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The problem of function approximation by neural dynamical systems has typically been approached in a top-down manner: Any continuous function can be approximated to an arbitrary accuracy by a sufficiently complex model with a given architecture. This can lead to high-complexity controls which are impractical in applications. In this paper, we take the opposite, constructive approach: We impose various structural restrictions on system dynamics and consequently characterize the class of functions that can be realized by such a system. The systems are implemented as a cascade interconnection of a neural stochastic differential equation (Neural SDE), a deterministic dynamical system, and a readout map. Both probabilistic and geometric (Lie-theoretic) methods are used to characterize the classes of functions realized by such systems.

A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model parameter is used to quantify the identifiability with practical considerations. No assumptions are made about the structure of the statistical model or the prior distribution while constructing the estimator. The estimator has the following notable advantages: first, no controlled experiment or data is required to conduct the practical identifiability analysis; second, unlike popular variance-based global sensitivity analysis methods, different forms of uncertainties, such as model-form, parameter, or measurement can be taken into account; third, the identifiability analysis is global, and therefore independent of a realization of the parameters. If an individual parameter has low identifiability, it can belong to an identifiable subset such that parameters within the subset have a functional relationship and thus have a combined effect on the statistical model. The practical identifiability framework is extended to highlight the dependencies between parameter pairs that emerge a posteriori to find identifiable parameter subsets. The applicability of the proposed approach is demonstrated using a linear Gaussian model and a non-linear methane-air reduced kinetics model. It is shown that by examining the information gained for each model parameter along with its dependencies with other parameters, a subset of parameters that can be estimated with high posterior certainty can be found.

Consider an online convex optimization problem where the loss functions are self-concordant barriers, smooth relative to a convex function $h$, and possibly non-Lipschitz. We analyze the regret of online mirror descent with $h$. Then, based on the result, we prove the following in a unified manner. Denote by $T$ the time horizon and $d$ the parameter dimension. 1. For online portfolio selection, the regret of $\widetilde{\text{EG}}$, a variant of exponentiated gradient due to Helmbold et al., is $\tilde{O} ( T^{2/3} d^{1/3} )$ when $T > 4 d / \log d$. This improves on the original $\tilde{O} ( T^{3/4} d^{1/2} )$ regret bound for $\widetilde{\text{EG}}$. 2. For online portfolio selection, the regret of online mirror descent with the logarithmic barrier is $\tilde{O}(\sqrt{T d})$. The regret bound is the same as that of Soft-Bayes due to Orseau et al. up to logarithmic terms. 3. For online learning quantum states with the logarithmic loss, the regret of online mirror descent with the log-determinant function is also $\tilde{O} ( \sqrt{T d} )$. Its per-iteration time is shorter than all existing algorithms we know.

Numerically solving partial differential equations typically requires fine discretization to resolve necessary spatiotemporal scales, which can be computationally expensive. Recent advances in deep learning have provided a new approach to solving partial differential equations that involves the use of neural operators. Neural operators are neural network architectures that learn mappings between function spaces and have the capability to solve partial differential equations based on data. This study utilizes a novel neural operator called Hyena, which employs a long convolutional filter that is parameterized by a multilayer perceptron. The Hyena operator is an operation that enjoys sub-quadratic complexity and state space model to parameterize long convolution that enjoys a global receptive field. This mechanism enhances the model's comprehension of the input's context and enables data-dependent weight for different partial differential equations instances. To measure how effective the layers are in solving partial differential equations, we conduct experiments on Diffusion-Reaction equation and Navier Stokes equation. Our findings indicate Hyena Neural operator can serve as an efficient and accurate model for learning partial differential equations solution operator. The data and code used can be found at: //github.com/Saupatil07/Hyena-Neural-Operator

Realistic reservoir simulation is known to be prohibitively expensive in terms of computation time when increasing the accuracy of the simulation or by enlarging the model grid size. One method to address this issue is to parallelize the computation by dividing the model in several partitions and using multiple CPUs to compute the result using techniques such as MPI and multi-threading. Alternatively, GPUs are also a good candidate to accelerate the computation due to their massively parallel architecture that allows many floating point operations per second to be performed. The numerical iterative solver takes thus the most computational time and is challenging to solve efficiently due to the dependencies that exist in the model between cells. In this work, we evaluate the OPM Flow simulator and compare several state-of-the-art GPU solver libraries as well as custom developed solutions for a BiCGStab solver using an ILU0 preconditioner and benchmark their performance against the default DUNE library implementation running on multiple CPU processors using MPI. The evaluated GPU software libraries include a manual linear solver in OpenCL and the integration of several third party sparse linear algebra libraries, such as cuSparse, rocSparse, and amgcl. To perform our bench-marking, we use small, medium, and large use cases, starting with the public test case NORNE that includes approximately 50k active cells and ending with a large model that includes approximately 1 million active cells. We find that a GPU can accelerate a single dual-threaded MPI process up to 5.6 times, and that it can compare with around 8 dual-threaded MPI processes.

We propose a method for analyzing the distributed random coordinate descent algorithm for solving separable resource allocation problems in the context of an open multiagent system, where agents can be replaced during the process. In particular, we characterize the evolution of the distance to the minimizer in expectation by following a time-varying optimization approach which builds on two components. First, we establish the linear convergence of the algorithm in closed systems, in terms of the estimate towards the minimizer, for general graphs and appropriate step-size. Second, we estimate the change of the optimal solution after a replacement, in order to evaluate its effect on the distance between the current estimate and the minimizer. From these two elements, we derive stability conditions in open systems and establish the linear convergence of the algorithm towards a steady-state expected error. Our results enable to characterize the trade-off between speed of convergence and robustness to agent replacements, under the assumptions that local functions are smooth, strongly convex, and have their minimizers located in a given ball. The approach proposed in this paper can moreover be extended to other algorithms guaranteeing linear convergence in closed system.

Gradient methods are experiencing a growth in methodological and theoretical developments owing to the challenges of optimization problems arising in data science. Focusing on data science applications with expensive objective function evaluations yet inexpensive gradient function evaluations, gradient methods that never make objective function evaluations are either being rejuvenated or actively developed. However, as we show, such gradient methods are all susceptible to catastrophic divergence under realistic conditions for data science applications. In light of this, gradient methods which make use of objective function evaluations become more appealing, yet, as we show, can result in an exponential increase in objective evaluations between accepted iterates. As a result, existing gradient methods are poorly suited to the needs of optimization problems arising from data science. In this work, we address this gap by developing a generic methodology that economically uses objective function evaluations in a problem-driven manner to prevent catastrophic divergence and avoid an explosion in objective evaluations between accepted iterates. Our methodology allows for specific procedures that can make use of specific step size selection methodologies or search direction strategies, and we develop a novel step size selection methodology that is well-suited to data science applications. We show that a procedure resulting from our methodology is highly competitive with standard optimization methods on CUTEst test problems. We then show a procedure resulting from our methodology is highly favorable relative to standard optimization methods on optimization problems arising in our target data science applications. Thus, we provide a novel gradient methodology that is better suited to optimization problems arising in data science.

Instance segmentation has witnessed promising advancements through deep neural network-based algorithms. However, these models often exhibit incorrect predictions with unwarranted confidence levels. Consequently, evaluating prediction uncertainty becomes critical for informed decision-making. Existing methods primarily focus on quantifying uncertainty in classification or regression tasks, lacking emphasis on instance segmentation. Our research addresses the challenge of estimating spatial certainty associated with the location of instances with star-convex shapes. Two distinct clustering approaches are evaluated which compute spatial and fractional certainty per instance employing samples by the Monte-Carlo Dropout or Deep Ensemble technique. Our study demonstrates that combining spatial and fractional certainty scores yields improved calibrated estimation over individual certainty scores. Notably, our experimental results show that the Deep Ensemble technique alongside our novel radial clustering approach proves to be an effective strategy. Our findings emphasize the significance of evaluating the calibration of estimated certainties for model reliability and decision-making.

The training of neural encoders via deep learning necessitates a differentiable channel model due to the backpropagation algorithm. This requirement can be sidestepped by approximating either the channel distribution or its gradient through pilot signals in real-world scenarios. The initial approach draws upon the latest advancements in image generation, utilizing generative adversarial networks (GANs) or their enhanced variants to generate channel distributions. In this paper, we address this channel approximation challenge with diffusion models, which have demonstrated high sample quality in image generation. We offer an end-to-end channel coding framework underpinned by diffusion models and propose an efficient training algorithm. Our simulations with various channel models establish that our diffusion models learn the channel distribution accurately, thereby achieving near-optimal end-to-end symbol error rates (SERs). We also note a significant advantage of diffusion models: A robust generalization capability in high signal-to-noise ratio regions, in contrast to GAN variants that suffer from error floor. Furthermore, we examine the trade-off between sample quality and sampling speed, when an accelerated sampling algorithm is deployed, and investigate the effect of the noise scheduling on this trade-off. With an apt choice of noise scheduling, sampling time can be significantly reduced with a minor increase in SER.

The innovations algorithm is a classical recursive forecasting algorithm used in time series analysis. We develop the innovations algorithm for a class of nonnegative regularly varying time series models constructed via transformed-linear arithmetic. In addition to providing the best linear predictor, the algorithm also enables us to estimate parameters of transformed-linear regularly-varying moving average (MA) models, thus providing a tool for modeling. We first construct an inner product space of transformed-linear combinations of nonnegative regularly-varying random variables and prove its link to a Hilbert space which allows us to employ the projection theorem, from which we develop the transformed-linear innovations algorithm. Turning our attention to the class of transformed linear MA($\infty$) models, we give results on parameter estimation and also show that this class of models is dense in the class of possible tail pairwise dependence functions (TPDFs). We also develop an extremes analogue of the classical Wold decomposition. Simulation study shows that our class of models captures tail dependence for the GARCH(1,1) model and a Markov time series model, both of which are outside our class of models.