arXiv subjects

Ali Hasan

Publications and source records attributed to Ali Hasan.

25 records · Page 2Linked to original sources

arXiv2022

Inference and Sampling for Archimax Copulas

Understanding multivariate dependencies in both the bulk and the tails of a distribution is an important problem for many applications, such as ensuring algorithms are robust to observations that are infrequent but have devastating effects. Archimax copulas are a family of distributions endowed with a precise representation that allows simultaneous modeling of the bulk and the tails of a distribution. Rather than separating the two as is typically done in practice, incorporating additional information from the bulk may improve inference of the tails, where observations are limited. Building on the stochastic representation of Archimax copulas, we develop a non-parametric inference method and sampling algorithm. Our proposed methods, to the best of our knowledge, are the first that allow for highly flexible and scalable inference and sampling algorithms, enabling the increased use of Archimax copulas in practical settings. We experimentally compare to state-of-the-art density modeling techniques, and the results suggest that the proposed method effectively extrapolates to the tails while scaling to higher dimensional data. Our findings suggest that the proposed algorithms can be used in a variety of applications where understanding the interplay between the bulk and the tails of a distribution is necessary, such as healthcare and safety.

stat.ME↗

arXiv2022

Modeling Extremes with d-max-decreasing Neural Networks

We propose a novel neural network architecture that enables non-parametric calibration and generation of multivariate extreme value distributions (MEVs). MEVs arise from Extreme Value Theory (EVT) as the necessary class of models when extrapolating a distributional fit over large spatial and temporal scales based on data observed in intermediate scales. In turn, EVT dictates that $d$-max-decreasing, a stronger form of convexity, is an essential shape constraint in the characterization of MEVs. As far as we know, our proposed architecture provides the first class of non-parametric estimators for MEVs that preserve these essential shape constraints. We show that our architecture approximates the dependence structure encoded by MEVs at parametric rate. Moreover, we present a new method for sampling high-dimensional MEVs using a generative model. We demonstrate our methodology on a wide range of experimental settings, ranging from environmental sciences to financial mathematics and verify that the structural properties of MEVs are retained compared to existing methods.

stat.ML↗

arXiv2021

Identifying Latent Stochastic Differential Equations

We present a method for learning latent stochastic differential equations (SDEs) from high-dimensional time series data. Given a high-dimensional time series generated from a lower dimensional latent unknown Itô process, the proposed method learns the mapping from ambient to latent space, and the underlying SDE coefficients, through a self-supervised learning approach. Using the framework of variational autoencoders, we consider a conditional generative model for the data based on the Euler-Maruyama approximation of SDE solutions. Furthermore, we use recent results on identifiability of latent variable models to show that the proposed model can recover not only the underlying SDE coefficients, but also the original latent variables, up to an isometry, in the limit of infinite data. We validate the method through several simulated video processing tasks, where the underlying SDE is known, and through real world datasets.

stat.ML↗

arXiv2021

Generative Archimedean Copulas

We propose a new generative modeling technique for learning multidimensional cumulative distribution functions (CDFs) in the form of copulas. Specifically, we consider certain classes of copulas known as Archimedean and hierarchical Archimedean copulas, popular for their parsimonious representation and ability to model different tail dependencies. We consider their representation as mixture models with Laplace transforms of latent random variables from generative neural networks. This alternative representation allows for computational efficiencies and easy sampling, especially in high dimensions. We describe multiple methods for optimizing the network parameters. Finally, we present empirical results that demonstrate the efficacy of our proposed method in learning multidimensional CDFs and its computational efficiency compared to existing methods.

cs.LG↗

arXiv2020

Fisher Auto-Encoders

It has been conjectured that the Fisher divergence is more robust to model uncertainty than the conventional Kullback-Leibler (KL) divergence. This motivates the design of a new class of robust generative auto-encoders (AE) referred to as Fisher auto-encoders. Our approach is to design Fisher AEs by minimizing the Fisher divergence between the intractable joint distribution of observed data and latent variables, with that of the postulated/modeled joint distribution. In contrast to KL-based variational AEs (VAEs), the Fisher AE can exactly quantify the distance between the true and the model-based posterior distributions. Qualitative and quantitative results are provided on both MNIST and celebA datasets demonstrating the competitive performance of Fisher AEs in terms of robustness compared to other AEs such as VAEs and Wasserstein AEs.

stat.ML↗

arXiv2019

Learning Partial Differential Equations from Data Using Neural Networks

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network, and extracts the PDE by equating derivatives of the neural network approximation. Our method applies to PDEs which are linear combinations of user-defined dictionary functions, and generalizes previous methods that only consider parabolic PDEs. We introduce a regularization scheme that prevents the function approximation from overfitting the data and forces it to be a solution of the underlying PDE. We validate the model on simulated data generated by the known PDEs and added Gaussian noise, and we study our method under different levels of noise. We also compare the error of our method with a Cramer-Rao lower bound for an ordinary differential equation. Our results indicate that our method outperforms other methods in estimating PDEs, especially in the low signal-to-noise regime.

cs.LG↗

arXiv2017

Image-based immersed boundary model of the aortic root

Each year, approximately 300,000 heart valve repair or replacement procedures are performed worldwide, including approximately 70,000 aortic valve replacement surgeries in the United States alone. This paper describes progress in constructing anatomically and physiologically realistic immersed boundary (IB) models of the dynamics of the aortic root and ascending aorta. This work builds on earlier IB models of fluid-structure interaction (FSI) in the aortic root, which previously achieved realistic hemodynamics over multiple cardiac cycles, but which also were limited to simplified aortic geometries and idealized descriptions of the biomechanics of the aortic valve cusps. By contrast, the model described herein uses an anatomical geometry reconstructed from patient-specific computed tomography angiography (CTA) data, and employs a description of the elasticity of the aortic valve leaflets based on a fiber-reinforced constitutive model fit to experimental tensile test data. Numerical tests show that the model is able to resolve the leaflet biomechanics in diastole and early systole at practical grid spacings. The model is also used to examine differences in the mechanics and fluid dynamics yielded by fresh valve leaflets and glutaraldehyde-fixed leaflets similar to those used in bioprosthetic heart valves. Although there are large differences in the leaflet deformations during diastole, the differences in the open configurations of the valve models are relatively small, and nearly identical hemodynamics are obtained in all cases considered.

physics.med-ph↗