Signal Recovery From 1-Bit Quantized Noisy Samples via Adaptive Thresholding

In this paper, we consider the problem of signal recovery from 1-bit noisy measurements. We present an efficient method to obtain an estimation of the signal of interest when the measurements are corrupted by white or colored noise. To the best of our knowledge, the proposed framework is the pioneer effort in the area of 1-bit sampling and signal recovery in providing a unified framework to deal with the presence of noise with an arbitrary covariance matrix including that of the colored noise. The proposed method is based on a constrained quadratic program (CQP) formulation utilizing an adaptive quantization thresholding approach, that further enables us to accurately recover the signal of interest from its 1-bit noisy measurements. In addition, due to the adaptive nature of the proposed method, it can recover both fixed and time-varying parameters from their quantized 1-bit samples.Comment: This is a pre-print version of the original conference paper that has been accepted at the 2018 IEEE Asilomar Conference on Signals, Systems, and Computer

About Adaptive Coding on Countable Alphabets: Max-Stable Envelope Classes

In this paper, we study the problem of lossless universal source coding for stationary memoryless sources on countably infinite alphabets. This task is generally not achievable without restricting the class of sources over which universality is desired. Building on our prior work, we propose natural families of sources characterized by a common dominating envelope. We particularly emphasize the notion of adaptivity, which is the ability to perform as well as an oracle knowing the envelope, without actually knowing it. This is closely related to the notion of hierarchical universal source coding, but with the important difference that families of envelope classes are not discretely indexed and not necessarily nested. Our contribution is to extend the classes of envelopes over which adaptive universal source coding is possible, namely by including max-stable (heavy-tailed) envelopes which are excellent models in many applications, such as natural language modeling. We derive a minimax lower bound on the redundancy of any code on such envelope classes, including an oracle that knows the envelope. We then propose a constructive code that does not use knowledge of the envelope. The code is computationally efficient and is structured to use an {E}xpanding {T}hreshold for {A}uto-{C}ensoring, and we therefore dub it the \textsc{ETAC}-code. We prove that the \textsc{ETAC}-code achieves the lower bound on the minimax redundancy within a factor logarithmic in the sequence length, and can be therefore qualified as a near-adaptive code over families of heavy-tailed envelopes. For finite and light-tailed envelopes the penalty is even less, and the same code follows closely previous results that explicitly made the light-tailed assumption. Our technical results are founded on methods from regular variation theory and concentration of measure

Semiparametric Exponential Families for Heavy-Tailed Data

We propose a semiparametric method for fitting the tail of a heavy-tailed population given a relatively small sample from that population and a larger sample from a related background population. We model the tail of the small sample as an exponential tilt of the better-observed large-sample tail, using a robust sufficient statistic motivated by extreme value theory. In particular, our method induces an estimator of the small-population mean, and we give theoretical and empirical evidence that this estimator outperforms methods that do not use the background sample. We demonstrate substantial efficiency gains over competing methods in simulation and on data from a large controlled experiment conducted by Facebook.Comment: To appear in Biometrik

Assurances in Software Testing: A Roadmap

As researchers, we already understand how to make testing more effective and efficient at finding bugs. However, as fuzzing (i.e., automated testing) becomes more widely adopted in practice, practitioners are asking: Which assurances does a fuzzing campaign provide that exposes no bugs? When is it safe to stop the fuzzer with a reasonable residual risk? How much longer should the fuzzer be run to achieve sufficient coverage? It is time for us to move beyond the innovation of increasingly sophisticated testing techniques, to build a body of knowledge around the explication and quantification of the testing process, and to develop sound methodologies to estimate and extrapolate these quantities with measurable accuracy. In our vision of the future practitioners leverage a rich statistical toolset to assess residual risk, to obtain statistical guarantees, and to analyze the cost-benefit trade-off for ongoing fuzzing campaigns. We propose a general framework as a first starting point to tackle this fundamental challenge and discuss a large number of concrete opportunities for future research.Comment: Accepted at ICSE'19 NIER. Extended version. 5 pages + reference

Sequential Score Adaptation with Extreme Value Theory for Robust Railway Track Inspection

Periodic inspections are necessary to keep railroad tracks in state of good repair and prevent train accidents. Automatic track inspection using machine vision technology has become a very effective inspection tool. Because of its non-contact nature, this technology can be deployed on virtually any railway vehicle to continuously survey the tracks and send exception reports to track maintenance personnel. However, as appearance and imaging conditions vary, false alarm rates can dramatically change, making it difficult to select a good operating point. In this paper, we use extreme value theory (EVT) within a Bayesian framework to optimally adjust the sensitivity of anomaly detectors. We show that by approximating the lower tail of the probability density function (PDF) of the scores with an Exponential distribution (a special case of the Generalized Pareto distribution), and using the Gamma conjugate prior learned from the training data, it is possible to reduce the variability in false alarm rate and improve the overall performance. This method has shown an increase in the defect detection rate of rail fasteners in the presence of clutter (at PFA 0.1%) from 95.40% to 99.26% on the 85-mile Northeast Corridor (NEC) 2012-2013 concrete tie dataset.Comment: To be presented at the 3rd Workshop on Computer Vision for Road Scene Understanding and Autonomous Driving (CVRSUAD 2015

Managing catastrophic changes in a collective

We address the important practical issue of understanding, predicting and eventually controlling catastrophic endogenous changes in a collective. Such large internal changes arise as macroscopic manifestations of the microscopic dynamics, and their presence can be regarded as one of the defining features of an evolving complex system. We consider the specific case of a multi-agent system related to the El Farol bar model, and show explicitly how the information concerning such large macroscopic changes becomes encoded in the microscopic dynamics. Our findings suggest that these large endogenous changes can be avoided either by pre-design of the collective machinery itself, or in the post-design stage via continual monitoring and occasional `vaccinations'.Comment: A contribution to the Workshop on Collectives and the Design of Complex Systems, organized by David Wolpert and Kagan Tumer, at NASA Ames Research Center, CA, August (2002

Adaptive Decision Feedback Detection with Parallel Interference Cancellation and Constellation Constraints for Multi-Antenna Systems

In this paper, a novel low-complexity adaptive decision feedback detection with parallel decision feedback and constellation constraints (P-DFCC) is proposed for multiuser MIMO systems. We propose a constrained constellation map which introduces a number of selected points served as the feedback candidates for interference cancellation. By introducing a reliability checking, a higher degree of freedom is introduced to refine the unreliable estimates. The P-DFCC is followed by an adaptive receive filter to estimate the transmitted symbol. In order to reduce the complexity of computing the filters with time-varying MIMO channels, an adaptive recursive least squares (RLS) algorithm is employed in the proposed P-DFCC scheme. An iterative detection and decoding (Turbo) scheme is considered with the proposed P-DFCC algorithm. Simulations show that the proposed technique has a complexity comparable to the conventional parallel decision feedback detector while it obtains a performance close to the maximum likelihood detector at a low to medium SNR range.Comment: 10 figure

Visual Perception Model for Rapid and Adaptive Low-light Image Enhancement

Low-light image enhancement is a promising solution to tackle the problem of insufficient sensitivity of human vision system (HVS) to perceive information in low light environments. Previous Retinex-based works always accomplish enhancement task by estimating light intensity. Unfortunately, single light intensity modelling is hard to accurately simulate visual perception information, leading to the problems of imbalanced visual photosensitivity and weak adaptivity. To solve these problems, we explore the precise relationship between light source and visual perception and then propose the visual perception (VP) model to acquire a precise mathematical description of visual perception. The core of VP model is to decompose the light source into light intensity and light spatial distribution to describe the perception process of HVS, offering refinement estimation of illumination and reflectance. To reduce complexity of the estimation process, we introduce the rapid and adaptive $\mathbf{\beta}$ and $\mathbf{\gamma}$ functions to build an illumination and reflectance estimation scheme. Finally, we present a optimal determination strategy, consisting of a \emph{cycle operation} and a \emph{comparator}. Specifically, the \emph{comparator} is responsible for determining the optimal enhancement results from multiple enhanced results through implementing the \emph{cycle operation}. By coordinating the proposed VP model, illumination and reflectance estimation scheme, and the optimal determination strategy, we propose a rapid and adaptive framework for low-light image enhancement. Extensive experiment results demenstrate that the proposed method achieves better performance in terms of visual comparison, quantitative assessment, and computational efficiency, compared with the currently state-of-the-arts.Comment: Due to the limitation "The abstract field cannot be longer than 1,920 characters", the abstract here is shorter than that in the PDF fil

Semi-parametric Dynamic Asymmetric Laplace Models for Tail Risk Forecasting, Incorporating Realized Measures

The joint Value at Risk (VaR) and expected shortfall (ES) quantile regression model of Taylor (2017) is extended via incorporating a realized measure, to drive the tail risk dynamics, as a potentially more efficient driver than daily returns. Both a maximum likelihood and an adaptive Bayesian Markov Chain Monte Carlo method are employed for estimation, whose properties are assessed and compared via a simulation study; results favour the Bayesian approach, which is subsequently employed in a forecasting study of seven market indices and two individual assets. The proposed models are compared to a range of parametric, non-parametric and semi-parametric models, including GARCH, Realized-GARCH and the joint VaR and ES quantile regression models in Taylor (2017). The comparison is in terms of accuracy of one-day-ahead Value-at-Risk and Expected Shortfall forecasts, over a long forecast sample period that includes the global financial crisis in 2007-2008. The results favor the proposed models incorporating a realized measure, especially when employing the sub-sampled Realized Variance and the sub-sampled Realized Range.Comment: 36 pages, 5 figures. arXiv admin note: substantial text overlap with arXiv:1612.0848

Adaptive Monte Carlo Multiple Testing via Multi-Armed Bandits

Monte Carlo (MC) permutation test is considered the gold standard for statistical hypothesis testing, especially when standard parametric assumptions are not clear or likely to fail. However, in modern data science settings where a large number of hypothesis tests need to be performed simultaneously, it is rarely used due to its prohibitive computational cost. In genome-wide association studies, for example, the number of hypothesis tests $m$ is around $10^6$ while the number of MC samples $n$ for each test could be greater than $10^8$, totaling more than $nm$=$10^{14}$ samples. In this paper, we propose Adaptive MC multiple Testing (AMT) to estimate MC p-values and control false discovery rate in multiple testing. The algorithm outputs the same result as the standard full MC approach with high probability while requiring only $\tilde{O}(\sqrt{n}m)$ samples. This sample complexity is shown to be optimal. On a Parkinson GWAS dataset, the algorithm reduces the running time from 2 months for full MC to an hour. The AMT algorithm is derived based on the theory of multi-armed bandits