We propose a novel Bayesian inference framework for distributed differentially private linear regression. We consider a distributed setting where multiple parties hold parts of the data and share certain summary statistics of their portions in privacy-preserving noise. We develop a novel generative statistical model for privately shared statistics, which exploits a useful distributional relation between the summary statistics of linear regression. Bayesian estimation of the regression coefficients is conducted mainly using Markov chain Monte Carlo algorithms, while we also provide a fast version to perform Bayesian estimation in one iteration. The proposed methods have computational advantages over their competitors. We provide numerical results on both real and simulated data, which demonstrate that the proposed algorithms provide well-rounded estimation and prediction.

The initial alignment provides an accurate attitude for SINS (strapdown inertial navigation system). By further estimating the IMU's bias and misalignment angle, the recursive Bayesian filter is accurate. However, the prior heading error has significant influence on the convergence speed and accuracy. In addition, the accuracy will be limited by its iteration at a single time-step. Coarse alignment method OBA (optimization-based alignment) uses MLE (maximum likelihood estimation) to find the optimal attitude quickly. However, few methods consider the IMU bias and misalignment angle, which will reduce the attitude accuracy. In this paper, a unified method based on FGO (Factor graph optimization) and IBF (inertial base frame) is proposed. The attitude is estimated by MLE, IMU bias and misalignment angle are estimated by MAP estimation. The state of all time steps is optimized together to further improve the accuracy. Physical experiments on the rotation MEMS SINS show that the heading accuracy of this method is improved in limited alignment time.

Considering the case where the response variable is a categorical variable and the predictor is a random function, two novel functional sufficient dimensional reduction (FSDR) methods are proposed based on mutual information and square loss mutual information. Compared to the classical FSDR methods, such as functional sliced inverse regression and functional sliced average variance estimation, the proposed methods are appealing because they are capable of estimating multiple effective dimension reduction directions in the case of a relatively small number of categories, especially for the binary response. Moreover, the proposed methods do not require the restrictive linear conditional mean assumption and the constant covariance assumption. They avoid the inverse problem of the covariance operator which is often encountered in the functional sufficient dimension reduction. The functional principal component analysis with truncation be used as a regularization mechanism. Under some mild conditions, the statistical consistency of the proposed methods is established. It is demonstrated that the two methods are competitive compared with some existing FSDR methods by simulations and real data analyses.

We introduce MESSY estimation, a Maximum-Entropy based Stochastic and Symbolic densitY estimation method. The proposed approach recovers probability density functions symbolically from samples using moments of a Gradient flow in which the ansatz serves as the driving force. In particular, we construct a gradient-based drift-diffusion process that connects samples of the unknown distribution function to a guess symbolic expression. We then show that when the guess distribution has the maximum entropy form, the parameters of this distribution can be found efficiently by solving a linear system of equations constructed using the moments of the provided samples. Furthermore, we use Symbolic regression to explore the space of smooth functions and find optimal basis functions for the exponent of the maximum entropy functional leading to good conditioning. The cost of the proposed method in each iteration of the random search is linear with the number of samples and quadratic with the number of basis functions. We validate the proposed MESSY estimation method against other benchmark methods for the case of a bi-modal and a discontinuous density, as well as a density at the limit of physical realizability. We find that the addition of a symbolic search for basis functions improves the accuracy of the estimation at a reasonable additional computational cost. Our results suggest that the proposed method outperforms existing density recovery methods in the limit of a small to moderate number of samples by providing a low-bias and tractable symbolic description of the unknown density at a reasonable computational cost.

Selecting hyperparameters in deep learning greatly impacts its effectiveness but requires manual effort and expertise. Recent works show that Bayesian model selection with Laplace approximations can allow to optimize such hyperparameters just like standard neural network parameters using gradients and on the training data. However, estimating a single hyperparameter gradient requires a pass through the entire dataset, limiting the scalability of such algorithms. In this work, we overcome this issue by introducing lower bounds to the linearized Laplace approximation of the marginal likelihood. In contrast to previous estimators, these bounds are amenable to stochastic-gradient-based optimization and allow to trade off estimation accuracy against computational complexity. We derive them using the function-space form of the linearized Laplace, which can be estimated using the neural tangent kernel. Experimentally, we show that the estimators can significantly accelerate gradient-based hyperparameter optimization.

Simultaneous localization and mapping (SLAM) is the task of building a map representation of an unknown environment while it at the same time is used for positioning. A probabilistic interpretation of the SLAM task allows for incorporating prior knowledge and for operation under uncertainty. Contrary to the common practice of computing point estimates of the system states, we capture the full posterior density through approximate Bayesian inference. This dynamic learning task falls under state estimation, where the state-of-the-art is in sequential Monte Carlo methods that tackle the forward filtering problem. In this paper, we introduce a framework for probabilistic SLAM using particle smoothing that does not only incorporate observed data in current state estimates, but it also back-tracks the updated knowledge to correct for past drift and ambiguities in both the map and in the states. Our solution can efficiently handle both dense and sparse map representations by Rao-Blackwellization of conditionally linear and conditionally linearized models. We show through simulations and real-world experiments how the principles apply to radio (BLE/Wi-Fi), magnetic field, and visual SLAM. The proposed solution is general, efficient, and works well under confounding noise.

An important problem in time-series analysis is modeling systems with time-varying dynamics. Probabilistic models with joint continuous and discrete latent states offer interpretable, efficient, and experimentally useful descriptions of such data. Commonly used models include autoregressive hidden Markov models (ARHMMs) and switching linear dynamical systems (SLDSs), each with its own advantages and disadvantages. ARHMMs permit exact inference and easy parameter estimation, but are parameter intensive when modeling long dependencies, and hence are prone to overfitting. In contrast, SLDSs can capture long-range dependencies in a parameter efficient way through Markovian latent dynamics, but present an intractable likelihood and a challenging parameter estimation task. In this paper, we propose switching autoregressive low-rank tensor (SALT) models, which retain the advantages of both approaches while ameliorating the weaknesses. SALT parameterizes the tensor of an ARHMM with a low-rank factorization to control the number of parameters and allow longer range dependencies without overfitting. We prove theoretical and discuss practical connections between SALT, linear dynamical systems, and SLDSs. We empirically demonstrate quantitative advantages of SALT models on a range of simulated and real prediction tasks, including behavioral and neural datasets. Furthermore, the learned low-rank tensor provides novel insights into temporal dependencies within each discrete state.

We study counterfactual identifiability in causal models with bijective generation mechanisms (BGM), a class that generalizes several widely-used causal models in the literature. We establish their counterfactual identifiability for three common causal structures with unobserved confounding, and propose a practical learning method that casts learning a BGM as structured generative modeling. Learned BGMs enable efficient counterfactual estimation and can be obtained using a variety of deep conditional generative models. We evaluate our techniques in a visual task and demonstrate its application in a real-world video streaming simulation task.

We consider the problem of answering observational, interventional, and counterfactual queries in a causally sufficient setting where only observational data and the causal graph are available. Utilizing the recent developments in diffusion models, we introduce diffusion-based causal models (DCM) to learn causal mechanisms, that generate unique latent encodings. These encodings enable us to directly sample under interventions and perform abduction for counterfactuals. Diffusion models are a natural fit here, since they can encode each node to a latent representation that acts as a proxy for exogenous noise. Our empirical evaluations demonstrate significant improvements over existing state-of-the-art methods for answering causal queries. Furthermore, we provide theoretical results that offer a methodology for analyzing counterfactual estimation in general encoder-decoder models, which could be useful in settings beyond our proposed approach.

A major challenge in the field of Text Generation is evaluation: Human evaluations are cost-intensive, and automated metrics often display considerable disagreement with human judgments. In this paper, we propose a statistical model of Text Generation evaluation that accounts for the error-proneness of automated metrics when used to generate preference rankings between system outputs. We show that existing automated metrics are generally over-confident in assigning significant differences between systems in this setting. However, our model enables an efficient combination of human and automated ratings to remedy the error-proneness of the automated metrics. We show that using this combination, we only require about 50% of the human annotations typically used in evaluations to arrive at robust and statistically significant results while yielding the same evaluation outcome as the pure human evaluation in 95% of cases. We showcase the benefits of approach for three text generation tasks: dialogue systems, machine translation, and text summarization.