Assessing goodness of fit to a given distribution plays an important role in computational statistics. The Probability integral transformation (PIT) can be used to convert the question of whether a given sample originates from a reference distribution into a problem of testing for uniformity. We present new simulation and optimization based methods to obtain simultaneous confidence bands for the whole empirical cumulative distribution function (ECDF) of the PIT values under the assumption of uniformity. Simultaneous confidence bands correspond to such confidence intervals at each point that jointly satisfy a desired coverage. These methods can also be applied in cases where the reference distribution is represented only by a finite sample. The confidence bands provide an intuitive ECDF-based graphical test for uniformity, which also provides useful information on the quality of the discrepancy. We further extend the simulation and optimization methods to determine simultaneous confidence bands for testing whether multiple samples come from the same underlying distribution. This multiple sample comparison test is especially useful in Markov chain Monte Carlo convergence diagnostics. We provide numerical experiments to assess the properties of the tests using both simulated and real world data and give recommendations on their practical application in computational statistics workflows.
We use a numerical-analytic technique to construct a sequence of successive approximations to the solution of a system of fractional differential equations, subject to Dirichlet boundary conditions. We prove the uniform convergence of the sequence of approximations to a limit function, which is the unique solution to the boundary value problem under consideration, and give necessary and sufficient conditions for the existence of solutions. The obtained theoretical results are confirmed by a model example.
Given a random sample of size $n$ from a $p$ dimensional random vector, where both $n$ and $p$ are large, we are interested in testing whether the $p$ components of the random vector are mutually independent. This is the so-called complete independence test. In the multivariate normal case, it is equivalent to testing whether the correlation matrix is an identity matrix. In this paper, we propose a one-sided empirical likelihood method for the complete independence test for multivariate normal data based on squared sample correlation coefficients. The limiting distribution for our one-sided empirical likelihood test statistic is proved to be $Z^2I(Z>0)$ when both $n$ and $p$ tend to infinity, where $Z$ is a standard normal random variable. In order to improve the power of the empirical likelihood test statistic, we also introduce a rescaled empirical likelihood test statistic. We carry out an extensive simulation study to compare the performance of the rescaled empirical likelihood method and two other statistics which are related to the sum of squared sample correlation coefficients.
Federated learning (FL) is a useful tool in distributed machine learning that utilizes users' local datasets in a privacy-preserving manner. When deploying FL in a constrained wireless environment; however, training models in a time-efficient manner can be a challenging task due to intermittent connectivity of devices, heterogeneous connection quality, and non-i.i.d. data. In this paper, we provide a novel convergence analysis of non-convex loss functions using FL on both i.i.d. and non-i.i.d. datasets with arbitrary device selection probabilities for each round. Then, using the derived convergence bound, we use stochastic optimization to develop a new client selection and power allocation algorithm that minimizes a function of the convergence bound and the average communication time under a transmit power constraint. We find an analytical solution to the minimization problem. One key feature of the algorithm is that knowledge of the channel statistics is not required and only the instantaneous channel state information needs to be known. Using the FEMNIST and CIFAR-10 datasets, we show through simulations that the communication time can be significantly decreased using our algorithm, compared to uniformly random participation.
Proteins can exhibit dynamic structural flexibility as they carry out their functions, especially in binding regions that interact with other molecules. For the key SARS-CoV-2 spike protein that facilitates COVID-19 infection, studies have previously identified several such highly flexible regions with therapeutic importance. However, protein structures available from the Protein Data Bank are presented as static snapshots that may not adequately depict this flexibility, and furthermore these cannot keep pace with new mutations and variants. In this paper we present a sequential Monte Carlo method for broadly sampling the 3-D conformational space of protein structure, according to the Boltzmann distribution of a given energy function. Our approach is distinct from previous sampling methods that focus on finding the lowest-energy conformation for predicting a single stable structure. We exemplify our method on the SARS-CoV-2 omicron variant as an application of timely interest. Our results identify sequence positions 495-508 as a key region where omicron mutations have the most impact on the space of possible conformations, which coincides with the findings of other preliminary studies on the binding properties of the omicron variant.
Decentralized stochastic gradient descent (SGD) is a driving engine for decentralized federated learning (DFL). The performance of decentralized SGD is jointly influenced by inter-node communications and local updates. In this paper, we propose a general DFL framework, which implements both multiple local updates and multiple inter-node communications periodically, to strike a balance between communication efficiency and model consensus. It can provide a general decentralized SGD analytical framework. We establish strong convergence guarantees for the proposed DFL algorithm without the assumption of convex objectives. The convergence rate of DFL can be optimized to achieve the balance of communication and computing costs under constrained resources. For improving communication efficiency of DFL, compressed communication is further introduced to the proposed DFL as a new scheme, named DFL with compressed communication (C-DFL). The proposed C-DFL exhibits linear convergence for strongly convex objectives. Experiment results based on MNIST and CIFAR-10 datasets illustrate the superiority of DFL over traditional decentralized SGD methods and show that C-DFL further enhances communication efficiency.
This book develops an effective theory approach to understanding deep neural networks of practical relevance. Beginning from a first-principles component-level picture of networks, we explain how to determine an accurate description of the output of trained networks by solving layer-to-layer iteration equations and nonlinear learning dynamics. A main result is that the predictions of networks are described by nearly-Gaussian distributions, with the depth-to-width aspect ratio of the network controlling the deviations from the infinite-width Gaussian description. We explain how these effectively-deep networks learn nontrivial representations from training and more broadly analyze the mechanism of representation learning for nonlinear models. From a nearly-kernel-methods perspective, we find that the dependence of such models' predictions on the underlying learning algorithm can be expressed in a simple and universal way. To obtain these results, we develop the notion of representation group flow (RG flow) to characterize the propagation of signals through the network. By tuning networks to criticality, we give a practical solution to the exploding and vanishing gradient problem. We further explain how RG flow leads to near-universal behavior and lets us categorize networks built from different activation functions into universality classes. Altogether, we show that the depth-to-width ratio governs the effective model complexity of the ensemble of trained networks. By using information-theoretic techniques, we estimate the optimal aspect ratio at which we expect the network to be practically most useful and show how residual connections can be used to push this scale to arbitrary depths. With these tools, we can learn in detail about the inductive bias of architectures, hyperparameters, and optimizers.
When we humans look at a video of human-object interaction, we can not only infer what is happening but we can even extract actionable information and imitate those interactions. On the other hand, current recognition or geometric approaches lack the physicality of action representation. In this paper, we take a step towards a more physical understanding of actions. We address the problem of inferring contact points and the physical forces from videos of humans interacting with objects. One of the main challenges in tackling this problem is obtaining ground-truth labels for forces. We sidestep this problem by instead using a physics simulator for supervision. Specifically, we use a simulator to predict effects and enforce that estimated forces must lead to the same effect as depicted in the video. Our quantitative and qualitative results show that (a) we can predict meaningful forces from videos whose effects lead to accurate imitation of the motions observed, (b) by jointly optimizing for contact point and force prediction, we can improve the performance on both tasks in comparison to independent training, and (c) we can learn a representation from this model that generalizes to novel objects using few shot examples.
Discovering causal structure among a set of variables is a fundamental problem in many empirical sciences. Traditional score-based casual discovery methods rely on various local heuristics to search for a Directed Acyclic Graph (DAG) according to a predefined score function. While these methods, e.g., greedy equivalence search, may have attractive results with infinite samples and certain model assumptions, they are usually less satisfactory in practice due to finite data and possible violation of assumptions. Motivated by recent advances in neural combinatorial optimization, we propose to use Reinforcement Learning (RL) to search for the DAG with the best scoring. Our encoder-decoder model takes observable data as input and generates graph adjacency matrices that are used to compute rewards. The reward incorporates both the predefined score function and two penalty terms for enforcing acyclicity. In contrast with typical RL applications where the goal is to learn a policy, we use RL as a search strategy and our final output would be the graph, among all graphs generated during training, that achieves the best reward. We conduct experiments on both synthetic and real datasets, and show that the proposed approach not only has an improved search ability but also allows a flexible score function under the acyclicity constraint.
In order to track all persons in a scene, the tracking-by-detection paradigm has proven to be a very effective approach. Yet, relying solely on a single detector is also a major limitation, as useful image information might be ignored. Consequently, this work demonstrates how to fuse two detectors into a tracking system. To obtain the trajectories, we propose to formulate tracking as a weighted graph labeling problem, resulting in a binary quadratic program. As such problems are NP-hard, the solution can only be approximated. Based on the Frank-Wolfe algorithm, we present a new solver that is crucial to handle such difficult problems. Evaluation on pedestrian tracking is provided for multiple scenarios, showing superior results over single detector tracking and standard QP-solvers. Finally, our tracker ranks 2nd on the MOT16 benchmark and 1st on the new MOT17 benchmark, outperforming over 90 trackers.
In this paper, we study object detection using a large pool of unlabeled images and only a few labeled images per category, named "few-example object detection". The key challenge consists in generating trustworthy training samples as many as possible from the pool. Using few training examples as seeds, our method iterates between model training and high-confidence sample selection. In training, easy samples are generated first and, then the poorly initialized model undergoes improvement. As the model becomes more discriminative, challenging but reliable samples are selected. After that, another round of model improvement takes place. To further improve the precision and recall of the generated training samples, we embed multiple detection models in our framework, which has proven to outperform the single model baseline and the model ensemble method. Experiments on PASCAL VOC'07, MS COCO'14, and ILSVRC'13 indicate that by using as few as three or four samples selected for each category, our method produces very competitive results when compared to the state-of-the-art weakly-supervised approaches using a large number of image-level labels.