Short-time Fourier transform (STFT) is the most common window-based approach for analyzing the spectrotemporal dynamics of time series. To mitigate the effects of high variance on the spectral estimates due to finite-length, independent STFT windows, state-space multitaper (SSMT) method used a state-space framework to introduce dependency among the spectral estimates. However, the assumed time-invariance of the state-space parameters makes the spectral dynamics difficult to capture when the time series is highly nonstationary. We propose an adaptive SSMT (ASSMT) method as a time-varying extension of SSMT. ASSMT tracks highly nonstationary dynamics by adaptively updating the state parameters and Kalman gains using a heuristic, computationally efficient exponential smoothing technique. In analyses of simulated data and real human electroencephalogram (EEG) recordings, ASSMT showed improved denoising and smoothing properties relative to standard multitaper and SSMT approaches.
We apply a reinforcement meta-learning framework to optimize an integrated and adaptive guidance and flight control system for an air-to-air missile. The system is implemented as a policy that maps navigation system outputs directly to commanded rates of change for the missile's control surface deflections. The system induces intercept trajectories against a maneuvering target that satisfy control constraints on fin deflection angles, and path constraints on look angle and load. We test the optimized system in a six degrees-of-freedom simulator that includes a non-linear radome model and a strapdown seeker model, and demonstrate that the system adapts to both a large flight envelope and off-nominal flight conditions including perturbation of aerodynamic coefficient parameters and center of pressure locations, and flexible body dynamics. Moreover, we find that the system is robust to the parasitic attitude loop induced by radome refraction and imperfect seeker stabilization. We compare our system's performance to a longitudinal model of proportional navigation coupled with a three loop autopilot, and find that our system outperforms this benchmark by a large margin. Additional experiments investigate the impact of removing the recurrent layer from the policy and value function networks, performance with an infrared seeker, and flexible body dynamics.
Computing a maximum independent set (MaxIS) is a fundamental NP-hard problem in graph theory, which has important applications in a wide spectrum of fields. Since graphs in many applications are changing frequently over time, the problem of maintaining a MaxIS over dynamic graphs has attracted increasing attention over the past few years. Due to the intractability of maintaining an exact MaxIS, this paper aims to develop efficient algorithms that can maintain an approximate MaxIS with an accuracy guarantee theoretically. In particular, we propose a framework that maintains a $(\frac{\Delta}{2} + 1)$-approximate MaxIS over dynamic graphs and prove that it achieves a constant approximation ratio in many real-world networks. To the best of our knowledge, this is the first non-trivial approximability result for the dynamic MaxIS problem. Following the framework, we implement an efficient linear-time dynamic algorithm and a more effective dynamic algorithm with near-linear expected time complexity. Our thorough experiments over real and synthetic graphs demonstrate the effectiveness and efficiency of the proposed algorithms, especially when the graph is highly dynamic.
We propose a novel framework for learning a low-dimensional representation of data based on nonlinear dynamical systems, which we call dynamical dimension reduction (DDR). In the DDR model, each point is evolved via a nonlinear flow towards a lower-dimensional subspace; the projection onto the subspace gives the low-dimensional embedding. Training the model involves identifying the nonlinear flow and the subspace. Following the equation discovery method, we represent the vector field that defines the flow using a linear combination of dictionary elements, where each element is a pre-specified linear/nonlinear candidate function. A regularization term for the average total kinetic energy is also introduced and motivated by optimal transport theory. We prove that the resulting optimization problem is well-posed and establish several properties of the DDR method. We also show how the DDR method can be trained using a gradient-based optimization method, where the gradients are computed using the adjoint method from optimal control theory. The DDR method is implemented and compared on synthetic and example datasets to other dimension reductions methods, including PCA, t-SNE, and Umap.
Locating 3D objects from a single RGB image via Perspective-n-Points (PnP) is a long-standing problem in computer vision. Driven by end-to-end deep learning, recent studies suggest interpreting PnP as a differentiable layer, so that 2D-3D point correspondences can be partly learned by backpropagating the gradient w.r.t. object pose. Yet, learning the entire set of unrestricted 2D-3D points from scratch fails to converge with existing approaches, since the deterministic pose is inherently non-differentiable. In this paper, we propose the EPro-PnP, a probabilistic PnP layer for general end-to-end pose estimation, which outputs a distribution of pose on the SE(3) manifold, essentially bringing categorical Softmax to the continuous domain. The 2D-3D coordinates and corresponding weights are treated as intermediate variables learned by minimizing the KL divergence between the predicted and target pose distribution. The underlying principle unifies the existing approaches and resembles the attention mechanism. EPro-PnP significantly outperforms competitive baselines, closing the gap between PnP-based method and the task-specific leaders on the LineMOD 6DoF pose estimation and nuScenes 3D object detection benchmarks.
We introduce a novel methodology for particle filtering in dynamical systems where the evolution of the signal of interest is described by a SDE and observations are collected instantaneously at prescribed time instants. The new approach includes the discretisation of the SDE and the design of efficient particle filters for the resulting discrete-time state-space model. The discretisation scheme converges with weak order 1 and it is devised to create a sequential dependence structure along the coordinates of the discrete-time state vector. We introduce a class of space-sequential particle filters that exploits this structure to improve performance when the system dimension is large. This is numerically illustrated by a set of computer simulations for a stochastic Lorenz 96 system with additive noise. The new space-sequential particle filters attain approximately constant estimation errors as the dimension of the Lorenz 96 system is increased, with a computational cost that increases polynomially, rather than exponentially, with the system dimension. Besides the new numerical scheme and particle filters, we provide in this paper a general framework for discrete-time filtering in continuous-time dynamical systems described by a SDE and instantaneous observations. Provided that the SDE is discretised using a weakly-convergent scheme, we prove that the marginal posterior laws of the resulting discrete-time state-space model converge to the posterior marginal posterior laws of the original continuous-time state-space model under a suitably defined metric. This result is general and not restricted to the numerical scheme or particle filters specifically studied in this manuscript.
One of the most important problems in system identification and statistics is how to estimate the unknown parameters of a given model. Optimization methods and specialized procedures, such as Empirical Minimization (EM) can be used in case the likelihood function can be computed. For situations where one can only simulate from a parametric model, but the likelihood is difficult or impossible to evaluate, a technique known as the Two-Stage (TS) Approach can be applied to obtain reliable parametric estimates. Unfortunately, there is currently a lack of theoretical justification for TS. In this paper, we propose a statistical decision-theoretical derivation of TS, which leads to Bayesian and Minimax estimators. We also show how to apply the TS approach on models for independent and identically distributed samples, by computing quantiles of the data as a first step, and using a linear function as the second stage. The proposed method is illustrated via numerical simulations.
We present a new sublinear time algorithm for approximating the spectral density (eigenvalue distribution) of an $n\times n$ normalized graph adjacency or Laplacian matrix. The algorithm recovers the spectrum up to $\epsilon$ accuracy in the Wasserstein-1 distance in $O(n\cdot \text{poly}(1/\epsilon))$ time given sample access to the graph. This result compliments recent work by David Cohen-Steiner, Weihao Kong, Christian Sohler, and Gregory Valiant (2018), which obtains a solution with runtime independent of $n$, but exponential in $1/\epsilon$. We conjecture that the trade-off between dimension dependence and accuracy is inherent. Our method is simple and works well experimentally. It is based on a Chebyshev polynomial moment matching method that employees randomized estimators for the matrix trace. We prove that, for any Hermitian $A$, this moment matching method returns an $\epsilon$ approximation to the spectral density using just $O({1}/{\epsilon})$ matrix-vector products with $A$. By leveraging stability properties of the Chebyshev polynomial three-term recurrence, we then prove that the method is amenable to the use of coarse approximate matrix-vector products. Our sublinear time algorithm follows from combining this result with a novel sampling algorithm for approximating matrix-vector products with a normalized graph adjacency matrix. Of independent interest, we show a similar result for the widely used \emph{kernel polynomial method} (KPM), proving that this practical algorithm nearly matches the theoretical guarantees of our moment matching method. Our analysis uses tools from Jackson's seminal work on approximation with positive polynomial kernels.
Multi-fidelity models are of great importance due to their capability of fusing information coming from different simulations and sensors. In the context of Gaussian process regression we can exploit low-fidelity models to better capture the latent manifold thus improving the accuracy of the model. We focus on the approximation of high-dimensional scalar functions with low intrinsic dimensionality. By introducing a low dimensional bias in a chain of Gaussian processes with different fidelities we can fight the curse of dimensionality affecting these kind of quantities of interest, especially for many-query applications. In particular we seek a gradient-based reduction of the parameter space through linear active subspaces or a nonlinear transformation of the input space. Then we build a low-fidelity response surface based on such reduction, thus enabling multi-fidelity Gaussian process regression without the need of running new simulations with simplified physical models. This has a great potential in the data scarcity regime affecting many engineering applications. In this work we present a new multi-fidelity approach -- starting from the preliminary analysis conducted in Romor et al. 2020 -- involving active subspaces and nonlinear level-set learning method. The proposed numerical method is tested on two high-dimensional benchmark functions, and on a more complex car aerodynamics problem. We show how a low intrinsic dimensionality bias can increase the accuracy of Gaussian process response surfaces.
The area of Data Analytics on graphs promises a paradigm shift as we approach information processing of classes of data, which are typically acquired on irregular but structured domains (social networks, various ad-hoc sensor networks). Yet, despite its long history, current approaches mostly focus on the optimization of graphs themselves, rather than on directly inferring learning strategies, such as detection, estimation, statistical and probabilistic inference, clustering and separation from signals and data acquired on graphs. To fill this void, we first revisit graph topologies from a Data Analytics point of view, and establish a taxonomy of graph networks through a linear algebraic formalism of graph topology (vertices, connections, directivity). This serves as a basis for spectral analysis of graphs, whereby the eigenvalues and eigenvectors of graph Laplacian and adjacency matrices are shown to convey physical meaning related to both graph topology and higher-order graph properties, such as cuts, walks, paths, and neighborhoods. Next, to illustrate estimation strategies performed on graph signals, spectral analysis of graphs is introduced through eigenanalysis of mathematical descriptors of graphs and in a generic way. Finally, a framework for vertex clustering and graph segmentation is established based on graph spectral representation (eigenanalysis) which illustrates the power of graphs in various data association tasks. The supporting examples demonstrate the promise of Graph Data Analytics in modeling structural and functional/semantic inferences. At the same time, Part I serves as a basis for Part II and Part III which deal with theory, methods and applications of processing Data on Graphs and Graph Topology Learning from data.
Image segmentation is considered to be one of the critical tasks in hyperspectral remote sensing image processing. Recently, convolutional neural network (CNN) has established itself as a powerful model in segmentation and classification by demonstrating excellent performances. The use of a graphical model such as a conditional random field (CRF) contributes further in capturing contextual information and thus improving the segmentation performance. In this paper, we propose a method to segment hyperspectral images by considering both spectral and spatial information via a combined framework consisting of CNN and CRF. We use multiple spectral cubes to learn deep features using CNN, and then formulate deep CRF with CNN-based unary and pairwise potential functions to effectively extract the semantic correlations between patches consisting of three-dimensional data cubes. Effective piecewise training is applied in order to avoid the computationally expensive iterative CRF inference. Furthermore, we introduce a deep deconvolution network that improves the segmentation masks. We also introduce a new dataset and experimented our proposed method on it along with several widely adopted benchmark datasets to evaluate the effectiveness of our method. By comparing our results with those from several state-of-the-art models, we show the promising potential of our method.