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We analyse a second-order SPDE model in multiple space dimensions and develop estimators for the parameters of this model based on discrete observations of a solution in time and space on a bounded domain. While parameter estimation for one and two spatial dimensions was established in recent literature, this is the first work which generalizes the theory to a general, multi-dimensional framework. Our approach builds upon realized volatilities, enabling the construction of an oracle estimator for volatility within the underlying model. Furthermore, we show that the realized volatilities have an asymptotic illustration as response of a log-linear model with spatial explanatory variable. This yields novel and efficient estimators based on realized volatilities with optimal rates of convergence and minimal variances. For proving central limit theorems, we use a high-frequency observation scheme. To showcase our results, we conduct a Monte Carlo simulation.

A large literature specifies conditions under which the information complexity for a sequence of numerical problems defined for dimensions $1, 2, \ldots$ grows at a moderate rate, i.e., the sequence of problems is tractable. Here, we focus on the situation where the space of available information consists of all linear functionals and the problems are defined as linear operator mappings between Hilbert spaces. We unify the proofs of known tractability results and generalize a number of existing results. These generalizations are expressed as five theorems that provide equivalent conditions for (strong) tractability in terms of sums of functions of the singular values of the solution operators.

Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters that maximizes the expected payoff minus the divergence of the distribution from a specified prior. In this way, GVI enables likelihood-free estimation with the ability to control the influence of the prior by tuning the so-called learning rate. Recently, GVI was shown to outperform traditional Bayesian inference when the model and prior distribution are misspecified. In this paper, we introduce and analyze a new GVI formulation based on utility theory and risk management. Our formulation is to maximize the expected payoff while enforcing constraints on the maximizing distribution. We recover the original GVI distribution by choosing the feasible set to include a constraint on the divergence of the distribution from the prior. In doing so, we automatically determine the learning rate as the Lagrange multiplier for the constraint. In this setting, we are able to transform the infinite-dimensional estimation problem into a two-dimensional convex program. This reformulation further provides an analytic expression for the optimal density of parameters. In addition, we prove asymptotic consistency results for empirical approximations of our optimal distributions. Throughout, we draw connections between our estimation procedure and risk management. In fact, we demonstrate that our estimation procedure is equivalent to evaluating a risk measure. We test our procedure on an estimation problem with a misspecified model and prior distribution, and conclude with some extensions of our approach.

The transition of fifth generation (5G) cellular systems to softwarized, programmable, and intelligent networks depends on successfully enabling public and private 5G deployments that are (i) fully software-driven and (ii) with a performance at par with that of traditional monolithic systems. This requires hardware acceleration to scale the Physical (PHY) layer performance, end-to-end integration and testing, and careful planning of the Radio Frequency (RF) environment. In this paper, we describe how the X5G testbed at Northeastern University has addressed these challenges through the first 8-node network deployment of the NVIDIA Aerial Research Cloud (ARC), with the Aerial SDK for the PHY layer, accelerated on Graphics Processing Unit (GPU), and through its integration with higher layers from the OpenAirInterface (OAI) open-source project through the Small Cell Forum Functional Application Platform Interface (FAPI). We discuss software integration, the network infrastructure, and a digital twin framework for RF planning. We then profile the performance with up to 4 Commercial Off-the-Shelf (COTS) smartphones for each base station with iPerf and video streaming applications, measuring a cell rate higher than 500 Mbps in downlink and 45 Mbps in uplink.

Gaussian approximations are routinely employed in Bayesian statistics to ease inference when the target posterior is intractable. Although these approximations are asymptotically justified by Bernstein-von Mises type results, in practice the expected Gaussian behavior may poorly represent the shape of the posterior, thus affecting approximation accuracy. Motivated by these considerations, we derive an improved class of closed-form approximations of posterior distributions which arise from a new treatment of a third-order version of the Laplace method yielding approximations in a tractable family of skew-symmetric distributions. Under general assumptions which account for misspecified models and non-i.i.d. settings, this family of approximations is shown to have a total variation distance from the target posterior whose rate of convergence improves by at least one order of magnitude the one established by the classical Bernstein-von Mises theorem. Specializing this result to the case of regular parametric models shows that the same improvement in approximation accuracy can be also derived for polynomially bounded posterior functionals. Unlike other higher-order approximations, our results prove that it is possible to derive closed-form and valid densities which are expected to provide, in practice, a more accurate, yet similarly-tractable, alternative to Gaussian approximations of the target posterior, while inheriting its limiting frequentist properties. We strengthen such arguments by developing a practical skew-modal approximation for both joint and marginal posteriors that achieves the same theoretical guarantees of its theoretical counterpart by replacing the unknown model parameters with the corresponding MAP estimate. Empirical studies confirm that our theoretical results closely match the remarkable performance observed in practice, even in finite, possibly small, sample regimes.

We study parallel fault-tolerant quantum computing for families of homological quantum low-density parity-check (LDPC) codes defined on 3-manifolds with constant or almost-constant encoding rate. We derive generic formula for a transversal $T$ gate of color codes on general 3-manifolds, which acts as collective non-Clifford logical CCZ gates on any triplet of logical qubits with their logical-$X$ membranes having a $\mathbb{Z}_2$ triple intersection at a single point. The triple intersection number is a topological invariant, which also arises in the path integral of the emergent higher symmetry operator in a topological quantum field theory: the $\mathbb{Z}_2^3$ gauge theory. Moreover, the transversal $S$ gate of the color code corresponds to a higher-form symmetry supported on a codimension-1 submanifold, giving rise to exponentially many addressable and parallelizable logical CZ gates. We have developed a generic formalism to compute the triple intersection invariants for 3-manifolds and also study the scaling of the Betti number and systoles with volume for various 3-manifolds, which translates to the encoding rate and distance. We further develop three types of LDPC codes supporting such logical gates: (1) A quasi-hyperbolic code from the product of 2D hyperbolic surface and a circle, with almost-constant rate $k/n=O(1/\log(n))$ and $O(\log(n))$ distance; (2) A homological fibre bundle code with $O(1/\log^{\frac{1}{2}}(n))$ rate and $O(\log^{\frac{1}{2}}(n))$ distance; (3) A specific family of 3D hyperbolic codes: the Torelli mapping torus code, constructed from mapping tori of a pseudo-Anosov element in the Torelli subgroup, which has constant rate while the distance scaling is currently unknown. We then show a generic constant-overhead scheme for applying a parallelizable universal gate set with the aid of logical-$X$ measurements.

The categorical models of the differential lambda-calculus are additive categories because of the Leibniz rule which requires the summation of two expressions. This means that, as far as the differential lambda-calculus and differential linear logic are concerned, these models feature finite non-determinism and indeed these languages are essentially non-deterministic. In a previous paper we introduced a categorical framework for differentiation which does not require additivity and is compatible with deterministic models such as coherence spaces and probabilistic models such as probabilistic coherence spaces. Based on this semantics we develop a syntax of a deterministic version of the differential lambda-calculus. One nice feature of this new approach to differentiation is that it is compatible with general fixpoints of terms, so our language is actually a differential extension of PCF for which we provide a fully deterministic operational semantics.

This paper presents novel methodologies for conducting practical differentially private (DP) estimation and inference in high-dimensional linear regression. We start by proposing a differentially private Bayesian Information Criterion (BIC) for selecting the unknown sparsity parameter in DP-Lasso, eliminating the need for prior knowledge of model sparsity, a requisite in the existing literature. Then we propose a differentially private debiased LASSO algorithm that enables privacy-preserving inference on regression parameters. Our proposed method enables accurate and private inference on the regression parameters by leveraging the inherent sparsity of high-dimensional linear regression models. Additionally, we address the issue of multiple testing in high-dimensional linear regression by introducing a differentially private multiple testing procedure that controls the false discovery rate (FDR). This allows for accurate and privacy-preserving identification of significant predictors in the regression model. Through extensive simulations and real data analysis, we demonstrate the efficacy of our proposed methods in conducting inference for high-dimensional linear models while safeguarding privacy and controlling the FDR.

The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design problems with pointwise bound constraints. This paper also provides a derivation of the latent variable proximal point (LVPP) algorithm, an unconditionally stable alternative to the interior point method. LVPP is an infinite-dimensional optimization algorithm that may be viewed as having an adaptive barrier function that is updated with a new informative prior at each (outer loop) optimization iteration. One of its main benefits is witnessed when analyzing the classical obstacle problem. Therein, we find that the original variational inequality can be replaced by a sequence of partial differential equations (PDEs) that are readily discretized and solved with, e.g., high-order finite elements. Throughout this work, we arrive at several unexpected contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field density-based topology optimization. The complete latent variable proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis.

We consider the problem of discovering $K$ related Gaussian directed acyclic graphs (DAGs), where the involved graph structures share a consistent causal order and sparse unions of supports. Under the multi-task learning setting, we propose a $l_1/l_2$-regularized maximum likelihood estimator (MLE) for learning $K$ linear structural equation models. We theoretically show that the joint estimator, by leveraging data across related tasks, can achieve a better sample complexity for recovering the causal order (or topological order) than separate estimations. Moreover, the joint estimator is able to recover non-identifiable DAGs, by estimating them together with some identifiable DAGs. Lastly, our analysis also shows the consistency of union support recovery of the structures. To allow practical implementation, we design a continuous optimization problem whose optimizer is the same as the joint estimator and can be approximated efficiently by an iterative algorithm. We validate the theoretical analysis and the effectiveness of the joint estimator in experiments.