Hyperspectral remote sensing images (HSIs) usually have high spectral resolution and low spatial resolution. Conversely, multispectral images (MSIs) usually have low spectral and high spatial resolutions. The problem of inferring images which combine the high spectral and high spatial resolutions of HSIs and MSIs, respectively, is a data fusion problem that has been the focus of recent active research due to the increasing availability of HSIs and MSIs retrieved from the same geographical area. We formulate this problem as the minimization of a convex objective function containing two quadratic data-fitting terms and an edge-preserving regularizer. The data-fitting terms account for blur, different resolutions, and additive noise. The regularizer, a form of vector Total Variation, promotes piecewise-smooth solutions with discontinuities aligned across the hyperspectral bands. The downsampling operator accounting for the different spatial resolutions, the non-quadratic and non-smooth nature of the regularizer, and the very large size of the HSI to be estimated lead to a hard optimization problem. We deal with these difficulties by exploiting the fact that HSIs generally "live" in a low-dimensional subspace and by tailoring the Split Augmented Lagrangian Shrinkage Algorithm (SALSA), which is an instance of the Alternating Direction Method of Multipliers (ADMM), to this optimization problem, by means of a convenient variable splitting. The spatial blur and the spectral linear operators linked, respectively, with the HSI and MSI acquisition processes are also estimated, and we obtain an effective algorithm that outperforms the state-of-the-art, as illustrated in a series of experiments with simulated and real-life data.

Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving networks is change-point detection, in which we both identify the times at which the large-scale pattern of interactions changes fundamentally and quantify how large and what kind of change occurred. Here, we formalize for the first time the network change-point detection problem within an online probabilistic learning framework and introduce a method that can reliably solve it. This method combines a generalized hierarchical random graph model with a Bayesian hypothesis test to quantitatively determine if, when, and precisely how a change point has occurred. We analyze the detectability of our method using synthetic data with known change points of different types and magnitudes, and show that this method is more accurate than several previously used alternatives. Applied to two high-resolution evolving social networks, this method identifies a sequence of change points that align with known external "shocks" to these networks.

We describe \textit{deep exponential families} (DEFs), a class of latent variable models that are inspired by the hidden structures used in deep neural networks. DEFs capture a hierarchy of dependencies between latent variables, and are easily generalized to many settings through exponential families. We perform inference using recent "black box" variational inference techniques. We then evaluate various DEFs on text and combine multiple DEFs into a model for pairwise recommendation data. In an extensive study, we show that going beyond one layer improves predictions for DEFs. We demonstrate that DEFs find interesting exploratory structure in large data sets, and give better predictive performance than state-of-the-art models.

Topic models, such as Latent Dirichlet Allocation (LDA), posit that documents are drawn from admixtures of distributions over words, known as topics. The inference problem of recovering topics from admixtures, is NP-hard. Assuming separability, a strong assumption, [4] gave the first provable algorithm for inference. For LDA model, [6] gave a provable algorithm using tensor-methods. But [4,6] do not learn topic vectors with bounded $l_1$ error (a natural measure for probability vectors). Our aim is to develop a model which makes intuitive and empirically supported assumptions and to design an algorithm with natural, simple components such as SVD, which provably solves the inference problem for the model with bounded $l_1$ error. A topic in LDA and other models is essentially characterized by a group of co-occurring words. Motivated by this, we introduce topic specific Catchwords, group of words which occur with strictly greater frequency in a topic than any other topic individually and are required to have high frequency together rather than individually. A major contribution of the paper is to show that under this more realistic assumption, which is empirically verified on real corpora, a singular value decomposition (SVD) based algorithm with a crucial pre-processing step of thresholding, can provably recover the topics from a collection of documents drawn from Dominant admixtures. Dominant admixtures are convex combination of distributions in which one distribution has a significantly higher contribution than others. Apart from the simplicity of the algorithm, the sample complexity has near optimal dependence on $w_0$, the lowest probability that a topic is dominant, and is better than [4]. Empirical evidence shows that on several real world corpora, both Catchwords and Dominant admixture assumptions hold and the proposed algorithm substantially outperforms the state of the art [5].

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty. We propose that these uncertainties can be estimated from (conditioned on) past observed data, and without making any assumptions of the system's prior distribution. The system's prior distribution at each time step is constructed from an ensemble of least-squares estimates on sub-sampled sets of the data via jackknife sampling. As new data is acquired, the state estimates, process uncertainty, and measurement uncertainty are updated accordingly, as described in this manuscript.

Machine learning methods are applied to finding the Green's function of the Anderson impurity model, a basic model system of quantum many-body condensed-matter physics. Different methods of parametrizing the Green's function are investigated; a representation in terms of Legendre polynomials is found to be superior due to its limited number of coefficients and its applicability to state of the art methods of solution. The dependence of the errors on the size of the training set is determined. The results indicate that a machine learning approach to dynamical mean-field theory may be feasible.

This paper proposes the use of the Brownian distance correlation to conduct a lead-lag analysis of financial and economic time series. When this methodology is applied to asset prices, the non-linear relationships identified may improve the price discovery process of these assets. The Brownian distance correlation determines relationships similar to those identified by the linear Granger causality test, and it also uncovers additional non-linear relationships among the log prices of oil, coal, and natural gas.

We describe the KELVIN system for extracting entities and relations from large text collections and its use in the TAC Knowledge Base Population Cold Start task run by the U.S. National Institute of Standards and Technology. The Cold Start task starts with an empty knowledge base defined by an ontology or entity types, properties and relations. Evaluations in 2012 and 2013 were done using a collection of text from local Web and news to de-emphasize the linking entities to a background knowledge bases such as Wikipedia. Interesting features of KELVIN include a cross-document entity coreference module based on entity mentions, removal of suspect intra-document conference chains, a slot value consolidator for entities, the application of inference rules to expand the number of asserted facts and a set of analysis and browsing tools supporting development.

Behavioral scientists contend that individuals, and organizations rarely make decisions solely on the basis of economic factors. Decisions are also shaped by perceived risk, social interactions, currency and salience of information, and other value propositions. Social diffusion of information on consumer experiences, entrance of new business models better aligned with customers’ concerns when evaluating investments, and perceived improving economic conditions are all factors in consumers’ decisions to adopt a new technology, such as solar photovoltaics (PV). We describe a new conceptual agent-based model, BE-Solar, that incorporates a social and behavioral decision framework for technology adoption decisions. We demonstrate the feasibility of including heterogeneity and behavioral factors into an agent-based model of the solar PV market, which is being applied to the Southern California market.

An important contribution of our work is to quantitatively The SunShot Initiative (Sunshot 2011) has the goal of reducing assess the impact of peer effects on PV adoption in relationship the total costs for photovoltaic (PV) solar energy systems to other economic and non-economic variables. It has to be "cost-competitive" with other forms of energy. At that long been noted that peer effects play a significant role in cost, PV could be widely adopted and thus allow the United the adoption of new technology. For instance, (Rogers 2003) States (US) increase it's use of clean energy - a goal of the highlights the importance of "opinion leaders" and interpersonal Department of Energy (U.S.