Integrated Nested Laplace Approximations for Large-Scale Spatial-Temporal Bayesian Modeling

Bayesian inference tasks continue to pose a computational challenge. This especially holds for spatial-temporal modeling where high-dimensional latent parameter spaces are ubiquitous. The methodology of integrated nested Laplace approximations (INLA) provides a framework for performing Bayesian inference applicable to a large subclass of additive Bayesian hierarchical models. In combination with the stochastic partial differential equations (SPDE) approach it gives rise to an efficient method for spatial-temporal modeling. In this work we build on the INLA-SPDE approach, by putting forward a performant distributed memory variant, INLA-DIST, for large-scale applications. To perform the arising computational kernel operations, consisting of Cholesky factorizations, solving linear systems, and selected matrix inversions, we present two numerical solver options, a sparse CPU-based library and a novel blocked GPU-accelerated approach which we propose. We leverage the recurring nonzero block structure in the arising precision (inverse covariance) matrices, which allows us to employ dense subroutines within a sparse setting. Both versions of INLA-DIST are highly scalable, capable of performing inference on models with millions of latent parameters. We demonstrate their accuracy and performance on synthetic as well as real-world climate dataset applications.Comment: 22 pages, 14 figure

Scalable learning for geostatistics and speaker recognition

With improved data acquisition methods, the amount of data that is being collected has increased severalfold. One of the objectives in data collection is to learn useful underlying patterns. In order to work with data at this scale, the methods not only need to be effective with the underlying data, but also have to be scalable to handle larger data collections. This thesis focuses on developing scalable and effective methods targeted towards different domains, geostatistics and speaker recognition in particular. Initially we focus on kernel based learning methods and develop a GPU based parallel framework for this class of problems. An improved numerical algorithm that utilizes the GPU parallelization to further enhance the computational performance of kernel regression is proposed. These methods are then demonstrated on problems arising in geostatistics and speaker recognition. In geostatistics, data is often collected at scattered locations and factors like instrument malfunctioning lead to missing observations. Applications often require the ability interpolate this scattered spatiotemporal data on to a regular grid continuously over time. This problem can be formulated as a regression problem, and one of the most popular geostatistical interpolation techniques, kriging is analogous to a standard kernel method: Gaussian process regression. Kriging is computationally expensive and needs major modifications and accelerations in order to be used practically. The GPU framework developed for kernel methods is extended to kriging and further the GPU's texture memory is better utilized for enhanced computational performance. Speaker recognition deals with the task of verifying a person's identity based on samples of his/her speech - "utterances". This thesis focuses on text-independent framework and three new recognition frameworks were developed for this problem. We proposed a kernelized Renyi distance based similarity scoring for speaker recognition. While its performance is promising, it does not generalize well for limited training data and therefore does not compare well to state-of-the-art recognition systems. These systems compensate for the variability in the speech data due to the message, channel variability, noise and reverberation. State-of-the-art systems model each speaker as a mixture of Gaussians (GMM) and compensate for the variability (termed "nuisance"). We propose a novel discriminative framework using a latent variable technique, partial least squares (PLS), for improved recognition. The kernelized version of this algorithm is used to achieve a state of the art speaker ID system, that shows results competitive with the best systems reported on in NIST's 2010 Speaker Recognition Evaluation