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We consider a distributed learning approach in supervised learning for a large class of spectral regularization methods in an reproducing kernel Hilbert space (RKHS) framework. The data set of size n is partitioned into m = O (n(alpha)), alpha < 1/2, disjoint subsamples. On each subsample, some spectral regularization method (belonging to a large class, including in particular Kernel Ridge Regression, L-2-boosting and spectral cut-off) is applied. The regression function f is then estimated via simple averaging, leading to a substantial reduction in computation time. We show that minimax optimal rates of convergence are preserved if m grows sufficiently slowly (corresponding to an upper bound for alpha) as n -> infinity, depending on the smoothness assumptions on f and the intrinsic dimensionality. In spirit, the analysis relies on a classical bias/stochastic error analysis.
In this chapter, an overview of systematic eradication of basic science foci in European universities in the last two decades is given. This happens under the slogan of optimisation of the university education to the needs and demands of the society. It is pointed out that reliance on “market demands” brings with it long-term deficiencies in the maintenance of basic and advanced knowledge construction in societies necessary for long-term future technological advances. University policies that claim improvement of higher education towards more immediate efficiency may end up with the opposite effect of affecting its quality and long term expected positive impact on society.
Uniformly valid confidence intervals post model selection in regression can be constructed based on Post-Selection Inference (PoSI) constants. PoSI constants are minimal for orthogonal design matrices, and can be upper bounded in function of the sparsity of the set of models under consideration, for generic design matrices. In order to improve on these generic sparse upper bounds, we consider design matrices satisfying a Restricted Isometry Property (RIP) condition. We provide a new upper bound on the PoSI constant in this setting. This upper bound is an explicit function of the RIP constant of the design matrix, thereby giving an interpolation between the orthogonal setting and the generic sparse setting. We show that this upper bound is asymptotically optimal in many settings by constructing a matching lower bound.
We consider composite-composite testing problems for the expectation in the Gaussian sequence model where the null hypothesis corresponds to a closed convex subset C of R-d. We adopt a minimax point of view and our primary objective is to describe the smallest Euclidean distance between the null and alternative hypotheses such that there is a test with small total error probability. In particular, we focus on the dependence of this distance on the dimension d and variance 1/n giving rise to the minimax separation rate. In this paper we discuss lower and upper bounds on this rate for different smooth and non-smooth choices for C.
We consider truncated SVD (or spectral cut-off, projection) estimators for a prototypical statistical inverse problem in dimension D. Since calculating the singular value decomposition (SVD) only for the largest singular values is much less costly than the full SVD, our aim is to select a data-driven truncation level (m) over cap is an element of {1, . . . , D} only based on the knowledge of the first (m) over cap singular values and vectors. We analyse in detail whether sequential early stopping rules of this type can preserve statistical optimality. Information-constrained lower bounds and matching upper bounds for a residual based stopping rule are provided, which give a clear picture in which situation optimal sequential adaptation is feasible. Finally, a hybrid two-step approach is proposed which allows for classical oracle inequalities while considerably reducing numerical complexity.
Understanding and reducing complex systems pharmacology models based on a novel input-response index
(2018)
A growing understanding of complex processes in biology has led to large-scale mechanistic models of pharmacologically relevant processes. These models are increasingly used to study the response of the system to a given input or stimulus, e.g., after drug administration. Understanding the input–response relationship, however, is often a challenging task due to the complexity of the interactions between its constituents as well as the size of the models. An approach that quantifies the importance of the different constituents for a given input–output relationship and allows to reduce the dynamics to its essential features is therefore highly desirable. In this article, we present a novel state- and time-dependent quantity called the input–response index that quantifies the importance of state variables for a given input–response relationship at a particular time. It is based on the concept of time-bounded controllability and observability, and defined with respect to a reference dynamics. In application to the brown snake venom–fibrinogen (Fg) network, the input–response indices give insight into the coordinated action of specific coagulation factors and about those factors that contribute only little to the response. We demonstrate how the indices can be used to reduce large-scale models in a two-step procedure: (i) elimination of states whose dynamics have only minor impact on the input–response relationship, and (ii) proper lumping of the remaining (lower order) model. In application to the brown snake venom–fibrinogen network, this resulted in a reduction from 62 to 8 state variables in the first step, and a further reduction to 5 state variables in the second step. We further illustrate that the sequence, in which a recursive algorithm eliminates and/or lumps state variables, has an impact on the final reduced model. The input–response indices are particularly suited to determine an informed sequence, since they are based on the dynamics of the original system. In summary, the novel measure of importance provides a powerful tool for analysing the complex dynamics of large-scale systems and a means for very efficient model order reduction of nonlinear systems.
The increasing availability of earth observations necessitates mathematical methods to optimally combine such data with hydrologic models. Several algorithms exist for such purposes, under the umbrella of data assimilation (DA). However, DA methods are often applied in a suboptimal fashion for complex real-world problems, due largely to several practical implementation issues. One such issue is error characterization, which is known to be critical for a successful assimilation. Mischaracterized errors lead to suboptimal forecasts, and in the worst case, to degraded estimates even compared to the no assimilation case. Model uncertainty characterization has received little attention relative to other aspects of DA science. Traditional methods rely on subjective, ad hoc tuning factors or parametric distribution assumptions that may not always be applicable. We propose a novel data-driven approach (named SDMU) to model uncertainty characterization for DA studies where (1) the system states are partially observed and (2) minimal prior knowledge of the model error processes is available, except that the errors display state dependence. It includes an approach for estimating the uncertainty in hidden model states, with the end goal of improving predictions of observed variables. The SDMU is therefore suited to DA studies where the observed variables are of primary interest. Its efficacy is demonstrated through a synthetic case study with low-dimensional chaotic dynamics and a real hydrologic experiment for one-day-ahead streamflow forecasting. In both experiments, the proposed method leads to substantial improvements in the hidden states and observed system outputs over a standard method involving perturbation with Gaussian noise.
SmB6 is predicted to be the first member of the intersection of topological insulators and Kondo insulators, strongly correlated materials in which the Fermi level lies in the gap of a many-body resonance that forms by hybridization between localized and itinerant states. While robust, surface-only conductivity at low temperature and the observation of surface states at the expected high symmetry points appear to confirm this prediction, we find both surface states at the (100) surface to be topologically trivial. We find the (Gamma) over bar state to appear Rashba split and explain the prominent (X) over bar state by a surface shift of the many-body resonance. We propose that the latter mechanism, which applies to several crystal terminations, can explain the unusual surface conductivity. While additional, as yet unobserved topological surface states cannot be excluded, our results show that a firm connection between the two material classes is still outstanding.