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Recent works in medical image registration have proposed the use of Implicit Neural Representations, demonstrating performance that rivals state-of-the-art learning-based methods. However, these implicit representations need to be optimized for each new image pair, which is a stochastic process that may fail to converge to a global minimum. To improve robustness, we propose a deformable registration method using pairs of cycle-consistent Implicit Neural Representations: each implicit representation is linked to a second implicit representation that estimates the opposite transformation, causing each network to act as a regularizer for its paired opposite. During inference, we generate multiple deformation estimates by numerically inverting the paired backward transformation and evaluating the consensus of the optimized pair. This consensus improves registration accuracy over using a single representation and results in a robust uncertainty metric that can be used for automatic quality control. We evaluate our method with a 4D lung CT dataset. The proposed cycle-consistent optimization method reduces the optimization failure rate from 2.4% to 0.0% compared to the current state-of-the-art. The proposed inference method improves landmark accuracy by 4.5% and the proposed uncertainty metric detects all instances where the registration method fails to converge to a correct solution. We verify the generalizability of these results to other data using a centerline propagation task in abdominal 4D MRI, where our method achieves a 46% improvement in propagation consistency compared with single-INR registration and demonstrates a strong correlation between the proposed uncertainty metric and registration accuracy.

Recent work has proposed Wasserstein k-means (Wk-means) clustering as a powerful method to identify regimes in time series data, and one-dimensional asset returns in particular. In this paper, we begin by studying in detail the behaviour of the Wasserstein k-means clustering algorithm applied to synthetic one-dimensional time series data. We study the dynamics of the algorithm and investigate how varying different hyperparameters impacts the performance of the clustering algorithm for different random initialisations. We compute simple metrics that we find are useful in identifying high-quality clusterings. Then, we extend the technique of Wasserstein k-means clustering to multidimensional time series data by approximating the multidimensional Wasserstein distance as a sliced Wasserstein distance, resulting in a method we call `sliced Wasserstein k-means (sWk-means) clustering'. We apply the sWk-means clustering method to the problem of automated regime detection in multidimensional time series data, using synthetic data to demonstrate the validity of the approach. Finally, we show that the sWk-means method is effective in identifying distinct market regimes in real multidimensional financial time series, using publicly available foreign exchange spot rate data as a case study. We conclude with remarks about some limitations of our approach and potential complementary or alternative approaches.

We give a fully polynomial-time randomized approximation scheme (FPRAS) for two terminal reliability in directed acyclic graphs.

We present a comparison study between a cluster and factor graph representation of LDPC codes. In probabilistic graphical models, cluster graphs retain useful dependence between random variables during inference, which are advantageous in terms of computational cost, convergence speed, and accuracy of marginal probabilities. This study investigates these benefits in the context of LDPC codes and shows that a cluster graph representation outperforms the traditional factor graph representation.

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to learn the transfer operator of the system, that in turn can be used for numerous tasks, such as forecasting and interpreting the system dynamics. We show that the search for a good representation can be cast as an optimization problem over neural networks. Our approach is supported by recent results in statistical learning theory, highlighting the role of approximation error and metric distortion in the context of transfer operator regression. The objective function we propose is associated with projection operators from the representation space to the data space, overcomes metric distortion, and can be empirically estimated from data. In the discrete time setting, we further derive a relaxed objective function that is differentiable and numerically well-conditioned. We compare our method against state-of-the-art approaches on different datasets, showing better performance across the board.

This paper presents a physics and data co-driven surrogate modeling method for efficient rare event simulation of civil and mechanical systems with high-dimensional input uncertainties. The method fuses interpretable low-fidelity physical models with data-driven error corrections. The hypothesis is that a well-designed and well-trained simplified physical model can preserve salient features of the original model, while data-fitting techniques can fill the remaining gaps between the surrogate and original model predictions. The coupled physics-data-driven surrogate model is adaptively trained using active learning, aiming to achieve a high correlation and small bias between the surrogate and original model responses in the critical parametric region of a rare event. A final importance sampling step is introduced to correct the surrogate model-based probability estimations. Static and dynamic problems with input uncertainties modeled by random field and stochastic process are studied to demonstrate the proposed method.

Problems from metric graph theory such as Metric Dimension, Geodetic Set, and Strong Metric Dimension have recently had a strong impact on the field of parameterized complexity by being the first problems in NP to admit double-exponential lower bounds in the treewidth, and even in the vertex cover number for the latter. We initiate the study of enumerating minimal solution sets for these problems and show that they are also of great interest in enumeration. More specifically, we show that enumerating minimal resolving sets in graphs and minimal geodetic sets in split graphs are equivalent to hypergraph dualization, arguably one of the most important open problems in algorithmic enumeration. This provides two new natural examples to a question that emerged in different works this last decade: for which vertex (or edge) set graph property $\Pi$ is the enumeration of minimal (or maximal) subsets satisfying $\Pi$ equivalent to hypergraph dualization? As only very few properties are known to fit within this context -- namely, properties related to minimal domination -- our results make significant progress in characterizing such properties, and provide new angles of approach for tackling hypergraph dualization. In a second step, we consider cases where our reductions do not apply, namely graphs with no long induced paths, and show these cases to be mainly tractable.

This study introduces a structural-based training approach for CNN-based algorithms in single-molecule localization microscopy (SMLM) and 3D object reconstruction. We compare this approach with the traditional random-based training method, utilizing the LUENN package as our AI pipeline. The quantitative evaluation demonstrates significant improvements in detection rate and localization precision with the structural-based training approach, particularly in varying signal-to-noise ratios (SNRs). Moreover, the method effectively removes checkerboard artifacts, ensuring more accurate 3D reconstructions. Our findings highlight the potential of the structural-based training approach to advance super-resolution microscopy and deepen our understanding of complex biological systems at the nanoscale.

We propose a variant of an algorithm introduced by Schewe and also studied by Luttenberger for solving parity or mean-payoff games. We present it over energy games and call our variant the ESL algorithm (for Energy-Schewe-Luttenberger). We find that using potential reductions as introduced by Gurvich, Karzanov and Khachiyan allows for a simple and elegant presentation of the algorithm, which repeatedly applies a natural generalisation of Dijkstra's algorithm to the two-player setting due to Khachiyan, Gurvich and Zhao.

We study two adaptive importance sampling schemes for estimating the probability of a rare event in the high-dimensional regime $d \to \infty$ with $d$ the dimension. The first scheme, motivated by recent results, seeks to use as auxiliary distribution a projection of the optimal auxiliary distribution (optimal among Gaussian distributions, and in the sense of the Kullback--Leibler divergence); the second scheme is the prominent cross-entropy method. In these schemes, two samples are used: the first one to learn the auxiliary distribution and the second one, drawn according to the learnt distribution, to perform the final probability estimation. Contrary to the common belief that the sample size needs to grow exponentially in the dimension to make the estimator consistent and avoid the weight degeneracy phenomenon, we find that a polynomial sample size in the first learning step is enough. We prove this result assuming that the sought probability is bounded away from $0$. For the first scheme, we show that the sample size only needs to grow like $rd$ with $r$ the effective dimension of the projection, while for cross-entropy, the polynomial growth rate remains implicit although insight on its value is provided. In addition to proving consistency, we also prove that in the regimes studied, the importance sampling weights do not degenerate.