4 resultados para Maximum entropy statistical estimate

em Duke University


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This work explores the use of statistical methods in describing and estimating camera poses, as well as the information feedback loop between camera pose and object detection. Surging development in robotics and computer vision has pushed the need for algorithms that infer, understand, and utilize information about the position and orientation of the sensor platforms when observing and/or interacting with their environment.

The first contribution of this thesis is the development of a set of statistical tools for representing and estimating the uncertainty in object poses. A distribution for representing the joint uncertainty over multiple object positions and orientations is described, called the mirrored normal-Bingham distribution. This distribution generalizes both the normal distribution in Euclidean space, and the Bingham distribution on the unit hypersphere. It is shown to inherit many of the convenient properties of these special cases: it is the maximum-entropy distribution with fixed second moment, and there is a generalized Laplace approximation whose result is the mirrored normal-Bingham distribution. This distribution and approximation method are demonstrated by deriving the analytical approximation to the wrapped-normal distribution. Further, it is shown how these tools can be used to represent the uncertainty in the result of a bundle adjustment problem.

Another application of these methods is illustrated as part of a novel camera pose estimation algorithm based on object detections. The autocalibration task is formulated as a bundle adjustment problem using prior distributions over the 3D points to enforce the objects' structure and their relationship with the scene geometry. This framework is very flexible and enables the use of off-the-shelf computational tools to solve specialized autocalibration problems. Its performance is evaluated using a pedestrian detector to provide head and foot location observations, and it proves much faster and potentially more accurate than existing methods.

Finally, the information feedback loop between object detection and camera pose estimation is closed by utilizing camera pose information to improve object detection in scenarios with significant perspective warping. Methods are presented that allow the inverse perspective mapping traditionally applied to images to be applied instead to features computed from those images. For the special case of HOG-like features, which are used by many modern object detection systems, these methods are shown to provide substantial performance benefits over unadapted detectors while achieving real-time frame rates, orders of magnitude faster than comparable image warping methods.

The statistical tools and algorithms presented here are especially promising for mobile cameras, providing the ability to autocalibrate and adapt to the camera pose in real time. In addition, these methods have wide-ranging potential applications in diverse areas of computer vision, robotics, and imaging.

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Dynamics of biomolecules over various spatial and time scales are essential for biological functions such as molecular recognition, catalysis and signaling. However, reconstruction of biomolecular dynamics from experimental observables requires the determination of a conformational probability distribution. Unfortunately, these distributions cannot be fully constrained by the limited information from experiments, making the problem an ill-posed one in the terminology of Hadamard. The ill-posed nature of the problem comes from the fact that it has no unique solution. Multiple or even an infinite number of solutions may exist. To avoid the ill-posed nature, the problem needs to be regularized by making assumptions, which inevitably introduce biases into the result.

Here, I present two continuous probability density function approaches to solve an important inverse problem called the RDC trigonometric moment problem. By focusing on interdomain orientations we reduced the problem to determination of a distribution on the 3D rotational space from residual dipolar couplings (RDCs). We derived an analytical equation that relates alignment tensors of adjacent domains, which serves as the foundation of the two methods. In the first approach, the ill-posed nature of the problem was avoided by introducing a continuous distribution model, which enjoys a smoothness assumption. To find the optimal solution for the distribution, we also designed an efficient branch-and-bound algorithm that exploits the mathematical structure of the analytical solutions. The algorithm is guaranteed to find the distribution that best satisfies the analytical relationship. We observed good performance of the method when tested under various levels of experimental noise and when applied to two protein systems. The second approach avoids the use of any model by employing maximum entropy principles. This 'model-free' approach delivers the least biased result which presents our state of knowledge. In this approach, the solution is an exponential function of Lagrange multipliers. To determine the multipliers, a convex objective function is constructed. Consequently, the maximum entropy solution can be found easily by gradient descent methods. Both algorithms can be applied to biomolecular RDC data in general, including data from RNA and DNA molecules.

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Many modern applications fall into the category of "large-scale" statistical problems, in which both the number of observations n and the number of features or parameters p may be large. Many existing methods focus on point estimation, despite the continued relevance of uncertainty quantification in the sciences, where the number of parameters to estimate often exceeds the sample size, despite huge increases in the value of n typically seen in many fields. Thus, the tendency in some areas of industry to dispense with traditional statistical analysis on the basis that "n=all" is of little relevance outside of certain narrow applications. The main result of the Big Data revolution in most fields has instead been to make computation much harder without reducing the importance of uncertainty quantification. Bayesian methods excel at uncertainty quantification, but often scale poorly relative to alternatives. This conflict between the statistical advantages of Bayesian procedures and their substantial computational disadvantages is perhaps the greatest challenge facing modern Bayesian statistics, and is the primary motivation for the work presented here.

Two general strategies for scaling Bayesian inference are considered. The first is the development of methods that lend themselves to faster computation, and the second is design and characterization of computational algorithms that scale better in n or p. In the first instance, the focus is on joint inference outside of the standard problem of multivariate continuous data that has been a major focus of previous theoretical work in this area. In the second area, we pursue strategies for improving the speed of Markov chain Monte Carlo algorithms, and characterizing their performance in large-scale settings. Throughout, the focus is on rigorous theoretical evaluation combined with empirical demonstrations of performance and concordance with the theory.

One topic we consider is modeling the joint distribution of multivariate categorical data, often summarized in a contingency table. Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. In Chapter 2, we derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions.

Latent class models for the joint distribution of multivariate categorical, such as the PARAFAC decomposition, data play an important role in the analysis of population structure. In this context, the number of latent classes is interpreted as the number of genetically distinct subpopulations of an organism, an important factor in the analysis of evolutionary processes and conservation status. Existing methods focus on point estimates of the number of subpopulations, and lack robust uncertainty quantification. Moreover, whether the number of latent classes in these models is even an identified parameter is an open question. In Chapter 3, we show that when the model is properly specified, the correct number of subpopulations can be recovered almost surely. We then propose an alternative method for estimating the number of latent subpopulations that provides good quantification of uncertainty, and provide a simple procedure for verifying that the proposed method is consistent for the number of subpopulations. The performance of the model in estimating the number of subpopulations and other common population structure inference problems is assessed in simulations and a real data application.

In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solution is to obtain regularized estimates of the parameters of a log-linear model. Bayesian methods provide a coherent approach to regularization, but are often computationally intensive. Conjugate priors ease computational demands, but the conjugate Diaconis--Ylvisaker priors for the parameters of log-linear models do not give rise to closed form credible regions, complicating posterior inference. In Chapter 4 we derive the optimal Gaussian approximation to the posterior for log-linear models with Diaconis--Ylvisaker priors, and provide convergence rate and finite-sample bounds for the Kullback-Leibler divergence between the exact posterior and the optimal Gaussian approximation. We demonstrate empirically in simulations and a real data application that the approximation is highly accurate, even in relatively small samples. The proposed approximation provides a computationally scalable and principled approach to regularized estimation and approximate Bayesian inference for log-linear models.

Another challenging and somewhat non-standard joint modeling problem is inference on tail dependence in stochastic processes. In applications where extreme dependence is of interest, data are almost always time-indexed. Existing methods for inference and modeling in this setting often cluster extreme events or choose window sizes with the goal of preserving temporal information. In Chapter 5, we propose an alternative paradigm for inference on tail dependence in stochastic processes with arbitrary temporal dependence structure in the extremes, based on the idea that the information on strength of tail dependence and the temporal structure in this dependence are both encoded in waiting times between exceedances of high thresholds. We construct a class of time-indexed stochastic processes with tail dependence obtained by endowing the support points in de Haan's spectral representation of max-stable processes with velocities and lifetimes. We extend Smith's model to these max-stable velocity processes and obtain the distribution of waiting times between extreme events at multiple locations. Motivated by this result, a new definition of tail dependence is proposed that is a function of the distribution of waiting times between threshold exceedances, and an inferential framework is constructed for estimating the strength of extremal dependence and quantifying uncertainty in this paradigm. The method is applied to climatological, financial, and electrophysiology data.

The remainder of this thesis focuses on posterior computation by Markov chain Monte Carlo. The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It has long been common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention has been paid to convergence and estimation error in these approximating Markov Chains. In Chapter 6, we propose a framework for assessing when to use approximations in MCMC algorithms, and how much error in the transition kernel should be tolerated to obtain optimal estimation performance with respect to a specified loss function and computational budget. The results require only ergodicity of the exact kernel and control of the kernel approximation accuracy. The theoretical framework is applied to approximations based on random subsets of data, low-rank approximations of Gaussian processes, and a novel approximating Markov chain for discrete mixture models.

Data augmentation Gibbs samplers are arguably the most popular class of algorithm for approximately sampling from the posterior distribution for the parameters of generalized linear models. The truncated Normal and Polya-Gamma data augmentation samplers are standard examples for probit and logit links, respectively. Motivated by an important problem in quantitative advertising, in Chapter 7 we consider the application of these algorithms to modeling rare events. We show that when the sample size is large but the observed number of successes is small, these data augmentation samplers mix very slowly, with a spectral gap that converges to zero at a rate at least proportional to the reciprocal of the square root of the sample size up to a log factor. In simulation studies, moderate sample sizes result in high autocorrelations and small effective sample sizes. Similar empirical results are observed for related data augmentation samplers for multinomial logit and probit models. When applied to a real quantitative advertising dataset, the data augmentation samplers mix very poorly. Conversely, Hamiltonian Monte Carlo and a type of independence chain Metropolis algorithm show good mixing on the same dataset.

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OBJECTIVE: To demonstrate the application of causal inference methods to observational data in the obstetrics and gynecology field, particularly causal modeling and semi-parametric estimation. BACKGROUND: Human immunodeficiency virus (HIV)-positive women are at increased risk for cervical cancer and its treatable precursors. Determining whether potential risk factors such as hormonal contraception are true causes is critical for informing public health strategies as longevity increases among HIV-positive women in developing countries. METHODS: We developed a causal model of the factors related to combined oral contraceptive (COC) use and cervical intraepithelial neoplasia 2 or greater (CIN2+) and modified the model to fit the observed data, drawn from women in a cervical cancer screening program at HIV clinics in Kenya. Assumptions required for substantiation of a causal relationship were assessed. We estimated the population-level association using semi-parametric methods: g-computation, inverse probability of treatment weighting, and targeted maximum likelihood estimation. RESULTS: We identified 2 plausible causal paths from COC use to CIN2+: via HPV infection and via increased disease progression. Study data enabled estimation of the latter only with strong assumptions of no unmeasured confounding. Of 2,519 women under 50 screened per protocol, 219 (8.7%) were diagnosed with CIN2+. Marginal modeling suggested a 2.9% (95% confidence interval 0.1%, 6.9%) increase in prevalence of CIN2+ if all women under 50 were exposed to COC; the significance of this association was sensitive to method of estimation and exposure misclassification. CONCLUSION: Use of causal modeling enabled clear representation of the causal relationship of interest and the assumptions required to estimate that relationship from the observed data. Semi-parametric estimation methods provided flexibility and reduced reliance on correct model form. Although selected results suggest an increased prevalence of CIN2+ associated with COC, evidence is insufficient to conclude causality. Priority areas for future studies to better satisfy causal criteria are identified.