Kullback-Leibler aggregation and misspecified generalized linear models

In a regression setup with deterministic design, we study the pure aggregation problem and introduce a natural extension from the Gaussian distribution to distributions in the exponential family. While this extension bears strong connections with generalized linear models, it does not require identifiability of the parameter or even that the model on the systematic component is true. It is shown that this problem can be solved by constrained and/or penalized likelihood maximization and we derive sharp oracle inequalities that hold both in expectation and with high probability. Finally all the bounds are proved to be optimal in a minimax sense.Comment: Published in at http://dx.doi.org/10.1214/11-AOS961 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Bregman Voronoi Diagrams: Properties, Algorithms and Applications

The Voronoi diagram of a finite set of objects is a fundamental geometric structure that subdivides the embedding space into regions, each region consisting of the points that are closer to a given object than to the others. We may define many variants of Voronoi diagrams depending on the class of objects, the distance functions and the embedding space. In this paper, we investigate a framework for defining and building Voronoi diagrams for a broad class of distance functions called Bregman divergences. Bregman divergences include not only the traditional (squared) Euclidean distance but also various divergence measures based on entropic functions. Accordingly, Bregman Voronoi diagrams allow to define information-theoretic Voronoi diagrams in statistical parametric spaces based on the relative entropy of distributions. We define several types of Bregman diagrams, establish correspondences between those diagrams (using the Legendre transformation), and show how to compute them efficiently. We also introduce extensions of these diagrams, e.g. k-order and k-bag Bregman Voronoi diagrams, and introduce Bregman triangulations of a set of points and their connexion with Bregman Voronoi diagrams. We show that these triangulations capture many of the properties of the celebrated Delaunay triangulation. Finally, we give some applications of Bregman Voronoi diagrams which are of interest in the context of computational geometry and machine learning.Comment: Extend the proceedings abstract of SODA 2007 (46 pages, 15 figures

Quantifying tensions in cosmological parameters: Interpreting the DES evidence ratio

We provide a new interpretation for the Bayes factor combination used in the Dark Energy Survey (DES) first year analysis to quantify the tension between the DES and Planck datasets. The ratio quantifies a Bayesian confidence in our ability to combine the datasets. This interpretation is prior-dependent, with wider prior widths boosting the confidence. We therefore propose that if there are any reasonable priors which reduce the confidence to below unity, then we cannot assert that the datasets are compatible. Computing the evidence ratios for the DES first year analysis and Planck, given that narrower priors drop the confidence to below unity, we conclude that DES and Planck are, in a Bayesian sense, incompatible under LCDM. Additionally we compute ratios which confirm the consensus that measurements of the acoustic scale by the Baryon Oscillation Spectroscopic Survey (SDSS) are compatible with Planck, whilst direct measurements of the acceleration rate of the Universe by the SHOES collaboration are not. We propose a modification to the Bayes ratio which removes the prior dependency using Kullback-Leibler divergences, and using this statistical test find Planck in strong tension with SHOES, in moderate tension with DES, and in no tension with SDSS. We propose this statistic as the optimal way to compare datasets, ahead of the next DES data releases, as well as future surveys. Finally, as an element of these calculations, we introduce in a cosmological setting the Bayesian model dimensionality, which is a parameterisation-independent measure of the number of parameters that a given dataset constrains.Comment: 16 pages, 9 figures. v2 & v3: updates post peer-review. v4: typographical correction to the reported errors in the log S column of Table II. v5: typographical correction to equation 2

Exploring Human Vision Driven Features for Pedestrian Detection

Motivated by the center-surround mechanism in the human visual attention system, we propose to use average contrast maps for the challenge of pedestrian detection in street scenes due to the observation that pedestrians indeed exhibit discriminative contrast texture. Our main contributions are first to design a local, statistical multi-channel descriptorin order to incorporate both color and gradient information. Second, we introduce a multi-direction and multi-scale contrast scheme based on grid-cells in order to integrate expressive local variations. Contributing to the issue of selecting most discriminative features for assessing and classification, we perform extensive comparisons w.r.t. statistical descriptors, contrast measurements, and scale structures. This way, we obtain reasonable results under various configurations. Empirical findings from applying our optimized detector on the INRIA and Caltech pedestrian datasets show that our features yield state-of-the-art performance in pedestrian detection.Comment: Accepted for publication in IEEE Transactions on Circuits and Systems for Video Technology (TCSVT