Speculative Approximations for Terascale Analytics

Model calibration is a major challenge faced by the plethora of statistical analytics packages that are increasingly used in Big Data applications. Identifying the optimal model parameters is a time-consuming process that has to be executed from scratch for every dataset/model combination even by experienced data scientists. We argue that the incapacity to evaluate multiple parameter configurations simultaneously and the lack of support to quickly identify sub-optimal configurations are the principal causes. In this paper, we develop two database-inspired techniques for efficient model calibration. Speculative parameter testing applies advanced parallel multi-query processing methods to evaluate several configurations concurrently. The number of configurations is determined adaptively at runtime, while the configurations themselves are extracted from a distribution that is continuously learned following a Bayesian process. Online aggregation is applied to identify sub-optimal configurations early in the processing by incrementally sampling the training dataset and estimating the objective function corresponding to each configuration. We design concurrent online aggregation estimators and define halting conditions to accurately and timely stop the execution. We apply the proposed techniques to distributed gradient descent optimization -- batch and incremental -- for support vector machines and logistic regression models. We implement the resulting solutions in GLADE PF-OLA -- a state-of-the-art Big Data analytics system -- and evaluate their performance over terascale-size synthetic and real datasets. The results confirm that as many as 32 configurations can be evaluated concurrently almost as fast as one, while sub-optimal configurations are detected accurately in as little as a $1/20^{\text{th}}$ fraction of the time

Bayesian Variational Regularisation for Dark Matter Reconstruction with Uncertainty Quantification

Despite the great wealth of cosmological knowledge accumulated since the early 20th century, the nature of dark-matter, which accounts for ~85% of the matter content of the universe, remains illusive. Unfortunately, though dark-matter is scientifically interesting, with implications for our fundamental understanding of the Universe, it cannot be directly observed. Instead, dark-matter may be inferred from e.g. the optical distortion (lensing) of distant galaxies which, at linear order, manifests as a perturbation to the apparent magnitude (convergence) and ellipticity (shearing). Ensemble observations of the shear are collected and leveraged to construct estimates of the convergence, which can directly be related to the universal dark-matter distribution. Imminent stage IV surveys are forecast to accrue an unprecedented quantity of cosmological information; a discriminative partition of which is accessible through the convergence, and is disproportionately concentrated at high angular resolutions, where the echoes of cosmological evolution under gravity are most apparent. Capitalising on advances in probability concentration theory, this thesis merges the paradigms of Bayesian inference and optimisation to develop hybrid convergence inference techniques which are scalable, statistically principled, and operate over the Euclidean plane, celestial sphere, and 3-dimensional ball. Such techniques can quantify the plausibility of inferences at one-millionth the computational overhead of competing sampling methods. These Bayesian techniques are applied to the hotly debated Abell-520 merging cluster, concluding that observational catalogues contain insufficient information to determine the existence of dark-matter self-interactions. Further, these techniques were applied to all public lensing catalogues, recovering the then largest global dark-matter mass-map. The primary methodological contributions of this thesis depend only on posterior log-concavity, paving the way towards a, potentially revolutionary, complete hybridisation with artificial intelligence techniques. These next-generation techniques are the first to operate over the full 3-dimensional ball, laying the foundations for statistically principled universal dark-matter cartography, and the cosmological insights such advances may provide

Structures in High-Dimensional Data: Intrinsic Dimension and Cluster Analysis

With today's improved measurement and data storing technologies it has become common to collect data in search for hypotheses instead of for testing hypotheses---to do exploratory data analysis. Finding patterns and structures in data is the main goal. This thesis deals with two kinds of structures that can convey relationships between different parts of data in a high-dimensional space: manifolds and clusters. They are in a way opposites of each other: a manifold structure shows that it is plausible to connect two distant points through the manifold, a clustering shows that it is plausible to separate two nearby points by assigning them to different clusters. But clusters and manifolds can also be the same: each cluster can be a manifold of its own.The first paper in this thesis concerns one specific aspect of a manifold structure, namely its dimension, also called the intrinsic dimension of the data. A novel estimator of intrinsic dimension, taking advantage of ``the curse of dimensionality'', is proposed and evaluated. It is shown that it has in general less bias than estimators from the literature and can therefore better distinguish manifolds with different dimensions.The second and third paper in this thesis concern cluster analysis of data generated by flow cytometry---a high-throughput single-cell measurement technology. In this area, clustering is performed routinely by manual assignment of data in two-dimensional plots, to identify cell populations. It is a tedious and subjective task, especially since data often has four, eight, twelve or even more dimensions, and the analysts need to decide which two dimensions to look at together, and in which order.In the second paper of the thesis a new pipeline for automated cell population identification is proposed, which can process multiple flow cytometry samples in parallel using a hierarchical model that shares information between the clusterings of the samples, thus making corresponding clusters in different samples similar while allowing for variation in cluster location and shape.In the third and final paper of the thesis, statistical tests for unimodality are investigated as a tool for quality control of automated cell population identification algorithms. It is shown that the different tests have different interpretations of unimodality and thus accept different kinds of clusters as sufficiently close to unimodal

Vehicular Position Tracking Using LTE Signals

This paper proposes and validates, in the field, an approach for position tracking that is based on Long-Term Evolution (LTE) downlink signal measurements. A setup for real data live gathering is used to collect LTE signals while driving a car in the town of Rapperswil, Switzerland. The collected data are then processed to extract the received LTE cell-specific reference signals (CRSs), which are exploited for estimating pseudoranges. More precisely, the pseudoranges are evaluated by using the \u201cESPRIT and Kalman Filter for Time-of-Arrival Tracking\u201d (EKAT) algorithm and by taking advantage of signal combining in the time, frequency, spatial, and cell ID domains. Finally, the pseudoranges are corrected for base station's clock bias and drift, which are previously estimated, and are used in a positioning filter. The obtained results demonstrate the feasibility of a position tracking system based on the reception of LTE downlink signals