Generalized linear models (GLMs) are routinely used for modeling relationships between a response variable and a set of covariates. The simple form of a GLM comes with easy interpretability, but also leads to concerns about model misspecification impacting inferential conclusions. A popular semi-parametric solution adopted in the frequentist literature is quasi-likelihood, which improves robustness by only requiring correct specification of the first two moments. We develop a robust approach to Bayesian inference in GLMs through quasi-posterior distributions. We show that quasi-posteriors provide a coherent generalized Bayes inference method, while also approximating so-called coarsened posteriors. In so doing, we obtain new insights into the choice of coarsening parameter. Asymptotically, the quasi-posterior converges in total variation to a normal distribution and has important connections with the loss-likelihood bootstrap posterior. We demonstrate that it is also well-calibrated in terms of frequentist coverage. Moreover, the loss-scale parameter has a clear interpretation as a dispersion, and this leads to a consolidated method of moments estimator.
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We study Whitney-type estimates for approximation of convex functions in the uniform norm on various convex multivariate domains while paying a particular attention to the dependence of the involved constants on the dimension and the geometry of the domain.
It is well-known that mood and pain interact with each other, however individual-level variability in this relationship has been less well quantified than overall associations between low mood and pain. Here, we leverage the possibilities presented by mobile health data, in particular the "Cloudy with a Chance of Pain" study, which collected longitudinal data from the residents of the UK with chronic pain conditions. Participants used an App to record self-reported measures of factors including mood, pain and sleep quality. The richness of these data allows us to perform model-based clustering of the data as a mixture of Markov processes. Through this analysis we discover four endotypes with distinct patterns of co-evolution of mood and pain over time. The differences between endotypes are sufficiently large to play a role in clinical hypothesis generation for personalised treatments of comorbid pain and low mood.
Laguerre spectral approximations play an important role in the development of efficient algorithms for problems in unbounded domains. In this paper, we present a comprehensive convergence rate analysis of Laguerre spectral approximations for analytic functions. By exploiting contour integral techniques from complex analysis, we prove that Laguerre projection and interpolation methods of degree $n$ converge at the root-exponential rate $O(\exp(-2\rho\sqrt{n}))$ with $\rho>0$ when the underlying function is analytic inside and on a parabola with focus at the origin and vertex at $z=-\rho^2$. As far as we know, this is the first rigorous proof of root-exponential convergence of Laguerre approximations for analytic functions. Several important applications of our analysis are also discussed, including Laguerre spectral differentiations, Gauss-Laguerre quadrature rules, the scaling factor and the Weeks method for the inversion of Laplace transform, and some sharp convergence rate estimates are derived. Numerical experiments are presented to verify the theoretical results.
Dealing with uncertainty in optimization parameters is an important and longstanding challenge. Typically, uncertain parameters are predicted accurately, and then a deterministic optimization problem is solved. However, the decisions produced by this so-called \emph{predict-then-optimize} procedure can be highly sensitive to uncertain parameters. In this work, we contribute to recent efforts in producing \emph{decision-focused} predictions, i.e., to build predictive models that are constructed with the goal of minimizing a \emph{regret} measure on the decisions taken with them. We formulate the exact expected regret minimization as a pessimistic bilevel optimization model. Then, using duality arguments, we reformulate it as a non-convex quadratic optimization problem. Finally, we show various computational techniques to achieve tractability. We report extensive computational results on shortest-path instances with uncertain cost vectors. Our results indicate that our approach can improve training performance over the approach of Elmachtoub and Grigas (2022), a state-of-the-art method for decision-focused learning.
We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists in the reformulation of the delay equation as an abstract differential equation, the reduction of the latter to a system of ordinary differential equations via pseudospectral collocation, and the application of the standard discrete QR method. The effectiveness of the method is shown experimentally and a MATLAB implementation is provided.
The paper introduces a new meshfree pseudospectral method based on Gaussian radial basis functions (RBFs) collocation to solve fractional Poisson equations. Hypergeometric functions are used to represent the fractional Laplacian of Gaussian RBFs, enabling an efficient computation of stiffness matrix entries. Unlike existing RBF-based methods, our approach ensures a Toeplitz structure in the stiffness matrix with equally spaced RBF centers, enabling efficient matrix-vector multiplications using fast Fourier transforms. We conduct a comprehensive study on the shape parameter selection, addressing challenges related to ill-conditioning and numerical stability. The main contribution of our work includes rigorous stability analysis and error estimates of the Gaussian RBF collocation method, representing a first attempt at the rigorous analysis of RBF-based methods for fractional PDEs to the best of our knowledge. We conduct numerical experiments to validate our analysis and provide practical insights for implementation.
We study operator - or noncommutative - variants of constraint satisfaction problems (CSPs). These higher-dimensional variants are a core topic of investigation in quantum information, where they arise as nonlocal games and entangled multiprover interactive proof systems (MIP*). The idea of higher-dimensional relaxations of CSPs is also important in the classical literature. For example since the celebrated work of Goemans and Williamson on Max-Cut, higher dimensional vector relaxations have been central in the design of approximation algorithms for classical CSPs. We introduce a framework for designing approximation algorithms for noncommutative CSPs. Prior to this work Max-$2$-Lin$(k)$ was the only family of noncommutative CSPs known to be efficiently solvable. This work is the first to establish approximation ratios for a broader class of noncommutative CSPs. In the study of classical CSPs, $k$-ary decision variables are often represented by $k$-th roots of unity, which generalise to the noncommutative setting as order-$k$ unitary operators. In our framework, using representation theory, we develop a way of constructing unitary solutions from SDP relaxations, extending the pioneering work of Tsirelson on XOR games. Then, we introduce a novel rounding scheme to transform these solutions to order-$k$ unitaries. Our main technical innovation here is a theorem guaranteeing that, for any set of unitary operators, there exists a set of order-$k$ unitaries that closely mimics it. As an integral part of the rounding scheme, we prove a random matrix theory result that characterises the distribution of the relative angles between eigenvalues of random unitaries using tools from free probability.
The statistical analysis of group studies in neuroscience is particularly challenging due to the complex spatio-temporal nature of the data, its multiple levels and the inter-individual variability in brain responses. In this respect, traditional ANOVA-based studies and linear mixed effects models typically provide only limited exploration of the dynamic of the group brain activity and variability of the individual responses potentially leading to overly simplistic conclusions and/or missing more intricate patterns. In this study we propose a novel method based on functional Principal Components Analysis and Bayesian model-based clustering to simultaneously assess group effects and individual deviations over the most important temporal features in the data. This method provides a thorough exploration of group differences and individual deviations in neuroscientific group studies without compromising on the spatio-temporal nature of the data. By means of a simulation study we demonstrate that the proposed model returns correct classification in different clustering scenarios under low and high of noise levels in the data. Finally we consider a case study using Electroencephalogram data recorded during an object recognition task where our approach provides new insights into the underlying brain mechanisms generating the data and their variability.
Online speech recognition, where the model only accesses context to the left, is an important and challenging use case for ASR systems. In this work, we investigate augmenting neural encoders for online ASR by incorporating structured state-space sequence models (S4), a family of models that provide a parameter-efficient way of accessing arbitrarily long left context. We performed systematic ablation studies to compare variants of S4 models and propose two novel approaches that combine them with convolutions. We found that the most effective design is to stack a small S4 using real-valued recurrent weights with a local convolution, allowing them to work complementarily. Our best model achieves WERs of 4.01%/8.53% on test sets from Librispeech, outperforming Conformers with extensively tuned convolution.
A general asynchronous alternating iterative model is designed, for which convergence is theoretically ensured both under classical spectral radius bound and, then, for a classical class of matrix splittings for $\mathsf H$-matrices. The computational model can be thought of as a two-stage alternating iterative method, which well suits to the well-known Hermitian and skew-Hermitian splitting (HSS) approach, with the particularity here of considering only one inner iteration. Experimental parallel performance comparison is conducted between the generalized minimal residual (GMRES) algorithm, the standard HSS and our asynchronous variant, on both real and complex non-Hermitian linear systems respectively arising from convection-diffusion and structural dynamics problems. A significant gain on execution time is observed in both cases.
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