This paper proposes a~simple, yet powerful, method for balancing distributions of covariates for causal inference based on observational studies. The method makes it possible to balance an arbitrary number of quantiles (e.g., medians, quartiles, or deciles) together with means if necessary. The proposed approach is based on the theory of calibration estimators (Deville and S\"arndal 1992), in particular, calibration estimators for quantiles, proposed by Harms and Duchesne (2006). The method does not require numerical integration, kernel density estimation or assumptions about the distributions. Valid estimates can be obtained by drawing on existing asymptotic theory. An~illustrative example of the proposed approach is presented for the entropy balancing method and the covariate balancing propensity score method. Results of a~simulation study indicate that the method efficiently estimates average treatment effects on the treated (ATT), the average treatment effect (ATE), the quantile treatment effect on the treated (QTT) and the quantile treatment effect (QTE), especially in the presence of non-linearity and mis-specification of the models. The proposed approach can be further generalized to other designs (e.g. multi-category, continuous) or methods (e.g. synthetic control method). An open source software implementing proposed methods is available.
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We argue that the current POW based consensus algorithm of the Bitcoin network suffers from a fundamental economic discrepancy between the real world transaction (txn) costs incurred by miners and the wealth that is being transacted. Put simply, whether one transacts 1 satoshi or 1 bitcoin, the same amount of electricity is needed when including this txn into a block. The notorious Bitcoin blockchain problems such as its high energy usage per txn or its scalability issues are, either partially or fully, mere consequences of this fundamental economic inconsistency. We propose making the computational cost of securing the txns proportional to the wealth being transferred, at least temporarily. First, we present a simple incentive based model of Bitcoin's security. Then, guided by this model, we augment each txn by two parameters, one controlling the time spent securing this txn and the second determining the fraction of the network used to accomplish this. The current Bitcoin txns are naturally embedded into this parametrized space. Then we introduce a sequence of hierarchical block structures (HBSs) containing these parametrized txns. The first of those HBSs exploits only a single degree of freedom of the extended txn, namely the time investment, but it allows already for txns with a variable level of trust together with aligned network fees and energy usage. In principle, the last HBS should scale to tens of thousands timely txns per second while preserving what the previous HBSs achieved. We also propose a simple homotopy based transition mechanism which enables us to relatively safely and continuously introduce new HBSs into the existing blockchain. Our approach is constructive and as rigorous as possible and we attempt to analyze all aspects of these developments, al least at a conceptual level. The process is supported by evaluation on recent transaction data.
Even though novel imaging techniques have been successful in studying brain structure and function, the measured biological signals are often contaminated by multiple sources of noise, arising due to e.g. head movements of the individual being scanned, limited spatial/temporal resolution, or other issues specific to each imaging technology. Data preprocessing (e.g. denoising) is therefore critical. Preprocessing pipelines have become increasingly complex over the years, but also more flexible, and this flexibility can have a significant impact on the final results and conclusions of a given study. This large parameter space is often referred to as multiverse analyses. Here, we provide conceptual and practical tools for statistical analyses that can aggregate multiple pipeline results along with a new sensitivity analysis testing for hypotheses across pipelines such as "no effect across all pipelines" or "at least one pipeline with no effect". The proposed framework is generic and can be applied to any multiverse scenario, but we illustrate its use based on positron emission tomography data.
This paper introduces a second-order method for solving general elliptic partial differential equations (PDEs) on irregular domains using GPU acceleration, based on Ying's kernel-free boundary integral (KFBI) method. The method addresses limitations imposed by CFL conditions in explicit schemes and accuracy issues in fully implicit schemes for the Laplacian operator. To overcome these challenges, the paper employs a series of second-order time discrete schemes and splits the Laplacian operator into explicit and implicit components. Specifically, the Crank-Nicolson method discretizes the heat equation in the temporal dimension, while the implicit scheme is used for the wave equation. The Schrodinger equation is treated using the Strang splitting method. By discretizing the temporal dimension implicitly, the heat, wave, and Schrodinger equations are transformed into a sequence of elliptic equations. The Laplacian operator on the right-hand side of the elliptic equation is obtained from the numerical scheme rather than being discretized and corrected by the five-point difference method. A Cartesian grid-based KFBI method is employed to solve the resulting elliptic equations. GPU acceleration, achieved through a parallel Cartesian grid solver, enhances the computational efficiency by exploiting high degrees of parallelism. Numerical results demonstrate that the proposed method achieves second-order accuracy for the heat, wave, and Schrodinger equations. Furthermore, the GPU-accelerated solvers for the three types of time-dependent equations exhibit a speedup of 30 times compared to CPU-based solvers.
This paper focuses on investigating Stein's invariant shrinkage estimators for large sample covariance matrices and precision matrices in high-dimensional settings. We consider models that have nearly arbitrary population covariance matrices, including those with potential spikes. By imposing mild technical assumptions, we establish the asymptotic limits of the shrinkers for a wide range of loss functions. A key contribution of this work, enabling the derivation of the limits of the shrinkers, is a novel result concerning the asymptotic distributions of the non-spiked eigenvectors of the sample covariance matrices, which can be of independent interest.
Many analyses of multivariate data focus on evaluating the dependence between two sets of variables, rather than the dependence among individual variables within each set. Canonical correlation analysis (CCA) is a classical data analysis technique that estimates parameters describing the dependence between such sets. However, inference procedures based on traditional CCA rely on the assumption that all variables are jointly normally distributed. We present a semiparametric approach to CCA in which the multivariate margins of each variable set may be arbitrary, but the dependence between variable sets is described by a parametric model that provides low-dimensional summaries of dependence. While maximum likelihood estimation in the proposed model is intractable, we propose two estimation strategies: one using a pseudolikelihood for the model and one using a Markov chain Monte Carlo (MCMC) algorithm that provides Bayesian estimates and confidence regions for the between-set dependence parameters. The MCMC algorithm is derived from a multirank likelihood function, which uses only part of the information in the observed data in exchange for being free of assumptions about the multivariate margins. We apply the proposed Bayesian inference procedure to Brazilian climate data and monthly stock returns from the materials and communications market sectors.
Circuit complexity, defined as the minimum circuit size required for implementing a particular Boolean computation, is a foundational concept in computer science. Determining circuit complexity is believed to be a hard computational problem [1]. Recently, in the context of black holes, circuit complexity has been promoted to a physical property, wherein the growth of complexity is reflected in the time evolution of the Einstein-Rosen bridge (``wormhole'') connecting the two sides of an AdS ``eternal'' black hole [2]. Here we explore another link between complexity and thermodynamics for circuits of given functionality, making the physics-inspired approach relevant to real computational problems, for which functionality is the key element of interest. In particular, our thermodynamic framework provides a new perspective on the obfuscation of programs of arbitrary length -- an important problem in cryptography -- as thermalization through recursive mixing of neighboring sections of a circuit, which can be viewed as the mixing of two containers with ``gases of gates''. This recursive process equilibrates the average complexity and leads to the saturation of the circuit entropy, while preserving functionality of the overall circuit. The thermodynamic arguments hinge on ergodicity in the space of circuits which we conjecture is limited to disconnected ergodic sectors due to fragmentation. The notion of fragmentation has important implications for the problem of circuit obfuscation as it implies that there are circuits with same size and functionality that cannot be connected via local moves. Furthermore, we argue that fragmentation is unavoidable unless the complexity classes NP and coNP coincide, a statement that implies the collapse of the polynomial hierarchy of computational complexity theory to its first level.
While computer modeling and simulation are crucial for understanding scientometrics, their practical use in literature remains somewhat limited. In this study, we establish a joint coauthorship and citation network using preferential attachment. As papers get published, we update the coauthorship network based on each paper's author list, representing the collaborative team behind it. This team is formed considering the number of collaborations each author has, and we introduce new authors at a fixed probability, expanding the coauthorship network. Simultaneously, as each paper cites a specific number of references, we add an equivalent number of citations to the citation network upon publication. The likelihood of a paper being cited depends on its existing citations, fitness value, and age. Then we calculate the journal impact factor and h-index, using them as examples of scientific impact indicators. After thorough validation, we conduct case studies to analyze the impact of different parameters on the journal impact factor and h-index. The findings reveal that increasing the reference number N or reducing the paper's lifetime {\theta} significantly boosts the journal impact factor and average h-index. On the other hand, enlarging the team size m without introducing new authors or decreasing the probability of newcomers p notably increases the average h-index. In conclusion, it is evident that various parameters influence scientific impact indicators, and their interpretation can be manipulated by authors. Thus, exploring the impact of these parameters and continually refining scientific impact indicators are essential. The modeling and simulation method serves as a powerful tool in this ongoing process, and the model can be easily extended to include other scientific impact indicators and scenarios.
This paper studies the convergence of a spatial semidiscretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. For non-smooth initial values, the regularity of the mild solution is investigated, and an error estimate is derived with the spatial $ L^2 $-norm. For smooth initial values, two error estimates with the general spatial $ L^q $-norms are established.
Quantized tensor trains (QTTs) have recently emerged as a framework for the numerical discretization of continuous functions, with the potential for widespread applications in numerical analysis. However, the theory of QTT approximation is not fully understood. In this work, we advance this theory from the point of view of multiscale polynomial interpolation. This perspective clarifies why QTT ranks decay with increasing depth, quantitatively controls QTT rank in terms of smoothness of the target function, and explains why certain functions with sharp features and poor quantitative smoothness can still be well approximated by QTTs. The perspective also motivates new practical and efficient algorithms for the construction of QTTs from function evaluations on multiresolution grids.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.
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