Monte Carlo optimization of decentralized estimation networks over directed acyclic graphs under communication constraints

Motivated by the vision of sensor networks, we consider decentralized estimation networks over bandwidth–limited communication links, and are particularly interested in the tradeoff between the estimation accuracy and the cost of communications due to, e.g., energy consumption. We employ a class of in–network processing strategies that admits directed acyclic graph representations and yields a tractable Bayesian risk that comprises the cost of communications and estimation error penalty. This perspective captures a broad range of possibilities for processing under network constraints and enables a rigorous design problem in the form of constrained optimization. A similar scheme and the structures exhibited by the solutions have been previously studied in the context of decentralized detection. Under reasonable assumptions, the optimization can be carried out in a message passing fashion. We adopt this framework for estimation, however, the corresponding optimization scheme involves integral operators that cannot be evaluated exactly in general. We develop an approximation framework using Monte Carlo methods and obtain particle representations and approximate computational schemes for both the in–network processing strategies and their optimization. The proposed Monte Carlo optimization procedure operates in a scalable and efficient fashion and, owing to the non-parametric nature, can produce results for any distributions provided that samples can be produced from the marginals. In addition, this approach exhibits graceful degradation of the estimation accuracy asymptotically as the communication becomes more costly, through a parameterized Bayesian risk

The Neural Particle Filter

The robust estimation of dynamically changing features, such as the position of prey, is one of the hallmarks of perception. On an abstract, algorithmic level, nonlinear Bayesian filtering, i.e. the estimation of temporally changing signals based on the history of observations, provides a mathematical framework for dynamic perception in real time. Since the general, nonlinear filtering problem is analytically intractable, particle filters are considered among the most powerful approaches to approximating the solution numerically. Yet, these algorithms prevalently rely on importance weights, and thus it remains an unresolved question how the brain could implement such an inference strategy with a neuronal population. Here, we propose the Neural Particle Filter (NPF), a weight-less particle filter that can be interpreted as the neuronal dynamics of a recurrently connected neural network that receives feed-forward input from sensory neurons and represents the posterior probability distribution in terms of samples. Specifically, this algorithm bridges the gap between the computational task of online state estimation and an implementation that allows networks of neurons in the brain to perform nonlinear Bayesian filtering. The model captures not only the properties of temporal and multisensory integration according to Bayesian statistics, but also allows online learning with a maximum likelihood approach. With an example from multisensory integration, we demonstrate that the numerical performance of the model is adequate to account for both filtering and identification problems. Due to the weightless approach, our algorithm alleviates the 'curse of dimensionality' and thus outperforms conventional, weighted particle filters in higher dimensions for a limited number of particles

Automatic Bayesian Density Analysis

Making sense of a dataset in an automatic and unsupervised fashion is a challenging problem in statistics and AI. Classical approaches for {exploratory data analysis} are usually not flexible enough to deal with the uncertainty inherent to real-world data: they are often restricted to fixed latent interaction models and homogeneous likelihoods; they are sensitive to missing, corrupt and anomalous data; moreover, their expressiveness generally comes at the price of intractable inference. As a result, supervision from statisticians is usually needed to find the right model for the data. However, since domain experts are not necessarily also experts in statistics, we propose Automatic Bayesian Density Analysis (ABDA) to make exploratory data analysis accessible at large. Specifically, ABDA allows for automatic and efficient missing value estimation, statistical data type and likelihood discovery, anomaly detection and dependency structure mining, on top of providing accurate density estimation. Extensive empirical evidence shows that ABDA is a suitable tool for automatic exploratory analysis of mixed continuous and discrete tabular data.Comment: In proceedings of the Thirty-Third AAAI Conference on Artificial Intelligence (AAAI-19