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A preconditioning strategy is proposed for the iterative solve of large numbers of linear systems with variable matrix and right-hand side which arise during the computation of solution statistics of stochastic elliptic partial differential equations with random variable coefficients sampled by Monte Carlo. Building on the assumption that a truncated Karhunen-Lo\`{e}ve expansion of a known transform of the random variable coefficient is known, we introduce a compact representation of the random coefficient in the form of a Voronoi quantizer. The number of Voronoi cells, each of which is represented by a centroidal variable coefficient, is set to the prescribed number $P$ of preconditioners. Upon sampling the random variable coefficient, the linear system assembled with a given realization of the coefficient is solved with the preconditioner whose centroidal variable coefficient is the closest to the realization. We consider different ways to define and obtain the centroidal variable coefficients, and we investigate the properties of the induced preconditioning strategies in terms of average number of solver iterations for sequential simulations, and of load balancing for parallel simulations. Another approach, which is based on deterministic grids on the system of stochastic coordinates of the truncated representation of the random variable coefficient, is proposed with a stochastic dimension which increases with the number $P$ of preconditioners. This approach allows to bypass the need for preliminary computations in order to determine the optimal stochastic dimension of the truncated approximation of the random variable coefficient for a given number of preconditioners.

We introduce isotonic conditional laws (ICL) which extend the classical notion of conditional laws by the additional requirement that there exists an isotonic relationship between the random variable of interest and the conditioning random object. We show existence and uniqueness of ICL building on conditional expectations given $\sigma$-lattices. ICL corresponds to a classical conditional law if and only if the latter is already isotonic. ICL is motivated from a statistical point of view by showing that ICL emerges equivalently as the minimizer of an expected score where the scoring rule may be taken from a large class comprising the continuous ranked probability score (CRPS). Furthermore, ICL is calibrated in the sense that it is invariant to certain conditioning operations, and the corresponding event probabilities and quantiles are simultaneously optimal with respect to all relevant scoring functions. We develop a new notion of general conditional functionals given $\sigma$-lattices which is of independent interest.

Maximum entropy (Maxent) models are a class of statistical models that use the maximum entropy principle to estimate probability distributions from data. Due to the size of modern data sets, Maxent models need efficient optimization algorithms to scale well for big data applications. State-of-the-art algorithms for Maxent models, however, were not originally designed to handle big data sets; these algorithms either rely on technical devices that may yield unreliable numerical results, scale poorly, or require smoothness assumptions that many practical Maxent models lack. In this paper, we present novel optimization algorithms that overcome the shortcomings of state-of-the-art algorithms for training large-scale, non-smooth Maxent models. Our proposed first-order algorithms leverage the Kullback-Leibler divergence to train large-scale and non-smooth Maxent models efficiently. For Maxent models with discrete probability distribution of $n$ elements built from samples, each containing $m$ features, the stepsize parameters estimation and iterations in our algorithms scale on the order of $O(mn)$ operations and can be trivially parallelized. Moreover, the strong $\ell_{1}$ convexity of the Kullback--Leibler divergence allows for larger stepsize parameters, thereby speeding up the convergence rate of our algorithms. To illustrate the efficiency of our novel algorithms, we consider the problem of estimating probabilities of fire occurrences as a function of ecological features in the Western US MTBS-Interagency wildfire data set. Our numerical results show that our algorithms outperform the state of the arts by one order of magnitude and yield results that agree with physical models of wildfire occurrence and previous statistical analyses of wildfire drivers.

To simplify the analysis of Boolean networks, a reduction in the number of components is often considered. A popular reduction method consists in eliminating components that are not autoregulated, using variable substitution. In this work, we show how this method can be extended, for asynchronous dynamics of Boolean networks, to the elimination of vertices that have a negative autoregulation, and study the effects on the dynamics and interaction structure. For elimination of non-autoregulated variables, the preservation of attractors is in general guaranteed only for fixed points. Here we give sufficient conditions for the preservation of complex attractors. The removal of so called mediator nodes (i.e. vertices with indegree and outdegree one) is often considered, and frequently does not affect the attractor landscape. We clarify that this is not always the case, and in some situations even subtle changes in the interaction structure can lead to a different asymptotic behaviour. Finally, we use properties of the more general elimination method introduced here to give an alternative proof for a bound on the number of attractors of asynchronous Boolean networks in terms of the cardinality of positive feedback vertex sets of the interaction graph.

In decision-making, maxitive functions are used for worst-case and best-case evaluations. Maxitivity gives rise to a rich structure that is well-studied in the context of the pointwise order. In this article, we investigate maxitivity with respect to general preorders and provide a representation theorem for such functionals. The results are illustrated for different stochastic orders in the literature, including the usual stochastic order, the increasing convex/concave order, and the dispersive order.

Generative models for multimodal data permit the identification of latent factors that may be associated with important determinants of observed data heterogeneity. Common or shared factors could be important for explaining variation across modalities whereas other factors may be private and important only for the explanation of a single modality. Multimodal Variational Autoencoders, such as MVAE and MMVAE, are a natural choice for inferring those underlying latent factors and separating shared variation from private. In this work, we investigate their capability to reliably perform this disentanglement. In particular, we highlight a challenging problem setting where modality-specific variation dominates the shared signal. Taking a cross-modal prediction perspective, we demonstrate limitations of existing models, and propose a modification how to make them more robust to modality-specific variation. Our findings are supported by experiments on synthetic as well as various real-world multi-omics data sets.

This article is concerned with the multilevel Monte Carlo (MLMC) methods for approximating expectations of some functions of the solution to the Heston 3/2-model from mathematical finance, which takes values in $(0, \infty)$ and possesses superlinearly growing drift and diffusion coefficients. To discretize the SDE model, a new Milstein-type scheme is proposed to produce independent sample paths. The proposed scheme can be explicitly solved and is positivity-preserving unconditionally, i.e., for any time step-size $h>0$. This positivity-preserving property for large discretization time steps is particularly desirable in the MLMC setting. Furthermore, a mean-square convergence rate of order one is proved in the non-globally Lipschitz regime, which is not trivial, as the diffusion coefficient grows super-linearly. The obtained order-one convergence in turn promises the desired relevant variance of the multilevel estimator and justifies the optimal complexity $\mathcal{O}(\epsilon^{-2})$ for the MLMC approach, where $\epsilon > 0$ is the required target accuracy. Numerical experiments are finally reported to confirm the theoretical findings.

We compute the minimum distance of the parameterized code of order $1$ over an even cycle.

To date, most methods for simulating conditioned diffusions are limited to the Euclidean setting. The conditioned process can be constructed using a change of measure known as Doob's $h$-transform. The specific type of conditioning depends on a function $h$ which is typically unknown in closed form. To resolve this, we extend the notion of guided processes to a manifold $M$, where one replaces $h$ by a function based on the heat kernel on $M$. We consider the case of a Brownian motion with drift, constructed using the frame bundle of $M$, conditioned to hit a point $x_T$ at time $T$. We prove equivalence of the laws of the conditioned process and the guided process with a tractable Radon-Nikodym derivative. Subsequently, we show how one can obtain guided processes on any manifold $N$ that is diffeomorphic to $M$ without assuming knowledge of the heat kernel on $N$. We illustrate our results with numerical simulations and an example of parameter estimation where a diffusion process on the torus is observed discretely in time.

Multi-contrast (MC) Magnetic Resonance Imaging (MRI) reconstruction aims to incorporate a reference image of auxiliary modality to guide the reconstruction process of the target modality. Known MC reconstruction methods perform well with a fully sampled reference image, but usually exhibit inferior performance, compared to single-contrast (SC) methods, when the reference image is missing or of low quality. To address this issue, we propose DuDoUniNeXt, a unified dual-domain MRI reconstruction network that can accommodate to scenarios involving absent, low-quality, and high-quality reference images. DuDoUniNeXt adopts a hybrid backbone that combines CNN and ViT, enabling specific adjustment of image domain and k-space reconstruction. Specifically, an adaptive coarse-to-fine feature fusion module (AdaC2F) is devised to dynamically process the information from reference images of varying qualities. Besides, a partially shared shallow feature extractor (PaSS) is proposed, which uses shared and distinct parameters to handle consistent and discrepancy information among contrasts. Experimental results demonstrate that the proposed model surpasses state-of-the-art SC and MC models significantly. Ablation studies show the effectiveness of the proposed hybrid backbone, AdaC2F, PaSS, and the dual-domain unified learning scheme.