178 Publications

Approximating the Gaussian as a Sum of Exponentials and Its Applications to the Fast Gauss Transform

We develop efficient and accurate sum-of-exponential (SOE) approximations for the Gaussian using rational approximation of the exponential function on the negative real axis. Six digit accuracy can be obtained with eight terms and ten digit accuracy can be obtained with twelve terms. This representation is of potential interest in approximation theory but we focus here on its use in accelerating the fast Gauss transform (FGT) in one and two dimensions. The one-dimensional scheme is particularly straightforward and easy to implement, requiring only twenty-four lines of MATLAB code. The two-dimensional version requires some care with data structures, but is significantly more efficient than existing FGTs. Following a detailed presentation of the theoretical foundations, we demonstrate the performance of the fast transforms with several numerical experiments.

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Neural Circuits for Dynamics-Based Segmentation of Time Series

Samaneh Nasiri, Dmitri B. Chklovskii, A. Sengupta, Tiberiu Tesileanu , Siavash Golkar

The brain must extract behaviorally relevant latent variables from the signals streamed by the sensory organs. Such latent variables are often encoded in the dynamics that generated the signal rather than in the specific realization of the waveform. Therefore, one problem faced by the brain is to segment time series based on underlying dynamics. We present two algorithms for performing this segmentation task that are biologically plausible, which we define as acting in a streaming setting and all learning rules being local. One algorithm is model based and can be derived from an optimization problem involving a mixture of autoregressive processes. This algorithm relies on feedback in the form of a prediction error and can also be used for forecasting future samples. In some brain regions, such as the retina, the feedback connections necessary to use the prediction error for learning are absent. For this case, we propose a second, model-free algorithm that uses a running estimate of the autocorrelation structure of the signal to perform the segmentation. We show that both algorithms do well when tasked with segmenting signals drawn from autoregressive models with piecewise-constant parameters. In particular, the segmentation accuracy is similar to that obtained from oracle-like methods in which the ground-truth parameters of the autoregressive models are known. We also test our methods on data sets generated by alternating snippets of voice recordings. We provide implementations of our algorithms at https://github.com/ttesileanu/bio-time-series.

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VCNN-e: A vector-cloud neural network with equivariance for emulating Reynolds stress transport equations

J. Han, Xu-Hui Zhou, Heng Xiao

Developing robust constitutive models is fundamental and a longstanding problem for accelerating the simulation of complicated physics. Machine learning provides promising tools to construct constitutive models based on various calibration data. In this work, we propose a new approach to emulate constitutive tensor transport equations for tensorial quantities through a vector-cloud neural network with equivariance (VCNN-e). The VCNN-e respects all the invariance properties desired by constitutive models and faithfully reflects the region of influence in physics. By design, the model guarantees that the predicted tensor is invariant to the frame translation and ordering (permutation) of the neighboring points. Furthermore, it is equivariant to the frame rotation, i.e., the output tensor co-rotates with the coordinate frame. We demonstrate its performance on Reynolds stress transport equations, showing that the VCNN-e can effectively emulate the Reynolds stress transport model for Reynolds-averaged Navier--Stokes (RANS) equations. Such a priori evaluations of the proposed network pave the way for developing and calibrating robust and nonlocal, non-equilibrium closure models for the RANS equations.

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January 4, 2022

The PETSc Community Is the Infrastructure

Mark Adams, Satish Balay, Oana Marin, Lois Curfman McInnes, Richard Tran Mills, Todd Munson, Hong Zhang, Junchao Zhang, Jed Brown, Victor Eijkhout, Jacob Faibussowitsch, Matthew Knepley, Fande Kong, Scott Kruger, Patrick Sanan, B. Smith, Hong Zhang

The communities who develop and support open source scientific software packages are crucial to the utility and success of such packages. Moreover, these communities form an important part of the human infrastructure that enables scientific progress. This paper discusses aspects of the PETSc (Portable Extensible Toolkit for Scientific Computation) community, its organization, and technical approaches that enable community members to help each other efficiently

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January 4, 2022

Robust regression with compositional covariates

Many high-throughput sequencing data sets in biology are compositional in nature. A prominent example is microbiome profiling data, including targeted amplicon-based and metagenomic sequencing data. These profiling data comprises surveys of microbial communities in their natural habitat and sparse proportional (or compositional) read counts that represent operational taxonomic units or genes. When paired measurements of other covariates, including physicochemical properties of the habitat or phenotypic variables of the host, are available, inference of parsimonious and robust statistical relationships between the microbial abundance data and the covariate measurements is often an important first step in exploratory data analysis. To this end, we propose a sparse robust statistical regression framework that considers compositional and non-compositional measurements as predictors and identifies outliers in continuous response variables. Our model extends the seminal log-contrast model of Aitchison and Bacon-Shone (1984) by a mean shift formulation for capturing outliers, sparsity-promoting convex and non-convex penalties for parsimonious model selection, and data-driven robust initialization procedures adapted to the compositional setting. We show, in theory and simulations, the ability of our approach to jointly select a sparse set of predictive microbial features and identify outliers in the response. We illustrate the viability of our method by robustly predicting human body mass indices from American Gut Project amplicon data and non-compositional covariate data. We believe that the robust estimators introduced here and available in the R package RobRegCC can serve as a practical tool for reliable statistical regression analysis of compositional data, including microbiome survey data.

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Economic growth and happiness in China: A Bayesian multilevel age-period-cohort analysis based on the CGSS data 2005–2015

Yu-Sung Su, Donald Lien, Y. Yao

This paper introduces a Bayesian multilevel model based on the age-period-cohort framework to examine Chinese happiness. Using 8 waves of the Chinese General Social Survey (CGSS) data between 2005–2015, the model not only solves the co-linearity problem with weakly informative priors and explicit assumptions, it also produces more computationally stable results. Our estimation results show how Chinese happiness changes in an individual’s life circle and how one’s life experience is accumulated to her/his happiness with cognitive development. We identify some different generation patterns and explain generation differences in happiness across the various birth years with narratives of historical events. This paper contributes to existing studies both theoretically and methodologically. The novel modeling strategy and the analytical framework which assisted with historical narratives altogether explain better the age, period, and cohort effects on Chinese happiness.

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DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks

J. Han, Yucheng Yang, Weinan E

An efficient, reliable, and interpretable global solution method, the Deep learning-based algorithm for Heterogeneous Agent Models (DeepHAM), is proposed for solving high dimensional heterogeneous agent models with aggregate shocks. The state distribution is approximately represented by a set of optimal generalized moments. Deep neural networks are used to approximate the value and policy functions, and the objective is optimized over directly simulated paths. In addition to being an accurate global solver, this method has three additional features. First, it is computationally efficient in solving complex heterogeneous agent models, and it does not suffer from the curse of dimensionality. Second, it provides a general and interpretable representation of the distribution over individual states, which is crucial in addressing the classical question of whether and how heterogeneity matters in macroeconomics. Third, it solves the constrained efficiency problem as easily as it solves the competitive equilibrium, which opens up new possibilities for studying optimal monetary and fiscal policies in heterogeneous agent models with aggregate shocks.

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December 29, 2021

Frame invariance and scalability of neural operators for partial differential equations

Muhammad I. Zafar, J. Han, Xu-Hui Zhou, Heng Xiao

Partial differential equations (PDEs) play a dominant role in the mathematical modeling of many complex dynamical processes. Solving these PDEs often requires prohibitively high computational costs, especially when multiple evaluations must be made for different parameters or conditions. After training, neural operators can provide PDEs solutions significantly faster than traditional PDE solvers. In this work, invariance properties and computational complexity of two neural operators are examined for transport PDE of a scalar quantity. Neural operator based on graph kernel network (GKN) operates on graph-structured data to incorporate nonlocal dependencies. Here we propose a modified formulation of GKN to achieve frame invariance. Vector cloud neural network (VCNN) is an alternate neural operator with embedded frame invariance which operates on point cloud data. GKN-based neural operator demonstrates slightly better predictive performance compared to VCNN. However, GKN requires an excessively high computational cost that increases quadratically with the increasing number of discretized objects as compared to a linear increase for VCNN.

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December 28, 2021

A Weighted State Redistribution Algorithm for Embedded Boundary Grids

Andrew Giuliani, Ann S. Almgren, John B. Bell, M. Berger, Marc T. Henry Frahan, Deepak Rangarajan

State redistribution is an algorithm that stabilizes cut cells for embedded boundary grid methods. This work extends the earlier algorithm in several important ways. First, state redistribution is extended to three spatial dimensions. Second, we discuss several algorithmic changes and improvements motivated by the more complicated cut cell geometries that can occur in higher dimensions. In particular, we introduce a weighted version with less dissipation. Third, we demonstrate that state redistribution can also stabilize a solution update that includes both advective and diffusive contributions. The stabilization algorithm is shown to be effective for incompressible as well as compressible reacting flows. Finally, we discuss the implementation of the algorithm for several exascale-ready simulation codes based on AMReX, demonstrating ease of use in combination with domain decomposition, hybrid parallelism and complex physics.

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December 23, 2021
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