Various nonparametric approaches for Bayesian spectral density estimation of stationary time series have been suggested in the literature, mostly based on the Whittle likelihood approximation. A generalization of this approximation has been proposed in Kirch et al. who prove posterior consistency for spectral density estimation in combination with the Bernstein-Dirichlet process prior for Gaussian time series. In this paper, we will extend the posterior consistency result to non-Gaussian time series by employing a general consistency theorem of Shalizi for dependent data and misspecified models. As a special case, posterior consistency for the spectral density under the Whittle likelihood as proposed by Choudhuri, Ghosal and Roy is also extended to non-Gaussian time series. Small sample properties of this approach are illustrated with several examples of non-Gaussian time series.
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We consider the symmetric binary perceptron model, a simple model of neural networks that has gathered significant attention in the statistical physics, information theory and probability theory communities, with recent connections made to the performance of learning algorithms in Baldassi et al. '15. We establish that the partition function of this model, normalized by its expected value, converges to a lognormal distribution. As a consequence, this allows us to establish several conjectures for this model: (i) it proves the contiguity conjecture of Aubin et al. '19 between the planted and unplanted models in the satisfiable regime; (ii) it establishes the sharp threshold conjecture; (iii) it proves the frozen 1-RSB conjecture in the symmetric case, conjectured first by Krauth-M\'ezard '89 in the asymmetric case. In a recent work of Perkins-Xu '21, the last two conjectures were also established by proving that the partition function concentrates on an exponential scale, under an analytical assumption on a real-valued function. This left open the contiguity conjecture and the lognormal limit characterization, which are established here unconditionally, with the analytical assumption verified. In particular, our proof technique relies on a dense counter-part of the small graph conditioning method, which was developed for sparse models in the celebrated work of Robinson and Wormald.
We propose a spectral clustering algorithm for analyzing the dependence structure of multivariate extremes. More specifically, we focus on the asymptotic dependence of multivariate extremes characterized by the angular or spectral measure in extreme value theory. Our work studies the theoretical performance of spectral clustering based on a random $k$-nearest neighbor graph constructed from an extremal sample, i.e., the angular part of random vectors for which the radius exceeds a large threshold. In particular, we derive the asymptotic distribution of extremes arising from a linear factor model and prove that, under certain conditions, spectral clustering can consistently identify the clusters of extremes arising in this model. Leveraging this result we propose a simple consistent estimation strategy for learning the angular measure. Our theoretical findings are complemented with numerical experiments illustrating the finite sample performance of our methods.
The statistical finite element method (StatFEM) is an emerging probabilistic method that allows observations of a physical system to be synthesised with the numerical solution of a PDE intended to describe it in a coherent statistical framework, to compensate for model error. This work presents a new theoretical analysis of the statistical finite element method demonstrating that it has similar convergence properties to the finite element method on which it is based. Our results constitute a bound on the Wasserstein-2 distance between the ideal prior and posterior and the StatFEM approximation thereof, and show that this distance converges at the same mesh-dependent rate as finite element solutions converge to the true solution. Several numerical examples are presented to demonstrate our theory, including an example which test the robustness of StatFEM when extended to nonlinear quantities of interest.
We present a novel approach to adaptive optimal design of groundwater surveys - a methodology for choosing the location of the next monitoring well. Our dual-weighted approach borrows ideas from Bayesian Optimisation and goal-oriented error estimation to propose the next monitoring well, given that some data is already available from existing wells. Our method is distinct from other optimal design strategies in that it does not rely on Fisher Information and it instead directly exploits the posterior uncertainty and the expected solution to a dual (or adjoint) problem to construct an acquisition function that optimally reduces the uncertainty in the model as a whole and some engineering quantity of interest in particular. We demonstrate our approach in the context of 2D groundwater flow example and show that employing the expectation of the dual solution as a weighting function improves the posterior estimate of the quantity of interest on average by a factor of 3, compared to the baseline approach, where only the posterior uncertainty is considered.
A basic problem for constant dimension codes is to determine the maximum possible size $A_q(n,d;k)$ of a set of $k$-dimensional subspaces in $\mathbb{F}_q^n$, called codewords, such that the subspace distance satisfies $d_S(U,W):=2k-2\dim(U\cap W)\ge d$ for all pairs of different codewords $U$, $W$. Constant dimension codes have applications in e.g.\ random linear network coding, cryptography, and distributed storage. Bounds for $A_q(n,d;k)$ are the topic of many recent research papers. Providing a general framework we survey many of the latest constructions and show up the potential for further improvements. As examples we give improved constructions for the cases $A_q(10,4;5)$, $A_q(11,4;4)$, $A_q(12,6;6)$, and $A_q(15,4;4)$. We also derive general upper bounds for subcodes arising in those constructions.
We build a sharp approximation of the whole distribution of the sum of iid heavy-tailed random vectors, combining mean and extreme behaviors. It extends the so-called 'normex' approach from a univariate to a multivariate framework. We propose two possible multi-normex distributions, named $d$-Normex and MRV-Normex. Both rely on the Gaussian distribution for describing the mean behavior, via the CLT, while the difference between the two versions comes from using the exact distribution or the EV theorem for the maximum. The main theorems provide the rate of convergence for each version of the multi-normex distributions towards the distribution of the sum, assuming second order regular variation property for the norm of the parent random vector when considering the MRV-normex case. Numerical illustrations and comparisons are proposed with various dependence structures on the parent random vector, using QQ-plots based on geometrical quantiles.
Structural and computational understanding of tensors is the driving force behind faster matrix multiplication algorithms, the unraveling of quantum entanglement, and the breakthrough on the cap set problem. Strassen's asymptotic spectra program (SFCS 1986) characterizes optimal matrix multiplication algorithms through monotone functionals. Our work advances and makes novel connections among two recent developments in the study of tensors, namely (1) the slice rank of tensors, a notion of rank for tensors that emerged from the resolution of the cap set problem (Ann. of Math. 2017), and (2) the quantum functionals of tensors (STOC 2018), monotone functionals defined as optimizations over moment polytopes. More precisely, we introduce an extension of slice rank that we call weighted slice rank and we develop a minimax correspondence between the asymptotic weighted slice rank and the quantum functionals. Weighted slice rank encapsulates different notions of bipartiteness of quantum entanglement. The correspondence allows us to give a rank-type characterization of the quantum functionals. Moreover, whereas the original definition of the quantum functionals only works over the complex numbers, this new characterization can be extended to all fields. Thereby, in addition to gaining deeper understanding of Strassen's theory for the complex numbers, we obtain a proposal for quantum functionals over other fields. The finite field case is crucial for combinatorial and algorithmic problems where the field can be optimized over.
Retrieving a signal from the Fourier transform of its third-order statistics or bispectrum arises in a wide range of signal processing problems. Conventional methods do not provide a unique inversion of bispectrum. In this paper, we present a an approach that uniquely recovers signals with finite spectral support (band-limited signals) from at least $3B$ measurements of its bispectrum function (BF), where $B$ is the signal's bandwidth. Our approach also extends to time-limited signals. We propose a two-step trust region algorithm that minimizes a non-convex objective function. First, we approximate the signal by a spectral algorithm. Then, we refine the attained initialization based upon a sequence of gradient iterations. Numerical experiments suggest that our proposed algorithm is able to estimate band/time-limited signals from its BF for both complete and undersampled observations.
A key advantage of isogeometric discretizations is their accurate and well-behaved eigenfrequencies and eigenmodes. For degree two and higher, however, optical branches of spurious outlier frequencies and modes may appear due to boundaries or reduced continuity at patch interfaces. In this paper, we introduce a variational approach based on perturbed eigenvalue analysis that eliminates outlier frequencies without negatively affecting the accuracy in the remainder of the spectrum and modes. We then propose a pragmatic iterative procedure that estimates the perturbation parameters in such a way that the outlier frequencies are effectively reduced. We demonstrate that our approach allows for a much larger critical time-step size in explicit dynamics calculations. In addition, we show that the critical time-step size obtained with the proposed approach does not depend on the polynomial degree of spline basis functions.
One of the central problems in machine learning is domain adaptation. Unlike past theoretical work, we consider a new model for subpopulation shift in the input or representation space. In this work, we propose a provably effective framework for domain adaptation based on label propagation. In our analysis, we use a simple but realistic ``expansion'' assumption, proposed in \citet{wei2021theoretical}. Using a teacher classifier trained on the source domain, our algorithm not only propagates to the target domain but also improves upon the teacher. By leveraging existing generalization bounds, we also obtain end-to-end finite-sample guarantees on the entire algorithm. In addition, we extend our theoretical framework to a more general setting of source-to-target transfer based on a third unlabeled dataset, which can be easily applied in various learning scenarios.
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