Bayesian Inference
A Survey on Blood Pressure Measurement Technologies: Addressing Potential Sources of Bias
Mousavi, Seyedeh Somayyeh, Reyna, Matthew A., Clifford, Gari D., Sameni, Reza
Regular blood pressure (BP) monitoring in clinical and ambulatory settings plays a crucial role in the prevention, diagnosis, treatment, and management of cardiovascular diseases. Recently, the widespread adoption of ambulatory BP measurement devices has been driven predominantly by the increased prevalence of hypertension and its associated risks and clinical conditions. Recent guidelines advocate for regular BP monitoring as part of regular clinical visits or even at home. This increased utilization of BP measurement technologies has brought up significant concerns, regarding the accuracy of reported BP values across settings. In this survey, focusing mainly on cuff-based BP monitoring technologies, we highlight how BP measurements can demonstrate substantial biases and variances due to factors such as measurement and device errors, demographics, and body habitus. With these inherent biases, the development of a new generation of cuff-based BP devices which use artificial-intelligence (AI) has significant potential. We present future avenues where AI-assisted technologies can leverage the extensive clinical literature on BP-related studies together with the large collections of BP records available in electronic health records. These resources can be combined with machine learning approaches, including deep learning and Bayesian inference, to remove BP measurement biases and to provide individualized BP-related cardiovascular risk indexes.
Learning to Infer Unobserved Behaviors: Estimating User's Preference for a Site over Other Sites
Sinha, Atanu R, Anand, Tanay, Maheshwari, Paridhi, Lakshmy, A V, Jain, Vishal
A site's recommendation system relies on knowledge of its users' preferences to offer relevant recommendations to them. These preferences are for attributes that comprise items and content shown on the site, and are estimated from the data of users' interactions with the site. Another form of users' preferences is material too, namely, users' preferences for the site over other sites, since that shows users' base level propensities to engage with the site. Estimating users' preferences for the site, however, faces major obstacles because (a) the focal site usually has no data of its users' interactions with other sites; these interactions are users' unobserved behaviors for the focal site; and (b) the Machine Learning literature in recommendation does not offer a model of this situation. Even if (b) is resolved, the problem in (a) persists since without access to data of its users' interactions with other sites, there is no ground truth for evaluation. Moreover, it is most useful when (c) users' preferences for the site can be estimated at the individual level, since the site can then personalize recommendations to individual users. We offer a method to estimate individual user's preference for a focal site, under this premise. In particular, we compute the focal site's share of a user's online engagements without any data from other sites. We show an evaluation framework for the model using only the focal site's data, allowing the site to test the model. We rely upon a Hierarchical Bayes Method and perform estimation in two different ways - Markov Chain Monte Carlo and Stochastic Gradient with Langevin Dynamics. Our results find good support for the approach to computing personalized share of engagement and for its evaluation.
Image Restoration Through Generalized Ornstein-Uhlenbeck Bridge
Yue, Conghan, Peng, Zhengwei, Ma, Junlong, Du, Shiyan, Wei, Pengxu, Zhang, Dongyu
Diffusion models possess powerful generative capabilities enabling the mapping of noise to data using reverse stochastic differential equations. However, in image restoration tasks, the focus is on the mapping relationship from low-quality images to high-quality images. To address this, we introduced the Generalized Ornstein-Uhlenbeck Bridge (GOUB) model. By leveraging the natural mean-reverting property of the generalized OU process and further adjusting the variance of its steady-state distribution through the Doob's h-transform, we achieve diffusion mappings from point to point with minimal cost. This allows for end-to-end training, enabling the recovery of high-quality images from low-quality ones. Additionally, we uncovered the mathematical essence of some bridge models, all of which are special cases of the GOUB and empirically demonstrated the optimality of our proposed models. Furthermore, benefiting from our distinctive parameterization mechanism, we proposed the Mean-ODE model that is better at capturing pixel-level information and structural perceptions. Experimental results show that both models achieved state-of-the-art results in various tasks, including inpainting, deraining, and super-resolution. Code is available at https://github.com/Hammour-steak/GOUB.
Review of Unsupervised POS Tagging and Its Implications on Language Acquisition
An ability that underlies human syntactic knowledge is determining which words can appear in the similar structures (i.e. grouping words by their syntactic categories). These groupings enable humans to combine structures in order to communicate complex meanings. A foundational question is how do children acquire this ability underlying syntactic knowledge. In exploring this process, we will review various engineering approaches whose goal is similar to that of a child's -- without prior syntactic knowledge, correctly identify the parts of speech (POS) of the words in a sample of text. In reviewing these unsupervised tagging efforts, we will discuss common themes that support the advances in the models and their relevance for language acquisition. For example, we discuss how each model judges success (evaluation metrics), the "additional information" that constrains the POS learning (such as orthographic information), and the context used to determine POS (only previous word, words before and after the target, etc). The identified themes pave the way for future investigations into the cognitive processes that underpin the acquisition of syntactic categories and provide a useful layout of current state of the art unsupervised POS tagging models.
Bayesian Metaplasticity from Synaptic Uncertainty
Bonnet, Djohan, Hirtzlin, Tifenn, Januel, Tarcisius, Dalgaty, Thomas, Querlioz, Damien, Vianello, Elisa
Catastrophic forgetting remains a challenge for neural networks, especially in lifelong learning scenarios. In this study, we introduce MEtaplasticity from Synaptic Uncertainty (MESU), inspired by metaplasticity and Bayesian inference principles. MESU harnesses synaptic uncertainty to retain information over time, with its update rule closely approximating the diagonal Newton's method for synaptic updates. Through continual learning experiments on permuted MNIST tasks, we demonstrate MESU's remarkable capability to maintain learning performance across 100 tasks without the need of explicit task boundaries.
Bayesian Estimate of Mean Proper Scores for Diversity-Enhanced Active Learning
Tan, Wei, Du, Lan, Buntine, Wray
The effectiveness of active learning largely depends on the sampling efficiency of the acquisition function. Expected Loss Reduction (ELR) focuses on a Bayesian estimate of the reduction in classification error, and more general costs fit in the same framework. We propose Bayesian Estimate of Mean Proper Scores (BEMPS) to estimate the increase in strictly proper scores such as log probability or negative mean square error within this framework. We also prove convergence results for this general class of costs. To facilitate better experimentation with the new acquisition functions, we develop a complementary batch AL algorithm that encourages diversity in the vector of expected changes in scores for unlabeled data. To allow high-performance classifiers, we combine deep ensembles, and dynamic validation set construction on pretrained models, and further speed up the ensemble process with the idea of Monte Carlo Dropout. Extensive experiments on both texts and images show that the use of mean square error and log probability with BEMPS yields robust acquisition functions and well-calibrated classifiers, and consistently outperforms the others tested. The advantages of BEMPS over the others are further supported by a set of qualitative analyses, where we visualise their sampling behaviour using data maps and t-SNE plots.
Joint State Estimation and Noise Identification Based on Variational Optimization
Lan, Hua, Zhao, Shijie, Hu, Jinjie, Wang, Zengfu, Fu, Jing
In this article, the state estimation problems with unknown process noise and measurement noise covariances for both linear and nonlinear systems are considered. By formulating the joint estimation of system state and noise parameters into an optimization problem, a novel adaptive Kalman filter method based on conjugate-computation variational inference, referred to as CVIAKF, is proposed to approximate the joint posterior probability density function of the latent variables. Unlike the existing adaptive Kalman filter methods utilizing variational inference in natural-parameter space, CVIAKF performs optimization in expectation-parameter space, resulting in a faster and simpler solution. Meanwhile, CVIAKF divides optimization objectives into conjugate and non-conjugate parts of nonlinear dynamical models, whereas conjugate computations and stochastic mirror-descent are applied, respectively. Remarkably, the reparameterization trick is used to reduce the variance of stochastic gradients of the non-conjugate parts. The effectiveness of CVIAKF is validated through synthetic and real-world datasets of maneuvering target tracking.
Learning Differentiable Particle Filter on the Fly
Li, Jiaxi, Chen, Xiongjie, Li, Yunpeng
Differentiable particle filters are an emerging class of sequential Bayesian inference techniques that use neural networks to construct components in state space models. Existing approaches are mostly based on offline supervised training strategies. This leads to the delay of the model deployment and the obtained filters are susceptible to distribution shift of test-time data. In this paper, we propose an online learning framework for differentiable particle filters so that model parameters can be updated as data arrive. The technical constraint is that there is no known ground truth state information in the online inference setting. We address this by adopting an unsupervised loss to construct the online model updating procedure, which involves a sequence of filtering operations for online maximum likelihood-based parameter estimation. We empirically evaluate the effectiveness of the proposed method, and compare it with supervised learning methods in simulation settings including a multivariate linear Gaussian state-space model and a simulated object tracking experiment.
Automatic Rao-Blackwellization for Sequential Monte Carlo with Belief Propagation
Azizian, Waïss, Baudart, Guillaume, Lelarge, Marc
Exact Bayesian inference on state-space models~(SSM) is in general untractable, and unfortunately, basic Sequential Monte Carlo~(SMC) methods do not yield correct approximations for complex models. In this paper, we propose a mixed inference algorithm that computes closed-form solutions using belief propagation as much as possible, and falls back to sampling-based SMC methods when exact computations fail. This algorithm thus implements automatic Rao-Blackwellization and is even exact for Gaussian tree models.
Hypothesis Testing for Class-Conditional Noise Using Local Maximum Likelihood
Yang, Weisong, Poyiadzi, Rafael, Twomey, Niall, Rodriguez, Raul Santos
In supervised learning, automatically assessing the quality of the labels before any learning takes place remains an open research question. In certain particular cases, hypothesis testing procedures have been proposed to assess whether a given instance-label dataset is contaminated with class-conditional label noise, as opposed to uniform label noise. The existing theory builds on the asymptotic properties of the Maximum Likelihood Estimate for parametric logistic regression. However, the parametric assumptions on top of which these approaches are constructed are often too strong and unrealistic in practice. To alleviate this problem, in this paper we propose an alternative path by showing how similar procedures can be followed when the underlying model is a product of Local Maximum Likelihood Estimation that leads to more flexible nonparametric logistic regression models, which in turn are less susceptible to model misspecification. This different view allows for wider applicability of the tests by offering users access to a richer model class. Similarly to existing works, we assume we have access to anchor points which are provided by the users. We introduce the necessary ingredients for the adaptation of the hypothesis tests to the case of nonparametric logistic regression and empirically compare against the parametric approach presenting both synthetic and real-world case studies and discussing the advantages and limitations of the proposed approach.