论文标题

部分可观测时空混沌系统的无模型预测

On Semiparametric Efficiency of an Emerging Class of Regression Models for Between-subject Attributes

论文作者

Liu, Jinyuan, Lin, Tuo, Chen, Tian, Zhang, Xinlian, Tu, Xin M.

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

The semiparametric regression models have attracted increasing attention owing to their robustness compared to their parametric counterparts. This paper discusses the efficiency bound for functional response models (FRM), an emerging class of semiparametric regression that serves as a timely solution for research questions involving pairwise observations. This new paradigm is especially appealing to reduce astronomical data dimensions for those arising from wearable devices and high-throughput technology, such as microbiome Beta-diversity, viral genetic linkage, single-cell RNA sequencing, etc. Despite the growing applications, the efficiency of their estimators has not been investigated carefully due to the extreme difficulty to address the inherent correlations among pairs. Leveraging the Hilbert-space-based semiparametric efficiency theory for classical within-subject attributes, this manuscript extends such asymptotic efficiency into the broader regression involving between-subject attributes and pinpoints the most efficient estimator, which leads to a sensitive signal-detection in practice. With pairwise outcomes burgeoning immensely as effective dimension-reduction summaries, the established theory will not only fill the critical gap in identifying the most efficient semiparametric estimator but also propel wide-ranging implementations of this new paradigm for between-subject attributes.

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