Many modern algorithms for inverse problems and data assimilation rely on ensemble Kalman updates to blend prior predictions with observed data. Ensemble Kalman methods often perform well with a small ensemble size, which is essential in applications where generating each particle is costly. This paper develops a non-asymptotic analysis of ensemble Kalman updates that rigorously explains why a small ensemble size suffices if the prior covariance has moderate effective dimension due to fast spectrum decay or approximate sparsity. We present our theory in a unified framework, comparing several implementations of ensemble Kalman updates that use perturbed observations, square root filtering, and localization. As part of our analysis, we develop new dimension-free covariance estimation bounds for approximately sparse matrices that may be of independent interest.
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We present an artificial intelligence (AI) method for automatically computing the melting point based on coexistence simulations in the NPT ensemble. Given the interatomic interaction model, the method makes decisions regarding the number of atoms and temperature at which to conduct simulations, and based on the collected data predicts the melting point along with the uncertainty, which can be systematically improved with more data. We demonstrate how incorporating physical models of the solid-liquid coexistence evolution enhances the AI method's accuracy and enables optimal decision-making to effectively reduce predictive uncertainty. To validate our approach, we compare our results with approximately 20 melting point calculations from the literature. Remarkably, we observe significant deviations in about one-third of the cases, underscoring the need for accurate and reliable AI-based algorithms for materials property calculations.
One of the most interesting tools that have recently entered the data science toolbox is topological data analysis (TDA). With the explosion of available data sizes and dimensions, identifying and extracting the underlying structure of a given dataset is a fundamental challenge in data science, and TDA provides a methodology for analyzing the shape of a dataset using tools and prospects from algebraic topology. However, the computational complexity makes it quickly infeasible to process large datasets, especially those with high dimensions. Here, we introduce a preprocessing strategy called the Characteristic Lattice Algorithm (CLA), which allows users to reduce the size of a given dataset as desired while maintaining geometric and topological features in order to make the computation of TDA feasible or to shorten its computation time. In addition, we derive a stability theorem and an upper bound of the barcode errors for CLA based on the bottleneck distance.
The estimation of unknown parameters in simulations, also known as calibration, is crucial for practical management of epidemics and prediction of pandemic risk. A simple yet widely used approach is to estimate the parameters by minimizing the sum of the squared distances between actual observations and simulation outputs. It is shown in this paper that this method is inefficient, particularly when the epidemic models are developed based on certain simplifications of reality, also known as imperfect models which are commonly used in practice. To address this issue, a new estimator is introduced that is asymptotically consistent, has a smaller estimation variance than the least squares estimator, and achieves the semiparametric efficiency. Numerical studies are performed to examine the finite sample performance. The proposed method is applied to the analysis of the COVID-19 pandemic for 20 countries based on the SEIR (Susceptible-Exposed-Infectious-Recovered) model with both deterministic and stochastic simulations. The estimation of the parameters, including the basic reproduction number and the average incubation period, reveal the risk of disease outbreaks in each country and provide insights to the design of public health interventions.
This paper presents a novel, efficient, high-order accurate, and stable spectral element-based model for computing the complete three-dimensional linear radiation and diffraction problem for floating offshore structures. We present a solution to a pseudo-impulsive formulation in the time domain, where the frequency-dependent quantities, such as added mass, radiation damping, and wave excitation force for arbitrary heading angle, $\beta$, are evaluated using Fourier transforms from the tailored time-domain responses. The spatial domain is tessellated by an unstructured high-order hybrid configured mesh and represented by piece-wise polynomial basis functions in the spectral element space. Fourth-order accurate time integration is employed through an explicit four-stage Runge-Kutta method and complemented by fourth-order finite difference approximations for time differentiation. To reduce the computational burden, the model can make use of symmetry boundaries in the domain representation. The key piece of the numerical model -- the discrete Laplace solver -- is validated through $p$- and $h$-convergence studies. Moreover, to highlight the capabilities of the proposed model, we present prof-of-concept examples of simple floating bodies (a sphere and a box). Lastly, a much more involved case is performed of an oscillating water column, including generalized modes resembling the piston motion and wave sloshing effects inside the wave energy converter chamber. In this case, the spectral element model trivially computes the infinite-frequency added mass, which is a singular problem for conventional boundary element type solvers.
A general class of hybrid models has been introduced recently, gathering the advantages multiscale descriptions. Concerning biological applications, the particular coupled structure fits to collective cell migrations and pattern formation scenarios. In this context, cells are modelled as discrete entities and their dynamics is given by ODEs, while the chemical signal influencing the motion is considered as a continuous signal which solves a diffusive equation. From the analytical point of view, this class of model has been proved to have a mean-field limit in the Wasserstein distance towards a system given by the coupling of a Vlasov-type equation with the chemoattractant equation. Moreover, a pressureless nonlocal Euler-type system has been derived for these models, rigorously equivalent to the Vlasov one for monokinetic initial data. In the present paper, we present a numerical study of the solutions to the Vlasov and Euler systems, exploring general settings for inital data, far from the monokinetic ones.
We consider approximating the solution of the Helmholtz exterior Dirichlet problem for a nontrapping obstacle, with boundary data coming from plane-wave incidence, by the solution of the corresponding boundary value problem where the exterior domain is truncated and a local absorbing boundary condition coming from a Pad\'e approximation (of arbitrary order) of the Dirichlet-to-Neumann map is imposed on the artificial boundary (recall that the simplest such boundary condition is the impedance boundary condition). We prove upper- and lower-bounds on the relative error incurred by this approximation, both in the whole domain and in a fixed neighbourhood of the obstacle (i.e. away from the artificial boundary). Our bounds are valid for arbitrarily-high frequency, with the artificial boundary fixed, and show that the relative error is bounded away from zero, independent of the frequency, and regardless of the geometry of the artificial boundary.
In Bayesian inference, a widespread technique to approximately sample from and compute statistics of a high-dimensional posterior is to use the Laplace approximation, a Gaussian proxy to the posterior. The Laplace approximation accuracy improves as sample size grows, but the question of how fast dimension $d$ can grow with sample size $n$ has not been fully resolved. Prior works have shown that $d^3\ll n$ is a sufficient condition for accuracy of the approximation. But by deriving the leading order contribution to the TV error, we show that $d^2\ll n$ is sufficient. We show for a logistic regression posterior that this growth condition is necessary.
Reinforcement learning algorithms commonly seek to optimize policies for solving one particular task. How should we explore an unknown dynamical system such that the estimated model allows us to solve multiple downstream tasks in a zero-shot manner? In this paper, we address this challenge, by developing an algorithm -- OPAX -- for active exploration. OPAX uses well-calibrated probabilistic models to quantify the epistemic uncertainty about the unknown dynamics. It optimistically -- w.r.t. to plausible dynamics -- maximizes the information gain between the unknown dynamics and state observations. We show how the resulting optimization problem can be reduced to an optimal control problem that can be solved at each episode using standard approaches. We analyze our algorithm for general models, and, in the case of Gaussian process dynamics, we give a sample complexity bound and show that the epistemic uncertainty converges to zero. In our experiments, we compare OPAX with other heuristic active exploration approaches on several environments. Our experiments show that OPAX is not only theoretically sound but also performs well for zero-shot planning on novel downstream tasks.
Knowledge graph embedding (KGE) is a increasingly popular technique that aims to represent entities and relations of knowledge graphs into low-dimensional semantic spaces for a wide spectrum of applications such as link prediction, knowledge reasoning and knowledge completion. In this paper, we provide a systematic review of existing KGE techniques based on representation spaces. Particularly, we build a fine-grained classification to categorise the models based on three mathematical perspectives of the representation spaces: (1) Algebraic perspective, (2) Geometric perspective, and (3) Analytical perspective. We introduce the rigorous definitions of fundamental mathematical spaces before diving into KGE models and their mathematical properties. We further discuss different KGE methods over the three categories, as well as summarise how spatial advantages work over different embedding needs. By collating the experimental results from downstream tasks, we also explore the advantages of mathematical space in different scenarios and the reasons behind them. We further state some promising research directions from a representation space perspective, with which we hope to inspire researchers to design their KGE models as well as their related applications with more consideration of their mathematical space properties.
Diffusion models are a class of deep generative models that have shown impressive results on various tasks with dense theoretical founding. Although diffusion models have achieved impressive quality and diversity of sample synthesis than other state-of-the-art models, they still suffer from costly sampling procedure and sub-optimal likelihood estimation. Recent studies have shown great enthusiasm on improving the performance of diffusion model. In this article, we present a first comprehensive review of existing variants of the diffusion models. Specifically, we provide a first taxonomy of diffusion models and categorize them variants to three types, namely sampling-acceleration enhancement, likelihood-maximization enhancement and data-generalization enhancement. We also introduce in detail other five generative models (i.e., variational autoencoders, generative adversarial networks, normalizing flow, autoregressive models, and energy-based models), and clarify the connections between diffusion models and these generative models. Then we make a thorough investigation into the applications of diffusion models, including computer vision, natural language processing, waveform signal processing, multi-modal modeling, molecular graph generation, time series modeling, and adversarial purification. Furthermore, we propose new perspectives pertaining to the development of this generative model.
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