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We consider an optimal control problem constrained by a parabolic partial differential equation (PDE) with Robin boundary conditions. We use a well-posed space-time variational formulation in Lebesgue--Bochner spaces with minimal regularity. The abstract formulation of the optimal control problem yields the Lagrange function and Karush--Kuhn--Tucker (KKT) conditions in a natural manner. This results in space-time variational formulations of the adjoint and gradient equation in Lebesgue--Bochner spaces with minimal regularity. Necessary and sufficient optimality conditions are formulated and the optimality system is shown to be well-posed. Next, we introduce a conforming uniformly stable simultaneous space-time (tensorproduct) discretization of the optimality system in these Lebesgue--Boch\-ner spaces. Using finite elements of appropriate orders in space and time for trial and test spaces, this setting is known to be equivalent to a Crank--Nicolson time-stepping scheme for parabolic problems. Differences to existing methods are detailed. We show numerical comparisons with time-stepping methods. The space-time method shows good stability properties and requires fewer degrees of freedom in time to reach the same accuracy.

End-to-end generative methods are considered a more promising solution for image restoration in physics-based vision compared with the traditional deconstructive methods based on handcrafted composition models. However, existing generative methods still have plenty of room for improvement in quantitative performance. More crucially, these methods are considered black boxes due to weak interpretability and there is rarely a theory trying to explain their mechanism and learning process. In this study, we try to re-interpret these generative methods for image restoration tasks using information theory. Different from conventional understanding, we analyzed the information flow of these methods and identified three sources of information (extracted high-level information, retained low-level information, and external information that is absent from the source inputs) are involved and optimized respectively in generating the restoration results. We further derived their learning behaviors, optimization objectives, and the corresponding information boundaries by extending the information bottleneck principle. Based on this theoretic framework, we found that many existing generative methods tend to be direct applications of the general models designed for conventional generation tasks, which may suffer from problems including over-invested abstraction processes, inherent details loss, and vanishing gradients or imbalance in training. We analyzed these issues with both intuitive and theoretical explanations and proved them with empirical evidence respectively. Ultimately, we proposed general solutions or ideas to address the above issue and validated these approaches with performance boosts on six datasets of three different image restoration tasks.

In this paper we propose the adaptive lasso for predictive quantile regression (ALQR). Reflecting empirical findings, we allow predictors to have various degrees of persistence and exhibit different signal strengths. The number of predictors is allowed to grow with the sample size. We study regularity conditions under which stationary, local unit root, and cointegrated predictors are present simultaneously. We next show the convergence rates, model selection consistency, and asymptotic distributions of ALQR. We apply the proposed method to the out-of-sample quantile prediction problem of stock returns and find that it outperforms the existing alternatives. We also provide numerical evidence from additional Monte Carlo experiments, supporting the theoretical results.

Gaussian mixtures are commonly used for modeling heavy-tailed error distributions in robust linear regression. Combining the likelihood of a multivariate robust linear regression model with a standard improper prior distribution yields an analytically intractable posterior distribution that can be sampled using a data augmentation algorithm. When the response matrix has missing entries, there are unique challenges to the application and analysis of the convergence properties of the algorithm. Conditions for geometric ergodicity are provided when the incomplete data have a "monotone" structure. In the absence of a monotone structure, an intermediate imputation step is necessary for implementing the algorithm. In this case, we provide sufficient conditions for the algorithm to be Harris ergodic. Finally, we show that, when there is a monotone structure and intermediate imputation is unnecessary, intermediate imputation slows the convergence of the underlying Monte Carlo Markov chain, while post hoc imputation does not. An R package for the data augmentation algorithm is provided.

Estimating statistical properties is fundamental in statistics and computer science. In this paper, we propose a unified quantum algorithm framework for estimating properties of discrete probability distributions, with estimating R\'enyi entropies as specific examples. In particular, given a quantum oracle that prepares an $n$-dimensional quantum state $\sum_{i=1}^{n}\sqrt{p_{i}}|i\rangle$, for $\alpha>1$ and $0<\alpha<1$, our algorithm framework estimates $\alpha$-R\'enyi entropy $H_{\alpha}(p)$ to within additive error $\epsilon$ with probability at least $2/3$ using $\widetilde{\mathcal{O}}(n^{1-\frac{1}{2\alpha}}/\epsilon + \sqrt{n}/\epsilon^{1+\frac{1}{2\alpha}})$ and $\widetilde{\mathcal{O}}(n^{\frac{1}{2\alpha}}/\epsilon^{1+\frac{1}{2\alpha}})$ queries, respectively. This improves the best known dependence in $\epsilon$ as well as the joint dependence between $n$ and $1/\epsilon$. Technically, our quantum algorithms combine quantum singular value transformation, quantum annealing, and variable-time amplitude estimation. We believe that our algorithm framework is of general interest and has wide applications.

Derived from spiking neuron models via the diffusion approximation, the moment activation (MA) faithfully captures the nonlinear coupling of correlated neural variability. However, numerical evaluation of the MA faces significant challenges due to a number of ill-conditioned Dawson-like functions. By deriving asymptotic expansions of these functions, we develop an efficient numerical algorithm for evaluating the MA and its derivatives ensuring reliability, speed, and accuracy. We also provide exact analytical expressions for the MA in the weak fluctuation limit. Powered by this efficient algorithm, the MA may serve as an effective tool for investigating the dynamics of correlated neural variability in large-scale spiking neural circuits.

Many applications, such as system identification, classification of time series, direct and inverse problems in partial differential equations, and uncertainty quantification lead to the question of approximation of a non-linear operator between metric spaces $\mathfrak{X}$ and $\mathfrak{Y}$. We study the problem of determining the degree of approximation of such operators on a compact subset $K_\mathfrak{X}\subset \mathfrak{X}$ using a finite amount of information. If $\mathcal{F}: K_\mathfrak{X}\to K_\mathfrak{Y}$, a well established strategy to approximate $\mathcal{F}(F)$ for some $F\in K_\mathfrak{X}$ is to encode $F$ (respectively, $\mathcal{F}(F)$) in terms of a finite number $d$ (repectively $m$) of real numbers. Together with appropriate reconstruction algorithms (decoders), the problem reduces to the approximation of $m$ functions on a compact subset of a high dimensional Euclidean space $\mathbb{R}^d$, equivalently, the unit sphere $\mathbb{S}^d$ embedded in $\mathbb{R}^{d+1}$. The problem is challenging because $d$, $m$, as well as the complexity of the approximation on $\mathbb{S}^d$ are all large, and it is necessary to estimate the accuracy keeping track of the inter-dependence of all the approximations involved. In this paper, we establish constructive methods to do this efficiently; i.e., with the constants involved in the estimates on the approximation on $\mathbb{S}^d$ being $\mathcal{O}(d^{1/6})$. We study different smoothness classes for the operators, and also propose a method for approximation of $\mathcal{F}(F)$ using only information in a small neighborhood of $F$, resulting in an effective reduction in the number of parameters involved.

Variational Bayes methods are a scalable estimation approach for many complex state space models. However, existing methods exhibit a trade-off between accurate estimation and computational efficiency. This paper proposes a variational approximation that mitigates this trade-off. This approximation is based on importance densities that have been proposed in the context of efficient importance sampling. By directly conditioning on the observed data, the proposed method produces an accurate approximation to the exact posterior distribution. Because the steps required for its calibration are computationally efficient, the approach is faster than existing variational Bayes methods. The proposed method can be applied to any state space model that has a closed-form measurement density function and a state transition distribution that belongs to the exponential family of distributions. We illustrate the method in numerical experiments with stochastic volatility models and a macroeconomic empirical application using a high-dimensional state space model.

Two combined numerical methods for solving time-varying semilinear differential-algebraic equations (DAEs) are obtained. These equations are also called degenerate DEs, descriptor systems, operator-differential equations and DEs on manifolds. The convergence and correctness of the methods are proved. When constructing methods we use, in particular, time-varying spectral projectors which can be numerically found. This enables to numerically solve and analyze the considered DAE in the original form without additional analytical transformations. To improve the accuracy of the second method, recalculation (a ``predictor-corrector'' scheme) is used. Note that the developed methods are applicable to the DAEs with the continuous nonlinear part which may not be continuously differentiable in $t$, and that the restrictions of the type of the global Lipschitz condition, including the global condition of contractivity, are not used in the theorems on the global solvability of the DAEs and on the convergence of the numerical methods. This enables to use the developed methods for the numerical solution of more general classes of mathematical models. For example, the functions of currents and voltages in electric circuits may not be differentiable or may be approximated by nondifferentiable functions. Presented conditions for the global solvability of the DAEs ensure the existence of an unique exact global solution for the corresponding initial value problem, which enables to compute approximate solutions on any given time interval (provided that the conditions of theorems or remarks on the convergence of the methods are fulfilled). In the paper, the numerical analysis of the mathematical model for a certain electrical circuit, which demonstrates the application of the presented theorems and numerical methods, is carried out.

Causal discovery and causal reasoning are classically treated as separate and consecutive tasks: one first infers the causal graph, and then uses it to estimate causal effects of interventions. However, such a two-stage approach is uneconomical, especially in terms of actively collected interventional data, since the causal query of interest may not require a fully-specified causal model. From a Bayesian perspective, it is also unnatural, since a causal query (e.g., the causal graph or some causal effect) can be viewed as a latent quantity subject to posterior inference -- other unobserved quantities that are not of direct interest (e.g., the full causal model) ought to be marginalized out in this process and contribute to our epistemic uncertainty. In this work, we propose Active Bayesian Causal Inference (ABCI), a fully-Bayesian active learning framework for integrated causal discovery and reasoning, which jointly infers a posterior over causal models and queries of interest. In our approach to ABCI, we focus on the class of causally-sufficient, nonlinear additive noise models, which we model using Gaussian processes. We sequentially design experiments that are maximally informative about our target causal query, collect the corresponding interventional data, and update our beliefs to choose the next experiment. Through simulations, we demonstrate that our approach is more data-efficient than several baselines that only focus on learning the full causal graph. This allows us to accurately learn downstream causal queries from fewer samples while providing well-calibrated uncertainty estimates for the quantities of interest.