The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or their quotients, called Bayes factors. However, marginal likelihoods depends on the prior choice. For model selection, even diffuse priors can be actually very informative, unlike for the parameter estimation problem. Furthermore, when the prior is improper, the marginal likelihood of the corresponding model is undetermined. In this work, we discuss the issue of prior sensitivity of the marginal likelihood and its role in model selection. We also comment on the use of uninformative priors, which are very common choices in practice. Several practical suggestions are discussed and many possible solutions, proposed in the literature, to design objective priors for model selection are described. Some of them also allow the use of improper priors. The connection between the marginal likelihood approach and the well-known information criteria is also presented. We describe the main issues and possible solutions by illustrative numerical examples, providing also some related code. One of them involving a real-world application on exoplanet detection.
The ``big'' seismic data not only acquired by seismometers but also acquired by vibrometers installed in buildings and infrastructure and accelerometers installed in smartphones will be certainly utilized for seismic research in the near future. Since it is impractical to utilize all the seismic big data in terms of the computational cost, methods which can select observation sites depending on the purpose are indispensable. We propose an observation site selection method for the accurate reconstruction of the seismic wavefield by process-driven approaches. The proposed method selects observation sites suitable for accurately estimating physical model parameters such as subsurface structures and source information to be input into a numerical simulation of the seismic wavefield. The seismic wavefield is reconstructed by the numerical simulation using the parameters estimated based on the observed signals at only observation sites selected by the proposed method. The observation site selection in the proposed method is based on the sensitivity of each observation site candidate to the physical model parameters; the matrix corresponding to the sensitivity is constructed by approximately calculating the derivatives based on the simulations, and then, observation sites are selected by evaluating the quantity of the sensitivity matrix based on the D-optimality criterion proposed in the optimal design of experiments. In the present study, physical knowledge on the sensitivity to the parameters such as seismic velocity, layer thickness, and hypocenter location was obtained by investigating the characteristics of the sensitivity matrix. Furthermore, the effectiveness of the proposed method was shown by verifying the accuracy of seismic wavefield reconstruction using the observation sites selected by the proposed method.
This paper proposes a composite adaptive control architecture using dual adaptation scheme for dynamical systems comprising time-varying uncertain parameters. While majority of the adaptive control schemes in literature address the case of constant parameters, recent research has conceptualized improved adaptive control techniques for time-varying systems with rigorous stability proofs. The proposed work is an effort towards a similar direction, where a novel dual adaptation mechanism is introduced to efficiently tackle the time-varying nature of the parameters. Projection and $\sigma$-modification algorithms are strategically combined using congelation of variables to claim a global result for the tracking error space. While the classical adaptive systems demand a restrictive condition of persistence of excitation (PE) for accurate parameter estimation, the proposed work relies on a milder condition, called initial excitation (IE) for the same. A rigorous Lyapunov stability analysis is carried out to establish uniformly ultimately bounded (UUB) stability of the closed-loop system. Further it is analytically shown that the proposed work can recover the performance of previously designed IE-based adaptive controller in case of time invariant systems.
The existing deep learning models suffer from out-of-distribution (o.o.d.) performance drop in computer vision tasks. In comparison, humans have a remarkable ability to interpret images, even if the scenes in the images are rare, thanks to the systematicity of acquired knowledge. This work focuses on 1) the acquisition of systematic knowledge of 2D transformations, and 2) architectural components that can leverage the learned knowledge in image classification tasks in an o.o.d. setting. With a new training methodology based on synthetic datasets that are constructed under the causal framework, the deep neural networks acquire knowledge from semantically different domains (e.g. even from noise), and exhibit certain level of systematicity in parameter estimation experiments. Based on this, a novel architecture is devised consisting of a classifier, an estimator and an identifier (abbreviated as "CED"). By emulating the "hypothesis-verification" process in human visual perception, CED improves the classification accuracy significantly on test sets under covariate shift.
Online imitation learning is the problem of how best to mimic expert demonstrations, given access to the environment or an accurate simulator. Prior work has shown that in the infinite sample regime, exact moment matching achieves value equivalence to the expert policy. However, in the finite sample regime, even if one has no optimization error, empirical variance can lead to a performance gap that scales with $H^2 / N$ for behavioral cloning and $H / \sqrt{N}$ for online moment matching, where $H$ is the horizon and $N$ is the size of the expert dataset. We introduce the technique of replay estimation to reduce this empirical variance: by repeatedly executing cached expert actions in a stochastic simulator, we compute a smoother expert visitation distribution estimate to match. In the presence of general function approximation, we prove a meta theorem reducing the performance gap of our approach to the parameter estimation error for offline classification (i.e. learning the expert policy). In the tabular setting or with linear function approximation, our meta theorem shows that the performance gap incurred by our approach achieves the optimal $\widetilde{O} \left( \min({H^{3/2}} / {N}, {H} / {\sqrt{N}} \right)$ dependency, under significantly weaker assumptions compared to prior work. We implement multiple instantiations of our approach on several continuous control tasks and find that we are able to significantly improve policy performance across a variety of dataset sizes.
Agent-Based Models are very useful for simulation of physical or social processes, such as the spreading of a pandemic in a city. Such models proceed by specifying the behavior of individuals (agents) and their interactions, and parameterizing the process of infection based on such interactions based on the geography and demography of the city. However, such models are computationally very expensive, and the complexity is often linear in the total number of agents. This seriously limits the usage of such models for simulations, which often have to be run hundreds of times for policy planning and even model parameter estimation. An alternative is to develop an emulator, a surrogate model that can predict the Agent-Based Simulator's output based on its initial conditions and parameters. In this paper, we discuss a Deep Learning model based on Dilated Convolutional Neural Network that can emulate such an agent based model with high accuracy. We show that use of this model instead of the original Agent-Based Model provides us major gains in the speed of simulations, allowing much quicker calibration to observations, and more extensive scenario analysis. The models we consider are spatially explicit, as the locations of the infected individuals are simulated instead of the gross counts. Another aspect of our emulation framework is its divide-and-conquer approach that divides the city into several small overlapping blocks and carries out the emulation in them parallelly, after which these results are merged together. This ensures that the same emulator can work for a city of any size, and also provides significant improvement of time complexity of the emulator, compared to the original simulator.
Addressing the challenge of scaling-up epidemiological inference to complex and heterogeneous models, we introduce Poisson Approximate Likelihood (PAL) methods. In contrast to the popular ODE approach to compartmental modelling, in which a large population limit is used to motivate a deterministic model, PALs are derived from approximate filtering equations for finite-population, stochastic compartmental models, and the large population limit drives consistency of maximum PAL estimators. Our theoretical results appear to be the first likelihood-based parameter estimation consistency results which apply to a broad class of partially observed stochastic compartmental models and address the large population limit. PALs are simple to implement, involving only elementary arithmetic operations and no tuning parameters, and fast to evaluate, requiring no simulation from the model and having computational cost independent of population size. Through examples we demonstrate how PALs can be used to: fit an age-structured model of influenza, taking advantage of automatic differentiation in Stan; compare over-dispersion mechanisms in a model of rotavirus by embedding PALs within sequential Monte Carlo; and evaluate the role of unit-specific parameters in a meta-population model of measles.
Weakly Supervised Object Localization (WSOL) aims to localize objects with image-level supervision. Existing works mainly rely on Class Activation Mapping (CAM) derived from a classification model. However, CAM-based methods usually focus on the most discriminative parts of an object (i.e., incomplete localization problem). In this paper, we empirically prove that this problem is associated with the mixup of the activation values between less discriminative foreground regions and the background. To address it, we propose Class RE-Activation Mapping (CREAM), a novel clustering-based approach to boost the activation values of the integral object regions. To this end, we introduce class-specific foreground and background context embeddings as cluster centroids. A CAM-guided momentum preservation strategy is developed to learn the context embeddings during training. At the inference stage, the re-activation mapping is formulated as a parameter estimation problem under Gaussian Mixture Model, which can be solved by deriving an unsupervised Expectation-Maximization based soft-clustering algorithm. By simply integrating CREAM into various WSOL approaches, our method significantly improves their performance. CREAM achieves the state-of-the-art performance on CUB, ILSVRC and OpenImages benchmark datasets. Code will be available at https://github.com/Jazzcharles/CREAM.
The computation of Wasserstein gradient direction is essential for posterior sampling problems and scientific computing. The approximation of the Wasserstein gradient with finite samples requires solving a variational problem. We study the variational problem in the family of two-layer networks with squared-ReLU activations, towards which we derive a semi-definite programming (SDP) relaxation. This SDP can be viewed as an approximation of the Wasserstein gradient in a broader function family including two-layer networks. By solving the convex SDP, we obtain the optimal approximation of the Wasserstein gradient direction in this class of functions. Numerical experiments including PDE-constrained Bayesian inference and parameter estimation in COVID-19 modeling demonstrate the effectiveness of the proposed method.
Most evolutionary-oriented deep generative models do not explicitly consider the underlying evolutionary dynamics of biological sequences as it is performed within the Bayesian phylogenetic inference framework. In this study, we propose a method for a deep variational Bayesian generative model (EvoVGM) that jointly approximates the true posterior of local evolutionary parameters and generates sequence alignments. Moreover, it is instantiated and tuned for continuous-time Markov chain substitution models such as JC69, K80 and GTR. We train the model via a low-variance stochastic estimator and a gradient ascent algorithm. Here, we analyze the consistency and effectiveness of EvoVGM on synthetic sequence alignments simulated with several evolutionary scenarios and different sizes. Finally, we highlight the robustness of a fine-tuned EvoVGM model using a sequence alignment of gene S of coronaviruses.
In this work, we contribute an EM algorithm for estimation of corner points and linear crossing segments for both marked and unmarked pedestrian crosswalks using the detections of pedestrians from processed LiDAR point clouds or camera images. We demonstrate the algorithmic performance by analyzing three real-world datasets containing multiple periods of data collection for four-corner and two-corner intersections with marked and unmarked crosswalks. Additionally, we include a Python video tool to visualize the crossing parameter estimation, pedestrian trajectories, and phase intervals in our public source code.
Designing efficient sparse recovery algorithms that could handle noisy quantized measurements is important in a variety of applications -- from radar to source localization, spectrum sensing and wireless networking. We take advantage of the approximate message passing (AMP) framework to achieve this goal given its high computational efficiency and state-of-the-art performance. In AMP, the signal of interest is assumed to follow certain prior distribution with unknown parameters. Previous works focused on finding the parameters that maximize the measurement likelihood via expectation maximization -- an increasingly difficult problem to solve in cases involving complicated probability models. In this paper, we treat the parameters as unknown variables and compute their posteriors via AMP. The parameters and signal of interest can then be jointly recovered. Compared to previous methods, the proposed approach leads to a simple and elegant parameter estimation scheme, allowing us to directly work with 1-bit quantization noise model. We then further extend our approach to general multi-bit quantization noise model. Experimental results show that the proposed framework provides significant improvement over state-of-the-art methods across a wide range of sparsity and noise levels.
The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the models are over-specified, namely, the chosen number of components to fit the data is larger than the unknown true number of components, EM needs a polynomial number of iterations in terms of the sample size to reach the final statistical radius; this is computationally expensive in practice. The slow convergence of EM is due to the missing of the locally strong convexity with respect to the location parameter on the negative population log-likelihood function, i.e., the limit of the negative sample log-likelihood function when the sample size goes to infinity. To efficiently explore the curvature of the negative log-likelihood functions, by specifically considering two-component location-scale Gaussian mixtures, we develop the Exponential Location Update (ELU) algorithm. The idea of the ELU algorithm is that we first obtain the exact optimal solution for the scale parameter and then perform an exponential step-size gradient descent for the location parameter. We demonstrate theoretically and empirically that the ELU iterates converge to the final statistical radius of the models after a logarithmic number of iterations. To the best of our knowledge, it resolves the long-standing open question in the literature about developing an optimization algorithm that has optimal statistical and computational complexities for solving parameter estimation even under some specific settings of the over-specified Gaussian mixture models.
We prove an instance independent (poly) logarithmic regret for stochastic contextual bandits with linear payoff. Previously, in \cite{chu2011contextual}, a lower bound of $\mathcal{O}(\sqrt{T})$ is shown for the contextual linear bandit problem with arbitrary (adversarily chosen) contexts. In this paper, we show that stochastic contexts indeed help to reduce the regret from $\sqrt{T}$ to $\polylog(T)$. We propose Low Regret Stochastic Contextual Bandits (\texttt{LR-SCB}), which takes advantage of the stochastic contexts and performs parameter estimation (in $\ell_2$ norm) and regret minimization simultaneously. \texttt{LR-SCB} works in epochs, where the parameter estimation of the previous epoch is used to reduce the regret of the current epoch. The (poly) logarithmic regret of \texttt{LR-SCB} stems from two crucial facts: (a) the application of a norm adaptive algorithm to exploit the parameter estimation and (b) an analysis of the shifted linear contextual bandit algorithm, showing that shifting results in increasing regret. We have also shown experimentally that stochastic contexts indeed incurs a regret that scales with $\polylog(T)$.
Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to consider continuous-time model formulations consisting of switching stochastic differential equations governed by an underlying Markov jump process. Inference in these types of models is however notoriously difficult, and tractable computational schemes are rare. In this work, we propose a novel inference algorithm utilizing a Markov Chain Monte Carlo approach. The presented Gibbs sampler allows to efficiently obtain samples from the exact continuous-time posterior processes. Our framework naturally enables Bayesian parameter estimation, and we also include an estimate for the diffusion covariance, which is oftentimes assumed fixed in stochastic differential equation models. We evaluate our framework under the modeling assumption and compare it against an existing variational inference approach.
Using gradient descent (GD) with fixed or decaying step-size is a standard practice in unconstrained optimization problems. However, when the loss function is only locally convex, such a step-size schedule artificially slows GD down as it cannot explore the flat curvature of the loss function. To overcome that issue, we propose to exponentially increase the step-size of the GD algorithm. Under homogeneous assumptions on the loss function, we demonstrate that the iterates of the proposed \emph{exponential step size gradient descent} (EGD) algorithm converge linearly to the optimal solution. Leveraging that optimization insight, we then consider using the EGD algorithm for solving parameter estimation under both regular and non-regular statistical models whose loss function becomes locally convex when the sample size goes to infinity. We demonstrate that the EGD iterates reach the final statistical radius within the true parameter after a logarithmic number of iterations, which is in stark contrast to a \emph{polynomial} number of iterations of the GD algorithm in non-regular statistical models. Therefore, the total computational complexity of the EGD algorithm is \emph{optimal} and exponentially cheaper than that of the GD for solving parameter estimation in non-regular statistical models while being comparable to that of the GD in regular statistical settings. To the best of our knowledge, it resolves a long-standing gap between statistical and algorithmic computational complexities of parameter estimation in non-regular statistical models. Finally, we provide targeted applications of the general theory to several classes of statistical models, including generalized linear models with polynomial link functions and location Gaussian mixture models.
Deep learning (DL) is gaining popularity as a parameter estimation method for quantitative MRI. A range of competing implementations have been proposed, relying on either supervised or self-supervised learning. Self-supervised approaches, sometimes referred to as unsupervised, have been loosely based on auto-encoders, whereas supervised methods have, to date, been trained on groundtruth labels. These two learning paradigms have been shown to have distinct strengths. Notably, self-supervised approaches have offered lower-bias parameter estimates than their supervised alternatives. This result is counterintuitive - incorporating prior knowledge with supervised labels should, in theory, lead to improved accuracy. In this work, we show that this apparent limitation of supervised approaches stems from the naive choice of groundtruth training labels. By training on labels which are deliberately not groundtruth, we show that the low-bias parameter estimation previously associated with self-supervised methods can be replicated - and improved on - within a supervised learning framework. This approach sets the stage for a single, unifying, deep learning parameter estimation framework, based on supervised learning, where trade-offs between bias and variance are made by careful adjustment of training label.
This work considers identifying parameters characterizing a physical system's dynamic motion directly from a video whose rendering configurations are inaccessible. Existing solutions require massive training data or lack generalizability to unknown rendering configurations. We propose a novel approach that marries domain randomization and differentiable rendering gradients to address this problem. Our core idea is to train a rendering-invariant state-prediction (RISP) network that transforms image differences into state differences independent of rendering configurations, e.g., lighting, shadows, or material reflectance. To train this predictor, we formulate a new loss on rendering variances using gradients from differentiable rendering. Moreover, we present an efficient, second-order method to compute the gradients of this loss, allowing it to be integrated seamlessly into modern deep learning frameworks. We evaluate our method in rigid-body and deformable-body simulation environments using four tasks: state estimation, system identification, imitation learning, and visuomotor control. We further demonstrate the efficacy of our approach on a real-world example: inferring the state and action sequences of a quadrotor from a video of its motion sequences. Compared with existing methods, our approach achieves significantly lower reconstruction errors and has better generalizability among unknown rendering configurations.
We propose a new microscopy simulation system that can depict atomistic models in a micrograph visual style, similar to results of physical electron microscopy imaging. This system is scalable, able to represent simulation of electron microscopy of tens of viral particles and synthesizes the image faster than previous methods. On top of that, the simulator is differentiable, both its deterministic as well as stochastic stages that form signal and noise representations in the micrograph. This notable property has the capability for solving inverse problems by means of optimization and thus allows for generation of microscopy simulations using the parameter settings estimated from real data. We demonstrate this learning capability through two applications: (1) estimating the parameters of the modulation transfer function defining the detector properties of the simulated and real micrographs, and (2) denoising the real data based on parameters trained from the simulated examples. While current simulators do not support any parameter estimation due to their forward design, we show that the results obtained using estimated parameters are very similar to the results of real micrographs. Additionally, we evaluate the denoising capabilities of our approach and show that the results showed an improvement over state-of-the-art methods. Denoised micrographs exhibit less noise in the tilt-series tomography reconstructions, ultimately reducing the visual dominance of noise in direct volume rendering of microscopy tomograms.
Distortion resulting from acoustic echo suppression (AES) is a common issue in full-duplex communication. To address the distortion problem, a multi-frame minimum variance distortionless response (MFMVDR) filtering technique is proposed. The MFMVDR filter with parameter estimation which was used in speech enhancement problems is extended in this study from a deep learning perspective. To alleviate numerical instability of the MFMVDR filter, we propose to directly estimate the inverse of the correlation matrix. The AES system is advantageous in that no double-talk detection is required. The negative scale-invariant signal-to-distortion ratio is employed as the loss function in training the network at the output of the MFMVDR filter. Simulation results have demonstrated the efficacy of the proposed learning-based AES system in double-talk, background noise, and nonlinear distortion conditions.