Lasso and Dantzig selector are standard procedures able to perform variable selection and estimation simultaneously. This paper is concerned with extending these procedures to spatial point process intensity estimation. We propose adaptive versions of these procedures, develop efficient computational methodologies and derive asymptotic results for a large class of spatial point processes under an original setting where the number of parameters, i.e. the number of spatial covariates considered, increases with the expected number of data points. Both procedures are compared theoretically, in a simulation study, and in a real data example.
The detection and estimation of sinusoids is a fundamental signal processing task for many applications related to sensing and communications. While algorithms have been proposed for this setting, quantization is a critical, but often ignored modeling effect. In wireless communications, estimation with low resolution data converters is relevant for reduced power consumption in wideband receivers. Similarly, low resolution sampling in imaging and spectrum sensing allows for efficient data collection. In this work, we propose SignalNet, a neural network architecture that detects the number of sinusoids and estimates their parameters from quantized in-phase and quadrature samples. We incorporate signal reconstruction internally as domain knowledge within the network to enhance learning and surpass traditional algorithms in mean squared error and Chamfer error. We introduce a worst-case learning threshold for comparing the results of our network relative to the underlying data distributions. This threshold provides insight into why neural networks tend to outperform traditional methods and into the learned relationships between the input and output distributions. In simulation, we find that our algorithm is always able to surpass the threshold for three-bit data but often cannot exceed the threshold for one-bit data. We use the learning threshold to explain, in the one-bit case, how our estimators learn to minimize the distributional loss, rather than learn features from the data.
Multi-fidelity modeling and calibration are data fusion tasks that ubiquitously arise in engineering design. In this paper, we introduce a novel approach based on latent-map Gaussian processes (LMGPs) that enables efficient and accurate data fusion. In our approach, we convert data fusion into a latent space learning problem where the relations among different data sources are automatically learned. This conversion endows our approach with attractive advantages such as increased accuracy, reduced costs, flexibility to jointly fuse any number of data sources, and ability to visualize correlations between data sources. This visualization allows the user to detect model form errors or determine the optimum strategy for high-fidelity emulation by fitting LMGP only to the subset of the data sources that are well-correlated. We also develop a new kernel function that enables LMGPs to not only build a probabilistic multi-fidelity surrogate but also estimate calibration parameters with high accuracy and consistency. The implementation and use of our approach are considerably simpler and less prone to numerical issues compared to existing technologies. We demonstrate the benefits of LMGP-based data fusion by comparing its performance against competing methods on a wide range of examples.
Recently, the nonlinearity continuation method has been used to numerically solve boundary value problems for steady-state Richards equation. The method can be considered as a predictor-corrector procedure with the simplest form which has been applied to date having a trivial, zeroth-order predictor. In this article, effect of a more sophisticated predictor technique is examined. Numerical experiments are performed with finite volume and mimetic finite difference discretizations on various problems, including real-life examples.
The aim of this paper is to describe a novel non-parametric noise reduction technique from the point of view of Bayesian inference that may automatically improve the signal-to-noise ratio of one- and two-dimensional data, such as e.g. astronomical images and spectra. The algorithm iteratively evaluates possible smoothed versions of the data, the smooth models, obtaining an estimation of the underlying signal that is statistically compatible with the noisy measurements. Iterations stop based on the evidence and the $\chi^2$ statistic of the last smooth model, and we compute the expected value of the signal as a weighted average of the whole set of smooth models. In this paper, we explain the mathematical formalism and numerical implementation of the algorithm, and we evaluate its performance in terms of the peak signal to noise ratio, the structural similarity index, and the time payload, using a battery of real astronomical observations. Our Fully Adaptive Bayesian Algorithm for Data Analysis (FABADA) yields results that, without any parameter tuning, are comparable to standard image processing algorithms whose parameters have been optimized based on the true signal to be recovered, something that is impossible in a real application. State-of-the-art non-parametric methods, such as BM3D, offer slightly better performance at high signal-to-noise ratio, while our algorithm is significantly more accurate for extremely noisy data (higher than $20-40\%$ relative errors, a situation of particular interest in the field of astronomy). In this range, the standard deviation of the residuals obtained by our reconstruction may become more than an order of magnitude lower than that of the original measurements. The source code needed to reproduce all the results presented in this report, including the implementation of the method, is publicly available at //github.com/PabloMSanAla/fabada
Hawkes processes are point processes that model data where events occur in clusters through the self-exciting property of the intensity function. We consider a multivariate setting where multiple dimensions can influence each other with intensity function to allow for excitation and inhibition, both within and across dimensions. We discuss how such a model can be implemented and highlight challenges in the estimation procedure induced by a potentially negative intensity function. Furthermore, we introduce a new, stronger condition for stability that encompasses current approaches established in the literature. Finally, we examine the total number of offsprings to reparametrise the model and subsequently use Normal and sparsity-inducing priors in a Bayesian estimation procedure on simulated data.
The popular LSPE($\lambda$) algorithm for policy evaluation is revisited to derive a concentration bound that gives high probability performance guarantees from some time on.
In this paper, we present the solution of roadside LiDAR object detection using a combination of two unsupervised learning algorithms. The 3D point clouds data are firstly converted into spherical coordinates and filled into the azimuth grid matrix using a hash function. After that, the raw LiDAR data were rearranged into spatial-temporal data structures to store the information of range, azimuth, and intensity. Dynamic Mode Decomposition method is applied for decomposing the point cloud data into low-rank backgrounds and sparse foregrounds based on intensity channel pattern recognition. The Triangle Algorithm automatically finds the dividing value to separate the moving targets from static background according to range information. After intensity and range background subtraction, the foreground moving objects will be detected using a density-based detector and encoded into the state-space model for tracking. The output of the proposed model includes vehicle trajectories that can enable many mobility and safety applications. The method was validated against a commercial traffic data collection platform and demonstrated to be an efficient and reliable solution for infrastructure LiDAR object detection. In contrast to the previous methods that process directly on the scattered and discrete point clouds, the proposed method can establish the less sophisticated linear relationship of the 3D measurement data, which captures the spatial-temporal structure that we often desire.
This paper studies efficient estimation of causal effects when treatment is (quasi-) randomly rolled out to units at different points in time. We solve for the most efficient estimator in a class of estimators that nests two-way fixed effects models and other popular generalized difference-in-differences methods. A feasible plug-in version of the efficient estimator is asymptotically unbiased with efficiency (weakly) dominating that of existing approaches. We provide both $t$-based and permutation-test based methods for inference. We illustrate the performance of the plug-in efficient estimator in simulations and in an application to \citet{wood_procedural_2020}'s study of the staggered rollout of a procedural justice training program for police officers. We find that confidence intervals based on the plug-in efficient estimator have good coverage and can be as much as eight times shorter than confidence intervals based on existing state-of-the-art methods. As an empirical contribution of independent interest, our application provides the most precise estimates to date on the effectiveness of procedural justice training programs for police officers.
This work addresses a novel and challenging problem of estimating the full 3D hand shape and pose from a single RGB image. Most current methods in 3D hand analysis from monocular RGB images only focus on estimating the 3D locations of hand keypoints, which cannot fully express the 3D shape of hand. In contrast, we propose a Graph Convolutional Neural Network (Graph CNN) based method to reconstruct a full 3D mesh of hand surface that contains richer information of both 3D hand shape and pose. To train networks with full supervision, we create a large-scale synthetic dataset containing both ground truth 3D meshes and 3D poses. When fine-tuning the networks on real-world datasets without 3D ground truth, we propose a weakly-supervised approach by leveraging the depth map as a weak supervision in training. Through extensive evaluations on our proposed new datasets and two public datasets, we show that our proposed method can produce accurate and reasonable 3D hand mesh, and can achieve superior 3D hand pose estimation accuracy when compared with state-of-the-art methods.
Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change points is estimated using strong smoothing. In the second stage, a constrained smoothing spline fit is performed with the smoothing level chosen to minimize the MSE. The imposed constraint is that a single change point occurs in a region about each empirical change point of the first-stage estimate. This constraint is equivalent to requiring that the third derivative of the second-stage estimate has a single sign in a small neighborhood about each first-stage change point. We sketch how PCF may be applied to signal recovery, instantaneous frequency estimation, surface reconstruction, image segmentation, spectral estimation and multivariate adaptive regression.