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1. Simulator-Based Inference with WALDO: Confidence Regions by Leveraging Prediction Algorithms and Posterior Estimators for Inverse Problems

   Masserano, L.; Dorigo, T.; Izbicki, R.; Kuusela, M.; Lee, A. B. (January 2023, Proceedings of Machine Learning Research)

   Ruiz, F.; Dy, J.; Meent, J.-W. (Ed.)

   Prediction algorithms, such as deep neural networks (DNNs), are used in many domain sciences to directly estimate internal parameters of interest in simulator-based models, especially in settings where the observations include images or complex high-dimensional data. In parallel, modern neural density estimators, such as normalizing flows, are becoming increasingly popular for uncertainty quantification, especially when both parameters and observations are high-dimensional. However, parameter inference is an inverse problem and not a prediction task; thus, an open challenge is to construct conditionally valid and precise confidence regions, with a guaranteed probability of covering the true parameters of the data-generating process, no matter what the (unknown) parameter values are, and without relying on large-sample theory. Many simulator-based inference (SBI) methods are indeed known to produce biased or overly con- fident parameter regions, yielding misleading uncertainty estimates. This paper presents WALDO, a novel method to construct confidence regions with finite-sample conditional validity by leveraging prediction algorithms or posterior estimators that are currently widely adopted in SBI. WALDO reframes the well-known Wald test statistic, and uses a computationally efficient regression-based machinery for classical Neyman inversion of hypothesis tests. We apply our method to a recent high-energy physics problem, where prediction with DNNs has previously led to estimates with prediction bias. We also illustrate how our approach can correct overly confident posterior regions computed with normalizing flows. 

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2. Novel Uncertainty Quantification through Perturbation-Assisted Sample Synthesis

   https://doi.org/10.1109/TPAMI.2024.3393364  

   Liu, Yifei; Shen, Rex; Shen, Xiaotong (January 2024, IEEE Transactions on Pattern Analysis and Machine Intelligence)

   Lee, Kyoung Mu (Ed.)

   This paper introduces a novel Perturbation-Assisted Inference (PAI) framework utilizing synthetic data generated by the Perturbation-Assisted Sample Synthesis (PASS) method. The framework focuses on uncertainty quantification in complex data scenarios, particularly involving unstructured data while utilizing deep learning models. On one hand, PASS employs a generative model to create synthetic data that closely mirrors raw data while preserving its rank properties through data perturbation, thereby enhancing data diversity and bolstering privacy. By incorporating knowledge transfer from large pretrained generative models, PASS enhances estimation accuracy, yielding refined distributional estimates of various statistics via Monte Carlo experiments. On the other hand, PAI boasts its statistically guaranteed validity. In pivotal inference, it enables precise conclusions even without prior knowledge of the pivotal’s distribution. In non-pivotal situations, we enhance the reliability of synthetic data generation by training it with an independent holdout sample. We demonstrate the effectiveness of PAI in advancing uncertainty quantification in complex, data-driven tasks by applying it to diverse areas such as image synthesis, sentiment word analysis, multimodal inference, and the construction of prediction intervals. 

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3. Ensemble‐Based Experimental Design for Targeting Data Acquisition to Inform Climate Models

   https://doi.org/10.1029/2022MS002997  

   Dunbar, Oliver R. A.; Howland, Michael F.; Schneider, Tapio; Stuart, Andrew M. (September 2022, Journal of Advances in Modeling Earth Systems)

   Abstract Data required to calibrate uncertain general circulation model (GCM) parameterizations are often only available in limited regions or time periods, for example, observational data from field campaigns, or data generated in local high‐resolution simulations. This raises the question of where and when to acquire additional data to be maximally informative about parameterizations in a GCM. Here we construct a new ensemble‐based parallel algorithm to automatically target data acquisition to regions and times that maximize the uncertainty reduction, or information gain, about GCM parameters. The algorithm uses a Bayesian framework that exploits a quantified distribution of GCM parameters as a measure of uncertainty. This distribution is informed by time‐averaged climate statistics restricted to local regions and times. The algorithm is embedded in the recently developed calibrate‐emulate‐sample framework, which performs efficient model calibration and uncertainty quantification with onlymodel evaluations, compared withevaluations typically needed for traditional approaches to Bayesian calibration. We demonstrate the algorithm with an idealized GCM, with which we generate surrogates of local data. In this perfect‐model setting, we calibrate parameters and quantify uncertainties in a quasi‐equilibrium convection scheme in the GCM. We consider targeted data that are (a) localized in space for statistically stationary simulations, and (b) localized in space and time for seasonally varying simulations. In these proof‐of‐concept applications, the calculated information gain reflects the reduction in parametric uncertainty obtained from Bayesian inference when harnessing a targeted sample of data. The largest information gain typically, but not always, results from regions near the intertropical convergence zone. 

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4. Learning from monitoring networks: Few-large vs. many-small plots and multi-scale analysis

   https://doi.org/10.3389/fevo.2023.1114569  

   Tang, Becky; Kamakura, Renata P.; Barnett, David T.; Clark, James S. (April 2023, Frontiers in Ecology and Evolution)

   In order to learn about broad scale ecological patterns, data from large-scale surveys must allow us to either estimate the correlations between the environment and an outcome and/or accurately predict ecological patterns. An important part of data collection is the sampling effort used to collect observations, which we decompose into two quantities: the number of observations or plots ( n ) and the per-observation/plot effort ( E ; e.g., area per plot). If we want to understand the relationships between predictors and a response variable, then lower model parameter uncertainty is desirable. If the goal is to predict a response variable, then lower prediction error is preferable. We aim to learn if and when aggregating data can help attain these goals. We find that a small sample size coupled with large observation effort coupled (few large) can yield better predictions when compared to a large number of observations with low observation effort (many small). We also show that the combination of the two values ( n and E ), rather than one alone, has an impact on parameter uncertainty. In an application to Forest Inventory and Analysis (FIA) data, we model the tree density of selected species at various amounts of aggregation using linear regression in order to compare the findings from simulated data to real data. The application supports the theoretical findings that increasing observational effort through aggregation can lead to improved predictions, conditional on the thoughtful aggregation of the observational plots. In particular, aggregations over extremely large and variable covariate space may lead to poor prediction and high parameter uncertainty. Analyses of large-range data can improve with aggregation, with implications for both model evaluation and sampling design: testing model prediction accuracy without an underlying knowledge of the datasets and the scale at which predictor variables operate can obscure meaningful results. 

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5. Adaptive Robotic Information Gathering via non-stationary Gaussian processes

   https://doi.org/10.1177/02783649231184498  

   Chen, Weizhe; Khardon, Roni; Liu, Lantao (April 2024, The International Journal of Robotics Research)

   Robotic Information Gathering (RIG) is a foundational research topic that answers how a robot (team) collects informative data to efficiently build an accurate model of an unknown target function under robot embodiment constraints. RIG has many applications, including but not limited to autonomous exploration and mapping, 3D reconstruction or inspection, search and rescue, and environmental monitoring. A RIG system relies on a probabilistic model’s prediction uncertainty to identify critical areas for informative data collection. Gaussian processes (GPs) with stationary kernels have been widely adopted for spatial modeling. However, real-world spatial data is typically non-stationary—different locations do not have the same degree of variability. As a result, the prediction uncertainty does not accurately reveal prediction error, limiting the success of RIG algorithms. We propose a family of non-stationary kernels named Attentive Kernel (AK), which is simple and robust and can extend any existing kernel to a non-stationary one. We evaluate the new kernel in elevation mapping tasks, where AK provides better accuracy and uncertainty quantification over the commonly used stationary kernels and the leading non-stationary kernels. The improved uncertainty quantification guides the downstream informative planner to collect more valuable data around the high-error area, further increasing prediction accuracy. A field experiment demonstrates that the proposed method can guide an Autonomous Surface Vehicle (ASV) to prioritize data collection in locations with significant spatial variations, enabling the model to characterize salient environmental features. 

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