132,616 research outputs found
Barrier Frank-Wolfe for Marginal Inference
We introduce a globally-convergent algorithm for optimizing the
tree-reweighted (TRW) variational objective over the marginal polytope. The
algorithm is based on the conditional gradient method (Frank-Wolfe) and moves
pseudomarginals within the marginal polytope through repeated maximum a
posteriori (MAP) calls. This modular structure enables us to leverage black-box
MAP solvers (both exact and approximate) for variational inference, and obtains
more accurate results than tree-reweighted algorithms that optimize over the
local consistency relaxation. Theoretically, we bound the sub-optimality for
the proposed algorithm despite the TRW objective having unbounded gradients at
the boundary of the marginal polytope. Empirically, we demonstrate the
increased quality of results found by tightening the relaxation over the
marginal polytope as well as the spanning tree polytope on synthetic and
real-world instances.Comment: 25 pages, 12 figures, To appear in Neural Information Processing
Systems (NIPS) 2015, Corrected reference and cleaned up bibliograph
The Barrier Model of Productivity Growth: South Africa
The barrier model of productivity growth suggests that individual country productivity is related to the world technology frontier disturbed by national barriers. We offer a country study of the barrier model exploiting the dramatic changes in the linkages to the world economy in South Africa. The productivity growth in the manufacturing sector panel for 1970-2003 covers a period of political and economic turbulence and international sanctions. The econometric analysis uses tariffs as measure of barrier and fixed effects estimation to concentrate inference to time series properties. The model shows how productivity growth can be understood as a combination of world frontier growth and the tariff barrier to international spillovers. The estimates establish a long run relationship where domestic productivity follows the world frontier and with change of the barrier affecting transitional growth.Barriers to growth; technology spillover; South Africa; total factor productivity; econometric analysis.
Polynomial Linear Programming with Gaussian Belief Propagation
Interior-point methods are state-of-the-art algorithms for solving linear
programming (LP) problems with polynomial complexity. Specifically, the
Karmarkar algorithm typically solves LP problems in time O(n^{3.5}), where
is the number of unknown variables. Karmarkar's celebrated algorithm is known
to be an instance of the log-barrier method using the Newton iteration. The
main computational overhead of this method is in inverting the Hessian matrix
of the Newton iteration. In this contribution, we propose the application of
the Gaussian belief propagation (GaBP) algorithm as part of an efficient and
distributed LP solver that exploits the sparse and symmetric structure of the
Hessian matrix and avoids the need for direct matrix inversion. This approach
shifts the computation from realm of linear algebra to that of probabilistic
inference on graphical models, thus applying GaBP as an efficient inference
engine. Our construction is general and can be used for any interior-point
algorithm which uses the Newton method, including non-linear program solvers.Comment: 7 pages, 1 figure, appeared in the 46th Annual Allerton Conference on
Communication, Control and Computing, Allerton House, Illinois, Sept. 200
State-dependent diffusion coefficients and free energies for nucleation processes from Bayesian trajectory analysis.
The rate of nucleation processes such as the freezing of a supercooled liquid or the condensation of supersaturated vapour is mainly determined by the height of the nucleation barrier and the diffusion coefficient for the motion across it. Here, we use a Bayesian inference algorithm for Markovian dynamics to extract simultaneously the free energy profile and the diffusion coefficient in the nucleation barrier region from short molecular dynamics trajectories. The specific example we study is the nucleation of vapour bubbles in liquid water under strongly negative pressures, for which we use the volume of the largest bubble as a reaction coordinate. Particular attention is paid to the effects of discretisation, the implementation of appropriate boundary conditions and the optimal selection of parameters. We find that the diffusivity is a linear function of the bubble volume over wide ranges of volumes and pressures, and is mainly determined by the viscosity of the liquid, as expected from the Rayleigh-Plesset theory for macroscopic bubble dynamics. The method is generally applicable to nucleation processes and yields important quantities for the estimation of nucleation rates in classical nucleation theory
Probabilistic Graphical Model Representation in Phylogenetics
Recent years have seen a rapid expansion of the model space explored in
statistical phylogenetics, emphasizing the need for new approaches to
statistical model representation and software development. Clear communication
and representation of the chosen model is crucial for: (1) reproducibility of
an analysis, (2) model development and (3) software design. Moreover, a
unified, clear and understandable framework for model representation lowers the
barrier for beginners and non-specialists to grasp complex phylogenetic models,
including their assumptions and parameter/variable dependencies.
Graphical modeling is a unifying framework that has gained in popularity in
the statistical literature in recent years. The core idea is to break complex
models into conditionally independent distributions. The strength lies in the
comprehensibility, flexibility, and adaptability of this formalism, and the
large body of computational work based on it. Graphical models are well-suited
to teach statistical models, to facilitate communication among phylogeneticists
and in the development of generic software for simulation and statistical
inference.
Here, we provide an introduction to graphical models for phylogeneticists and
extend the standard graphical model representation to the realm of
phylogenetics. We introduce a new graphical model component, tree plates, to
capture the changing structure of the subgraph corresponding to a phylogenetic
tree. We describe a range of phylogenetic models using the graphical model
framework and introduce modules to simplify the representation of standard
components in large and complex models. Phylogenetic model graphs can be
readily used in simulation, maximum likelihood inference, and Bayesian
inference using, for example, Metropolis-Hastings or Gibbs sampling of the
posterior distribution
A Compilation Target for Probabilistic Programming Languages
Forward inference techniques such as sequential Monte Carlo and particle
Markov chain Monte Carlo for probabilistic programming can be implemented in
any programming language by creative use of standardized operating system
functionality including processes, forking, mutexes, and shared memory.
Exploiting this we have defined, developed, and tested a probabilistic
programming language intermediate representation language we call probabilistic
C, which itself can be compiled to machine code by standard compilers and
linked to operating system libraries yielding an efficient, scalable, portable
probabilistic programming compilation target. This opens up a new hardware and
systems research path for optimizing probabilistic programming systems.Comment: In Proceedings of the 31st International Conference on Machine
Learning (ICML), 201
Safe Learning of Quadrotor Dynamics Using Barrier Certificates
To effectively control complex dynamical systems, accurate nonlinear models
are typically needed. However, these models are not always known. In this
paper, we present a data-driven approach based on Gaussian processes that
learns models of quadrotors operating in partially unknown environments. What
makes this challenging is that if the learning process is not carefully
controlled, the system will go unstable, i.e., the quadcopter will crash. To
this end, barrier certificates are employed for safe learning. The barrier
certificates establish a non-conservative forward invariant safe region, in
which high probability safety guarantees are provided based on the statistics
of the Gaussian Process. A learning controller is designed to efficiently
explore those uncertain states and expand the barrier certified safe region
based on an adaptive sampling scheme. In addition, a recursive Gaussian Process
prediction method is developed to learn the complex quadrotor dynamics in
real-time. Simulation results are provided to demonstrate the effectiveness of
the proposed approach.Comment: Submitted to ICRA 2018, 8 page
Correlated Cascades: Compete or Cooperate
In real world social networks, there are multiple cascades which are rarely
independent. They usually compete or cooperate with each other. Motivated by
the reinforcement theory in sociology we leverage the fact that adoption of a
user to any behavior is modeled by the aggregation of behaviors of its
neighbors. We use a multidimensional marked Hawkes process to model users
product adoption and consequently spread of cascades in social networks. The
resulting inference problem is proved to be convex and is solved in parallel by
using the barrier method. The advantage of the proposed model is twofold; it
models correlated cascades and also learns the latent diffusion network.
Experimental results on synthetic and two real datasets gathered from Twitter,
URL shortening and music streaming services, illustrate the superior
performance of the proposed model over the alternatives
- …