arXiv subjects

Runze Li

Publications and source records attributed to Runze Li.

At least 127 records · Page 7Linked to original sources

arXiv2022

Flowfield prediction of airfoil off-design conditions based on a modified variational autoencoder

Airfoil aerodynamic optimization based on single-point design may lead to poor off-design behaviors. Multipoint optimization that considers the off-design flow conditions is usually applied to improve the robustness and expand the flight envelope. Many deep learning models have been utilized for the rapid prediction or reconstruction of flowfields. However, the flowfield reconstruction accuracy may be insufficient for cruise efficiency optimization, and the model generalization ability is also questionable when facing airfoils different from the airfoils with which the model has been trained. Because a computational fluid dynamic evaluation of the cruise condition is usually necessary and affordable in industrial design, a novel deep learning framework is proposed to utilize the cruise flowfield as a prior reference for the off-design condition prediction. A prior variational autoencoder is developed to extract features from the cruise flowfield and to generate new flowfields under other free stream conditions. Physical-based loss functions based on aerodynamic force and conservation of mass are derived to minimize the prediction error of the flowfield reconstruction. The results demonstrate that the proposed model can reduce the prediction error on test airfoils by 30% compared to traditional models. The physical-based loss function can further reduce the prediction error by 4%. The proposed model illustrates a better balance of the time cost and the fidelity requirements of evaluation for cruise and off-design conditions, which makes the model more feasible for industrial applications.

physics.flu-dyn↗

arXiv2022

Physically Interpretable Feature Learning and Inverse Design of Supercritical Airfoils

Machine-learning models have demonstrated a great ability to learn complex patterns and make predictions. In high-dimensional nonlinear problems of fluid dynamics, data representation often greatly affects the performance and interpretability of machine learning algorithms. With the increasing application of machine learning in fluid dynamics studies, the need for physically explainable models continues to grow. This paper proposes a feature learning algorithm based on variational autoencoders, which is able to assign physical features to some latent variables of the variational autoencoder. In addition, it is theoretically proved that the remaining latent variables are independent of the physical features. The proposed algorithm is trained to include shock wave features in its latent variables for the reconstruction of supercritical pressure distributions. The reconstruction accuracy and physical interpretability are also compared with those of other variational autoencoders. Then, the proposed algorithm is used for the inverse design of supercritical airfoils, which enables the generation of airfoil geometries based on physical features rather than the complete pressure distributions. It also demonstrates the ability to manipulate certain pressure distribution features of the airfoil without changing the others.

physics.flu-dyn↗

arXiv2022

Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications

This paper aims to derive asymptotical distributions of the spiked eigenvalues of the large-dimensional spiked Fisher matrices without Gaussian assumption and the restrictive assumptions on covariance matrices. We first establish invariance principle for the spiked eigenvalues of the Fisher matrix. That is, we show that the limiting distributions of the spiked eigenvalues are invariant over a large class of population distributions satisfying certain conditions. Using the invariance principle, we further established a central limit theorem (CLT) for the spiked eigenvalues. As some interesting applications, we use the CLT to derive the power functions of Roy Maximum root test for linear hypothesis in linear models and the test in signal detection. We conduct some Monte Carlo simulation to compare the proposed test with existing ones.

math.ST↗

arXiv2022

Causal Structural Learning on MPHIA Individual Dataset

The Population-based HIV Impact Assessment (PHIA) is an ongoing project that conducts nationally representative HIV-focused surveys for measuring national and regional progress toward UNAIDS' 90-90-90 targets, the primary strategy to end the HIV epidemic. We believe the PHIA survey offers a unique opportunity to better understand the key factors that drive the HIV epidemics in the most affected countries in sub-Saharan Africa. In this article, we propose a novel causal structural learning algorithm to discover important covariates and potential causal pathways for 90-90-90 targets. Existing constrained-based causal structural learning algorithms are quite aggressive in edge removal. The proposed algorithm preserves more information about important features and potential causal pathways. It is applied to the Malawi PHIA (MPHIA) data set and leads to interesting results. For example, it discovers age and condom usage to be important for female HIV awareness; the number of sexual partners to be important for male HIV awareness; and knowing the travel time to HIV care facilities leads to a higher chance of being treated for both females and males. We further compare and validate the proposed algorithm using BIC and using Monte Carlo simulations, and show that the proposed algorithm achieves improvement in true positive rates in important feature discovery over existing algorithms.

stat.ME↗

arXiv2021

Space Charge Driven Emittance Growth and the Effect of Octupoles in IOTA

The Integrable Optics Test Accelerator (IOTA) at Fermilab is a small machine dedicated to a broad frontier accelerator physics program. An important aspect of this program is to investigate the potential benefits of the resonance free tune spread achievable with integrable optics to store and accelerate high intensity proton beams for which space charge is significant. In this context, a good understanding of proton beam emittance growth and particle loss mechanisms is essential. Assuming nominal design parameters, simulations show that for a bunched beam, the bulk of emittance growth takes place immediately following injection, typically within tens of turns. We attempt to account for this growth using a simplified RMS mismatch theory; some of its limitations and possible improvements are briefly discussed. We then compare theoretical predictions to simulations performed using the PIC code pyORBIT. Further exploring ways to mitigate emittance growth and reduce particle loss, we compare two beam matching strategies: (1) matching at the injection point (2) matching at the center of the nonlinear (octupole) insertion region where $β_x = β_y$. To observe how nonlinearity affects emittance growth and whether it dominates growth due to mismatch, we track two different distributions. Finally, we explore the potential of using octupoles in a quasi-integrable configuration to mitigate growth using a variety of initial distributions both at reduced and full intensities.

physics.acc-ph↗

arXiv2021

Power-enhanced simultaneous test of high-dimensional mean vectors and covariance matrices with application to gene-set testing

Power-enhanced tests with high-dimensional data have received growing attention in theoretical and applied statistics in recent years. Existing tests possess their respective high-power regions, and we may lack prior knowledge about the alternatives when testing for a problem of interest in practice. There is a critical need of developing powerful testing procedures against more general alternatives. This paper studies the joint test of two-sample mean vectors and covariance matrices for high-dimensional data. We first expand the high-power region of high-dimensional mean tests or covariance tests to a wider alternative space and then combine their strengths together in the simultaneous test. We develop a new power-enhanced simultaneous test that is powerful to detect differences in either mean vectors or covariance matrices under either sparse or dense alternatives. We prove that the proposed testing procedures align with the power enhancement principles introduced by Fan et al. (2015) and achieve the accurate asymptotic size and consistent asymptotic power. We demonstrate the finite-sample performance using simulation studies and a real application to find differentially expressed gene-sets in cancer studies. Our findings in the empirical study are supported by the biological literature.

stat.ME↗

arXiv2021

Statistical Inference for Linear Mediation Models with High-dimensional Mediators and Application to Studying Stock Reaction to COVID-19 Pandemic

Mediation analysis draws increasing attention in many scientific areas such as genomics, epidemiology and finance. In this paper, we propose new statistical inference procedures for high dimensional mediation models, in which both the outcome model and the mediator model are linear with high dimensional mediators. Traditional procedures for mediation analysis cannot be used to make statistical inference for high dimensional linear mediation models due to high-dimensionality of the mediators. We propose an estimation procedure for the indirect effects of the models via a partial penalized least squares method, and further establish its theoretical properties. We further develop a partial penalized Wald test on the indirect effects, and prove that the proposed test has a $χ^2$ limiting null distribution. We also propose an $F$-type test for direct effects and show that the proposed test asymptotically follows a $χ^2$-distribution under null hypothesis and a noncentral $χ^2$-distribution under local alternatives. Monte Carlo simulations are conducted to examine the finite sample performance of the proposed tests and compare their performance with existing ones. We further apply the newly proposed statistical inference procedures to study stock reaction to COVID-19 pandemic via an empirical analysis of studying the mediation effects of financial metrics that bridge company's sector and stock return.

stat.ME↗

arXiv2021

Transferring Knowledge with Attention Distillation for Multi-Domain Image-to-Image Translation

Gradient-based attention modeling has been used widely as a way to visualize and understand convolutional neural networks. However, exploiting these visual explanations during the training of generative adversarial networks (GANs) is an unexplored area in computer vision research. Indeed, we argue that this kind of information can be used to influence GANs training in a positive way. For this reason, in this paper, it is shown how gradient based attentions can be used as knowledge to be conveyed in a teacher-student paradigm for multi-domain image-to-image translation tasks in order to improve the results of the student architecture. Further, it is demonstrated how "pseudo"-attentions can also be employed during training when teacher and student networks are trained on different domains which share some similarities. The approach is validated on multi-domain facial attributes transfer and human expression synthesis showing both qualitative and quantitative results.

cs.CV↗

arXiv2021

MonoIndoor: Towards Good Practice of Self-Supervised Monocular Depth Estimation for Indoor Environments

Self-supervised depth estimation for indoor environments is more challenging than its outdoor counterpart in at least the following two aspects: (i) the depth range of indoor sequences varies a lot across different frames, making it difficult for the depth network to induce consistent depth cues, whereas the maximum distance in outdoor scenes mostly stays the same as the camera usually sees the sky; (ii) the indoor sequences contain much more rotational motions, which cause difficulties for the pose network, while the motions of outdoor sequences are pre-dominantly translational, especially for driving datasets such as KITTI. In this paper, special considerations are given to those challenges and a set of good practices are consolidated for improving the performance of self-supervised monocular depth estimation in indoor environments. The proposed method mainly consists of two novel modules, \ie, a depth factorization module and a residual pose estimation module, each of which is designed to respectively tackle the aforementioned challenges. The effectiveness of each module is shown through a carefully conducted ablation study and the demonstration of the state-of-the-art performance on three indoor datasets, \ie, EuRoC, NYUv2, and 7-scenes.

cs.CV↗

arXiv2021

Learning Local Recurrent Models for Human Mesh Recovery

We consider the problem of estimating frame-level full human body meshes given a video of a person with natural motion dynamics. While much progress in this field has been in single image-based mesh estimation, there has been a recent uptick in efforts to infer mesh dynamics from video given its role in alleviating issues such as depth ambiguity and occlusions. However, a key limitation of existing work is the assumption that all the observed motion dynamics can be modeled using one dynamical/recurrent model. While this may work well in cases with relatively simplistic dynamics, inference with in-the-wild videos presents many challenges. In particular, it is typically the case that different body parts of a person undergo different dynamics in the video, e.g., legs may move in a way that may be dynamically different from hands (e.g., a person dancing). To address these issues, we present a new method for video mesh recovery that divides the human mesh into several local parts following the standard skeletal model. We then model the dynamics of each local part with separate recurrent models, with each model conditioned appropriately based on the known kinematic structure of the human body. This results in a structure-informed local recurrent learning architecture that can be trained in an end-to-end fashion with available annotations. We conduct a variety of experiments on standard video mesh recovery benchmark datasets such as Human3.6M, MPI-INF-3DHP, and 3DPW, demonstrating the efficacy of our design of modeling local dynamics as well as establishing state-of-the-art results based on standard evaluation metrics.

cs.CV↗

arXiv2021

Modeling Transverse Space Charge effects in IOTA with pyORBIT

The role and mitigation of space charge effects are important aspects of the beam physics research to be performed at the Integrable Optics Test Accelerator (IOTA) at Fermilab. The impact of nonlinear integrability (partial and complete) on space charge driven incoherent and coherent resonances will be a new feature of this accelerator and has the potential to influence the design of future low energy proton synchrotrons. In this report we model transverse space charge effects using the PIC code pyORBIT. First we benchmark the single particle tracking results against MADX with checks on symplecticity, tune footprints, and dynamic aperture in a partially integrable lattice realized with a special octupole string insert. Our space charge calculations begin with an examination of the 4D symplecticity. Short term tracking is done first with the initial bare lattice and then with a matching of the rms values with space charge. Next, we explore slow initialization of charge as a technique to establish steady state and reduce emittance growth and beam loss following injection into a mismatched lattice. We establish values of space charge simulation parameters so as to ensure numerical convergence. Finally, we compare the simulated space charge induced tune shifts and footprints against theory.

physics.acc-ph↗

arXiv2021

Doubly Robust Feature Selection with Mean and Variance Outlier Detection and Oracle Properties

We propose a general approach to handle data contaminations that might disrupt the performance of feature selection and estimation procedures for high-dimensional linear models. Specifically, we consider the co-occurrence of mean-shift and variance-inflation outliers, which can be modeled as additional fixed and random components, respectively, and evaluated independently. Our proposal performs feature selection while detecting and down-weighting variance-inflation outliers, detecting and excluding mean-shift outliers, and retaining non-outlying cases with full weights. Feature selection and mean-shift outlier detection are performed through a robust class of nonconcave penalization methods. Variance-inflation outlier detection is based on the penalization of the restricted posterior mode. The resulting approach satisfies a robust oracle property for feature selection in the presence of data contamination -- which allows the number of features to exponentially increase with the sample size -- and detects truly outlying cases of each type with asymptotic probability one. This provides an optimal trade-off between a high breakdown point and efficiency. Computationally efficient heuristic procedures are also presented. We illustrate the finite-sample performance of our proposal through an extensive simulation study and a real-world application.

stat.ME↗

arXiv2021

A Distribution Free Conditional Independence Test with Applications to Causal Discovery

This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional dependence by quantifying the mutual dependence among the transformed variables. The proposed index has several appealing properties. (a) It is distribution free since the limiting null distribution of the proposed index does not depend on the population distributions of the data. Hence the critical values can be tabulated by simulations. (b) The proposed index ranges from zero to one, and equals zero if and only if the conditional independence holds. Thus, it has nontrivial power under the alternative hypothesis. (c) It is robust to outliers and heavy-tailed data since it is invariant to conditional strictly monotone transformations. (d) It has low computational cost since it incorporates a simple closed-form expression and can be implemented in quadratic time. (e) It is insensitive to tuning parameters involved in the calculation of the proposed index. (f) The new index is applicable for multivariate random vectors as well as for discrete data. All these properties enable us to use the new index as statistical inference tools for various data. The effectiveness of the method is illustrated through extensive simulations and a real application on causal discovery.

stat.ME↗

arXiv2021

Probabilistic HIV Recency Classification -- A Logistic Regression without Labeled Individual Level Training Data

Accurate HIV incidence estimation based on individual recent infection status (recent vs long-term infection) is important for monitoring the epidemic, targeting interventions to those at greatest risk of new infection, and evaluating existing programs of prevention and treatment. Starting from 2015, the Population-based HIV Impact Assessment (PHIA) individual-level surveys are implemented in the most-affected countries in sub-Saharan Africa. PHIA is a nationally-representative HIV-focused survey that combines household visits with key questions and cutting-edge technologies such as biomarker tests for HIV antibody and HIV viral load which offer the unique opportunity of distinguishing between recent infection and long-term infection, and providing relevant HIV information by age, gender, and location. In this article, we propose a semi-supervised logistic regression model for estimating individual level HIV recency status. It incorporates information from multiple data sources -- the PHIA survey where the true HIV recency status is unknown, and the cohort studies provided in the literature where the relationship between HIV recency status and the covariates are presented in the form of a contingency table. It also utilizes the national level HIV incidence estimates from the epidemiology model. Applying the proposed model to Malawi PHIA data, we demonstrate that our approach is more accurate for the individual level estimation and more appropriate for estimating HIV recency rates at aggregated levels than the current practice -- the binary classification tree (BCT).

stat.ME↗

arXiv2021

Learning the aerodynamic design of supercritical airfoils through deep reinforcement learning

The aerodynamic design of modern civil aircraft requires a true sense of intelligence since it requires a good understanding of transonic aerodynamics and sufficient experience. Reinforcement learning is an artificial general intelligence that can learn sophisticated skills by trial-and-error, rather than simply extracting features or making predictions from data. The present paper utilizes a deep reinforcement learning algorithm to learn the policy for reducing the aerodynamic drag of supercritical airfoils. The policy is designed to take actions based on features of the wall Mach number distribution so that the learned policy can be more general. The initial policy for reinforcement learning is pretrained through imitation learning, and the result is compared with randomly generated initial policies. The policy is then trained in environments based on surrogate models, of which the mean drag reduction of 200 airfoils can be effectively improved by reinforcement learning. The policy is also tested by multiple airfoils in different flow conditions using computational fluid dynamics calculations. The results show that the policy is effective in both the training condition and other similar conditions, and the policy can be applied repeatedly to achieve greater drag reduction.

cs.CE↗

arXiv2021

Model-free Feature Screening and FDR Control with Knockoff Features

This paper proposes a model-free and data-adaptive feature screening method for ultra-high dimensional datasets. The proposed method is based on the projection correlation which measures the dependence between two random vectors. This projection correlation based method does not require specifying a regression model and applies to the data in the presence of heavy-tailed errors and multivariate response. It enjoys both sure screening and rank consistency properties under weak assumptions. Further, a two-step approach is proposed to control the false discovery rate (FDR) in feature screening with the help of knockoff features. It can be shown that the proposed two-step approach enjoys both sure screening and FDR control if the pre-specified FDR level $α$ is greater or equal to $1/s$, where $s$ is the number of active features. The superior empirical performance of the proposed methods is justified by various numerical experiments and real data applications.

stat.ME↗

arXiv2020

Adaptive sampling of pressure distribution features for the airfoil statistical analysis

In the area of supercritical wing design, a variety of principles, laws and rules have been summarized by scholars who perform theoretical and experimental analyses. The applicability of these rules is usually restricted by the airfoil samples investigated. With the advance of computational fluid dynamics and computational intelligence, such work can be better conducted on computers. The present paper proposes an output space sampling method to generate airfoil samples that have specified pressure distributions or meet certain special requirements. The well-selected and distributed samples are then utilized for statistical studies to obtain more reliable or more universal aerodynamics rules that can be used as guidance in the process of supercritical airfoil design. The capabilities of the output space sampling method in regard to filling the space and exploring the boundaries are also improved. The output space sampling method is employed to generate supercritical airfoil samples with different requirements, allowing the relationships between the shock wave location and the drag divergence Mach number as well as the drag creep characteristic to be revealed.

physics.flu-dyn↗

arXiv2020

Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection

We consider the stochastic contextual bandit problem under the high dimensional linear model. We focus on the case where the action space is finite and random, with each action associated with a randomly generated contextual covariate. This setting finds essential applications such as personalized recommendation, online advertisement, and personalized medicine. However, it is very challenging as we need to balance exploration and exploitation. We propose doubly growing epochs and estimating the parameter using the best subset selection method, which is easy to implement in practice. This approach achieves $ \tilde{\mathcal{O}}(s\sqrt{T})$ regret with high probability, which is nearly independent in the ``ambient'' regression model dimension $d$. We further attain a sharper $\tilde{\mathcal{O}}(\sqrt{sT})$ regret by using the \textsc{SupLinUCB} framework and match the minimax lower bound of low-dimensional linear stochastic bandit problems. Finally, we conduct extensive numerical experiments to demonstrate the applicability and robustness of our algorithms empirically.

stat.ML↗