In autonomous driving, accurate motion prediction is essential for safe and efficient motion planning. To ensure safety, planners must rely on reliable uncertainty information about the predicted future behavior of surrounding agents, yet this aspect has received limited attention. This paper addresses the so-far neglected problem of uncertainty modeling in trajectory prediction. We adopt a holistic approach that focuses on uncertainty quantification, decomposition, and the influence of model composition. Our method is based on a theoretically grounded information-theoretic approach to measure uncertainty, allowing us to decompose total uncertainty into its aleatoric and epistemic components. We conduct extensive experiments on the nuScenes dataset to assess how different model architectures and configurations affect uncertainty quantification and model robustness.

Many scientific fields collect longitudinal multivariate count data where the total number of counts is arbitrary (e.g., multinomial observations). These data are often called count compositional as the information in the data relates to the relative frequencies of the categories (Silverman et al., 2018). These data occur frequently in molecular biology (Espinoza et al., 2020), microbiome studies (Silverman et al., 2018; Joseph et al., 2020; Äijö et al., 2018), natural language processing (Linderman et al., 2015), biomedicine (Fokianos and Kedem, 2003), and social sciences (Cargnoni et al., 1997). Although the counting process used to collect these data is often modeled as multinomial, other sources of noise in the system being studied often lead to extra-multinomial variation. While some account for this extra-multinomial variability with multinomial-Dirichlet models (Mosimann, 1962), multinomial logistic-normal models are often superior, as they can account for both positive and negative covariation between multinomial categories (Aitchison and Shen, 1980; Cargnoni et al., 1997; Joseph et al., 2020; Silverman et al., 2018). Moreover, under suitable transformation (i.e., link function), the logistic-normal is multivariate Gaussian.

The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency of the resulting uncertainty values however, hinges on the premise that the learning function conforms to the properties specified by the GP model, such as smoothness, periodicity and more, which may not be satisfied in practice, especially with data arriving on the fly. To combat against such model mis-specification, we propose to wed the GP with the prevailing conformal prediction (CP), a distribution-free post-processing framework that produces it prediction sets with a provably valid coverage under the sole assumption of data exchangeability. However, this assumption is usually violated in the online setting, where a prediction set is sought before revealing the true label. To ensure long-term coverage guarantee, we will adaptively set the key threshold parameter based on the feedback whether the true label falls inside the prediction set. Numerical results demonstrate the merits of the online GP-CP approach relative to existing alternatives in the long-term coverage performance.

When making treatment selection decisions, it is essential to include a causal effect estimation analysis to compare potential outcomes under different treatments or controls, assisting in optimal selection. However, merely estimating individual treatment effects may not suffice for truly optimal decisions. Our study addressed this issue by incorporating additional criteria, such as the estimations' uncertainty, measured by the conditional value-at-risk, commonly used in portfolio and insurance management. For continuous outcomes observable before and after treatment, we incorporated a specific prediction condition. We prioritized treatments that could yield optimal treatment effect results and lead to post-treatment outcomes more desirable than pretreatment levels, with the latter condition being called the prediction criterion. With these considerations, we propose a comprehensive methodology for multitreatment selection. Our approach ensures satisfaction of the overlap assumption, crucial for comparing outcomes for treated and control groups, by training propensity score models as a preliminary step before employing traditional causal models. To illustrate a practical application of our methodology, we applied it to the credit card limit adjustment problem. Analyzing a fintech company's historical data, we found that relying solely on counterfactual predictions was inadequate for appropriate credit line modifications. Incorporating our proposed additional criteria significantly enhanced policy performance.

We propose introspective convolutional networks (ICN) that emphasize the importance of having convolutional neural networks empowered with generative capabilities. We employ a reclassification-by-synthesis algorithm to perform training using a formulation stemmed from the Bayes theory. Our ICN tries to iteratively: (1) synthesize pseudo-negative samples; and (2) enhance itself by improving the classification. The single CNN classifier learned is at the same time generative -- being able to directly synthesize new samples within its own discriminative model. We conduct experiments on benchmark datasets including MNIST, CIFAR-10, and SVHN using state-of-the-art CNN architectures, and observe improved classification results.

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

Clustering is a key component in any data analysis toolbox.

Modeling insurance claim amounts and classifying claims into different risk levels are critical yet challenging tasks. Traditional predictive models for insurance claims often overlook the valuable information embedded in claim descriptions. This paper introduces a novel approach by developing a joint mixture model that integrates both claim descriptions and claim amounts. Our method establishes a probabilistic link between textual descriptions and loss amounts, enhancing the accuracy of claims clustering and prediction. In our proposed model, the latent topic/component indicator serves as a proxy for both the thematic content of the claim description and the component of loss distributions. Specifically, conditioned on the topic/component indicator, the claim description follows a multinomial distribution, while the claim amount follows a component loss distribution. We propose two methods for model calibration: an EM algorithm for maximum a posteriori estimates, and an MH-within-Gibbs sampler algorithm for the posterior distribution. The empirical study demonstrates that the proposed methods work effectively, providing interpretable claims clustering and prediction.

Acoustic spatial capture-recapture (ASCR) surveys with an array of synchronized acoustic detectors can be an effective way of estimating animal density or call density. However, constructing the capture histories required for ASCR analysis is challenging, as recognizing which detections at different detectors are of which calls is not a trivial task. Because calls from different distances take different times to arrive at detectors, the order in which calls are detected is not necessarily the same as the order in which they are made, and without knowing which detections are of the same call, we do not know how many different calls are detected. We propose a Monte Carlo expectation-maximization (MCEM) estimation method to resolve this unknown call identity problem. To implement the MCEM method in this context, we sample the latent variables from a complete-data likelihood model in the expectation step and use a semi-complete-data likelihood or conditional likelihood in the maximization step. We use a parametric bootstrap to obtain confidence intervals. When we apply our method to a survey of moss frogs, it gives an estimate within 15% of the estimate obtained using data with call capture histories constructed by experts, and unlike this latter estimate, our confidence interval incorporates the uncertainty about call identities. Simulations show it to have a low bias (6%) and coverage probabilities close to the nominal 95% value.