Large datasets are often affected by cell-wise outliers in the form of missing or erroneous data. However, discarding any samples containing outliers may result in a dataset that is too small to accurately estimate the covariance matrix. Moreover, most robust procedures designed to address this problem are not effective on high-dimensional data as they rely crucially on invertibility of the covariance operator. In this paper, we propose an unbiased estimator for the covariance in the presence of missing values that does not require any imputation step and still achieves minimax statistical accuracy with the operator norm. We also advocate for its use in combination with cell-wise outlier detection methods to tackle cell-wise contamination in a high-dimensional and low-rank setting, where state-of-the-art methods may suffer from numerical instability and long computation times. To complement our theoretical findings, we conducted an experimental study which demonstrates the superiority of our approach over the state of the art both in low and high dimension settings.
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I propose an alternative algorithm to compute the MMS voting rule. Instead of using linear programming, in this new algorithm the maximin support value of a committee is computed using a sequence of maximum flow problems.
We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline bases to represent these functions and develop a Markov chain Monte Carlo algorithm to infer, a posteriori, the coefficients of these functions in the spline basis. A key innovation is that we use spline bases to model transformed versions of the drift and volatility functions rather than the functions themselves. The output of the algorithm is a posterior sample of plausible drift and volatility functions that are not constrained to any particular parametric family. The flexibility of this approach provides practitioners a powerful investigative tool, allowing them to posit a variety of parametric models to better capture the underlying dynamics of their processes of interest. We illustrate the versatility of our method by applying it to challenging datasets from finance, paleoclimatology, and astrophysics. In view of the parametric diffusion models widely employed in the literature for those examples, some of our results are surprising since they call into question some aspects of these models.
Topologically interlocked structures are assemblies of interlocking blocks that hold together solely through contact. Such structures have been shown to exhibit high strength, energy dissipation, and crack arrest properties. Recent studies on topologically interlocked structures have shown that both the peak strength and work-to-failure saturate with increasing friction coefficient. However, this saturated structural response is only achievable with nonphysically high values of the friction coefficient. For beam-like topologically interlocked structures, non-planar blocks provide an alternate approach to reach similar structural response with friction properties of commonly used materials. It remains unknown whether non-planar blocks have similar effects for slab-like assemblies, and what the achievable structural properties are. Here, we consider slab-like topologically interlocked structures and show, using numerical simulations, that non-planar blocks with wave-like surfaces allow for saturated response capacity of the structure with a realistic friction coefficient. We further demonstrate that non-planar morphologies cause a non-linear scaling of the work-to-failure with peak strength and result in significant improvements of the work-to-failure and ultimate deflection - values that cannot be attained with planar-faced blocks. Finally, we show that the key morphology parameter responsible for the enhanced performance of non-planar blocks with wave-like surfaces is the local angle of inclination at the hinging points of the loaded block. These findings shed new light on topologically interlocked structures with non-planar blocks, allowing for a better understanding of their strengths and energy absorption.
Many real-world processes have complex tail dependence structures that cannot be characterized using classical Gaussian processes. More flexible spatial extremes models exhibit appealing extremal dependence properties but are often exceedingly prohibitive to fit and simulate from in high dimensions. In this paper, we develop a new spatial extremes model that has flexible and non-stationary dependence properties, and we integrate it in the encoding-decoding structure of a variational autoencoder (XVAE), whose parameters are estimated via variational Bayes combined with deep learning. The XVAE can be used as a spatio-temporal emulator that characterizes the distribution of potential mechanistic model output states and produces outputs that have the same statistical properties as the inputs, especially in the tail. As an aside, our approach also provides a novel way of making fast inference with complex extreme-value processes. Through extensive simulation studies, we show that our XVAE is substantially more time-efficient than traditional Bayesian inference while also outperforming many spatial extremes models with a stationary dependence structure. To further demonstrate the computational power of the XVAE, we analyze a high-resolution satellite-derived dataset of sea surface temperature in the Red Sea, which includes 30 years of daily measurements at 16703 grid cells. We find that the extremal dependence strength is weaker in the interior of Red Sea and it has decreased slightly over time.
Bayesian optimization (BO), while proved highly effective for many black-box function optimization tasks, requires practitioners to carefully select priors that well model their functions of interest. Rather than specifying by hand, researchers have investigated transfer learning based methods to automatically learn the priors, e.g. multi-task BO (Swersky et al., 2013), few-shot BO (Wistuba and Grabocka, 2021) and HyperBO (Wang et al., 2022). However, those prior learning methods typically assume that the input domains are the same for all tasks, weakening their ability to use observations on functions with different domains or generalize the learned priors to BO on different search spaces. In this work, we present HyperBO+: a pre-training approach for hierarchical Gaussian processes that enables the same prior to work universally for Bayesian optimization on functions with different domains. We propose a two-step pre-training method and analyze its appealing asymptotic properties and benefits to BO both theoretically and empirically. On real-world hyperparameter tuning tasks that involve multiple search spaces, we demonstrate that HyperBO+ is able to generalize to unseen search spaces and achieves lower regrets than competitive baselines.
Gaussian processes (GPs) are popular nonparametric statistical models for learning unknown functions and quantifying the spatiotemporal uncertainty in data. Recent works have extended GPs to model scalar and vector quantities distributed over non-Euclidean domains, including smooth manifolds appearing in numerous fields such as computer vision, dynamical systems, and neuroscience. However, these approaches assume that the manifold underlying the data is known, limiting their practical utility. We introduce RVGP, a generalisation of GPs for learning vector signals over latent Riemannian manifolds. Our method uses positional encoding with eigenfunctions of the connection Laplacian, associated with the tangent bundle, readily derived from common graph-based approximation of data. We demonstrate that RVGP possesses global regularity over the manifold, which allows it to super-resolve and inpaint vector fields while preserving singularities. Furthermore, we use RVGP to reconstruct high-density neural dynamics derived from low-density EEG recordings in healthy individuals and Alzheimer's patients. We show that vector field singularities are important disease markers and that their reconstruction leads to a comparable classification accuracy of disease states to high-density recordings. Thus, our method overcomes a significant practical limitation in experimental and clinical applications.
Auxiliary data sources have become increasingly important in epidemiological surveillance, as they are often available at a finer spatial and temporal resolution, larger coverage, and lower latency than traditional surveillance signals. We describe the problem of spatial and temporal heterogeneity in these signals derived from these data sources, where spatial and/or temporal biases are present. We present a method to use a ``guiding'' signal to correct for these biases and produce a more reliable signal that can be used for modeling and forecasting. The method assumes that the heterogeneity can be approximated by a low-rank matrix and that the temporal heterogeneity is smooth over time. We also present a hyperparameter selection algorithm to choose the parameters representing the matrix rank and degree of temporal smoothness of the corrections. In the absence of ground truth, we use maps and plots to argue that this method does indeed reduce heterogeneity. Reducing heterogeneity from auxiliary data sources greatly increases their utility in modeling and forecasting epidemics.
Inferring biological relationships from cellular phenotypes in high-content microscopy screens provides significant opportunity and challenge in biological research. Prior results have shown that deep vision models can capture biological signal better than hand-crafted features. This work explores how weakly supervised and self-supervised deep learning approaches scale when training larger models on larger datasets. Our results show that both CNN- and ViT-based masked autoencoders significantly outperform weakly supervised models. At the high-end of our scale, a ViT-L/8 trained on over 3.5-billion unique crops sampled from 95-million microscopy images achieves relative improvements as high as 28% over our best weakly supervised models at inferring known biological relationships curated from public databases.
Minimization of cortical prediction errors is believed to be a key canonical computation of the cerebral cortex underlying perception, action and learning. However, it is still unclear how the cortex should form and use knowledge about uncertainty in this process of prediction error minimization. Here we derive neural dynamics minimizing prediction errors under the assumption that cortical areas must not only predict the activity in other areas and sensory streams, but also jointly estimate the precision of their predictions. This leads to a dynamic modulatory balancing of cortical streams based on context-dependent precision estimates. Moreover, the theory predicts the existence of second-order prediction errors, i.e. errors on precision estimates, computed and propagated through the cortical hierarchy alongside classical prediction errors. These second-order errors are used to learn weights of synapses responsible for precision estimation through an error-correcting synaptic learning rule. Finally, we propose a mapping of the theory to cortical circuitry.
In the present paper, we study a multipoint boundary value problem for a system of Fredholm integro-differenial equations by the method of parameterization. The case of a degenerate kernel is studied separately, for which we obtain well-posedness conditions and propose some algorithms to find approximate and numerical solutions to the problem. Then we establish necessary and sufficient conditions for the well-posedness of the multipoint problem for the system of Fredholm integro-differential equations and develop some algorithms for finding its approximate solutions. These algorithms are based on the solutions of an approximating problem for the system of integro-differential equations with degenerate kernel.
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