Differentiable samplers for deep latent variable models

Latent variable models are a popular class of models in statistics. Combined with neural networks to improve their expressivity, the resulting deep latent variable models have also found numerous applications in machine learning. A drawback of these models is that their likelihood function is intractable so approximations have to be carried out to perform inference. A standard approach consists of maximizing instead an evidence lower bound (ELBO) obtained based on a variational approximation of the posterior distribution of the latent variables. The standard ELBO can, however, be a very loose bound if the variational family is not rich enough. A generic strategy to tighten such bounds is to rely on an unbiased low-variance Monte Carlo estimate of the evidence. We review here some recent importance sampling, Markov chain Monte Carlo and sequential Monte Carlo strategies that have been proposed to achieve this. This article is part of the theme issue 'Bayesian inference: challenges, perspectives, and prospects'.

On the geometric ergodicity of hybrid samplers

In this paper, we consider the random-scan symmetric random walk Metropolis algorithm (RSM) onℝd. This algorithm performs a Metropolis step on just one coordinate at a time (as opposed to the full-dimensional symmetric random walk Metropolis algorithm, which proposes a transition on all coordinates at once). We present various sufficient conditions implyingV-uniform ergodicity of the RSM when the target density decreases either subexponentially or exponentially in the tails.

Detecting aircraft with a low-resolution infrared sensor

Existing computer simulations of aircraft infrared signature (IRS) do not account for dispersion induced by uncertainty on input data, such as aircraft aspect angles and meteorological conditions. As a result, they are of little use to estimate the detection performance of IR optronic systems; in this case, the scenario encompasses a lot of possible situations that must be indeed addressed, but cannot be singly simulated. In this paper, we focus on low-resolution infrared sensors and we propose a methodological approach for predicting simulated IRS dispersion of poorly known aircraft and performing aircraft detection on the resulting set of low-resolution infrared images. It is based on a sensitivity analysis, which identifies inputs that have negligible influence on the computed IRS and can be set at a constant value, on a quasi-Monte Carlo survey of the code output dispersion, and on a new detection test taking advantage of level sets estimation. This method is illustrated in a typical scenario, i.e., a daylight air-to-ground full-frontal attack by a generic combat aircraft flying at low altitude, over a database of 90,000 simulated aircraft images. Assuming a white noise or a fractional Brownian background model, detection performances are very promising.