17,508 research outputs found
Bayesian Pose Graph Optimization via Bingham Distributions and Tempered Geodesic MCMC
We introduce Tempered Geodesic Markov Chain Monte Carlo (TG-MCMC) algorithm
for initializing pose graph optimization problems, arising in various scenarios
such as SFM (structure from motion) or SLAM (simultaneous localization and
mapping). TG-MCMC is first of its kind as it unites asymptotically global
non-convex optimization on the spherical manifold of quaternions with posterior
sampling, in order to provide both reliable initial poses and uncertainty
estimates that are informative about the quality of individual solutions. We
devise rigorous theoretical convergence guarantees for our method and
extensively evaluate it on synthetic and real benchmark datasets. Besides its
elegance in formulation and theory, we show that our method is robust to
missing data, noise and the estimated uncertainties capture intuitive
properties of the data.Comment: Published at NeurIPS 2018, 25 pages with supplement
On the inverse problem of source reconstruction from coherence measurements
We consider an inverse source problem for partially coherent light
propagating in the Fresnel regime. The data is the coherence of the field
measured away from the source. The reconstruction is based on a minimum residue
formulation, which uses the authors' recent closed-form approximation formula
for the coherence of the propagated field. The developed algorithms require a
small data sample for convergence and yield stable inversion by exploiting
information in the coherence as opposed to intensity-only measurements.
Examples with both simulated and experimental data demonstrate the ability of
the proposed approach to simultaneously recover complex sources in different
planes transverse to the direction of propagation
PASS-GLM: polynomial approximate sufficient statistics for scalable Bayesian GLM inference
Generalized linear models (GLMs) -- such as logistic regression, Poisson
regression, and robust regression -- provide interpretable models for diverse
data types. Probabilistic approaches, particularly Bayesian ones, allow
coherent estimates of uncertainty, incorporation of prior information, and
sharing of power across experiments via hierarchical models. In practice,
however, the approximate Bayesian methods necessary for inference have either
failed to scale to large data sets or failed to provide theoretical guarantees
on the quality of inference. We propose a new approach based on constructing
polynomial approximate sufficient statistics for GLMs (PASS-GLM). We
demonstrate that our method admits a simple algorithm as well as trivial
streaming and distributed extensions that do not compound error across
computations. We provide theoretical guarantees on the quality of point (MAP)
estimates, the approximate posterior, and posterior mean and uncertainty
estimates. We validate our approach empirically in the case of logistic
regression using a quadratic approximation and show competitive performance
with stochastic gradient descent, MCMC, and the Laplace approximation in terms
of speed and multiple measures of accuracy -- including on an advertising data
set with 40 million data points and 20,000 covariates.Comment: In Proceedings of the 31st Annual Conference on Neural Information
Processing Systems (NIPS 2017). v3: corrected typos in Appendix
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