Uncertainty
Message-Passing Algorithms for Channel Estimation and Decoding Using Approximate Inference
Badiu, Mihai-Alin, Kirkelund, Gunvor Elisabeth, Manchón, Carles Navarro, Riegler, Erwin, Fleury, Bernard Henri
We design iterative receiver schemes for a generic wireless communication system by treating channel estimation and information decoding as an inference problem in graphical models. We introduce a recently proposed inference framework that combines belief propagation (BP) and the mean field (MF) approximation and includes these algorithms as special cases. We also show that the expectation propagation and expectation maximization algorithms can be embedded in the BP-MF framework with slight modifications. By applying the considered inference algorithms to our probabilistic model, we derive four different message-passing receiver schemes. Our numerical evaluation demonstrates that the receiver based on the BP-MF framework and its variant based on BP-EM yield the best compromise between performance, computational complexity and numerical stability among all candidate algorithms.
A note on the lack of symmetry in the graphical lasso
Rolfs, Benjamin T., Rajaratnam, Bala
The graphical lasso (glasso) is a widely-used fast algorithm for estimating sparse inverse covariance matrices. The glasso solves an L1 penalized maximum likelihood problem and is available as an R library on CRAN. The output from the glasso, a regularized covariance matrix estimate a sparse inverse covariance matrix estimate, not only identify a graphical model but can also serve as intermediate inputs into multivariate procedures such as PCA, LDA, MANOVA, and others. The glasso indeed produces a covariance matrix estimate which solves the L1 penalized optimization problem in a dual sense; however, the method for producing the inverse covariance matrix estimator after this optimization is inexact and may produce asymmetric estimates. This problem is exacerbated when the amount of L1 regularization that is applied is small, which in turn is more likely to occur if the true underlying inverse covariance matrix is not sparse. The lack of symmetry can potentially have consequences. First, it implies that the covariance and inverse covariance estimates are not numerical inverses of one another, and second, asymmetry can possibly lead to negative or complex eigenvalues,rendering many multivariate procedures which may depend on the inverse covariance estimator unusable. We demonstrate this problem, explain its causes, and propose possible remedies.
Nonlinear spectral unmixing of hyperspectral images using Gaussian processes
Altmann, Yoann, Dobigeon, Nicolas, McLaughlin, Steve, Tourneret, Jean-Yves
This paper presents an unsupervised algorithm for nonlinear unmixing of hyperspectral images. The proposed model assumes that the pixel reflectances result from a nonlinear function of the abundance vectors associated with the pure spectral components. We assume that the spectral signatures of the pure components and the nonlinear function are unknown. The first step of the proposed method consists of the Bayesian estimation of the abundance vectors for all the image pixels and the nonlinear function relating the abundance vectors to the observations. The endmembers are subsequently estimated using Gaussian process regression. The performance of the unmixing strategy is evaluated with simulations conducted on synthetic and real data.
Statistical Anomaly Detection for Train Fleets
Holst, Anders (Swedish Institute of Computer Science) | Bohlin, Markus (Swedish Institute of Computer Science) | Ekman, Jan (Swedish Institute of Computer Science) | Sellin, Ola (Bombardier Transportation) | Lindström, Björn (Addiva Consulting AB) | Larsen, Stefan (Addiva Eduro AB)
We have developed a method for statistical anomaly detection which has been deployed in a tool for condition monitoring of train fleets. The tool is currently used by several railway operators over the world to inspect and visualize the occurrence of event messages generated on the trains. The anomaly detection component helps the operators to quickly find significant deviations from normal behavior and to detect early indications for possible problems. The savings in maintenance costs comes mainly from avoiding costly breakdowns, and have been estimated to several million Euros per year for the tool. In the long run, it is expected that maintenance costs can be reduced with between 5 and 10 % by using the tool.
Bayesian Unification of Sound Source Localization and Separation with Permutation Resolution
Otsuka, Takuma (Kyoto University) | Ishiguro, Katsuhiko (NTT Corporation) | Sawada, Hiroshi (NTT Corporation) | Okuno, Hiroshi G. (Kyoto University)
Sound source localization and separation with permutation resolution are essential for achieving a computational auditory scene analysis system that can extract useful information from a mixture of various sounds. Because existing methods cope separately with these problems despite their mutual dependence, the overall result with these approaches can be degraded by any failure in one of these components. This paper presents a unified Bayesian framework to solve these problems simultaneously where localization and separation are regarded as a clustering problem. Experimental results confirm that our method outperforms state-of-the-art methods in terms of the separation quality with various setups including practical reverberant environments.
Symbolic Variable Elimination for Discrete and Continuous Graphical Models
Sanner, Scott (NICTA and Australian National University) | Abbasnejad, Ehsan (Australian National University and NICTA)
Probabilistic reasoning in the real-world often requires inference incontinuous variable graphical models, yet there are few methods for exact, closed-form inference when joint distributions are non-Gaussian. To address this inferential deficit, we introduce SVE -- a symbolic extension of the well-known variable elimination algorithm to perform exact inference in an expressive class of mixed discrete and continuous variable graphical models whose conditional probability functions can be well-approximated as piecewise combinations of polynomials with bounded support. Using this representation, we show that we can compute all of the SVE operations exactly and in closed-form, which crucially includes definite integration w.r.t. multivariate piecewise polynomial functions. To aid in the efficient computation and compact representation of this solution, we use an extended algebraic decision diagram (XADD) data structure that supports all SVE operations. We provide illustrative results for SVE on probabilistic inference queries inspired by robotics localization and tracking applications that mix various continuous distributions; this represents the first time a general closed-form exact solution has been proposed for this expressive class of discrete/continuous graphical models.
Counting-MLNs: Learning Relational Structure for Decision Making
Nath, Aniruddh (University of Washington) | Richardson, Matthew (Microsoft Research)
Many first-order probabilistic models can be represented much more compactly using aggregation operations such as counting. While traditional statistical relational representations share factors across sets of interchangeable random variables, representations that explicitly model aggregations also exploit interchangeability of random variables within factors. This is especially useful in decision making settings, where an agent might need to reason about counts of the different types of objects it interacts with. Previous work on counting formulas in statistical relational representations has mostly focused on the problem of exact inference on an existing model. The problem of learning such models is largely unexplored. In this paper, we introduce Counting Markov Logic Networks (C-MLNs), an extension of Markov logic networks that can compactly represent complex counting formulas. We present a structure learning algorithm for C-MLNs; we apply this algorithm to the novel problem of generalizing natural language instructions, and to relational reinforcement learning in the Crossblock domain, in which standard MLN learning algorithms fail to find any useful structure. The C-MLN policies learned from natural language instructions are compact and intuitive, and, despite requiring no instructions on test games, win 20% more Crossblock games than a state-of-the-art algorithm for following natural language instructions.
Teaching Localization in Probabilistic Robotics
Martin, Fred G. (University of Massachusetts Lowell) | Dalphond, James (University of Massachusetts Lowell) | Tuck, Nat (University of Massachusetts Lowell)
In the field of probabilistic robotics, a central problem is to determine a robot's state given knowledge of a time series of control commands and sensor readings. The effects of control commands and the behavior of sensor devices are both modeled probabilistically. A variety of methods are available for deriving the robot's belief state, which is a probabilistic representation of the robot's true state (which cannot be directly known). This paper presents a series of five assignments to teach this material at the advanced undergraduate/graduate level. The theoretical aspect of the work is reinforced by practical implementation exercises using ROS (Robot Operating System), and the Bilibot, an educational robot platform.
Estimation of Suitable Action to Realize Given Novel Effect with Given Tool Using Bayesian Tool Affordances
Jain, Raghvendra (The Graduate University for Advanced Studies) | Inamura, Tetsunari (National Institute of Informatics)
We present the concept of Bayesian Tool Affordances as a solution to estimate the suitable action for the given tool to realize the given novel effects to the robot. We define Tool affordances as the “awareness within robot about the different kind of effects it can create in the environment using a tool”. It incorporates understanding the bi-directional association of executed Action, functionally relevant features of the Tool and the resulting effects. We propose Bayesian leaning of Tool Affordances for prediction, inference and planning capabilities while dealing with uncertainty, redundancy and irrelevant information using limited learning samples. The estimation results are presented in this paper to validate the proposed concept of Bayesian Tool Affordances.
Belief Functions on Distributive Lattices
Zhou, Chunlai (Renmin University of China)
The Dempster-Shafer theory of belief functions is an important approach to deal with uncertainty in AI.In the theory, belief functions are defined on Boolean algebras of events. In many applications of belief functions in real world problems, however, the objects that we manipulateis no more a Boolean algebra but a distributive lattice. In this paper, we extend the Dempster-Shafer theory to the setting of distributive lattices, which has a mathematical theory as attractive as in that of Boolean algebras.Moreover, we apply this more general theory to a simple epistemic logic the first-degree-entailment fragment of relevance logic R , provide a sound and complete axiomatization for reasoning about belief functions for this logic and show that the complexity of the satisfiability problem of a belief formula with respect to the class of the corresponding Dempster-Shafer structures is NP-complete.