Density versions of Schur's theorem for ideals generated by submeasures

We characterize ideals of subsets of natural numbers for which some versions of Schur's theorem hold. These are similar to generalizations shown by Bergelson (1986) in [1] and Frankl, Graham and Rödl (1990) in [7]. Additionally, we prove a generalization of an iterated version of Ramsey's theorem.     

A multi-resolution,non-parametric,Bayesian framework for identification of spatially-varying model parameters

This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in PDE-based models and correspond to quantities such as density or pressure fields, elasto-plastic moduli and internal variables in solid mechanics, conductivity fields in heat diffusion problems, permeability fields in fluid flow through porous media etc. The proposed model has all the advantages of traditional Bayesian formulations such as the ability to produce measures of confidence for the inferences made and providing not only predictive estimates but also quantitative measures of the predictive uncertainty. In contrast to existing approaches it utilizes a parsimonious, non-parametric formulation that favors sparse representations and whose complexity can be determined from the data. The proposed framework in non-intrusive and makes use of a sequence of forward solvers operating at various resolutions. As a result, inexpensive, coarse solvers are used to identify the most salient features of the unknown field(s) which are subsequently enriched by invoking solvers operating at finer resolutions. This leads to significant computational savings particularly in problems involving computationally demanding forward models but also improvements in accuracy. It is based on a novel, adaptive scheme based on Sequential Monte Carlo sampling which is embarrassingly parallelizable and circumvents issues with slow mixing encountered in Markov Chain Monte Carlo schemes. The capabilities of the proposed methodology are illustrated in problems from nonlinear solid mechanics with special attention to cases where the data is contaminated with random noise and the scale of variability of the unknown field is smaller than the scale of the grid where observations are collected.     

Estimating the mixing time of concert halls using the eXtensible Fourier Transform

In room acoustics, we measure room impulse responses (RIRs) in order to fully describe the hall. RIRs are composed of a succession of arrivals (i.e., some sound rays which have undergone one or more reflections on their way from the source to the receiver). We propose the eXtensible Fourier Transform (XFT) in order to investigate the time evolution of spectral components of RIRs. The phase evolution versus time allows to estimate the mixing time, which is defined as the time it takes for initially adjacent sound rays to spread uniformly across the room. After presenting some properties of the XFT, we show why one must compensate the natural energy decay of the RIR in order to obtain stationary signals. We estimate mixing times for a set of experimental RIRs and several that are synthesized using a stochastic model. Then, we estimate the dependance of mixing time upon the source/receiver distance in all these RIRs. Results are consistent up to the lack of reproducibility of the sound sources, but are strongly dependent on some parameters used for computing the XFT. We finally discuss the relevance of the name mixing time with respect to the theory and in regard to the time we estimate, that we propose to call cross-over time.     

Free energy reconstruction from steered dynamics without post-processing

Various methods achieving importance sampling in ensembles of nonequilibrium trajectories enable one to estimate free energy differences and, by maximum-likelihood post-processing, to reconstruct free energy landscapes. Here, based on Bayes theorem, we propose a more direct method in which a posterior likelihood function is used both to construct the steered dynamics and to infer the contribution to equilibrium of all the sampled states. The method is implemented with two steering schedules. First, using non-autonomous steering, we calculate the migration barrier of the vacancy in Fe-α. Second, using an autonomous scheduling related to metadynamics and equivalent to temperature-accelerated molecular dynamics, we accurately reconstruct the two-dimensional free energy landscape of the 38-atom Lennard-Jones cluster as a function of an orientational bond-order parameter and energy, down to the solid–solid structural transition temperature of the cluster and without maximum-likelihood post-processing.     

SHAH: SHape-Adaptive Haar Wavelets for Image Processing

We propose the shape-adaptive Haar (SHAH) transform for images, which results in an orthonormal, adaptive decomposition of the image into Haar-wavelet-like components, arranged hierarchically according to decreasing importance, whose shapes reflect the features present in the image. The decomposition is as sparse as it can be for piecewise-constant images. It is performed via a stepwise bottom-up algorithm with quadratic computational complexity; however, nearly linear variants also exist. SHAH is rapidly invertible. We show how to use SHAH for image denoising. Having performed the SHAH transform, the coefficients are hard- or soft-thresholded, and the inverse transform taken. The SHAH image denoising algorithm compares favorably to the state of the art for piecewise-constant images. A clear asset of the methodology is its very general scope: it can be used with any images or more generally with any data that can be represented as graphs or networks.     

Statistically and Computationally Efficient Estimating Equations for Large Spatial Datasets

For Gaussian process models, likelihood-based methods are often difficult to use with large irregularly spaced spatial datasets, because exact calculations of the likelihood for n observations require O(n³) operations and O(n²) memory. Various approximation methods have been developed to address the computational difficulties. In this article, we propose new, unbiased estimating equations (EE) based on score equation approximations that are both computationally and statistically efficient. We replace the inverse covariance matrix that appears in the score equations by a sparse matrix to approximate the quadratic forms, then set the resulting quadratic forms equal to their expected values to obtain unbiased EE. The sparse matrix is constructed by a sparse inverse Cholesky approach to approximate the inverse covariance matrix. The statistical efficiency of the resulting unbiased EE is evaluated both in theory and by numerical studies. Our methods are applied to nearly 90,000 satellite-based measurements of water vapor levels over a region in the Southeast Pacific Ocean.     

基于个体公平原则的寿险产品定价模型

在无套利框架的基础上,讨论基于个体公平原则下的寿险产品定价问题,即运用倒向随机微分方程理论,将投保人和保险人置于同一系统中进行考虑:首先,根据双方的随机投资决策目标分别建立无套利寿险定价模型和动态资产份额定价模型,得出两个特殊线性倒向随机微分方程的显式解;然后,建立基于个体公平原则的寿险定价模型,从投保人和保险人双方的角度对寿险产品进行公平定价,得出了从供需双方考虑的投资回报定价公式;最后,利用所建立的模型进行案例分析,计算出基于个体公平原则的保费及保险公司的投资策略.该寿险产品定价模型不仅考虑了保险人的意愿,还同时考虑了投保人的实际情况,因此,按此定价理念开发出的保险产品,不仅可以提高产品研发的成功率,而且使得研发出的新产品更能在竞争激烈的保险市场中站稳脚步.     

Prediction of future observations using belief functions: A likelihood-based approach

We study a new approach to statistical prediction in the Dempster–Shafer framework. Given a parametric model, the random variable to be predicted is expressed as a function of the parameter and a pivotal random variable. A consonant belief function in the parameter space is constructed from the likelihood function, and combined with the pivotal distribution to yield a predictive belief function that quantifies the uncertainty about the future data. The method boils down to Bayesian prediction when a probabilistic prior is available. The asymptotic consistency of the method is established in the iid case, under some assumptions. The predictive belief function can be approximated to any desired accuracy using Monte Carlo simulation and nonlinear optimization. As an illustration, the method is applied to multiple linear regression.     

Statistical discrimination of steroid profiles in doping control with support vector machines

Due to their performance enhancing properties, use of anabolic steroids (e.g. testosterone, nandrolone, etc.) is banned in elite sports. Therefore, doping control laboratories accredited by the World Anti-Doping Agency (WADA) screen among others for these prohibited substances in urine. It is particularly challenging to detect misuse with naturally occurring anabolic steroids such as testosterone (T), which is a popular ergogenic agent in sports and society.