We statistically analyze empirical plug-in estimators for unbalanced optimal transport (UOT) formalisms, focusing on the Kantorovich-Rubinstein distance, between general intensity measures based on observations from spatio-temporal point processes. Specifically, we model the observations by two weakly time-stationary point processes with spatial intensity measures $μ$ and $ν$ over the expanding window $(0,t]$ as $t$ increases to infinity, and establish sharp convergence rates of the empirical UOT in terms of the intrinsic dimensions of the measures. We assume a sub-quadratic temporal growth condition of the variance of the process, which allows for a wide range of temporal dependencies. As the growth approaches quadratic, the convergence rate becomes slower. This variance assumption is related to the time-reduced factorial covariance measure, and we exemplify its validity for various point processes, including the Poisson cluster, Hawkes, Neyman-Scott, and log-Gaussian Cox processes. Complementary to our upper bounds, we also derive matching lower bounds for various spatio-temporal point processes of interest and establish near minimax rate optimality of the empirical Kantorovich-Rubinstein distance.

Hegselmann--Krause models are localized, distributed averaging dynamics on spatial data. A key aspect of these dynamics is that they lead to cluster formation, which has important applications in geographic information systems, dynamic clustering algorithms, opinion dynamics, and social networks. For these models, the key questions are whether a fixed point exists and, if so, characterizing it. In this work, we establish new results towards the "2R-Conjecture" for the Hegselmann--Krause model, for which no meaningful progress, or even any precise statement, has been made since its introduction in 2007. This conjecture relates to the structure of the fixed point when there are a large number of agents per unit space. We provide, among other results, a proof in expectation and a statement of a stronger result that is supported by simulation. The key methodological contribution is to consider the dynamics as an infinite-dimensional problem on the space of point processes, rather than on finitely many points. This enables us to leverage stationarity, shift invariance, and certain other symmetries to obtain the results. These techniques do not have finite-dimensional analogs.

The real world naturally has dimensions of time and space. Therefore, estimating the counterfactual outcomes with spatial-temporal attributes is a crucial problem. However, previous methods are based on classical statistical models, which still have limitations in performance and generalization. This paper proposes a novel framework for estimating counterfactual outcomes with spatial-temporal attributes using the Transformer, exhibiting stronger estimation ability. Under mild assumptions, the proposed estimator within this framework is consistent and asymptotically normal. To validate the effectiveness of our approach, we conduct simulation experiments and real data experiments. Simulation experiments show that our estimator has a stronger estimation capability than baseline methods. Real data experiments provide a valuable conclusion to the causal effect of conflicts on forest loss in Colombia. The source code is available at https://github.com/lihe-maxsize/DeppSTCI_Release_Version-master.

This paper proposes a method to generate synthetic data for spatial point patterns within the differential privacy (DP) framework. Specifically, we define a differentially private Poisson point synthesizer (PPS) and Cox point synthesizer (CPS) to generate synthetic point patterns with the concept of the $\alpha$-neighborhood that relaxes the original definition of DP. We present three example models to construct a differentially private PPS and CPS, providing sufficient conditions on their parameters to ensure the DP given a specified privacy budget. In addition, we demonstrate that the synthesizers can be applied to point patterns on the linear network. Simulation experiments demonstrate that the proposed approaches effectively maintain the privacy and utility of synthetic data.

The problem of finding the expected value of a statistic of a locally stable point process in a bounded region is addressed. We propose an adaptive importance sampling for solving the problem. In our proposal, we restrict the importance point process to the family of homogeneous Poisson point processes, which enables us to generate quickly independent samples of the importance point process. The optimal intensity of the importance point process is found by applying the cross-entropy minimization method. In the proposed scheme, the expected value of the function and the optimal intensity are iteratively estimated in an adaptive manner. We show that the proposed estimator converges to the target value almost surely, and prove the asymptotic normality of it. We explain how to apply the proposed scheme to the estimation of the intensity of a stationary pairwise interaction point process. The performance of the proposed scheme is compared numerically with the Markov chain Monte Carlo simulation and the perfect sampling.

The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports using semi-parametric models called max-stable distributions built from spatial Poisson point processes. While powerful, these models are only asymptotically valid for large samples. However, since extreme data is by definition scarce, the potential for model misspecification error is inherent to these applications, thus DRO estimators are natural. In order to mitigate over-conservative estimates while enhancing out-of-sample performance, we study DRO estimators informed by semi-parametric max-stable constraints in the space of point processes. We study both tractable convex formulations for some problems of interest (e.g. CVaR) and more general neural network based estimators. Both approaches are validated using synthetically generated data, recovering prescribed characteristics, and verifying the efficacy of the proposed techniques. Additionally, the proposed method is applied to a real data set of financial returns for comparison to a previous analysis. We established the proposed model as a novel formulation in the multivariate EVT domain, and innovative with respect to performance when compared to relevant alternate proposals.

With the rapid growth of the digital advertisement industry, programmatic advertisement became a crucial part of the industry. A key component of the programmatic display advertisement is the Real Time Bidding (RTB) where the supply-side platform (SSP) puts an ad-inventory on auction and the demand-side platforms (DSP) computes the potential value of the inventory and submits a bid according to the estimated value from the buyer-perspective to win the advertising opportunity. Many studies have been conducted to propose the optimal strategies for each of the participant in this ecosystem. Some approaches uses classical auction theories from game-theoretical views[1], [2], [22], [21] which considers the strategies of SSP and the game between DSP's and the SSP. In this paper, we focus on the perspective of the DSP, where the player participates as a buyer in the auction.

In decentralized optimization, nodes of a communication network privately possess a local objective function, and communicate using gossip-based methods in order to minimize the average of these per-node objectives. While synchronous algorithms can be heavily slowed down by a few nodes and edges in the graph (the straggler problem), their asynchronous counterparts lack from a sharp analysis taking into account heterogeneous delays in the communication network. In this paper, we propose a novel continuous-time framework to analyze asynchronous algorithms, which does not require to define a global ordering of the events, and allows to finely characterize the time complexity in the presence of (heterogeneous) delays. Using this framework, we describe a fully asynchronous decentralized algorithm to minimize the sum of smooth and strongly convex functions. Our algorithm (DCDM, Delayed Coordinate Dual Method), based on delayed randomized gossip communications and local computational updates, achieves an asynchronous speed-up: the rate of convergence is tightly characterized in terms of the eigengap of the graph weighted by local delays only, instead of the global worst-case delays as in previous analyses.

Investigation of human brain states through electroencephalograph (EEG) signals is a crucial step in human-machine communications. However, classifying and analyzing EEG signals are challenging due to their noisy, nonlinear and nonstationary nature. Current methodologies for analyzing these signals often fall short because they have several regularity assumptions baked in. This work provides an effective, flexible and noise-resilient scheme to analyze EEG by extracting pertinent information while abiding by the 3N (noisy, nonlinear and nonstationary) nature of data. We implement a topological tool, namely persistent homology, that tracks the evolution of topological features over time intervals and incorporates individual's expectations as prior knowledge by means of a Bayesian framework to compute posterior distributions. Relying on these posterior distributions, we apply Bayes factor classification to noisy EEG measurements. The performance of this Bayesian classification scheme is then compared with other existing methods for EEG signals.

Persistent homology analysis provides means to capture the connectivity structure of data sets in various dimensions. On the mathematical level, by defining a metric between the objects that persistence attaches to data sets, we can stabilize invariants characterizing these objects. We outline how so called contour functions induce relevant metrics for stabilizing the rank invariant. On the practical level, the stable ranks are used as fingerprints for data. Different choices of contour lead to different stable ranks and the topological learning is then the question of finding the optimal contour. We outline our analysis pipeline and show how it can enhance classification of physical activities data. As our main application we study how stable ranks and contours provide robust descriptors of spatial patterns of atmospheric cloud fields.