Conditional particle filters (CPFs) with backward/ancestor sampling are powerful methods for sampling from the posterior distribution of the latent states of a dynamic model such as a hidden Markov model. However, the performance of these methods deteriorates with models involving weakly informative observations and/or slowly mixing dynamics. Both of these complications arise when sampling finely time-discretised continuous-time path integral models, but can occur with hidden Markov models too. Multinomial resampling, which is commonly employed with CPFs, resamples excessively for weakly informative observations and thereby introduces extra variance. Furthermore, slowly mixing dynamics render the backward/ancestor sampling steps ineffective, leading to degeneracy issues. We detail two conditional resampling strategies suitable for the weakly informative regime: the so-called `killing' resampling and the systematic resampling with mean partial order. To avoid the degeneracy issues, we introduce a generalisation of the CPF with backward sampling that involves auxiliary `bridging' CPF steps that are parameterised by a blocking sequence. We present practical tuning strategies for choosing an appropriate blocking. Our experiments demonstrate that the CPF with a suitable resampling and the developed `bridge backward sampling' can lead to substantial efficiency gains in the weakly informative and slow mixing regime.
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Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden, while at the same time suffering from the curse of dimensionality for measures supported on general high-dimensional spaces. In this paper, we propose to tackle these challenges using representation learning. In particular, we seek to learn an embedding space such that the samples of the two input measures become alignable in it with a simple affine mapping that can be calculated efficiently in closed-form. We then show that such approach leads to results that are comparable to solving the original OT problem when applied to the transfer learning task on which many OT baselines where previously evaluated in both homogeneous and heterogeneous DA settings. The code for our contribution is available at \url{//github.com/Oleffa/LaOT}.
Digital image correlation (DIC) has become a valuable tool in the evaluation of mechanical experiments, particularly fatigue crack growth experiments. The evaluation requires accurate information of the crack path and crack tip position, which is difficult to obtain due to inherent noise and artefacts. Machine learning models have been extremely successful in recognizing this relevant information. But for the training of robust models, which generalize well, big data is needed. However, data is typically scarce in the field of material science and engineering because experiments are expensive and time-consuming. We present a method to generate synthetic DIC data using generative adversarial networks with a physics-guided discriminator. To decide whether data samples are real or fake, this discriminator additionally receives the derived von Mises equivalent strain. We show that this physics-guided approach leads to improved results in terms of visual quality of samples, sliced Wasserstein distance, and geometry score.
We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate. A-optimality is a widely used and easy-to-interpret criterion for Bayesian experimental design. This criterion seeks the optimal experimental design by minimizing the expected conditional variance, which is also known as the expected posterior variance. This study presents a novel likelihood-free approach to the A-optimal experimental design that does not require sampling or integrating the Bayesian posterior distribution. The expected conditional variance is obtained via the variance of the conditional expectation using the law of total variance, and we take advantage of the orthogonal projection property to approximate the conditional expectation. We derive an asymptotic error estimation for the proposed estimator of the expected conditional variance and show that the intractability of the posterior distribution does not affect the performance of our approach. We use an artificial neural network (ANN) to approximate the nonlinear conditional expectation in the implementation of our method. We then extend our approach for dealing with the case that the domain of experimental design parameters is continuous by integrating the training process of the ANN into minimizing the expected conditional variance. Through numerical experiments, we demonstrate that our method greatly reduces the number of observation model evaluations compared with widely used importance sampling-based approaches. This reduction is crucial, considering the high computational cost of the observational models. Code is available at //github.com/vinh-tr-hoang/DOEviaPACE.
During the process of robot-assisted ultrasound(US) puncture, it is important to estimate the location of the puncture from the 2D US images. To this end, the calibration of the US image becomes an important issue. In this paper, we proposed a depth camera-based US calibration method, where an easy-to-deploy device is designed for the calibration. With this device, the coordinates of the puncture needle tip are collected respectively in US image and in the depth camera, upon which a correspondence matrix is built for calibration. Finally, a number of experiments are conducted to validate the effectiveness of our calibration method.
By combining a logarithm transformation with a corrected Milstein-type method, the present article proposes an explicit, unconditional boundary and dynamics preserving scheme for the stochastic susceptible-infected-susceptible (SIS) epidemic model that takes value in (0,N). The scheme applied to the model is first proved to have a strong convergence rate of order one. Further, the dynamic behaviors are analyzed for the numerical approximations and it is shown that the scheme can unconditionally preserve both the domain and the dynamics of the model. More precisely, the proposed scheme gives numerical approximations living in the domain (0,N) and reproducing the extinction and persistence properties of the original model for any time discretization step-size h > 0, without any additional requirements on the model parameters. Numerical experiments are presented to verify our theoretical results.
A variant of the standard notion of branching bisimilarity for processes with discrete relative timing is proposed which is coarser than the standard notion. Using a version of ACP (Algebra of Communicating Processes) with abstraction for processes with discrete relative timing, it is shown that the proposed variant allows of both the functional correctness and the performance properties of the PAR (Positive Acknowledgement with Retransmission) protocol to be analyzed. In the version of ACP concerned, the difference between the standard notion of branching bisimilarity and its proposed variant is characterized by a single axiom schema.
We propose a new model to address the overlooked problem of node clustering in simple hypergraphs. Simple hypergraphs are suitable when a node may not appear multiple times in the same hyperedge, such as in co-authorship datasets. Our model assumes the existence of latent node groups and hyperedges are conditionally independent given these groups. We first establish the generic identifiability of the model parameters. We then develop a variational approximation Expectation-Maximization algorithm for parameter inference and node clustering, and derive a statistical criterion for model selection. To illustrate the performance of our R package HyperSBM, we compare it with other node clustering methods using synthetic data generated from the model, as well as from a line clustering experiment and a co-authorship dataset. As a by-product, our synthetic experiments demonstrate that the detectability thresholds for non-uniform sparse hypergraphs cannot be deduced from the uniform case.
An approach to parameter optimization for the low-rank matrix recovery method in hyperspectral imaging is discussed. We formulate an optimization problem with respect to the initial parameters of the low-rank matrix recovery method. The performance for different parameter settings is compared in terms of computational times and memory. The results are evaluated by computing the peak signal-to-noise ratio as a quantitative measure. The potential improvement of the performance of the noise reduction method is discussed when optimizing the choice of the initial values. The optimization method is tested on standard and openly available hyperspectral data sets including Indian Pines, Pavia Centre, and Pavia University.
Linear statistics of point processes yield Monte Carlo estimators of integrals. While the simplest approach relies on a homogeneous Poisson point process, more regularly spread point processes, such as scrambled low-discrepancy sequences or determinantal point processes, can yield Monte Carlo estimators with fast-decaying mean square error. Following the intuition that more regular configurations result in lower integration error, we introduce the repulsion operator, which reduces clustering by slightly pushing the points of a configuration away from each other. Our main theoretical result is that applying the repulsion operator to a homogeneous Poisson point process yields an unbiased Monte Carlo estimator with lower variance than under the original point process. On the computational side, the evaluation of our estimator is only quadratic in the number of integrand evaluations and can be easily parallelized without any communication across tasks. We illustrate our variance reduction result with numerical experiments and compare it to popular Monte Carlo methods. Finally, we numerically investigate a few open questions on the repulsion operator. In particular, the experiments suggest that the variance reduction also holds when the operator is applied to other motion-invariant point processes.
This article presents the openCFS submodule scattered data reader for coupling multi-physical simulations performed in different simulation programs. For instance, by considering a forward-coupling of a surface vibration simulation (mechanical system) to an acoustic propagation simulation using time-dependent acoustic absorbing material as a noise mitigation measure. The nearest-neighbor search of the target and source points from the interpolation is performed using the FLANN or the CGAL library. In doing so, the coupled field (e.g., surface velocity) is interpolated from a source representation consisting of field values physically stored and organized in a file directory to a target representation being the quadrature points in the case of the finite element method. A test case of the functionality is presented in the "testsuite" module of the openCFS software called "Abc2dcsvt". This scattered data reader module was successfully applied in numerous studies on flow-induced sound generation. Within this short article, the functionality, and usability of this module are described.
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