Inference of time-varying regression models

We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate processes. With a two-stage method, the parametric component can be estimated with a $n^{1/2}$-convergence rate. A simulation-assisted hypothesis testing procedure is proposed for testing significance and parameter constancy. We further propose an information criterion that can consistently select the true set of significant predictors. Our method is applied to autoregressive models with time-varying coefficients. Simulation results and a real data application are provided.Comment: Published in at http://dx.doi.org/10.1214/12-AOS1010 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Distinguishing Computer-generated Graphics from Natural Images Based on Sensor Pattern Noise and Deep Learning

Computer-generated graphics (CGs) are images generated by computer software. The~rapid development of computer graphics technologies has made it easier to generate photorealistic computer graphics, and these graphics are quite difficult to distinguish from natural images (NIs) with the naked eye. In this paper, we propose a method based on sensor pattern noise (SPN) and deep learning to distinguish CGs from NIs. Before being fed into our convolutional neural network (CNN)-based model, these images---CGs and NIs---are clipped into image patches. Furthermore, three high-pass filters (HPFs) are used to remove low-frequency signals, which represent the image content. These filters are also used to reveal the residual signal as well as SPN introduced by the digital camera device. Different from the traditional methods of distinguishing CGs from NIs, the proposed method utilizes a five-layer CNN to classify the input image patches. Based on the classification results of the image patches, we deploy a majority vote scheme to obtain the classification results for the full-size images. The~experiments have demonstrated that (1) the proposed method with three HPFs can achieve better results than that with only one HPF or no HPF and that (2) the proposed method with three HPFs achieves 100\% accuracy, although the NIs undergo a JPEG compression with a quality factor of 75.Comment: This paper has been published by Sensors. doi:10.3390/s18041296; Sensors 2018, 18(4), 129

Accelerating and Improving AlphaZero Using Population Based Training

AlphaZero has been very successful in many games. Unfortunately, it still consumes a huge amount of computing resources, the majority of which is spent in self-play. Hyperparameter tuning exacerbates the training cost since each hyperparameter configuration requires its own time to train one run, during which it will generate its own self-play records. As a result, multiple runs are usually needed for different hyperparameter configurations. This paper proposes using population based training (PBT) to help tune hyperparameters dynamically and improve strength during training time. Another significant advantage is that this method requires a single run only, while incurring a small additional time cost, since the time for generating self-play records remains unchanged though the time for optimization is increased following the AlphaZero training algorithm. In our experiments for 9x9 Go, the PBT method is able to achieve a higher win rate for 9x9 Go than the baselines, each with its own hyperparameter configuration and trained individually. For 19x19 Go, with PBT, we are able to obtain improvements in playing strength. Specifically, the PBT agent can obtain up to 74% win rate against ELF OpenGo, an open-source state-of-the-art AlphaZero program using a neural network of a comparable capacity. This is compared to a saturated non-PBT agent, which achieves a win rate of 47% against ELF OpenGo under the same circumstances.Comment: accepted by AAAI2020 as oral presentation. In this version, supplementary materials are adde