Goto

Collaborating Authors

 Uncertainty


Generalized Maximum Likelihood Estimation for Perspective-n-Point Problem

arXiv.org Artificial Intelligence

The Perspective-n-Point (PnP) problem has been widely studied in the literature and applied in various vision-based pose estimation scenarios. However, existing methods ignore the anisotropy uncertainty of observations, as demonstrated in several real-world datasets in this paper. This oversight may lead to suboptimal and inaccurate estimation, particularly in the presence of noisy observations. To this end, we propose a generalized maximum likelihood PnP solver, named GMLPnP, that minimizes the determinant criterion by iterating the GLS procedure to estimate the pose and uncertainty simultaneously. Further, the proposed method is decoupled from the camera model. Results of synthetic and real experiments show that our method achieves better accuracy in common pose estimation scenarios, GMLPnP improves rotation/translation accuracy by 4.7%/2.0% on TUM-RGBD and 18.6%/18.4% on KITTI-360 dataset compared to the best baseline. It is more accurate under very noisy observations in a vision-based UAV localization task, outperforming the best baseline by 34.4% in translation estimation accuracy.


Inventory problems and the parametric measure $m_{\lambda}$

arXiv.org Artificial Intelligence

The credibility theory was introduced by B. Liu as a new way to describe the fuzzy uncertainty. The credibility measure is the fundamental notion of the credibility theory. Recently, L.Yang and K. Iwamura extended the credibility measure by defining the parametric measure $m_{\lambda}$ ($\lambda$ is a real parameter in the interval $[0,1]$ and for $\lambda= 1/2$ we obtain as a particular case the notion of credibility measure). By using the $m_{\lambda}$-measure, we studied in this paper a risk neutral multi-item inventory problem. Our construction generalizes the credibilistic inventory model developed by Y. Li and Y. Liu in 2019. In our model, the components of demand vector are fuzzy variables and the maximization problem is formulated by using the notion of $m_{\lambda}$-expected value. We shall prove a general formula for the solution of optimization problem, from which we obtained effective formulas for computing the optimal solutions in the particular cases where the demands are trapezoidal and triangular fuzzy numbers. For $\lambda=1/2$ we obtain as a particular case the computation formulas of the optimal solutions of the credibilistic inventory problem of Li and Liu. These computation formulas are applied for some $m_{\lambda}$-models obtained from numerical data.


Generalizing Trilateration: Approximate Maximum Likelihood Estimator for Initial Orbit Determination in Low-Earth Orbit

arXiv.org Artificial Intelligence

With the increase in the number of active satellites and space debris in orbit, the problem of initial orbit determination (IOD) becomes increasingly important, demanding a high accuracy. Over the years, different approaches have been presented such as filtering methods (for example, Extended Kalman Filter), differential algebra or solving Lambert's problem. In this work, we consider a setting of three monostatic radars, where all available measurements are taken approximately at the same instant. This follows a similar setting as trilateration, a state-of-the-art approach, where each radar is able to obtain a single measurement of range and range-rate. Differently, and due to advances in Multiple-Input Multiple-Output (MIMO) radars, we assume that each location is able to obtain a larger set of range, angle and Doppler shift measurements. Thus, our method can be understood as an extension of trilateration leveraging more recent technology and incorporating additional data. We formulate the problem as a Maximum Likelihood Estimator (MLE), which for some number of observations is asymptotically unbiased and asymptotically efficient. Through numerical experiments, we demonstrate that our method attains the same accuracy as the trilateration method for the same number of measurements and offers an alternative and generalization, returning a more accurate estimation of the satellite's state vector, as the number of available measurements increases.


Randomized Transport Plans via Hierarchical Fully Probabilistic Design

arXiv.org Machine Learning

An optimal randomized strategy for design of balanced, normalized mass transport plans is developed. It replaces -- but specializes to -- the deterministic, regularized optimal transport (OT) strategy, which yields only a certainty-equivalent plan. The incompletely specified -- and therefore uncertain -- transport plan is acknowledged to be a random process. Therefore, hierarchical fully probabilistic design (HFPD) is adopted, yielding an optimal hyperprior supported on the set of possible transport plans, and consistent with prior mean constraints on the marginals of the uncertain plan. This Bayesian resetting of the design problem for transport plans -- which we call HFPD-OT -- confers new opportunities. These include (i) a strategy for the generation of a random sample of joint transport plans; (ii) randomized marginal contracts for individual source-target pairs; and (iii) consistent measures of uncertainty in the plan and its contracts. An application in algorithmic fairness is outlined, where HFPD-OT enables the recruitment of a more diverse subset of contracts -- than is possible in classical OT -- into the delivery of an expected plan. Also, it permits fairness proxies to be endowed with uncertainty quantifiers.


Real-time Hybrid System Identification with Online Deterministic Annealing

arXiv.org Artificial Intelligence

--We introduce a real-time identification method for discrete-time state-dependent switching systems in both the input-output and state-space domains. In particular, we design a system of adaptive algorithms running in two timescales; a stochastic approximation algorithm implements an online deterministic annealing scheme at a slow timescale and estimates the mode-switching signal, and an recursive identification algorithm runs at a faster timescale and updates the parameters of the local models based on the estimate of the switching signal. We first focus on piece-wise affine systems and discuss identifiability conditions and convergence properties based on the theory of two-timescale stochastic approximation. In contrast to standard identification algorithms for switched systems, the proposed approach gradually estimates the number of modes and is appropriate for real-time system identification using sequential data acquisition. The progressive nature of the algorithm improves computational efficiency and provides real-time control over the performance-complexity trade-off. Finally, we address specific challenges that arise in the application of the proposed methodology in identification of more general switching systems. Simulation results validate the efficacy of the proposed methodology. Hybrid systems, described by interacting continuous and discrete dynamics, are a powerful modeling tool in the analysis of systems where logic and continuous processes are interlaced, as in most complex cyber-physical systems. In addition to being able to describe switching dynamics, hybrid systems can be used as a tool to approximate highly non-linear dynamics by a collection of simpler models, and boost model explainability and robustness, by decomposing the behavior of a complex system into sub-systems where first principles and domain knowledge can be used for precise model tuning [1], [2]. As a result, hybrid systems have attracted significant attention in the control community. However, first principles modelling is often too complicated and sub-optimal, and a hybrid model needs to be identified on the basis of observations. The majority of the work in this area is based on piece-wise affine (PW A) systems, a class of state-dependent switched systems with important applications in identification, verification, and control synthesis of hybrid and nonlinear systems [2]-[5]. The input-output representation of PW A systems is the class of piece-wise affine auto-regressive exogenous (PW ARX) systems with the switching signal depending on a partitioning of the domain of a vector containing the recent history of input-output pairs.


Meta-Posterior Consistency for the Bayesian Inference of Metastable System

arXiv.org Machine Learning

The vast majority of the literature on learning dynamical systems or stochastic processes from time series has focused on stable or ergodic systems, for both Bayesian and frequentist inference procedures. However, most real-world systems are only metastable, that is, the dynamics appear to be stable on some time scale, but are in fact unstable over longer time scales. Consistency of inference for metastable systems may not be possible, but one can ask about metaconsistency: Do inference procedures converge when observations are taken over a large but finite time interval, but diverge on longer time scales? In this paper we introduce, discuss, and quantify metaconsistency in a Bayesian framework. We discuss how metaconsistency can be exploited to efficiently infer a model for a sub-system of a larger system, where inference on the global behavior may require much more data. We also discuss the relation between meta-consistency and the spectral properties of the model dynamical system in the case of uniformly ergodic diffusions.


Adaptive Planning with Generative Models under Uncertainty

arXiv.org Artificial Intelligence

Planning with generative models has emerged as an effective decision-making paradigm across a wide range of domains, including reinforcement learning and autonomous navigation. While continuous replanning at each timestep might seem intuitive because it allows decisions to be made based on the most recent environmental observations, it results in substantial computational challenges, primarily due to the complexity of the generative model's underlying deep learning architecture. Our work addresses this challenge by introducing a simple adaptive planning policy that leverages the generative model's ability to predict long-horizon state trajectories, enabling the execution of multiple actions consecutively without the need for immediate replanning. We propose to use the predictive uncertainty derived from a Deep Ensemble of inverse dynamics models to dynamically adjust the intervals between planning sessions. In our experiments conducted on locomotion tasks within the OpenAI Gym framework, we demonstrate that our adaptive planning policy allows for a reduction in replanning frequency to only about 10% of the steps without compromising the performance. Our results underscore the potential of generative modeling as an efficient and effective tool for decision-making.


Adaptive Two-Stage Cloud Resource Scaling via Hierarchical Multi-Indicator Forecasting and Bayesian Decision-Making

arXiv.org Artificial Intelligence

The surging demand for cloud computing resources, driven by the rapid growth of sophisticated large-scale models and data centers, underscores the critical importance of efficient and adaptive resource allocation. As major tech enterprises deploy massive infrastructures with thousands of GPUs, existing cloud platforms still struggle with low resource utilization due to key challenges: capturing hierarchical indicator structures, modeling non-Gaussian distributions, and decision-making under uncertainty. To address these challenges, we propose HRAMONY, an adaptive Hierarchical Attention-based Resource Modeling and Decision-Making System. HARMONY combines hierarchical multi-indicator distribution forecasting and uncertainty-aware Bayesian decision-making. It introduces a novel hierarchical attention mechanism that comprehensively models complex inter-indicator dependencies, enabling accurate predictions that can adapt to evolving environment states. By transforming Gaussian projections into adaptive non-Gaussian distributions via Normalizing Flows. Crucially, HARMONY leverages the full predictive distributions in an adaptive Bayesian process, proactively incorporating uncertainties to optimize resource allocation while robustly meeting SLA constraints under varying conditions. Extensive evaluations across four large-scale cloud datasets demonstrate HARMONY's state-of-the-art performance, significantly outperforming nine established methods. A month-long real-world deployment validated HARMONY's substantial practical impact, realizing over 35,000 GPU hours in savings and translating to $100K+ in cost reduction, showcasing its remarkable economic value through adaptive, uncertainty-aware scaling. Our code is available at https://github.com/Floating-LY/HARMONY1.


FIVB ranking: Misstep in the right direction

arXiv.org Artificial Intelligence

This work uses a statistical framework to present and evaluate the ranking algorithm that has been used by F\'ed\'eration Internationale de Volleyball (FIVB) since 2020. The salient feature of the FIVB ranking is the use of the probabilistic model, which explicitly calculates the probabilities of the games to come. This explicit modeling is new in the context of official ranking, and we study the optimality of its parameters as well as its relationship with the ranking algorithm as such. The analysis is carried out using both analytical and numerical methods. We conclude that, from the modeling perspective, the use of the home-field advantage (HFA) would be beneficial and that the weighting of the game results is counterproductive. Regarding the algorithm itself, we explain the rationale beyond the approximations currently used and explain how to find new parameters which improve the performance. Finally, we propose a new model that drastically simplifies both the implementation and interpretation of the resulting algorithm.


Rubric-based Learner Modelling via Noisy Gates Bayesian Networks for Computational Thinking Skills Assessment

arXiv.org Artificial Intelligence

In modern and personalised education, there is a growing interest in developing learners' competencies and accurately assessing them. In a previous work, we proposed a procedure for deriving a learner model for automatic skill assessment from a task-specific competence rubric, thus simplifying the implementation of automated assessment tools. The previous approach, however, suffered two main limitations: (i) the ordering between competencies defined by the assessment rubric was only indirectly modelled; (ii) supplementary skills, not under assessment but necessary for accomplishing the task, were not included in the model. In this work, we address issue (i) by introducing dummy observed nodes, strictly enforcing the skills ordering without changing the network's structure. In contrast, for point (ii), we design a network with two layers of gates, one performing disjunctive operations by noisy-OR gates and the other conjunctive operations through logical ANDs. Such changes improve the model outcomes' coherence and the modelling tool's flexibility without compromising the model's compact parametrisation, interpretability and simple experts' elicitation. We used this approach to develop a learner model for Computational Thinking (CT) skills assessment. The CT-cube skills assessment framework and the Cross Array Task (CAT) are used to exemplify it and demonstrate its feasibility.