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In this work, we study an inverse problem of recovering a space-time dependent diffusion coefficient in the subdiffusion model from the distributed observation, where the mathematical model involves a Djrbashian-Caputo fractional derivative of order $\alpha\in(0,1)$ in time. The main technical challenges of both theoretical and numerical analysis lie in the limited smoothing properties due to the fractional differential operator and the high degree of nonlinearity of the forward map from the unknown diffusion coefficient to the distributed observation. Theoretically, we establish two conditional stability results using a novel test function, which leads to a stability bound in $L^2(0,T;L^2(\Omega))$ under a suitable positivity condition. The positivity condition is verified for a large class of problem data. Numerically, we develop a rigorous procedure for the recovery of the diffusion coefficient based on a regularized least-squares formulation, which is then discretized by the standard Galerkin method with continuous piecewise linear elements in space and backward Euler convolution quadrature in time. We provide a complete error analysis of the fully discrete formulation, by combining several new error estimates for the direct problem (optimal in terms of data regularity), a discrete version of fractional maximal $L^p$ regularity, and a nonstandard energy argument. Under the positivity condition, we obtain a standard $L^2(0,T; L^2(\Omega))$ error estimate consistent with the conditional stability. Further, we illustrate the analysis with some numerical examples.

We study the existence of polynomial kernels, for parameterized problems without a polynomial kernel on general graphs, when restricted to graphs of bounded twin-width. Our main result is that a polynomial kernel for $k$-Dominating Set on graphs of twin-width at most 4 would contradict a standard complexity-theoretic assumption. The reduction is quite involved, especially to get the twin-width upper bound down to 4, and can be tweaked to work for Connected $k$-Dominating Set and Total $k$-Dominating Set (albeit with a worse upper bound on the twin-width). The $k$-Independent Set problem admits the same lower bound by a much simpler argument, previously observed [ICALP '21], which extends to $k$-Independent Dominating Set, $k$-Path, $k$-Induced Path, $k$-Induced Matching, etc. On the positive side, we obtain a simple quadratic vertex kernel for Connected $k$-Vertex Cover and Capacitated $k$-Vertex Cover on graphs of bounded twin-width. Interestingly the kernel applies to graphs of Vapnik-Chervonenkis density 1, and does not require a witness sequence. We also present a more intricate $O(k^{1.5})$ vertex kernel for Connected $k$-Vertex Cover. Finally we show that deciding if a graph has twin-width at most 1 can be done in polynomial time, and observe that most optimization/decision graph problems can be solved in polynomial time on graphs of twin-width at most 1.

This paper analyzes the correlation matrix between the a priori error and measurement noise vectors for affine projection algorithms (APA). This correlation stems from the dependence between the filter tap estimates and the noise samples, and has a strong influence on the mean square behavior of the algorithm. We show that the correlation matrix is upper triangular, and compute the diagonal elements in closed form, showing that they are independent of the input process statistics. Also, for white inputs we show that the matrix is fully diagonal. These results are valid in the transient and steady states of the algorithm considering a possibly variable step-size. Our only assumption is that the filter order is large compared to the projection order of APA and we make no assumptions on the input signal except for stationarity. Using these results, we perform a steady-state analysis of the algorithm for small step size and provide a new simple closed-form expression for mean-square error, which has comparable or better accuracy to many preexisting expressions, and is much simpler to compute. Finally, we also obtain expressions for the steady-state energy of the other components of the error vector.

Stein importance sampling is a widely applicable technique based on kernelized Stein discrepancy, which corrects the output of approximate sampling algorithms by reweighting the empirical distribution of the samples. A general analysis of this technique is conducted for the previously unconsidered setting where samples are obtained via the simulation of a Markov chain, and applies to an arbitrary underlying Polish space. We prove that Stein importance sampling yields consistent estimators for quantities related to a target distribution of interest by using samples obtained from a geometrically ergodic Markov chain with a possibly unknown invariant measure that differs from the desired target. The approach is shown to be valid under conditions that are satisfied for a large number of unadjusted samplers, and is capable of retaining consistency when data subsampling is used. Along the way, a universal theory of reproducing Stein kernels is established, which enables the construction of kernelized Stein discrepancy on general Polish spaces, and provides sufficient conditions for kernels to be convergence-determining on such spaces. These results are of independent interest for the development of future methodology based on kernelized Stein discrepancies.

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression models in the literature as special cases. Based on the theory of reproducing kernel Hilbert spaces (RKHS), we propose a penalized least squares estimator that can accommodate functional variables observed on discrete sample points. Besides a conventional smoothness penalty, a group Lasso-type penalty is further imposed to induce sparsity in the high-dimensional vector predictors. We derive finite sample theoretical guarantees and show that the excess prediction risk of our estimator is minimax optimal. Furthermore, our analysis reveals an interesting phase transition phenomenon that the optimal excess risk is determined jointly by the smoothness and the sparsity of the functional regression coefficients. A novel efficient optimization algorithm based on iterative coordinate descent is devised to handle the smoothness and group penalties simultaneously. Simulation studies and real data applications illustrate the promising performance of the proposed approach compared to the state-of-the-art methods in the literature.

$\ell_1$-penalized quantile regression is widely used for analyzing high-dimensional data with heterogeneity. It is now recognized that the $\ell_1$-penalty introduces non-negligible estimation bias, while a proper use of concave regularization may lead to estimators with refined convergence rates and oracle properties as the signal strengthens. Although folded concave penalized $M$-estimation with strongly convex loss functions have been well studied, the extant literature on quantile regression is relatively silent. The main difficulty is that the quantile loss is piecewise linear: it is non-smooth and has curvature concentrated at a single point. To overcome the lack of smoothness and strong convexity, we propose and study a convolution-type smoothed quantile regression with iteratively reweighted $\ell_1$-regularization. The resulting smoothed empirical loss is twice continuously differentiable and (provably) locally strongly convex with high probability. We show that the iteratively reweighted $\ell_1$-penalized smoothed quantile regression estimator, after a few iterations, achieves the optimal rate of convergence, and moreover, the oracle rate and the strong oracle property under an almost necessary and sufficient minimum signal strength condition. Extensive numerical studies corroborate our theoretical results.

A central topic in functional data analysis is how to design an optimaldecision rule, based on training samples, to classify a data function. We exploit the optimal classification problem when data functions are Gaussian processes. Sharp nonasymptotic convergence rates for minimax excess mis-classification risk are derived in both settings that data functions are fully observed and discretely observed. We explore two easily implementable classifiers based on discriminant analysis and deep neural network, respectively, which are both proven to achieve optimality in Gaussian setting. Our deepneural network classifier is new in literature which demonstrates outstanding performance even when data functions are non-Gaussian. In case of discretely observed data, we discover a novel critical sampling frequency thatgoverns the sharp convergence rates. The proposed classifiers perform favorably in finite-sample applications, as we demonstrate through comparisonswith other functional classifiers in simulations and one real data application.

Point processes in time have a wide range of applications that include the claims arrival process in insurance or the analysis of queues in operations research. Due to advances in technology, such samples of point processes are increasingly encountered. A key object of interest is the local intensity function. It has a straightforward interpretation that allows to understand and explore point process data. We consider functional approaches for point processes, where one has a sample of repeated realizations of the point process. This situation is inherently connected with Cox processes, where the intensity functions of the replications are modeled as random functions. Here we study a situation where one records covariates for each replication of the process, such as the daily temperature for bike rentals. For modeling point processes as responses with vector covariates as predictors we propose a novel regression approach for the intensity function that is intrinsically nonparametric. While the intensity function of a point process that is only observed once on a fixed domain cannot be identified, we show how covariates and repeated observations of the process can be utilized to make consistent estimation possible, and we also derive asymptotic rates of convergence without invoking parametric assumptions.

Most of existing statistical theories on deep neural networks have sample complexities cursed by the data dimension and therefore cannot well explain the empirical success of deep learning on high-dimensional data. To bridge this gap, we propose to exploit low-dimensional geometric structures of the real world data sets. We establish theoretical guarantees of convolutional residual networks (ConvResNet) in terms of function approximation and statistical estimation for binary classification. Specifically, given the data lying on a $d$-dimensional manifold isometrically embedded in $\mathbb{R}^D$, we prove that if the network architecture is properly chosen, ConvResNets can (1) approximate Besov functions on manifolds with arbitrary accuracy, and (2) learn a classifier by minimizing the empirical logistic risk, which gives an excess risk in the order of $n^{-\frac{s}{2s+2(s\vee d)}}$, where $s$ is a smoothness parameter. This implies that the sample complexity depends on the intrinsic dimension $d$, instead of the data dimension $D$. Our results demonstrate that ConvResNets are adaptive to low-dimensional structures of data sets.

We study the fundamental problem of ReLU regression, where the goal is to fit Rectified Linear Units (ReLUs) to data. This supervised learning task is efficiently solvable in the realizable setting, but is known to be computationally hard with adversarial label noise. In this work, we focus on ReLU regression in the Massart noise model, a natural and well-studied semi-random noise model. In this model, the label of every point is generated according to a function in the class, but an adversary is allowed to change this value arbitrarily with some probability, which is {\em at most} $\eta < 1/2$. We develop an efficient algorithm that achieves exact parameter recovery in this model under mild anti-concentration assumptions on the underlying distribution. Such assumptions are necessary for exact recovery to be information-theoretically possible. We demonstrate that our algorithm significantly outperforms naive applications of $\ell_1$ and $\ell_2$ regression on both synthetic and real data.