We tackle the network topology inference problem by utilizing Laplacian constrained Gaussian graphical models, which recast the task as estimating a precision matrix in the form of a graph Laplacian. Recent research \cite{ying2020nonconvex} has uncovered the limitations of the widely used $\ell_1$-norm in learning sparse graphs under this model: empirically, the number of nonzero entries in the solution grows with the regularization parameter of the $\ell_1$-norm; theoretically, a large regularization parameter leads to a fully connected (densest) graph. To overcome these challenges, we propose a graph Laplacian estimation method incorporating the $\ell_0$-norm constraint. An efficient gradient projection algorithm is developed to solve the resulting optimization problem, characterized by sparsity and Laplacian constraints. Through numerical experiments with synthetic and financial time-series datasets, we demonstrate the effectiveness of the proposed method in network topology inference.

Slating a product for release often involves pitching journalists to run stories on your press release. Good media coverage often ensures greater product reach and drives audience engagement for those products. Hence, ensuring that those releases are pitched to the right journalists with relevant interests is crucial, since they receive several pitches daily. Keeping up with journalist beats and curating a media contacts list is often a huge and time-consuming task. This study proposes a model to automate and expedite the process by recommending suitable journalists to run media coverage on the press releases provided by the user.

Dictionary learning methods continue to gain popularity for the solution of challenging inverse problems. In the dictionary learning approach, the computational forward model is replaced by a large dictionary of possible outcomes, and the problem is to identify the dictionary entries that best match the data, akin to traditional query matching in search engines. Sparse coding techniques are used to guarantee that the dictionary matching identifies only few of the dictionary entries, and dictionary compression methods are used to reduce the complexity of the matching problem. In this article, we propose a work flow to facilitate the dictionary matching process. First, the full dictionary is divided into subdictionaries that are separately compressed. The error introduced by the dictionary compression is handled in the Bayesian framework as a modeling error. Furthermore, we propose a new Bayesian data-driven group sparsity coding method to help identify subdictionaries that are not relevant for the dictionary matching. After discarding irrelevant subdictionaries, the dictionary matching is addressed as a deflated problem using sparse coding. The compression and deflation steps can lead to substantial decreases of the computational complexity. The effectiveness of compensating for the dictionary compression error and using the novel group sparsity promotion to deflate the original dictionary are illustrated by applying the methodology to real world problems, the glitch detection in the LIGO experiment and hyperspectral remote sensing.

Collective perception is a foundational problem in swarm robotics, in which the swarm must reach consensus on a coherent representation of the environment. An important variant of collective perception casts it as a best-of-$n$ decision-making process, in which the swarm must identify the most likely representation out of a set of alternatives. Past work on this variant primarily focused on characterizing how different algorithms navigate the speed-vs-accuracy tradeoff in a scenario where the swarm must decide on the most frequent environmental feature. Crucially, past work on best-of-$n$ decision-making assumes the robot sensors to be perfect (noise- and fault-less), limiting the real-world applicability of these algorithms. In this paper, we derive from first principles an optimal, probabilistic framework for minimalistic swarm robots equipped with flawed sensors. Then, we validate our approach in a scenario where the swarm collectively decides the frequency of a certain environmental feature. We study the speed and accuracy of the decision-making process with respect to several parameters of interest. Our approach can provide timely and accurate frequency estimates even in presence of severe sensory noise.

Mapping the surrounding environment is essential for the successful operation of autonomous robots. While extensive research has focused on mapping geometric structures and static objects, the environment is also influenced by the movement of dynamic objects. Incorporating information about spatial motion patterns can allow mobile robots to navigate and operate successfully in populated areas. In this paper, we propose a deep state-space model that learns the map representations of spatial motion patterns and how they change over time at a certain place. To evaluate our methods, we use two different datasets: one generated dataset with specific motion patterns and another with real-world pedestrian data. We test the performance of our model by evaluating its learning ability, mapping quality, and application to downstream tasks. The results demonstrate that our model can effectively learn the corresponding motion pattern, and has the potential to be applied to robotic application tasks.

Devising deep latent variable models for multi-modal data has been a long-standing theme in machine learning research. Multi-modal Variational Autoencoders (VAEs) have been a popular generative model class that learns latent representations which jointly explain multiple modalities. Various objective functions for such models have been suggested, often motivated as lower bounds on the multi-modal data log-likelihood or from information-theoretic considerations. In order to encode latent variables from different modality subsets, Product-of-Experts (PoE) or Mixture-of-Experts (MoE) aggregation schemes have been routinely used and shown to yield different trade-offs, for instance, regarding their generative quality or consistency across multiple modalities. In this work, we consider a variational bound that can tightly lower bound the data log-likelihood. We develop more flexible aggregation schemes that generalise PoE or MoE approaches by combining encoded features from different modalities based on permutation-invariant neural networks. Our numerical experiments illustrate trade-offs for multi-modal variational bounds and various aggregation schemes. We show that tighter variational bounds and more flexible aggregation models can become beneficial when one wants to approximate the true joint distribution over observed modalities and latent variables in identifiable models.

Discrete state spaces represent a major computational challenge to statistical inference, since the computation of normalisation constants requires summation over large or possibly infinite sets, which can be impractical. This paper addresses this computational challenge through the development of a novel generalised Bayesian inference procedure suitable for discrete intractable likelihood. Inspired by recent methodological advances for continuous data, the main idea is to update beliefs about model parameters using a discrete Fisher divergence, in lieu of the problematic intractable likelihood. The result is a generalised posterior that can be sampled from using standard computational tools, such as Markov chain Monte Carlo, circumventing the intractable normalising constant. The statistical properties of the generalised posterior are analysed, with sufficient conditions for posterior consistency and asymptotic normality established. In addition, a novel and general approach to calibration of generalised posteriors is proposed. Applications are presented on lattice models for discrete spatial data and on multivariate models for count data, where in each case the methodology facilitates generalised Bayesian inference at low computational cost.

We propose a new parameter-adaptive uncertainty-penalized Bayesian information criterion (UBIC) to prioritize the parsimonious partial differential equation (PDE) that sufficiently governs noisy spatial-temporal observed data with few reliable terms. Since the naive use of the BIC for model selection has been known to yield an undesirable overfitted PDE, the UBIC penalizes the found PDE not only by its complexity but also the quantified uncertainty, derived from the model supports' coefficient of variation in a probabilistic view. We also introduce physics-informed neural network learning as a simulation-based approach to further validate the selected PDE flexibly against the other discovered PDE. Numerical results affirm the successful application of the UBIC in identifying the true governing PDE. Additionally, we reveal an interesting effect of denoising the observed data on improving the trade-off between the BIC score and model complexity. Code is available at https://github.com/Pongpisit-Thanasutives/UBIC.

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various kinds of "costs" associated with reinforcement learning inspired by the demands in robotic applications, rewards are central to understanding the structure of a Markov decision process and reward-centric notions can elucidate important concepts in reinforcement learning. Specifically, we study the sample complexity of policy evaluation and develop a novel estimator with an instance-specific error bound of $\tilde{O}(\sqrt{\frac{\tau_s}{n}})$ for estimating a single state value. Under the online regret minimization setting, we refine the transition-based MDP constant, diameter, into a reward-based constant, maximum expected hitting cost, and with it, provide a theoretical explanation for how a well-known technique, potential-based reward shaping, could accelerate learning with expert knowledge. In an attempt to study safe reinforcement learning, we model hazardous environments with irrecoverability and proposed a quantitative notion of safe learning via reset efficiency. In this setting, we modify a classic algorithm to account for resets achieving promising preliminary numerical results. Lastly, for MDPs with multiple reward functions, we develop a planning algorithm that computationally efficiently finds Pareto-optimal stochastic policies.

This paper presents a hidden Markov model designed to investigate the complex nature of earnings persistence. The proposed model assumes that the residuals of log-earnings consist of a persistent component and a transitory component, both following general Markov processes. Nonparametric identification is achieved through spectral decomposition of linear operators, and a modified stochastic EM algorithm is introduced for model estimation. Applying the framework to the Panel Study of Income Dynamics (PSID) dataset, we find that the earnings process displays nonlinear persistence, conditional skewness, and conditional kurtosis. Additionally, the transitory component is found to possess non-Gaussian properties, resulting in a significantly asymmetric distributional impact when high-earning households face negative shocks or low-earning households encounter positive shocks. Our empirical findings also reveal the presence of ARCH effects in earnings at horizons ranging from 2 to 8 years, further highlighting the complex dynamics of earnings persistence.