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 Bayesian Inference


Intrinsic dimension estimation for discrete metrics

arXiv.org Artificial Intelligence

Real world-datasets characterized by discrete features are ubiquitous: from categorical surveys to clinical questionnaires, from unweighted networks to DNA sequences. Nevertheless, the most common unsupervised dimensional reduction methods are designed for continuous spaces, and their use for discrete spaces can lead to errors and biases. In this letter we introduce an algorithm to infer the intrinsic dimension (ID) of datasets embedded in discrete spaces. We demonstrate its accuracy on benchmark datasets, and we apply it to analyze a metagenomic dataset for species fingerprinting, finding a surprisingly small ID, of order 2. This suggests that evolutive pressure acts on a low-dimensional manifold despite the high-dimensionality of sequences' space.


Towards Targeted Change Detection with Heterogeneous Remote Sensing Images for Forest Mortality Mapping

arXiv.org Artificial Intelligence

Several generic methods have recently been developed for change detection in heterogeneous remote sensing data, such as images from synthetic aperture radar (SAR) and multispectral radiometers. However, these are not well suited to detect weak signatures of certain disturbances of ecological systems. To resolve this problem we propose a new approach based on image-to-image translation and one-class classification (OCC). We aim to map forest mortality caused by an outbreak of geometrid moths in a sparsely forested forest-tundra ecotone using multisource satellite images. The images preceding and following the event are collected by Landsat-5 and RADARSAT-2, respectively. Using a recent deep learning method for change-aware image translation, we compute difference images in both satellites' respective domains. These differences are stacked with the original pre- and post-event images and passed to an OCC trained on a small sample from the targeted change class. The classifier produces a credible map of the complex pattern of forest mortality.


Estimating a potential without the agony of the partition function

arXiv.org Artificial Intelligence

Estimating a Gibbs density function given a sample is an important problem in computational statistics and statistical learning. Although the well established maximum likelihood method is commonly used, it requires the computation of the partition function (i.e., the normalization of the density). This function can be easily calculated for simple low-dimensional problems but its computation is difficult or even intractable for general densities and high-dimensional problems. In this paper we propose an alternative approach based on Maximum A-Posteriori (MAP) estimators, we name Maximum Recovery MAP (MR-MAP), to derive estimators that do not require the computation of the partition function, and reformulate the problem as an optimization problem. We further propose a least-action type potential that allows us to quickly solve the optimization problem as a feed-forward hyperbolic neural network. We demonstrate the effectiveness of our methods on some standard data sets.


Towards Consistent Batch State Estimation Using a Time-Correlated Measurement Noise Model

arXiv.org Artificial Intelligence

Abstract-- In this paper, we present an algorithm for learning time-correlated measurement covariances for application in batch state estimation. We parameterize the inverse measurement covariance matrix to be block-banded, which conveniently factorizes and results in a computationally efficient approach for correlating measurements across the entire trajectory. We train our covariance model through supervised learning using the groundtruth trajectory. In applications where the measurements are time-correlated, we demonstrate improved performance in both the mean posterior estimate and the covariance (i.e., improved estimator consistency). We verify that our proposed method results in a consistent In the research field of probabilistic robotics, we formulate batch estimator in a controlled simulation via a statistical test state estimation using probability theory in order to handle over several trials.


Seq2Seq Surrogates of Epidemic Models to Facilitate Bayesian Inference

arXiv.org Artificial Intelligence

Epidemic models are powerful tools in understanding infectious disease. However, as they increase in size and complexity, they can quickly become computationally intractable. Recent progress in modelling methodology has shown that surrogate models can be used to emulate complex epidemic models with a high-dimensional parameter space. We show that deep sequence-to-sequence (seq2seq) models can serve as accurate surrogates for complex epidemic models with sequence based model parameters, effectively replicating seasonal and long-term transmission dynamics. Once trained, our surrogate can predict scenarios a several thousand times faster than the original model, making them ideal for policy exploration. We demonstrate that replacing a traditional epidemic model with a learned simulator facilitates robust Bayesian inference.


GFlowCausal: Generative Flow Networks for Causal Discovery

arXiv.org Artificial Intelligence

Causal discovery aims to uncover causal structure among a set of variables. Score-based approaches mainly focus on searching for the best Directed Acyclic Graph (DAG) based on a predefined score function. However, most of them are not applicable on a large scale due to the limited searchability. Inspired by the active learning in generative flow networks, we propose a novel approach to learning a DAG from observational data called GFlowCausal. It converts the graph search problem to a generation problem, in which direct edges are added gradually. GFlowCausal aims to learn the best policy to generate high-reward DAGs by sequential actions with probabilities proportional to predefined rewards. We propose a plug-and-play module based on transitive closure to ensure efficient sampling. Theoretical analysis shows that this module could guarantee acyclicity properties effectively and the consistency between final states and fully-connected graphs. We conduct extensive experiments on both synthetic and real datasets, and results show the proposed approach to be superior and also performs well in a large-scale setting.


Simulation-based Bayesian inference for robotic grasping

arXiv.org Artificial Intelligence

Abstract-- General robotic grippers are challenging to control because of their rich nonsmooth contact dynamics and the many sources of uncertainties due to the environment or sensor noise. In this work, we demonstrate how to compute 6-DoF grasp poses using simulation-based Bayesian inference through the full stochastic forward simulation of the robot in its environment while robustly accounting for many of the uncertainties in the system. A Riemannian manifold optimization procedure preserving the nonlinearity of the rotation space is used to compute the maximum a posteriori grasp pose. Simulation and physical benchmarks show the promising high success rate of the approach. Industrial grasping works very well in highly structured environments with few uncertainties.


Decision-Making Under Uncertainty: Beyond Probabilities

arXiv.org Artificial Intelligence

This position paper reflects on the state-of-the-art in decision-making under uncertainty. A classical assumption is that probabilities can sufficiently capture all uncertainty in a system. In this paper, the focus is on the uncertainty that goes beyond this classical interpretation, particularly by employing a clear distinction between aleatoric and epistemic uncertainty. The paper features an overview of Markov decision processes (MDPs) and extensions to account for partial observability and adversarial behavior. These models sufficiently capture aleatoric uncertainty but fail to account for epistemic uncertainty robustly. Consequently, we present a thorough overview of so-called uncertainty models that exhibit uncertainty in a more robust interpretation. We show several solution techniques for both discrete and continuous models, ranging from formal verification, over control-based abstractions, to reinforcement learning. As an integral part of this paper, we list and discuss several key challenges that arise when dealing with rich types of uncertainty in a model-based fashion.


Safe Testing

arXiv.org Artificial Intelligence

We develop the theory of hypothesis testing based on the e-value, a notion of evidence that, unlike the p-value, allows for effortlessly combining results from several studies in the common scenario where the decision to perform a new study may depend on previous outcomes. Tests based on e-values are safe, i.e. they preserve Type-I error guarantees, under such optional continuation. We define growth-rate optimality (GRO) as an analogue of power in an optional continuation context, and we show how to construct GRO e-variables for general testing problems with composite null and alternative, emphasizing models with nuisance parameters. GRO e-values take the form of Bayes factors with special priors. We illustrate the theory using several classic examples including a one-sample safe t-test and the 2 x 2 contingency table. Sharing Fisherian, Neymanian and Jeffreys-Bayesian interpretations, e-values may provide a methodology acceptable to adherents of all three schools.


Building Normalizing Flows with Stochastic Interpolants

arXiv.org Artificial Intelligence

A generative model based on a continuous-time normalizing flow between any pair of base and target probability densities is proposed. The velocity field of this flow is inferred from the probability current of a time-dependent density that interpolates between the base and the target in finite time. Unlike conventional normalizing flow inference methods based the maximum likelihood principle, which require costly backpropagation through ODE solvers, our interpolant approach leads to a simple quadratic loss for the velocity itself which is expressed in terms of expectations that are readily amenable to empirical estimation. The flow can be used to generate samples from either the base or target, and to estimate the likelihood at any time along the interpolant. In addition, the flow can be optimized to minimize the path length of the interpolant density, thereby paving the way for building optimal transport maps. In situations where the base is a Gaussian density, we also show that the velocity of our normalizing flow can also be used to construct a diffusion model to sample the target as well as estimate its score. However, our approach shows that we can bypass this diffusion completely and work at the level of the probability flow with greater simplicity, opening an avenue for methods based solely on ordinary differential equations as an alternative to those based on stochastic differential equations. Benchmarking on density estimation tasks illustrates that the learned flow can match and surpass conventional continuous flows at a fraction of the cost, and compares well with diffusions on image generation on CIFAR-10 and ImageNet $32\times32$. The method scales ab-initio ODE flows to previously unreachable image resolutions, demonstrated up to $128\times128$.