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Record W4288026183 · doi:10.48550/arxiv.1911.08333

Exactly Sparse Gaussian Variational Inference with Application to\n Derivative-Free Batch Nonlinear State Estimation

2019· preprint· en· W4288026183 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

fundA Canadian funder is recorded on the work.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenuearXiv (Cornell University) · 2019
Typepreprint
Languageen
FieldComputer Science
TopicGaussian Processes and Bayesian Inference
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of CanadaUniversity of TorontoAalto-Yliopisto
KeywordsCovarianceMaximum a posteriori estimationMathematicsGaussianMathematical optimizationCovariance matrixNonlinear systemEstimation of covariance matricesAlgorithmInferenceApplied mathematicsComputer scienceArtificial intelligenceStatistics

Abstract

fetched live from OpenAlex

We present a Gaussian Variational Inference (GVI) technique that can be\napplied to large-scale nonlinear batch state estimation problems. The main\ncontribution is to show how to fit both the mean and (inverse) covariance of a\nGaussian to the posterior efficiently, by exploiting factorization of the joint\nlikelihood of the state and data, as is common in practical problems. This is\ndifferent than Maximum A Posteriori (MAP) estimation, which seeks the point\nestimate for the state that maximizes the posterior (i.e., the mode). The\nproposed Exactly Sparse Gaussian Variational Inference (ESGVI) technique stores\nthe inverse covariance matrix, which is typically very sparse (e.g.,\nblock-tridiagonal for classic state estimation). We show that the only blocks\nof the (dense) covariance matrix that are required during the calculations\ncorrespond to the non-zero blocks of the inverse covariance matrix, and further\nshow how to calculate these blocks efficiently in the general GVI problem.\nESGVI operates iteratively, and while we can use analytical derivatives at each\niteration, Gaussian cubature can be substituted, thereby producing an efficient\nderivative-free batch formulation. ESGVI simplifies to precisely the\nRauch-Tung-Striebel (RTS) smoother in the batch linear estimation case, but\ngoes beyond the 'extended' RTS smoother in the nonlinear case since it finds\nthe best-fit Gaussian (mean and covariance), not the MAP point estimate. We\ndemonstrate the technique on controlled simulation problems and a batch\nnonlinear Simultaneous Localization and Mapping (SLAM) problem with an\nexperimental dataset.\n

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.849
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0030.002
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.032
GPT teacher head0.198
Teacher spread0.167 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it