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Błażej Miasojedow

Publications and source records attributed to Błażej Miasojedow.

At least 19 recordsLinked to original sources

Born Discrete, Made Smooth: Variational Formulation of Shallow Neural Networks

Although neural networks are remarkably effective, their underlying optimization principles remain theoretically elusive, often characterized by non-convex landscapes and stochastic heuristics. In this work, we propose a paradigm shift by replacing the discrete training problem of shallow neural networks with a well-posed continuum variational surrogate. We identify a family of $λ$-convex functionals over parameter densities in weighted Sobolev spaces and prove that these variational problems are globally well-posed, stable, and exhibit unexpected almost $C^3$ regularity. Unlike existing Wasserstein-based or Mean-Field approaches, which often face limited regularity and discretization challenges, our formulation provides direct access to elliptic regularity and convex analysis. This allows us to prove that the optimal parameter density can be obtained by solving a single linear system, bypassing iterative optimization entirely. We establish explicit generalization error controls at a rate of $1/α$ relative to the regularization parameter, and prove that finite-width networks of size $N$ achieve the continuum optimum at an $O(1/N)$ rate. This perspective bridges the gap between the Neural Tangent Kernel (NTK) and feature-learning regimes, providing a principled framework for understanding over-parameterization through the lens of variational calculus.

stat.ML↗

Operator splitting algorithm for structured population models on metric spaces

In this paper, we propose a numerical scheme for structured population models defined on a separable and complete metric space. In particular, we consider a generalized version of a transport equation with additional growth and non-local interaction terms in the space of nonnegative Radon measures equipped with the flat metric. The solutions, given by families of Radon measures, are approximated by linear combinations of Dirac measures. For this purpose, we introduce a finite-range approximation of the measure-valued model functions, provided that they are linear. By applying an operator splitting technique, we are able to separate the effects of the transport from those of growth and the non-local interaction. We derive the order of convergence of the numerical scheme, which is linear in the spatial discretization parameters and polynomial of order $α$ in the time step size, assuming that the model functions are $α$ Hölder regular in time. In a second step, we show that our proposed algorithm can approximate the posterior measure of Bayesian inverse models, which will allow us to link model parameters to measured data in the future.

math.NA↗

Convergence rates of particle approximation of forward-backward splitting algorithm for granular medium equations

We study the spatially homogeneous granular medium equation \[\partial_tμ=\rm{div}(μ\nabla V)+\rm{div}(μ(\nabla W \ast μ))+Δμ\,,\] within a large and natural class of the confinement potentials $V$ and interaction potentials $W$. The considered problem do not need to assume that $\nabla V$ or $\nabla W$ are globally Lipschitz. With the aim of providing particle approximation of solutions, we design efficient forward-backward splitting algorithms. Sharp convergence rates in terms of the Wasserstein distance are provided.

math.NA↗

Discarding Lavrentiev's Gap in Non-autonomous and Non-Convex Variational Problems

We establish that the Lavrentiev gap between Sobolev and Lipschitz maps does not occur for a scalar variational problem of the form: \[ \textrm{to minimize} \qquad u \mapsto \int_Ωf(x,u,\nabla u)\,dx \,, \] under a Dirichlet boundary condition. Here, \(Ω\) is a bounded Lipschitz open set in \(\rn\), \(N\geq 1\) and the function $f$ is required to be measurable with respect to the spatial variable, continuous with respect to the second one, and convex with respect to the last variable. Under these assumptions alone, Lavrentiev gaps may occur, as illustrated by classical examples in the literature. We identify an additional natural condition on $f$ to discard such phenomena, that can be interpreted as a balance between the variations with respect to the first variable and the growth with respect to the last one. This unifies most of the structural assumptions that have been introduced so far to prevent the occurence of Lavrentiev gaps. Remarkably, typical assumptions that are usually imposed on $f$ in this setting are dropped here: we do not require $f$ to be bounded or convex with respect to the second variable, nor impose any condition of $Δ_2$-kind with respect to the last variable.

math.AP↗

Lipschitz stability for Bayesian inference in porous medium tissue growth models

We consider a macroscopic model for the dynamics of living tissues incorporating pressure-driven dispersal and pressure-modulated proliferation. Given a power-law constitutive relation between the pressure and cell density, the model can be written as a porous medium equation with a growth term. We prove Lipschitz continuity of the mild solutions of the model with respect to the diffusion parameter (the exponent $γ$ in the pressure-density law) in the $L_1$ norm. While of independent analytical interest, our motivation for this result is to provide a vital step towards using Bayesian inverse problem methodology for parameter estimation based on experimental data -- such stability estimates are indispensable for applying sampling algorithms which rely on the gradient of the likelihood function.

math.AP↗

Convergence of projected stochastic approximation algorithm

We study the Robbins-Monro stochastic approximation algorithm with projections on a hyperrectangle and prove its convergence. This work fills a gap in the convergence proof of the classic book by Kushner and Yin. Using the ODE method, we show that the algorithm converges to stationary points of a related projected ODE. Our results provide a better theoretical foundation for stochastic optimization techniques, including stochastic gradient descent and its proximal version. These results extend the algorithm's applicability and relax some assumptions of previous research.

math.OC↗

Langevin Monte Carlo Beyond Lipschitz Gradient Continuity

We present a significant advancement in the field of Langevin Monte Carlo (LMC) methods by introducing the Inexact Proximal Langevin Algorithm (IPLA). This novel algorithm broadens the scope of problems that LMC can effectively address while maintaining controlled computational costs. IPLA extends LMC's applicability to potentials that are convex, strongly convex in the tails, and exhibit polynomial growth, beyond the conventional $L$-smoothness assumption. Moreover, we extend LMC's applicability to super-quadratic potentials and offer improved convergence rates over existing algorithms. Additionally, we provide bounds on all moments of the Markov chain generated by IPLA, enhancing its analytical robustness.

stat.ML↗

Solidarity of Gibbs Samplers: the spectral gap

Gibbs samplers are preeminent Markov chain Monte Carlo algorithms used in computational physics and statistical computing. Yet, their most fundamental properties, such as relations between convergence characteristics of their various versions, are not well understood. In this paper we prove the solidarity of their spectral gaps: if any of the random scan or $d!$ deterministic scans has a~spectral gap then all of them have. Our methods rely on geometric interpretation of the Gibbs samplers as alternating projection algorithms and analysis of the rate of convergence in the von Neumann--Halperin method of cyclic alternating projections. In addition, we provide a quantitative result: if the spectral gap of the random scan Gibbs sampler scales polynomially with dimension, so does the spectral gap of any of the deterministic scans.

stat.CO↗

Stability of solutions of the porous medium equation with growth with respect to the diffusion exponent

We consider a macroscopic model for the growth of living tissues incorporating pressure-driven dispersal and pressure-modulated proliferation. Assuming a power-law relation between the mechanical pressure and the cell density, the model can be expressed as the porous medium equation with a growth term. We prove Hölder continuous dependence of the solutions of the model on the diffusion exponent. The main difficulty lies in the degeneracy of the porous medium equations at vacuum. To deal with this issue, we first regularise the equation by shifting the initial data away from zero and then optimise the stability estimate derived in the regular setting.

math.AP↗

Boundedness of Wolff-type potentials and applications to PDEs

We provide a short proof of a sharp rearrangement estimate for a generalized version of a potential of Wolff--Havin--Maz'ya type. As a consequence, we prove a reduction principle for that integral operators, that is, a characterization of those rearrangement invariant spaces between which the potentials are bounded via a one-dimensional inequality of Hardy-type. Since the special case of the mentioned potential is known to control precisely very weak solutions to a broad class of quasilinear elliptic PDEs of non-standard growth, we infer the local regularity properties of the solutions in rearrangement invariant spaces for prescribed classes of data.

math.AP↗

Absence and presence of Lavrentiev's phenomenon for double phase functionals upon every choice of exponents

We study classes of weights ensuring the absence and presence of the Lavrentiev's phenomenon for double phase functionals upon every choice of exponents. We introduce a new sharp scale for weights for which there is no Lavrentiev's phenomenon up to a counterexample we provide. This scale embraces the sharp range for $α$-Hölder continuous weights. Moreover, it allows excluding the gap for every choice of exponents $q,p>1$.

math.AP↗

Absence of Lavrentiev's gap for anisotropic functionals

We establish the absence of the Lavrentiev gap between Sobolev and smooth maps for a non-autonomous variational problem of a general structure, where the integrand is assumed to be controlled by a function which is convex and anisotropic with respect to the last variable. This fact results from new results on good approximation properties of the natural underlying unconventional function space. Scalar and vector-valued problems are studied.

math.AP↗

Bayesian inference of a non-local proliferation model

From a systems biology perspective the majority of cancer models, although interesting and providing a qualitative explanation of some problems, have a major disadvantage in that they usually miss a genuine connection with experimental data. Having this in mind, in this paper, we aim at contributing to the improvement of many cancer models which contain a proliferation term. To this end, we propose a new non-local model of cell proliferation. We select data which are suitable to perform a Bayesian inference for unknown parameters and we provide a discussion on the range of applicability of the model. Furthermore, we provide proof of the stability of a posteriori distributions in total variation norm which exploits the theory of spaces of measures equipped with the weighted flat norm. In a companion paper, we provide a detailed proof of the well-posedness of the problem and we investigate the convergence of the EBT algorithm applied to solve the equation.

math.ST↗

Convergence of the EBT method for a non-local model of cell proliferation with discontinuous interaction kernel

We consider the EBT algorithm (a particle method) for the non-local equation with a discontinuous interaction kernel. The main difficulty lies in the low regularity of the kernel which is not Lipschitz continuous, thus preventing the application of standard arguments. Therefore, we use the radial symmetry of the problem instead and transform it using spherical coordinates. The resulting equation has a Lipschitz kernel with only one singularity at zero. We introduce a new weighted flat norm and prove that the particle method converges in this norm. We also comment on the two-dimensional case which requires the application of the theory of measure spaces on general metric spaces and present numerical simulations confirming the theoretical results. In a companion paper, we apply the Bayesian method to fit parameters to this model and study its theoretical properties.

math.NA↗

Structure learning for CTBN's via penalized maximum likelihood methods

The continuous-time Bayesian networks (CTBNs) represent a class of stochastic processes, which can be used to model complex phenomena, for instance, they can describe interactions occurring in living processes, in social science models or in medicine. The literature on this topic is usually focused on the case when the dependence structure of a system is known and we are to determine conditional transition intensities (parameters of the network). In the paper, we study the structure learning problem, which is a more challenging task and the existing research on this topic is limited. The approach, which we propose, is based on a penalized likelihood method. We prove that our algorithm, under mild regularity conditions, recognizes the dependence structure of the graph with high probability. We also investigate the properties of the procedure in numerical studies to demonstrate its effectiveness.

stat.ML↗

Particle MCMC with Poisson Resampling: Parallelization and Continuous Time Models

We introduce a new version of particle filter in which the number of "children" of a particle at a given time has a Poisson distribution. As a result, the number of particles is random and varies with time. An advantage of this scheme is that descendants of different particles can evolve independently. It makes easy to parallelize computations. Moreover, particle filter with Poisson resampling is readily adapted to the case when a hidden process is a continuous time, piecewise deterministic semi-Markov process. We show that the basic techniques of particle MCMC, namely particle independent Metropolis-Hastings, particle Gibbs Sampler and its version with ancestor sampling, work under our Poisson resampling scheme. Our version of particle Gibbs Sampler is uniformly ergodic under the same assumptions as its standard counterpart. We present simulation results which indicate that our algorithms can compete with the existing methods.

stat.CO↗

Jaccard/Tanimoto similarity test and estimation methods

Binary data are used in a broad area of biological sciences. Using binary presence-absence data, we can evaluate species co-occurrences that help elucidate relationships among organisms and environments. To summarize similarity between occurrences of species, we routinely use the Jaccard/Tanimoto coefficient, which is the ratio of their intersection to their union. It is natural, then, to identify statistically significant Jaccard/Tanimoto coefficients, which suggest non-random co-occurrences of species. However, statistical hypothesis testing using this similarity coefficient has been seldom used or studied. We introduce a hypothesis test for similarity for biological presence-absence data, using the Jaccard/Tanimoto coefficient. Several key improvements are presented including unbiased estimation of expectation and centered Jaccard/Tanimoto coefficients, that account for occurrence probabilities. We derived the exact and asymptotic solutions and developed the bootstrap and measurement concentration algorithms to compute statistical significance of binary similarity. Comprehensive simulation studies demonstrate that our proposed methods produce accurate p-values and false discovery rates. The proposed estimation methods are orders of magnitude faster than the exact solution. The proposed methods are implemented in an open source R package called jaccard (https://cran.r-project.org/package=jaccard). We introduce a suite of statistical methods for the Jaccard/Tanimoto similarity coefficient, that enable straightforward incorporation of probabilistic measures in analysis for species co-occurrences. Due to their generality, the proposed methods and implementations are applicable to a wide range of binary data arising from genomics, biochemistry, and other areas of science.

stat.ME↗

Sparse estimation in Ising Model via penalized Monte Carlo methods

We consider a problem of model selection in high-dimensional binary Markov random fields. The usefulness of the Ising model in studying systems of complex interactions has been confirmed in many papers. The main drawback of this model is the intractable norming constant that makes estimation of parameters very challenging. In the paper we propose a Lasso penalized version of the Monte Carlo maximum likelihood method. We prove that our algorithm, under mild regularity conditions, recognizes the true dependence structure of the graph with high probability. The efficiency of the proposed method is also investigated via simulation studies.

stat.ME↗