Optimal estimation and inference for both the minimizer and minimum of a convex regression function under the white noise and nonparametric regression models are studied in a nonasymptotic local minimax framework, where the performance of a procedure is evaluated at individual functions. Fully adaptive and computationally efficient algorithms are proposed and sharp minimax lower bounds are given for both the estimation accuracy and expected length of confidence intervals for the minimizer and minimum. The nonasymptotic local minimax framework brings out new phenomena in simultaneous estimation and inference for the minimizer and minimum. We establish a novel uncertainty principle that provides a fundamental limit on how well the minimizer and minimum can be estimated simultaneously for any convex regression function. A similar result holds for the expected length of the confidence intervals for the minimizer and minimum.
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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 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.
We provide full theoretical guarantees for the convergence behaviour of diffusion-based generative models under the assumption of strongly log-concave data distributions while our approximating class of functions used for score estimation is made of Lipschitz continuous functions. We demonstrate via a motivating example, sampling from a Gaussian distribution with unknown mean, the powerfulness of our approach. In this case, explicit estimates are provided for the associated optimization problem, i.e. score approximation, while these are combined with the corresponding sampling estimates. As a result, we obtain the best known upper bound estimates in terms of key quantities of interest, such as the dimension and rates of convergence, for the Wasserstein-2 distance between the data distribution (Gaussian with unknown mean) and our sampling algorithm. Beyond the motivating example and in order to allow for the use of a diverse range of stochastic optimizers, we present our results using an $L^2$-accurate score estimation assumption, which crucially is formed under an expectation with respect to the stochastic optimizer and our novel auxiliary process that uses only known information. This approach yields the best known convergence rate for our sampling algorithm.
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.
We consider continuous-time survival or more general event-history settings, where the aim is to infer the causal effect of a time-dependent treatment process. This is formalised as the effect on the outcome event of a (possibly hypothetical) intervention on the intensity of the treatment process, i.e. a stochastic intervention. To establish whether valid inference about the interventional situation can be drawn from typical observational, i.e. non-experimental, data we propose graphical rules indicating whether the observed information is sufficient to identify the desired causal effect by suitable re-weighting. In analogy to the well-known causal directed acyclic graphs, the corresponding dynamic graphs combine causal semantics with local independence models for multivariate counting processes. Importantly, we highlight that causal inference from censored data requires structural assumptions on the censoring process beyond the usual independent censoring assumption, which can be represented and verified graphically. Our results establish general non-parametric identifiability and do not rely on particular survival models. We illustrate our proposal with a data example on HPV-testing for cervical cancer screening, where the desired effect is estimated by re-weighted cumulative incidence curves.
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.
Uniformly random unitaries, i.e. unitaries drawn from the Haar measure, have many useful properties, but cannot be implemented efficiently. This has motivated a long line of research into random unitaries that "look" sufficiently Haar random while also being efficient to implement. Two different notions of derandomisation have emerged: $t$-designs are random unitaries that information-theoretically reproduce the first $t$ moments of the Haar measure, and pseudorandom unitaries (PRUs) are random unitaries that are computationally indistinguishable from Haar random. In this work, we take a unified approach to constructing $t$-designs and PRUs. For this, we introduce and analyse the "$PFC$ ensemble", the product of a random computational basis permutation $P$, a random binary phase operator $F$, and a random Clifford unitary $C$. We show that this ensemble reproduces exponentially high moments of the Haar measure. We can then derandomise the $PFC$ ensemble to show the following: (1) Linear-depth $t$-designs. We give the first construction of a (diamond-error) approximate $t$-design with circuit depth linear in $t$. This follows from the $PFC$ ensemble by replacing the random phase and permutation operators with their $2t$-wise independent counterparts. (2) Non-adaptive PRUs. We give the first construction of PRUs with non-adaptive security, i.e. we construct unitaries that are indistinguishable from Haar random to polynomial-time distinguishers that query the unitary in parallel on an arbitary state. This follows from the $PFC$ ensemble by replacing the random phase and permutation operators with their pseudorandom counterparts. (3) Adaptive pseudorandom isometries. We show that if one considers isometries (rather than unitaries) from $n$ to $n + \omega(\log n)$ qubits, a small modification of our PRU construction achieves general adaptive security.
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.
Any interactive protocol between a pair of parties can be reliably simulated in the presence of noise with a multiplicative overhead on the number of rounds (Schulman 1996). The reciprocal of the best (least) overhead is called the interactive capacity of the noisy channel. In this work, we present lower bounds on the interactive capacity of the binary erasure channel. Our lower bound improves the best known bound due to Ben-Yishai et al. 2021 by roughly a factor of 1.75. The improvement is due to a tighter analysis of the correctness of the simulation protocol using error pattern analysis. More precisely, instead of using the well-known technique of bounding the least number of erasures needed to make the simulation fail, we identify and bound the probability of specific erasure patterns causing simulation failure. We remark that error pattern analysis can be useful in solving other problems involving stochastic noise, such as bounding the interactive capacity of different channels.
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