A statistical test for Nested Sampling algorithms

Nested sampling is an iterative integration procedure that shrinks the prior volume towards higher likelihoods by removing a "live" point at a time. A replacement point is drawn uniformly from the prior above an ever-increasing likelihood threshold. Thus, the problem of drawing from a space above a certain likelihood value arises naturally in nested sampling, making algorithms that solve this problem a key ingredient to the nested sampling framework. If the drawn points are distributed uniformly, the removal of a point shrinks the volume in a well-understood way, and the integration of nested sampling is unbiased. In this work, I develop a statistical test to check whether this is the case. This "Shrinkage Test" is useful to verify nested sampling algorithms in a controlled environment. I apply the shrinkage test to a test-problem, and show that some existing algorithms fail to pass it due to over-optimisation. I then demonstrate that a simple algorithm can be constructed which is robust against this type of problem. This RADFRIENDS algorithm is, however, inefficient in comparison to MULTINEST.Comment: 11 pages, 7 figures. Published in Statistics and Computing, Springer, September 201

Abrupt Motion Tracking via Nearest Neighbor Field Driven Stochastic Sampling

Stochastic sampling based trackers have shown good performance for abrupt motion tracking so that they have gained popularity in recent years. However, conventional methods tend to use a two-stage sampling paradigm, in which the search space needs to be uniformly explored with an inefficient preliminary sampling phase. In this paper, we propose a novel sampling-based method in the Bayesian filtering framework to address the problem. Within the framework, nearest neighbor field estimation is utilized to compute the importance proposal probabilities, which guide the Markov chain search towards promising regions and thus enhance the sampling efficiency; given the motion priors, a smoothing stochastic sampling Monte Carlo algorithm is proposed to approximate the posterior distribution through a smoothing weight-updating scheme. Moreover, to track the abrupt and the smooth motions simultaneously, we develop an abrupt-motion detection scheme which can discover the presence of abrupt motions during online tracking. Extensive experiments on challenging image sequences demonstrate the effectiveness and the robustness of our algorithm in handling the abrupt motions.Comment: submitted to Elsevier Neurocomputin

Ensemble Transport Adaptive Importance Sampling

Markov chain Monte Carlo methods are a powerful and commonly used family of numerical methods for sampling from complex probability distributions. As applications of these methods increase in size and complexity, the need for efficient methods increases. In this paper, we present a particle ensemble algorithm. At each iteration, an importance sampling proposal distribution is formed using an ensemble of particles. A stratified sample is taken from this distribution and weighted under the posterior, a state-of-the-art ensemble transport resampling method is then used to create an evenly weighted sample ready for the next iteration. We demonstrate that this ensemble transport adaptive importance sampling (ETAIS) method outperforms MCMC methods with equivalent proposal distributions for low dimensional problems, and in fact shows better than linear improvements in convergence rates with respect to the number of ensemble members. We also introduce a new resampling strategy, multinomial transformation (MT), which while not as accurate as the ensemble transport resampler, is substantially less costly for large ensemble sizes, and can then be used in conjunction with ETAIS for complex problems. We also focus on how algorithmic parameters regarding the mixture proposal can be quickly tuned to optimise performance. In particular, we demonstrate this methodology's superior sampling for multimodal problems, such as those arising from inference for mixture models, and for problems with expensive likelihoods requiring the solution of a differential equation, for which speed-ups of orders of magnitude are demonstrated. Likelihood evaluations of the ensemble could be computed in a distributed manner, suggesting that this methodology is a good candidate for parallel Bayesian computations

Reversible Jump Metropolis Light Transport using Inverse Mappings

We study Markov Chain Monte Carlo (MCMC) methods operating in primary sample space and their interactions with multiple sampling techniques. We observe that incorporating the sampling technique into the state of the Markov Chain, as done in Multiplexed Metropolis Light Transport (MMLT), impedes the ability of the chain to properly explore the path space, as transitions between sampling techniques lead to disruptive alterations of path samples. To address this issue, we reformulate Multiplexed MLT in the Reversible Jump MCMC framework (RJMCMC) and introduce inverse sampling techniques that turn light paths into the random numbers that would produce them. This allows us to formulate a novel perturbation that can locally transition between sampling techniques without changing the geometry of the path, and we derive the correct acceptance probability using RJMCMC. We investigate how to generalize this concept to non-invertible sampling techniques commonly found in practice, and introduce probabilistic inverses that extend our perturbation to cover most sampling methods found in light transport simulations. Our theory reconciles the inverses with RJMCMC yielding an unbiased algorithm, which we call Reversible Jump MLT (RJMLT). We verify the correctness of our implementation in canonical and practical scenarios and demonstrate improved temporal coherence, decrease in structured artifacts, and faster convergence on a wide variety of scenes

Learning distributions of shape trajectories from longitudinal datasets: a hierarchical model on a manifold of diffeomorphisms

We propose a method to learn a distribution of shape trajectories from longitudinal data, i.e. the collection of individual objects repeatedly observed at multiple time-points. The method allows to compute an average spatiotemporal trajectory of shape changes at the group level, and the individual variations of this trajectory both in terms of geometry and time dynamics. First, we formulate a non-linear mixed-effects statistical model as the combination of a generic statistical model for manifold-valued longitudinal data, a deformation model defining shape trajectories via the action of a finite-dimensional set of diffeomorphisms with a manifold structure, and an efficient numerical scheme to compute parallel transport on this manifold. Second, we introduce a MCMC-SAEM algorithm with a specific approach to shape sampling, an adaptive scheme for proposal variances, and a log-likelihood tempering strategy to estimate our model. Third, we validate our algorithm on 2D simulated data, and then estimate a scenario of alteration of the shape of the hippocampus 3D brain structure during the course of Alzheimer's disease. The method shows for instance that hippocampal atrophy progresses more quickly in female subjects, and occurs earlier in APOE4 mutation carriers. We finally illustrate the potential of our method for classifying pathological trajectories versus normal ageing

Inference Algorithms and Sensorimotor Representations in Brains and Machines

Animals function in a 3D world in which survival depends on robust, well-controlled actions. Historically, researchers in Artificial Intelligence (AI) and neuroscience have explored sensory and motor systems independently. There is a growing body of literature in AI and neuroscience to suggest that they actually work in tandem. While there has been a great deal of work on vision and audition as sensory modalities in these fields, one could argue that a more fundamental modality in biology is haptics, or the sense of touch. In this thesis, we will look at building computational models that integrate tactile sensing with other sensory modalities to perform manipulation-like tasks in robots and discrimination tasks in mice. We will also explore the problem of inference through the lens of Markov Chain Monte Carlo methods (MCMC). We elaborate on the ideas discussed in this thesis in the introduction presented in Chapter 1. A challenging problem one often faces when applying probabilistic mathematical models to the study of sensory-motor systems and other problems involving learning of inference is sampling. Hamiltonian Markov Chain Monte Carlo (HMC) algorithms can efficiently draw representative samples from complex probabilistic models. Most MCMC methods rely on detailed balance to ensure that we can sample from the correct distribution. This constraint can be relaxed in discrete state spaces such as those employed by HMC type methods. In Chapter 2, we study HMC methods without detailed balance to explore faster convergence. Markov jump processes are stochastic processes on discrete state space but continuous in time. In Chapter 3, we use Markov Jump Processes to simulate waiting times along with generalized detailed balance. This waiting time ,we show, helps generate samples faster. Most MCMC methods are plagued by slow simulation times on discrete computing systems. In Chapter 4, we explore HMC in analog circuits where the problem of generating samples from a distribution is mapped to the problem of sampling charge in a capacitor.The second half of this dissertation focuses on the role of haptics in perception and action. Manipulation is a fundamental problem for artificial and biological agents. High dimensional actuators (say, fingers, trunks,etc) are really hard to control. In Chapter 5, we present an approach to learn to actuate dexterous manipulators to grasp objects in simulation. Haptics as a sensory modality is critical to many manipulation tasks. Employing haptics in high dimensional dextrous actuators is challenging. In Chapter 6, we explore how intrinsic curiosity and haptics can be used to learn exploration strategies for discrimination of objects with dextrous hands. A key component to make tactile sensing a possibility is the availability of cheap, efficient, scalable hardware. Chapter 7 presents results for tactile servoing using a physical gelsight sensor. Traditional neuroscience texts delineate sensory and motor systems as two independent systems yet recent results suggest that this may not be entirely complete. That is, there is evidence to suggest that the representations in the cortex is more distributed than is accepted. Finally in Chapter 8, we explore building a computational model of spiking neural data collected from both the barrel and motor cortices during free and active whisking. These works help towards understanding sensorimotor representations in the context of haptics and high dimensional controls. We conclude with a discussion on future directions in Chapter 9

Scalable and flexible inference framework for stochastic dynamic single-cell models

Understanding the inherited nature of how biological processes dynamically change over time and exhibit intra- and inter-individual variability, due to the different responses to environmental stimuli and when interacting with other processes, has been a major focus of systems biology. The rise of single-cell fluorescent microscopy has enabled the study of those phenomena. The analysis of single-cell data with mechanistic models offers an invaluable tool to describe dynamic cellular processes and to rationalise cell-to-cell variability within the population. However, extracting mechanistic information from single-cell data has proven difficult. This requires statistical methods to infer unknown model parameters from dynamic, multi-individual data accounting for heterogeneity caused by both intrinsic (e.g. variations in chemical reactions) and extrinsic (e.g. variability in protein concentrations) noise. Although several inference methods exist, the availability of efficient, general and accessible methods that facilitate modelling of single-cell data, remains lacking. Here we present a scalable and flexible framework for Bayesian inference in state-space mixed-effects single-cell models with stochastic dynamic. Our approach infers model parameters when intrinsic noise is modelled by either exact or approximate stochastic simulators, and when extrinsic noise is modelled by either time-varying, or time-constant parameters that vary between cells. We demonstrate the relevance of our approach by studying how cell-to-cell variation in carbon source utilisation affects heterogeneity in the budding yeast Saccharomyces cerevisiae SNF1 nutrient sensing pathway. We identify hexokinase activity as a source of extrinsic noise and deduce that sugar availability dictates cell-to-cell variability

Proximal Markov chain Monte Carlo algorithms

This paper presents a new Metropolis-adjusted Langevin algorithm (MALA) that uses convex analysis to simulate efficiently from high-dimensional densities that are log-concave, a class of probability distributions that is widely used in modern high-dimensional statistics and data analysis. The method is based on a new first-order approximation for Langevin diffusions that exploits log-concavity to construct Markov chains with favourable convergence properties. This approximation is closely related to Moreau--Yoshida regularisations for convex functions and uses proximity mappings instead of gradient mappings to approximate the continuous-time process. The proposed method complements existing MALA methods in two ways. First, the method is shown to have very robust stability properties and to converge geometrically for many target densities for which other MALA are not geometric, or only if the step size is sufficiently small. Second, the method can be applied to high-dimensional target densities that are not continuously differentiable, a class of distributions that is increasingly used in image processing and machine learning and that is beyond the scope of existing MALA and HMC algorithms. To use this method it is necessary to compute or to approximate efficiently the proximity mappings of the logarithm of the target density. For several popular models, including many Bayesian models used in modern signal and image processing and machine learning, this can be achieved with convex optimisation algorithms and with approximations based on proximal splitting techniques, which can be implemented in parallel. The proposed method is demonstrated on two challenging high-dimensional and non-differentiable models related to image resolution enhancement and low-rank matrix estimation that are not well addressed by existing MCMC methodology