This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between change-points is on the order of the dimension of the model parameters, drifts in the underlying distribution can be misidentified as changes. To overcome this limitation we assume that the observations lie in a lower dimensional manifold that admits a latent variable representation. In particular, we propose a hierarchical model that is computationally feasible, widely applicable to heterogeneous data and robust to missing instances. Additionally, to deal with the observations' periodic dependencies, we employ a circadian model where the data periodicity is captured by non-stationary covariance functions. We validate the proposed technique on synthetic examples and we demonstrate its utility in the detection of changes for human behavior characterization.

We introduce a quantum algorithm for solving structured-prediction problems with a runtime that scales with the square root of the size of the label space, but scales in $\widetilde O\left(\frac{1}{\epsilon^5}\right)$ with respect to the precision of the solution. In doing so, we analyze a stochastic gradient algorithm for convex optimization in the presence of an additive error in the calculation of the gradients, and show that its convergence rate does not deteriorate if the additive errors are of the order $\widetilde O(\epsilon)$. Our algorithm uses quantum Gibbs sampling at temperature $O (\epsilon)$ as a subroutine. Numerical results using Monte Carlo simulations on an image tagging task demonstrate the benefit of the approach.

The study of private inference has been sparked by growing concern regarding the analysis of data when it stems from sensitive sources. We present the first method for private Bayesian inference in exponential families that properly accounts for noise introduced by the privacy mechanism. It is efficient because it works only with sufficient statistics and not individual data. Unlike other methods, it gives properly calibrated posterior beliefs in the non-asymptotic data regime.

Group factor analysis (GFA) methods have been widely used to infer the common structure and the group-specific signals from multiple related datasets in various fields including systems biology and neuroimaging. To date, most available GFA models require Gibbs sampling or slice sampling to perform inference, which prevents the practical application of GFA to large-scale data. In this paper we present an efficient collapsed variational inference (CVI) algorithm for the nonparametric Bayesian group factor analysis (NGFA) model built upon an hierarchical beta Bernoulli process. Our CVI algorithm proceeds by marginalizing out the group-specific beta process parameters, and then approximating the true posterior in the collapsed space using mean field methods. Experimental results on both synthetic and real-world data demonstrate the effectiveness of our CVI algorithm for the NGFA compared with state-of-the-art GFA methods.

Machine Learning on graph-structured data is an important and omnipresent task for a vast variety of applications including anomaly detection and dynamic network analysis. In this paper, a deep generative model is introduced to capture continuous probability densities corresponding to the nodes of an arbitrary graph. In contrast to all learning formulations in the area of discriminative pattern recognition, we propose a scalable generative optimization/algorithm theoretically proved to capture distributions at the nodes of a graph. Our model is able to generate samples from the probability densities learned at each node. This probabilistic data generation model, i.e. convolutional graph auto-encoder (CGAE), is devised based on the localized first-order approximation of spectral graph convolutions, deep learning, and the variational Bayesian inference. We apply our CGAE to a new problem, the spatio-temporal probabilistic solar irradiance prediction. Multiple solar radiation measurement sites in a wide area in northern states of the US are modeled as an undirected graph. Using our proposed model, the distribution of future irradiance given historical radiation observations is estimated for every site/node. Numerical results on the National Solar Radiation Database show state-of-the-art performance for probabilistic radiation prediction on geographically distributed irradiance data in terms of reliability, sharpness, and continuous ranked probability score.

Autonomous vehicles should be able to generate accurate probabilistic predictions for uncertain behavior of other road users. Moreover, reactive predictions are necessary in highly interactive driving scenarios to answer "what if I take this action in the future" for autonomous vehicles. There is no existing unified framework to homogenize the problem formulation, representation simplification, and evaluation metric for various prediction methods, such as probabilistic graphical models (PGM), neural networks (NN) and inverse reinforcement learning (IRL). In this paper, we formulate a probabilistic reaction prediction problem, and reveal the relationship between reaction and situation prediction problems. We employ prototype trajectories with designated motion patterns other than "intention" to homogenize the representation so that probabilities corresponding to each trajectory generated by different methods can be evaluated. We also discuss the reasons why "intention" is not suitable to serve as a motion indicator in highly interactive scenarios. We propose to use Brier score as the baseline metric for evaluation. In order to reveal the fatality of the consequences when the predictions are adopted by decision-making and planning, we propose a fatality-aware metric, which is a weighted Brier score based on the criticality of the trajectory pairs of the interacting entities. Conservatism and non-defensiveness are defined from the weighted Brier score to indicate the consequences caused by inaccurate predictions. Modified methods based on PGM, NN and IRL are provided to generate probabilistic reaction predictions in an exemplar scenario of nudging from a highway ramp. The results are evaluated by the baseline and proposed metrics to construct a mini benchmark. Analysis on the properties of each method is also provided by comparing the baseline and proposed metric scores.

Simulation workflow is a top-level model for the design and control of simulation process. It connects multiple simulation components with time and interaction restrictions to form a complete simulation system. Before the construction and evaluation of the component models, the validation of upper-layer simulation workflow is of the most importance in a simulation system. However, the methods especially for validating simulation workflow is very limit. Many of the existing validation techniques are domain-dependent with cumbersome questionnaire design and expert scoring. Therefore, this paper present an empirical learning-based validation procedure to implement a semi-automated evaluation for simulation workflow. First, representative features of general simulation workflow and their relations with validation indices are proposed. The calculation process of workflow credibility based on Analytic Hierarchy Process (AHP) is then introduced. In order to make full use of the historical data and implement more efficient validation, four learning algorithms, including back propagation neural network (BPNN), extreme learning machine (ELM), evolving new-neuron (eNFN) and fast incremental gaussian mixture model (FIGMN), are introduced for constructing the empirical relation between the workflow credibility and its features. A case study on a landing-process simulation workflow is established to test the feasibility of the proposed procedure. The experimental results also provide some useful overview of the state-of-the-art learning algorithms on the credibility evaluation of simulation models.

Non-negative matrix factorization (NMF) is a knowledge discovery method that is used for many fields, besides, its variational inference and Gibbs sampling method are also well-known. However, the variational approximation accuracy is not yet clarified, since NMF is not statistically regular and the prior used in the variational Bayesian NMF (VBNMF) has zero or divergence points. In this paper, using algebraic geometrical methods, we theoretically analyze the difference of the negative log evidence/marginal likelihood (free energy) between VBNMF and Bayesian NMF, and give a lower bound of the approximation accuracy, asymptotically. The results quantitatively show how well the VBNMF algorithm can approximate Bayesian NMF.

Owing to the expeditious growth in the information and communication technologies, smart cities have raised the expectations in terms of efficient functioning and management. One key aspect of residents' daily comfort is assured through affording reliable traffic management and route planning. Comprehensively, the majority of the present trip planning applications and service providers are enabling their trip planning recommendations relying on shortest paths and/or fastest routes. However, such suggestions may discount drivers' preferences with respect to safe and less disturbing trips. Road anomalies such as cracks, potholes, and manholes induce risky driving scenarios and can lead to vehicles damages and costly repairs. Accordingly, in this paper, we propose a crowdsensing based dynamic route planning system. Leveraging both the vehicle motion sensors and the inertial sensors within the smart devices, road surface types and anomalies have been detected and categorized. In addition, the monitored events are geo-referenced utilizing GPS receivers on both vehicles and smart devices. Consequently, road segments assessments are conducted using fuzzy system models based on aspects such as the number of anomalies and their severity levels in each road segment. Afterward, another fuzzy model is adopted to recommend the best trip routes based on the road segments quality in each potential route. Extensive road experiments are held to build and show the potential of the proposed system.

The ordered weighted averaging (OWA) operators play a crucial role in aggregating multiple criteria evaluations into an overall assessment supporting the decision makers' choice. One key point steps is to determine the associated weights. In this paper, we first briefly review some main methods for determining the weights by using distribution functions. Then we propose a new approach for determining OWA weights by using the RIM quantifier. Motivated by the idea of normal distribution-based method to determine the OWA weights, we develop a method based on elliptical distributions for determining the OWA weights, and some of its desirable properties have been investigated.