to find an optimal $\beta$ or $\beta_{opt}$. This $\beta_{opt}$ is used as a weight or penalty in the proposed weighted binary cross-entropy. Experimentation on publicly available data with imbalanced classes mostly yields better and interpretable results as compared to the baseline. For example, for the IMDB text data with known labeling errors, a 14% boost is shown. This methodology can provide better interpretation.
We consider an inverse problem for a finite graph $(X,E)$ where we are given a subset of vertices $B\subset X$ and the distances $d_{(X,E)}(b_1,b_2)$ of all vertices $b_1,b_2\in B$. The distance of points $x_1,x_2\in X$ is defined as the minimal number of edges needed to connect two vertices, so all edges have length 1. The inverse problem is a discrete version of the boundary rigidity problem in Riemannian geometry or the inverse travel time problem in geophysics. We will show that this problem has unique solution under certain conditions and develop quantum computing methods to solve it. We prove the following uniqueness result: when $(X,E)$ is a tree and $B$ is the set of leaves of the tree, the graph $(X,E)$ can be uniquely determined in the class of all graphs having a fixed number of vertices. We present a quantum computing algorithm which produces a graph $(X,E)$, or one of those, which has a given number of vertices and the required distances between vertices in $B$. To this end we develop an algorithm that takes in a qubit representation of a graph and combine it with Grover's search algorithm. The algorithm can be implemented using only $O(|X|^2)$ qubits, the same order as the number of elements in the adjacency matrix of $(X,E)$. It also has a quadratic improvement in computational cost compared to standard classical algorithms. Finally, we consider applications in theory of computation, and show that a slight modification of the above inverse problem is NP-complete: all NP-problems can be reduced to a discrete inverse problem we consider.
Species-sampling problems (SSPs) refer to a vast class of statistical problems calling for the estimation of (discrete) functionals of the unknown species composition of an unobservable population. A common feature of SSPs is their invariance with respect to species labelling, which is at the core of the Bayesian nonparametric (BNP) approach to SSPs under the popular Pitman-Yor process (PYP) prior. In this paper, we develop a BNP approach to SSPs that are not "invariant" to species labelling, in the sense that an ordering or ranking is assigned to species' labels. Inspired by the population genetics literature on age-ordered alleles' compositions, we study the following SSP with ordering: given an observable sample from an unknown population of individuals belonging to species (alleles), with species' labels being ordered according to weights (ages), estimate the frequencies of the first $r$ order species' labels in an enlarged sample obtained by including additional unobservable samples. By relying on an ordered PYP prior, we obtain an explicit posterior distribution of the first $r$ order frequencies, with estimates being of easy implementation and computationally efficient. We apply our approach to the analysis of genetic variation, showing its effectiveness in estimating the frequency of the oldest allele, and then we discuss other potential applications.
We investigate the propagation of acoustic singular surfaces, specifically, linear shock waves and nonlinear acceleration waves, in a class of inhomogeneous gases whose ambient mass density varies exponentially. Employing the mathematical tools of singular surface theory, we first determine the evolution of both the jump amplitudes and the locations/velocities of their associated wave-fronts, along with a variety of related analytical results. We then turn to what have become known as Krylov subspace spectral (KSS) methods to numerically simulate the evolution of the full waveforms under consideration. These are not only performed quite efficiently, since KSS allows the use of `large' CFL numbers, but also quite accurately, in the sense of capturing theoretically-predicted features of the solution profiles more faithfully than other time-stepping methods, since KSS customizes the computation of the components of the solution corresponding to the different frequencies involved. The presentation concludes with a listing of possible, acoustics-related, follow-on studies.
Control variates are variance reduction tools for Monte Carlo estimators. They can provide significant variance reduction, but usually require a large number of samples, which can be prohibitive when sampling or evaluating the integrand is computationally expensive. Furthermore, there are many scenarios where we need to compute multiple related integrals simultaneously or sequentially, which can further exacerbate computational costs. In this paper, we propose vector-valued control variates, an extension of control variates which can be used to reduce the variance of multiple Monte Carlo estimators jointly. This allows for the transfer of information across integration tasks, and hence reduces the need for a large number of samples. We focus on control variates based on kernel interpolants and our novel construction is obtained through a generalised Stein identity and the development of novel matrix-valued Stein reproducing kernels. We demonstrate our methodology on a range of problems including multifidelity modelling, Bayesian inference for dynamical systems, and model evidence computation through thermodynamic integration.
Two combined numerical methods for solving time-varying semilinear differential-algebraic equations (DAEs) are obtained. The convergence and correctness of the methods are proved. When constructing the methods, time-varying spectral projectors which can be found numerically are used. This enables to numerically solve the DAE in the original form without additional analytical transformations. To improve the accuracy of the second method, recalculation is used. The developed methods are applicable to the DAEs with the continuous nonlinear part which may not be differentiable in time, and the restrictions of the type of the global Lipschitz condition are not used in the presented theorems on the DAE global solvability and the convergence of the methods. This extends the scope of methods. The fulfillment of the conditions of the global solvability theorem ensures the existence of a unique exact solution on any given time interval, which enables to seek an approximate solution also on any time interval. Numerical examples illustrating the capabilities of the methods and their effectiveness in various situations are provided. To demonstrate this, mathematical models of the dynamics of electrical circuits are considered. It is shown that the results of the theoretical and numerical analyses of these models are consistent.
This paper investigates the computational and statistical limits in clustering matrix-valued observations. We propose a low-rank mixture model (LrMM), adapted from the classical Gaussian mixture model (GMM) to treat matrix-valued observations, which assumes low-rankness for population center matrices. A computationally efficient clustering method is designed by integrating Lloyd's algorithm and low-rank approximation. Once well-initialized, the algorithm converges fast and achieves an exponential-type clustering error rate that is minimax optimal. Meanwhile, we show that a tensor-based spectral method delivers a good initial clustering. Comparable to GMM, the minimax optimal clustering error rate is decided by the separation strength, i.e., the minimal distance between population center matrices. By exploiting low-rankness, the proposed algorithm is blessed with a weaker requirement on the separation strength. Unlike GMM, however, the computational difficulty of LrMM is characterized by the signal strength, i.e., the smallest non-zero singular values of population center matrices. Evidence is provided showing that no polynomial-time algorithm is consistent if the signal strength is not strong enough, even though the separation strength is strong. Intriguing differences between estimation and clustering under LrMM are discussed. The merits of low-rank Lloyd's algorithm are confirmed by comprehensive simulation experiments. Finally, our method outperforms others in the literature on real-world datasets.
With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.