The shift from a linear to a circular economy has the potential to simultaneously reduce uncertainties of material supplies and waste generation. To date, the development of robotic and, more generally, autonomous systems have been rarely integrated into circular economy implementation strategies. In this review, we merge deep-learning vision, compartmental dynamical thermodynamics, and robotic manipulation into a theoretically-coherent physics-based research framework to lay the foundations of circular flow designs of materials, and hence, to speed-up the transition from linearity to circularity. Then, we discuss opportunities for robotics in circular economy.
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Previous active inference accounts of emotion translate fluctuations in free energy to a sense of emotion, mainly focusing on valence. However, in affective science, emotions are often represented as multi-dimensional. In this paper, we propose to adopt a Circumplex Model of emotion by mapping emotions into a two-dimensional spectrum of valence and arousal. We show how one can derive a valence and arousal signal from an agent's expected free energy, relating arousal to the entropy of posterior beliefs and valence to utility less expected utility. Under this formulation, we simulate artificial agents engaged in a search task. We show that the manipulation of priors and object presence results in commonsense variability in emotional states.
Accurate precipitation forecasts have a high socio-economic value due to their role in decision-making in various fields such as transport networks and farming. We propose a global statistical postprocessing method for grid-based precipitation ensemble forecasts. This U-Net-based distributional regression method predicts marginal distributions in the form of parametric distributions inferred by scoring rule minimization. Distributional regression U-Nets are compared to state-of-the-art postprocessing methods for daily 21-h forecasts of 3-h accumulated precipitation over the South of France. Training data comes from the M\'et\'eo-France weather model AROME-EPS and spans 3 years. A practical challenge appears when consistent data or reforecasts are not available. Distributional regression U-Nets compete favorably with the raw ensemble. In terms of continuous ranked probability score, they reach a performance comparable to quantile regression forests (QRF). However, they are unable to provide calibrated forecasts in areas associated with high climatological precipitation. In terms of predictive power for heavy precipitation events, they outperform both QRF and semi-parametric QRF with tail extensions.
Embedding high-dimensional data into a low-dimensional space is an indispensable component of data analysis. In numerous applications, it is necessary to align and jointly embed multiple datasets from different studies or experimental conditions. Such datasets may share underlying structures of interest but exhibit individual distortions, resulting in misaligned embeddings using traditional techniques. In this work, we propose \textit{Entropic Optimal Transport (EOT) eigenmaps}, a principled approach for aligning and jointly embedding a pair of datasets with theoretical guarantees. Our approach leverages the leading singular vectors of the EOT plan matrix between two datasets to extract their shared underlying structure and align the datasets accordingly in a common embedding space. We interpret our approach as an inter-data variant of the classical Laplacian eigenmaps and diffusion maps embeddings, showing that it enjoys many favorable analogous properties. We then analyze a data-generative model where two observed high-dimensional datasets share latent variables on a common low-dimensional manifold, but each dataset is subject to data-specific translation, scaling, nuisance structures, and noise. We show that in a high-dimensional asymptotic regime, the EOT plan recovers the shared manifold structure by approximating a kernel function evaluated at the locations of the latent variables. Subsequently, we provide a geometric interpretation of our embedding by relating it to the eigenfunctions of population-level operators encoding the density and geometry of the shared manifold. Finally, we showcase the performance of our approach for data integration and embedding through simulations and analyses of real-world biological data, demonstrating its advantages over alternative methods in challenging scenarios.
We propose a general-purpose approximation to the Ferguson-Klass algorithm for generating samples from L\'evy processes without Gaussian components. We show that the proposed method is more than 1000 times faster than the standard Ferguson-Klass algorithm without a significant loss of precision. This method can open an avenue for computationally efficient and scalable Bayesian nonparametric models which go beyond conjugacy assumptions, as demonstrated in the examples section.
Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and existing methods, relying on basic moving average kernels, may struggle with the non-linear structure and complex trends in real-world data. Given that, we introduce a learnable decomposition strategy to capture dynamic trend information more reasonably. Additionally, we propose a dual attention module tailored to capture inter-series dependencies and intra-series variations simultaneously for better time series forecasting, which is implemented by channel-wise self-attention and autoregressive self-attention. To evaluate the effectiveness of our method, we conducted experiments across eight open-source datasets and compared it with the state-of-the-art methods. Through the comparison results, our Leddam (LEarnable Decomposition and Dual Attention Module) not only demonstrates significant advancements in predictive performance, but also the proposed decomposition strategy can be plugged into other methods with a large performance-boosting, from 11.87% to 48.56% MSE error degradation.
Prior work applying semiparametric theory to causal inference has primarily focused on deriving estimators that exhibit statistical robustness under a prespecified causal model that permits identification of a desired causal parameter. However, a fundamental challenge is correct specification of such a model, which usually involves making untestable assumptions. Evidence factors is an approach to combining hypothesis tests of a common causal null hypothesis under two or more candidate causal models. Under certain conditions, this yields a test that is valid if at least one of the underlying models is correct, which is a form of causal robustness. We propose a method of combining semiparametric theory with evidence factors. We develop a causal null hypothesis test based on joint asymptotic normality of K asymptotically linear semiparametric estimators, where each estimator is based on a distinct identifying functional derived from each of K candidate causal models. We show that this test provides both statistical and causal robustness in the sense that it is valid if at least one of the K proposed causal models is correct, while also allowing for slower than parametric rates of convergence in estimating nuisance functions. We demonstrate the effectiveness of our method via simulations and applications to the Framingham Heart Study and Wisconsin Longitudinal Study.
The rise of the Internet of Things and edge computing has shifted computing resources closer to end-users, benefiting numerous delay-sensitive, computation-intensive applications. To speed up computation, distributed computing is a promising technique that allows parallel execution of tasks across multiple compute nodes. However, current research predominantly revolves around the master-worker paradigm, limiting resource sharing within one-hop neighborhoods. This limitation can render distributed computing ineffective in scenarios with limited nearby resources or constrained/dynamic connectivity. In this paper, we address this limitation by introducing a new distributed computing framework that extends resource sharing beyond one-hop neighborhoods through exploring layered network structures and multi-hop routing. Our framework involves transforming the network graph into a sink tree and formulating a joint optimization problem based on the layered tree structure for task allocation and scheduling. To solve this problem, we propose two exact methods that find optimal solutions and three heuristic strategies to improve efficiency and scalability. The performances of these methods are analyzed and evaluated through theoretical analyses and comprehensive simulation studies. The results demonstrate their promising performances over the traditional distributed computing and computation offloading strategies.
We argue that the selective inclusion of data points based on latent objectives is common in practical situations, such as music sequences. Since this selection process often distorts statistical analysis, previous work primarily views it as a bias to be corrected and proposes various methods to mitigate its effect. However, while controlling this bias is crucial, selection also offers an opportunity to provide a deeper insight into the hidden generation process, as it is a fundamental mechanism underlying what we observe. In particular, overlooking selection in sequential data can lead to an incomplete or overcomplicated inductive bias in modeling, such as assuming a universal autoregressive structure for all dependencies. Therefore, rather than merely viewing it as a bias, we explore the causal structure of selection in sequential data to delve deeper into the complete causal process. Specifically, we show that selection structure is identifiable without any parametric assumptions or interventional experiments. Moreover, even in cases where selection variables coexist with latent confounders, we still establish the nonparametric identifiability under appropriate structural conditions. Meanwhile, we also propose a provably correct algorithm to detect and identify selection structures as well as other types of dependencies. The framework has been validated empirically on both synthetic data and real-world music.
The success of AI models relies on the availability of large, diverse, and high-quality datasets, which can be challenging to obtain due to data scarcity, privacy concerns, and high costs. Synthetic data has emerged as a promising solution by generating artificial data that mimics real-world patterns. This paper provides an overview of synthetic data research, discussing its applications, challenges, and future directions. We present empirical evidence from prior art to demonstrate its effectiveness and highlight the importance of ensuring its factuality, fidelity, and unbiasedness. We emphasize the need for responsible use of synthetic data to build more powerful, inclusive, and trustworthy language models.
Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use as a layer in neural networks trained by backpropagation. To address this issue, we propose to smooth the max operator in the dynamic programming recursion, using a strongly convex regularizer. This allows to relax both the optimal value and solution of the original combinatorial problem, and turns a broad class of DP algorithms into differentiable operators. Theoretically, we provide a new probabilistic perspective on backpropagating through these DP operators, and relate them to inference in graphical models. We derive two particular instantiations of our framework, a smoothed Viterbi algorithm for sequence prediction and a smoothed DTW algorithm for time-series alignment. We showcase these instantiations on two structured prediction tasks and on structured and sparse attention for neural machine translation.
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