Approximate Inference in Continuous Determinantal Point Processes

Determinantal point processes (DPPs) are random point processes well-suited for modeling repulsion. In machine learning, the focus of DPP-based models has been on diverse subset selection from a discrete and finite base set. This discrete setting admits an efficient sampling algorithm based on the eigendecomposition of the defining kernel matrix. Recently, there has been growing interest in using DPPs defined on continuous spaces. While the discrete-DPP sampler extends formally to the continuous case, computationally, the steps required are not tractable in general. In this paper, we present two efficient DPP sampling schemes that apply to a wide range of kernel functions: one based on low rank approximations via Nystrom and random Fourier feature techniques and another based on Gibbs sampling. We demonstrate the utility of continuous DPPs in repulsive mixture modeling and synthesizing human poses spanning activity spaces

Many-core compiler fuzzing

We address the compiler correctness problem for many-core systems through novel applications of fuzz testing to OpenCL compilers. Focusing on two methods from prior work, random differential testing and testing via equivalence modulo inputs (EMI), we present several strategies for random generation of deterministic, communicating OpenCL kernels, and an injection mechanism that allows EMI testing to be applied to kernels that otherwise exhibit little or no dynamically-dead code. We use these methods to conduct a large, controlled testing campaign with respect to 21 OpenCL (device, compiler) configurations, covering a range of CPU, GPU, accelerator, FPGA and emulator implementations. Our study provides independent validation of claims in prior work related to the effectiveness of random differential testing and EMI testing, proposes novel methods for lifting these techniques to the many-core setting and reveals a significant number of OpenCL compiler bugs in commercial implementations

Unbiased and Consistent Nested Sampling via Sequential Monte Carlo

We introduce a new class of sequential Monte Carlo methods called Nested Sampling via Sequential Monte Carlo (NS-SMC), which reframes the Nested Sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. This new framework allows convergence results to be obtained in the setting when Markov chain Monte Carlo (MCMC) is used to produce new samples. An additional benefit is that marginal likelihood estimates are unbiased. In contrast to NS, the analysis of NS-SMC does not require the (unrealistic) assumption that the simulated samples be independent. As the original NS algorithm is a special case of NS-SMC, this provides insights as to why NS seems to produce accurate estimates despite a typical violation of its assumptions. For applications of NS-SMC, we give advice on tuning MCMC kernels in an automated manner via a preliminary pilot run, and present a new method for appropriately choosing the number of MCMC repeats at each iteration. Finally, a numerical study is conducted where the performance of NS-SMC and temperature-annealed SMC is compared on several challenging and realistic problems. MATLAB code for our experiments is made available at https://github.com/LeahPrice/SMC-NS .Comment: 45 pages, some minor typographical errors fixed since last versio

Robust sparse image reconstruction of radio interferometric observations with purify

Next-generation radio interferometers, such as the Square Kilometre Array (SKA), will revolutionise our understanding of the universe through their unprecedented sensitivity and resolution. However, to realise these goals significant challenges in image and data processing need to be overcome. The standard methods in radio interferometry for reconstructing images, such as CLEAN, have served the community well over the last few decades and have survived largely because they are pragmatic. However, they produce reconstructed inter\-ferometric images that are limited in quality and scalability for big data. In this work we apply and evaluate alternative interferometric reconstruction methods that make use of state-of-the-art sparse image reconstruction algorithms motivated by compressive sensing, which have been implemented in the PURIFY software package. In particular, we implement and apply the proximal alternating direction method of multipliers (P-ADMM) algorithm presented in a recent article. First, we assess the impact of the interpolation kernel used to perform gridding and degridding on sparse image reconstruction. We find that the Kaiser-Bessel interpolation kernel performs as well as prolate spheroidal wave functions, while providing a computational saving and an analytic form. Second, we apply PURIFY to real interferometric observations from the Very Large Array (VLA) and the Australia Telescope Compact Array (ATCA) and find images recovered by PURIFY are higher quality than those recovered by CLEAN. Third, we discuss how PURIFY reconstructions exhibit additional advantages over those recovered by CLEAN. The latest version of PURIFY, with developments presented in this work, is made publicly available.Comment: 22 pages, 10 figures, PURIFY code available at http://basp-group.github.io/purif

Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments

The Gaussian process is a standard tool for building emulators for both deterministic and stochastic computer experiments. However, application of Gaussian process models is greatly limited in practice, particularly for large-scale and many-input computer experiments that have become typical. We propose a multi-resolution functional ANOVA model as a computationally feasible emulation alternative. More generally, this model can be used for large-scale and many-input non-linear regression problems. An overlapping group lasso approach is used for estimation, ensuring computational feasibility in a large-scale and many-input setting. New results on consistency and inference for the (potentially overlapping) group lasso in a high-dimensional setting are developed and applied to the proposed multi-resolution functional ANOVA model. Importantly, these results allow us to quantify the uncertainty in our predictions. Numerical examples demonstrate that the proposed model enjoys marked computational advantages. Data capabilities, both in terms of sample size and dimension, meet or exceed best available emulation tools while meeting or exceeding emulation accuracy