Statistical mechanics approaches to optimization and inference

Nowadays, typical methodologies employed in statistical physics are successfully applied to a huge set of problems arising from different research fields. In this thesis I will propose several statistical mechanics based models able to deal with two types of problems: optimization and inference problems. The intrinsic difficulty that characterizes both problems is that, due to the hard combinatorial nature of optimization and inference, finding exact solutions would require hard and impractical computations. In fact, the time needed to perform these calculations, in almost all cases, scales exponentially with respect to relevant parameters of the system and thus cannot be accomplished in practice. As combinatorial optimization addresses the problem of finding a fair configuration of variables able to minimize/maximize an objective function, inference seeks a posteriori the most fair assignment of a set of variables given a partial knowledge of the system. These two problems can be re-phrased in a statistical mechanics framework where elementary components of a physical system interact according to the constraints of the original problem. The information at our disposal can be encoded in the Boltzmann distribution of the new variables which, if properly investigated, can provide the solutions to the original problems. As a consequence, the methodologies originally adopted in statistical mechanics to study and, eventually, approximate the Boltzmann distribution can be fruitfully applied for solving inference and optimization problems. The structure of the thesis follows the path covered during the three years of my Ph.D. At first, I will propose a set of combinatorial optimization problems on graphs, the Prize collecting and the Packing of Steiner trees problems. The tools used to face these hard problems rely on the zero-temperature implementation of the Belief Propagation algorithm, called Max Sum algorithm. The second set of problems proposed in this thesis falls under the name of linear estimation problems. One of them, the compressed sensing problem, will guide us in the modelling of these problems within a Bayesian framework along with the introduction of a powerful algorithm known as Expectation Propagation or Expectation Consistent in statistical physics. I will propose a similar approach to other challenging problems: the inference of metabolic fluxes, the inverse problem of the electro-encephalography and the reconstruction of tomographic images

The causal foundations of applied probability and statistics

Statistical science (as opposed to mathematical statistics) involves far more than probability theory, for it requires realistic causal models of data generators - even for purely descriptive goals. Statistical decision theory requires more causality: Rational decisions are actions taken to minimize costs while maximizing benefits, and thus require explication of causes of loss and gain. Competent statistical practice thus integrates logic, context, and probability into scientific inference and decision using narratives filled with causality. This reality was seen and accounted for intuitively by the founders of modern statistics, but was not well recognized in the ensuing statistical theory (which focused instead on the causally inert properties of probability measures). Nonetheless, both statistical foundations and basic statistics can and should be taught using formal causal models. The causal view of statistical science fits within a broader information-processing framework which illuminates and unifies frequentist, Bayesian, and related probability-based foundations of statistics. Causality theory can thus be seen as a key component connecting computation to contextual information, not extra-statistical but instead essential for sound statistical training and applications.Comment: 22 pages; in press for Dechter, R., Halpern, J., and Geffner, H., eds. Probabilistic and Causal Inference: The Works of Judea Pearl. ACM book

GAMBIT: the global and modular beyond-the-standard-model inference tool

We describe the open-source global fitting package GAMBIT: the Global And Modular Beyond-the-Standard-Model Inference Tool. GAMBIT combines extensive calculations of observables and likelihoods in particle and astroparticle physics with a hierarchical model database, advanced tools for automatically building analyses of essentially any model, a flexible and powerful system for interfacing to external codes, a suite of different statistical methods and parameter scanning algorithms, and a host of other utilities designed to make scans faster, safer and more easily-extendible than in the past. Here we give a detailed description of the framework, its design and motivation, and the current models and other specific components presently implemented in GAMBIT. Accompanying papers deal with individual modules and present first GAMBIT results. GAMBIT can be downloaded from gambit.hepforge.org

Facial feature localization using highly flexible yet sufficiently strict shape models

textAccurate and efficient localization of facial features is a crucial first step in many face-related computer vision tasks. Some of these tasks include, but not limited to: identity recognition, expression recognition, and head-pose estimation. Most effort in the field has been exerted towards developing better ways of modeling prior appearance knowledge and image observations. Modeling prior shape knowledge, on the other hand, has not been explored as much. In this dissertation I primarily focus on the limitations of the existing methods in terms of modeling the prior shape knowledge. I first introduce a new pose-constrained shape model. I describe my shape model as being "highly flexible yet sufficiently strict". Existing pose-constrained shape models are either too strict, and have questionable generalization power, or they are too loose, and have questionable localization accuracies. My model tries to find a good middle-ground by learning which shape constraints are more "informative" and should be kept, and which ones are not-so-important and may be omitted. I build my pose-constrained facial feature localization approach on this new shape model using a probabilistic graphical model framework. Within this framework, observed and unobserved variables are defined as the local image observations, and the feature locations, respectively. Feature localization, or "probabilistic inference", is then achieved by nonparametric belief propagation. I show that this approach outperforms other popular pose-constrained methods through qualitative and quantitative experiments. Next, I expand my pose-constrained localization approach to unconstrained setting using a multi-model strategy. While doing so, once again I identify and address the two key limitations of existing multi-model methods: 1) semantically and manually defining the models or "guiding" their generation, and 2) not having efficient and effective model selection strategies. First, I introduce an approach based on unsupervised clustering where the models are automatically learned from training data. Then, I complement this approach with an efficient and effective model selection strategy, which is based on a multi-class naive Bayesian classifier. This way, my method can have many more models, each with a higher level of expressive power, and consequently, provides a more effective partitioning of the face image space. This approach is validated through extensive experiments and comparisons with state-of-the-art methods on state-of-the-art datasets. In the last part of this dissertation I discuss a particular application of the previously introduced techniques; facial feature localization in unconstrained videos. I improve the frame-by-frame localization results, by estimating the actual head-movement from a sequence of noisy head-pose estimates, and then using this information for detecting and fixing the localization failures.Electrical and Computer Engineerin

Online Stochastic Matching with Edge Arrivals

Online bipartite matching with edge arrivals remained a major open question for a long time until a recent negative result by Gamlath et al., who showed that no online policy is better than the straightforward greedy algorithm, i.e., no online algorithm has a worst-case competitive ratio better than 0.5. In this work, we consider the bipartite matching problem with edge arrivals in a natural stochastic framework, i.e., Bayesian setting where each edge of the graph is independently realized according to a known probability distribution. We focus on a natural class of prune & greedy online policies motivated by practical considerations from a multitude of online matching platforms. Any prune & greedy algorithm consists of two stages: first, it decreases the probabilities of some edges in the stochastic instance and then runs greedy algorithm on the pruned graph. We propose prune & greedy algorithms that are 0.552-competitive on the instances that can be pruned to a 2-regular stochastic bipartite graph, and 0.503-competitive on arbitrary stochastic bipartite graphs. The algorithms and our analysis significantly deviate from the prior work. We first obtain analytically manageable lower bound on the size of the matching, which leads to a non-linear optimization problem. We further reduce this problem to a continuous optimization with a constant number of parameters that can be solved using standard software tools

Approximate inference on graphical models: message-passing, loop-corrected methods and applications

L'abstract è presente nell'allegato / the abstract is in the attachmen