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We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline bases to represent these functions and develop a Markov chain Monte Carlo algorithm to infer, a posteriori, the coefficients of these functions in the spline basis. A key innovation is that we use spline bases to model transformed versions of the drift and volatility functions rather than the functions themselves. The output of the algorithm is a posterior sample of plausible drift and volatility functions that are not constrained to any particular parametric family. The flexibility of this approach provides practitioners a powerful investigative tool, allowing them to posit a variety of parametric models to better capture the underlying dynamics of their processes of interest. We illustrate the versatility of our method by applying it to challenging datasets from finance, paleoclimatology, and astrophysics. In view of the parametric diffusion models widely employed in the literature for those examples, some of our results are surprising since they call into question some aspects of these models.

In this paper, we propose to regularize ill-posed inverse problems using a deep hierarchical variational autoencoder (HVAE) as an image prior. The proposed method synthesizes the advantages of i) denoiser-based Plug \& Play approaches and ii) generative model based approaches to inverse problems. First, we exploit VAE properties to design an efficient algorithm that benefits from convergence guarantees of Plug-and-Play (PnP) methods. Second, our approach is not restricted to specialized datasets and the proposed PnP-HVAE model is able to solve image restoration problems on natural images of any size. Our experiments show that the proposed PnP-HVAE method is competitive with both SOTA denoiser-based PnP approaches, and other SOTA restoration methods based on generative models.

Auxiliary data sources have become increasingly important in epidemiological surveillance, as they are often available at a finer spatial and temporal resolution, larger coverage, and lower latency than traditional surveillance signals. We describe the problem of spatial and temporal heterogeneity in these signals derived from these data sources, where spatial and/or temporal biases are present. We present a method to use a ``guiding'' signal to correct for these biases and produce a more reliable signal that can be used for modeling and forecasting. The method assumes that the heterogeneity can be approximated by a low-rank matrix and that the temporal heterogeneity is smooth over time. We also present a hyperparameter selection algorithm to choose the parameters representing the matrix rank and degree of temporal smoothness of the corrections. In the absence of ground truth, we use maps and plots to argue that this method does indeed reduce heterogeneity. Reducing heterogeneity from auxiliary data sources greatly increases their utility in modeling and forecasting epidemics.

In this work, we propose an absolute value block $\alpha$-circulant preconditioner for the minimal residual (MINRES) method to solve an all-at-once system arising from the discretization of wave equations. Since the original block $\alpha$-circulant preconditioner shown successful by many recently is non-Hermitian in general, it cannot be directly used as a preconditioner for MINRES. Motivated by the absolute value block circulant preconditioner proposed in [E. McDonald, J. Pestana, and A. Wathen. SIAM J. Sci. Comput., 40(2):A1012-A1033, 2018], we propose an absolute value version of the block $\alpha$-circulant preconditioner. Our proposed preconditioner is the first Hermitian positive definite variant of the block $\alpha$-circulant preconditioner, which fills the gap between block $\alpha$-circulant preconditioning and the field of preconditioned MINRES solver. The matrix-vector multiplication of the preconditioner can be fast implemented via fast Fourier transforms. Theoretically, we show that for properly chosen $\alpha$ the MINRES solver with the proposed preconditioner has a linear convergence rate independent of the matrix size. To the best of our knowledge, this is the first attempt to generalize the original absolute value block circulant preconditioner in the aspects of both theory and performance. Numerical experiments are given to support the effectiveness of our preconditioner, showing that the expected optimal convergence can be achieved.

Langevin dynamics are widely used in sampling high-dimensional, non-Gaussian distributions whose densities are known up to a normalizing constant. In particular, there is strong interest in unadjusted Langevin algorithms (ULA), which directly discretize Langevin dynamics to estimate expectations over the target distribution. We study the use of transport maps that approximately normalize a target distribution as a way to precondition and accelerate the convergence of Langevin dynamics. We show that in continuous time, when a transport map is applied to Langevin dynamics, the result is a Riemannian manifold Langevin dynamics (RMLD) with metric defined by the transport map. We also show that applying a transport map to an irreversibly-perturbed ULA results in a geometry-informed irreversible perturbation (GiIrr) of the original dynamics. These connections suggest more systematic ways of learning metrics and perturbations, and also yield alternative discretizations of the RMLD described by the map, which we study. Under appropriate conditions, these discretized processes can be endowed with non-asymptotic bounds describing convergence to the target distribution in 2-Wasserstein distance. Illustrative numerical results complement our theoretical claims.

The growth of dendritic grains during solidification is often modelled using the Grain Envelope Model (GEM), in which the envelope of the dendrite is an interface tracked by the Phase Field Interface Capturing (PFIC) method. In the PFIC method, an phase-field equation is solved on a fixed mesh to track the position of the envelope. While being versatile and robust, PFIC introduces certain numerical artefacts. In this work, we present an alternative approach for the solution of the GEM that employs a Meshless (sharp) Interface Tracking (MIT) formulation, which uses direct, artefact-free interface tracking. In the MIT, the envelope (interface) is defined as a moving domain boundary and the interface-tracking nodes are boundary nodes for the diffusion problem solved in the domain. To increase the accuracy of the method for the diffusion-controlled moving-boundary problem, an \h-adaptive spatial discretization is used, thus, the node spacing is refined in the vicinity of the envelope. MIT combines a parametric surface reconstruction, a mesh-free discretization of the parametric surfaces and the space enclosed by them, and a high-order approximation of the partial differential operators and of the solute concentration field using radial basis functions augmented with monomials. The proposed method is demonstrated on a two-dimensional \h-adaptive solution of the diffusive growth of dendrite and evaluated by comparing the results to the PFIC approach. It is shown that MIT can reproduce the results calculated with PFIC, that it is convergent and that it can capture more details in the envelope shape than PFIC with a similar spatial discretization.

We evaluate Julia as a single language and ecosystem paradigm powered by LLVM to develop workflow components for high-performance computing. We run a Gray-Scott, 2-variable diffusion-reaction application using a memory-bound, 7-point stencil kernel on Frontier, the US Department of Energy's first exascale supercomputer. We evaluate the performance, scaling, and trade-offs of (i) the computational kernel on AMD's MI250x GPUs, (ii) weak scaling up to 4,096 MPI processes/GPUs or 512 nodes, (iii) parallel I/O writes using the ADIOS2 library bindings, and (iv) Jupyter Notebooks for interactive analysis. Results suggest that although Julia generates a reasonable LLVM-IR, a nearly 50% performance difference exists vs. native AMD HIP stencil codes when running on the GPUs. As expected, we observed near-zero overhead when using MPI and parallel I/O bindings for system-wide installed implementations. Consequently, Julia emerges as a compelling high-performance and high-productivity workflow composition language, as measured on the fastest supercomputer in the world.

We investigate the product structure of hereditary graph classes admitting strongly sublinear separators. We characterise such classes as subgraphs of the strong product of a star and a complete graph of strongly sublinear size. In a more precise result, we show that if any hereditary graph class $\mathcal{G}$ admits $O(n^{1-\epsilon})$ separators, then for any fixed $\delta\in(0,\epsilon)$ every $n$-vertex graph in $\mathcal{G}$ is a subgraph of the strong product of a graph $H$ with bounded tree-depth and a complete graph of size $O(n^{1-\epsilon+\delta})$. This result holds with $\delta=0$ if we allow $H$ to have tree-depth $O(\log\log n)$. Moreover, using extensions of classical isoperimetric inequalties for grids graphs, we show the dependence on $\delta$ in our results and the above $\text{td}(H)\in O(\log\log n)$ bound are both best possible. We prove that $n$-vertex graphs of bounded treewidth are subgraphs of the product of a graph with tree-depth $t$ and a complete graph of size $O(n^{1/t})$, which is best possible. Finally, we investigate the conjecture that for any hereditary graph class $\mathcal{G}$ that admits $O(n^{1-\epsilon})$ separators, every $n$-vertex graph in $\mathcal{G}$ is a subgraph of the strong product of a graph $H$ with bounded tree-width and a complete graph of size $O(n^{1-\epsilon})$. We prove this for various classes $\mathcal{G}$ of interest.

In the present paper, we study a multipoint boundary value problem for a system of Fredholm integro-differenial equations by the method of parameterization. The case of a degenerate kernel is studied separately, for which we obtain well-posedness conditions and propose some algorithms to find approximate and numerical solutions to the problem. Then we establish necessary and sufficient conditions for the well-posedness of the multipoint problem for the system of Fredholm integro-differential equations and develop some algorithms for finding its approximate solutions. These algorithms are based on the solutions of an approximating problem for the system of integro-differential equations with degenerate kernel.

This study focuses on how different modalities of human communication can be used to distinguish between healthy controls and subjects with schizophrenia who exhibit strong positive symptoms. We developed a multi-modal schizophrenia classification system using audio, video, and text. Facial action units and vocal tract variables were extracted as low-level features from video and audio respectively, which were then used to compute high-level coordination features that served as the inputs to the audio and video modalities. Context-independent text embeddings extracted from transcriptions of speech were used as the input for the text modality. The multi-modal system is developed by fusing a segment-to-session-level classifier for video and audio modalities with a text model based on a Hierarchical Attention Network (HAN) with cross-modal attention. The proposed multi-modal system outperforms the previous state-of-the-art multi-modal system by 8.53% in the weighted average F1 score.