Making use of a newly developed package in the computer algebra system SageMath, we show how to perform a full asymptotic analysis by means of the Mellin transform with explicit error bounds. As an application of the method, we answer a question of B\'ona and DeJonge on 132-avoiding permutations with a unique longest increasing subsequence that can be translated into an inequality for a certain binomial sum.
We study a query model of computation in which an n-vertex k-hypergraph can be accessed only via its independence oracle or via its colourful independence oracle, and each oracle query may incur a cost depending on the size of the query. In each of these models, we obtain oracle algorithms to approximately count the hypergraph's edges, and we unconditionally prove that no oracle algorithm for this problem can have significantly smaller worst-case oracle cost than our algorithms.
Logistic regression is widely used in many areas of knowledge. Several works compare the performance of lasso and maximum likelihood estimation in logistic regression. However, part of these works do not perform simulation studies and the remaining ones do not consider scenarios in which the ratio of the number of covariates to sample size is high. In this work, we compare the discrimination performance of lasso and maximum likelihood estimation in logistic regression using simulation studies and applications. Variable selection is done both by lasso and by stepwise when maximum likelihood estimation is used. We consider a wide range of values for the ratio of the number of covariates to sample size. The main conclusion of the work is that lasso has a better discrimination performance than maximum likelihood estimation when the ratio of the number of covariates to sample size is high.
We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend these theoretical guarantees to encompass scenarios accounting for approximation errors in the inputs, which allows robustness of practical implementations relying on conventional sampling methods or projections onto a functional basis. Loosely speaking, both consistency and normality hold when the approximation error becomes negligible, a condition that is often achieved as the number of samples or basis functions becomes large. These later asymptotic properties are illustrated through analytical examples, including one that covers the case of non-randomly perturbed grids, as well as several numerical illustrations.
In this work, a family of symmetric interpolation points are generated on the four-dimensional simplex (i.e. the pentatope). These points are optimized in order to minimize the Lebesgue constant. The process of generating these points closely follows that outlined by Warburton in "An explicit construction of interpolation nodes on the simplex," Journal of Engineering Mathematics, 2006. Here, Warburton generated optimal interpolation points on the triangle and tetrahedron by formulating explicit geometric warping and blending functions, and applying these functions to equidistant nodal distributions. The locations of the resulting points were Lebesgue-optimized. In our work, we extend this procedure to four dimensions, and construct interpolation points on the pentatope up to order ten. The Lebesgue constants of our nodal sets are calculated, and are shown to outperform those of equidistant nodal distributions.
In this work, we present an efficient way to decouple the multicontinuum problems. To construct decoupled schemes, we propose Implicit-Explicit time approximation in general form and study them for the fine-scale and coarse-scale space approximations. We use a finite-volume method for fine-scale approximation, and the nonlocal multicontinuum (NLMC) method is used to construct an accurate and physically meaningful coarse-scale approximation. The NLMC method is an accurate technique to develop a physically meaningful coarse scale model based on defining the macroscale variables. The multiscale basis functions are constructed in local domains by solving constraint energy minimization problems and projecting the system to the coarse grid. The resulting basis functions have exponential decay properties and lead to the accurate approximation on a coarse grid. We construct a fully Implicit time approximation for semi-discrete systems arising after fine-scale and coarse-scale space approximations. We investigate the stability of the two and three-level schemes for fully Implicit and Implicit-Explicit time approximations schemes for multicontinuum problems in fractured porous media. We show that combining the decoupling technique with multiscale approximation leads to developing an accurate and efficient solver for multicontinuum problems.
In this work, we developed a new Bayesian method for variable selection in function-on-scalar regression (FOSR). Our method uses a hierarchical Bayesian structure and latent variables to enable an adaptive covariate selection process for FOSR. Extensive simulation studies show the proposed method's main properties, such as its accuracy in estimating the coefficients and high capacity to select variables correctly. Furthermore, we conducted a substantial comparative analysis with the main competing methods, the BGLSS (Bayesian Group Lasso with Spike and Slab prior) method, the group LASSO (Least Absolute Shrinkage and Selection Operator), the group MCP (Minimax Concave Penalty), and the group SCAD (Smoothly Clipped Absolute Deviation). Our results demonstrate that the proposed methodology is superior in correctly selecting covariates compared with the existing competing methods while maintaining a satisfactory level of goodness of fit. In contrast, the competing methods could not balance selection accuracy with goodness of fit. We also considered a COVID-19 dataset and some socioeconomic data from Brazil as an application and obtained satisfactory results. In short, the proposed Bayesian variable selection model is highly competitive, showing significant predictive and selective quality.
Splitting methods are a widely used numerical scheme for solving convection-diffusion problems. However, they may lose stability in some situations, particularly when applied to convection-diffusion problems in the presence of an unbounded convective term. In this paper, we propose a new splitting method, called the "Adapted Lie splitting method", which successfully overcomes the observed instability in certain cases. Assuming that the unbounded coefficient belongs to a suitable Lorentz space, we show that the adapted Lie splitting converges to first-order under the analytic semigroup framework. Furthermore, we provide numerical experiments to illustrate our newly proposed splitting approach.
Replication studies are increasingly conducted to assess the credibility of scientific findings. Most of these replication attempts target studies with a superiority design, but there is a lack of methodology regarding the analysis of replication studies with alternative types of designs, such as equivalence. In order to fill this gap, we propose two approaches, the two-trials rule and the sceptical TOST procedure, adapted from methods used in superiority settings. Both methods have the same overall Type-I error rate, but the sceptical TOST procedure allows replication success even for non-significant original or replication studies. This leads to a larger project power and other differences in relevant operating characteristics. Both methods can be used for sample size calculation of the replication study, based on the results from the original one. The two methods are applied to data from the Reproducibility Project: Cancer Biology.
Even though novel imaging techniques have been successful in studying brain structure and function, the measured biological signals are often contaminated by multiple sources of noise, arising due to e.g. head movements of the individual being scanned, limited spatial/temporal resolution, or other issues specific to each imaging technology. Data preprocessing (e.g. denoising) is therefore critical. Preprocessing pipelines have become increasingly complex over the years, but also more flexible, and this flexibility can have a significant impact on the final results and conclusions of a given study. This large parameter space is often referred to as multiverse analyses. Here, we provide conceptual and practical tools for statistical analyses that can aggregate multiple pipeline results along with a new sensitivity analysis testing for hypotheses across pipelines such as "no effect across all pipelines" or "at least one pipeline with no effect". The proposed framework is generic and can be applied to any multiverse scenario, but we illustrate its use based on positron emission tomography data.
The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite giving a near-perfect fit to training data without any explicit effort to control model complexity, these methods exhibit excellent predictive accuracy. We conjecture that specific principles underlie these phenomena: that overparametrization allows gradient methods to find interpolating solutions, that these methods implicitly impose regularization, and that overparametrization leads to benign overfitting. We survey recent theoretical progress that provides examples illustrating these principles in simpler settings. We first review classical uniform convergence results and why they fall short of explaining aspects of the behavior of deep learning methods. We give examples of implicit regularization in simple settings, where gradient methods lead to minimal norm functions that perfectly fit the training data. Then we review prediction methods that exhibit benign overfitting, focusing on regression problems with quadratic loss. For these methods, we can decompose the prediction rule into a simple component that is useful for prediction and a spiky component that is useful for overfitting but, in a favorable setting, does not harm prediction accuracy. We focus specifically on the linear regime for neural networks, where the network can be approximated by a linear model. In this regime, we demonstrate the success of gradient flow, and we consider benign overfitting with two-layer networks, giving an exact asymptotic analysis that precisely demonstrates the impact of overparametrization. We conclude by highlighting the key challenges that arise in extending these insights to realistic deep learning settings.