We consider the asymptotic properties of Approximate Bayesian Computation (ABC) for the realistic case of summary statistics with heterogeneous rates of convergence. We allow some statistics to converge faster than the ABC tolerance, other statistics to converge slower, and cover the case where some statistics do not converge at all. We give conditions for the ABC posterior to converge, and provide an explicit representation of the shape of the ABC posterior distribution in our general setting; in particular, we show how the shape of the posterior depends on the number of slow statistics. We then quantify the gain brought by the local linear post-processing step.
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We study the approximation capacity of some variation spaces corresponding to shallow ReLU$^k$ neural networks. It is shown that sufficiently smooth functions are contained in these spaces with finite variation norms. For functions with less smoothness, the approximation rates in terms of the variation norm are established. Using these results, we are able to prove the optimal approximation rates in terms of the number of neurons for shallow ReLU$^k$ neural networks. It is also shown how these results can be used to derive approximation bounds for deep neural networks and convolutional neural networks (CNNs). As applications, we study convergence rates for nonparametric regression using three ReLU neural network models: shallow neural network, over-parameterized neural network, and CNN. In particular, we show that shallow neural networks can achieve the minimax optimal rates for learning H\"older functions, which complements recent results for deep neural networks. It is also proven that over-parameterized (deep or shallow) neural networks can achieve nearly optimal rates for nonparametric regression.
The theory of generalized locally Toeplitz (GLT) sequences is a powerful apparatus for computing the asymptotic spectral distribution of matrices $A_n$ arising from numerical discretizations of differential equations. Indeed, when the mesh fineness parameter $n$ tends to infinity, these matrices $A_n$ give rise to a sequence $\{A_n\}_n$, which often turns out to be a GLT sequence. In this paper, we extend the theory of GLT sequences in several directions: we show that every GLT sequence enjoys a normal form, we identify the spectral symbol of every GLT sequence formed by normal matrices, and we prove that, for every GLT sequence $\{A_n\}_n$ formed by normal matrices and every continuous function $f:\mathbb C\to\mathbb C$, the sequence $\{f(A_n)\}_n$ is again a GLT sequence whose spectral symbol is $f(\kappa)$, where $\kappa$ is the spectral symbol of $\{A_n\}_n$. In addition, using the theory of GLT sequences, we prove a spectral distribution result for perturbed normal matrices.
In this paper, we provide a simple proof of a generalization of the Gauss-Lucas theorem. By using methods of D-companion matrix, we get the majorization relationship between the zeros of convex combinations of incomplete polynomials and an origin polynomial. Moreover, we prove that the set of all zeros of all convex combinations of incomplete polynomials coincides with the closed convex hull of zeros of the original polynomial. The location of zeros of convex combinations of incomplete polynomials is determined.
It is known that standard stochastic Galerkin methods encounter challenges when solving partial differential equations with high-dimensional random inputs, which are typically caused by the large number of stochastic basis functions required. It becomes crucial to properly choose effective basis functions, such that the dimension of the stochastic approximation space can be reduced. In this work, we focus on the stochastic Galerkin approximation associated with generalized polynomial chaos (gPC), and explore the gPC expansion based on the analysis of variance (ANOVA) decomposition. A concise form of the gPC expansion is presented for each component function of the ANOVA expansion, and an adaptive ANOVA procedure is proposed to construct the overall stochastic Galerkin system. Numerical results demonstrate the efficiency of our proposed adaptive ANOVA stochastic Galerkin method for both diffusion and Helmholtz problems.
In a topology optimization setting, design-dependent fluidic pressure loads pose several challenges as their direction, magnitude, and location alter with topology evolution. This paper offers a compact 100-line MATLAB code, TOPress, for topology optimization of structures subjected to fluidic pressure loads using the method of moving asymptotes. The code is intended for pedagogical purposes and aims to ease the beginners' and students' learning toward topology optimization with design-dependent fluidic pressure loads. TOPress is developed per the approach first reported in Kumar et al. (Struct Multidisc Optim 61(4):1637-1655, 2020). The Darcy law, in conjunction with the drainage term, is used to model the applied pressure load. The consistent nodal loads are determined from the obtained pressure field. The employed approach facilitates inexpensive computation of the load sensitivities using the adjoint-variable method. Compliance minimization subject to volume constraint optimization problems are solved. The success and efficacy of the code are demonstrated by solving benchmark numerical examples involving pressure loads, wherein the importance of load sensitivities is also demonstrated. TOPress contains six main parts, is described in detail, and is extended to solve different problems. Steps to include a projection filter are provided to achieve loadbearing designs close to~0-1. The code is provided in Appendix~B and can also be downloaded along with its extensions from \url{//github.com/PrabhatIn/TOPress}.
The generalized optimised Schwarz method proposed in [Claeys & Parolin, 2022] is a variant of the Despr\'es algorithm for solving harmonic wave problems where transmission conditions are enforced by means of a non-local exchange operator. We introduce and analyse an acceleration technique that significantly reduces the cost of applying this exchange operator without deteriorating the precision and convergence speed of the overall domain decomposition algorithm.
By using the stochastic particle method, the truncated Euler-Maruyama (TEM) method is proposed for numerically solving McKean-Vlasov stochastic differential equations (MV-SDEs), possibly with both drift and diffusion coefficients having super-linear growth in the state variable. Firstly, the result of the propagation of chaos in the L^q (q\geq 2) sense is obtained under general assumptions. Then, the standard 1/2-order strong convergence rate in the L^q sense of the proposed method corresponding to the particle system is derived by utilizing the stopping time analysis technique. Furthermore, long-time dynamical properties of MV-SDEs, including the moment boundedness, stability, and the existence and uniqueness of the invariant probability measure, can be numerically realized by the TEM method. Additionally, it is proven that the numerical invariant measure converges to the underlying one of MV-SDEs in the L^2-Wasserstein metric. Finally, the conclusions obtained in this paper are verified through examples and numerical simulations.
A new nonparametric estimator for Toeplitz covariance matrices is proposed. This estimator is based on a data transformation that translates the problem of Toeplitz covariance matrix estimation to the problem of mean estimation in an approximate Gaussian regression. The resulting Toeplitz covariance matrix estimator is positive definite by construction, fully data-driven and computationally very fast. Moreover, this estimator is shown to be minimax optimal under the spectral norm for a large class of Toeplitz matrices. These results are readily extended to estimation of inverses of Toeplitz covariance matrices. Also, an alternative version of the Whittle likelihood for the spectral density based on the Discrete Cosine Transform (DCT) is proposed. The method is implemented in the R package vstdct that accompanies the paper.
This paper considers the reliability of automatic differentiation (AD) for neural networks involving the nonsmooth MaxPool operation. We investigate the behavior of AD across different precision levels (16, 32, 64 bits) and convolutional architectures (LeNet, VGG, and ResNet) on various datasets (MNIST, CIFAR10, SVHN, and ImageNet). Although AD can be incorrect, recent research has shown that it coincides with the derivative almost everywhere, even in the presence of nonsmooth operations (such as MaxPool and ReLU). On the other hand, in practice, AD operates with floating-point numbers (not real numbers), and there is, therefore, a need to explore subsets on which AD can be numerically incorrect. These subsets include a bifurcation zone (where AD is incorrect over reals) and a compensation zone (where AD is incorrect over floating-point numbers but correct over reals). Using SGD for the training process, we study the impact of different choices of the nonsmooth Jacobian for the MaxPool function on the precision of 16 and 32 bits. These findings suggest that nonsmooth MaxPool Jacobians with lower norms help maintain stable and efficient test accuracy, whereas those with higher norms can result in instability and decreased performance. We also observe that the influence of MaxPool's nonsmooth Jacobians on learning can be reduced by using batch normalization, Adam-like optimizers, or increasing the precision level.
Metadata, often termed "data about data," is crucial for organizing, understanding, and managing vast omics datasets. It aids in efficient data discovery, integration, and interpretation, enabling users to access, comprehend, and utilize data effectively. Its significance spans the domains of scientific research, facilitating data reproducibility, reusability, and secondary analysis. However, numerous perceptual and technical barriers hinder the sharing of metadata among researchers. These barriers compromise the reliability of research results and hinder integrative meta-analyses of omics studies . This study highlights the key barriers to metadata sharing, including the lack of uniform standards, privacy and legal concerns, limitations in study design, limited incentives, inadequate infrastructure, and the dearth of well-trained personnel for metadata management and reuse. Proposed solutions include emphasizing the promotion of standardization, educational efforts, the role of journals and funding agencies, incentives and rewards, and the improvement of infrastructure. More accurate, reliable, and impactful research outcomes are achievable if the scientific community addresses these barriers, facilitating more accurate, reliable, and impactful research outcomes.
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