Suppressing coherence effects in quantum-measurement based engines

The recent advances in the study of thermodynamics of microscopic processes have driven the search for new developments in energy converters utilizing quantum effects. We here propose a universal framework to describe the thermodynamics of a quantum engine fueled by quantum projective measurements. Standard quantum thermal machines operating in a finite-time regime with a driven Hamiltonian that does not commute in different times have the performance decreased by the presence of coherence, which is associated with a larger entropy production and irreversibility degree. However, we show that replacing the standard hot thermal reservoir by a projective measurement operation with general basis in the Bloch sphere and controlling the basis angles suitably could improve the performance of the quantum engine as well as decrease the entropy change during the measurement process. Our results go in direction of a generalization of quantum thermal machine models where the fuel comes from general sources beyond the standard thermal reservoir.

Statistical Inference in High-dimensional Generalized Linear Models with Streaming Data

In this paper we develop an online statistical inference approach for high-dimensional generalized linear models with streaming data for real-time estimation and inference. We propose an online debiased lasso (ODL) method to accommodate the special structure of streaming data. ODL differs from offline debiased lasso in two important aspects. First, in computing the estimate at the current stage, it only uses summary statistics of the historical data. Second, in addition to debiasing an online lasso estimator, ODL corrects an approximation error term arising from nonlinear online updating with streaming data. We show that the proposed online debiased estimators for the GLMs are consistent and asymptotically normal. This result provides a theoretical basis for carrying out real-time interim statistical inference with streaming data. Extensive numerical experiments are conducted to evaluate the performance of the proposed ODL method. These experiments demonstrate the effectiveness of our algorithm and support the theoretical results. A streaming dataset from the National Automotive Sampling System-Crashworthiness Data System is analyzed to illustrate the application of the proposed method.

Robust Nonparametric Regression with Deep Neural Networks

In this paper, we study the properties of robust nonparametric estimation using deep neural networks for regression models with heavy tailed error distributions. We establish the non-asymptotic error bounds for a class of robust nonparametric regression estimators using deep neural networks with ReLU activation under suitable smoothness conditions on the regression function and mild conditions on the error term. In particular, we only assume that the error distribution has a finite p-th moment with p greater than one. We also show that the deep robust regression estimators are able to circumvent the curse of dimensionality when the distribution of the predictor is supported on an approximate lower-dimensional set. An important feature of our error bound is that, for ReLU neural networks with network width and network size (number of parameters) no more than the order of the square of the dimensionality d of the predictor, our excess risk bounds depend sub-linearly on d. Our assumption relaxes the exact manifold support assumption, which could be restrictive and unrealistic in practice. We also relax several crucial assumptions on the data distribution, the target regression function and the neural networks required in the recent literature. Our simulation studies demonstrate that the robust methods can significantly outperform the least squares method when the errors have heavy-tailed distributions and illustrate that the choice of loss function is important in the context of deep nonparametric regression.

Deep Quantile Regression: Mitigating the Curse of Dimensionality Through Composition

This paper considers the problem of nonparametric quantile regression under the assumption that the target conditional quantile function is a composition of a sequence of low-dimensional functions. We study the nonparametric quantile regression estimator using deep neural networks to approximate the target conditional quantile function. For convenience, we shall refer to such an estimator as a deep quantile regression (DQR) estimator. We show that the DQR estimator achieves the nonparametric optimal convergence rate up to a logarithmic factor determined by the intrinsic dimension of the underlying compositional structure of the conditional quantile function, not the ambient dimension of the predictor. Therefore, DQR is able to mitigate the curse of dimensionality under the assumption that the conditional quantile function has a compositional structure. To establish these results, we analyze the approximation error of a composite function by neural networks and show that the error rate only depends on the dimensions of the component functions. We apply our general results to several important statistical models often used in mitigating the curse of dimensionality, including the single index, the additive, the projection pursuit, the univariate composite, and the generalized hierarchical interaction models. We explicitly describe the prefactors in the error bounds in terms of the dimensionality of the data and show that the prefactors depends on the dimensionality linearly or quadratically in these models. We also conduct extensive numerical experiments to evaluate the effectiveness of DQR and demonstrate that it outperforms a kernel-based method for nonparametric quantile regression.

Deep Multi-Modal Contact Estimation for Invariant Observer Design on Quadruped Robots

This work reports on developing a deep learning-based contact estimator for legged robots that bypasses the need for physical contact sensors and takes multi-modal proprioceptive sensory data from joint encoders, kinematics, and an inertial measurement unit as input. Unlike vision-based state estimators, proprioceptive state estimators are agnostic to perceptually degraded situations such as dark or foggy scenes. For legged robots, reliable kinematics and contact data are necessary to develop a proprioceptive state estimator. While some robots are equipped with dedicated contact sensors or springs to detect contact, some robots do not have dedicated contact sensors, and the addition of such sensors is non-trivial without redesigning the hardware. The trained deep network can accurately estimate contacts on different terrains and robot gaits and is deployed along a contact-aided invariant extended Kalman filter to generate odometry trajectories. The filter performs comparably to a state-of-the-art visual SLAM system.

Generalization of Bohr-type inequality in analytic functions

This paper mainly uses the nonnegative continuous function ${zeta_n(r)}_{n=0}^{infty}$ to redefine the Bohr radius for the class of analytic functions satisfying $real f(z)<1$ in the unit disk $|z|<1$ and redefine the Bohr radius of the alternating series $A_f(r)$ with analytic functions $f$ of the form $f(z)=sum_{n=0}^{infty}a_{pn+m}z^{pn+m}$ in $|z|<1$. In the latter case, one can also get information about Bohr radius for even and odd analytic functions. Moreover, the relationships between the majorant series $M_f(r)$ and the odd and even bits of $f(z)$ are also established. We will prove that most of results are sharp.

Probability Paths and the Structure of Predictions over Time

In settings ranging from weather forecasts to political prognostications to financial projections, probability estimates of future binary outcomes often evolve over time. For example, the estimated likelihood of rain on a specific day changes by the hour as new information becomes available. Given a collection of such probability paths, we introduce a Bayesian framework -- which we call the Gaussian latent information martingale, or GLIM -- for modeling the structure of dynamic predictions over time. Suppose, for example, that the likelihood of rain in a week is 50%, and consider two hypothetical scenarios. In the first, one expects the forecast is equally likely to become either 25% or 75% tomorrow; in the second, one expects the forecast to stay constant for the next several days. A time-sensitive decision-maker might select a course of action immediately in the latter scenario, but may postpone their decision in the former, knowing that new information is imminent. We model these trajectories by assuming predictions update according to a latent process of information flow, which is inferred from historical data. In contrast to general methods for time series analysis, this approach preserves the martingale structure of probability paths and better quantifies future uncertainties around probability paths. We show that GLIM outperforms three popular baseline methods, producing better estimated posterior probability path distributions measured by three different metrics. By elucidating the dynamic structure of predictions over time, we hope to help individuals make more informed choices.

Combining case-control studies for identifiability and efficiency improvement in logistic regression

Can two separate case-control studies, one about Hepatitis disease and the other about Fibrosis, for example, be combined together? It would be hugely beneficial if two or more separately conducted case-control studies, even for entirely irrelevant purposes, can be merged together with a unified analysis that produces better statistical properties, e.g., more accurate estimation of parameters. In this paper, we show that, when using the popular logistic regression model, the combined/integrative analysis produces a more accurate estimation of the slope parameters than the single case-control study. It is known that, in a single logistic case-control study, the intercept is not identifiable, contrary to prospective studies. In combined case-control studies, however, the intercepts are proved to be identifiable under mild conditions. The resulting maximum likelihood estimates of the intercepts and slopes are proved to be consistent and asymptotically normal, with asymptotic variances achieving the semiparametric efficiency lower bound.

RSCA: Real-time Segmentation-based Context-Aware Scene Text Detection

Segmentation-based scene text detection methods have been widely adopted for arbitrary-shaped text detection recently, since they make accurate pixel-level predictions on curved text instances and can facilitate real-time inference without time-consuming processing on anchors. However, current segmentation-based models are unable to learn the shapes of curved texts and often require complex label assignments or repeated feature aggregations for more accurate detection. In this paper, we propose RSCA: a Real-time Segmentation-based Context-Aware model for arbitrary-shaped scene text detection, which sets a strong baseline for scene text detection with two simple yet effective strategies: Local Context-Aware Upsampling and Dynamic Text-Spine Labeling, which model local spatial transformation and simplify label assignments separately. Based on these strategies, RSCA achieves state-of-the-art performance in both speed and accuracy, without complex label assignments or repeated feature aggregations. We conduct extensive experiments on multiple benchmarks to validate the effectiveness of our method. RSCA-640 reaches 83.9% F-measure at 48.3 FPS on CTW1500 dataset.

On Optimization of 1/2-Approximation Path Cover Algorithm

In this paper, we propose a deterministic algorithm that approximates the optimal path cover on weighted undirected graphs. Based on the 1/2-Approximation Path Cover Algorithm by Moran et al., we add a procedure to remove the redundant edges as the algorithm progresses. Our optimized algorithm not only significantly reduces the computation time but also maintains the theoretical guarantee of the original 1/2-Approximation Path Cover Algorithm. To test the time complexity, we conduct numerical tests on graphs with various structures and random weights, from structured ring graphs to random graphs, such as Erdos-Renyi graphs. The tests demonstrate the effectiveness of our proposed algorithm on graphs, especially those with high degree nodes, and the advantages expand as the graph gets larger. Moreover, we also launch tests on various graphs/networks derived from a wide range of real-world problems to suggest the effectiveness and applicability of the proposed algorithm.