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Pervasive cross-section dependence is increasingly recognized as a characteristic of economic data and the approximate factor model provides a useful framework for analysis. Assuming a strong factor structure where $\Lop\Lo/N^\alpha$ is positive definite in the limit when $\alpha=1$, early work established convergence of the principal component estimates of the factors and loadings up to a rotation matrix. This paper shows that the estimates are still consistent and asymptotically normal when $\alpha\in(0,1]$ albeit at slower rates and under additional assumptions on the sample size. The results hold whether $\alpha$ is constant or varies across factors. The framework developed for heterogeneous loadings and the simplified proofs that can be also used in strong analysis are of independent interest

Derived from spiking neuron models via the diffusion approximation, the moment activation (MA) faithfully captures the nonlinear coupling of correlated neural variability. However, numerical evaluation of the MA faces significant challenges due to a number of ill-conditioned Dawson-like functions. By deriving asymptotic expansions of these functions, we develop an efficient numerical algorithm for evaluating the MA and its derivatives ensuring reliability, speed, and accuracy. We also provide exact analytical expressions for the MA in the weak fluctuation limit. Powered by this efficient algorithm, the MA may serve as an effective tool for investigating the dynamics of correlated neural variability in large-scale spiking neural circuits.

Batch trading systems and constant function market makers (CFMMs) are two distinct market design innovations that have recently come to prominence as ways to address some of the shortcomings of decentralized trading systems. However, different deployments have chosen substantially different methods for integrating the two innovations. We show here from a minimal set of axioms describing the beneficial properties of each innovation that there is in fact only one, unique method for integrating CFMMs into batch trading schemes that preserves all the beneficial properties of both. Deployment of a batch trading schemes trading many assets simultaneously requires a reliable algorithm for approximating equilibria in Arrow-Debreu exchange markets. We study this problem when batches contain limit orders and CFMMs. Specifically, we find that CFMM design affects the asymptotic complexity of the problem, give an easily-checkable criterion to validate that a user-submitted CFMM is computationally tractable in a batch, and give a convex program that computes equilibria on batches of limit orders and CFMMs. Equivalently, this convex program computes equilibria of Arrow-Debreu exchange markets when every agent's demand response satisfies weak gross substitutability and every agent has utility for only two types of assets. This convex program has rational solutions when run on many (but not all) natural classes of widely-deployed CFMMs.

We present a novel outdoor navigation algorithm to generate stable and efficient actions to navigate a robot to reach a goal. We use a multi-stage training pipeline and show that our approach produces policies that result in stable and reliable robot navigation on complex terrains. Based on the Proximal Policy Optimization (PPO) algorithm, we developed a novel method to achieve multiple capabilities for outdoor navigation tasks, namely alleviating the robot's drifting, keeping the robot stable on bumpy terrains, avoiding climbing on hills with steep elevation changes, and avoiding collisions. Our training process mitigates the reality (sim-to-real) gap by introducing generalized environmental and robotic parameters and training with rich features of Lidar perception in a high-fidelity Unity simulator. We evaluate our method in both simulation and real world environments using Clearpath Husky and Jackal robots. Further, we compare our method against the state-of-the-art approaches and observe that, in the real world it improves stability by at least 30.7% on uneven terrains, reduces drifting by 8.08% and decreases the elevation changes by 14.75%.

Privacy in AI remains a topic that draws attention from researchers and the general public in recent years. As one way to implement privacy-preserving AI, differentially private learning is a framework that enables AI models to use differential privacy (DP). To achieve DP in the learning process, existing algorithms typically limit the magnitude of gradients with a constant clipping, which requires carefully tuned due to its significant impact on model performance. As a solution to this issue, latest works NSGD and Auto-S innovatively propose to use normalization instead of clipping to avoid hyperparameter tuning. However, normalization-based approaches like NSGD and Auto-S rely on a monotonic weight function, which imposes excessive weight on small gradient samples and introduces extra deviation to the update. In this paper, we propose a Differentially Private Per-Sample Adaptive Clipping (DP-PSAC) algorithm based on a non-monotonic adaptive weight function, which guarantees privacy without the typical hyperparameter tuning process of using a constant clipping while significantly reducing the deviation between the update and true batch-averaged gradient. We provide a rigorous theoretical convergence analysis and show that with convergence rate at the same order, the proposed algorithm achieves a lower non-vanishing bound, which is maintained over training iterations, compared with NSGD/Auto-S. In addition, through extensive experimental evaluation, we show that DP-PSAC outperforms or matches the state-of-the-art methods on multiple main-stream vision and language tasks.

In the present paper we initiate the challenging task of building a mathematically sound theory for Adaptive Virtual Element Methods (AVEMs). Among the realm of polygonal meshes, we restrict our analysis to triangular meshes with hanging nodes in 2d -- the simplest meshes with a systematic refinement procedure that preserves shape regularity and optimal complexity. A major challenge in the a posteriori error analysis of AVEMs is the presence of the stabilization term, which is of the same order as the residual-type error estimator but prevents the equivalence of the latter with the energy error. Under the assumption that any chain of recursively created hanging nodes has uniformly bounded length, we show that the stabilization term can be made arbitrarily small relative to the error estimator provided the stabilization parameter of the scheme is sufficiently large. This quantitative estimate leads to stabilization-free upper and lower a posteriori bounds for the energy error. This novel and crucial property of VEMs hinges on the largest subspace of continuous piecewise linear functions and the delicate interplay between its coarser scales and the finer ones of the VEM space. An important consequence for piecewise constant data is a contraction property between consecutive loops of AVEMs, which we also prove. Our results apply to $H^1$-conforming (lowest order) VEMs of any kind, including the classical and enhanced VEMs.

Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the analysis to perform, and standard existing Monte Carlo methods can be costly to do so. We propose here a new procedure based on importance sampling and control variates for estimating more efficiently multiple expectations with the same sample. We first show that there exists a family of optimal estimators combining both importance sampling and control variates, which however cannot be used in practice because they require the knowledge of the values of the expectations to estimate. Motivated by the form of these optimal estimators and some interesting properties, we therefore propose an adaptive algorithm. The general idea is to adaptively update the parameters of the estimators for approaching the optimal ones. We suggest then a quantitative stopping criterion that exploits the trade-off between approaching these optimal parameters and having a sufficient budget left. This left budget is then used to draw a new independent sample from the final sampling distribution, allowing to get unbiased estimators of the expectations. We show how to apply our procedure to sensitivity analysis, by estimating Sobol' indices and quantifying the impact of the input distributions. Finally, realistic test cases show the practical interest of the proposed algorithm, and its significant improvement over estimating the expectations separately.

Two combined numerical methods for solving time-varying semilinear differential-algebraic equations (DAEs) are obtained. These equations are also called degenerate DEs, descriptor systems, operator-differential equations and DEs on manifolds. The convergence and correctness of the methods are proved. When constructing methods we use, in particular, time-varying spectral projectors which can be numerically found. This enables to numerically solve and analyze the considered DAE in the original form without additional analytical transformations. To improve the accuracy of the second method, recalculation (a ``predictor-corrector'' scheme) is used. Note that the developed methods are applicable to the DAEs with the continuous nonlinear part which may not be continuously differentiable in $t$, and that the restrictions of the type of the global Lipschitz condition, including the global condition of contractivity, are not used in the theorems on the global solvability of the DAEs and on the convergence of the numerical methods. This enables to use the developed methods for the numerical solution of more general classes of mathematical models. For example, the functions of currents and voltages in electric circuits may not be differentiable or may be approximated by nondifferentiable functions. Presented conditions for the global solvability of the DAEs ensure the existence of an unique exact global solution for the corresponding initial value problem, which enables to compute approximate solutions on any given time interval (provided that the conditions of theorems or remarks on the convergence of the methods are fulfilled). In the paper, the numerical analysis of the mathematical model for a certain electrical circuit, which demonstrates the application of the presented theorems and numerical methods, is carried out.

With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.

Image segmentation is considered to be one of the critical tasks in hyperspectral remote sensing image processing. Recently, convolutional neural network (CNN) has established itself as a powerful model in segmentation and classification by demonstrating excellent performances. The use of a graphical model such as a conditional random field (CRF) contributes further in capturing contextual information and thus improving the segmentation performance. In this paper, we propose a method to segment hyperspectral images by considering both spectral and spatial information via a combined framework consisting of CNN and CRF. We use multiple spectral cubes to learn deep features using CNN, and then formulate deep CRF with CNN-based unary and pairwise potential functions to effectively extract the semantic correlations between patches consisting of three-dimensional data cubes. Effective piecewise training is applied in order to avoid the computationally expensive iterative CRF inference. Furthermore, we introduce a deep deconvolution network that improves the segmentation masks. We also introduce a new dataset and experimented our proposed method on it along with several widely adopted benchmark datasets to evaluate the effectiveness of our method. By comparing our results with those from several state-of-the-art models, we show the promising potential of our method.