In this work we propose a discretization of the second boundary condition for the Monge-Ampere equation arising in geometric optics and optimal transport. The discretization we propose is the natural generalization of the popular Oliker-Prussner method proposed in 1988. For the discretization of the differential operator, we use a discrete analogue of the subdifferential. Existence, unicity and stability of the solutions to the discrete problem are established. Convergence results to the continuous problem are given.
Efficient and accurate estimation of multivariate empirical probability distributions is fundamental to the calculation of information-theoretic measures such as mutual information and transfer entropy. Common techniques include variations on histogram estimation which, whilst computationally efficient, are often unable to precisely capture the probability density of samples with high correlation, kurtosis or fine substructure, especially when sample sizes are small. Adaptive partitions, which adjust heuristically to the sample, can reduce the bias imparted from the geometry of the histogram itself, but these have commonly focused on the location, scale and granularity of the partition, the effects of which are limited for highly correlated distributions. In this paper, I reformulate the differential entropy estimator for the special case of an equiprobable histogram, using a k-d tree to partition the sample space into bins of equal probability mass. By doing so, I expose an implicit rotational orientation parameter, which is conjectured to be suboptimally specified in the typical marginal alignment. I propose that the optimal orientation minimises the variance of the bin volumes, and demonstrate that improved entropy estimates can be obtained by rotationally aligning the partition to the sample distribution accordingly. Such optimal partitions are observed to be more accurate than existing techniques in estimating entropies of correlated bivariate Gaussian distributions with known theoretical values, across varying sample sizes (99% CI).
This paper focuses on parameter estimation and introduces a new method for lower bounding the Bayesian risk. The method allows for the use of virtually \emph{any} information measure, including R\'enyi's $\alpha$, $\varphi$-Divergences, and Sibson's $\alpha$-Mutual Information. The approach considers divergences as functionals of measures and exploits the duality between spaces of measures and spaces of functions. In particular, we show that one can lower bound the risk with any information measure by upper bounding its dual via Markov's inequality. We are thus able to provide estimator-independent impossibility results thanks to the Data-Processing Inequalities that divergences satisfy. The results are then applied to settings of interest involving both discrete and continuous parameters, including the ``Hide-and-Seek'' problem, and compared to the state-of-the-art techniques. An important observation is that the behaviour of the lower bound in the number of samples is influenced by the choice of the information measure. We leverage this by introducing a new divergence inspired by the ``Hockey-Stick'' Divergence, which is demonstrated empirically to provide the largest lower-bound across all considered settings. If the observations are subject to privatisation, stronger impossibility results can be obtained via Strong Data-Processing Inequalities. The paper also discusses some generalisations and alternative directions.
Generalized linear mixed models are powerful tools for analyzing clustered data, where the unknown parameters are classically (and most commonly) estimated by the maximum likelihood and restricted maximum likelihood procedures. However, since the likelihood based procedures are known to be highly sensitive to outliers, M-estimators have become popular as a means to obtain robust estimates under possible data contamination. In this paper, we prove that, for sufficiently smooth general loss functions defining the M-estimators in generalized linear mixed models, the tail probability of the deviation between the estimated and the true regression coefficients have an exponential bound. This implies an exponential rate of consistency of these M-estimators under appropriate assumptions, generalizing the existing exponential consistency results from univariate to multivariate responses. We have illustrated this theoretical result further for the special examples of the maximum likelihood estimator and the robust minimum density power divergence estimator, a popular example of model-based M-estimators, in the settings of linear and logistic mixed models, comparing it with the empirical rate of convergence through simulation studies.
We study the computational complexity of multi-stage robust optimization problems. Such problems are formulated with alternating min/max quantifiers and therefore naturally fall into a higher stage of the polynomial hierarchy. Despite this, almost no hardness results with respect to the polynomial hierarchy are known. In this work, we examine the hardness of robust two-stage adjustable and robust recoverable optimization with budgeted uncertainty sets. Our main technical contribution is the introduction of a technique tailored to prove $\Sigma^p_3$-hardness of such problems. We highlight a difference between continuous and discrete budgeted uncertainty: In the discrete case, indeed a wide range of problems becomes complete for the third stage of the polynomial hierarchy; in particular, this applies to the TSP, independent set, and vertex cover problems. However, in the continuous case this does not happen and problems remain in the first stage of the hierarchy. Finally, if we allow the uncertainty to not only affect the objective, but also multiple constraints, then this distinction disappears and even in the continuous case we encounter hardness for the third stage of the hierarchy. This shows that even robust problems which are already NP-complete can still exhibit a significant computational difference between column-wise and row-wise uncertainty.
As the rapid development of depth learning, object detection in aviatic remote sensing images has become increasingly popular in recent years. Most of the current Anchor Free detectors based on key point detection sampling directly regression and classification features, with the design of object loss function based on the horizontal bounding box. It is more challenging for complex and diverse aviatic remote sensing object. In this paper, we propose an Anchor Free aviatic remote sensing object detector (BWP-Det) to detect rotating and multi-scale object. Specifically, we design a interactive double-branch(IDB) up-sampling network, in which one branch gradually up-sampling is used for the prediction of Heatmap, and the other branch is used for the regression of boundary box parameters. We improve a weighted multi-scale convolution (WmConv) in order to highlight the difference between foreground and background. We extracted Pixel level attention features from the middle layer to guide the two branches to pay attention to effective object information in the sampling process. Finally, referring to the calculation idea of horizontal IoU, we design a rotating IoU based on the split polar coordinate plane, namely JIoU, which is expressed as the intersection ratio following discretization of the inner ellipse of the rotating bounding box, to solve the correlation between angle and side length in the regression process of the rotating bounding box. Ultimately, BWP-Det, our experiments on DOTA, UCAS-AOD and NWPU VHR-10 datasets show, achieves advanced performance with simpler models and fewer regression parameters.
We consider maximization of stochastic monotone continuous submodular functions (CSF) with a diminishing return property. Existing algorithms only guarantee the performance \textit{in expectation}, and do not bound the probability of getting a bad solution. This implies that for a particular run of the algorithms, the solution may be much worse than the provided guarantee in expectation. In this paper, we first empirically verify that this is indeed the case. Then, we provide the first \textit{high-probability} analysis of the existing methods for stochastic CSF maximization, namely PGA, boosted PGA, SCG, and SCG++. Finally, we provide an improved high-probability bound for SCG, under slightly stronger assumptions, with a better convergence rate than that of the expected solution. Through extensive experiments on non-concave quadratic programming (NQP) and optimal budget allocation, we confirm the validity of our bounds and show that even in the worst-case, PGA converges to $OPT/2$, and boosted PGA, SCG, SCG++ converge to $(1 - 1/e)OPT$, but at a slower rate than that of the expected solution.
We present an extension of the linear sampling method for solving the sound-soft inverse acoustic scattering problem with randomly distributed point sources. The theoretical justification of our sampling method is based on the Helmholtz--Kirchhoff identity, the cross-correlation between measurements, and the volume and imaginary near-field operators, which we introduce and analyze. Implementations in MATLAB using boundary elements, the SVD, Tikhonov regularization, and Morozov's discrepancy principle are also discussed. We demonstrate the robustness and accuracy of our algorithms with several numerical experiments in two dimensions.
Given a sound first-order p-time theory $T$ capable of formalizing syntax of first-order logic we define a p-time function $g_T$ that stretches all inputs by one bit and we use its properties to show that $T$ must be incomplete. We leave it as an open problem whether for some $T$ the range of $g_T$ intersects all infinite NP sets (i.e. whether it is a proof complexity generator hard for all proof systems). A propositional version of the construction shows that at least one of the following three statements is true: - there is no p-optimal propositional proof system (this is equivalent to the non-existence of a time-optimal propositional proof search algorithm), - $E \not\subseteq P/poly$, - there exists function $h$ that stretches all inputs by one bit, is computable in sub-exponential time and its range $Rng(h)$ intersects all infinite NP sets.
Many physical problems involving heterogeneous spatial scales, such as the flow through fractured porous media, the study of fiber-reinforced materials, or the modeling of the small circulation in living tissues -- just to mention a few examples -- can be described as coupled partial differential equations defined in domains of heterogeneous dimensions that are embedded into each other. This formulation is a consequence of geometric model reduction techniques that transform the original problems defined in complex three-dimensional domains into more tractable ones. The definition and the approximation of coupling operators suitable for this class of problems is still a challenge. We develop a general mathematical framework for the analysis and the approximation of partial differential equations coupled by non-matching constraints across different dimensions, focusing on their enforcement using Lagrange multipliers. In this context, we address in abstract and general terms the well-posedness, stability, and robustness of the problem with respect to the smallest characteristic length of the embedded domain. We also address the numerical approximation of the problem and we discuss the inf-sup stability of the proposed numerical scheme for some representative configuration of the embedded domain. The main message of this work is twofold: from the standpoint of the theory of mixed-dimensional problems, we provide general and abstract mathematical tools to formulate coupled problems across dimensions. From the practical standpoint of the numerical approximation, we show the interplay between the mesh characteristic size, the dimension of the Lagrange multiplier space, and the size of the inclusion in representative configurations interesting for applications. The latter analysis is complemented with illustrative numerical examples.
In this paper, we will show the $L^p$-resolvent estimate for the finite element approximation of the Stokes operator for $p \in \left( \frac{2N}{N+2}, \frac{2N}{N-2} \right)$, where $N \ge 2$ is the dimension of the domain. It is expected that this estimate can be applied to error estimates for finite element approximation of the non-stationary Navier--Stokes equations, since studies in this direction are successful in numerical analysis of nonlinear parabolic equations. To derive the resolvent estimate, we introduce the solution of the Stokes resolvent problem with a discrete external force. We then obtain local energy error estimate according to a novel localization technique and establish global $L^p$-type error estimates. The restriction for $p$ is caused by the treatment of lower-order terms appearing in the local energy error estimate. Our result may be a breakthrough in the $L^p$-theory of finite element methods for the non-stationary Navier--Stokes equations.