Multimodal regression is a fundamental task, which integrates the information from different sources to improve the performance of follow-up applications. However, existing methods mainly focus on improving the performance and often ignore the confidence of prediction for diverse situations. In this study, we are devoted to trustworthy multimodal regression which is critical in cost-sensitive domains. To this end, we introduce a novel Mixture of Normal-Inverse Gamma distributions (MoNIG) algorithm, which efficiently estimates uncertainty in principle for adaptive integration of different modalities and produces a trustworthy regression result. Our model can be dynamically aware of uncertainty for each modality, and also robust for corrupted modalities. Furthermore, the proposed MoNIG ensures explicitly representation of (modality-specific/global) epistemic and aleatoric uncertainties, respectively. Experimental results on both synthetic and different real-world data demonstrate the effectiveness and trustworthiness of our method on various multimodal regression tasks (e.g., temperature prediction for superconductivity, relative location prediction for CT slices, and multimodal sentiment analysis3).

For example, the autonomous driving systems are usually equipped with multiple sensors to collect information from different perspectives [2]. In medical diagnosis [3], multimodal data usually come from different types of examinations, typically including a variety of clinical data.

Deterministic neural networks (NNs) are increasingly being deployed in safety critical domains, where calibrated, robust, and efficient measures of uncertainty are crucial.

Cluster weighted models with multivariate skewed distributions for functional data Cristina Anton, 1 Roy Shivam Ram Shreshtth 2 1 Department of Mathematics and Statistics, MacEwan University, 103C, 10700-104 Ave., Edmonton, AB T5J 4S2, Canada, email: popescuc@macewan.ca 2 Department of Mathematics and Statistics, Indian Institute of Technology Kanpur Abstract We propose a clustering method, funWeightClustSkew, based on mixtures of functional linear regression models and three skewed multivariate distributions: the variance-gamma distribution, the skew-t distribution, and the normal-inverse Gaussian distribution. Our approach follows the framework of the functional high dimensional data clustering (funHDDC) method, and we extend to functional data the cluster weighted models based on skewed distributions used for finite dimensional multivariate data. We consider several parsimonious models, and to estimate the parameters we construct an expectation maximization (EM) algorithm. We illustrate the performance of funWeightClustSkew for simulated data and for the Air Quality dataset. Keywords: Cluster weighted models, Functional linear regression, EM algorithm, Skewed distributions, Multivariate functional principal component analysis 1 Introduction Smart devices and other modern technologies record huge amounts of data measured continuously in time. These data are better represented as curves instead of finite-dimensional vectors, and they are analyzed using statistical methods specific to functional data (Ramsay and Silverman, 2006; Ferraty and Vieu, 2006; Horv ath and Kokoszka, 2012). Many times more than one curve is collected for one individual, e.g.

Multimodal regression is a fundamental task, which integrates the information from different sources to improve the performance of follow-up applications. However, existing methods mainly focus on improving the performance and often ignore the confidence of prediction for diverse situations. In this study, we are devoted to trustworthy multimodal regression which is critical in cost-sensitive domains. To this end, we introduce a novel Mixture of Normal-Inverse Gamma distributions (MoNIG) algorithm, which efficiently estimates uncertainty in principle for adaptive integration of different modalities and produces a trustworthy regression result. Our model can be dynamically aware of uncertainty for each modality, and also robust for corrupted modalities. Furthermore, the proposed MoNIG ensures explicitly representation of (modality-specific/global) epistemic and aleatoric uncertainties, respectively. Experimental results on both synthetic and different real-world data demonstrate the effectiveness and trustworthiness of our method on various multimodal regression tasks (e.g., temperature prediction for superconductivity, relative location prediction for CT slices, and multimodal sentiment analysis).

Computed tomography (CT) equivalent information is needed for attenuation correction in PET imaging and for dose planning in radiotherapy. Prior work has shown that Gaussian mixture models can be used to generate a substitute CT (s-CT) image from a specific set of MRI modalities. This work introduces a more flexible class of mixture models for s-CT generation, that incorporates spatial dependency in the data through a Markov random field prior on the latent field of class memberships associated with a mixture model. Furthermore, the mixture distributions are extended from Gaussian to normal inverse Gaussian (NIG), allowing heavier tails and skewness. The amount of data needed to train a model for s-CT generation is of the order of 100 million voxels. The computational efficiency of the parameter estimation and prediction methods are hence paramount, especially when spatial dependency is included in the models. A stochastic Expectation Maximization (EM) gradient algorithm is proposed in order to tackle this challenge. The advantages of the spatial model and NIG distributions are evaluated with a cross-validation study based on data from 14 patients. The study show that the proposed model enhances the predictive quality of the s-CT images by reducing the mean absolute error with 17.9%. Also, the distribution of CT values conditioned on the MR images are better explained by the proposed model as evaluated using continuous ranked probability scores.