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Automated posterior interval evaluation for inference in probabilistic programming

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Intl. Conf. on Probabilistic Programming, PROBPROG, 22 October 2020.

Summary

In probabilistic inference, credible intervals constructed from posterior samples provide ranges of likely values for continuous parameters of interest. Intuitively, an inference procedure is optimal if it produces the most precise posterior intervals that cover the true parameter value with the expected frequency in repeated experiments. We present theories and methods for automating posterior interval evaluation of inference performance in probabilistic programming using two metrics: 1.) truth coverage, and 2.) ratio of the empirical over the ideal interval widths. Demonstrating with inference on popular regression and state-space models, we show how the metrics provide effective comparisons between different inference procedures, and capture the effects of collinearity and model misspecification. Overall, we claim such automated interval evaluation can accelerate the robust design and comparison of probabilistic inference programs by directly diagnosing how accurately and precisely they can estimate parameters of interest.
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Summary

In probabilistic inference, credible intervals constructed from posterior samples provide ranges of likely values for continuous parameters of interest. Intuitively, an inference procedure is optimal if it produces the most precise posterior intervals that cover the true parameter value with the expected frequency in repeated experiments. We present theories and...

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Joint audio-visual mining of uncooperatively collected video: FY14 Line-Supported Information, Computation, and Exploitation Program

Summary

The rate at which video is being created and gathered is rapidly accelerating as access to means of production and distribution expand. This rate of increase, however, is greatly outpacing the development of content-based tools to help users sift through this unstructured, multimedia data. The need for such technologies becomes more acute when considering their potential value in critical, media-rich government applications such as Seized Media Analysis, Social Media Forensics, and Foreign Media Monitoring. A fundamental challenge in developing technologies in these application areas is that they are typically in low-resource data domains. Low-resource domains are ones where the lack of ground-truth labels and statistical support prevent the direct application of traditional machine learning approaches. To help bridge this capability gap, the Joint Audio and Visual Mining of Uncooperatively Collected Video ICE Line Program (2236-1301) is developing new technologies for better content-based search, summarization, and browsing of large collections of unstructured, uncooperatively collected multimedia. In particular, this effort seeks to improve capabilities in video understanding by jointly exploiting time aligned audio, visual, and text information, an approach which has been underutilized in both the academic and commercial communities. Exploiting subtle connections between and across multiple modalities in low-resource multimedia data helps enable deeper video understanding, and in some cases provides new capability where it previously didn't exist. This report outlines work done in Fiscal Year 2014 (FY14) by the cross-divisional, interdisciplinary team tasked to meet these objectives. In the following sections, we highlight technologies developed in FY14 to support efficient Query-by-Example, Attribute, Keyword Search and Cross-Media Exploration and Summarization. Additionally, we preview work proposed for Fiscal Year 2015 as well as summarize our external sponsor interactions and publications/presentations.
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Summary

The rate at which video is being created and gathered is rapidly accelerating as access to means of production and distribution expand. This rate of increase, however, is greatly outpacing the development of content-based tools to help users sift through this unstructured, multimedia data. The need for such technologies becomes...

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