arXiv subjects

Badih Ghattas

Publications and source records attributed to Badih Ghattas.

15 recordsLinked to original sources

arXiv2026

Learning Unsteady Aneurysm Hemodynamics with Physics-Informed DeepONets

Clinically actionable, patient-specific hemodynamic assessment, specifically wall shear stress, vortex structure and pressure distributions, is critical for determining risky or unfavorable evolution in Abdominal Aortic Aneurysms (AAA). While Physics-Informed Deep Operator Networks (PI-DeepONets) show promising results in complementing established 5 tools such as Computational Fluid Dynamics (CFD), a persistent architectural challenge remains for complex 3D flows. In this direction, we propose a Modified Multi-Input Multi-Output PI-DeepONets (M3PI-DeepONet) designed for predicting unsteady flows in an idealized AAA geometry. Central to our model is the Aggregated Injection strategy, where latent representations from multiple input branches are fused prior to trunk injection, allowing the coordinate basis to adapt to multiple physical constraints. To the best of our knowledge, this is the first architecture to combine the layer-wise gating mechanism with a multi-branch operator-network topology, yielding an input-adaptive trunk basis. Additionally, we integrate the 3D Navier-Stokes equations as governing physical laws, so the model is trained based on physics-informed residuals, initial and boundary conditions, and only 0.3% of the labeled internal data together with the selected branch-conditioning signals. The M3PI-DeepONet simultaneously predicts unsteady 3D flow velocity and pressure fields with an average relative L2 velocity error below 4% and pressure error around 5% while achieving a conservative retained-cycle inference speedup of approximately 36x compared to reference CFD simulations once the branch inputs used for conditioning are available. This work advances the application of deep learning in cardiovascular disease modeling, marking step toward real-time, non-invasive clinical diagnostics.

stat.ML↗

arXiv2026

Balanced Twins: Causal Inference on Time Series with Hidden Confounding

Accurately estimating treatment effects in time series is essential for evaluating interventions in real-world applications, especially when treatment assignment is biased by unobserved factors. In many practical settings, interventions are adopted at different times across individuals, leading to staggered treatment exposure and heterogeneous pre-treatment histories. In such cases, aggregating outcome trajectories across treated units is ill-defined, making individual treatment effect (ITE) estimation a prerequisite for reliable causal inference. We therefore study the problem of estimating the average treatment effect for the treated (ATT) by first recovering individual-level counterfactuals. We introduce a neural framework that learns simultaneously low-dimensional latent representations of individual time series and propensity scores. These estimates are then used to approximate the individual treatment effects through a flexible matching procedure that avoids classical convexity constraints commonly used in synthetic control methods. By operating at the individual level, our approach naturally accommodates staggered interventions and improves counterfactual estimation under latent bias, without relying on explicit temporal modeling assumptions. We illustrate our approach on both real-world energy consumption data and clinical time series, including high-frequency electricity demand-response programs and semi-synthetic data for individuals in intensive care unit (ICU), where hidden confounding, staggered treatment adoption, and non-stationary dynamics are prevalent.

stat.ME↗

arXiv2025

Clustering Approaches for Mixed-Type Data: A Comparative Study

Clustering is widely used in unsupervised learning to find homogeneous groups of observations within a dataset. However, clustering mixed-type data remains a challenge, as few existing approaches are suited for this task. This study presents the state-of-the-art of these approaches and compares them using various simulation models. The compared methods include the distance-based approaches k-prototypes, PDQ, and convex k-means, and the probabilistic methods KAy-means for MIxed LArge data (KAMILA), the mixture of Bayesian networks (MBNs), and latent class model (LCM). The aim is to provide insights into the behavior of different methods across a wide range of scenarios by varying some experimental factors such as the number of clusters, cluster overlap, sample size, dimension, proportion of continuous variables in the dataset, and clusters' distribution. The degree of cluster overlap and the proportion of continuous variables in the dataset and the sample size have a significant impact on the observed performances. When strong interactions exist between variables alongside an explicit dependence on cluster membership, none of the evaluated methods demonstrated satisfactory performance. In our experiments KAMILA, LCM, and k-prototypes exhibited the best performance, with respect to the adjusted rand index (ARI). All the methods are available in R.

stat.ML↗

arXiv2025

Enhanced Vascular Flow Simulations in Aortic Aneurysm via Physics-Informed Neural Networks and Deep Operator Networks

Due to the limited accuracy of 4D Magnetic Resonance Imaging (MRI) in identifying hemodynamics in cardiovascular diseases, the challenges in obtaining patient-specific flow boundary conditions, and the computationally demanding and time-consuming nature of Computational Fluid Dynamics (CFD) simulations, it is crucial to explore new data assimilation algorithms that offer possible alternatives to these limitations. In the present work, we study Physics-Informed Neural Networks (PINNs), Deep Operator Networks (DeepONets), and their Physics-Informed extensions (PI-DeepONets) in predicting vascular flow simulations in the context of a 3D Abdominal Aortic Aneurysm (AAA) idealized model. PINN is a technique that combines deep neural networks with the fundamental principles of physics, incorporating the physics laws, which are given as partial differential equations, directly into loss functions used during the training process. On the other hand, DeepONet is designed to learn nonlinear operators from data and is particularly useful in studying parametric partial differential equations (PDEs), e.g., families of PDEs with different source terms, boundary conditions, or initial conditions. Here, we adapt the approaches to address the particular use case of AAA by integrating the 3D Navier-Stokes equations (NSE) as the physical laws governing fluid dynamics. In addition, we follow best practices to enhance the capabilities of the models by effectively capturing the underlying physics of the problem under study. The advantages and limitations of each approach are highlighted through a series of relevant application cases. We validate our results by comparing them with CFD simulations for benchmark datasets, demonstrating good agreements and emphasizing those cases where improvements in computational efficiency are observed.

cs.LG↗

arXiv2021

Transfer Learning for Linear Regression: a Statistical Test of Gain

Transfer learning, also referred as knowledge transfer, aims at reusing knowledge from a source dataset to a similar target one. While many empirical studies illustrate the benefits of transfer learning, few theoretical results are established especially for regression problems. In this paper a theoretical framework for the problem of parameter transfer for the linear model is proposed. It is shown that the quality of transfer for a new input vector $x$ depends on its representation in an eigenbasis involving the parameters of the problem. Furthermore a statistical test is constructed to predict whether a fine-tuned model has a lower prediction quadratic risk than the base target model for an unobserved sample. Efficiency of the test is illustrated on synthetic data as well as real electricity consumption data.

math.ST↗

arXiv2019

Textual Data for Time Series Forecasting

While ubiquitous, textual sources of information such as company reports, social media posts, etc. are hardly included in prediction algorithms for time series, despite the relevant information they may contain. In this work, openly accessible daily weather reports from France and the United-Kingdom are leveraged to predict time series of national electricity consumption, average temperature and wind-speed with a single pipeline. Two methods of numerical representation of text are considered, namely traditional Term Frequency - Inverse Document Frequency (TF-IDF) as well as our own neural word embedding. Using exclusively text, we are able to predict the aforementioned time series with sufficient accuracy to be used to replace missing data. Furthermore the proposed word embeddings display geometric properties relating to the behavior of the time series and context similarity between words.

cs.CL↗

arXiv2019

Inferring linear and nonlinear Interaction networks using neighborhood support vector machines

In this paper, we consider modelling interaction between a set of variables in the context of time series and high dimension. We suggest two approaches. The first is similar to the neighborhood lasso when the lasso model is replaced by a support vector machine (SVMs). The second is a restricted Bayesian network adapted for time series. We show the efficiency of our approaches by simulations using linear, nonlinear data set and a mixture of both.

stat.ML↗

arXiv2019

Comparing partitions through the Matching Error

With the aim to propose a non parametric hypothesis test, this paper carries out a study on the Matching Error (ME), a comparison index of two partitions obtained from the same data set, using for example two clustering methods. This index is related to the misclassifica-tion error in supervised learning. Some properties of the ME and, especially, its distribution function for the case of two independent partitions are analyzed. Extensive simulations show the efficiency of the ME and we propose a hypothesis test based on it.

stat.ME↗

arXiv2018

A combined strategy for multivariate density estimation

Non-linear aggregation strategies have recently been proposed in response to the problem of how to combine, in a non-linear way, estimators of the regression function (see for instance \cite{biau:16}), classification rules (see \cite{ch:16}), among others. Although there are several linear strategies to aggregate density estimators, most of them are hard to compute (even in moderate dimensions). Our approach aims to overcome this problem by estimating the density at a point $x$ using not just sample points close to $x$ but in a neighborhood of the (estimated) level set $f(x)$. We show, both theoretically and through a simulation study, that the mean squared error of our proposal is smaller than that of the aggregated densities. A Central Limit Theorem is also proven.

math.ST↗

arXiv2018

Robust Fusion Methods for Structured Big Data

We address one of the important problems in Big Data, namely how to combine estimators from different subsamples by robust fusion procedures, when we are unable to deal with the whole sample. We propose a general framework based on the classic idea of `divide and conquer'. In particular we address in some detail the case of a multivariate location and scatter matrix, the covariance operator for functional data, and clustering problems.

math.ST↗

arXiv2017

Robust Fusion Methods for Big Data

We address one of the important problems in Big Data, namely how to combine estimators from different subsamples by robust fusion procedures, when we are unable to deal with the whole sample.

math.ST↗

arXiv2012

Aggregating density estimators: an empirical study

We present some new density estimation algorithms obtained by bootstrap aggregation like Bagging. Our algorithms are analyzed and empirically compared to other methods found in the statistical literature, like stacking and boosting for density estimation. We show by extensive simulations that ensemble learning are effective for density estimation like for classification. Although our algorithms do not always outperform other methods, some of them are as simple as bagging, more intuitive and has computational lower cost.

stat.ME↗

arXiv2011

Clustering using Unsupervised Binary Trees: CUBT

We herein introduce a new method of interpretable clustering that uses unsupervised binary trees. It is a three-stage procedure, the first stage of which entails a series of recursive binary splits to reduce the heterogeneity of the data within the new subsamples. During the second stage (pruning), consideration is given to whether adjacent nodes can be aggregated. Finally, during the third stage (joining), similar clusters are joined together, even if they do not share the same parent originally. Consistency results are obtained, and the procedure is used on simulated and real data sets.

stat.ME↗

arXiv2011

Interpretable Clustering using Unsupervised Binary Trees

We herein introduce a new method of interpretable clustering that uses unsupervised binary trees. It is a three-stage procedure, the first stage of which entails a series of recursive binary splits to reduce the heterogeneity of the data within the new subsamples. During the second stage (pruning), consideration is given to whether adjacent nodes can be aggregated. Finally, during the third stage (joining), similar clusters are joined together, even if they do not descend from the same node originally. Consistency results are obtained, and the procedure is used on simulated and real data sets.

stat.ME↗

arXiv2011

Nonparametric test for detecting change in distribution with panel data

This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on the empirical distribution functions. The asymptotic distribution of the proposed statistic is derived and its finite sample property is examined by bootstrap procedures through Monte Carlo simulations.

math.ST↗