The purpose of this paper is to study the convergence of the quasi-maximum likelihood (QML) estimator for long memory linear processes. We first establish a correspondence between the long-memory linear process representation and the long-memory AR$(\infty)$ process representation. We then establish the almost sure consistency and asymptotic normality of the QML estimator. Numerical simulations illustrate the theoretical results and confirm the good performance of the estimator.
We introduce DyNFL, a novel neural field-based approach for high-fidelity re-simulation of LiDAR scans in dynamic driving scenes. DyNFL processes LiDAR measurements from dynamic environments, accompanied by bounding boxes of moving objects, to construct an editable neural field. This field, comprising separately reconstructed static backgrounds and dynamic objects, allows users to modify viewpoints, adjust object positions, and seamlessly add or remove objects in the re-simulated scene. A key innovation of our method is the neural field composition technique, which effectively integrates reconstructed neural assets from various scenes through a ray drop test, accounting for occlusions and transparent surfaces. Our evaluation with both synthetic and real-world environments demonstrates that \ShortName substantial improves dynamic scene simulation based on LiDAR scans, offering a combination of physical fidelity and flexible editing capabilities.
Intent discovery is a crucial task in natural language processing, and it is increasingly relevant for various of industrial applications. Identifying novel, unseen intents from user inputs remains one of the biggest challenges in this field. Herein, we propose Zero-Shot-BERT-Adapters, a two-stage method for multilingual intent discovery relying on a Transformer architecture, fine-tuned with Adapters. We train the model for Natural Language Inference (NLI) and later perform unknown intent classification in a zero-shot setting for multiple languages. In our evaluation, we first analyze the quality of the model after adaptive fine-tuning on known classes. Secondly, we evaluate its performance in casting intent classification as an NLI task. Lastly, we test the zero-shot performance of the model on unseen classes, showing how Zero-Shot-BERT-Adapters can effectively perform intent discovery by generating semantically similar intents, if not equal, to the ground-truth ones. Our experiments show how Zero-Shot-BERT-Adapters outperforms various baselines in two zero-shot settings: known intent classification and unseen intent discovery. The proposed pipeline holds the potential for broad application in customer care. It enables automated dynamic triage using a lightweight model that can be easily deployed and scaled in various business scenarios, unlike large language models. Zero-Shot-BERT-Adapters represents an innovative multi-language approach for intent discovery, enabling the online generation of novel intents. A Python package implementing the pipeline and the new datasets we compiled are available at the following link: //github.com/GT4SD/zero-shot-bert-adapters.
Control theory deals with the study of controlling dynamical systems. Robots today are growing increasingly complex and moving out of factory floors to real world environment. These robots have to interact with real world environment factors such as disturbances and this requires the robot to have a control system that is robust. Testing control algorithms on robots in real world environment can pose critical safety issues and can be financially expensive. This has resulted in a heavy emphasis on using simulation to test control algorithms before deploying them in real world environments. Designing control algorithms is an iterative process that starts with modelling the target system in simulation, designing a controller, testing the controller in simulation and then changing the controller parameters to design a better controller. This report explores how an approximated system model of a target hardware system can be developed, which can then be used to design a LQR controller for the target system. The controller is then tested under a disturbance, on hardware and in simulation, and the system response is recorded. The system response from hardware and simulation are then compared to validate the use of approximated system models in simulation for designing and testing control algorithms.
This paper considers the problem of robust iterative Bayesian smoothing in nonlinear state-space models with additive noise using Gaussian approximations. Iterative methods are known to improve smoothed estimates but are not guaranteed to converge, motivating the development of more robust versions of the algorithms. The aim of this article is to present Levenberg-Marquardt (LM) and line-search extensions of the classical iterated extended Kalman smoother (IEKS) as well as the iterated posterior linearisation smoother (IPLS). The IEKS has previously been shown to be equivalent to the Gauss-Newton (GN) method. We derive a similar GN interpretation for the IPLS. Furthermore, we show that an LM extension for both iterative methods can be achieved with a simple modification of the smoothing iterations, enabling algorithms with efficient implementations. Our numerical experiments show the importance of robust methods, in particular for the IEKS-based smoothers. The computationally expensive IPLS-based smoothers are naturally robust but can still benefit from further regularisation.
Linear transformation of the state variable (linear preconditioning) is a common technique that often drastically improves the practical performance of a Markov chain Monte Carlo algorithm. Despite this, however, the benefits of linear preconditioning are not well-studied theoretically, and rigorous guidelines for choosing preconditioners are not always readily available. Mixing time bounds for various samplers have been produced in recent works for the class of strongly log-concave and Lipschitz target distributions and depend strongly on a quantity known as the condition number. We study linear preconditioning for this class of distributions, and under appropriate assumptions we provide bounds on the condition number after using a given linear preconditioner. We provide bounds on the spectral gap of RWM that are tight in their dependence on the condition number under the same assumptions. Finally we offer a review and analysis of popular preconditioners. Of particular note, we identify a surprising case in which preconditioning with the diagonal of the target covariance can actually make the condition number \emph{increase} relative to doing no preconditioning at all.
As Internet censors rapidly evolve new blocking techniques, circumvention tools must also adapt and roll out new strategies to remain unblocked. But new strategies can be time consuming for circumventors to develop and deploy, and usually an update to one tool often requires significant additional effort to be ported to others. Moreover, distributing the updated application across different platforms poses its own set of challenges. In this paper, we introduce $\textit{WATER}$ (WebAssembly Transport Executables Runtime), a novel design that enables applications to use a WebAssembly-based application-layer to wrap network transports (e.g., TLS). Deploying a new circumvention technique with $\textit{WATER}$ only requires distributing the WebAssembly Transport Module(WATM) binary and any transport-specific configuration, allowing dynamic transport updates without any change to the application itself. WATMs are also designed to be generic such that different applications using $\textit{WATER}$ can use the same WATM to rapidly deploy successful circumvention techniques to their own users, facilitating rapid interoperability between independent circumvention tools.
Robust Markov Decision Processes (RMDPs) are a widely used framework for sequential decision-making under parameter uncertainty. RMDPs have been extensively studied when the objective is to maximize the discounted return, but little is known for average optimality (optimizing the long-run average of the rewards obtained over time) and Blackwell optimality (remaining discount optimal for all discount factors sufficiently close to 1). In this paper, we prove several foundational results for RMDPs beyond the discounted return. We show that average optimal policies can be chosen stationary and deterministic for sa-rectangular RMDPs but, perhaps surprisingly, that history-dependent (Markovian) policies strictly outperform stationary policies for average optimality in s-rectangular RMDPs. We also study Blackwell optimality for sa-rectangular RMDPs, where we show that {\em approximate} Blackwell optimal policies always exist, although Blackwell optimal policies may not exist. We also provide a sufficient condition for their existence, which encompasses virtually any examples from the literature. We then discuss the connection between average and Blackwell optimality, and we describe several algorithms to compute the optimal average return. Interestingly, our approach leverages the connections between RMDPs and stochastic games.
The prediction accuracy of machine learning methods is steadily increasing, but the calibration of their uncertainty predictions poses a significant challenge. Numerous works focus on obtaining well-calibrated predictive models, but less is known about reliably assessing model calibration. This limits our ability to know when algorithms for improving calibration have a real effect, and when their improvements are merely artifacts due to random noise in finite datasets. In this work, we consider detecting mis-calibration of predictive models using a finite validation dataset as a hypothesis testing problem. The null hypothesis is that the predictive model is calibrated, while the alternative hypothesis is that the deviation from calibration is sufficiently large. We find that detecting mis-calibration is only possible when the conditional probabilities of the classes are sufficiently smooth functions of the predictions. When the conditional class probabilities are H\"older continuous, we propose T-Cal, a minimax optimal test for calibration based on a debiased plug-in estimator of the $\ell_2$-Expected Calibration Error (ECE). We further propose Adaptive T-Cal, a version that is adaptive to unknown smoothness. We verify our theoretical findings with a broad range of experiments, including with several popular deep neural net architectures and several standard post-hoc calibration methods. T-Cal is a practical general-purpose tool, which -- combined with classical tests for discrete-valued predictors -- can be used to test the calibration of virtually any probabilistic classification method.
This paper focuses on modelling loss reserving to pay outstanding claims. As the amount liable on any given claim is not known until settlement, we propose a flexible model via heavy-tailed and skewed distributions to deal with outstanding liabilities. The inference relies on Markov chain Monte Carlo via Gibbs sampler with adaptive Metropolis algorithm steps allowing for fast computations and providing efficient algorithms. An illustrative example emulates a typical dataset based on a runoff triangle and investigates the properties of the proposed models. Also, a case study is considered and shows that the proposed model outperforms the usual loss reserving models well established in the literature in the presence of skewness and heavy tails.
Graph representation learning for hypergraphs can be used to extract patterns among higher-order interactions that are critically important in many real world problems. Current approaches designed for hypergraphs, however, are unable to handle different types of hypergraphs and are typically not generic for various learning tasks. Indeed, models that can predict variable-sized heterogeneous hyperedges have not been available. Here we develop a new self-attention based graph neural network called Hyper-SAGNN applicable to homogeneous and heterogeneous hypergraphs with variable hyperedge sizes. We perform extensive evaluations on multiple datasets, including four benchmark network datasets and two single-cell Hi-C datasets in genomics. We demonstrate that Hyper-SAGNN significantly outperforms the state-of-the-art methods on traditional tasks while also achieving great performance on a new task called outsider identification. Hyper-SAGNN will be useful for graph representation learning to uncover complex higher-order interactions in different applications.