Uncertainty
Spiking Neural Networks: A Stochastic Signal Processing Perspective
Jang, Hyeryung, Simeone, Osvaldo, Gardner, Brian, Grüning, André
Spiking Neural Networks (SNNs) are distributed systems whose computing elements, or neurons, are characterized by analog internal dynamics and by digital and sparse inter-neuron, or synaptic, communications. The sparsity of the synaptic spiking inputs and the corresponding event-driven nature of neural processing can be leveraged by hardware implementations to obtain significant energy reductions as compared to conventional Artificial Neural Networks (ANNs). SNNs can be used not only as coprocessors tocarry out given computing tasks, such as classification, but also as learning machines that adapt their internal parameters, e.g., their synaptic weights, on the basis of data and of a learning criterion. This paper provides an overview of models, learning rules, and applications of SNNs from the viewpoint of stochastic signal processing. INTRODUCTION Artificial Neural Networks (ANNs) have become the de-facto standard tool to carry out supervised, unsupervised, and reinforcement learning tasks. Their recent successes range from image classifiers that outperform human experts in medical diagnosis to machines that defeat professional players at complex games such as Go.
Bayesian Spectral Deconvolution Based on Poisson Distribution: Bayesian Measurement and Virtual Measurement Analytics (VMA)
Nagata, Kenji, Mototake, Yoh-ichi, Muraoka, Rei, Sasaki, Takehiko, Okada, Masato
In this paper, we propose a new method of Bayesian measurement for spectral deconvolution, which regresses spectral data into the sum of unimodal basis function such as Gaussian or Lorentzian functions. Bayesian measurement is a framework for considering not only the target physical model but also the measurement model as a probabilistic model, and enables us to estimate the parameter of a physical model with its confidence interval through a Bayesian posterior distribution given a measurement data set. The measurement with Poisson noise is one of the most effective system to apply our proposed method. Since the measurement time is strongly related to the signal-to-noise ratio for the Poisson noise model, Bayesian measurement with Poisson noise model enables us to clarify the relationship between the measurement time and the limit of estimation. In this study, we establish the probabilistic model with Poisson noise for spectral deconvolution. Bayesian measurement enables us to perform virtual and computer simulation for a certain measurement through the established probabilistic model. This property is called "Virtual Measurement Analytics(VMA)" in this paper. We also show that the relationship between the measurement time and the limit of estimation can be extracted by using the proposed method in a simulation of synthetic data and real data for XPS measurement of MoS$_2$.
From Adaptive Kernel Density Estimation to Sparse Mixture Models
Schretter, Colas, Sun, Jianyong, Schelkens, Peter
We introduce a balloon estimator in a generalized expectation-maximization method for estimating all parameters of a Gaussian mixture model given one data sample per mixture component. Instead of limiting explicitly the model size, this regularization strategy yields low-complexity sparse models where the number of effective mixture components reduces with an increase of a smoothing probability parameter $\mathbf{P>0}$. This semi-parametric method bridges from non-parametric adaptive kernel density estimation (KDE) to parametric ordinary least-squares when $\mathbf{P=1}$. Experiments show that simpler sparse mixture models retain the level of details present in the adaptive KDE solution.
Variational Bayesian Complex Network Reconstruction
Xu, Shuang, Zhang, Chun-Xia, Wang, Pei, Zhang, Jiangshe
The networked systems are ubiquitous in many fields, including social-tech science [1, 2], bioinformatics [3-6], epidemic dynamics [7-9] and power grid [10, 11]. However, as is often the case, it is not able to observe the topology of a network, while data generated by this network are available. Therefore, in interdisciplinary science, one of the most important but challenging problems is to reconstruct the complex network from the observed data or time series [12]. This problem has been widely investigated in the past three decades, where the classical method is the delay-coordinate embedding method proposed by Takens [13], which, nevertheless, is only suitable for small-scale networks. Nowadays, with the advent of big data era [14], it is of great urgency solve this issue for large-scale complex networks. Suppose that a complex network consists of N nodes, in practice we are often given the time series of the states for the N nodes. Generally speaking, the core idea of many data-driven network reconstruction investigations is to first calculate the correlation between two nodes. Then, a threshold can be set mutually or automatically to make the network binary.
Efficient learning of smooth probability functions from Bernoulli tests with guarantees
Rolland, Paul, Kavis, Ali, Singla, Adish, Cevher, Volkan
We study the fundamental problem of learning an unknown, smooth probability function via point-wise Bernoulli tests. We provide the first scalable algorithm for efficiently solving this problem with rigorous guarantees. In particular, we prove the convergence rate of our posterior update rule to the true probability function in L2-norm. Moreover, we allow the Bernoulli tests to depend on contextual features, and provide a modified inference engine with provable guarantees for this novel setting. Numerical results show that the empirical convergence rates match the theory, and illustrate the superiority of our approach in handling contextual features over the state-of-the-art.
Finding dissimilar explanations in Bayesian networks: Complexity results
Finding the most probable explanation for observed variables in a Bayesian network is a notoriously intractable problem, particularly if there are hidden variables in the network. In this paper we examine the complexity of a related problem, that is, the problem of finding a set of sufficiently dissimilar, yet all plausible, explanations. Applications of this problem are, e.g., in search query results (you won't want 10 results that all link to the same website) or in decision support systems. We show that the problem of finding a 'good enough' explanation that differs in structure from the best explanation is at least as hard as finding the best explanation itself.
Model-Based Learning of Turbulent Flows using Mobile Robots
Khodayi-mehr, Reza, Zavlanos, Michael M.
Abstract--In this paper we consider the problem of modelbased learningof turbulent flows using mobile robots. The key idea is to use empirical data to improve on numerical estimates of time-averaged flow properties that can be obtained using Reynolds-Averaged Navier Stokes (RANS) models. RANS models are computationally efficient and provide global knowledge of the flow but they also rely on simplifying assumptions and require experimental validation. In this paper, we instead construct statistical models of the flow properties using Gaussian Processes (GPs) and rely on the numerical solutions obtained from RANS models to inform their mean. We then utilize Bayesian inference to incorporate empirical measurements of the flow into these GPs, specifically, measurements of the time-averaged velocity and turbulent intensity fields. Moreover, it accounts for measurement noise by systematically incorporating it in the GP models. To obtain the velocity and turbulent intensity measurements, we design a cost-effective mobile robot sensor that collects and analyzes instantaneous velocity readings. We control this mobile robot through a sequence of waypoints that maximize the information content of the corresponding measurements. The end result is a posterior distribution of the flow field that better approximates the real flow and also quantifies the uncertainty in the flow properties. We present experimental results that demonstrate considerable improvement in the prediction of the flow properties compared to pure numerical simulations. I. INTRODUCTION Knowledge of turbulent flow properties, e.g., velocity and turbulent intensity, is of paramount importance for many engineering applications.At larger scales, these properties are used for the study of ocean currents and their effects on aquatic life, [1], [2], [3], meteorology, [4], bathymetry, [5], and localization of atmospheric pollutants, [6], to name a few. At smaller scales, knowledge of flow fields is important in applications ranging from optimal HVAC of residential buildings for human comfort, [7], to design of drag-efficient bodies in aerospace and automotive industries, [8]. At even smaller scales, the characteristics of velocity fluctuations in vessels are important for vascular pathology and diagnosis, [9] or for the control of bacteria-inspired uniflagellar robots, [10]. Another important application that requires global knowledge of the velocity field is chemical source identification in advection-diffusion transport systems, [11], [12], [13].
Modelling trait dependent speciation with Approximate Bayesian Computation
Bartoszek, Krzysztof, Liò, Pietro
Phylogeny is the field of modelling the temporal discrete dynamics of speciation. Complex models can nowadays be studied using the Approximate Bayesian Computation approach which avoids likelihood calculations. The field's progression is hampered by the lack of robust software to estimate the numerous parameters of the speciation process. In this work we present an R package, pcmabc, based on Approximate Bayesian Computations, that implements three novel phylogenetic algorithms for trait-dependent speciation modelling. Our phylogenetic comparative methodology takes into account both the simulated traits and phylogeny, attempting to estimate the parameters of the processes generating the phenotype and the trait. The user is not restricted to a predefined set of models and can specify a variety of evolutionary and branching models. We illustrate the software with a simulation-reestimation study focused around the branching Ornstein-Uhlenbeck process, where the branching rate depends non-linearly on the value of the driving Ornstein-Uhlenbeck process. Included in this work is a tutorial on how to use the software.
Probabilistic Model Checking of Robots Deployed in Extreme Environments
Zhao, Xingyu, Robu, Valentin, Flynn, David, Dinmohammadi, Fateme, Fisher, Michael, Webster, Matt
Robots are increasingly used to carry out critical missions in extreme environments that are hazardous for humans. This requires a high degree of operational autonomy under uncertain conditions, and poses new challenges for assuring the robot's safety and reliability. In this paper, we develop a framework for probabilistic model checking on a layered Markov model to verify the safety and reliability requirements of such robots, both at pre-mission stage and during runtime. Two novel estimators based on conservative Bayesian inference and imprecise probability model with sets of priors are introduced to learn the unknown transition parameters from operational data. We demonstrate our approach using data from a real-world deployment of unmanned underwater vehicles in extreme environments.
State-Space Abstractions for Probabilistic Inference: A Systematic Review
Lüdtke, Stefan, Schröder, Max, Krüger, Frank, Bader, Sebastian, Kirste, Thomas
Tasks such as social network analysis, human behavior recognition, or modeling biochemical reactions, can be solved elegantly by using the probabilistic inference framework. However, standard probabilistic inference algorithms work at a propositional level, and thus cannot capture the symmetries and redundancies that are present in these tasks. Algorithms that exploit those symmetries have been devised in different research fields, for example by the lifted inference-, multiple object tracking-, and modeling and simulation-communities. The common idea, that we call state space abstraction, is to perform inference over compact representations of sets of symmetric states. Although they are concerned with a similar topic, the relationship between these approaches has not been investigated systematically. This survey provides the following contributions. We perform a systematic literature review to outline the state of the art in probabilistic inference methods exploiting symmetries. From an initial set of more than 4,000 papers, we identify 116 relevant papers. Furthermore, we provide new high-level categories that classify the approaches, based on common properties of the approaches. The research areas underlying each of the categories are introduced concisely. Researchers from different fields that are confronted with a state space explosion problem in a probabilistic system can use this classification to identify possible solutions. Finally, based on this conceptualization, we identify potentials for future research, as some relevant application domains are not addressed by current approaches.