High-Dimensional Bayesian Geostatistics

With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and time points. Over the last decade, hierarchical spatiotemporal process models have become widely deployed statistical tools for researchers to better understand the complex nature of spatial and temporal variability. However, fitting hierarchical spatiotemporal models often involves expensive matrix computations with complexity increasing in cubic order for the number of spatial locations and temporal points. This renders such models unfeasible for large data sets. This article offers a focused review of two methods for constructing well-defined highly scalable spatiotemporal stochastic processes. Both these processes can be used as "priors" for spatiotemporal random fields. The first approach constructs a low-rank process operating on a lower-dimensional subspace. The second approach constructs a Nearest-Neighbor Gaussian Process (NNGP) that ensures sparse precision matrices for its finite realizations. Both processes can be exploited as a scalable prior embedded within a rich hierarchical modeling framework to deliver full Bayesian inference. These approaches can be described as model-based solutions for big spatiotemporal datasets. The models ensure that the algorithmic complexity has $\sim n$ floating point operations (flops), where $n$ the number of spatial locations (per iteration). We compare these methods and provide some insight into their methodological underpinnings

Going Deeper into Action Recognition: A Survey

Understanding human actions in visual data is tied to advances in complementary research areas including object recognition, human dynamics, domain adaptation and semantic segmentation. Over the last decade, human action analysis evolved from earlier schemes that are often limited to controlled environments to nowadays advanced solutions that can learn from millions of videos and apply to almost all daily activities. Given the broad range of applications from video surveillance to human-computer interaction, scientific milestones in action recognition are achieved more rapidly, eventually leading to the demise of what used to be good in a short time. This motivated us to provide a comprehensive review of the notable steps taken towards recognizing human actions. To this end, we start our discussion with the pioneering methods that use handcrafted representations, and then, navigate into the realm of deep learning based approaches. We aim to remain objective throughout this survey, touching upon encouraging improvements as well as inevitable fallbacks, in the hope of raising fresh questions and motivating new research directions for the reader

Ensemble learning of model hyperparameters and spatiotemporal data for calibration of low-cost PM2.5 sensors.

he PM2.5 air quality index (AQI) measurements from government-built supersites are accurate but cannot provide a dense coverage of monitoring areas. Low-cost PM2.5 sensors can be used to deploy a fine-grained internet-of-things (IoT) as a complement to government facilities. Calibration of low-cost sensors by reference to high-accuracy supersites is thus essential. Moreover, the imputation for missing-value in training data may affect the calibration result, the best performance of calibration model requires hyperparameter optimization, and the affecting factors of PM2.5 concentrations such as climate, geographical landscapes and anthropogenic activities are uncertain in spatial and temporal dimensions. In this paper, an ensemble learning for imputation method selection, calibration model hyperparameterization, and spatiotemporal training data composition is proposed. Three government supersites are chosen in central Taiwan for the deployment of low-cost sensors and hourly PM2.5 measurements are collected for 60 days for conducting experiments. Three optimizers, Sobol sequence, Nelder and Meads, and particle swarm optimization (PSO), are compared for evaluating their performances with various versions of ensembles. The best calibration results are obtained by using PSO, and the improvement ratios with respect to R2, RMSE, and NME, are 4.92%, 52.96%, and 56.85%, respectively

Load curve data cleansing and imputation via sparsity and low rank

The smart grid vision is to build an intelligent power network with an unprecedented level of situational awareness and controllability over its services and infrastructure. This paper advocates statistical inference methods to robustify power monitoring tasks against the outlier effects owing to faulty readings and malicious attacks, as well as against missing data due to privacy concerns and communication errors. In this context, a novel load cleansing and imputation scheme is developed leveraging the low intrinsic-dimensionality of spatiotemporal load profiles and the sparse nature of "bad data.'' A robust estimator based on principal components pursuit (PCP) is adopted, which effects a twofold sparsity-promoting regularization through an $\ell_1$-norm of the outliers, and the nuclear norm of the nominal load profiles. Upon recasting the non-separable nuclear norm into a form amenable to decentralized optimization, a distributed (D-) PCP algorithm is developed to carry out the imputation and cleansing tasks using networked devices comprising the so-termed advanced metering infrastructure. If D-PCP converges and a qualification inequality is satisfied, the novel distributed estimator provably attains the performance of its centralized PCP counterpart, which has access to all networkwide data. Computer simulations and tests with real load curve data corroborate the convergence and effectiveness of the novel D-PCP algorithm.Comment: 8 figures, submitted to IEEE Transactions on Smart Grid - Special issue on "Optimization methods and algorithms applied to smart grid