Optimal experimental design (OED) has far-reaching impacts in many scientific domains. We study OED over a continuous-valued design space, a setting that occurs often in practice. Optimization of a distributional function over an infinite-dimensional probability measure space is conceptually distinct from the discrete OED tasks that are conventionally tackled. We propose techniques based on optimal transport and Wasserstein gradient flow. A practical computational approach is derived from the Monte Carlo simulation, which transforms the infinite-dimensional optimization problem to a finite-dimensional problem over Euclidean space, to which gradient descent can be applied. We discuss first-order criticality and study the convexity properties of the OED objective. We apply our algorithm to the tomography inverse problem, where the solution reveals optimal sensor placements for imaging.
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Recently, MLP structures have regained popularity, with MLP-Mixer standing out as a prominent example. In the field of computer vision, MLP-Mixer is noted for its ability to extract data information from both channel and token perspectives, effectively acting as a fusion of channel and token information. Indeed, Mixer represents a paradigm for information extraction that amalgamates channel and token information. The essence of Mixer lies in its ability to blend information from diverse perspectives, epitomizing the true concept of "mixing" in the realm of neural network architectures. Beyond channel and token considerations, it is possible to create more tailored mixers from various perspectives to better suit specific task requirements. This study focuses on the domain of audio recognition, introducing a novel model named Audio Spectrogram Mixer with Roll-Time and Hermit FFT (ASM-RH) that incorporates insights from both time and frequency domains. Experimental results demonstrate that ASM-RH is particularly well-suited for audio data and yields promising outcomes across multiple classification tasks.
Stochastic Approximation (SA) was introduced in the early 1950's and has been an active area of research for several decades. While the initial focus was on statistical questions, it was seen to have applications to signal processing, convex optimisation. %Over the last decade, there has been a revival of interest in SA as In later years SA has found application in Reinforced Learning (RL) and led to revival of interest. While bulk of the literature is on SA for the case when the observations are from a finite dimensional Euclidian space, there has been interest in extending the same to infinite dimension. Extension to Hilbert spaces is relatively easier to do, but this is not so when we come to a Banach space - since in the case of a Banach space, even {\em law of large numbers} is not true in general. We consider some cases where approximation works in a Banach space. Our framework includes case when the Banach space $\Bb$ is $\Cb([0,1],\R^d)$, as well as $\L^1([0,1],\R^d)$, the two cases which do not even have the Radon-Nikodym property.
The intensively studied Diameter problem is to find the diameter of a given connected graph. We investigate, for the first time in a structured manner, the complexity of Diameter for H-free graphs, that is, graphs that do not contain a fixed graph H as an induced subgraph. We first show that if H is not a linear forest with small components, then Diameter cannot be solved in subquadratic time for H-free graphs under SETH. For some small linear forests, we do show linear-time algorithms for solving Diameter. For other linear forests H, we make progress towards linear-time algorithms by considering specific diameter values. If H is a linear forest, the maximum value of the diameter of any graph in a connected H-free graph class is some constant dmax dependent only on H. We give linear-time algorithms for deciding if a connected H-free graph has diameter dmax, for several linear forests H. In contrast, for one such linear forest H, Diameter cannot be solved in subquadratic time for H-free graphs under SETH. Moreover, we even show that, for several other linear forests H, one cannot decide in subquadratic time if a connected H-free graph has diameter dmax under SETH.
Transportation of measure provides a versatile approach for modeling complex probability distributions, with applications in density estimation, Bayesian inference, generative modeling, and beyond. Monotone triangular transport maps$\unicode{x2014}$approximations of the Knothe$\unicode{x2013}$Rosenblatt (KR) rearrangement$\unicode{x2014}$are a canonical choice for these tasks. Yet the representation and parameterization of such maps have a significant impact on their generality and expressiveness, and on properties of the optimization problem that arises in learning a map from data (e.g., via maximum likelihood estimation). We present a general framework for representing monotone triangular maps via invertible transformations of smooth functions. We establish conditions on the transformation such that the associated infinite-dimensional minimization problem has no spurious local minima, i.e., all local minima are global minima; and we show for target distributions satisfying certain tail conditions that the unique global minimizer corresponds to the KR map. Given a sample from the target, we then propose an adaptive algorithm that estimates a sparse semi-parametric approximation of the underlying KR map. We demonstrate how this framework can be applied to joint and conditional density estimation, likelihood-free inference, and structure learning of directed graphical models, with stable generalization performance across a range of sample sizes.
Interpolation of data on non-Euclidean spaces is an active research area fostered by its numerous applications. This work considers the Hermite interpolation problem: finding a sufficiently smooth manifold curve that interpolates a collection of data points on a Riemannian manifold while matching a prescribed derivative at each point. We propose a novel procedure relying on the general concept of retractions to solve this problem on a large class of manifolds, including those for which computing the Riemannian exponential or logarithmic maps is not straightforward, such as the manifold of fixed-rank matrices. We analyze the well-posedness of the method by introducing and showing the existence of retraction-convex sets, a generalization of geodesically convex sets. We extend to the manifold setting a classical result on the asymptotic interpolation error of Hermite interpolation. We finally illustrate these results and the effectiveness of the method with numerical experiments on the manifold of fixed-rank matrices and the Stiefel manifold of matrices with orthonormal columns.
Modern Out-of-Order (OoO) CPUs are complex systems with many components interleaved in non-trivial ways. Pinpointing performance bottlenecks and understanding the underlying causes of program performance issues are critical tasks to make the most of hardware resources. We provide an in-depth overview of performance bottlenecks in recent OoO microarchitectures and describe the difficulties of detecting them. Techniques that measure resources utilization can offer a good understanding of a program's execution, but, due to the constraints inherent to Performance Monitoring Units (PMU) of CPUs, do not provide the relevant metrics for each use case. Another approach is to rely on a performance model to simulate the CPU behavior. Such a model makes it possible to implement any new microarchitecture-related metric. Within this framework, we advocate for implementing modeled resources as parameters that can be varied at will to reveal performance bottlenecks. This allows a generalization of bottleneck analysis that we call sensitivity analysis. We present Gus, a novel performance analysis tool that combines the advantages of sensitivity analysis and dynamic binary instrumentation within a resource-centric CPU model. We evaluate the impact of sensitivity on bottleneck analysis over a set of high-performance computing kernels.
In a regression model with multiple response variables and multiple explanatory variables, if the difference of the mean vectors of the response variables for different values of explanatory variables is always in the direction of the first principal eigenvector of the covariance matrix of the response variables, then it is called a multivariate allometric regression model. This paper studies the estimation of the first principal eigenvector in the multivariate allometric regression model. A class of estimators that includes conventional estimators is proposed based on weighted sum-of-squares matrices of regression sum-of-squares matrix and residual sum-of-squares matrix. We establish an upper bound of the mean squared error of the estimators contained in this class, and the weight value minimizing the upper bound is derived. Sufficient conditions for the consistency of the estimators are discussed in weak identifiability regimes under which the difference of the largest and second largest eigenvalues of the covariance matrix decays asymptotically and in ``large $p$, large $n$" regimes, where $p$ is the number of response variables and $n$ is the sample size. Several numerical results are also presented.
The ability to extract material parameters of perovskite from quantitative experimental analysis is essential for rational design of photovoltaic and optoelectronic applications. However, the difficulty of this analysis increases significantly with the complexity of the theoretical model and the number of material parameters for perovskite. Here we use Gaussian process to develop an analysis platform that can extract up to 8 fundamental material parameters of an organometallic perovskite semiconductor from a transient photoluminescence experiment, based on a complex full physics model that includes drift-diffusion of carriers and dynamic defect occupation. An example study of thermal degradation reveals that changes in doping concentration and carrier mobility dominate, while the defect energy level remains nearly unchanged. This platform can be conveniently applied to other experiments or to combinations of experiments, accelerating materials discovery and optimization of semiconductor materials for photovoltaics and other applications.
Digital credentials represent a cornerstone of digital identity on the Internet. To achieve privacy, certain functionalities in credentials should be implemented. One is selective disclosure, which allows users to disclose only the claims or attributes they want. This paper presents a novel approach to selective disclosure that combines Merkle hash trees and Boneh-Lynn-Shacham (BLS) signatures. Combining these approaches, we achieve selective disclosure of claims in a single credential and creation of a verifiable presentation containing selectively disclosed claims from multiple credentials signed by different parties. Besides selective disclosure, we enable issuing credentials signed by multiple issuers using this approach.
We propose a novel algorithm for the support estimation of partially known Gaussian graphical models that incorporates prior information about the underlying graph. In contrast to classical approaches that provide a point estimate based on a maximum likelihood or a maximum a posteriori criterion using (simple) priors on the precision matrix, we consider a prior on the graph and rely on annealed Langevin diffusion to generate samples from the posterior distribution. Since the Langevin sampler requires access to the score function of the underlying graph prior, we use graph neural networks to effectively estimate the score from a graph dataset (either available beforehand or generated from a known distribution). Numerical experiments demonstrate the benefits of our approach.
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