We examine the problem of variance components testing in general mixed effects models using the likelihood ratio test. We account for the presence of nuisance parameters, i.e. the fact that some untested variances might also be equal to zero. Two main issues arise in this context leading to a non regular setting. First, under the null hypothesis the true parameter value lies on the boundary of the parameter space. Moreover, due to the presence of nuisance parameters the exact location of these boundary points is not known, which prevents from using classical asymptotic theory of maximum likelihood estimation. Then, in the specific context of nonlinear mixed-effects models, the Fisher information matrix is singular at the true parameter value. We address these two points by proposing a shrinked parametric bootstrap procedure, which is straightforward to apply even for nonlinear models. We show that the procedure is consistent, solving both the boundary and the singularity issues, and we provide a verifiable criterion for the applicability of our theoretical results. We show through a simulation study that, compared to the asymptotic approach, our procedure has a better small sample performance and is more robust to the presence of nuisance parameters. A real data application is also provided.
We describe a randomized algorithm for producing a near-optimal hierarchical off-diagonal low-rank (HODLR) approximation to an $n\times n$ matrix $\mathbf{A}$, accessible only though matrix-vector products with $\mathbf{A}$ and $\mathbf{A}^{\mathsf{T}}$. We prove that, for the rank-$k$ HODLR approximation problem, our method achieves a $(1+\beta)^{\log(n)}$-optimal approximation in expected Frobenius norm using $O(k\log(n)/\beta^3)$ matrix-vector products. In particular, the algorithm obtains a $(1+\varepsilon)$-optimal approximation with $O(k\log^4(n)/\varepsilon^3)$ matrix-vector products, and for any constant $c$, an $n^c$-optimal approximation with $O(k \log(n))$ matrix-vector products. Apart from matrix-vector products, the additional computational cost of our method is just $O(n \operatorname{poly}(\log(n), k, \beta))$. We complement the upper bound with a lower bound, which shows that any matrix-vector query algorithm requires at least $\Omega(k\log(n) + k/\varepsilon)$ queries to obtain a $(1+\varepsilon)$-optimal approximation. Our algorithm can be viewed as a robust version of widely used "peeling" methods for recovering HODLR matrices and is, to the best of our knowledge, the first matrix-vector query algorithm to enjoy theoretical worst-case guarantees for approximation by any hierarchical matrix class. To control the propagation of error between levels of hierarchical approximation, we introduce a new perturbation bound for low-rank approximation, which shows that the widely used Generalized Nystr\"om method enjoys inherent stability when implemented with noisy matrix-vector products. We also introduced a novel randomly perforated matrix sketching method to further control the error in the peeling algorithm.
We propose a way to maintain strong consistency and facilitate error analysis in the context of dissipation-based WENO stabilization for continuous and discontinuous Galerkin discretizations of conservation laws. Following Kuzmin and Vedral (J. Comput. Phys. 487:112153, 2023) and Vedral (arXiv preprint arXiv:2309.12019), we use WENO shock detectors to determine appropriate amounts of low-order artificial viscosity. In contrast to existing WENO methods, our approach blends candidate polynomials using residual-based nonlinear weights. The shock-capturing terms of our stabilized Galerkin methods vanish if residuals do. This enables us to achieve improved accuracy compared to weakly consistent alternatives. As we show in the context of steady convection-diffusion-reaction (CDR) equations, nonlinear local projection stabilization terms can be included in a way that preserves the coercivity of local bilinear forms. For the corresponding Galerkin-WENO discretization of a CDR problem, we rigorously derive a priori error estimates. Additionally, we demonstrate the stability and accuracy of the proposed method through one- and two-dimensional numerical experiments for hyperbolic conservation laws and systems thereof. The numerical results for representative test problems are superior to those obtained with traditional WENO schemes, particularly in scenarios involving shocks and steep gradients.
We present a novel, and effective, approach to the long-standing problem of mesh adaptivity in finite element methods (FEM). FE solvers are powerful tools for solving partial differential equations (PDEs), but their cost and accuracy are critically dependent on the choice of mesh points. To keep computational costs low, mesh relocation (r-adaptivity) seeks to optimise the position of a fixed number of mesh points to obtain the best FE solution accuracy. Classical approaches to this problem require the solution of a separate nonlinear "meshing" PDE to find the mesh point locations. This incurs significant cost at remeshing and relies on certain a-priori assumptions and guiding heuristics for optimal mesh point location. Recent machine learning approaches to r-adaptivity have mainly focused on the construction of fast surrogates for such classical methods. Our new approach combines a graph neural network (GNN) powered architecture, with training based on direct minimisation of the FE solution error with respect to the mesh point locations. The GNN employs graph neural diffusion (GRAND), closely aligning the mesh solution space to that of classical meshing methodologies, thus replacing heuristics with a learnable strategy, and providing a strong inductive bias. This allows for rapid and robust training and results in an extremely efficient and effective GNN approach to online r-adaptivity. This method outperforms classical and prior ML approaches to r-adaptive meshing on the test problems we consider, in particular achieving lower FE solution error, whilst retaining the significant speed-up over classical methods observed in prior ML work.
We discuss a connection between a generative model, called the diffusion model, and nonequilibrium thermodynamics for the Fokker-Planck equation, called stochastic thermodynamics. Based on the techniques of stochastic thermodynamics, we derive the speed-accuracy trade-off for the diffusion models, which is a trade-off relationship between the speed and accuracy of data generation in diffusion models. Our result implies that the entropy production rate in the forward process affects the errors in data generation. From a stochastic thermodynamic perspective, our results provide quantitative insight into how best to generate data in diffusion models. The optimal learning protocol is introduced by the conservative force in stochastic thermodynamics and the geodesic of space by the 2-Wasserstein distance in optimal transport theory. We numerically illustrate the validity of the speed-accuracy trade-off for the diffusion models with different noise schedules such as the cosine schedule, the conditional optimal transport, and the optimal transport.
Urn models for innovation capture fundamental empirical laws shared by several real-world processes. The so-called urn model with triggering includes, as particular cases, the urn representation of the two-parameter Poisson-Dirichlet process and the Dirichlet process, seminal in Bayesian non-parametric inference. In this work, we leverage this connection to introduce a general approach for quantifying closeness between symbolic sequences and test it within the framework of the authorship attribution problem. The method demonstrates high accuracy when compared to other related methods in different scenarios, featuring a substantial gain in computational efficiency and theoretical transparency. Beyond the practical convenience, this work demonstrates how the recently established connection between urn models and non-parametric Bayesian inference can pave the way for designing more efficient inference methods. In particular, the hybrid approach that we propose allows us to relax the exchangeability hypothesis, which can be particularly relevant for systems exhibiting complex correlation patterns and non-stationary dynamics.
This paper deals with a novel nonlinear coupled nonlocal reaction-diffusion system proposed for image restoration, characterized by the advantages of preserving low gray level features and textures.The gray level indicator in the proposed model is regularized using a new method based on porous media type equations, which is suitable for recovering noisy blurred images. The well-posedness, regularity, and other properties of the model are investigated, addressing the lack of theoretical analysis in those existing similar types of models. Numerical experiments conducted on texture and satellite images demonstrate the effectiveness of the proposed model in denoising and deblurring tasks.
The automated finite element analysis of complex CAD models using boundary-fitted meshes is rife with difficulties. Immersed finite element methods are intrinsically more robust but usually less accurate. In this work, we introduce an efficient, robust, high-order immersed finite element method for complex CAD models. Our approach relies on three adaptive structured grids: a geometry grid for representing the implicit geometry, a finite element grid for discretising physical fields and a quadrature grid for evaluating the finite element integrals. The geometry grid is a sparse VDB (Volumetric Dynamic B+ tree) grid that is highly refined close to physical domain boundaries. The finite element grid consists of a forest of octree grids distributed over several processors, and the quadrature grid in each finite element cell is an octree grid constructed in a bottom-up fashion. We discretise physical fields on the finite element grid using high-order Lagrange basis functions. The resolution of the quadrature grid ensures that finite element integrals are evaluated with sufficient accuracy and that any sub-grid geometric features, like small holes or corners, are resolved up to a desired resolution. The conceptual simplicity and modularity of our approach make it possible to reuse open-source libraries, i.e. openVDB and p4est for implementing the geometry and finite element grids, respectively, and BDDCML for iteratively solving the discrete systems of equations in parallel using domain decomposition. We demonstrate the efficiency and robustness of the proposed approach by solving the Poisson equation on domains given by complex CAD models and discretised with tens of millions of degrees of freedom.
We revisit the question of what randomization ratio (RR) maximizes power of the logrank test in event-driven survival trials under proportional hazards (PH). By comparing three approximations of the logrank test (Schoenfeld, Freedman, Rubinstein) to empirical simulations, we find that the RR that maximizes power is the RR that balances number of events across treatment arms at the end of the trial. This contradicts the common misconception implied by Schoenfeld's approximation that 1:1 randomization maximizes power. Besides power, we consider other factors that might influence the choice of RR (accrual, trial duration, sample size, etc.). We perform simulations to better understand how unequal randomization might impact these factors in practice. Altogether, we derive 6 insights to guide statisticians in the design of survival trials considering unequal randomization.
We derive bounds on the moduli of the eigenvalues of special type of rational matrices using the following techniques/methods: (1) the Bauer-Fike theorem on an associated block matrix of the given rational matrix, (2) by associating a real rational function, along with Rouch$\text{\'e}$ theorem for the rational matrix and (3) by a numerical radius inequality for a block matrix for the rational matrix. These bounds are compared when the coefficients are unitary matrices. Numerical examples are given to illustrate the results obtained.
Highly resolved finite element simulations of a laser beam welding process are considered. The thermomechanical behavior of this process is modeled with a set of thermoelasticity equations resulting in a nonlinear, nonsymmetric saddle point system. Newton's method is used to solve the nonlinearity and suitable domain decomposition preconditioners are applied to accelerate the convergence of the iterative method used to solve all linearized systems. Since a onelevel Schwarz preconditioner is in general not scalable, a second level has to be added. Therefore, the construction and numerical analysis of a monolithic, twolevel overlapping Schwarz approach with the GDSW (Generalized Dryja-Smith-Widlund) coarse space and an economic variant thereof are presented here.