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 Bayesian Inference


Scan2LoD3: Reconstructing semantic 3D building models at LoD3 using ray casting and Bayesian networks

arXiv.org Artificial Intelligence

Reconstructing semantic 3D building models at the level of detail (LoD) 3 is a long-standing challenge. Unlike mesh-based models, they require watertight geometry and object-wise semantics at the fa\c{c}ade level. The principal challenge of such demanding semantic 3D reconstruction is reliable fa\c{c}ade-level semantic segmentation of 3D input data. We present a novel method, called Scan2LoD3, that accurately reconstructs semantic LoD3 building models by improving fa\c{c}ade-level semantic 3D segmentation. To this end, we leverage laser physics and 3D building model priors to probabilistically identify model conflicts. These probabilistic physical conflicts propose locations of model openings: Their final semantics and shapes are inferred in a Bayesian network fusing multimodal probabilistic maps of conflicts, 3D point clouds, and 2D images. To fulfill demanding LoD3 requirements, we use the estimated shapes to cut openings in 3D building priors and fit semantic 3D objects from a library of fa\c{c}ade objects. Extensive experiments on the TUM city campus datasets demonstrate the superior performance of the proposed Scan2LoD3 over the state-of-the-art methods in fa\c{c}ade-level detection, semantic segmentation, and LoD3 building model reconstruction. We believe our method can foster the development of probability-driven semantic 3D reconstruction at LoD3 since not only the high-definition reconstruction but also reconstruction confidence becomes pivotal for various applications such as autonomous driving and urban simulations.


Optimally-Weighted Estimators of the Maximum Mean Discrepancy for Likelihood-Free Inference

arXiv.org Machine Learning

Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum distance estimation, generalised Bayesian inference, and within the nonparametric learning framework. The MMD is commonly estimated at a root-$m$ rate, where $m$ is the number of simulated samples. This can lead to significant computational challenges since a large $m$ is required to obtain an accurate estimate, which is crucial for parameter estimation. In this paper, we propose a novel estimator for the MMD with significantly improved sample complexity. The estimator is particularly well suited for computationally expensive smooth simulators with low- to mid-dimensional inputs. This claim is supported through both theoretical results and an extensive simulation study on benchmark simulators.


Double Robust Bayesian Inference on Average Treatment Effects

arXiv.org Machine Learning

We study a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. Our robust Bayesian approach involves two adjustment steps: first, we make a correction for prior distributions of the conditional mean function; second, we introduce a recentering term on the posterior distribution of the resulting ATE. We prove asymptotic equivalence of our Bayesian estimator and double robust frequentist estimators by establishing a new semiparametric Bernstein-von Mises theorem under double robustness; i.e., the lack of smoothness of conditional mean functions can be compensated by high regularity of the propensity score and vice versa. Consequently, the resulting Bayesian point estimator internalizes the bias correction as the frequentist-type doubly robust estimator, and the Bayesian credible sets form confidence intervals with asymptotically exact coverage probability. In simulations, we find that this robust Bayesian procedure leads to significant bias reduction of point estimation and accurate coverage of confidence intervals, especially when the dimensionality of covariates is large relative to the sample size and the underlying functions become complex. We illustrate our method in an application to the National Supported Work Demonstration.


Autoencoded sparse Bayesian in-IRT factorization, calibration, and amortized inference for the Work Disability Functional Assessment Battery

arXiv.org Artificial Intelligence

The Work Disability Functional Assessment Battery (WD-FAB) is a multidimensional item response theory (IRT) instrument designed for assessing work-related mental and physical function based on responses to an item bank. In prior iterations it was developed using traditional means -- linear factorization and null hypothesis statistical testing for item partitioning/selection, and finally, posthoc calibration of disjoint unidimensional IRT models. As a result, the WD-FAB, like many other IRT instruments, is a posthoc model. Its item partitioning, based on exploratory factor analysis, is blind to the final nonlinear IRT model and is not performed in a manner consistent with goodness of fit to the final model. In this manuscript, we develop a Bayesian hierarchical model for self-consistently performing the following simultaneous tasks: scale factorization, item selection, parameter identification, and response scoring. This method uses sparsity-based shrinkage to obviate the linear factorization and null hypothesis statistical tests that are usually required for developing multidimensional IRT models, so that item partitioning is consistent with the ultimate nonlinear factor model. We also analogize our multidimensional IRT model to probabilistic autoencoders, specifying an encoder function that amortizes the inference of ability parameters from item responses. The encoder function is equivalent to the "VBE" step in a stochastic variational Bayesian expectation maximization (VBEM) procedure that we use for approxiamte Bayesian inference on the entire model. We use the method on a sample of WD-FAB item responses and compare the resulting item discriminations to those obtained using the traditional posthoc method.


Calibration Assessment and Boldness-Recalibration for Binary Events

arXiv.org Machine Learning

Probability predictions are essential to inform decision making in medicine, economics, image classification, sports analytics, entertainment, and many other fields. Ideally, probability predictions are (i) well calibrated, (ii) accurate, and (iii) bold, i.e., far from the base rate of the event. Predictions that satisfy these three criteria are informative for decision making. However, there is a fundamental tension between calibration and boldness, since calibration metrics can be high when predictions are overly cautious, i.e., non-bold. The purpose of this work is to develop a hypothesis test and Bayesian model selection approach to assess calibration, and a strategy for boldness-recalibration that enables practitioners to responsibly embolden predictions subject to their required level of calibration. Specifically, we allow the user to pre-specify their desired posterior probability of calibration, then maximally embolden predictions subject to this constraint. We verify the performance of our procedures via simulation, then demonstrate the breadth of applicability by applying these methods to real world case studies in each of the fields mentioned above. We find that very slight relaxation of calibration probability (e.g., from 0.99 to 0.95) can often substantially embolden predictions (e.g., widening Hockey predictions' range from .25-.75 to .10-.90)


The Signature Kernel

arXiv.org Artificial Intelligence

The signature kernel is a positive definite kernel for sequential data. It inherits theoretical guarantees from stochastic analysis, has efficient algorithms for computation, and shows strong empirical performance. In this short survey paper for a forthcoming Springer handbook, we give an elementary introduction to the signature kernel and highlight these theoretical and computational properties.


FedHB: Hierarchical Bayesian Federated Learning

arXiv.org Artificial Intelligence

We propose a novel hierarchical Bayesian approach to Federated Learning (FL), where our model reasonably describes the generative process of clients' local data via hierarchical Bayesian modeling: constituting random variables of local models for clients that are governed by a higher-level global variate. Interestingly, the variational inference in our Bayesian model leads to an optimisation problem whose block-coordinate descent solution becomes a distributed algorithm that is separable over clients and allows them not to reveal their own private data at all, thus fully compatible with FL. We also highlight that our block-coordinate algorithm has particular forms that subsume the well-known FL algorithms including Fed-Avg and Fed-Prox as special cases. Beyond introducing novel modeling and derivations, we also offer convergence analysis showing that our block-coordinate FL algorithm converges to an (local) optimum of the objective at the rate of $O(1/\sqrt{t})$, the same rate as regular (centralised) SGD, as well as the generalisation error analysis where we prove that the test error of our model on unseen data is guaranteed to vanish as we increase the training data size, thus asymptotically optimal.


CURTAINs Flows For Flows: Constructing Unobserved Regions with Maximum Likelihood Estimation

arXiv.org Artificial Intelligence

Model independent techniques for constructing background data templates using generative models have shown great promise for use in searches for new physics processes at the LHC. We introduce a major improvement to the CURTAINs method by training the conditional normalizing flow between two side-band regions using maximum likelihood estimation instead of an optimal transport loss. The new training objective improves the robustness and fidelity of the transformed data and is much faster and easier to train. We compare the performance against the previous approach and the current state of the art using the LHC Olympics anomaly detection dataset, where we see a significant improvement in sensitivity over the original CURTAINs method. Furthermore, CURTAINsF4F requires substantially less computational resources to cover a large number of signal regions than other fully data driven approaches. When using an efficient configuration, an order of magnitude more models can be trained in the same time required for ten signal regions, without a significant drop in performance.


On the Fusion Strategies for Federated Decision Making

arXiv.org Artificial Intelligence

ABSTRACT We consider the problem of information aggregation in federated decision making, where a group of agents collaborate to infer the underlying state of nature without sharing their private data with the central processor or each other. We analyze the non-Bayesian social learning strategy in which agents incorporate their individual observations into their opinions (i.e., soft-decisions) with Bayes rule, and the central processor aggregates these opinions by arithmetic or geometric averaging. Building on our previous work, we establish that both pooling strategies result in asymptotic normality characterization of the system, which, for instance, can be utilized to derive approximate expressions for the error probability. We verify the theoretical findings with simulations and compare both strategies. Figure 1: Data types at the edge devices can be highly heterogeneous.


Fast parameter estimation of Generalized Extreme Value distribution using Neural Networks

arXiv.org Artificial Intelligence

The heavy-tailed behavior of the generalized extreme-value distribution makes it a popular choice for modeling extreme events such as floods, droughts, heatwaves, wildfires, etc. However, estimating the distribution's parameters using conventional maximum likelihood methods can be computationally intensive, even for moderate-sized datasets. To overcome this limitation, we propose a computationally efficient, likelihood-free estimation method utilizing a neural network. Through an extensive simulation study, we demonstrate that the proposed neural network-based method provides Generalized Extreme Value (GEV) distribution parameter estimates with comparable accuracy to the conventional maximum likelihood method but with a significant computational speedup. To account for estimation uncertainty, we utilize parametric bootstrapping, which is inherent in the trained network. Finally, we apply this method to 1000-year annual maximum temperature data from the Community Climate System Model version 3 (CCSM3) across North America for three atmospheric concentrations: 289 ppm $\mathrm{CO}_2$ (pre-industrial), 700 ppm $\mathrm{CO}_2$ (future conditions), and 1400 ppm $\mathrm{CO}_2$, and compare the results with those obtained using the maximum likelihood approach.