Acoustic environment characterization opens doors for sound reproduction innovations, smart EQing, speech enhancement, hearing aids, and forensics. Reverberation time, clarity, and direct-to-reverberant ratio are acoustic parameters that have been defined to describe reverberant environments. They are closely related to speech intelligibility and sound quality. As explained in the ISO3382 standard, they can be derived from a room measurement called the Room Impulse Response (RIR). However, measuring RIRs requires specific equipment and intrusive sound to be played. The recent audio combined with machine learning suggests that one could estimate those parameters blindly using speech or music signals. We follow these advances and propose a robust end-to-end method to achieve blind joint acoustic parameter estimation using speech and/or music signals. Our results indicate that convolutional recurrent neural networks perform best for this task, and including music in training also helps improve inference from speech.
We present a novel Machine Learning (ML) based strategy to search for binary black hole (BBH) mergers in data from ground-based gravitational wave (GW) observatories. This is the first ML-based search that not only recovers all the compact binary coalescences (CBCs) in the first GW transients catalog (GWTC-1), but also makes a clean detection of GW151216 by only adding a new coincident ranking statistic (MLStat) to a standard analysis that was used for GWTC-1. In CBC searches, reducing contamination by terrestrial and instrumental transients, which create a loud noise background by triggering numerous false alarms, is crucial to improving the sensitivity for detecting true events. The sheer volume of data and a large number of expected detections also prompts the use of ML techniques. We perform transfer learning to train "InceptionV3", a pre-trained deep neural network, along with curriculum learning to distinguish GW signals from noisy events by analysing their continuous wavelet transform (CWT) maps. MLStat incorporates information from this ML classifier into the coincident search likelihood used by the standard PyCBC search. This leads to at least an order of magnitude improvement in the inverse false-alarm-rate (IFAR) for the previously "low significance" events GW151012, GW170729 and GW151216. We also perform the parameter estimation of GW151216 using SEOBNRv4HM_ROM. We carry out an injection study to show that MLStat brings substantial improvement to the detection sensitivity of Advanced LIGO for all compact binary coalescences. The average improvement in the sensitive volume is ~10% for low chirp masses (0.8-5 Msun), and ~30% for higher masses (5-50 Msun). This work demonstrates the immense potential and readiness of MLStat for finding new sources in current data and the possibility of its adaptation in similar searches.
Measuring model risk is required by regulators on financial and insurance markets. We separate model risk into parameter estimation risk and model specification risk, and we propose expected shortfall type model risk measures applied to Levy jump models and affine jump-diffusion models. We investigate the impact of parameter estimation risk and model specification risk on the models'ability to capture the joint dynamics of stock and option prices. We estimate the parameters using Markov chain Monte Carlo techniques, under the risk-neutral probability measure and the real-world probability measure jointly. We find strong evidence supporting modeling of price jumps.
Histogram-based template fits are the main technique used for estimating parameters of high energy physics Monte Carlo generators. Parametrized neural network reweighting can be used to extend this fitting procedure to many dimensions and does not require binning. If the fit is to be performed using reconstructed data, then expensive detector simulations must be used for training the neural networks. We introduce a new two-level fitting approach that only requires one dataset with detector simulation and then a set of additional generation-level datasets without detector effects included. This Simulation-level fit based on Reweighting Generator-level events with Neural networks (SRGN) is demonstrated using simulated datasets for a variety of examples including a simple Gaussian random variable, parton shower tuning, and the top quark mass extraction.
Machine learning models have traditionally been developed under the assumption that the training and test distributions match exactly. However, recent success in few-shot learning and related problems are encouraging signs that these models can be adapted to more realistic settings where train and test distributions differ. Unfortunately, there is severely limited theoretical support for these algorithms and little is known about the difficulty of these problems. In this work, we provide novel information-theoretic lower-bounds on minimax rates of convergence for algorithms that are trained on data from multiple sources and tested on novel data. Our bounds depend intuitively on the information shared between sources of data, and characterize the difficulty of learning in this setting for arbitrary algorithms. We demonstrate these bounds on a hierarchical Bayesian model of meta-learning, computing both upper and lower bounds on parameter estimation via maximum-a-posteriori inference.
We consider distributed parameter estimation using interactive protocols subject to local information constraints such as bandwidth limitations, local differential privacy, and restricted measurements. We provide a unified framework enabling us to derive a variety of (tight) minimax lower bounds for different parametric families of distributions, both continuous and discrete, under any $\ell_p$ loss. Our lower bound framework is versatile and yields "plug-and-play" bounds that are widely applicable to a large range of estimation problems, and, for the prototypical case of the Gaussian family, circumvents limitations of previous techniques. In particular, our approach recovers bounds obtained using data processing inequalities and Cram\'er--Rao bounds, two other alternative approaches for proving lower bounds in our setting of interest. Further, for the families considered, we complement our lower bounds with matching upper bounds.
We consider the parameter estimation problem of a probabilistic generative model prescribed using a natural exponential family of distributions. For this problem, the typical maximum likelihood estimator usually overfits under limited training sample size, is sensitive to noise and may perform poorly on downstream predictive tasks. To mitigate these issues, we propose a distributionally robust maximum likelihood estimator that minimizes the worst-case expected log-loss uniformly over a parametric Kullback-Leibler ball around a parametric nominal distribution. Leveraging the analytical expression of the Kullback-Leibler divergence between two distributions in the same natural exponential family, we show that the min-max estimation problem is tractable in a broad setting, including the robust training of generalized linear models. Our novel robust estimator also enjoys statistical consistency and delivers promising empirical results in both regression and classification tasks.
Phenotypic heterogeneity is a most fascinating property of a population of cells, which shows the differences among individuals even with the same genetic background and extracellular environmental conditions. However, the lack of high-throughput analysis of phenotypic diversity has limited our research progress. To deal with it, we constructed a novel parameter estimation method in FACS-seq, a commonly used experimental framework, to achieve simultaneous characterization of thousands of variants in a library. We further demonstrated the model's ability in estimating the expression properties of each variant, which we believe can help to decipher the mechanisms of phenotypic heterogeneity.
Quantile feature selection over correlated multivariate time series data has always been a methodological challenge and is an open problem. In this paper, we propose a general Bayesian dimension reduction methodology for feature selection in high-dimensional joint quantile time series analysis, under the name of the quantile feature selection time series (QFSTS) model. The QFSTS model is a general structural time series model, where each component yields an additive contribution to the time series modeling with direct interpretations. Its flexibility is compound in the sense that users can add/deduct components for each time series and each time series can have its own specific valued components of different sizes. Feature selection is conducted in the quantile regression component, where each time series has its own pool of contemporaneous external predictors allowing nowcasting. Bayesian methodology in extending feature selection to the quantile time series research area is developed using multivariate asymmetric Laplace distribution, spike-and-slab prior setup, the Metropolis-Hastings algorithm, and the Bayesian model averaging technique, all implemented consistently in the Bayesian paradigm. The QFSTS model requires small datasets to train and converges fast. Extensive examinations confirmed that the QFSTS model has superior performance in feature selection, parameter estimation, and forecast.
The problem of monotone missing data has been broadly studied during the last two decades and has many applications in different fields such as bioinformatics or statistics. Commonly used imputation techniques require multiple iterations through the data before yielding convergence. Moreover, those approaches may introduce extra noises and biases to the subsequent modeling. In this work, we derive exact formulas and propose a novel algorithm to compute the maximum likelihood estimators (MLEs) of a multiple class, monotone missing dataset when all the covariance matrices of all categories are assumed to be equal, namely EPEM. We then illustrate an application of our proposed methods in Linear Discriminant Analysis (LDA). As the computation is exact, our EPEM algorithm does not require multiple iterations through the data as other imputation approaches, thus promising to handle much less time-consuming than other methods. This effectiveness was validated by empirical results when EPEM reduced the error rates significantly and required a short computation time compared to several imputation-based approaches. We also release all codes and data of our experiments in one GitHub repository to contribute to the research community related to this problem.
Image fusion plays a vital role in medical imaging. Image fusion aims to integrate complementary as well as redundant information from multiple modalities into a single fused image without distortion or loss of information. In this research work, discrete wavelet transform (DWT)and undecimated discrete wavelet transform (UDWT)-based fusion techniques using genetic algorithm (GA)foroptimalparameter(weight)estimationinthefusionprocessareimplemented and analyzed with multi-modality brain images. The lack of shift variance while performing image fusion using DWT is addressed using UDWT. The proposed fusion model uses an efficient, modified GA in DWT and UDWT for optimal parameter estimation, to improve the image quality and contrast. The complexity of the basic GA (pixel level) has been reduced in the modified GA (feature level), by limiting the search space. It is observed from our experiments that fusion using DWT and UDWT techniques with GA for optimal parameter estimation resulted in a better fused image in the aspects of retaining the information and contrast without error, both in human perception as well as evaluation using objective metrics. The contributions of this research work are (1) reduced time and space complexity in estimating the weight values using GA for fusion (2) system is scalable for input image of any size with similar time complexity, owing to feature level GA implementation and (3) identification of source image that contributes more to the fused image, from the weight values estimated.
Predictions for physical systems often rely upon knowledge acquired from ensembles of entities, e.g., ensembles of cells in biological sciences. For qualitative and quantitative analysis, these ensembles are simulated with parametric families of mechanistic models (MM). Two classes of methodologies, based on Bayesian inference and Population of Models, currently prevail in parameter estimation for physical systems. However, in Bayesian analysis, uninformative priors for MM parameters introduce undesirable bias. Here, we propose how to infer parameters within the framework of stochastic inverse problems (SIP), also termed data-consistent inversion, wherein the prior targets only uncertainties that arise due to MM non-invertibility. To demonstrate, we introduce new methods to solve SIP based on rejection sampling, Markov chain Monte Carlo, and generative adversarial networks (GANs). In addition, to overcome limitations of SIP, we reformulate SIP based on constrained optimization and present a novel GAN to solve the constrained optimization problem.
In large-area forest inventories a trade-off between the amount of data to be sampled and the costs of collecting the data is necessary. It is not always possible to have a very large data sample when dealing with sampling-based inventories. It is therefore necessary to optimize the sampling design in order to achieve optimal population parameter estimation. On the contrary, the availability of remote sensing (RS) data correlated with the forest inventory variables is usually much higher. The combination of RS and the sampled field measurement data is often used for improving the forest inventory parameter estimation. In addition, it is also reasonable to study the utilization of RS data in inventory sampling, which can further improve the estimation of forest variables. In this study, we propose a data sampling method based on Bayesian optimization which uses RS data in forest inventory sample selection. The presented method applies the learned functional relationship between the RS and inventory data in new sampling decisions. We evaluate our method by conducting simulated sampling experiments with both synthetic data and measured data from the Aland region in Finland. The proposed method is benchmarked against two baseline methods: simple random sampling and the local pivotal method. The results of the simulated experiments show the best results in terms of MSE values for the proposed method when the functional relationship between RS and inventory data is correctly learned from the available training data.
A low-dimensional dynamical system is observed in an experiment as a high-dimensional signal; for example, a video of a chaotic pendulums system. Assuming that we know the dynamical model up to some unknown parameters, can we estimate the underlying system's parameters by measuring its time-evolution only once? The key information for performing this estimation lies in the temporal inter-dependencies between the signal and the model. We propose a kernel-based score to compare these dependencies. Our score generalizes a maximum likelihood estimator for a linear model to a general nonlinear setting in an unknown feature space. We estimate the system's underlying parameters by maximizing the proposed score. We demonstrate the accuracy and efficiency of the method using two chaotic dynamical systems - the double pendulum and the Lorenz '63 model.
We consider the problem of inferring the causal structure from observational data, especially when the structure is sparse. This type of problem is usually formulated as an inference of a directed acyclic graph (DAG) model. The linear non-Gaussian acyclic model (LiNGAM) is one of the most successful DAG models, and various estimation methods have been developed. However, existing methods are not efficient for some reasons: (i) the sparse structure is not always incorporated in causal order estimation, and (ii) the whole information of the data is not used in parameter estimation. To address {these issues}, we propose a new estimation method for a linear DAG model with non-Gaussian noises. The proposed method is based on the log-likelihood of independent component analysis (ICA) with two penalty terms related to the sparsity and the consistency condition. The proposed method enables us to estimate the causal order and the parameters simultaneously. For stable and efficient optimization, we propose some devices, such as a modified natural gradient. Numerical experiments show that the proposed method outperforms existing methods, including LiNGAM and NOTEARS.
Color transfer, which plays a key role in image editing, has attracted noticeable attention recently. It has remained a challenge to date due to various issues such as time-consuming manual adjustments and prior segmentation issues. In this paper, we propose to model color transfer under a probability framework and cast it as a parameter estimation problem. In particular, we relate the transferred image with the example image under the Gaussian Mixture Model (GMM) and regard the transferred image color as the GMM centroids. We employ the Expectation-Maximization (EM) algorithm (E-step and M-step) for optimization. To better preserve gradient information, we introduce a Laplacian based regularization term to the objective function at the M-step which is solved by deriving a gradient descent algorithm. Given the input of a source image and an example image, our method is able to generate continuous color transfer results with increasing EM iterations. Various experiments show that our approach generally outperforms other competitive color transfer methods, both visually and quantitatively.
COVID-19 pandemic is severely impacting the lives of billions across the globe. Even after taking massive protective measures like nation-wide lockdowns, discontinuation of international flight services, rigorous testing etc., the infection spreading is still growing steadily, causing thousands of deaths and serious socio-economic crisis. Thus, the identification of the major factors of this infection spreading dynamics is becoming crucial to minimize impact and lifetime of COVID-19 and any future pandemic. In this work, a probabilistic cellular automata based method has been employed to model the infection dynamics for a significant number of different countries. This study proposes that for an accurate data-driven modeling of this infection spread, cellular automata provides an excellent platform, with a sequential genetic algorithm for efficiently estimating the parameters of the dynamics. To the best of our knowledge, this is the first attempt to understand and interpret COVID-19 data using optimized cellular automata, through genetic algorithm. It has been demonstrated that the proposed methodology can be flexible and robust at the same time, and can be used to model the daily active cases, total number of infected people and total death cases through systematic parameter estimation. Elaborate analyses for COVID-19 statistics of forty countries from different continents have been performed, with markedly divergent time evolution of the infection spreading because of demographic and socioeconomic factors. The substantial predictive power of this model has been established with conclusions on the key players in this pandemic dynamics.
This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance between the projected features. The sparse projection matrix is considered as an unknown parameter. We propose a forward stagewise approach with embedded gradient descent steps to co-optimize the parameter with other covariance parameters based on the maximization of a non-convex marginal likelihood function with a concave sparsity penalty, and some convergence properties of the algorithm are provided. The proposed model covers a broader class of stationary covariance functions than the existing automatic relevance determination approaches, and the solution approach is more computationally feasible than the existing MCMC sampling procedures for the automatic relevance parameter estimation with a sparsity prior. The approach is evaluated for a large number of simulated scenarios. The choice of tuning parameters and the accuracy of the parameter estimation are evaluated with the simulation study. In the comparison to some chosen benchmark approaches, the proposed approach has provided a better accuracy in the variable selection. It is applied to an important problem of identifying environmental factors that affect an atmospheric corrosion of metal alloys.
Bayesian Neural Networks (BNNs) often result uncalibrated after training, usually tending towards overconfidence. Devising effective calibration methods with low impact in terms of computational complexity is thus of central interest. In this paper we present calibration methods for BNNs based on the alpha divergences from Information Geometry. We compare the use of alpha divergence in training and in calibration, and we show how the use in calibration provides better calibrated uncertainty estimates for specific choices of alpha and is more efficient especially for complex network architectures. We empirically demonstrate the advantages of alpha calibration in regression problems involving parameter estimation and inferred correlations between output uncertainties.
Systems exhibiting nonlinear dynamics, including but not limited to chaos, are ubiquitous across Earth Sciences such as Meteorology, Hydrology, Climate and Ecology, as well as Biology such as neural and cardiac processes. However, System Identification remains a challenge. In climate and earth systems models, while governing equations follow from first principles and understanding of key processes has steadily improved, the largest uncertainties are often caused by parameterizations such as cloud physics, which in turn have witnessed limited improvements over the last several decades. Climate scientists have pointed to Machine Learning enhanced parameter estimation as a possible solution, with proof-of-concept methodological adaptations being examined on idealized systems. While climate science has been highlighted as a "Big Data" challenge owing to the volume and complexity of archived model-simulations and observations from remote and in-situ sensors, the parameter estimation process is often relatively a "small data" problem. A crucial question for data scientists in this context is the relevance of state-of-the-art data-driven approaches including those based on deep neural networks or kernel-based processes. Here we consider a chaotic system - two-level Lorenz-96 - used as a benchmark model in the climate science literature, adopt a methodology based on Gaussian Processes for parameter estimation and compare the gains in predictive understanding with a suite of Deep Learning and strawman Linear Regression methods. Our results show that adaptations of kernel-based Gaussian Processes can outperform other approaches under small data constraints along with uncertainty quantification; and needs to be considered as a viable approach in climate science and earth system modeling.