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Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints in order to fit the outliers. To overcome this problem, data often needs to be pre-processed to remove outliers, though this is difficult for applications where the data needs to be analysed online. We present an approach to changepoint detection that is robust to the presence of outliers. The idea is to adapt existing penalised cost approaches for detecting changes so that they use loss functions that are less sensitive to outliers. We argue that loss functions that are bounded, such as the classical biweight loss, are particularly suitable -- as we show that only bounded loss functions are robust to arbitrarily extreme outliers. We present an efficient dynamic programming algorithm that can find the optimal segmentation under our penalised cost criteria. Importantly, this algorithm can be used in settings where the data needs to be analysed online. We show that we can consistently estimate the number of changepoints, and accurately estimate their locations, using the biweight loss function. We demonstrate the usefulness of our approach for applications such as analysing well-log data, detecting copy number variation, and detecting tampering of wireless devices.

This paper provides a set of sensitivity analysis and activity identification results for a class of convex functions with a strong geometric structure, that we coined "mirror-stratifiable". These functions are such that there is a bijection between a primal and a dual stratification of the space into partitioning sets, called strata. This pairing is crucial to track the strata that are identifiable by solutions of parametrized optimization problems or by iterates of optimization algorithms. This class of functions encompasses all regularizers routinely used in signal and image processing, machine learning, and statistics. We show that this "mirror-stratifiable" structure enjoys a nice sensitivity theory, allowing us to study stability of solutions of optimization problems to small perturbations, as well as activity identification of first-order proximal splitting-type algorithms. Existing results in the literature typically assume that, under a non-degeneracy condition, the active set associated to a minimizer is stable to small perturbations and is identified in finite time by optimization schemes. In contrast, our results do not require any non-degeneracy assumption: in consequence, the optimal active set is not necessarily stable anymore, but we are able to track precisely the set of identifiable strata.We show that these results have crucial implications when solving challenging ill-posed inverse problems via regularization, a typical scenario where the non-degeneracy condition is not fulfilled. Our theoretical results, illustrated by numerical simulations, allow us to characterize the instability behaviour of the regularized solutions, by locating the set of all low-dimensional strata that can be potentially identified by these solutions.

Foreign policy analysis has been struggling to find ways to measure policy preferences and paradigm shifts in international political systems. This paper presents a novel, potential solution to this challenge, through the application of a neural word embedding (Word2vec) model on a dataset featuring speeches by heads of state or government in the United Nations General Debate. The paper provides three key contributions based on the output of the Word2vec model. First, it presents a set of policy attention indices, synthesizing the semantic proximity of political speeches to specific policy themes. Second, it introduces country-specific semantic centrality indices, based on topological analyses of countries' semantic positions with respect to each other. Third, it tests the hypothesis that there exists a statistical relation between the semantic content of political speeches and UN voting behavior, falsifying it and suggesting that political speeches contain information of different nature then the one behind voting outcomes. The paper concludes with a discussion of the practical use of its results and consequences for foreign policy analysis, public accountability, and transparency.

In this paper we propose a mixture model, SparseMix, for clustering of sparse high dimensional binary data, which connects model-based with centroid-based clustering. Every group is described by a representative and a probability distribution modeling dispersion from this representative. In contrast to classical mixture models based on EM algorithm, SparseMix: -is especially designed for the processing of sparse data, -can be efficiently realized by an on-line Hartigan optimization algorithm, -is able to automatically reduce unnecessary clusters. We perform extensive experimental studies on various types of data, which confirm that SparseMix builds partitions with higher compatibility with reference grouping than related methods. Moreover, constructed representatives often better reveal the internal structure of data.

In this work a novel method to quantify spectral ergodicity for random matrices is presented. The new methodology combines approaches rooted in the metrics of Thirumalai-Mountain (TM) and Kullbach-Leibler (KL) divergence. The method is applied to a general study of deep and recurrent neural networks via the analysis of random matrix ensembles mimicking typical weight matrices of those systems. In particular, we examine circular random matrix ensembles: circular unitary ensemble (CUE), circular orthogonal ensemble (COE), and circular symplectic ensemble (CSE). Eigenvalue spectra and spectral ergodicity are computed for those ensembles as a function of network size. It is observed that as the matrix size increases the level of spectral ergodicity of the ensemble rises, i.e., the eigenvalue spectra obtained for a single realisation at random from the ensemble is closer to the spectra obtained averaging over the whole ensemble. Based on previous results we conjecture that success of deep learning architectures is strongly bound to the concept of spectral ergodicity. The method to compute spectral ergodicity proposed in this work could be used to optimise the size and architecture of deep as well as recurrent neural networks.

End-to-end learning of communications systems is a fascinating novel concept that has so far only been validated by simulations for block-based transmissions. It allows learning of transmitter and receiver implementations as deep neural networks (NNs) that are optimized for an arbitrary differentiable end-to-end performance metric, e.g., block error rate (BLER). In this paper, we demonstrate that over-the-air transmissions are possible: We build, train, and run a complete communications system solely composed of NNs using unsynchronized off-the-shelf software-defined radios (SDRs) and open-source deep learning (DL) software libraries. We extend the existing ideas towards continuous data transmission which eases their current restriction to short block lengths but also entails the issue of receiver synchronization. We overcome this problem by introducing a frame synchronization module based on another NN. A comparison of the BLER performance of the "learned" system with that of a practical baseline shows competitive performance close to 1 dB, even without extensive hyperparameter tuning. We identify several practical challenges of training such a system over actual channels, in particular the missing channel gradient, and propose a two-step learning procedure based on the idea of transfer learning that circumvents this issue.

Numerai is a hedge fund that's using technology to create an unprecedented network effect, and transform the way money is managed. Crowdsourced investment strategies are many and varied, but Numerai crowdsources machine intelligence in a totally unique way by supplying its network of data scientists with encrypted data on which to test their machine learning models, thus removing any bias attached to the application of the algorithms. These models are entered into a monthly tournament and the best ones receive a pay-out. This was previously done using Bitcoin (because it was efficient and more anonymous than PayPal), but more recently Numerai launched its own token, Numeraire (NMR), on Ethereum, the public blockchain which has spawned a multitude of trustless, decentralized applications. The aim of the token was to create more value for Numerai's growing network of scientists, and further align them with the collaborative goals of the project.

Most of us regard self-driving cars, voice assistants, and other artificially intelligent technologies as revolutionary. For the next generation, however, these wonders will have always existed. AI for them will be more than a tool; in many cases, AI will be their co-worker and a ubiquitous part of their lives. If the next generation is to use AI and big data effectively – if they're to understand their inherent limitations, and build even better platforms and intelligent systems -- we need to prepare them now. That will mean some adjustments in elementary education and some major, long-overdue upgrades in computer science instruction at the secondary level.