Nudging is a popular algorithmic strategy in numerical filtering to deal with the problem of inference in high-dimensional dynamical systems. We demonstrate in this paper that general nudging techniques can also tackle another crucial statistical problem in filtering, namely the misspecification of the transition model. Specifically, we rely on the formulation of nudging as a general operation increasing the likelihood and prove analytically that, when applied carefully, nudging techniques implicitly define state-space models (SSMs) that have higher marginal likelihoods for a given (fixed) sequence of observations. This provides a theoretical justification of nudging techniques as data-informed algorithmic modifications of SSMs to obtain robust models under misspecified dynamics. To demonstrate the use of nudging, we provide numerical experiments on linear Gaussian SSMs and a stochastic Lorenz 63 model with misspecified dynamics and show that nudging offers a robust filtering strategy for these cases.
This paper explores the nonparametric estimation of the volatility component in a heteroscedastic scalar-on-function regression model, where the underlying discrete-time process is ergodic and subject to a missing-at-random mechanism. We first propose a simplified estimator for the regression and volatility operators, constructed solely from the observed data. The asymptotic properties of these estimators, including the almost sure uniform consistency rate and asymptotic distribution, are rigorously analyzed. Subsequently, the simplified estimators are employed to impute the missing data in the original process, enhancing the estimation of the regression and volatility components. The asymptotic behavior of these imputed estimators is also thoroughly investigated. A numerical comparison of the simplified and imputed estimators is presented using simulated data. Finally, the methodology is applied to real-world data to model the volatility of daily natural gas returns, utilizing intraday EU/USD exchange rate return curves sampled at a 1-hour frequency.
Phase-field models of fatigue are capable of reproducing the main phenomenology of fatigue behavior. However, phase-field computations in the high-cycle fatigue regime are prohibitively expensive, due to the need to resolve spatially the small length scale inherent to phase-field models and temporally the loading history for several millions of cycles. As a remedy, we propose a fully adaptive acceleration scheme based on the cycle jump technique, where the cycle-by-cycle resolution of an appropriately determined number of cycles is skipped while predicting the local system evolution during the jump. The novelty of our approach is a cycle-jump criterion to determine the appropriate cycle-jump size based on a target increment of a global variable which monitors the advancement of fatigue. We propose the definition and meaning of this variable for three general stages of the fatigue life. In comparison to existing acceleration techniques, our approach needs no parameters and bounds for the cycle-jump size, and it works independently of the material, specimen or loading conditions. Since one of the monitoring variables is the fatigue crack length, we introduce an accurate, flexible and efficient method for its computation, which overcomes the issues of conventional crack tip tracking algorithms and enables the consideration of several cracks evolving at the same time. The performance of the proposed acceleration scheme is demonstrated with representative numerical examples, which show a speedup reaching four orders of magnitude in the high-cycle fatigue regime with consistently high accuracy.
Regularization is a critical technique for ensuring well-posedness in solving inverse problems with incomplete measurement data. Traditionally, the regularization term is designed based on prior knowledge of the unknown signal's characteristics, such as sparsity or smoothness. Inhomogeneous regularization, which incorporates a spatially varying exponent $p$ in the standard $\ell_p$-norm-based framework, has been used to recover signals with spatially varying features. This study introduces weighted inhomogeneous regularization, an extension of the standard approach incorporating a novel exponent design and spatially varying weights. The proposed exponent design mitigates misclassification when distinct characteristics are spatially close, while the weights address challenges in recovering regions with small-scale features that are inadequately captured by traditional $\ell_p$-norm regularization. Numerical experiments, including synthetic image reconstruction and the recovery of sea ice data from incomplete wave measurements, demonstrate the effectiveness of the proposed method.
We consider a fully discretized numerical scheme for parabolic stochastic partial differential equations with multiplicative noise. Our abstract framework can be applied to formulate a non-iterative domain decomposition approach. Such methods can help to parallelize the code and therefore lead to a more efficient implementation. The domain decomposition is integrated through the Douglas-Rachford splitting scheme, where one split operator acts on one part of the domain. For an efficient space discretization of the underlying equation, we chose the discontinuous Galerkin method as this suits the parallelization strategy well. For this fully discretized scheme, we provide a strong space-time convergence result. We conclude the manuscript with numerical experiments validating our theoretical findings.
The multi-modal perception methods are thriving in the autonomous driving field due to their better usage of complementary data from different sensors. Such methods depend on calibration and synchronization between sensors to get accurate environmental information. There have already been studies about space-alignment robustness in autonomous driving object detection process, however, the research for time-alignment is relatively few. As in reality experiments, LiDAR point clouds are more challenging for real-time data transfer, our study used historical frames of LiDAR to better align features when the LiDAR data lags exist. We designed a Timealign module to predict and combine LiDAR features with observation to tackle such time misalignment based on SOTA GraphBEV framework.
The dynamics of magnetization in ferromagnetic materials are modeled by the Landau-Lifshitz equation, which presents significant challenges due to its inherent nonlinearity and non-convex constraint. These complexities necessitate efficient numerical methods for micromagnetics simulations. The Gauss-Seidel Projection Method (GSPM), first introduced in 2001, is among the most efficient techniques currently available. However, existing GSPMs are limited to first-order accuracy. This paper introduces two novel second-order accurate GSPMs based on a combination of the biharmonic equation and the second-order backward differentiation formula, achieving computational complexity comparable to that of solving the scalar biharmonic equation implicitly. The first proposed method achieves unconditional stability through Gauss-Seidel updates, while the second method exhibits conditional stability with a Courant-Friedrichs-Lewy constant of 0.25. Through consistency analysis and numerical experiments, we demonstrate the efficacy and reliability of these methods. Notably, the first method displays unconditional stability in micromagnetics simulations, even when the stray field is updated only once per time step.
High-dimensional, higher-order tensor data are gaining prominence in a variety of fields, including but not limited to computer vision and network analysis. Tensor factor models, induced from noisy versions of tensor decompositions or factorizations, are natural potent instruments to study a collection of tensor-variate objects that may be dependent or independent. However, it is still in the early stage of developing statistical inferential theories for the estimation of various low-rank structures, which are customary to play the role of signals of tensor factor models. In this paper, we attempt to ``decode" the estimation of a higher-order tensor factor model by leveraging tensor matricization. Specifically, we recast it into mode-wise traditional high-dimensional vector/fiber factor models, enabling the deployment of conventional principal components analysis (PCA) for estimation. Demonstrated by the Tucker tensor factor model (TuTFaM), which is induced from the noisy version of the widely-used Tucker decomposition, we summarize that estimations on signal components are essentially mode-wise PCA techniques, and the involvement of projection and iteration will enhance the signal-to-noise ratio to various extent. We establish the inferential theory of the proposed estimators, conduct rich simulation experiments, and illustrate how the proposed estimations can work in tensor reconstruction, and clustering for independent video and dependent economic datasets, respectively.
We consider the problem of optimizing the parameter of a two-stage algorithm for approximate solution of a system of linear algebraic equations with a sparse $n\times n$-matrix, i.e., with one in which the number of nonzero elements is $m\!=\!O(n)$. The two-stage algorithm uses conjugate gradient method at its stages. At the 1st stage, an approximate solution with accuracy $\varepsilon_1$ is found for zero initial vector. All numerical values used at this stage are represented as single-precision numbers. The obtained solution is used as initial approximation for an approximate solution with a given accuracy $\varepsilon_2$ that we obtain at the 2nd stage, where double-precision numbers are used. Based on the values of some matrix parameters, computed in a time not exceeding $O(m)$, we need to determine the value $\varepsilon_1$ which minimizes the total computation time at two stages. Using single-precision numbers for computations at the 1st stage is advantageous, since the execution time of one iteration will be approximately half that of one iteration at the 2nd stage. At the same time, using machine numbers with half the mantissa length accelerates the growth of the rounding error per iteration of the conjugate gradient method at the 1st stage, which entails an increase in the number of iterations performed at 2nd stage. As parameters that allow us to determine $\varepsilon_1$ for the input matrix, we use $n$, $m$, an estimate of the diameter of the graph associated with the matrix, an estimate of the spread of the matrix' eigenvalues, and estimates of its maximum eigenvalue. The optimal or close to the optimal value of $\varepsilon_1$ can be determined for matrix with such a vector of parameters using the nearest neighbor regression or some other type of regression.
We consider the problem of causal inference based on observational data (or the related missing data problem) with a binary or discrete treatment variable. In that context, we study inference for the counterfactual density functions and contrasts thereof, which can provide more nuanced information than counterfactual means and the average treatment effect. We impose the shape-constraint of log-concavity, a type of unimodality constraint, on the counterfactual densities, and then develop doubly robust estimators of the log-concave counterfactual density based on augmented inverse-probability weighted pseudo-outcomes. We provide conditions under which the estimator is consistent in various global metrics. We also develop asymptotically valid pointwise confidence intervals for the counterfactual density functions and differences and ratios thereof, which serve as a building block for more comprehensive analyses of distributional differences. We also present a method for using our estimator to implement density confidence bands.
Hashing has been widely used in approximate nearest search for large-scale database retrieval for its computation and storage efficiency. Deep hashing, which devises convolutional neural network architecture to exploit and extract the semantic information or feature of images, has received increasing attention recently. In this survey, several deep supervised hashing methods for image retrieval are evaluated and I conclude three main different directions for deep supervised hashing methods. Several comments are made at the end. Moreover, to break through the bottleneck of the existing hashing methods, I propose a Shadow Recurrent Hashing(SRH) method as a try. Specifically, I devise a CNN architecture to extract the semantic features of images and design a loss function to encourage similar images projected close. To this end, I propose a concept: shadow of the CNN output. During optimization process, the CNN output and its shadow are guiding each other so as to achieve the optimal solution as much as possible. Several experiments on dataset CIFAR-10 show the satisfying performance of SRH.