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Fisher information matrix of binary time series

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arXiv 2017年

作者： Gao, Xu Ombao, Hernando Gillen, Daniel Department of Statistics University of California IrvineCA United States Department of Cognitive Sciences University of California IrvineCA United States Program on Applied Mathematics and Computational Science King Abdullah University of Science and Technology Saudi Arabia

A common approach to analyzing categorical correlated time series data is to fit a gen- eralized linear model (GLM) with past data as covariate inputs. There remain challenges to conducting inference for short time series length. By treating the historical data as covariate inputs, standard errors of estimates of GLM parameters computed using the empirical Fisher information do not fully account the auto-correlation in the data. To overcome this serious limitation, we derive the exact conditional Fisher information matrix of a general logistic autoregressive model with endogenous covariates for any series length T . Moreover, we also develop an iterative computational formula that allows for relatively easy implementation of the proposed estimator. Our simulation studies show that confidence intervals derived using the exact Fisher information matrix tend to be narrower than those utilizing the empirical Fisher information matrix while maintaining type I error rates at or below nominal levels. Further, we establish that the exact Fisher information matrix approaches, as T tends to infinity, the asymptotic Fisher information matrix previously derived for binary time series data. The developed exact conditional Fisher information matrix is applied to time-series data on respiratory rate among a cohort of expectant mothers where it is found to pro- vide narrower confidence intervals for functionals of scientific interest and lead to greater statistical power when compared to the empirical Fisher information matrix. Copyright © 2017, The Authors. All rights reserved.

关键词： Time series

Density of States for a Specified Correlation Function and the Energy Landscape

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Physical Review Letters 2012年第8期108卷 080601-080601页

作者： C. J. Gommes Y. Jiao S. Torquato Department of Chemical Engineering University of Liège B-4000 Liège Belgium Department of Chemistry Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics and Princeton Center for Theoretical Science Princeton University Princeton New Jersey 08544 USA

The degeneracy of two-phase disordered microstructures consistent with a specified correlation function is analyzed by mapping it to a ground-state degeneracy. We determine for the first time the associated density of states via a Monte Carlo algorithm. Our results are explained in terms of the roughness of an energy landscape, defined on a hypercubic configuration space. The use of a Hamming distance in this space enables us to define a roughness metric, which is calculated from the correlation function alone and related quantitatively to the structural degeneracy. This relation is validated for a wide variety of disordered structures.

关键词： ENERGY levels (Quantum mechanics) CORRELATION (Statistics) MICROSTRUCTURE GROUND state (Quantum mechanics) MONTE Carlo method CONFIGURATION space QUANTITATIVE research

Modeling subgrid-scale force and divergence of heat flux of compressible isotropic turbulence by artificial neural network

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Physical Review Fluids 2019年第10期4卷 104605-104605页

作者： Chenyue Xie Ke Li Chao Ma Jianchun Wang Shenzhen Key Laboratory of Complex Aerospace Flows Center for Complex Flows and Soft Matter Research Department of Mechanics and Aerospace Engineering Southern University of Science and Technology Shenzhen 518055 People's Republic of China Institute of Computational Mathematics and Scientific Engineering Computing Chinese Academy of Sciences Beijing 100190 People's Republic of China The Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA

In this paper, the subgrid-scale (SGS) force and the divergence of SGS heat flux of compressible isotropic turbulence are modeled directly by an artificial neural network (ANN), which serves as a data-driven SGS modeling tool for large-eddy simulations (LESs). The unclosed SGS force and divergence of SGS heat flux are modeled based on the local stencil geometry with Galilean invariance. The input features include the first-order and second-order derivatives of filtered velocity and temperature, filtered density, and its first-order derivative. It is shown that the proposed ANN-F7 model shows an advantage over the gradient model in the a priori test. Specifically, the ANN-F7 model gives larger correlation coefficients and smaller relative errors than the gradient model. In an a posteriori analysis, the ANN-F7 model performs better than the dynamic Smagorinsky model (DSM) and dynamic mixed model (DMM) in the prediction of the statistical properties of flow fields at the Taylor microscale Reynolds number Reλ ranging from 180 to 250. The DSM and DMM models lead to the typical tilted spectral distribution of velocity, where low wave numbers are too energy rich, while those near the cutoff are damped too strongly. In contrast, it is shown that the velocity spectrum predicted by the ANN-F7 model almost overlaps with the filtered direct numerical simulation data. Besides, the ANN-F7 model reconstructs the probability density functions of SGS force and divergence of SGS heat flux much better than the DSM and DMM models. An artificial neural network with reasonable physical input features can deepen our understanding of turbulence modeling.

关键词： Compressible flows Turbulence Artificial neural networks

Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion

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arXiv 2022年

作者： Maama, Mohamed Jasra, Ajay Ombao, Hernando Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955 Saudi Arabia Statistics Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955 Saudi Arabia

In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden process and then to design Markov chain Monte Carlo (MCMC) algorithms to sample from the posterior density on the parameters given data. We rely on a novel representation of the time discretization, which seeks to sample from an approximation of the posterior and then corrects via importance sampling;the approximation reduces the time (in terms of total observation time T) by O(T). This method is extended by using a multilevel MCMC method which can reduce the computational cost to achieve a given mean square error (MSE) versus using a single time discretization. Our methods are illustrated on simulated and real data. Copyright © 2022, The Authors. All rights reserved.

关键词： Mean square error

AMUSE: Empowering Users for Cost-Aware Offloading with Throughput-Delay Tradeoffs

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AMUSE: Empowering Users for Cost-Aware Offloading with Throu...

IEEE INFOCOM Conference

作者： Youngbin Im Carlee Joe-Wong Sangtae Ha Soumya Sen Ted "Taekyoung" Kwon Mung Chiang School of Computer Science and Engineering Seoul National University Seoul Korea Program in Applied and Computational Mathematics Princeton University Princeton NJ USA Department of Electrical Engineering Princeton University Princeton NJ USA

ISBN: (纸本)9781467359443

Mobile users face a tradeoff between cost, through-put, and delay in making their offloading decisions. To navigate this tradeoff, we propose AMUSE (Adaptive bandwidth Management through USer-Empowerment), a practical, cost-aware WiFi offloading system that takes into account a user's throughput-delay tradeoffs and cellular budget constraint. Based on predicted future usage and WiFi availability, AMUSE decides which applications to offload to what times of the day. To practically enforce the assigned rate of each TCP application, we introduce a receiver-side TCP bandwidth control algorithm that adjusts the rate by controlling the TCP advertisement window from the user side. We implement AMUSE on Windows 7 tablets and evaluate its effectiveness with 3G and WiFi usage data obtained from a trial with 25 mobile users. Our results show that AMUSE improves user utility.

关键词： tradeoffs UNLOADING Wi-Fi third generation rate control

A Neural Network-Based Approach to Normality Testing for Dependent Data

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arXiv 2023年

作者： Kim, Minwoo Genton, Marc G. Huser, Raphaël Castruccio, Stefano Department of Statistics Pusan National University Korea Republic of Statistics program King Abdullah University of Science and Technology Saudi Arabia Department of Applied and Computational Mathematics and Statistics University of Notre Dame United States

There is a wide availability of methods for testing normality under the assumption of independent and identically distributed data. When data are dependent in space and/or time, however, assessing and testing the marginal behavior is considerably more challenging, as the marginal behavior is impacted by the degree of dependence. We propose a new approach to assess normality for dependent data by non-linearly incorporating existing statistics from normality tests as well as sample moments such as skewness and kurtosis through a neural network. We calibrate (deep) neural networks by simulated normal and non-normal data with a wide range of dependence structures and we determine the probability of rejecting the null hypothesis. We compare several approaches for normality tests and demonstrate the superiority of our method in terms of statistical power through an extensive simulation study. A real world application to global temperature data further demonstrates how the degree of spatio-temporal aggregation affects the marginal normality in the data. © 2023, CC BY.

关键词： Higher order statistics

Adaptive tikhonov strategies for stochastic ensemble Kalman inversion

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arXiv 2021年

作者： Weissmann, Simon Chada, Neil K. Schillings, Claudia Tong, Xin T. Interdisciplinary Center for Scientific Computing University of Heidelberg Heidelberg69120 Germany Applied Mathematics and Computational Science Program King Abdullah University of Science and Technology Thuwal KSA 23955 Saudi Arabia Mannheim School of Computer Science and Mathematics University of Mannheim Mannheim68131 Germany Department of Mathematics National University of Singapore Singapore119077 Singapore

Ensemble Kalman inversion (EKI) is a derivative-free optimizer aimed at solving inverse problems, taking motivation from the celebrated ensemble Kalman filter. The purpose of this article is to consider the introduction of adaptive Tikhonov strategies for EKI. This work builds upon Tikhonov EKI (TEKI) which was proposed for a fixed regularization constant. By adaptively learning the regularization parameter, this procedure is known to improve the recovery of the underlying unknown. For the analysis, we consider a continuous-time setting where we extend known results such as well-posdeness and convergence of various loss functions, but with the addition of noisy observations. Furthermore, we allow a time-varying noise and regularization covariance in our presented convergence result which mimic adaptive regularization schemes. In turn we present three adaptive regularization schemes, which are highlighted from both the deterministic and Bayesian approaches for inverse problems, which include bilevel optimization, the MAP formulation and covariance learning. We numerically test these schemes and the theory on linear and nonlinear partial differential equations, where they outperform the non-adaptive TEKI and *** Codes 65M32, 60G35, 65C35, 70F17 Copyright © 2021, The Authors. All rights reserved.

关键词： Continuous time systems

CVIT: CONTINUOUS VISION TRANSFORMER FOR OPERATOR LEARNING

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arXiv 2024年

作者： Wang, Sifan Seidman, Jacob H. Sankaran, Shyam Wang, Hanwen Pappas, George J. Perdikaris, Paris Institution for Foundation of Data Science Yale University United States Graduate Program in Applied Mathematics and Computational Science University of Pennsylvania United States Department of Mechanical Engineering and Applied Mechanics University of Pennsylvania United States Department of Electrical and Systems Engineering University of Pennsylvania United States

Operator learning, which aims to approximate maps between infinite-dimensional function spaces, is an important area in scientific machine learning with applications across various physical domains. Here we introduce the Continuous Vision Transformer (CViT), a novel neural operator architecture that leverages advances in computer vision to address challenges in learning complex physical systems. CViT combines a vision transformer encoder, a novel grid-based coordinate embedding, and a query-wise cross-attention mechanism to effectively capture multi-scale dependencies. This design allows for flexible output representations and consistent evaluation at arbitrary resolutions. We demonstrate CViT’s effectiveness across a diverse range of partial differential equation (PDE) systems, including fluid dynamics, climate modeling, and reaction-diffusion processes. Our comprehensive experiments show that CViT achieves state-of-the-art performance on multiple benchmarks, often surpassing larger foundation models, even without extensive pretraining and roll-out fine-tuning. Taken together, CViT exhibits robust handling of discontinuous solutions, multi-scale features, and intricate spatio-temporal dynamics. Our contributions can be viewed as a significant step towards adapting advanced computer vision architectures for building more flexible and accurate machine learning models in the physical sciences. All data and code are publicly available at https://***/PredictiveIntelligenceLab/cvit. © 2024, CC BY-NC-SA.

关键词： Computer vision

Singularities of quantum control landscapes

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Physical Review A 2012年第1期86卷 013405-013405页

作者： Re-Bing Wu Ruixing Long Jason Dominy Tak-San Ho Herschel Rabitz Department of Automation Tsinghua University Beijing 100084 China and Center for Quantum Information Science and Technology TNList Beijing 100084 China Department of Chemistry Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA

Quantum control landscape theory was formulated to assess the ease of finding optimal control fields in simulations and in the laboratory. The landscape is the observable as a function of the controls, and a primary goal of the theory is the analysis of landscape features. In what is referred to as the kinematic picture of the landscape, prior work showed that the landscapes are generally free of traps that could halt the search for an optimal control at a suboptimal observable value. The present paper considers the dynamical picture of the landscape, seeking the existence of singular controls, especially of a nonkinematic nature along with an assessment of whether they correspond to traps. We analyze the necessary and sufficient conditions for singular controls to be kinematic or nonkinematic critical solutions and the likelihood of their being encountered while maximizing an observable. An algorithm is introduced to seek singular controls on the landscape in simulations along with an associated Hessian landscape analysis. Simulations are performed for a large number of model finite-level quantum systems, showing that all the numerically identified kinematic and nonkinematic singular critical controls are not traps, in support of the prior empirical observations on the ease of finding high-quality optimal control fields.

关键词： QUANTUM theory LANDSCAPES COMPUTER simulation OPTIMAL control theory ALGORITHMS