Bayesian Inference
Probabilistic Phase Labeling and Lattice Refinement for Autonomous Material Research
Chang, Ming-Chiang, Ament, Sebastian, Amsler, Maximilian, Sutherland, Duncan R., Zhou, Lan, Gregoire, John M., Gomes, Carla P., van Dover, R. Bruce, Thompson, Michael O.
X-ray diffraction (XRD) is an essential technique to determine a material's crystal structure in high-throughput experimentation, and has recently been incorporated in artificially intelligent agents in autonomous scientific discovery processes. However, rapid, automated and reliable analysis method of XRD data matching the incoming data rate remains a major challenge. To address these issues, we present CrystalShift, an efficient algorithm for probabilistic XRD phase labeling that employs symmetry-constrained pseudo-refinement optimization, best-first tree search, and Bayesian model comparison to estimate probabilities for phase combinations without requiring phase space information or training. We demonstrate that CrystalShift provides robust probability estimates, outperforming existing methods on synthetic and experimental datasets, and can be readily integrated into high-throughput experimental workflows. In addition to efficient phase-mapping, CrystalShift offers quantitative insights into materials' structural parameters, which facilitate both expert evaluation and AI-based modeling of the phase space, ultimately accelerating materials identification and discovery.
Adaptive Noise Covariance Estimation under Colored Noise using Dynamic Expectation Maximization
Meera, Ajith Anil, Lanillos, Pablo
A wide variety of NCM estimation methods have been proposed within the control community [1]. These methods Identifying the noise associated with a process, i.e., estimating can be classified into two categories: i) feedback free the Noise Covariance Matrix (NCM) is crucial for methods where the estimation is done by processing the state estimation and control of a dynamic system [1]. An entire data sequence offline and ii) feedback methods where incorrect NCM results in suboptimal gains (e.g., Kalman estimation is done online and. The feedback free methods are gain), significantly decreasing the quality of state estimation of two types: i) the correlation methods that are based on the and tracking. Hence, accurate NCM estimation has a wide analysis of the measurement error sequence, such as Indirect scope of applications that include robotics, signal processing, Correlation (ICM) [9], Input-Output Correlation (IOCM) fault detection, optimal controller design, system identification, [10], Weighted Correlation (WCM) [11], Measurement Average etc. However, most of the NCM estimation algorithms Correlation (MACM) [12], Direct Correlation (DCM) assume a white noise condition, which may not be true in [13] and Measurement Difference Correlation (MDCM) [14], practice. In many real-world applications the noise is colored and ii) the Maximum-Likelihood Methods (MLM) [15] that (e.g., there are temporal autocorrelations). This makes NCM maximises the likelihood function over the data.
Bayesian Hyperbolic Multidimensional Scaling
Liu, Bolun, Lubold, Shane, Raftery, Adrian E., McCormick, Tyler H.
Multidimensional scaling (MDS) is a widely used approach to representing high-dimensional, dependent data. MDS works by assigning each observation a location on a low-dimensional geometric manifold, with distance on the manifold representing similarity. We propose a Bayesian approach to multidimensional scaling when the low-dimensional manifold is hyperbolic. Using hyperbolic space facilitates representing tree-like structures common in many settings (e.g. text or genetic data with hierarchical structure). A Bayesian approach provides regularization that minimizes the impact of measurement error in the observed data and assesses uncertainty. We also propose a case-control likelihood approximation that allows for efficient sampling from the posterior distribution in larger data settings, reducing computational complexity from approximately $O(n^2)$ to $O(n)$. We evaluate the proposed method against state-of-the-art alternatives using simulations, canonical reference datasets, Indian village network data, and human gene expression data.
OCDaf: Ordered Causal Discovery with Autoregressive Flows
Kamkari, Hamidreza, Zehtab, Vahid, Balazadeh, Vahid, Krishnan, Rahul G.
We propose OCDaf, a novel order-based method for learning causal graphs from observational data. We establish the identifiability of causal graphs within multivariate heteroscedastic noise models, a generalization of additive noise models that allow for non-constant noise variances. Drawing upon the structural similarities between these models and affine autoregressive normalizing flows, we introduce a continuous search algorithm to find causal structures. Our experiments demonstrate state-of-the-art performance across the Sachs and SynTReN benchmarks in Structural Hamming Distance (SHD) and Structural Intervention Distance (SID). Furthermore, we validate our identifiability theory across various parametric and nonparametric synthetic datasets and showcase superior performance compared to existing baselines.
Greedy online change point detection
Standard online change point detection (CPD) methods tend to have large false discovery rates as their detections are sensitive to outliers. To overcome this drawback, we propose Greedy Online Change Point Detection (GOCPD), a computationally appealing method which finds change points by maximizing the probability of the data coming from the (temporal) concatenation of two independent models. We show that, for time series with a single change point, this objective is unimodal and thus CPD can be accelerated via ternary search with logarithmic complexity. We demonstrate the effectiveness of GOCPD on synthetic data and validate our findings on real-world univariate and multivariate settings.
Spectral Ranking Inferences based on General Multiway Comparisons
Fan, Jianqing, Lou, Zhipeng, Wang, Weichen, Yu, Mengxin
This paper studies the performance of the spectral method in the estimation and uncertainty quantification of the unobserved preference scores of compared entities in a very general and more realistic setup in which the comparison graph consists of hyper-edges of possible heterogeneous sizes and the number of comparisons can be as low as one for a given hyper-edge. Such a setting is pervasive in real applications, circumventing the need to specify the graph randomness and the restrictive homogeneous sampling assumption imposed in the commonly-used Bradley-Terry-Luce (BTL) or Plackett-Luce (PL) models. Furthermore, in the scenarios when the BTL or PL models are appropriate, we unravel the relationship between the spectral estimator and the Maximum Likelihood Estimator (MLE). We discover that a two-step spectral method, where we apply the optimal weighting estimated from the equal weighting vanilla spectral method, can achieve the same asymptotic efficiency as the MLE. Given the asymptotic distributions of the estimated preference scores, we also introduce a comprehensive framework to carry out both one-sample and two-sample ranking inferences, applicable to both fixed and random graph settings. It is noteworthy that it is the first time effective two-sample rank testing methods are proposed. Finally, we substantiate our findings via comprehensive numerical simulations and subsequently apply our developed methodologies to perform statistical inferences on statistics journals and movie rankings.
Joint Task and Data Oriented Semantic Communications: A Deep Separate Source-channel Coding Scheme
Huang, Jianhao, Li, Dongxu, Huang, Chuan, Qin, Xiaoqi, Zhang, Wei
Semantic communications are expected to accomplish various semantic tasks with relatively less spectrum resource by exploiting the semantic feature of source data. To simultaneously serve both the data transmission and semantic tasks, joint data compression and semantic analysis has become pivotal issue in semantic communications. This paper proposes a deep separate source-channel coding (DSSCC) framework for the joint task and data oriented semantic communications (JTD-SC) and utilizes the variational autoencoder approach to solve the rate-distortion problem with semantic distortion. First, by analyzing the Bayesian model of the DSSCC framework, we derive a novel rate-distortion optimization problem via the Bayesian inference approach for general data distributions and semantic tasks. Next, for a typical application of joint image transmission and classification, we combine the variational autoencoder approach with a forward adaption scheme to effectively extract image features and adaptively learn the density information of the obtained features. Finally, an iterative training algorithm is proposed to tackle the overfitting issue of deep learning models. Simulation results reveal that the proposed scheme achieves better coding gain as well as data recovery and classification performance in most scenarios, compared to the classical compression schemes and the emerging deep joint source-channel schemes.
Scalable method for Bayesian experimental design without integrating over posterior distribution
Hoang, Vinh, Espath, Luis, Krumscheid, Sebastian, Tempone, Raúl
We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate. A-optimality is a widely used and easy-to-interpret criterion for Bayesian experimental design. This criterion seeks the optimal experimental design by minimizing the expected conditional variance, which is also known as the expected posterior variance. This study presents a novel likelihood-free approach to the A-optimal experimental design that does not require sampling or integrating the Bayesian posterior distribution. The expected conditional variance is obtained via the variance of the conditional expectation using the law of total variance, and we take advantage of the orthogonal projection property to approximate the conditional expectation. We derive an asymptotic error estimation for the proposed estimator of the expected conditional variance and show that the intractability of the posterior distribution does not affect the performance of our approach. We use an artificial neural network (ANN) to approximate the nonlinear conditional expectation in the implementation of our method. We then extend our approach for dealing with the case that the domain of experimental design parameters is continuous by integrating the training process of the ANN into minimizing the expected conditional variance. Through numerical experiments, we demonstrate that our method greatly reduces the number of observation model evaluations compared with widely used importance sampling-based approaches. This reduction is crucial, considering the high computational cost of the observational models. Code is available at https://github.com/vinh-tr-hoang/DOEviaPACE.
Safety in Traffic Management Systems: A Comprehensive Survey
Du, Wenlu, Dash, Ankan, Li, Jing, Wei, Hua, Wang, Guiling
Traffic management systems play a vital role in ensuring safe and efficient transportation on roads. However, the use of advanced technologies in traffic management systems has introduced new safety challenges. Therefore, it is important to ensure the safety of these systems to prevent accidents and minimize their impact on road users. In this survey, we provide a comprehensive review of the literature on safety in traffic management systems. Specifically, we discuss the different safety issues that arise in traffic management systems, the current state of research on safety in these systems, and the techniques and methods proposed to ensure the safety of these systems. We also identify the limitations of the existing research and suggest future research directions.
Uncertainty Quantification for Image-based Traffic Prediction across Cities
Timans, Alexander, Wiedemann, Nina, Kumar, Nishant, Hong, Ye, Raubal, Martin
Despite the strong predictive performance of deep learning models for traffic prediction, their widespread deployment in real-world intelligent transportation systems has been restrained by a lack of interpretability. Uncertainty quantification (UQ) methods provide an approach to induce probabilistic reasoning, improve decision-making and enhance model deployment potential. To gain a comprehensive picture of the usefulness of existing UQ methods for traffic prediction and the relation between obtained uncertainties and city-wide traffic dynamics, we investigate their application to a large-scale image-based traffic dataset spanning multiple cities and time periods. We compare two epistemic and two aleatoric UQ methods on both temporal and spatio-temporal transfer tasks, and find that meaningful uncertainty estimates can be recovered. We further demonstrate how uncertainty estimates can be employed for unsupervised outlier detection on changes in city traffic dynamics. We find that our approach can capture both temporal and spatial effects on traffic behaviour in a representative case study for the city of Moscow. Our work presents a further step towards boosting uncertainty awareness in traffic prediction tasks, and aims to highlight the value contribution of UQ methods to a better understanding of city traffic dynamics.