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Publications
Large-Scale Intrinsic Functional Brain Organization Emerges from Three Canonical Spatiotemporal Patterns
Recent work has shown that Continuous Normalizing Flows (CNFs) can serve as generative models of images with exact likelihood calculation an… (voir plus)d invertible generation/density estimation. In this work we introduce a Multi-Resolution variant of such models (MRCNF). We introduce a transformation between resolutions that allows for no change in the log likelihood. We show that this approach yields comparable likelihood values for various image datasets, with improved performance at higher resolutions, with fewer parameters, using only 1 GPU.
We propose a model-free reinforcement learning algorithm inspired by the popular randomized least squares value iteration (RLSVI) algorithm … (voir plus)as well as the optimism principle. Unlike existing upper-confidence-bound (UCB) based approaches, which are often computationally intractable, our algorithm drives exploration by simply perturbing the training data with judiciously chosen i.i.d. scalar noises. To attain optimistic value function estimation without resorting to a UCB-style bonus, we introduce an optimistic reward sampling procedure. When the value functions can be represented by a function class
Learning the causal structure that underlies data is a crucial step towards robust real-world decision making. The majority of existing work… (voir plus) in causal inference focuses on determining a single directed acyclic graph (DAG) or a Markov equivalence class thereof. However, a crucial aspect to acting intelligently upon the knowledge about causal structure which has been inferred from finite data demands reasoning about its uncertainty. For instance, planning interventions to find out more about the causal mechanisms that govern our data requires quantifying epistemic uncertainty over DAGs. While Bayesian causal inference allows to do so, the posterior over DAGs becomes intractable even for a small number of variables. Aiming to overcome this issue, we propose a form of variational inference over the graphs of Structural Causal Models (SCMs). To this end, we introduce a parametric variational family modelled by an autoregressive distribution over the space of discrete DAGs. Its number of parameters does not grow exponentially with the number of variables and can be tractably learned by maximising an Evidence Lower Bound (ELBO). In our experiments, we demonstrate that the proposed variational posterior is able to provide a good approximation of the true posterior.
RNN with Particle Flow for Probabilistic Spatio-temporal Forecasting
Soumyasundar Pal
Liheng Ma
Yingxue Zhang
M. Coates
Spatio-temporal forecasting has numerous applications in analyzing wireless, traffic, and financial networks. Many classical statistical mod… (voir plus)els often fall short in handling the complexity and high non-linearity present in time-series data. Recent advances in deep learning allow for better modelling of spatial and temporal dependencies. While most of these models focus on obtaining accurate point forecasts, they do not characterize the prediction uncertainty. In this work, we consider the time-series data as a random realization from a nonlinear state-space model and target Bayesian inference of the hidden states for probabilistic forecasting. We use particle flow as the tool for approximating the posterior distribution of the states, as it is shown to be highly effective in complex, high-dimensional settings. Thorough experimentation on several real world time-series datasets demonstrates that our approach provides better characterization of uncertainty while maintaining comparable accuracy to the state-of-the art point forecasting methods.