In this thesis a probabilistic framework is developed and proposed for Dynamic Object Recognition in 3D Environments. A software package is developed using C++ and Python in ROS that performs the detection and tracking task. Furthermore, a novel Gaussian Process Regression (GPR) based method is developed to detect ground points in different urban scenarios of regular, sloped and rough. The ground surface behavior is assumed to only demonstrate local input-dependent smoothness. kernel's length-scales are obtained. Bayesian inference is implemented sing \textit{Maximum a Posteriori} criterion. The log-marginal likelihood function is assumed to be a multi-task objective function, to represent a whole-frame unbiased view of the ground at each frame because adjacent segments may not have similar ground structure in an uneven scene while having shared hyper-parameter values. Simulation results shows the effectiveness of the proposed method in uneven and rough scenes which outperforms similar Gaussian process based ground segmentation methods.
In this paper, we develop a kernel learning backward SDE filter method to estimate the state of a stochastic dynamical system based on its partial noisy observations. A system of forward backward stochastic differential equations is used to propagate the state of the target dynamical model, and Bayesian inference is applied to incorporate the observational information. To characterize the dynamical model in the entire state space, we introduce a kernel learning method to learn a continuous global approximation for the conditional probability density function of the target state by using discrete approximated density values as training data. Numerical experiments demonstrate that the kernel learning backward SDE is highly effective and highly efficient.
Unlike the classical linear model, nonlinear generative models have been addressed sparsely in the literature of statistical learning. This work aims to bringing attention to these models and their secrecy potential. To this end, we invoke the replica method to derive the asymptotic normalized cross entropy in an inverse probability problem whose generative model is described by a Gaussian random field with a generic covariance function. Our derivations further demonstrate the asymptotic statistical decoupling of the Bayesian estimator and specify the decoupled setting for a given nonlinear model. The replica solution depicts that strictly nonlinear models establish an all-or-nothing phase transition: There exists a critical load at which the optimal Bayesian inference changes from perfect to an uncorrelated learning. Based on this finding, we design a new secure coding scheme which achieves the secrecy capacity of the wiretap channel. This interesting result implies that strictly nonlinear generative models are perfectly secured without any secure coding. We justify this latter statement through the analysis of an illustrative model for perfectly secure and reliable inference.
Recently, deep learning has achieved remarkable successes in medical image analysis. Although deep neural networks generate clinically important predictions, they have inherent uncertainty. Such uncertainty is a major barrier to report these predictions with confidence. In this paper, we propose a novel yet simple Bayesian inference approach called SoftDropConnect (SDC) to quantify the network uncertainty in medical imaging tasks with gliomas segmentation and metastases classification as initial examples. Our key idea is that during training and testing SDC modulates network parameters continuously so as to allow affected information processing channels still in operation, instead of disabling them as Dropout or DropConnet does. When compared with three popular Bayesian inference methods including Bayes By Backprop, Dropout, and DropConnect, our SDC method (SDC-W after optimization) outperforms the three competing methods with a substantial margin. Quantitatively, our proposed method generates substantial improvements in prediction accuracy (by 3.4%, 2.5%, and 6.7% respectively for whole tumor segmentation in terms of dice score; and by 11.7%, 3.9%, and 8.7% respectively for brain metastases classification) and greatly reduced epistemic and aleatoric uncertainties. Our approach promises to deliver better diagnostic performance and make medical AI imaging more explainable and trustworthy.
This paper studies large sample properties of a Bayesian approach to inference about slope parameters $\gamma$ in linear regression models with a structural break. In contrast to the conventional approach to inference about $\gamma$ that does not take into account the uncertainty of the unknown break location $\tau$, the Bayesian approach that we consider incorporates such uncertainty. Our main theoretical contribution is a Bernstein-von Mises type theorem (Bayesian asymptotic normality) for $\gamma$ under a wide class of priors, which essentially indicates an asymptotic equivalence between the conventional frequentist and Bayesian inference. Consequently, a frequentist researcher could look at credible intervals of $\gamma$ to check robustness with respect to the uncertainty of $\tau$. Simulation studies show that the conventional confidence intervals of $\gamma$ tend to undercover in finite samples whereas the credible intervals offer more reasonable coverages in general. As the sample size increases, the two methods coincide, as predicted from our theoretical conclusion. Using data from Paye and Timmermann (2006) on stock return prediction, we illustrate that the traditional confidence intervals on $\gamma$ might underrepresent the true sampling uncertainty.
In the paper, we propose two models of Artificial Intelligence (AI) patents in European Union (EU) countries addressing spatial and temporal behaviour. In particular, the models can quantitatively describe the interaction between countries or explain the rapidly growing trends in AI patents. For spatial analysis Poisson regression is used to explain collaboration between a pair of countries measured by the number of common patents. Through Bayesian inference, we estimated the strengths of interactions between countries in the EU and the rest of the world. In particular, a significant lack of cooperation has been identified for some pairs of countries. Alternatively, an inhomogeneous Poisson process combined with the logistic curve growth accurately models the temporal behaviour by an accurate trend line. Bayesian analysis in the time domain revealed an upcoming slowdown in patenting intensity.
A fundamental challenge in Bayesian inference is efficient representation of a target distribution. Many non-parametric approaches do so by sampling a large number of points using variants of Markov Chain Monte Carlo (MCMC). We propose an MCMC variant that retains only those posterior samples which exceed a KSD threshold, which we call KSD Thinning. We establish the convergence and complexity tradeoffs for several settings of KSD Thinning as a function of the KSD threshold parameter, sample size, and other problem parameters. Finally, we provide experimental comparisons against other online nonparametric Bayesian methods that generate low-complexity posterior representations, and observe superior consistency/complexity tradeoffs. Code is available at github.com/colehawkins/KSD-Thinning.
Enquiries concerning the underlying mechanisms and the emergent properties of a biological brain have a long history of theoretical postulates and experimental findings. Today, the scientific community tends to converge to a single interpretation of the brain's cognitive underpinnings -- that it is a Bayesian inference machine. This contemporary view has naturally been a strong driving force in recent developments around computational and cognitive neurosciences. Of particular interest is the brain's ability to process the passage of time -- one of the fundamental dimensions of our experience. How can we explain empirical data on human time perception using the Bayesian brain hypothesis? Can we replicate human estimation biases using Bayesian models? What insights can the agent-based machine learning models provide for the study of this subject? In this chapter, we review some of the recent advancements in the field of time perception and discuss the role of Bayesian processing in the construction of temporal models.
Neyman-Scott processes (NSPs) are point process models that generate clusters of points in time or space. They are natural models for a wide range of phenomena, ranging from neural spike trains to document streams. The clustering property is achieved via a doubly stochastic formulation: first, a set of latent events is drawn from a Poisson process; then, each latent event generates a set of observed data points according to another Poisson process. This construction is similar to Bayesian nonparametric mixture models like the Dirichlet process mixture model (DPMM) in that the number of latent events (i.e. clusters) is a random variable, but the point process formulation makes the NSP especially well suited to modeling spatiotemporal data. While many specialized algorithms have been developed for DPMMs, comparatively fewer works have focused on inference in NSPs. Here, we present novel connections between NSPs and DPMMs, with the key link being a third class of Bayesian mixture models called mixture of finite mixture models (MFMMs). Leveraging this connection, we adapt the standard collapsed Gibbs sampling algorithm for DPMMs to enable scalable Bayesian inference on NSP models. We demonstrate the potential of Neyman-Scott processes on a variety of applications including sequence detection in neural spike trains and event detection in document streams.
To better understand the theoretical behavior of large neural networks, several works have analyzed the case where a network's width tends to infinity. In this regime, the effect of random initialization and the process of training a neural network can be formally expressed with analytical tools like Gaussian processes and neural tangent kernels. In this paper, we review methods for quantifying uncertainty in such infinite-width neural networks and compare their relationship to Gaussian processes in the Bayesian inference framework. We make use of several equivalence results along the way to obtain exact closed-form solutions for predictive uncertainty.
The aim of this paper is to describe a novel non-parametric noise reduction technique from the point of view of Bayesian inference that may automatically improve the signal-to-noise ratio of one- and two-dimensional data, such as e.g. astronomical images and spectra. The algorithm iteratively evaluates possible smoothed versions of the data, the smooth models, obtaining an estimation of the underlying signal that is statistically compatible with the noisy measurements. Iterations stop based on the evidence and the $\chi^2$ statistic of the last smooth model, and we compute the expected value of the signal as a weighted average of the whole set of smooth models. In this paper, we explain the mathematical formalism and numerical implementation of the algorithm, and we evaluate its performance in terms of the peak signal to noise ratio, the structural similarity index, and the time payload, using a battery of real astronomical observations. Our Fully Adaptive Bayesian Algorithm for Data Analysis (FABADA) yields results that, without any parameter tuning, are comparable to standard image processing algorithms whose parameters have been optimized based on the true signal to be recovered, something that is impossible in a real application. State-of-the-art non-parametric methods, such as BM3D, offer slightly better performance at high signal-to-noise ratio, while our algorithm is significantly more accurate for extremely noisy data (higher than $20-40\%$ relative errors, a situation of particular interest in the field of astronomy). In this range, the standard deviation of the residuals obtained by our reconstruction may become more than an order of magnitude lower than that of the original measurements. The source code needed to reproduce all the results presented in this report, including the implementation of the method, is publicly available at https://github.com/PabloMSanAla/fabada
Active inference is an account of cognition and behavior in complex systems which brings together action, perception, and learning under the theoretical mantle of Bayesian inference. Active inference has seen growing applications in academic research, especially in fields that seek to model human or animal behavior. While in recent years, some of the code arising from the active inference literature has been written in open source languages like Python and Julia, to-date, the most popular software for simulating active inference agents is the DEM toolbox of SPM, a MATLAB library originally developed for the statistical analysis and modelling of neuroimaging data. Increasing interest in active inference, manifested both in terms of sheer number as well as diversifying applications across scientific disciplines, has thus created a need for generic, widely-available, and user-friendly code for simulating active inference in open-source scientific computing languages like Python. The Python package we present here, pymdp (see https://github.com/infer-actively/pymdp), represents a significant step in this direction: namely, we provide the first open-source package for simulating active inference with partially-observable Markov Decision Processes or POMDPs. We review the package's structure and explain its advantages like modular design and customizability, while providing in-text code blocks along the way to demonstrate how it can be used to build and run active inference processes with ease. We developed pymdp to increase the accessibility and exposure of the active inference framework to researchers, engineers, and developers with diverse disciplinary backgrounds. In the spirit of open-source software, we also hope that it spurs new innovation, development, and collaboration in the growing active inference community.
Effective space traffic management requires positive identification of artificial satellites. Current methods for extracting object identification from observed data require spatially resolved imagery which limits identification to objects in low earth orbits. Most artificial satellites, however, operate in geostationary orbits at distances which prohibit ground based observatories from resolving spatial information. This paper demonstrates an object identification solution leveraging modified residual convolutional neural networks to map distance-invariant spectroscopic data to object identity. We report classification accuracies exceeding 80% for a simulated 64-class satellite problem--even in the case of satellites undergoing constant, random re-orientation. An astronomical observing campaign driven by these results returned accuracies of 72% for a nine-class problem with an average of 100 examples per class, performing as expected from simulation. We demonstrate the application of variational Bayesian inference by dropout, stochastic weight averaging (SWA), and SWA-focused deep ensembling to measure classification uncertainties--critical components in space traffic management where routine decisions risk expensive space assets and carry geopolitical consequences.
Approximate Bayesian inference methods provide a powerful suite of tools for finding approximations to intractable posterior distributions. However, machine learning applications typically involve selecting actions, which -- in a Bayesian setting -- depend on the posterior distribution only via its contribution to expected utility. A growing body of work on loss-calibrated approximate inference methods has therefore sought to develop posterior approximations sensitive to the influence of the utility function. Here we introduce loss-calibrated expectation propagation (Loss-EP), a loss-calibrated variant of expectation propagation. This method resembles standard EP with an additional factor that "tilts" the posterior towards higher-utility decisions. We show applications to Gaussian process classification under binary utility functions with asymmetric penalties on False Negative and False Positive errors, and show how this asymmetry can have dramatic consequences on what information is "useful" to capture in an approximation.
Screening cluttered and occluded contraband items from baggage X-ray scans is a cumbersome task even for the expert security staff. This paper presents a novel strategy that extends a conventional encoder-decoder architecture to perform instance-aware segmentation and extract merged instances of contraband items without using any additional sub-network or an object detector. The encoder-decoder network first performs conventional semantic segmentation and retrieves cluttered baggage items. The model then incrementally evolves during training to recognize individual instances using significantly reduced training batches. To avoid catastrophic forgetting, a novel objective function minimizes the network loss in each iteration by retaining the previously acquired knowledge while learning new class representations and resolving their complex structural inter-dependencies through Bayesian inference. A thorough evaluation of our framework on two publicly available X-ray datasets shows that it outperforms state-of-the-art methods, especially within the challenging cluttered scenarios, while achieving an optimal trade-off between detection accuracy and efficiency.
Myeloproliferative Neoplasms (MPN) are blood cancers that appear after acquiring a driver mutation in a hematopoietic stem cell. These hematological malignancies result in the overproduction of mature blood cells and, if not treated, induce a risk of cardiovascular events and thrombosis. Pegylated IFN$\alpha$ is commonly used to treat MPN, but no clear guidelines exist concerning the dose prescribed to patients. We applied a model selection procedure and ran a hierarchical Bayesian inference method to decipher how dose variations impact the response to the therapy. We inferred that IFN$\alpha$ acts on mutated stem cells by inducing their differentiation into progenitor cells; the higher the dose, the higher the effect. We found that the treatment can induce long-term remission when a sufficient (patient-dependent) dose is reached. We determined this minimal dose for individuals in a cohort of patients and estimated the most suitable starting dose to give to a new patient to increase the chances of being cured.
Predictive coding is a unifying framework for understanding perception, action and neocortical organization. In predictive coding, different areas of the neocortex implement a hierarchical generative model of the world that is learned from sensory inputs. Cortical circuits are hypothesized to perform Bayesian inference based on this generative model. Specifically, the Rao-Ballard hierarchical predictive coding model assumes that the top-down feedback connections from higher to lower order cortical areas convey predictions of lower-level activities. The bottom-up, feedforward connections in turn convey the errors between top-down predictions and actual activities. These errors are used to correct current estimates of the state of the world and generate new predictions. Through the objective of minimizing prediction errors, predictive coding provides a functional explanation for a wide range of neural responses and many aspects of brain organization.
The problem of classifying turbulent environments from partial observation is key for some theoretical and applied fields, from engineering to earth observation and astrophysics, e.g. to precondition searching of optimal control policies in different turbulent backgrounds, to predict the probability of rare events and/or to infer physical parameters labelling different turbulent set-ups. To achieve such goal one can use different tools depending on the system's knowledge and on the quality and quantity of the accessible data. In this context, we assume to work in a model-free setup completely blind to all dynamical laws, but with a large quantity of (good quality) data for training. As a prototype of complex flows with different attractors, and different multi-scale statistical properties we selected 10 turbulent 'ensembles' by changing the rotation frequency of the frame of reference of the 3d domain and we suppose to have access to a set of partial observations limited to the instantaneous kinetic energy distribution in a 2d plane, as it is often the case in geophysics and astrophysics. We compare results obtained by a Machine Learning (ML) approach consisting of a state-of-the-art Deep Convolutional Neural Network (DCNN) against Bayesian inference which exploits the information on velocity and enstrophy moments. First, we discuss the supremacy of the ML approach, presenting also results at changing the number of training data and of the hyper-parameters. Second, we present an ablation study on the input data aimed to perform a ranking on the importance of the flow features used by the DCNN, helping to identify the main physical contents used by the classifier. Finally, we discuss the main limitations of such data-driven methods and potential interesting applications.
In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference is the norm in several fields of applied econometric work. The purpose of this paper is to introduce the reader to the world of Bayesian model determination, by surveying modern shrinkage and variable selection algorithms and methodologies. Bayesian inference is a natural probabilistic framework for quantifying uncertainty and learning about model parameters, and this feature is particularly important for inference in modern models of high dimensions and increased complexity. We begin with a linear regression setting in order to introduce various classes of priors that lead to shrinkage/sparse estimators of comparable value to popular penalized likelihood estimators (e.g.\ ridge, lasso). We explore various methods of exact and approximate inference, and discuss their pros and cons. Finally, we explore how priors developed for the simple regression setting can be extended in a straightforward way to various classes of interesting econometric models. In particular, the following case-studies are considered, that demonstrate application of Bayesian shrinkage and variable selection strategies to popular econometric contexts: i) vector autoregressive models; ii) factor models; iii) time-varying parameter regressions; iv) confounder selection in treatment effects models; and v) quantile regression models. A MATLAB package and an accompanying technical manual allow the reader to replicate many of the algorithms described in this review.
We use artificial intelligence (AI) to learn and infer the physics of higher order gravitational wave modes of quasi-circular, spinning, non precessing binary black hole mergers. We trained AI models using 14 million waveforms, produced with the surrogate model NRHybSur3dq8, that include modes up to $\ell \leq 4$ and $(5,5)$, except for $(4,0)$ and $(4,1)$, that describe binaries with mass-ratios $q\leq8$, individual spins $s^z_{\{1,2\}}\in[-0.8, 0.8]$, and inclination angle $\theta\in[0,\pi]$.Our probabilistic AI surrogates can accurately constrain the mass-ratio, individual spins, effective spin, and inclination angle of numerical relativity waveforms that describe such signal manifold. We compared the predictions of our AI models with Gaussian process regression, random forest, k-nearest neighbors, and linear regression, and with traditional Bayesian inference methods through the PyCBC Inference toolkit, finding that AI outperforms all these approaches in terms of accuracy, and are between three to four orders of magnitude faster than traditional Bayesian inference methods. Our AI surrogates were trained within 3.4 hours using distributed training on 1,536 NVIDIA V100 GPUs in the Summit supercomputer.