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In this series of studies, we establish homogenized lattice Boltzmann methods (HLBM) for simulating fluid flow through porous media. Our contributions in part I are twofold. First, we assemble the targeted partial differential equation system by formally unifying the governing equations for nonstationary fluid flow in porous media. A matrix of regularly arranged, equally sized obstacles is placed into the domain to model fluid flow through porous structures governed by the incompressible nonstationary Navier--Stokes equations (NSE). Depending on the ratio of geometric parameters in the matrix arrangement, several homogenized equations are obtained. We review existing methods for homogenizing the nonstationary NSE for specific porosities and discuss the applicability of the resulting model equations. Consequently, the homogenized NSE are expressed as targeted partial differential equations that jointly incorporate the derived aspects. Second, we propose a kinetic model, the homogenized Bhatnagar--Gross--Krook Boltzmann equation, which approximates the homogenized nonstationary NSE. We formally prove that the zeroth and first order moments of the kinetic model provide solutions to the mass and momentum balance variables of the macrocopic model up to specific orders in the scaling parameter. Based on the present contributions, in the sequel (part II), the homogenized NSE are consistently approximated by deriving a limit consistent HLBM discretization of the homogenized Bhatnagar--Gross--Krook Boltzmann equation.

In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. First of all, we analyze the symplectic conditions of two kinds of exponential integrators, and present a first-order symplectic method. In order to solve highly oscillatory problems, the highly accurate implicit ERK integrators (up to order four) are formulated by comparing the Taylor expansions of numerical and exact solutions, it is shown that the order conditions of two new kinds of exponential methods are identical to the order conditions of classical Runge-Kutta (RK) methods. Moreover, we investigate the linear stability properties of these exponential methods. Finally, numerical results not only present the long time energy preservation of the first-order symplectic method, but also illustrate the accuracy and efficiency of these formulated methods in comparison with standard ERK methods.

We present HoVer-UNet, an approach to distill the knowledge of the multi-branch HoVerNet framework for nuclei instance segmentation and classification in histopathology. We propose a compact, streamlined single UNet network with a Mix Vision Transformer backbone, and equip it with a custom loss function to optimally encode the distilled knowledge of HoVerNet, reducing computational requirements without compromising performances. We show that our model achieved results comparable to HoVerNet on the public PanNuke and Consep datasets with a three-fold reduction in inference time. We make the code of our model publicly available at //github.com/DIAGNijmegen/HoVer-UNet.

Many asymptotically minimax procedures for function estimation often rely on somewhat arbitrary and restrictive assumptions such as isotropy or spatial homogeneity. This work enhances the theoretical understanding of Bayesian additive regression trees under substantially relaxed smoothness assumptions. We provide a comprehensive study of asymptotic optimality and posterior contraction of Bayesian forests when the regression function has anisotropic smoothness that possibly varies over the function domain. The regression function can also be possibly discontinuous. We introduce a new class of sparse {\em piecewise heterogeneous anisotropic} H\"{o}lder functions and derive their minimax lower bound of estimation in high-dimensional scenarios under the $L_2$-loss. We then find that the Bayesian tree priors, coupled with a Dirichlet subset selection prior for sparse estimation in high-dimensional scenarios, adapt to unknown heterogeneous smoothness, discontinuity, and sparsity. These results show that Bayesian forests are uniquely suited for more general estimation problems that would render other default machine learning tools, such as Gaussian processes, suboptimal. Our numerical study shows that Bayesian forests often outperform other competitors such as random forests and deep neural networks, which are believed to work well for discontinuous or complicated smooth functions. Beyond nonparametric regression, we also examined posterior contraction of Bayesian forests for density estimation and binary classification using the technique developed in this study.

In many applications, it is desired to obtain extreme eigenvalues and eigenvectors of large Hermitian matrices by efficient and compact algorithms. In particular, orthogonalization-free methods are preferred for large-scale problems for finding eigenspaces of extreme eigenvalues without explicitly computing orthogonal vectors in each iteration. For the top $p$ eigenvalues, the simplest orthogonalization-free method is to find the best rank-$p$ approximation to a positive semi-definite Hermitian matrix by algorithms solving the unconstrained Burer-Monteiro formulation. We show that the nonlinear conjugate gradient method for the unconstrained Burer-Monteiro formulation is equivalent to a Riemannian conjugate gradient method on a quotient manifold with the Bures-Wasserstein metric, thus its global convergence to a stationary point can be proven. Numerical tests suggest that it is efficient for computing the largest $k$ eigenvalues for large-scale matrices if the largest $k$ eigenvalues are nearly distributed uniformly.

Minimal codes are linear codes where all non-zero codewords are minimal, i.e., whose support is not properly contained in the support of another codeword. The minimum possible length of such a $k$-dimensional linear code over $\mathbb{F}_q$ is denoted by $m(k,q)$. Here we determine $m(7,2)$, $m(8,2)$, and $m(9,2)$, as well as full classifications of all codes attaining $m(k,2)$ for $k\le 7$ and those attaining $m(9,2)$. For $m(11,2)$ and $m(12,2)$ we give improved upper bounds. It turns out that in many cases attaining extremal codes have the property that the weights of all codewords are divisible by some constant $\Delta>1$. So, here we study the minimum lengths of minimal codes where we additionally assume that the weights of the codewords are divisible by $\Delta$.

We consider the application of the generalized Convolution Quadrature (gCQ) to approximate the solution of an important class of sectorial problems. The gCQ is a generalization of Lubich's Convolution Quadrature (CQ) that allows for variable steps. The available stability and convergence theory for the gCQ requires non realistic regularity assumptions on the data, which do not hold in many applications of interest, such as the approximation of subdiffusion equations. It is well known that for non smooth enough data the original CQ, with uniform steps, presents an order reduction close to the singularity. We generalize the analysis of the gCQ to data satisfying realistic regularity assumptions and provide sufficient conditions for stability and convergence on arbitrary sequences of time points. We consider the particular case of graded meshes and show how to choose them optimally, according to the behaviour of the data. An important advantage of the gCQ method is that it allows for a fast and memory reduced implementation. We describe how the fast and oblivious gCQ can be implemented and illustrate our theoretical results with several numerical experiments.

We introduce the new setting of open-vocabulary object 6D pose estimation, in which a textual prompt is used to specify the object of interest. In contrast to existing approaches, in our setting (i) the object of interest is specified solely through the textual prompt, (ii) no object model (e.g. CAD or video sequence) is required at inference, (iii) the object is imaged from two different viewpoints of two different scenes, and (iv) the object was not observed during the training phase. To operate in this setting, we introduce a novel approach that leverages a Vision-Language Model to segment the object of interest from two distinct scenes and to estimate its relative 6D pose. The key of our approach is a carefully devised strategy to fuse object-level information provided by the prompt with local image features, resulting in a feature space that can generalize to novel concepts. We validate our approach on a new benchmark based on two popular datasets, REAL275 and Toyota-Light, which collectively encompass 39 object instances appearing in four thousand image pairs. The results demonstrate that our approach outperforms both a well-established hand-crafted method and a recent deep learning-based baseline in estimating the relative 6D pose of objects in different scenes. Project website: //jcorsetti.github.io/oryon-website/.

Low Reynolds number fluid flows are governed by the Stokes equations. In two dimensions, Stokes flows can be described by two analytic functions, known as Goursat functions. Brubeck and Trefethen (2022) recently introduced a lightning Stokes solver that uses rational functions to approximate the Goursat functions in polygonal domains. In this paper, we present the "LARS" algorithm (Lightning-AAA Rational Stokes) for computing 2D Stokes flows in domains with smooth boundaries and multiply-connected domains using lightning and AAA rational approximation (Nakatsukasa et al., 2018). After validating our solver against known analytical solutions, we solve a variety of 2D Stokes flow problems with physical and engineering applications. Using these examples, we show rational approximation can now be used to compute 2D Stokes flows in general domains. The computations take less than a second and give solutions with at least 6-digit accuracy.

High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected repeatedly on several individuals. In this work, variable selection is approached from a Bayesian perspective and a selection procedure is proposed, combining the use of a spike-and-slab prior and the Stochastic Approximation version of the Expectation Maximisation (SAEM) algorithm. Similarly to Lasso regression, the set of relevant covariates is selected by exploring a grid of values for the penalisation parameter. The SAEM approach is much faster than a classical MCMC (Markov chain Monte Carlo) algorithm and our method shows very good selection performances on simulated data. Its flexibility is demonstrated by implementing it for a variety of nonlinear mixed effects models. The usefulness of the proposed method is illustrated on a problem of genetic markers identification, relevant for genomic-assisted selection in plant breeding.