A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded uncertainty under a uniformly strongly connected network. Firstly, a distributed lower bounding procedure is developed, which is based on an outer iterative approximation of the DRCO through the discretization of the compact uncertainty set into a finite number of points. Secondly, a distributed upper bounding procedure is proposed, which is based on iteratively approximating the DRCO by restricting the constraints right-hand side with a proper positive parameter and enforcing the compact uncertainty set at finitely many points. The lower and upper bounds of the global optimal objective for the DRCO are obtained from these two procedures. Thirdly, two distributed termination methods are proposed to make all agents stop updating simultaneously by exploring whether the gap between the upper and the lower bounds reaches a certain accuracy. Fourthly, it is proved that all the agents finite-time converge to a feasible consensus solution that satisfies global optimality within a certain accuracy. Finally, a numerical case study is included to illustrate the effectiveness of the distributed algorithm.
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A new mechanical model on noncircular shallow tunnelling considering initial stress field is proposed in this paper by constraining far-field ground surface to eliminate displacement singularity at infinity, and the originally unbalanced tunnel excavation problem in existing solutions is turned to an equilibrium one of mixed boundaries. By applying analytic continuation, the mixed boundaries are transformed to a homogenerous Riemann-Hilbert problem, which is subsequently solved via an efficient and accurate iterative method with boundary conditions of static equilibrium, displacement single-valuedness, and traction along tunnel periphery. The Lanczos filtering technique is used in the final stress and displacement solution to reduce the Gibbs phenomena caused by the constrained far-field ground surface for more accurte results. Several numerical cases are conducted to intensively verify the proposed solution by examining boundary conditions and comparing with existing solutions, and all the results are in good agreements. Then more numerical cases are conducted to investigate the stress and deformation distribution along ground surface and tunnel periphery, and several engineering advices are given. Further discussions on the defects of the proposed solution are also conducted for objectivity.
We present a semi-Lagrangian characteristic mapping method for the incompressible Euler equations on a rotating sphere. The numerical method uses a spatio-temporal discretization of the inverse flow map generated by the Eulerian velocity as a composition of sub-interval flows formed by $C^1$ spherical spline interpolants. This approximation technique has the capacity of resolving sub-grid scales generated over time without increasing the spatial resolution of the computational grid. The numerical method is analyzed and validated using standard test cases yielding third-order accuracy in the supremum norm. Numerical experiments illustrating the unique resolution properties of the method are performed and demonstrate the ability to reproduce the forward energy cascade at sub-grid scales by upsampling the numerical solution.
High-dimensional central limit theorems have been intensively studied with most focus being on the case where the data is sub-Gaussian or sub-exponential. However, heavier tails are omnipresent in practice. In this article, we study the critical growth rates of dimension $d$ below which Gaussian approximations are asymptotically valid but beyond which they are not. We are particularly interested in how these thresholds depend on the number of moments $m$ that the observations possess. For every $m\in(2,\infty)$, we construct i.i.d. random vectors $\textbf{X}_1,...,\textbf{X}_n$ in $\mathbb{R}^d$, the entries of which are independent and have a common distribution (independent of $n$ and $d$) with finite $m$th absolute moment, and such that the following holds: if there exists an $\varepsilon\in(0,\infty)$ such that $d/n^{m/2-1+\varepsilon}\not\to 0$, then the Gaussian approximation error (GAE) satisfies $$ \limsup_{n\to\infty}\sup_{t\in\mathbb{R}}\left[\mathbb{P}\left(\max_{1\leq j\leq d}\frac{1}{\sqrt{n}}\sum_{i=1}^n\textbf{X}_{ij}\leq t\right)-\mathbb{P}\left(\max_{1\leq j\leq d}\textbf{Z}_j\leq t\right)\right]=1,$$ where $\textbf{Z} \sim \mathsf{N}_d(\textbf{0}_d,\mathbf{I}_d)$. On the other hand, a result in Chernozhukov et al. (2023a) implies that the left-hand side above is zero if just $d/n^{m/2-1-\varepsilon}\to 0$ for some $\varepsilon\in(0,\infty)$. In this sense, there is a moment-dependent phase transition at the threshold $d=n^{m/2-1}$ above which the limiting GAE jumps from zero to one.
Whether class labels in a given data set correspond to meaningful clusters is crucial for the evaluation of clustering algorithms using real-world data sets. This property can be quantified by separability measures. A review of the existing literature shows that neither classification-based complexity measures nor cluster validity indices (CVIs) adequately incorporate the central aspects of separability for density-based clustering: between-class separation and within-class connectedness. A newly developed measure (density cluster separability index, DCSI) aims to quantify these two characteristics and can also be used as a CVI. Extensive experiments on synthetic data indicate that DCSI correlates strongly with the performance of DBSCAN measured via the adjusted rand index (ARI) but lacks robustness when it comes to multi-class data sets with overlapping classes that are ill-suited for density-based hard clustering. Detailed evaluation on frequently used real-world data sets shows that DCSI can correctly identify touching or overlapping classes that do not form meaningful clusters.
Insurers usually turn to generalized linear models for modelling claim frequency and severity data. Due to their success in other fields, machine learning techniques are gaining popularity within the actuarial toolbox. Our paper contributes to the literature on frequency-severity insurance pricing with machine learning via deep learning structures. We present a benchmark study on four insurance data sets with frequency and severity targets in the presence of multiple types of input features. We compare in detail the performance of: a generalized linear model on binned input data, a gradient-boosted tree model, a feed-forward neural network (FFNN), and the combined actuarial neural network (CANN). Our CANNs combine a baseline prediction established with a GLM and GBM, respectively, with a neural network correction. We explain the data preprocessing steps with specific focus on the multiple types of input features typically present in tabular insurance data sets, such as postal codes, numeric and categorical covariates. Autoencoders are used to embed the categorical variables into the neural network and we explore their potential advantages in a frequency-severity setting. Finally, we construct global surrogate models for the neural nets' frequency and severity models. These surrogates enable the translation of the essential insights captured by the FFNNs or CANNs to GLMs. As such, a technical tariff table results that can easily be deployed in practice.
We develop randomized matrix-free algorithms for estimating partial traces. Our algorithm improves on the typicality-based approach used in [T. Chen and Y-C. Cheng, Numerical computation of the equilibrium-reduced density matrix for strongly coupled open quantum systems, J. Chem. Phys. 157, 064106 (2022)] by deflating important subspaces (e.g. corresponding to the low-energy eigenstates) explicitly. This results in a significant variance reduction for matrices with quickly decaying singular values. We then apply our algorithm to study the thermodynamics of several Heisenberg spin systems, particularly the entanglement spectrum and ergotropy.
Rational function approximations provide a simple but flexible alternative to polynomial approximation, allowing one to capture complex non-linearities without oscillatory artifacts. However, there have been few attempts to use rational functions on noisy data due to the likelihood of creating spurious singularities. To avoid the creation of singularities, we use Bernstein polynomials and appropriate conditions on their coefficients to force the denominator to be strictly positive. While this reduces the range of rational polynomials that can be expressed, it keeps all the benefits of rational functions while maintaining the robustness of polynomial approximation in noisy data scenarios. Our numerical experiments on noisy data show that existing rational approximation methods continually produce spurious poles inside the approximation domain. This contrasts our method, which cannot create poles in the approximation domain and provides better fits than a polynomial approximation and even penalized splines on functions with multiple variables. Moreover, guaranteeing pole-free in an interval is critical for estimating non-constant coefficients when numerically solving differential equations using spectral methods. This provides a compact representation of the original differential equation, allowing numeric solvers to achieve high accuracy quickly, as seen in our experiments.
We study signals that are sparse in graph spectral domain and develop explicit algorithms to reconstruct the support set as well as partial components from samples on few vertices of the graph. The number of required samples is independent of the total size of the graph and takes only local properties of the graph into account. Our results rely on an operator based framework for subspace methods and become effective when the spectral eigenfunctions are zero-free or linear independent on small sets of the vertices. The latter has recently been adressed using algebraic methods by the first author.
We describe and analyze a hybrid finite element/neural network method for predicting solutions of partial differential equations. The methodology is designed for obtaining fine scale fluctuations from neural networks in a local manner. The network is capable of locally correcting a coarse finite element solution towards a fine solution taking the source term and the coarse approximation as input. Key observation is the dependency between quality of predictions and the size of training set which consists of different source terms and corresponding fine & coarse solutions. We provide the a priori error analysis of the method together with the stability analysis of the neural network. The numerical experiments confirm the capability of the network predicting fine finite element solutions. We also illustrate the generalization of the method to problems where test and training domains differ from each other.
This paper presents a method based on a kernel dictionary learning algorithm for segmenting brain tumor regions in magnetic resonance images (MRI). A set of first-order and second-order statistical feature vectors are extracted from patches of size 3 * 3 around pixels in the brain MRI scans. These feature vectors are utilized to train two kernel dictionaries separately for healthy and tumorous tissues. To enhance the efficiency of the dictionaries and reduce training time, a correlation-based sample selection technique is developed to identify the most informative and discriminative subset of feature vectors. This technique aims to improve the performance of the dictionaries by selecting a subset of feature vectors that provide valuable information for the segmentation task. Subsequently, a linear classifier is utilized to distinguish between healthy and unhealthy pixels based on the learned dictionaries. The results demonstrate that the proposed method outperforms other existing methods in terms of segmentation accuracy and significantly reduces both the time and memory required, resulting in a remarkably fast training process.
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