SearcharxivSearch

arXiv subjects

Alex Cooper

Publications and source records attributed to Alex Cooper.

4 recordsLinked to original sources

XR Blocks: Accelerating Human-centered AI + XR Innovation

We are on the cusp where Artificial Intelligence (AI) and Extended Reality (XR) are converging to unlock new paradigms of interactive computing. However, a significant gap exists between the ecosystems of these two fields: while AI research and development is accelerated by mature frameworks like JAX and benchmarks like LMArena, prototyping novel AI-driven XR interactions remains a high-friction process, often requiring practitioners to manually integrate disparate, low-level systems for perception, rendering, and interaction. To bridge this gap, we present XR Blocks, a cross-platform framework designed to accelerate human-centered AI + XR innovation. XR Blocks strives to provide a modular architecture with plug-and-play components for core abstraction in AI + XR: user, world, peers; interface, context, and agents. Crucially, it is designed with the mission of "reducing frictions from idea to reality", thus accelerating rapid prototyping of AI + XR apps. Built upon accessible technologies (WebXR, three.js, TensorFlow, Gemini), our toolkit lowers the barrier to entry for XR creators. We demonstrate its utility through a set of open-source templates, samples, and advanced demos, empowering the community to quickly move from concept to interactive XR prototype. Site: https://xrblocks.github.io

cs.HC

Joint leave-group-out cross-validation in Bayesian spatial models

Cross-validation (CV) is a widely-used method of predictive assessment based on repeated model fits to different subsets of the available data. CV is applicable in a wide range of statistical settings. However, in cases where data are not exchangeable, the design of CV schemes should account for suspected correlation structures within the data. CV scheme designs include the selection of left-out blocks and the choice of scoring function for evaluating predictive performance. This paper focuses on the impact of two scoring strategies for block-wise CV applied to spatial models with Gaussian covariance structures. We investigate, through several experiments, whether evaluating the predictive performance of blocks of left-out observations jointly, rather than aggregating individual (pointwise) predictions, improves model selection performance. Extending recent findings for data with serial correlation (such as time-series data), our experiments suggest that joint scoring reduces the variability of CV estimates, leading to more reliable model selection, particularly when spatial dependence is strong and model differences are subtle.

stat.ME

Bayesian cross-validation by parallel Markov Chain Monte Carlo

Brute force cross-validation (CV) is a method for predictive assessment and model selection that is general and applicable to a wide range of Bayesian models. Naive or `brute force' CV approaches are often too computationally costly for interactive modeling workflows, especially when inference relies on Markov chain Monte Carlo (MCMC). We propose overcoming this limitation using massively parallel MCMC. Using accelerator hardware such as graphics processor units (GPUs), our approach can be about as fast (in wall clock time) as a single full-data model fit. Parallel CV is flexible because it can easily exploit a wide range data partitioning schemes, such as those designed for non-exchangeable data. It can also accommodate a range of scoring rules. We propose MCMC diagnostics, including a summary of MCMC mixing based on the popular potential scale reduction factor ($\widehat{R}$) and MCMC effective sample size ($\widehat{ESS}$) measures. We also describe a method for determining whether an $\widehat{R}$ diagnostic indicates approximate stationarity of the chains, that may be of more general interest for applications beyond parallel CV. Finally, we show that parallel CV and its diagnostics can be implemented with online algorithms, allowing parallel CV to scale up to very large blocking designs on memory-constrained computing accelerators.

stat.ME

Cross-validatory model selection for Bayesian autoregressions with exogenous regressors

Bayesian cross-validation (CV) is a popular method for predictive model assessment that is simple to implement and broadly applicable. A wide range of CV schemes is available for time series applications, including generic leave-one-out (LOO) and K-fold methods, as well as specialized approaches intended to deal with serial dependence such as leave-future-out (LFO), h-block, and hv-block. Existing large-sample results show that both specialized and generic methods are applicable to models of serially-dependent data. However, large sample consistency results overlook the impact of sampling variability on accuracy in finite samples. Moreover, the accuracy of a CV scheme depends on many aspects of the procedure. We show that poor design choices can lead to elevated rates of adverse selection. In this paper, we consider the problem of identifying the regression component of an important class of models of data with serial dependence, autoregressions of order p with q exogenous regressors (ARX(p,q)), under the logarithmic scoring rule. We show that when serial dependence is present, scores computed using the joint (multivariate) density have lower variance and better model selection accuracy than the popular pointwise estimator. In addition, we present a detailed case study of the special case of ARX models with fixed autoregressive structure and variance. For this class, we derive the finite-sample distribution of the CV estimators and the model selection statistic. We conclude with recommendations for practitioners.

stat.ME