We develop Bayesian neural networks (BNNs) that permit to model generic nonlinearities and time variation for (possibly large sets of) macroeconomic and financial variables. From a methodological point of view, we allow for a general specification of networks that can be applied to either dense or sparse datasets, and combines various activation functions, a possibly very large number of neurons, and stochastic volatility (SV) for the error term. From a computational point of view, we develop fast and efficient estimation algorithms for the general BNNs we introduce. From an empirical point of view, we show both with simulated data and with a set of common macro and financial applications that our BNNs can be of practical use, particularly so for observations in the tails of the cross-sectional or time series distributions of the target variables.
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在收获前的作物产量的准确预测对于世界各地的作物物流,市场计划和食物分配至关重要。产量预测需要在延长的时间段内监测物候和气候特征,以模拟农作物发育中涉及的复杂关系。绕过世界各种卫星提供的遥感卫星图像是获取数据预测数据的廉价且可靠的方法。目前,收益率预测的领域由深度学习方法主导。尽管使用这些方法达到的精度是有希望的,但所需的数据量和``Black-Box''性质可以限制深度学习方法的应用。可以通过提出一条管道将遥感图像处理为基于特征的表示形式来克服局限性,该图像允许使用极端梯度提升(XGBoost)进行产量预测。与基于深度学习的最先进的收益率预测系统相比,对美国大豆产量预测的比较评估显示出了有希望的预测准确性。特征重要性将近红外光谱视为我们模型中的重要特征。报告的结果暗示了XGBoost进行产量预测的能力,并鼓励将来对XGBoost进行XGBoost的实验,以对世界各地的其他农作物进行产量预测。
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全球Covid-19大流行的出现会给生物识别技术带来新的挑战。不仅是非接触式生物识别选项变得更加重要,而且最近也遇到了频繁的面具的面对面识别。这些掩模会影响前面识别系统的性能,因为它们隐藏了重要的身份信息。在本文中,我们提出了一种掩模不变的面部识别解决方案(MaskInv),其利用训练范例内的模板级知识蒸馏,其旨在产生类似于相同身份的非掩盖面的掩模面的嵌入面。除了蒸馏知识外,学生网络还通过基于边缘的身份分类损失,弹性面,使用遮蔽和非蒙面面的额外指导。在两个真正蒙面面部数据库和具有合成面具的五个主流数据库的逐步消融研究中,我们证明了我们的maskinV方法的合理化。我们所提出的解决方案优于先前的最先进(SOTA)在最近的MFRC-21挑战中的学术解决方案,屏蔽和屏蔽VS非屏蔽,并且还优于MFR2数据集上的先前解决方案。此外,我们证明所提出的模型仍然可以在缺陷的面上表现良好,只有在验证性能下的少量损失。代码,培训的模型以及合成屏蔽数据的评估协议是公开的:https://github.com/fdbtrs/masked-face-recognition-kd。
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面部识别系统必须处理可能导致匹配决策不正确的大型变量(例如不同的姿势,照明和表达)。这些可变性可以根据面部图像质量来测量,这在样本的效用上定义了用于识别的实用性。以前的识别作品不使用这种有价值的信息或利用非本质上的质量估算。在这项工作中,我们提出了一种简单且有效的面部识别解决方案(Qmagface),其将质量感知的比较分数与基于大小感知角裕度损耗的识别模型相结合。所提出的方法包括比较过程中特定于模型的面部图像质量,以增强在无约束情况下的识别性能。利用利用损失诱导的质量与其比较评分之间的线性,我们的质量意识比较功能简单且高度普遍。在几个面部识别数据库和基准上进行的实验表明,引入的质量意识导致识别性能一致的改进。此外,所提出的Qmagface方法在挑战性环境下特别好,例如交叉姿势,跨年或跨品。因此,它导致最先进的性能在几个面部识别基准上,例如在XQLFQ上的98.50%,83.97%,CFP-FP上的98.74%。 QMagface的代码是公开可用的。
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在人脸识别系统中实现高性能的必要因素是其样本的质量。由于这些系统涉及各种日常生活,因此对人类可以理解的面部识别过程具有很强的需要。在这项工作中,我们介绍了像素级面部图像质量的概念,该概念确定面部图像中像素的效用以进行识别。鉴于任意面部识别网络,在这项工作中,我们提出了一种无培训方法来评估面部图像的像素级质量。为此,估计输入图像的特定模型质量值并用于构建特定于样本的质量回归模型。基于该模型,基于质量的梯度被回到传播并转换为像素级质量估计。在实验中,我们基于真实和人工扰动的基于实际和人工障碍来定量和定量地研究了像素级质量的有意义性。在所有场景中,结果表明,所提出的解决方案产生有意义的像素级质量。该代码可公开可用。
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Machine learning models are typically evaluated by computing similarity with reference annotations and trained by maximizing similarity with such. Especially in the bio-medical domain, annotations are subjective and suffer from low inter- and intra-rater reliability. Since annotations only reflect the annotation entity's interpretation of the real world, this can lead to sub-optimal predictions even though the model achieves high similarity scores. Here, the theoretical concept of Peak Ground Truth (PGT) is introduced. PGT marks the point beyond which an increase in similarity with the reference annotation stops translating to better Real World Model Performance (RWMP). Additionally, a quantitative technique to approximate PGT by computing inter- and intra-rater reliability is proposed. Finally, three categories of PGT-aware strategies to evaluate and improve model performance are reviewed.
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Mixtures of von Mises-Fisher distributions can be used to cluster data on the unit hypersphere. This is particularly adapted for high-dimensional directional data such as texts. We propose in this article to estimate a von Mises mixture using a l 1 penalized likelihood. This leads to sparse prototypes that improve clustering interpretability. We introduce an expectation-maximisation (EM) algorithm for this estimation and explore the trade-off between the sparsity term and the likelihood one with a path following algorithm. The model's behaviour is studied on simulated data and, we show the advantages of the approach on real data benchmark. We also introduce a new data set on financial reports and exhibit the benefits of our method for exploratory analysis.
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Passive monitoring of acoustic or radio sources has important applications in modern convenience, public safety, and surveillance. A key task in passive monitoring is multiobject tracking (MOT). This paper presents a Bayesian method for multisensor MOT for challenging tracking problems where the object states are high-dimensional, and the measurements follow a nonlinear model. Our method is developed in the framework of factor graphs and the sum-product algorithm (SPA). The multimodal probability density functions (pdfs) provided by the SPA are effectively represented by a Gaussian mixture model (GMM). To perform the operations of the SPA in high-dimensional spaces, we make use of Particle flow (PFL). Here, particles are migrated towards regions of high likelihood based on the solution of a partial differential equation. This makes it possible to obtain good object detection and tracking performance even in challenging multisensor MOT scenarios with single sensor measurements that have a lower dimension than the object positions. We perform a numerical evaluation in a passive acoustic monitoring scenario where multiple sources are tracked in 3-D from 1-D time-difference-of-arrival (TDOA) measurements provided by pairs of hydrophones. Our numerical results demonstrate favorable detection and estimation accuracy compared to state-of-the-art reference techniques.
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Location-aware networks will introduce new services and applications for modern convenience, surveillance, and public safety. In this paper, we consider the problem of cooperative localization in a wireless network where the position of certain anchor nodes can be controlled. We introduce an active planning method that aims at moving the anchors such that the information gain of future measurements is maximized. In the control layer of the proposed method, control inputs are calculated by minimizing the traces of approximate inverse Bayesian Fisher information matrixes (FIMs). The estimation layer computes estimates of the agent states and provides Gaussian representations of marginal posteriors of agent positions to the control layer for approximate Bayesian FIM computations. Based on a cost function that accumulates Bayesian FIM contributions over a sliding window of discrete future timesteps, a receding horizon (RH) control is performed. Approximations that make it possible to solve the resulting tree-search problem efficiently are also discussed. A numerical case study demonstrates the intelligent behavior of a single controlled anchor in a 3-D scenario and the resulting significantly improved localization accuracy.
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This paper presents an introduction to the state-of-the-art in anomaly and change-point detection. On the one hand, the main concepts needed to understand the vast scientific literature on those subjects are introduced. On the other, a selection of important surveys and books, as well as two selected active research topics in the field, are presented.
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