Bayesian experimental design (BED) is a framework that uses statistical models and decision making under uncertainty to optimise the cost and performance of a scientific experiment. Sequential BED, as opposed to static BED, considers the scenario where we can sequentially update our beliefs about the model parameters through data gathered in the experiment. A class of models of particular interest for the natural and medical sciences are implicit models, where the data generating distribution is intractable, but sampling from it is possible. Even though there has been a lot of work on static BED for implicit models in the past few years, the notoriously difficult problem of sequential BED for implicit models has barely been touched upon. We address this gap in the literature by devising a novel sequential design framework for parameter estimation that uses the Mutual Information (MI) between model parameters and simulated data as a utility function to find optimal experimental designs, which has not been done before for implicit models. Our approach uses likelihood-free inference by ratio estimation to simultaneously estimate posterior distributions and the MI. During the sequential BED procedure we utilise Bayesian optimisation to help us optimise the MI utility. We find that our framework is efficient for the various implicit models tested, yielding accurate parameter estimates after only a few iterations.
We demonstrate the use of a convolutional neural network to perform neutron-gamma pulse shape discrimination, where the only inputs to the network are the raw digitised silicon photomultiplier signals from a dual scintillator detector element made of 6Li F:ZnS(Ag) scintillator and PVT plastic. A realistic labelled dataset was created to train the network by exposing the detector to an AmBe source, and a data-driven method utilising a separate photomultiplier tube was used to assign labels to the recorded signals. This approach is compared to the charge integration and continuous wavelet transform methods and a simpler artificial neural net. It is found to provide superior levels of discrimination, achieving an area under the curve of 0.996 ± 0.003. We find that the neural network is capable of extracting interpretable features directly from the raw data. In addition, by visualising the high-dimensional representations of the network with the t-SNE algorithm, we discover that not only is this method robust to minor mislabeling of the training dataset but that it is possible to identify an underlying substructure within the signals that goes beyond the original labelling. This technique could be utilised to explore and cluster complex, raw detector data in a novel way that may reveal more insights than standard analysis methods.
We present our system description of input-level multimodal fusion of audio, video, and text for recognition of emotions and their intensities for the 2018 First Grand Challenge on Computational Modeling of Human Multimodal Language. Our proposed approach is based on input-level feature fusion with sequence learning from Bidirectional Long-Short Term Memory (BLSTM) deep neural networks (DNNs). We show that our fusion approach outperforms unimodal predictors. Our system performs 6-way simultaneous classification and regression, allowing for overlapping emotion labels in a video segment. This leads to an overall binary accuracy of 90%, overall 4-class accuracy of 89.2% and an overall mean-absolute-error (MAE) of 0.12. Our work shows that an early fusion technique can effectively predict the presence of multi-label emotions as well as their coarsegrained intensities. The presented multimodal approach creates a simple and robust baseline on this new Grand Challenge dataset. Furthermore, we provide a detailed analysis of emotion intensity distributions as output from our DNN, as well as a related discussion concerning the inherent difficulty of this task.
Implicit stochastic models, where the datageneration distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in scientific experiments. A fundamental question is how to design the experiments so that the collected data are most useful. The field of Bayesian experimental design advocates that, ideally, we should choose designs that maximise the mutual information (MI) between the data and the parameters. For implicit models, however, this approach is severely hampered by the high computational cost of computing posteriors and maximising MI, in particular when we have more than a handful of design variables to optimise. In this paper, we propose a new approach to Bayesian experimental design for implicit models that leverages recent advances in neural MI estimation to deal with these issues. We show that training a neural network to maximise a lower bound on MI allows us to jointly determine the optimal design and the posterior. Simulation studies illustrate that this gracefully extends Bayesian experimental design for implicit models to higher design dimensions.
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