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- Bayesian inverse problems (3)
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- Onsager-Machlup functional (2)
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The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e. a maximum a posteriori (MAP) estimator. The MAP estimator essentially coincides with the (regularised) variational solution to the inverse problem, seen as minimisation of the Onsager-Machlup (OM) functional of the posterior measure. An open problem in the stability analysis of inverse problems is to establish a relationship between the convergence properties of solutions obtained by the variational approach and by the Bayesian approach. To address this problem, we propose a general convergence theory for modes that is based on the Gamma-convergence of OM functionals, and apply this theory to Bayesian inverse problems with Gaussian and edge-preserving Besov priors. Part II of this paper considers more general prior distributions.
We derive Onsager-Machlup functionals for countable product measures on weighted l(p) subspaces of the sequence space R-N. Each measure in the product is a shifted and scaled copy of a reference probability measure on R that admits a sufficiently regular Lebesgue density. We study the equicoercivity and Gamma-convergence of sequences of Onsager-Machlup functionals associated to convergent sequences of measures within this class. We use these results to establish analogous results for probability measures on separable Banach or Hilbert spaces, including Gaussian, Cauchy, and Besov measures with summability parameter 1 <= p <= 2. Together with part I of this paper, this provides a basis for analysis of the convergence of maximum a posteriori estimators in Bayesian inverse problems and most likely paths in transition path theory.
In this short survey article, we showcase a number of non-trivial geometric problems that have recently been resolved by marrying methods from functional calculus and real-variable harmonic analysis. We give a brief description of these methods as well as their interplay. This is a succinct survey that hopes to inspire geometers and analysts alike to study these methods so that they can be further developed to be potentially applied to a broader range of questions.
A characterization of the essential spectrum of Schrodinger operators on infinite graphs is derived involving the concept of R-limits. This concept, which was introduced previously for operators on N and Z(d) as "right-limits," captures the behaviour of the operator at infinity. For graphs with sub-exponential growth rate, we show that each point in sigma(ss)(H) corresponds to a bounded generalized eigenfunction of a corresponding R-limit of H. If, additionally, the graph is of uniform sub-exponential growth, also the converse inclusion holds.
We adapt the Faddeev-LeVerrier algorithm for the computation of characteristic polynomials to the computation of the Pfaffian of a skew-symmetric matrix. This yields a very simple, easy to implement and parallelize algorithm of computational cost O(n(beta+1)) where nis the size of the matrix and O(n(beta)) is the cost of multiplying n x n-matrices, beta is an element of [2, 2.37286). We compare its performance to that of other algorithms and show how it can be used to compute the Euler form of a Riemannian manifold using computer algebra.
The Rarita-Schwinger operator is the twisted Dirac operator restricted to 3/2-spinors. Rarita-Schwinger fields are solutions of this operator which are in addition divergence-free. This is an overdetermined problem and solutions are rare; it is even more unexpected for there to be large dimensional spaces of solutions. In this paper we prove the existence of a sequence of compact manifolds in any given dimension greater than or equal to 4 for which the dimension of the space of Rarita-Schwinger fields tends to infinity. These manifolds are either simply connected Kahler-Einstein spin with negative Einstein constant, or products of such spaces with flat tori. Moreover, we construct Calabi-Yau manifolds of even complex dimension with more linearly independent Rarita-Schwinger fields than flat tori of the same dimension.
We establish a new approach of treating elliptic boundary value problems (BVPs) on manifolds with boundary and regular corners, up to singularity order 2. Ellipticity and parametrices are obtained in terms of symbols taking values in algebras of BVPs on manifolds of corresponding lower singularity orders. Those refer to Boutet de Monvel's calculus of operators with the transmission property, see Boutet de Monvel (Acta Math 126:11-51, 1971) for the case of smooth boundary. On corner configuration operators act in spaces with multiple weights. We mainly study the case of upper left entries in the respective 2 x 2 operator block-matrices of such a calculus. Green operators in the sense of Boutet de Monvel (Acta Math 126:11-51, 1971) analogously appear in singular cases, and they are complemented by contributions of Mellin type. We formulate a result on ellipticity and the Fredholm property in weighted corner spaces, with parametrices of analogous kind.
We provide an overview of the tools and techniques of resurgence theory used in the Borel-ecalle resummation method, which we then apply to the massless Wess-Zumino model. Starting from already known results on the anomalous dimension of the Wess-Zumino model, we solve its renormalisation group equation for the two-point function in a space of formal series. We show that this solution is 1-Gevrey and that its Borel transform is resurgent. The Schwinger-Dyson equation of the model is then used to prove an asymptotic exponential bound for the Borel transformed two-point function on a star-shaped domain of a suitable ramified complex plane. This proves that the two-point function of the Wess-Zumino model is Borel-ecalle summable.
In June 2018, after 4 years of cruise, the Japanese space probe Hayabusa2 [1-Watanabe S. et al.: Hayabusa2 Mission Overview. (2017)] reached the Near-Earth Asteroid (162173) Ryugu. Hayabusa2 carried a small Lander named MASCOT (Mobile Asteroid Surface Scout) [2-Ho T. M. et al.: MASCOT-The Mobile Asteroid Surface Scout onboard the Hayabusa2 mission. (2017)], jointly developed by the German Aerospace Center (DLR) and the French Space Agency (CNES), to investigate Ryugu's surface structure, composition and physical properties including its thermal behaviour and magnetization in-situ. The Microgravity User Support Centre (DLR-MUSC) in Cologne was in charge of providing all thermal conditions and constraints necessary for the selection of the final landing site and for the final operations of the Lander MASCOT on the surface of the asteroid Ryugu. This article provides a comprehensive assessment of these thermal conditions and constraints, based on predictions performed with the Thermal Mathematical Model (TMM) of MASCOT using different asteroid surface thermal models, ephemeris data for approach as well as descent and hopping trajectories, the related operation sequences and scenarios and the possible environmental conditions driven by the Hayabusa2 spacecraft. A comparison with the real telemetry data confirms the analysis and provides further information about the asteroid characteristics.
Transition path theory (TPT) for diffusion processes is a framework for analyzing the transitions of multiscale ergodic diffusion processes between disjoint metastable subsets of state space. Most methods for applying TPT involve the construction of a Markov state model on a discretization of state space that approximates the underlying diffusion process. However, the assumption of Markovianity is difficult to verify in practice, and there are to date no known error bounds or convergence results for these methods. We propose a Monte Carlo method for approximating the forward committor, probability current, and streamlines from TPT for diffusion processes. Our method uses only sample trajectory data and partitions of state space based on Voronoi tessellations. It does not require the construction of a Markovian approximating process. We rigorously prove error bounds for the approximate TPT objects and use these bounds to show convergence to their exact counterparts in the limit of arbitrarily fine discretization. We illustrate some features of our method by application to a process that solves the Smoluchowski equation on a triple-well potential.
The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
(2021)
We establish Freidlin-Wentzell results for a nonlinear ordinary differential equation starting close to the stable state 0, say, subject to a perturbation by a stochastic integral which is driven by an epsilon-small and (1/epsilon)-accelerated Levy process with exponentially light jumps. For this purpose, we derive a large deviations principle for the stochastically perturbed system using the weak convergence approach developed by Budhiraja, Dupuis, Maroulas and collaborators in recent years. In the sequel, we solve the associated asymptotic first escape problem from the bounded neighborhood of 0 in the limit as epsilon -> 0 which is also known as the Kramers problem in the literature.
The superposition operation S-n,S-A, n >= 1, n is an element of N, maps to each (n + 1)-tuple of n-ary operations on a set A an n-ary operation on A and satisfies the so-called superassociative law, a generalization of the associative law. The corresponding algebraic structures are Menger algebras of rank n. A partial algebra of type (n + 1) which satisfies the superassociative law as weak identity is said to be a partial Menger algebra of rank n. As a generalization of linear terms we define r-terms as terms where each variable occurs at most r-times. It will be proved that n-ary r-terms form partial Menger algebras of rank n. In this paper, some algebraic properties of partial Menger algebras such as generating systems, homomorphic images and freeness are investigated. As generalization of hypersubstitutions and linear hypersubstitutions we consider r-hypersubstitutions.U
Sequential data assimilation of the stochastic SEIR epidemic model for regional COVID-19 dynamics
(2021)
Newly emerging pandemics like COVID-19 call for predictive models to implement precisely tuned responses to limit their deep impact on society. Standard epidemic models provide a theoretically well-founded dynamical description of disease incidence. For COVID-19 with infectiousness peaking before and at symptom onset, the SEIR model explains the hidden build-up of exposed individuals which creates challenges for containment strategies. However, spatial heterogeneity raises questions about the adequacy of modeling epidemic outbreaks on the level of a whole country. Here, we show that by applying sequential data assimilation to the stochastic SEIR epidemic model, we can capture the dynamic behavior of outbreaks on a regional level. Regional modeling, with relatively low numbers of infected and demographic noise, accounts for both spatial heterogeneity and stochasticity. Based on adapted models, short-term predictions can be achieved. Thus, with the help of these sequential data assimilation methods, more realistic epidemic models are within reach.
The Arnoldi process can be applied to inexpensively approximate matrix functions of the form f (A)v and matrix functionals of the form v*(f (A))*g(A)v, where A is a large square non-Hermitian matrix, v is a vector, and the superscript * denotes transposition and complex conjugation. Here f and g are analytic functions that are defined in suitable regions in the complex plane. This paper reviews available approximation methods and describes new ones that provide higher accuracy for essentially the same computational effort by exploiting available, but generally not used, moment information. Numerical experiments show that in some cases the modifications of the Arnoldi decompositions proposed can improve the accuracy of v*(f (A))*g(A)v about as much as performing an additional step of the Arnoldi process.
We study superharmonic functions for Schrodinger operators on general weighted graphs. Specifically, we prove two decompositions which both go under the name Riesz decomposition in the literature. The first one decomposes a superharmonic function into a harmonic and a potential part. The second one decomposes a superharmonic function into a sum of superharmonic functions with certain upper bounds given by prescribed superharmonic functions. As application we show a Brelot type theorem.
Androulidakis-Skandalis (2009) showed that every singular foliation has an associated topological groupoid, called holonomy groupoid. In this note, we exhibit some functorial properties of this assignment: if a foliated manifold (M, FM ) is the quotient of a foliated manifold (P, FP ) along a surjective submersion with connected fibers, then the same is true for the corresponding holonomy groupoids. For quotients by a Lie group action, an analogue statement holds under suitable assumptions, yielding a Lie 2-group action on the holonomy groupoid.
We present a supervised learning method to learn the propagator map of a dynamical system from partial and noisy observations. In our computationally cheap and easy-to-implement framework, a neural network consisting of random feature maps is trained sequentially by incoming observations within a data assimilation procedure. By employing Takens's embedding theorem, the network is trained on delay coordinates. We show that the combination of random feature maps and data assimilation, called RAFDA, outperforms standard random feature maps for which the dynamics is learned using batch data.
Data-driven prediction and physics-agnostic machine-learning methods have attracted increased interest in recent years achieving forecast horizons going well beyond those to be expected for chaotic dynamical systems. In a separate strand of research data-assimilation has been successfully used to optimally combine forecast models and their inherent uncertainty with incoming noisy observations. The key idea in our work here is to achieve increased forecast capabilities by judiciously combining machine-learning algorithms and data assimilation. We combine the physics-agnostic data -driven approach of random feature maps as a forecast model within an ensemble Kalman filter data assimilation procedure. The machine-learning model is learned sequentially by incorporating incoming noisy observations. We show that the obtained forecast model has remarkably good forecast skill while being computationally cheap once trained. Going beyond the task of forecasting, we show that our method can be used to generate reliable ensembles for probabilistic forecasting as well as to learn effective model closure in multi-scale systems. (C) 2021 Elsevier B.V. All rights reserved.
Nonparametric goodness-of-fit testing for parametric covariate models in pharmacometric analyses
(2021)
The characterization of covariate effects on model parameters is a crucial step during pharmacokinetic/pharmacodynamic analyses. Although covariate selection criteria have been studied extensively, the choice of the functional relationship between covariates and parameters, however, has received much less attention. Often, a simple particular class of covariate-to-parameter relationships (linear, exponential, etc.) is chosen ad hoc or based on domain knowledge, and a statistical evaluation is limited to the comparison of a small number of such classes. Goodness-of-fit testing against a nonparametric alternative provides a more rigorous approach to covariate model evaluation, but no such test has been proposed so far. In this manuscript, we derive and evaluate nonparametric goodness-of-fit tests for parametric covariate models, the null hypothesis, against a kernelized Tikhonov regularized alternative, transferring concepts from statistical learning to the pharmacological setting. The approach is evaluated in a simulation study on the estimation of the age-dependent maturation effect on the clearance of a monoclonal antibody. Scenarios of varying data sparsity and residual error are considered. The goodness-of-fit test correctly identified misspecified parametric models with high power for relevant scenarios. The case study provides proof-of-concept of the feasibility of the proposed approach, which is envisioned to be beneficial for applications that lack well-founded covariate models.
Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a wide range of application areas. Nevertheless, this filter also has limitations due to its inherent assumptions of Gaussianity and linearity, which can manifest themselves in the form of dynamically inconsistent state estimates. This issue is investigated here for balanced, slowly evolving solutions to highly oscillatory Hamiltonian systems which are prototypical for applications in numerical weather prediction. It is demonstrated that the standard ensemble Kalman filter can lead to state estimates that do not satisfy the pertinent balance relations and ultimately lead to filter divergence. Two remedies are proposed, one in terms of blended asymptotically consistent time-stepping schemes, and one in terms of minimization-based postprocessing methods. The effects of these modifications to the standard ensemble Kalman filter are discussed and demonstrated numerically for balanced motions of two prototypical Hamiltonian reference systems.