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In this paper, we examine dynamic properties of particle flows for a recently derived parameterized family of stochastic particle flow filters for nonlinear filtering and Bayesian inference. In particular, we establish that particles maintain desired posterior distribution without the Gaussian assumption on measurement likelihood. Adopting the concept of Lyapunov stability, we further show that particles stay close but do not converge to the maximum likelihood estimate of the posterior distribution. The results demonstrate that stability of particle flows is maintained for this family of stochastic particle flow filters., Comment: arXiv admin note: text overlap with arXiv:2107.04672, arXiv:2103.09676

The linear convex log-homotopy has been used in the derivation of particle flow filters. One natural question is whether it is beneficial to consider other forms of homotopy. We revisit this question by considering a general linear form of log-homotopy for which we derive particle flow filters, validate the distribution of flows, and obtain conditions for the stability of particle flows. We then formulate the problem of stiffness mitigation as an optimal control problem by minimizing the condition number of the Hessian matrix of the posterior density function. The optimal homotopy can be efficiently obtained by solving a one-dimensional second order two-point boundary value problem. Compared with traditional matrix analysis based approaches to condition number improvements such as scaling, this novel approach explicitly exploits the special structure of the stochastic differential equations in particle flow filters. The effectiveness of the proposed approach is demonstrated by a numerical example.

In this paper, we are interested in obtaining answers to the following questions for particle flow filters: Can we provide a theoretical guarantee that particle flow filters give correct results such as unbiased estimates? Are particle flows stable and under what conditions? Can we have one particle flow filter, rather than multiple seemingly different ones? To answer these questions, we first derive a parameterized family of stochastic particle flow filters, in which particle flows are driven by a linear combination of prior knowledge and measurement likelihood information. We then show that several particle flows existing in the literature are special cases of this family. We prove that the particle flows are unbiased under the assumption of linear measurement and Gaussian distributions, and that estimates constructed from the stochastic flows are consistent. We further establish several finite time stability concepts for this new family of stochastic particle flows. The results reported in this paper represent a significant development toward establishing a theoretical foundation for particle flow filters.

We investigate the widely encountered problem of detecting communities in multiplex networks, such as social networks, with an unknown arbitrary heterogeneous structure. To improve detectability, we propose a generative model that leverages the multiplicity of a single community in multiple layers, with no prior assumption on the relation of communities among different layers. Our model relies on a novel idea of incorporating a large set of generic localized community label constraints across the layers, in conjunction with the celebrated Stochastic Block Model (SBM) in each layer. Accordingly, we build a probabilistic graphical model over the entire multiplex network by treating the constraints as Bayesian priors. We mathematically prove that these constraints/priors promote existence of identical communities across layers without introducing further correlation between individual communities. The constraints are further tailored to render a sparse graphical model and the numerically efficient Belief Propagation algorithm is subsequently employed. We further demonstrate by numerical experiments that in the presence of consistent communities between different layers, consistent communities are matched, and the detectability is improved over a single layer. We compare our model with a "correlated model" which exploits the prior knowledge of community correlation between layers. Similar detectability improvement is obtained under such a correlation, even though our model relies on much milder assumptions than the correlated model. Our model even shows a better detection performance over a certain correlation and signal to noise ratio (SNR) range. In the absence of community correlation, the correlation model naturally fails, while ours maintains its performance.

Discriminative Dictionary Learning (DL) methods have been widely advocated for image classification problems. To further sharpen their discriminative capabilities, most state-of-the-art DL methods have additional constraints included in the learning stages. These various constraints, however, lead to additional computational complexity. We hence propose an efficient Discriminative Convolutional Analysis Dictionary Learning (DCADL) method, as a lower cost Discriminative DL framework, to both characterize the image structures and refine the interclass structure representations. The proposed DCADL jointly learns a convolutional analysis dictionary and a universal classifier, while greatly reducing the time complexity in both training and testing phases, and achieving a competitive accuracy, thus demonstrating great performance in many experiments with standard databases., Comment: ICASSP 2019

In this paper, we propose to use a Conditional Generative Adversarial Network (CGAN) for distilling (i.e. transferring) knowledge from sensor data and enhancing low-resolution target detection. In unconstrained surveillance settings, sensor measurements are often noisy, degraded, corrupted, and even missing/absent, thereby presenting a significant problem for multi-modal fusion. We therefore specifically tackle the problem of a missing modality in our attempt to propose an algorithm based on CGANs to generate representative information from the missing modalities when given some other available modalities. Despite modality gaps, we show that one can distill knowledge from one set of modalities to another. Moreover, we demonstrate that it achieves better performance than traditional approaches and recent teacher-student models., Comment: Accepted and Presented at ICASSP 2018

A discriminative structured analysis dictionary is proposed for the classification task. A structure of the union of subspaces (UoS) is integrated into the conventional analysis dictionary learning to enhance the capability of discrimination. A simple classifier is also simultaneously included into the formulated functional to ensure a more complete consistent classification. The solution of the algorithm is efficiently obtained by the linearized alternating direction method of multipliers. Moreover, a distributed structured analysis dictionary learning is also presented to address large scale datasets. It can group-(class-) independently train the structured analysis dictionaries by different machines/cores/threads, and therefore avoid a high computational cost. A consensus structured analysis dictionary and a global classifier are jointly learned in the distributed approach to safeguard the discriminative power and the efficiency of classification. Experiments demonstrate that our method achieves a comparable or better performance than the state-of-the-art algorithms in a variety of visual classification tasks. In addition, the training and testing computational complexity are also greatly reduced., Comment: This manuscript has been accepted and published to IEEE Transactions on Image Processing on June 2019

We propose a computationally efficient and high-performance classification algorithm by incorporating class structural information in analysis dictionary learning. To achieve more consistent classification, we associate a class characteristic structure of independent subspaces and impose it on the classification error constrained analysis dictionary learning. Experiments demonstrate that our method achieves a comparable or better performance than the state-of-the-art algorithms in a variety of visual classification tasks. In addition, our method greatly reduces the training and testing computational complexity., Comment: This is the final version accepted by ICASSP 2018

Parametric approaches to Learning, such as deep learning (DL), are highly popular in nonlinear regression, in spite of their extremely difficult training with their increasing complexity (e.g. number of layers in DL). In this paper, we present an alternative semi-parametric framework which foregoes the ordinarily required feedback, by introducing the novel idea of geometric regularization. We show that certain deep learning techniques such as residual network (ResNet) architecture are closely related to our approach. Hence, our technique can be used to analyze these types of deep learning. Moreover, we present preliminary results which confirm that our approach can be easily trained to obtain complex structures., Comment: To be appeared in the ICASSP 2018 proceedings

Deep dictionary learning seeks multiple dictionaries at different image scales to capture complementary coherent characteristics. We propose a method for learning a hierarchy of synthesis dictionaries with an image classification goal. The dictionaries and classification parameters are trained by a classification objective, and the sparse features are extracted by reducing a reconstruction loss in each layer. The reconstruction objectives in some sense regularize the classification problem and inject source signal information in the extracted features. The performance of the proposed hierarchical method increases by adding more layers, which consequently makes this model easier to tune and adapt. The proposed algorithm furthermore, shows remarkably lower fooling rate in presence of adversarial perturbation. The validation of the proposed approach is based on its classification performance using four benchmark datasets and is compared to a CNN of similar size.

In this paper, we are interested in modeling the diffusion of information in a multilayer network using thermodynamic diffusion approach. State of each agent is viewed as a topic mixture represented by a distribution over multiple topics. We have observed and learned diffusion-related thermodynamical patterns in the training data set, and we have used the estimated diffusion structure to predict the future states of the agents. A priori knowledge of a fraction of the state of all agents changes the problem to be a Kalman predictor problem that refines the predicted system state using the error in estimation of the agents. A real world Twitter data set is then used to evaluate and validate our information diffusion model., Comment: 5-9 March 2017. arXiv admin note: substantial text overlap with arXiv:1602.04854

Real-world social and/or operational networks consist of agents with associated states, whose connectivity forms complex topologies. This complexity is further compounded by interconnected information layers, consisting, for instance, documents/resources of the agents which mutually share topical similarities. Our goal in this work is to predict the specific states of the agents, as their observed resources evolve in time and get updated. The information diffusion among the agents and the publications themselves effectively result in a dynamic process which we capture by an interconnected system of networks (i.e. layered). More specifically, we use a notion of a supra-Laplacian matrix to address such a generalized diffusion of an interconnected network starting with the classical "graph Laplacian". The auxiliary and external input update is modeled by a multidimensional Brownian process, yielding two contributions to the variations in the states of the agents: one that is due to the intrinsic interactions in the network system, and the other due to the external inputs or innovations. A variation on this theme, a priori knowledge of a fraction of the agents' states is shown to lead to a Kalman predictor problem. This helps us refine the predicted states exploiting the error in estimating the states of agents. Three real-world datasets are used to evaluate and validate the information diffusion process in this novel layered network approach. Our results demonstrate a lower prediction error when using the interconnected network rather than the single connectivity layer between the agents. The prediction error is further improved by using the estimated diffusion connection and by applying the Kalman approach with partial observations.

Recently there has been renewed interests in derivative free approaches to stochastic optimization. In this paper, we examine the rates of convergence for the Kiefer-Wolfowitz algorithm and the mirror descent algorithm, under various updating schemes using finite differences as gradient approximations. It is shown that the convergence of these algorithms can be accelerated by controlling the implementation of the finite differences. Particularly, it is shown that the rate can be increased to $n^{-2/5}$ in general and to $n^{-1/2}$ in Monte Carlo optimization for a broad class of problems, in the iteration number n.

Consider the estimation of a signal ${\bf x}\in\mathbb{R}^N$ from noisy observations ${\bf r=x+z}$, where the input~${\bf x}$ is generated by an independent and identically distributed (i.i.d.) Gaussian mixture source, and ${\bf z}$ is additive white Gaussian noise (AWGN) in parallel Gaussian channels. Typically, the $\ell_2$-norm error (squared error) is used to quantify the performance of the estimation process. In contrast, we consider the $\ell_\infty$-norm error (worst case error). For this error metric, we prove that, in an asymptotic setting where the signal dimension $N\to\infty$, the $\ell_\infty$-norm error always comes from the Gaussian component that has the largest variance, and the Wiener filter asymptotically achieves the optimal expected $\ell_\infty$-norm error. The i.i.d. Gaussian mixture case is easily applicable to i.i.d. Bernoulli-Gaussian distributions, which are often used to model sparse signals. Finally, our results can be extended to linear mixing systems with i.i.d. Gaussian mixture inputs, in settings where a linear mixing system can be decoupled to parallel Gaussian channels., Comment: To appear in IEEE Trans. Inf. Theory

We consider the problem of estimating an input signal from noisy measurements in both parallel scalar Gaussian channels and linear mixing systems. The performance of the estimation process is quantified by the $\ell_\infty$ norm error metric. We first study the minimum mean $\ell_\infty$ error estimator in parallel scalar Gaussian channels, and verify that, when the input is independent and identically distributed (i.i.d.) mixture Gaussian, the Wiener filter is asymptotically optimal with probability 1. For linear mixing systems with i.i.d. sparse Gaussian or mixture Gaussian inputs, under the assumption that the relaxed belief propagation (BP) algorithm matches Tanaka's fixed point equation, applying the Wiener filter to the output of relaxed BP is also asymptotically optimal with probability 1. However, in order to solve the practical problem where the signal dimension is finite, we apply an estimation algorithm that has been proposed in our previous work, and illustrate that an $\ell_\infty$ error minimizer can be approximated by an $\ell_p$ error minimizer provided the value of $p$ is properly chosen.