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  1. Abstract The Coronavirus Disease 2019 (COVID-19) has had a profound impact on global health and economy, making it crucial to build accurate and interpretable data-driven predictive models for COVID-19 cases to improve public policy making. The extremely large scale of the pandemic and the intrinsically changing transmission characteristics pose a great challenge for effectively predicting COVID-19 cases. To address this challenge, we propose a novel hybrid model in which the interpretability of the Autoregressive model (AR) and the predictive power of the long short-term memory neural networks (LSTM) join forces. The proposed hybrid model is formalized as a neural network with an architecture that connects two composing model blocks, of which the relative contribution is decided data-adaptively in the training procedure. We demonstrate the favorable performance of the hybrid model over its two single composing models as well as other popular predictive models through comprehensive numerical studies on two data sources under multiple evaluation metrics. Specifically, in county-level data of 8 California counties, our hybrid model achieves 4.173% MAPE, outperforming the composing AR (5.629%) and LSTM (4.934%) alone on average. In country-level datasets, our hybrid model outperforms the widely-used predictive models such as AR, LSTM, Support Vector Machines, Gradient Boosting, and Random Forest, in predicting the COVID-19 cases in Japan, Canada, Brazil, Argentina, Singapore, Italy, and the United Kingdom. In addition to the predictive performance, we illustrate the interpretability of our proposed hybrid model using the estimated AR component, which is a key feature that is not shared by most black-box predictive models for COVID-19 cases. Our study provides a new and promising direction for building effective and interpretable data-driven models for COVID-19 cases, which could have significant implications for public health policy making and control of the current COVID-19 and potential future pandemics. 
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    Free, publicly-accessible full text available December 1, 2024
  2. Abstract

    Large-scale dynamics of the oceans and the atmosphere are governed by primitive equations (PEs). Due to the nonlinearity and nonlocality, the numerical study of the PEs is generally challenging. Neural networks have been shown to be a promising machine learning tool to tackle this challenge. In this work, we employ physics-informed neural networks (PINNs) to approximate the solutions to the PEs and study the error estimates. We first establish the higher-order regularity for the global solutions to the PEs with either full viscosity and diffusivity, or with only the horizontal ones. Such a result for the case with only the horizontal ones is new and required in the analysis under the PINNs framework. Then we prove the existence of two-layer tanh PINNs of which the corresponding training error can be arbitrarily small by taking the width of PINNs to be sufficiently wide, and the error between the true solution and its approximation can be arbitrarily small provided that the training error is small enough and the sample set is large enough. In particular, all the estimates area priori, and our analysis includes higher-order (in spatial Sobolev norm) error estimates. Numerical results on prototype systems are presented to further illustrate the advantage of using the$$H^s$$Hsnorm during the training.

     
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  3. Abstract

    Modeling the complex interactions of systems of particles or agents is a fundamental problem across the sciences, from physics and biology, to economics and social sciences. In this work, we consider second-order, heterogeneous, multivariable models of interacting agents or particles, within simple environments. We describe a nonparametric inference framework to efficiently estimate the latent interaction kernels which drive these dynamical systems. We develop a learning theory which establishes strong consistency and optimal nonparametric min–max rates of convergence for the estimators, as well as provably accurate predicted trajectories. The optimal rates only depends on intrinsic dimension of interactions, which is typically much smaller than the ambient dimension. Our arguments are based on a coercivity condition which ensures that the interaction kernels can be estimated in stable fashion. The numerical algorithm presented to build the estimators is parallelizable, performs well on high-dimensional problems, and its performance is tested on a variety of complex dynamical systems.

     
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  4. Marginalization of latent variables or nuisance parameters is a fundamental aspect of Bayesian inference and uncertainty quantification. In this work, we focus on scalable marginalization of latent variables in modeling correlated data, such as spatio-temporal or functional observations. We first introduce Gaussian processes (GPs) for modeling correlated data and highlight the computational challenge, where the computational complexity increases cubically fast along with the number of observations. We then review the connection between the state space model and GPs with Matérn covariance for temporal inputs. The Kalman filter and Rauch-Tung-Striebel smoother were introduced as a scalable marginalization technique for computing the likelihood and making predictions of GPs without approximation. We introduce recent efforts on extending the scalable marginalization idea to the linear model of coregionalization for multivariate correlated output and spatio-temporal observations. In the final part of this work, we introduce a novel marginalization technique to estimate interaction kernels and forecast particle trajectories. The computational progress lies in the sparse representation of the inverse covariance matrix of the latent variables, then applying conjugate gradient for improving predictive accuracy with large data sets. The computational advances achieved in this work outline a wide range of applications in molecular dynamic simulation, cellular migration, and agent-based models. 
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  5. Abstract In this paper, we study the nonlinear inverse problem of estimating the spectrum of a system matrix, that drives a finite-dimensional affine dynamical system, from partial observations of a single trajectory data. In the noiseless case, we prove an annihilating polynomial of the system matrix, whose roots are a subset of the spectrum, can be uniquely determined from data. We then study which eigenvalues of the system matrix can be recovered and derive various sufficient and necessary conditions to characterize the relationship between the recoverability of each eigenvalue and the observation locations. We propose various reconstruction algorithms with theoretical guarantees, generalizing the classical Prony method, ESPRIT, and matrix pencil method. We test the algorithms over a variety of examples with applications to graph signal processing, disease modeling and a real-human motion dataset. The numerical results validate our theoretical results and demonstrate the effectiveness of the proposed algorithms. 
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    Abstract We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel, which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of the positions of the particles, in either continuous or discrete time, along multiple independent trajectories. We introduce a nonparametric inference approach to this inverse problem, based on a regularized maximum likelihood estimator constrained to suitable hypothesis spaces adaptive to data. We show that a coercivity condition enables us to control the condition number of this problem and prove the consistency of our estimator, and that in fact it converges at a near-optimal learning rate, equal to the min–max rate of one-dimensional nonparametric regression. In particular, this rate is independent of the dimension of the state space, which is typically very high. We also analyze the discretization errors in the case of discrete-time observations, showing that it is of order 1/2 in terms of the time spacings between observations. This term, when large, dominates the sampling error and the approximation error, preventing convergence of the estimator. Finally, we exhibit an efficient parallel algorithm to construct the estimator from data, and we demonstrate the effectiveness of our algorithm with numerical tests on prototype systems including stochastic opinion dynamics and a Lennard-Jones model. 
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