We consider the problem of inferring the conditional independence graph (CIG) of a high-dimensional stationary multivariate Gaussian time series. A sparse-group lasso based frequency-domain formulation of the problem has been considered in the literature where the objective is to estimate the sparse inverse power spectral density (PSD) of the data. The CIG is then inferred from the estimated inverse PSD. In this paper we investigate use of a sparse-group log-sum penalty (LSP) instead of sparse-group lasso penalty. An alternating direction method of multipliers (ADMM) approach for iterative optimization of the non-convex problem is presented. We provide sufficient conditions for local convergence in the Frobenius norm of the inverse PSD estimators to the true value. This results also yields a rate of convergence. We illustrate our approach using numerical examples utilizing both synthetic and real data.

Recent methods for knowledge grounded dialogs generate responses by incorporating information from an external textual document. These methods do not require the exact document to be known during training and rely on the use of a retrieval system to fetch relevant documents from a large index. The documents used to generate the responses are modeled as latent variables whose prior probabilities need to be estimated. Models such as RAG and REALM, marginalize the document probabilities over the documents retrieved from the index to define the log likelihood loss function which is optimized end-to-end. In this paper, we develop a variational approach to the above technique wherein, we instead maximize the Evidence Lower bound (ELBO). Using a collection of three publicly available open-conversation datasets, we demonstrate how the posterior distribution, that has information from the ground-truth response, allows for a better approximation of the objective function during training. To overcome the challenges associated with sampling over a large knowledge collection, we develop an efficient approach to approximate the ELBO. To the best of our knowledge we are the first to apply variational training for open-scale unsupervised knowledge grounded dialog systems.

In this paper, we address the problem of convergence of sequential variational inference filter (VIF) through the application of a robust variational objective and Hinf-norm based correction for a linear Gaussian system. As the dimension of state or parameter space grows, performing the full Kalman update with the dense covariance matrix for a large scale system requires increased storage and computational complexity, making it impractical. The VIF approach, based on mean-field Gaussian variational inference, reduces this burden through the variational approximation to the covariance usually in the form of a diagonal covariance approximation. The challenge is to retain convergence and correct for biases introduced by the sequential VIF steps. We desire a framework that improves feasibility while still maintaining reasonable proximity to the optimal Kalman filter as data is assimilated. To accomplish this goal, a Hinf-norm based optimization perturbs the VIF covariance matrix to improve robustness. This yields a novel VIF- Hinf recursion that employs consecutive variational inference and Hinf based optimization steps. We explore the development of this method and investigate a numerical example to illustrate the effectiveness of the proposed filter.

We propose a novel federated learning paradigm to model data variability among heterogeneous clients in multi-centric studies. Our method is expressed through a hierarchical Bayesian latent variable model, where client-specific parameters are assumed to be realization from a global distribution at the master level, which is in turn estimated to account for data bias and variability across clients. We show that our framework can be effectively optimized through expectation maximization (EM) over latent master's distribution and clients' parameters. We also introduce formal differential privacy (DP) guarantees compatibly with our EM optimization scheme. We tested our method on the analysis of multi-modal medical imaging data and clinical scores from distributed clinical datasets of patients affected by Alzheimer's disease. We demonstrate that our method is robust when data is distributed either in iid and non-iid manners, even when local parameters perturbation is included to provide DP guarantees. Moreover, the variability of data, views and centers can be quantified in an interpretable manner, while guaranteeing high-quality data reconstruction as compared to state-of-the-art autoencoding models and federated learning schemes.

This paper considers the problem of finding a landing spot for a drone in a dense urban environment. The conflicting requirement of fast exploration and high resolution is solved using a multi-resolution approach, by which visual information is collected by the drone at decreasing altitudes so that spatial resolution of the acquired images increases monotonically. A probability distribution is used to capture the uncertainty of the decision process for each terrain patch. The distributions are updated as information from different altitudes is collected. When the confidence level for one of the patches becomes larger than a pre-specified threshold, suitability for landing is declared. One of the main building blocks of the approach is a semantic segmentation algorithm that attaches probabilities to each pixel of a single view. The decision algorithm combines these probabilities with a priori data and previous measurements to obtain the best estimates. Feasibility is illustrated by presenting a number of examples generated by a realistic closed-loop simulator.

Dempster-Shafer's theory models the uncertainty present in the data and model and helps in building robust machine learning models.

Knowing the Galactic 3D dust distribution is relevant for understanding many processes in the interstellar medium and for correcting many astronomical observations for dust absorption and emission. Here, we aim for a 3D reconstruction of the Galactic dust distribution with an increase in the number of meaningful resolution elements by orders of magnitude with respect to previous reconstructions, while taking advantage of the dust's spatial correlations to inform the dust map. We use iterative grid refinement to define a log-normal process in spherical coordinates. This log-normal process assumes a fixed correlation structure, which was inferred in an earlier reconstruction of Galactic dust. Our map is informed through 111 Million data points, combining data of PANSTARRS, 2MASS, Gaia DR2 and ALLWISE. The log-normal process is discretized to 122 Billion degrees of freedom, a factor of 400 more than our previous map. We derive the most probable posterior map and an uncertainty estimate using natural gradient descent and the Fisher-Laplace approximation. The dust reconstruction covers a quarter of the volume of our Galaxy, with a maximum coordinate distance of $16\,\text{kpc}$, and meaningful information can be found up to at distances of $4\,$kpc, still improving upon our earlier map by a factor of 5 in maximal distance, of $900$ in volume, and of about eighteen in angular grid resolution. Unfortunately, the maximum posterior approach chosen to make the reconstruction computational affordable introduces artifacts and reduces the accuracy of our uncertainty estimate. Despite of the apparent limitations of the presented 3D dust map, a good part of the reconstructed structures are confirmed by independent maser observations. Thus, the map is a step towards reliable 3D Galactic cartography and already can serve for a number of tasks, if used with care.

Dempster-Shafer's theory models the uncertainty present in the data and model and helps in building robust machine learning models.

Initial work on variational autoencoders assumed independent latent variables with simple distributions. Subsequent work has explored incorporating more complex distributions and dependency structures: including normalizing flows in the encoder network allows latent variables to entangle non-linearly, creating a richer class of distributions for the approximate posterior, and stacking layers of latent variables allows more complex priors to be specified for the generative model. This work explores incorporating arbitrary dependency structures, as specified by Bayesian networks, into VAEs. This is achieved by extending both the prior and inference network with graphical residual flows - residual flows that encode conditional independence by masking the weight matrices of the flow's residual blocks. We compare our model's performance on several synthetic datasets and show its potential in data-sparse settings.

We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to be solved by harnessing natural sources of stochasticity inherent in electronic and neural systems. We demonstrate this idea for a sparse coding model by deriving a continuous-time equation for inferring its latent variables via Langevin dynamics. The model parameters are learned by simultaneously evolving according to another continuous-time equation, thus bypassing the need for digital accumulators or a global clock. Moreover we show that Langevin dynamics lead to an efficient procedure for sampling from the posterior distribution in the 'L0 sparse' regime, where latent variables are encouraged to be set to zero as opposed to having a small L1 norm. This allows the model to properly incorporate the notion of sparsity rather than having to resort to a relaxed version of sparsity to make optimization tractable. Simulations of the proposed dynamical system on both synthetic and natural image datasets demonstrate that the model is capable of probabilistically correct inference, enabling learning of the dictionary as well as parameters of the prior.