Alarm root cause analysis is a significant component in the day-to-day telecommunication network maintenance, and it is critical for efficient and accurate fault localization and failure recovery. In practice, accurate and self-adjustable alarm root cause analysis is a great challenge due to network complexity and vast amounts of alarms. A popular approach for failure root cause identification is to construct a graph with approximate edges, commonly based on either event co-occurrences or conditional independence tests. However, considerable expert knowledge is typically required for edge pruning. We propose a novel data-driven framework for root cause alarm localization, combining both causal inference and network embedding techniques. In this framework, we design a hybrid causal graph learning method (HPCI), which combines Hawkes Process with Conditional Independence tests, as well as propose a novel Causal Propagation-Based Embedding algorithm (CPBE) to infer edge weights. We subsequently discover root cause alarms in a real-time data stream by applying an influence maximization algorithm on the weighted graph. We evaluate our method on artificial data and real-world telecom data, showing a significant improvement over the best baselines.

There is a range of applications where the interest is in understanding interactions between a set of time series, including in neuroscience, genomics, econometrics, climate science, and social media analysis. For example, in neuroscience, one may seek to understand whether activity in one brain region correlates with later activity in another region, or to decipher instantaneous correlations between regions--both notions of functional connectivity. In genomics, there is an analogous study of gene regulatory networks. In econometrics, one may be interested in how various macroeconomic indicators predict one another. We also have unprecedented levels of data on people's actions--whether they be social media posts, purchase histories, or political voting records--and want to understand the dependencies between the actions of these individuals. Modern recording modalities and the ability to store and process large amounts of data have escalated the scale at which we seek to do such analyses. In many cases, one may seek notions of causal interactions amongst the time series, but be limited to drawing inferences from observational data without opportunities for experimentation and without known mechanistic models for the observed phenomena.

This paper produces an efficient Semidefinite Programming (SDP) solution for community detection that incorporates non-graph data, which in this context is known as side information. SDP is an efficient solution for standard community detection on graphs. We formulate a semi-definite relaxation for the maximum likelihood estimation of node labels, subject to observing both graph and non-graph data. This formulation is distinct from the SDP solution of standard community detection, but maintains its desirable properties. We calculate the exact recovery threshold for three types of non-graph information, which in this paper are called side information: partially revealed labels, noisy labels, as well as multiple observations (features) per node with arbitrary but finite cardinality. We find that SDP has the same exact recovery threshold in the presence of side information as maximum likelihood with side information. Thus, the methods developed herein are computationally efficient as well as asymptotically accurate for the solution of community detection in the presence of side information. Simulations show that the asymptotic results of this paper can also shed light on the performance of SDP for graphs of modest size.

Undirected graphical models have been widely used to model the conditional independence structure of high-dimensional random vector data for years. In many modern applications such as EEG and fMRI data, the observations are multivariate random functions rather than scalars. To model the conditional independence of this type of data, functional graphical models are proposed and have attracted an increasing attention in recent years. In this paper, we propose a neighborhood selection approach to estimate Gaussian functional graphical models. We first estimate the neighborhood of all nodes via function-on-function regression, and then we can recover the whole graph structure based on the neighborhood information. By estimating conditional structure directly, we can circumvent the need of a well-defined precision operator which generally does not exist. Besides, we can better explore the effect of the choice of function basis for dimension reduction. We give a criterion for choosing the best function basis and motivate two practically useful choices, which we justified by both theory and experiments and show that they are better than expanding each function onto its own FPCA basis as in previous literature. In addition, the neighborhood selection approach is computationally more efficient than fglasso as it is more easy to do parallel computing. The statistical consistency of our proposed methods in high-dimensional setting are supported by both theory and experiment.

We develop simple methods for constructing parameter priors for model choice among Directed Acyclic Graphical (DAG) models. In particular, we introduce several assumptions that permit the construction of parameter priors for a large number of DAG models from a small set of assessments. We then present a method for directly computing the marginal likelihood of every DAG model given a random sample with no missing observations. We apply this methodology to Gaussian DAG models which consist of a recursive set of linear regression models. We show that the only parameter prior for complete Gaussian DAG models that satisfies our assumptions is the normal-Wishart distribution. Our analysis is based on the following new characterization of the Wishart distribution: let $W$ be an $n \times n$, $n \ge 3$, positive-definite symmetric matrix of random variables and $f(W)$ be a pdf of $W$. Then, f$(W)$ is a Wishart distribution if and only if $W_{11} - W_{12} W_{22}^{-1} W'_{12}$ is independent of $\{W_{12},W_{22}\}$ for every block partitioning $W_{11},W_{12}, W'_{12}, W_{22}$ of $W$. Similar characterizations of the normal and normal-Wishart distributions are provided as well.

AMP algorithms have two features that make them particularly attractive. First, they can easily be tailored to take advantage of prior information on the structure of the signal, such as sparsity or other constraints. Second, under suitable assumptions on a design or data matrix, AMP theory provides precise asymptotic guarantees for statistical procedures in the high-dimensional regime where the ratio of the number of observations n to dimensions p converges to a constant (Bayati and Montanari, 2012; Donoho et al., 2013; Sur et al., 2017). More generally, AMP has been also used to obtain lower bounds on the estimation error of first-order methods (Celentano et al., 2020), and in linear regression and low rank matrix estimation, it plays a fundamental role in understanding the performance gap between information-theoretically optimal and computationally feasible estimators (Reeves and Pfister, 2019; Barbier et al., 2019; Lelarge and Miolane, 2019). In these settings, it is conjectured that AMP achieves the optimal asymptotic estimation error among all polynomial-time algorithms (cf.

Energy-based models (EBMs) are a simple yet powerful framework for generative modeling. They are based on a trainable energy function which defines an associated Gibbs measure, and they can be trained and sampled from via well-established statistical tools, such as MCMC. Neural networks may be used as energy function approximators, providing both a rich class of expressive models as well as a flexible device to incorporate data structure. In this work we focus on shallow neural networks. Building from the incipient theory of overparametrized neural networks, we show that models trained in the so-called "active" regime provide a statistical advantage over their associated "lazy" or kernel regime, leading to improved adaptivity to hidden low-dimensional structure in the data distribution, as already observed in supervised learning. Our study covers both maximum likelihood and Stein Discrepancy estimators, and we validate our theoretical results with numerical experiments on synthetic data.

We introduce a new architecture called a conditional invertible neural network (cINN), and use it to address the task of diverse image-to-image translation for natural images. This is not easily possible with existing INN models due to some fundamental limitations. The cINN combines the purely generative INN model with an unconstrained feed-forward network, which efficiently preprocesses the conditioning image into maximally informative features. All parameters of a cINN are jointly optimized with a stable, maximum likelihood-based training procedure. Even though INN-based models have received far less attention in the literature than GANs, they have been shown to have some remarkable properties absent in GANs, e.g. apparent immunity to mode collapse. We find that our cINNs leverage these properties for image-to-image translation, demonstrated on day to night translation and image colorization. Furthermore, we take advantage of our bidirectional cINN architecture to explore and manipulate emergent properties of the latent space, such as changing the image style in an intuitive way.

Incorporating shape information is essential for the delineation of many organs and anatomical structures in medical images. While previous work has mainly focused on parametric spatial transformations applied on reference template shapes, in this paper, we address the Bayesian inference of parametric shape models for segmenting medical images with the objective to provide interpretable results. The proposed framework defines a likelihood appearance probability and a prior label probability based on a generic shape function through a logistic function. A reference length parameter defined in the sigmoid controls the trade-off between shape and appearance information. The inference of shape parameters is performed within an Expectation-Maximisation approach where a Gauss-Newton optimization stage allows to provide an approximation of the posterior probability of shape parameters. This framework is applied to the segmentation of cochlea structures from clinical CT images constrained by a 10 parameter shape model. It is evaluated on three different datasets, one of which includes more than 200 patient images. The results show performances comparable to supervised methods and better than previously proposed unsupervised ones. It also enables an analysis of parameter distributions and the quantification of segmentation uncertainty including the effect of the shape model.

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with the speed of a NN. For a BM, making predictions with the lowest expected loss requires integrating over the posterior distribution. When exact inference of the posterior predictive distribution is intractable, approximation methods are typically applied, e.g. Monte Carlo (MC) simulation. For MC, the variance of the estimator decreases with the number of samples - but at the expense of increased computational cost. Our approach removes the need for iterative MC simulation on the CPU at prediction time. In brief, it works by fitting a NN to synthetic data generated using the BM. In a single feed-forward pass, the NN gives a set of point-wise approximations to the BM's posterior predictive distribution for a given observation. We achieve risk minimized predictions significantly faster than standard methods with a negligible loss on the test dataset. We combine this approach with Active Learning to minimize the amount of data required for fitting the NN. This is done by iteratively labeling more data in regions with high predictive uncertainty of the NN.