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Robust partially observable Markov decision processes (robust POMDPs) extend classical POMDPs to handle additional uncertainty on the transition and observation probabilities via so-called uncertainty sets. Policies for robust POMDPs must not only be memory-based to account for partial observability but also robust against model uncertainty to account for the worst-case instances from the uncertainty sets. We propose the pessimistic iterative planning (PIP) framework, which finds robust memory-based policies for robust POMDPs. PIP alternates between two main steps: (1) selecting an adversarial (non-robust) POMDP via worst-case probability instances from the uncertainty sets; and (2) computing a finite-state controller (FSC) for this adversarial POMDP. We evaluate the performance of this FSC on the original robust POMDP and use this evaluation in step (1) to select the next adversarial POMDP. Within PIP, we propose the rFSCNet algorithm. In each iteration, rFSCNet finds an FSC through a recurrent neural network by using supervision policies optimized for the adversarial POMDP. The empirical evaluation in four benchmark environments showcases improved robustness against several baseline methods and competitive performance compared to a state-of-the-art robust POMDP solver.

We introduce a NeRF-based active mapping system that enables efficient and robust exploration of large-scale indoor environments. The key to our approach is the extraction of a generalized Voronoi graph (GVG) from the continually updated neural map, leading to the synergistic integration of scene geometry, appearance, topology, and uncertainty. Anchoring uncertain areas induced by the neural map to the vertices of GVG allows the exploration to undergo adaptive granularity along a safe path that traverses unknown areas efficiently. Harnessing a modern hybrid NeRF representation, the proposed system achieves competitive results in terms of reconstruction accuracy, coverage completeness, and exploration efficiency even when scaling up to large indoor environments. Extensive results at different scales validate the efficacy of the proposed system.

For statistical analysis of network data, the $\beta$-model has emerged as a useful tool, thanks to its flexibility in incorporating nodewise heterogeneity and theoretical tractability. To generalize the $\beta$-model, this paper proposes the Sparse $\beta$-Regression Model (S$\beta$RM) that unites two research themes developed recently in modelling homophily and sparsity. In particular, we employ differential heterogeneity that assigns weights only to important nodes and propose penalized likelihood with an $\ell_1$ penalty for parameter estimation. While our estimation method is closely related to the LASSO method for logistic regression, we develop new theory emphasizing the use of our model for dealing with a parameter regime that can handle sparse networks usually seen in practice. More interestingly, the resulting inference on the homophily parameter demands no debiasing normally employed in LASSO type estimation. We provide extensive simulation and data analysis to illustrate the use of the model. As a special case of our model, we extend the Erd\H{o}s-R\'{e}nyi model by including covariates and develop the associated statistical inference for sparse networks, which may be of independent interest.

Topological abstractions offer a method to summarize the behavior of vector fields but computing them robustly can be challenging due to numerical precision issues. One alternative is to represent the vector field using a discrete approach, which constructs a collection of pairs of simplices in the input mesh that satisfies criteria introduced by Forman's discrete Morse theory. While numerous approaches exist to compute pairs in the restricted case of the gradient of a scalar field, state-of-the-art algorithms for the general case of vector fields require expensive optimization procedures. This paper introduces a fast, novel approach for pairing simplices of two-dimensional, triangulated vector fields that do not vary in time. The key insight of our approach is that we can employ a local evaluation, inspired by the approach used to construct a discrete gradient field, where every simplex in a mesh is considered by no more than one of its vertices. Specifically, we observe that for any edge in the input mesh, we can uniquely assign an outward direction of flow. We can further expand this consistent notion of outward flow at each vertex, which corresponds to the concept of a downhill flow in the case of scalar fields. Working with outward flow enables a linear-time algorithm that processes the (outward) neighborhoods of each vertex one-by-one, similar to the approach used for scalar fields. We couple our approach to constructing discrete vector fields with a method to extract, simplify, and visualize topological features. Empirical results on analytic and simulation data demonstrate drastic improvements in running time, produce features similar to the current state-of-the-art, and show the application of simplification to large, complex flows.

Correctness of results from mixed-integer linear programming (MILP) solvers is critical, particularly in the context of applications such as hardware verification, compiler optimization, or machine-assisted theorem proving. To this end, VIPR 1.0 is the first recently proposed general certificate format for answers produced by MILP solvers. We design a schema to encode VIPR's inference rules as a ground formula that completely characterizes the validity of the algorithmic check, removing any ambiguities and imprecisions present in the specification. We implement a checker for VIPR certificates by expressing our ground formula with the Satisfiability Modulo Theory Library (SMT-LIB) and check its validity. Our approach is solver-agnostic, and we test its viability using benchmark instances found in the literature.

Recent literature has advocated the use of randomized methods for accelerating the solution of various matrix problems arising throughout data science and computational science. One popular strategy for leveraging randomization is to use it as a way to reduce problem size. However, methods based on this strategy lack sufficient accuracy for some applications. Randomized preconditioning is another approach for leveraging randomization, which provides higher accuracy. The main challenge in using randomized preconditioning is the need for an underlying iterative method, thus randomized preconditioning so far have been applied almost exclusively to solving regression problems and linear systems. In this article, we show how to expand the application of randomized preconditioning to another important set of problems prevalent across data science: optimization problems with (generalized) orthogonality constraints. We demonstrate our approach, which is based on the framework of Riemannian optimization and Riemannian preconditioning, on the problem of computing the dominant canonical correlations and on the Fisher linear discriminant analysis problem. For both problems, we evaluate the effect of preconditioning on the computational costs and asymptotic convergence, and demonstrate empirically the utility of our approach.

Detecting and measuring confounding effects from data is a key challenge in causal inference. Existing methods frequently assume causal sufficiency, disregarding the presence of unobserved confounding variables. Causal sufficiency is both unrealistic and empirically untestable. Additionally, existing methods make strong parametric assumptions about the underlying causal generative process to guarantee the identifiability of confounding variables. Relaxing the causal sufficiency and parametric assumptions and leveraging recent advancements in causal discovery and confounding analysis with non-i.i.d. data, we propose a comprehensive approach for detecting and measuring confounding. We consider various definitions of confounding and introduce tailored methodologies to achieve three objectives: (i) detecting and measuring confounding among a set of variables, (ii) separating observed and unobserved confounding effects, and (iii) understanding the relative strengths of confounding bias between different sets of variables. We present useful properties of a confounding measure and present measures that satisfy those properties. Empirical results support the theoretical analysis.

We build a unifying convex analysis framework characterizing the statistical properties of a large class of penalized estimators, both under a regular and an irregular design. Our framework interprets penalized estimators as proximal estimators, defined by a proximal operator applied to a corresponding initial estimator. We characterize the asymptotic properties of proximal estimators, showing that their asymptotic distribution follows a closed-form formula depending only on (i) the asymptotic distribution of the initial estimator, (ii) the estimator's limit penalty subgradient and (iii) the inner product defining the associated proximal operator. In parallel, we characterize the Oracle features of proximal estimators from the properties of their penalty's subgradients. We exploit our approach to systematically cover linear regression settings with a regular or irregular design. For these settings, we build new $\sqrt{n}-$consistent, asymptotically normal Ridgeless-type proximal estimators, which feature the Oracle property and are shown to perform satisfactorily in practically relevant Monte Carlo settings.

The sole aim of this book is to give a self-contained introduction to concepts and mathematical tools in Bayesian matrix decomposition in order to seamlessly introduce matrix decomposition techniques and their applications in subsequent sections. However, we clearly realize our inability to cover all the useful and interesting results concerning Bayesian matrix decomposition and given the paucity of scope to present this discussion, e.g., the separated analysis of variational inference for conducting the optimization. We refer the reader to literature in the field of Bayesian analysis for a more detailed introduction to the related fields. This book is primarily a summary of purpose, significance of important Bayesian matrix decomposition methods, e.g., real-valued decomposition, nonnegative matrix factorization, Bayesian interpolative decomposition, and the origin and complexity of the methods which shed light on their applications. The mathematical prerequisite is a first course in statistics and linear algebra. Other than this modest background, the development is self-contained, with rigorous proof provided throughout.

The dominant sequence transduction models are based on complex recurrent or convolutional neural networks in an encoder-decoder configuration. The best performing models also connect the encoder and decoder through an attention mechanism. We propose a new simple network architecture, the Transformer, based solely on attention mechanisms, dispensing with recurrence and convolutions entirely. Experiments on two machine translation tasks show these models to be superior in quality while being more parallelizable and requiring significantly less time to train. Our model achieves 28.4 BLEU on the WMT 2014 English-to-German translation task, improving over the existing best results, including ensembles by over 2 BLEU. On the WMT 2014 English-to-French translation task, our model establishes a new single-model state-of-the-art BLEU score of 41.8 after training for 3.5 days on eight GPUs, a small fraction of the training costs of the best models from the literature. We show that the Transformer generalizes well to other tasks by applying it successfully to English constituency parsing both with large and limited training data.