Bayesian Reconstruction of Missing Observations

We focus on an interpolation method referred to Bayesian reconstruction in this paper. Whereas in standard interpolation methods missing data are interpolated deterministically, in Bayesian reconstruction, missing data are interpolated probabilistically using a Bayesian treatment. In this paper, we address the framework of Bayesian reconstruction and its application to the traffic data reconstruction problem in the field of traffic engineering. In the latter part of this paper, we describe the evaluation of the statistical performance of our Bayesian traffic reconstruction model using a statistical mechanical approach and clarify its statistical behavior

Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data

While nonlinear stochastic partial differential equations arise naturally in spatiotemporal modeling, inference for such systems often faces two major challenges: sparse noisy data and ill-posedness of the inverse problem of parameter estimation. To overcome the challenges, we introduce a strongly regularized posterior by normalizing the likelihood and by imposing physical constraints through priors of the parameters and states. We investigate joint parameter-state estimation by the regularized posterior in a physically motivated nonlinear stochastic energy balance model (SEBM) for paleoclimate reconstruction. The high-dimensional posterior is sampled by a particle Gibbs sampler that combines MCMC with an optimal particle filter exploiting the structure of the SEBM. In tests using either Gaussian or uniform priors based on the physical range of parameters, the regularized posteriors overcome the ill-posedness and lead to samples within physical ranges, quantifying the uncertainty in estimation. Due to the ill-posedness and the regularization, the posterior of parameters presents a relatively large uncertainty, and consequently, the maximum of the posterior, which is the minimizer in a variational approach, can have a large variation. In contrast, the posterior of states generally concentrates near the truth, substantially filtering out observation noise and reducing uncertainty in the unconstrained SEBM

Conditional Random Field Autoencoders for Unsupervised Structured Prediction

We introduce a framework for unsupervised learning of structured predictors with overlapping, global features. Each input's latent representation is predicted conditional on the observable data using a feature-rich conditional random field. Then a reconstruction of the input is (re)generated, conditional on the latent structure, using models for which maximum likelihood estimation has a closed-form. Our autoencoder formulation enables efficient learning without making unrealistic independence assumptions or restricting the kinds of features that can be used. We illustrate insightful connections to traditional autoencoders, posterior regularization and multi-view learning. We show competitive results with instantiations of the model for two canonical NLP tasks: part-of-speech induction and bitext word alignment, and show that training our model can be substantially more efficient than comparable feature-rich baselines

Predicting trend reversals using market instantaneous state

Collective behaviours taking place in financial markets reveal strongly correlated states especially during a crisis period. A natural hypothesis is that trend reversals are also driven by mutual influences between the different stock exchanges. Using a maximum entropy approach, we find coordinated behaviour during trend reversals dominated by the pairwise component. In particular, these events are predicted with high significant accuracy by the ensemble's instantaneous state.Comment: 18 pages, 15 figure

Scanner Invariant Representations for Diffusion MRI Harmonization

Purpose: In the present work we describe the correction of diffusion-weighted MRI for site and scanner biases using a novel method based on invariant representation. Theory and Methods: Pooled imaging data from multiple sources are subject to variation between the sources. Correcting for these biases has become very important as imaging studies increase in size and multi-site cases become more common. We propose learning an intermediate representation invariant to site/protocol variables, a technique adapted from information theory-based algorithmic fairness; by leveraging the data processing inequality, such a representation can then be used to create an image reconstruction that is uninformative of its original source, yet still faithful to underlying structures. To implement this, we use a deep learning method based on variational auto-encoders (VAE) to construct scanner invariant encodings of the imaging data. Results: To evaluate our method, we use training data from the 2018 MICCAI Computational Diffusion MRI (CDMRI) Challenge Harmonization dataset. Our proposed method shows improvements on independent test data relative to a recently published baseline method on each subtask, mapping data from three different scanning contexts to and from one separate target scanning context. Conclusion: As imaging studies continue to grow, the use of pooled multi-site imaging will similarly increase. Invariant representation presents a strong candidate for the harmonization of these data

An Empirical Study of Stochastic Variational Algorithms for the Beta Bernoulli Process

Stochastic variational inference (SVI) is emerging as the most promising candidate for scaling inference in Bayesian probabilistic models to large datasets. However, the performance of these methods has been assessed primarily in the context of Bayesian topic models, particularly latent Dirichlet allocation (LDA). Deriving several new algorithms, and using synthetic, image and genomic datasets, we investigate whether the understanding gleaned from LDA applies in the setting of sparse latent factor models, specifically beta process factor analysis (BPFA). We demonstrate that the big picture is consistent: using Gibbs sampling within SVI to maintain certain posterior dependencies is extremely effective. However, we find that different posterior dependencies are important in BPFA relative to LDA. Particularly, approximations able to model intra-local variable dependence perform best.Comment: ICML, 12 pages. Volume 37: Proceedings of The 32nd International Conference on Machine Learning, 201

One-bit Distributed Sensing and Coding for Field Estimation in Sensor Networks

This paper formulates and studies a general distributed field reconstruction problem using a dense network of noisy one-bit randomized scalar quantizers in the presence of additive observation noise of unknown distribution. A constructive quantization, coding, and field reconstruction scheme is developed and an upper-bound to the associated mean squared error (MSE) at any point and any snapshot is derived in terms of the local spatio-temporal smoothness properties of the underlying field. It is shown that when the noise, sensor placement pattern, and the sensor schedule satisfy certain weak technical requirements, it is possible to drive the MSE to zero with increasing sensor density at points of field continuity while ensuring that the per-sensor bitrate and sensing-related network overhead rate simultaneously go to zero. The proposed scheme achieves the order-optimal MSE versus sensor density scaling behavior for the class of spatially constant spatio-temporal fields.Comment: Fixed typos, otherwise same as V2. 27 pages (in one column review format), 4 figures. Submitted to IEEE Transactions on Signal Processing. Current version is updated for journal submission: revised author list, modified formulation and framework. Previous version appeared in Proceedings of Allerton Conference On Communication, Control, and Computing 200