Top-K sparse softmax gating mixture of experts has been widely used for scaling up massive deep-learning architectures without increasing the computational cost. Despite its popularity in real-world applications, the theoretical understanding of that gating function has remained an open problem. The main challenge comes from the structure of the top-K sparse softmax gating function, which partitions the input space into multiple regions with distinct behaviors. By focusing on a Gaussian mixture of experts, we establish theoretical results on the effects of the top-K sparse softmax gating function on both density and parameter estimations. Our results hinge upon defining novel loss functions among parameters to capture different behaviors of the input regions. When the true number of experts $k_{\ast}$ is known, we demonstrate that the convergence rates of density and parameter estimations are both parametric on the sample size. However, when $k_{\ast}$ becomes unknown and the true model is over-specified by a Gaussian mixture of $k$ experts where $k > k_{\ast}$, our findings suggest that the number of experts selected from the top-K sparse softmax gating function must exceed the total cardinality of a certain number of Voronoi cells associated with the true parameters to guarantee the convergence of the density estimation. Moreover, while the density estimation rate remains parametric under this setting, the parameter estimation rates become substantially slow due to an intrinsic interaction between the softmax gating and expert functions.
Low Earth Orbit (LEO) satellites are being extensively researched in the development of secure Internet of Remote Things (IoRT). In scenarios with miniaturized terminals, the limited transmission power and long transmission distance often lead to low Signal-to-Noise Ratio (SNR) at the satellite receiver, which degrades communication performance. A solution to address this issue is the utilization of cooperative satellites, which can combine signals received from multiple satellites, thereby significantly improve SNR. However, in order to maximize the combination gain, the signal coherent combining is necessary, which requires the carrier frequency and phase of each receiving signal to be aligned. Under low SNR circumstances, carrier parameter estimation can be a significant challenge, especially for short burst transmission with no training sequence. In order to tackle it, we propose an iterative code-aided estimation algorithm for joint Carrier Frequency Offset (CFO) and Carrier Phase Offset (CPO). The Cram\'er-Rao Lower Bound (CRLB) is suggested as the limit on the parameter estimation performance. Simulation results demonstrate that the proposed algorithm can approach Bit Error Rate (BER) performance bound within 0.4 dB with regards to four-satellite collaboration.
Magnetic resonance imaging (MRI) is an important non-invasive imaging method in clinical diagnosis. Beyond the common image structures, parametric imaging can provide the intrinsic tissue property thus could be used in quantitative evaluation. The emerging deep learning approach provides fast and accurate parameter estimation but still encounters the lack of network interpretation and enough training data. Even with a large amount of training data, the mismatch between the training and target data may introduce errors. Here, we propose one way that solely relies on the target scanned data and does not need a pre-defined training database. We provide a proof-of-concept that embeds the physical rule of MRI, the Bloch equation, into the loss of physics-informed neural network (PINN). PINN enables learning the Bloch equation, estimating the T2 parameter, and generating a series of physically synthetic data. Experimental results are conducted on phantom and cardiac imaging to demonstrate its potential in quantitative MRI.
Detection of radar signals without assistance from the radar transmitter is a crucial requirement for emerging and future shared-spectrum wireless networks like Citizens Broadband Radio Service (CBRS). In this paper, we propose a supervised deep learning-based spectrum sensing approach called RadYOLOLet that can detect low-power radar signals in the presence of interference and estimate the radar signal parameters. The core of RadYOLOLet is two different convolutional neural networks (CNN), RadYOLO and Wavelet-CNN, that are trained independently. RadYOLO operates on spectrograms and provides most of the capabilities of RadYOLOLet. However, it suffers from low radar detection accuracy in the low signal-to-noise ratio (SNR) regime. We develop Wavelet-CNN specifically to deal with this limitation of RadYOLO. Wavelet-CNN operates on continuous Wavelet transform of the captured signals, and we use it only when RadYOLO fails to detect any radar signal. We thoroughly evaluate RadYOLOLet using different experiments corresponding to different types of interference signals. Based on our evaluations, we find that RadYOLOLet can achieve 100% radar detection accuracy for our considered radar types up to 16 dB SNR, which cannot be guaranteed by other comparable methods. RadYOLOLet can also function accurately under interference up to 16 dB SINR.
Accurate estimation of stereo camera extrinsic parameters is the key to guarantee the performance of stereo matching algorithms. In prior arts, the online self-calibration of stereo cameras has commonly been formulated as a specialized visual odometry problem, without taking into account the principles of stereo rectification. In this paper, we first delve deeply into the concept of rectifying homography, which serves as the cornerstone for the development of our novel stereo camera online self-calibration algorithm, for cases where only a single pair of images is available. Furthermore, we introduce a simple yet effective solution for global optimum extrinsic parameter estimation in the presence of stereo video sequences. Additionally, we emphasize the impracticality of using three Euler angles and three components in the translation vectors for performance quantification. Instead, we introduce four new evaluation metrics to quantify the robustness and accuracy of extrinsic parameter estimation, applicable to both single-pair and multi-pair cases. Extensive experiments conducted across indoor and outdoor environments using various experimental setups validate the effectiveness of our proposed algorithm. The comprehensive evaluation results demonstrate its superior performance in comparison to the baseline algorithm. Our source code, demo video, and supplement are publicly available at mias.group/StereoCalibrator.
Integrated sensing and communication (ISAC), which simultaneously performs sensing and communication functions within a shared frequency band and hardware platform, has emerged as a promising technology for future wireless systems. Nevertheless, the weak echo signal received by the low-sensitivity ISAC receiver significantly constrains sensing performance in scenarios involving obstructed targets. Active reconfigurable intelligent surface (RIS) has become a prospective solution by situationally manipulating the wireless propagations and amplifying the signals. In this paper, we investigate active RIS-empowered ISAC systems to enhance radar echo signal quality as well as communication performance. In particular, we focus on the joint design of the base station (BS) transmit precoding and the active RIS reflection beamforming to optimize the parameter estimation performance in terms of Cramer-Rao bound (CRB) subject to the communication users' signal-to-interference-plus-noise ratio (SINR) requirements. An efficient algorithm based on alternating optimization, semidefinite relaxation (SDR), and majorization-minimization (MM) is proposed to solve the formulated challenging non-convex problem. Finally, simulation results validate the effectiveness of the developed algorithm and the potential of employing active RIS in ISAC systems to enhance direct-of-arrival (DoA) estimation performance.
This study presents a novel generative modeling approach to rainfall-runoff modeling, focusing on the synthesis of realistic daily catchment runoff time series in response to catchment-averaged climate forcing. Unlike traditional process-based lumped hydrologic models that depend on predefined sets of variables describing catchment physical properties, our approach uses a small number of latent variables to characterize runoff generation processes. These latent variables encapsulate the intrinsic properties of a catchment and can be inferred from catchment climate forcing and discharge data. By sampling from the latent variable space, the model generates runoff time series that closely resemble real-world observations. In this study, we trained the generative models using neural networks on data from over 3,000 global catchments and achieved prediction accuracies comparable to current deep learning models and various conventional lumped models, both within the catchments from the training set and from other regions worldwide. This suggests that the runoff generation process of catchments can be effectively captured by a low-dimensional latent representation. Yet, challenges such as equifinality and optimal determination of latent variables remain. Future research should focus on refining parameter estimation methods and exploring the physical meaning of these latent dimensions to improve model applicability and robustness. This generative approach offers a promising alternative for hydrological modeling that requires minimal assumptions about the physical processes of the catchment.
The COVID-19 pandemic and its multiple outbreaks have challenged governments around the world. Much of the epidemiological modeling was based on pre-pandemic contact information of the population, which changed drastically due to governmental health measures, so called non-pharmaceutical interventions made to reduce transmission of the virus, like social distancing and complete lockdown. In this work, we evaluate an ensemble-based data assimilation framework applied to a meta-population model to infer the transmission of the disease between different population agegroups. We perform a set of idealized twin-experiments to investigate the performance of different possible parameterizations of the transmission matrix. These experiments show that it is not possible to unambiguously estimate all the independent parameters of the transmission matrix. However, under certain parameterizations, the transmission matrix in an age-compartmental model can be estimated. These estimated parameters lead to an increase of forecast accuracy in agegroups compartments assimilating age-dependent accumulated cases and deaths observed in Argentina compared to a single-compartment model, and reliable estimations of the effective reproduction number. The age-dependent data assimilation and forecasting of virus transmission may be important for an accurate prediction and diagnosis of health care demand.
We consider the classical problem of learning, with arbitrary accuracy, the natural parameters of a $k$-parameter truncated \textit{minimal} exponential family from i.i.d. samples in a computationally and statistically efficient manner. We focus on the setting where the support as well as the natural parameters are appropriately bounded. While the traditional maximum likelihood estimator for this class of exponential family is consistent, asymptotically normal, and asymptotically efficient, evaluating it is computationally hard. In this work, we propose a novel loss function and a computationally efficient estimator that is consistent as well as asymptotically normal under mild conditions. We show that, at the population level, our method can be viewed as the maximum likelihood estimation of a re-parameterized distribution belonging to the same class of exponential family. Further, we show that our estimator can be interpreted as a solution to minimizing a particular Bregman score as well as an instance of minimizing the \textit{surrogate} likelihood. We also provide finite sample guarantees to achieve an error (in $\ell_2$-norm) of $\alpha$ in the parameter estimation with sample complexity $O({\sf poly}(k)/\alpha^2)$. Our method achives the order-optimal sample complexity of $O({\sf log}(k)/\alpha^2)$ when tailored for node-wise-sparse Markov random fields. Finally, we demonstrate the performance of our estimator via numerical experiments.
Deep learning-based image compression has made great progresses recently. However, many leading schemes use serial context-adaptive entropy model to improve the rate-distortion (R-D) performance, which is very slow. In addition, the complexities of the encoding and decoding networks are quite high and not suitable for many practical applications. In this paper, we introduce four techniques to balance the trade-off between the complexity and performance. We are the first to introduce deformable convolutional module in compression framework, which can remove more redundancies in the input image, thereby enhancing compression performance. Second, we design a checkerboard context model with two separate distribution parameter estimation networks and different probability models, which enables parallel decoding without sacrificing the performance compared to the sequential context-adaptive model. Third, we develop an improved three-step knowledge distillation and training scheme to achieve different trade-offs between the complexity and the performance of the decoder network, which transfers both the final and intermediate results of the teacher network to the student network to help its training. Fourth, we introduce $L_{1}$ regularization to make the numerical values of the latent representation more sparse. Then we only encode non-zero channels in the encoding and decoding process, which can greatly reduce the encoding and decoding time. Experiments show that compared to the state-of-the-art learned image coding scheme, our method can be about 20 times faster in encoding and 70-90 times faster in decoding, and our R-D performance is also $2.3 \%$ higher. Our method outperforms the traditional approach in H.266/VVC-intra (4:4:4) and some leading learned schemes in terms of PSNR and MS-SSIM metrics when testing on Kodak and Tecnick-40 datasets.
Energy forecasting is an essential task in power system operations. Operators usually issue forecasts and leverage them to schedule energy dispatch ahead of time. However, forecast models are typically developed in a way that overlooks the operational value of the forecasts. To bridge the gap, we design a value-oriented point forecasting approach for sequential energy dispatch problems with renewable energy sources. At the training phase, we align the loss function with the overall operation cost function, thereby achieving reduced operation costs. The forecast model parameter estimation is formulated as a bilevel program. Under mild assumptions, we convert the upper-level objective into an equivalent form using the dual solutions obtained from the lower-level operation problems. Additionally, a novel iterative solution strategy is proposed for the newly formulated bilevel program. Under such an iterative scheme, we show that the upper-level objective is locally linear regarding the forecast model output, and can act as the loss function. Numerical experiments demonstrate that, compared to commonly used statistical quality-oriented point forecasting methods, forecasts obtained by the proposed approach result in lower operation costs. Meanwhile, the proposed approach is more computationally efficient than traditional two-stage stochastic programs.
Benchmarks are used for testing new optimization algorithms and their variants to evaluate their performance. Most existing benchmarks are smooth functions. This chapter introduces ten new benchmarks with different properties, including noise, discontinuity, parameter estimation and unknown paths.
In recent years, there is a growing interest in combining techniques attributed to the areas of Statistics and Machine Learning in order to obtain the benefits of both approaches. In this article, the statistical technique lasso for variable selection is represented through a neural network. It is observed that, although both the statistical approach and its neural version have the same objective function, they differ due to their optimization. In particular, the neural version is usually optimized in one-step using a single validation set, while the statistical counterpart uses a two-step optimization based on cross-validation. The more elaborated optimization of the statistical method results in more accurate parameter estimation, especially when the training set is small. For this reason, a modification of the standard approach for training neural networks, that mimics the statistical framework, is proposed. During the development of the above modification, a new optimization algorithm for identifying the significant variables emerged. Experimental results, using synthetic and real data sets, show that this new optimization algorithm achieves better performance than any of the three previous optimization approaches.
The analysis of Synthetic Aperture Radar (SAR) imagery is an important step in remote sensing applications, and it is a challenging problem due to its inherent speckle noise. One typical solution is to model the data using the $G_I^0$ distribution and extract its roughness information, which in turn can be used in posterior imaging tasks, such as segmentation, classification and interpretation. This leads to the need of quick and reliable estimation of the roughness parameter from SAR data, especially with high resolution images. Unfortunately, traditional parameter estimation procedures are slow and prone to estimation failures. In this work, we proposed a neural network-based estimation framework that first learns how to predict underlying parameters of $G_I^0$ samples and then can be used to estimate the roughness of unseen data. We show that this approach leads to an estimator that is quicker, yields less estimation error and is less prone to failures than the traditional estimation procedures for this problem, even when we use a simple network. More importantly, we show that this same methodology can be generalized to handle image inputs and, even if trained on purely synthetic data for a few seconds, is able to perform real time pixel-wise roughness estimation for high resolution real SAR imagery.
The image source method (ISM) is often used to simulate room acoustics due to its ease of use and computational efficiency. The standard ISM is limited to simulations of room impulse responses between point sources and omnidirectional receivers. In this work, the ISM is extended using spherical harmonic directivity coefficients to include acoustic diffraction effects due to source and receiver transducers mounted on physical devices, which are typically encountered in practical situations. The proposed method is verified using finite element simulations of various loudspeaker and microphone configurations in a rectangular room. It is shown that the accuracy of the proposed method is related to the sizes, shapes, number, and positions of the devices inside a room. A simplified version of the proposed method, which can significantly reduce computational effort, is also presented. The proposed method and its simplified version can simulate room transfer functions more accurately than currently available image source methods and can aid the development and evaluation of speech and acoustic signal processing algorithms, including speech enhancement, acoustic scene analysis, and acoustic parameter estimation.
Step selection functions (SSFs) are flexible models to jointly describe animals' movement and habitat preferences. Their popularity has grown rapidly and extensions have been developed to increase their utility, including various distributions to describe movement constraints, interactions to allow movements to depend on local environmental features, and random effects and latent states to account for within- and among-individual variability. Although the SSF is a relatively simple statistical model, its presentation has not been consistent in the literature, leading to confusion about model flexibility and interpretation. We believe that part of the confusion has arisen from the conflation of the SSF model with the methods used for parameter estimation. Notably, conditional logistic regression can be used to fit SSFs in exponential form, and this approach is often presented interchangeably with the actual model (the SSF itself). However, reliance on conditional logistic regression reduces model flexibility, and suggests a misleading interpretation of step selection analysis as being equivalent to a case-control study. In this review, we explicitly distinguish between model formulation and inference technique, presenting a coherent framework to fit SSFs based on numerical integration and maximum likelihood estimation. We provide an overview of common numerical integration techniques, and explain how they relate to step selection analyses. This framework unifies different model fitting techniques for SSFs, and opens the way for improved inference. In particular, it makes it straightforward to model movement with distributions outside the exponential family, and to apply different SSF formulations to a data set and compare them with AIC. By separating the model formulation from the inference technique, we hope to clarify many important concepts in step selection analysis.
The parameter identifiability problem for a dynamical system is to determine whether the parameters of the system can be found from data for the outputs of the system. Verifying whether the parameters are identifiable is a necessary first step before a meaningful parameter estimation can take place. Non-identifiability occurs in practical models. To reparametrize a model to achieve identifiability is a challenge. The existing approaches have been shown to be useful for many important examples. However, these approaches are either limited to linear models and scaling parametrizations or are not guaranteed to find a reparametrization even if it exists. In the present paper, we prove that there always exists a locally identifiable model with the same input-output behaviour as the original one obtained from a given one by a partial specialization of the parameters. As an extra feature of our approach, the resulting (at least) locally identifiable reparameterization has the same shape: the monomials in the new state variables in the new model are formed in the same way as in the original model. Furthermore, we give a sufficient observability condition for the existence of a state space transformation from the original model to the new one. Our proof is constructive and can be translated to an algorithm, which we illustrate by several examples.
The modeling of high-frequency data that qualify financial asset transactions has been an area of relevant interest among statisticians and econometricians -- above all, the analysis of time series of financial durations. Autoregressive conditional duration (ACD) models have been the main tool for modeling financial transaction data, where duration is usually defined as the time interval between two successive events. These models are usually specified in terms of a time-varying mean (or median) conditional duration. In this paper, a new extension of ACD models is proposed which is built on the basis of log-symmetric distributions reparametrized by their quantile. The proposed quantile log-symmetric conditional duration autoregressive model allows us to model different percentiles instead of the traditionally used conditional mean (or median) duration. We carry out an in-depth study of theoretical properties and practical issues, such as parameter estimation using maximum likelihood method and diagnostic analysis based on residuals. A detailed Monte Carlo simulation study is also carried out to evaluate the performance of the proposed models and estimation method in retrieving the true parameter values as well as to evaluate a form of residuals. Finally, the proposed class of models is applied to a price duration data set and then used to derive a semi-parametric intraday value-at-risk (IVaR) model.
We consider trawl processes, which are stationary and infinitely divisible stochastic processes and can describe a wide range of statistical properties, such as heavy tails and long memory. In this paper, we develop the first likelihood-based methodology for the inference of real-valued trawl processes and introduce novel deterministic and probabilistic forecasting methods. Being non-Markovian, with a highly intractable likelihood function, trawl processes require the use of composite likelihood functions to parsimoniously capture their statistical properties. We formulate the composite likelihood estimation as a stochastic optimization problem for which it is feasible to implement iterative gradient descent methods. We derive novel gradient estimators with variances that are reduced by several orders of magnitude. We analyze both the theoretical properties and practical implementation details of these estimators and release a Python library which can be used to fit a large class of trawl processes. In a simulation study, we demonstrate that our estimators outperform the generalized method of moments estimators in terms of both parameter estimation error and out-of-sample forecasting error. Finally, we formalize a stochastic chain rule for our gradient estimators. We apply the new theory to trawl processes and provide a unified likelihood-based methodology for the inference of both real-valued and integer-valued trawl processes.
This paper presents a novel extension of multi-task Gaussian Cox processes for modeling multiple heterogeneous correlated tasks jointly, e.g., classification and regression, via multi-output Gaussian processes (MOGP). A MOGP prior over the parameters of the dedicated likelihoods for classification, regression and point process tasks can facilitate sharing of information between heterogeneous tasks, while allowing for nonparametric parameter estimation. To circumvent the non-conjugate Bayesian inference in the MOGP modulated heterogeneous multi-task framework, we employ the data augmentation technique and derive a mean-field approximation to realize closed-form iterative updates for estimating model parameters. We demonstrate the performance and inference on both 1D synthetic data as well as 2D urban data of Vancouver.