Score-based generative models (SGMs) aim at estimating a target data distribution by learning score functions using only noise-perturbed samples from the target.Recent literature has focused extensively on assessing the error between the target and estimated distributions, gauging the generative quality through the Kullback-Leibler (KL) divergence and Wasserstein distances. Under mild assumptions on the data distribution, we establish an upper bound for the KL divergence between the target and the estimated distributions, explicitly depending on any time-dependent noise schedule. Under additional regularity assumptions, taking advantage of favorable underlying contraction mechanisms, we provide a tighter error bound in Wasserstein distance compared to state-of-the-art results. In addition to being tractable, this upper bound jointly incorporates properties of the target distribution and SGM hyperparameters that need to be tuned during training.
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Many environmental processes such as rainfall, wind or snowfall are inherently spatial and the modelling of extremes has to take into account that feature. In addition, environmental processes are often attached with an angle, e.g., wind speed and direction or extreme snowfall and time of occurrence in year. This article proposes a Bayesian hierarchical model with a conditional independence assumption that aims at modelling simultaneously spatial extremes and an angular component. The proposed model relies on the extreme value theory as well as recent developments for handling directional statistics over a continuous domain. Working within a Bayesian setting, a Gibbs sampler is introduced whose performances are analysed through a simulation study. The paper ends with an application on extreme wind speed in France. Results show that extreme wind events in France are mainly coming from West apart from the Mediterranean part of France and the Alps.
Spatial models for areal data are often constructed such that all pairs of adjacent regions are assumed to have near-identical spatial autocorrelation. In practice, data can exhibit dependence structures more complicated than can be represented under this assumption. In this article we develop a new model for spatially correlated data observed on graphs, which can flexibly represented many types of spatial dependence patterns while retaining aspects of the original graph geometry. Our method implies an embedding of the graph into Euclidean space wherein covariance can be modeled using traditional covariance functions, such as those from the Mat\'{e}rn family. We parameterize our model using a class of graph metrics compatible with such covariance functions, and which characterize distance in terms of network flow, a property useful for understanding proximity in many ecological settings. By estimating the parameters underlying these metrics, we recover the "intrinsic distances" between graph nodes, which assist in the interpretation of the estimated covariance and allow us to better understand the relationship between the observed process and spatial domain. We compare our model to existing methods for spatially dependent graph data, primarily conditional autoregressive models and their variants, and illustrate advantages of our method over traditional approaches. We fit our model to bird abundance data for several species in North Carolina, and show how it provides insight into the interactions between species-specific spatial distributions and geography.
The use of operator-splitting methods to solve differential equations is widespread, but the methods are generally only defined for a given number of operators, most commonly two. Most operator-splitting methods are not generalizable to problems with $N$ operators for arbitrary $N$. In fact, there are only two known methods that can be applied to general $N$-split problems: the first-order Lie--Trotter (or Godunov) method and the second-order Strang (or Strang--Marchuk) method. In this paper, we derive two second-order operator-splitting methods that also generalize to $N$-split problems. These methods are complex valued but have positive real parts, giving them favorable stability properties, and require few sub-integrations per stage, making them computationally inexpensive. They can also be used as base methods from which to construct higher-order $N$-split operator-splitting methods with positive real parts. We verify the orders of accuracy of these new $N$-split methods and demonstrate their favorable efficiency properties against well-known real-valued operator-splitting methods on both real-valued and complex-valued differential equations.
Generalized linear models (GLMs) arguably represent the standard approach for statistical regression beyond the Gaussian likelihood scenario. When Bayesian formulations are employed, the general absence of a tractable posterior distribution has motivated the development of deterministic approximations, which are generally more scalable than sampling techniques. Among them, expectation propagation (EP) showed extreme accuracy, usually higher than many variational Bayes solutions. However, the higher computational cost of EP posed concerns about its practical feasibility, especially in high-dimensional settings. We address these concerns by deriving a novel efficient formulation of EP for GLMs, whose cost scales linearly in the number of covariates p. This reduces the state-of-the-art O(p^2 n) per-iteration computational cost of the EP routine for GLMs to O(p n min{p,n}), with n being the sample size. We also show that, for binary models and log-linear GLMs approximate predictive means can be obtained at no additional cost. To preserve efficient moment matching for count data, we propose employing a combination of log-normal Laplace transform approximations, avoiding numerical integration. These novel results open the possibility of employing EP in settings that were believed to be practically impossible. Improvements over state-of-the-art approaches are illustrated both for simulated and real data. The efficient EP implementation is available at //github.com/niccoloanceschi/EPglm.
Compared to widely used likelihood-based approaches, the minimum contrast (MC) method offers a computationally efficient method for estimation and inference of spatial point processes. These relative gains in computing time become more pronounced when analyzing complicated multivariate point process models. Despite this, there has been little exploration of the MC method for multivariate spatial point processes. Therefore, this article introduces a new MC method for parametric multivariate spatial point processes. A contrast function is computed based on the trace of the power of the difference between the conjectured $K$-function matrix and its nonparametric unbiased edge-corrected estimator. Under standard assumptions, we derive the asymptotic normality of our MC estimator. The performance of the proposed method is demonstrated through simulation studies of bivariate log-Gaussian Cox processes and five-variate product-shot-noise Cox processes.
This paper introduces a new numerical scheme for a system that includes evolution equations describing a perfect plasticity model with a time-dependent yield surface. We demonstrate that the solution to the proposed scheme is stable under suitable norms. Moreover, the stability leads to the existence of an exact solution, and we also prove that the solution to the proposed scheme converges strongly to the exact solution under suitable norms.
Machine learning (ML) methods, which fit to data the parameters of a given parameterized model class, have garnered significant interest as potential methods for learning surrogate models for complex engineering systems for which traditional simulation is expensive. However, in many scientific and engineering settings, generating high-fidelity data on which to train ML models is expensive, and the available budget for generating training data is limited, so that high-fidelity training data are scarce. ML models trained on scarce data have high variance, resulting in poor expected generalization performance. We propose a new multifidelity training approach for scientific machine learning via linear regression that exploits the scientific context where data of varying fidelities and costs are available: for example, high-fidelity data may be generated by an expensive fully resolved physics simulation whereas lower-fidelity data may arise from a cheaper model based on simplifying assumptions. We use the multifidelity data within an approximate control variate framework to define new multifidelity Monte Carlo estimators for linear regression models. We provide bias and variance analysis of our new estimators that guarantee the approach's accuracy and improved robustness to scarce high-fidelity data. Numerical results demonstrate that our multifidelity training approach achieves similar accuracy to the standard high-fidelity only approach with orders-of-magnitude reduced high-fidelity data requirements.
We deal with a model selection problem for structural equation modeling (SEM) with latent variables for diffusion processes. Based on the asymptotic expansion of the marginal quasi-log likelihood, we propose two types of quasi-Bayesian information criteria of the SEM. It is shown that the information criteria have model selection consistency. Furthermore, we examine the finite-sample performance of the proposed information criteria by numerical experiments.
We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To validate the partial shape constraints, we propose testing a composite hypothesis of linear functional constraints on regression coefficients. Our approach employs kernel- and spline-based methods within a unified inferential framework, evaluating the statistical significance of the hypothesis by measuring an $L^2$-distance between constrained and unconstrained model fits. In the theoretical study of large-sample analysis under mild conditions, we show that both methods achieve the standard rate of convergence observed in the nonparametric estimation literature. Through numerical experiments of finite-sample analysis, we demonstrate that the type I error rate keeps the significance level as specified across various scenarios and that the power increases with sample size, confirming the consistency of the test procedure under both estimation methods. Our theoretical and numerical results provide researchers the flexibility to choose a method based on computational preference. The practicality of partial shape-constrained inference is illustrated by two data applications: one involving clinical trials of NeuroBloc in type A-resistant cervical dystonia and the other with the National Institute of Mental Health Schizophrenia Study.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.
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