Low-rank matrix estimation in multi-response regression with measurement errors: Statistical and computational guarantees

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm regularizer is proposed to estimate the matrix parameter. Then under the (near) low-rank assumption, we analyse statistical and computational theoretical properties of global solutions of the nonconvex regularized estimator from a general point of view. In the statistical aspect, we establish the nonasymptotic recovery bound for any global solution of the nonconvex estimator, under restricted strong convexity on the loss function. In the computational aspect, we solve the nonconvex optimization problem via the proximal gradient method. The algorithm is proved to converge to a near-global solution and achieve a linear convergence rate. In addition, we also verify sufficient conditions for the general results to be held, in order to obtain probabilistic consequences for specific types of measurement errors, including the additive noise and missing data. Finally, theoretical consequences are demonstrated by several numerical experiments on corrupted errors-in-variables multi-response regression models. Simulation results reveal excellent consistency with our theory under high-dimensional scaling

Discriminative conditional restricted Boltzmann machine for discrete choice and latent variable modelling

Conventional methods of estimating latent behaviour generally use attitudinal questions which are subjective and these survey questions may not always be available. We hypothesize that an alternative approach can be used for latent variable estimation through an undirected graphical models. For instance, non-parametric artificial neural networks. In this study, we explore the use of generative non-parametric modelling methods to estimate latent variables from prior choice distribution without the conventional use of measurement indicators. A restricted Boltzmann machine is used to represent latent behaviour factors by analyzing the relationship information between the observed choices and explanatory variables. The algorithm is adapted for latent behaviour analysis in discrete choice scenario and we use a graphical approach to evaluate and understand the semantic meaning from estimated parameter vector values. We illustrate our methodology on a financial instrument choice dataset and perform statistical analysis on parameter sensitivity and stability. Our findings show that through non-parametric statistical tests, we can extract useful latent information on the behaviour of latent constructs through machine learning methods and present strong and significant influence on the choice process. Furthermore, our modelling framework shows robustness in input variability through sampling and validation

Towards Visual Ego-motion Learning in Robots

Many model-based Visual Odometry (VO) algorithms have been proposed in the past decade, often restricted to the type of camera optics, or the underlying motion manifold observed. We envision robots to be able to learn and perform these tasks, in a minimally supervised setting, as they gain more experience. To this end, we propose a fully trainable solution to visual ego-motion estimation for varied camera optics. We propose a visual ego-motion learning architecture that maps observed optical flow vectors to an ego-motion density estimate via a Mixture Density Network (MDN). By modeling the architecture as a Conditional Variational Autoencoder (C-VAE), our model is able to provide introspective reasoning and prediction for ego-motion induced scene-flow. Additionally, our proposed model is especially amenable to bootstrapped ego-motion learning in robots where the supervision in ego-motion estimation for a particular camera sensor can be obtained from standard navigation-based sensor fusion strategies (GPS/INS and wheel-odometry fusion). Through experiments, we show the utility of our proposed approach in enabling the concept of self-supervised learning for visual ego-motion estimation in autonomous robots.Comment: Conference paper; Submitted to IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS) 2017, Vancouver CA; 8 pages, 8 figures, 2 table

New important developments in small area estimation

The purpose of this paper is to review and discuss some of the new important developments in small area estimation (SAE) methods. Rao (2003) wrote a very comprehensive book, which covers all the main developments in this topic until that time and so the focus of this review is on new developments in the last 7 years. However, to make the review more self contained, I also repeat shortly some of the older developments. The review covers both design based and model-dependent methods with emphasis on the prediction of the area target quantities and the assessment of the prediction error. The style of the paper is similar to the style of my previous review on SAE published in 2002, explaining the new problems investigated and describing the proposed solutions, but without dwelling on theoretical details, which can be found in the original articles. I am hoping that this paper will be useful both to researchers who like to learn more on the research carried out in SAE and to practitioners who might be interested in the application of the new methods