Stein variational inference and sparsification for uncertainty quantification of physical neural networks
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Abstract not provided.
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Integration of multiple, heterogeneous sensors is a challenging problem across a range of applications. Prominent among these are multi-target tracking, where one must combine observations from different sensor types in a meaningful and efficient way to track multiple targets. Because different sensors have differing error models, we seek a theoretically justified quantification of the agreement among ensembles of sensors, both overall for a sensor collection, and also at a fine-grained level specifying pairwise and multi-way interactions among sensors. We demonstrate that the theory of mathematical sheaves provides a unified answer to this need, supporting both quantitative and qualitative data. Furthermore, the theory provides algorithms to globalize data across the network of deployed sensors, and to diagnose issues when the data do not globalize cleanly. We demonstrate and illustrate the utility of sheaf-based tracking models based on experimental data of a wild population of black bears in Asheville, North Carolina. A measurement model involving four sensors deployed among the bears and the team of scientists charged with tracking their location is deployed. This provides a sheaf-based integration model which is small enough to fully interpret, but of sufficient complexity to demonstrate the sheaf’s ability to recover a holistic picture of the locations and behaviors of both individual bears and the bear-human tracking system. A statistical approach was developed in parallel for comparison, a dynamic linear model which was estimated using a Kalman filter. This approach also recovered bear and human locations and sensor accuracies. When the observations are normalized into a common coordinate system, the structure of the dynamic linear observation model recapitulates the structure of the sheaf model, demonstrating the canonicity of the sheaf-based approach. However, when the observations are not so normalized, the sheaf model still remains valid.
Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.
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The SAE G-11 RMSL Division and Probabilistic Methods Committee meeting during October 6-8 at the Best Western Sterling Inn, Sterling Heights (Detroit), Michigan is co-sponsored by US Army Tank-automotive & Armaments Command (TACOM). The meeting will provide an industry/government/academia forum to review RMSL technology; reliability and probabilistic technology; reliability-based design methods; software reliability; and maintainability standards. With over 100 members including members with national/international standing, the mission of the G-11's Probabilistic Methods Committee is to "enable/facilitate rapid deployment of probabilistic technology to enhance the competitiveness of our industries by better, faster, greener, smarter, affordable and reliable product development."
No abstract available