arXiv subjects

Christian R. Shelton

Publications and source records attributed to Christian R. Shelton.

At least 19 recordsLinked to original sources

arXiv2026

Identity-Conditioned Score Fusion for Open-Set Person Re-Identification

Robust person re-identification often combines complementary cues such as face, gait, and body shape. While adaptive fusion typically targets query quality, model strength also varies across identities. We introduce identity-conditioned score fusion, a framework that tailors weights to each gallery identity without training. By contrasting intra-identity consistency against cross-identity impostors, it extracts identity-specific profiles that couple with query-conditioned adaptation via a parameter-free rule. This widens the separation between true and false matches while preserving score calibration. Evaluations on three clothes-changing person re-identification benchmarks show that our method consistently outperforms statistical, rank-based, and learned baselines, achieving up to an 8.8% absolute reduction in the false non-identification rate and demonstrating the value of identity-conditioned fusion in open-set person re-identification.

cs.CV↗

arXiv2026

Existence-Field Diffusion Model for Spatial Point Processes with Variable Cardinality

We study generative modeling of spatial point processes (SPP), where both the number of points and their spatial configuration are governed by a joint distribution. While diffusion models have achieved strong performance in modeling complex distributions, extending them to variable-cardinality SPP remains challenging. Existing approaches either sample cardinality before generating locations conditionally, or introduce specialized discrete operations to change the number of points during generation. We propose the existence-field diffusion model (EFDM), which associates each potential point with a continuous variable representing its degree of presence. EFDM uses Gaussian diffusion to jointly model point locations and cardinality through a simple continuous representation. Existence probabilities can increase or decrease in both forward and reverse diffusion, without explicit point-addition or point-deletion steps. The same construction naturally accommodates categorical attributes, allowing locations, existence, and attributes to be modeled together. Experiments demonstrate improved molecular stability and validity over the compared baselines on the molecular dataset, alongside competitive performance on real-world spatial and synthetic datasets.

cs.LG↗

arXiv2025

Mitigating Participation Imbalance Bias in Asynchronous Federated Learning

In Asynchronous Federated Learning (AFL), the central server immediately updates the global model with each arriving client's contribution. As a result, clients perform their local training on different model versions, causing information staleness (delay). In federated environments with non-IID local data distributions, this asynchronous pattern amplifies the adverse effect of client heterogeneity (due to different data distribution, local objectives, etc.), as faster clients contribute more frequent updates, biasing the global model. We term this phenomenon heterogeneity amplification. Our work provides a theoretical analysis that maps AFL design choices to their resulting error sources when heterogeneity amplification occurs. Guided by our analysis, we propose ACE (All-Client Engagement AFL), which mitigates participation imbalance through immediate, non-buffered updates that use the latest information available from all clients. We also introduce a delay-aware variant, ACED, to balance client diversity against update staleness. Experiments on different models for different tasks across diverse heterogeneity and delay settings validate our analysis and demonstrate the robust performance of our approaches.

cs.LG↗

arXiv2023

MF-Box: Multi-fidelity and multi-scale emulation for the matter power spectrum

We introduce MF-Box, an extended version of MFEmulator, designed as a fast surrogate for power spectra, trained using N-body simulation suites from various box sizes and particle loads. To demonstrate MF-Box's effectiveness, we design simulation suites that include low-fidelity suites (L1 and L2) at $256 \,\mathrm{Mpc}/h$ and $100 \,\mathrm{Mpc}/h$, each with $128^3$ particles, and a high-fidelity suite (HF) with $512^3$ particles at $256 \,\mathrm{Mpc}/h$, representing a higher particle load compared to the low-fidelity suites. MF-Box acts as a probabilistic resolution correction function, learning most of the cosmological dependencies from L1 and L2 simulations and rectifying resolution differences with just 3 HF simulations using a Gaussian process. MF-Box successfully emulates power spectra from our HF testing set with a relative error of $< 3\%$ up to $k \simeq 7 \,h/\mathrm{Mpc}$ at $z \in [0, 3]$, while maintaining a cost similar to our previous multi-fidelity approach, which was accurate only up to $z = 1$. The addition of an extra low-fidelity node in a smaller box significantly improves emulation accuracy for MF-Box at $k > 2 \,h/\mathrm{Mpc}$, increasing it by a factor of $10$. We conduct an error analysis of MF-Box based on computational budget, providing guidance for optimizing budget allocation per fidelity node. Our proposed MF-Box enables future surveys to efficiently combine simulation suites of varying quality, effectively expanding the range of emulation capabilities while ensuring cost efficiency.

astro-ph.CO↗

arXiv2023

Variational Inference for Neyman-Scott Processes

Neyman-Scott processes (NSPs) have been applied across a range of fields to model points or temporal events with a hierarchy of clusters. Markov chain Monte Carlo (MCMC) is typically used for posterior sampling in the model. However, MCMC's mixing time can cause the resulting inference to be slow, and thereby slow down model learning and prediction. We develop the first variational inference (VI) algorithm for NSPs, and give two examples of suitable variational posterior point process distributions. Our method minimizes the inclusive Kullback-Leibler (KL) divergence for VI to obtain the variational parameters. We generate samples from the approximate posterior point processes much faster than MCMC, as we can directly estimate the approximate posterior point processes without any MCMC steps or gradient descent. We include synthetic and real-world data experiments that demonstrate our VI algorithm achieves better prediction performance than MCMC when computational time is limited.

stat.ML↗

arXiv2022

Deep Neyman-Scott Processes

A Neyman-Scott process is a special case of a Cox process. The latent and observable stochastic processes are both Poisson processes. We consider a deep Neyman-Scott process in this paper, for which the building components of a network are all Poisson processes. We develop an efficient posterior sampling via Markov chain Monte Carlo and use it for likelihood-based inference. Our method opens up room for the inference in sophisticated hierarchical point processes. We show in the experiments that more hidden Poisson processes brings better performance for likelihood fitting and events types prediction. We also compare our method with state-of-the-art models for temporal real-world datasets and demonstrate competitive abilities for both data fitting and prediction, using far fewer parameters.

stat.ML↗

arXiv2021

Convolutional Deep Exponential Families

We describe convolutional deep exponential families (CDEFs) in this paper. CDEFs are built based on deep exponential families, deep probabilistic models that capture the hierarchical dependence between latent variables. CDEFs greatly reduce the number of free parameters by tying the weights of DEFs. Our experiments show that CDEFs are able to uncover time correlations with a small amount of data.

stat.ML↗

arXiv2021

Multi-Fidelity Emulation for the Matter Power Spectrum using Gaussian Processes

We present methods for emulating the matter power spectrum by combining information from cosmological $N$-body simulations at different resolutions. An emulator allows estimation of simulation output by interpolating across the parameter space of a limited number of simulations. We present the first implementation in cosmology of multi-fidelity emulation, where many low-resolution simulations are combined with a few high-resolution simulations to achieve an increased emulation accuracy. The power spectrum's dependence on cosmology is learned from the low-resolution simulations, which are in turn calibrated using high-resolution simulations. We show that our multi-fidelity emulator predicts high-fidelity counterparts to percent-level relative accuracy when using only $3$ high-fidelity simulations and outperforms a single-fidelity emulator that uses $11$ simulations, although we do not attempt to produce a converged emulator with high absolute accuracy. With a fixed number of high-fidelity training simulations, we show that our multi-fidelity emulator is $\simeq 100$ times better than a single-fidelity emulator at $k \leq 2 h \mathrm{Mpc}^{-1}$, and $\simeq 20$ times better at $3 \leq k < 6.4 h \mathrm{Mpc}^{-1}$. Multi-fidelity emulation is fast to train, using only a simple modification to standard Gaussian processes. Our proposed emulator shows a new way to predict non-linear scales by fusing simulations from different fidelities.

astro-ph.CO↗

arXiv2020

Automated Measurement of Quasar Redshift with a Gaussian Process

We develop an automated technique to measure quasar redshifts in the Baryon Oscillation Spectroscopic Survey (BOSS) of the Sloan Digital Sky Survey (SDSS). Our technique is an extension of an earlier Gaussian process method for detecting damped Lyman-alpha absorbers (DLAs) in quasar spectra with known redshifts. We apply this technique to a subsample of SDSS DR12 with BAL quasars removed and redshift larger than 2.15. We show that we are broadly competitive to existing quasar redshift estimators, disagreeing with the PCA redshift by more than 0.5 in only 0.38% of spectra. Our method produces a probabilistic density function for the quasar redshift, allowing quasar redshift uncertainty to be propagated to downstream users. We apply this method to detecting DLAs, accounting in a Bayesian fashion for redshift uncertainty. Compared to our earlier method with a known quasar redshift, we have a moderate decrease in our ability to detect DLAs, predominantly in the noisiest spectra. The area under curve drops from 0.96 to 0.91. Our code is publicly available.

astro-ph.GA↗

arXiv2014

Intrusion Detection using Continuous Time Bayesian Networks

Intrusion detection systems (IDSs) fall into two high-level categories: network-based systems (NIDS) that monitor network behaviors, and host-based systems (HIDS) that monitor system calls. In this work, we present a general technique for both systems. We use anomaly detection, which identifies patterns not conforming to a historic norm. In both types of systems, the rates of change vary dramatically over time (due to burstiness) and over components (due to service difference). To efficiently model such systems, we use continuous time Bayesian networks (CTBNs) and avoid specifying a fixed update interval common to discrete-time models. We build generative models from the normal training data, and abnormal behaviors are flagged based on their likelihood under this norm. For NIDS, we construct a hierarchical CTBN model for the network packet traces and use Rao-Blackwellized particle filtering to learn the parameters. We illustrate the power of our method through experiments on detecting real worms and identifying hosts on two publicly available network traces, the MAWI dataset and the LBNL dataset. For HIDS, we develop a novel learning method to deal with the finite resolution of system log file time stamps, without losing the benefits of our continuous time model. We demonstrate the method by detecting intrusions in the DARPA 1998 BSM dataset.

cs.AI↗

arXiv2013

Policy Improvement for POMDPs Using Normalized Importance Sampling

We present a new method for estimating the expected return of a POMDP from experience. The method does not assume any knowledge of the POMDP and allows the experience to be gathered from an arbitrary sequence of policies. The return is estimated for any new policy of the POMDP. We motivate the estimator from function-approximation and importance sampling points-of-view and derive its theoretical properties. Although the estimator is biased, it has low variance and the bias is often irrelevant when the estimator is used for pair-wise comparisons. We conclude by extending the estimator to policies with memory and compare its performance in a greedy search algorithm to REINFORCE algorithms showing an order of magnitude reduction in the number of trials required.

cs.AI↗

arXiv2012

Continuous Time Bayesian Networks

In this paper we present a language for finite state continuous time Bayesian networks (CTBNs), which describe structured stochastic processes that evolve over continuous time. The state of the system is decomposed into a set of local variables whose values change over time. The dynamics of the system are described by specifying the behavior of each local variable as a function of its parents in a directed (possibly cyclic) graph. The model specifies, at any given point in time, the distribution over two aspects: when a local variable changes its value and the next value it takes. These distributions are determined by the variable s CURRENT value AND the CURRENT VALUES OF its parents IN the graph.More formally, each variable IS modelled AS a finite state continuous time Markov process whose transition intensities are functions OF its parents.We present a probabilistic semantics FOR the language IN terms OF the generative model a CTBN defines OVER sequences OF events.We list types OF queries one might ask OF a CTBN, discuss the conceptual AND computational difficulties associated WITH exact inference, AND provide an algorithm FOR approximate inference which takes advantage OF the structure within the process.

cs.AI↗

arXiv2012

Reinforcement Learning with Partially Known World Dynamics

Reinforcement learning would enjoy better success on real-world problems if domain knowledge could be imparted to the algorithm by the modelers. Most problems have both hidden state and unknown dynamics. Partially observable Markov decision processes (POMDPs) allow for the modeling of both. Unfortunately, they do not provide a natural framework in which to specify knowledge about the domain dynamics. The designer must either admit to knowing nothing about the dynamics or completely specify the dynamics (thereby turning it into a planning problem). We propose a new framework called a partially known Markov decision process (PKMDP) which allows the designer to specify known dynamics while still leaving portions of the environment s dynamics unknown.The model represents NOT ONLY the environment dynamics but also the agents knowledge of the dynamics. We present a reinforcement learning algorithm for this model based on importance sampling. The algorithm incorporates planning based on the known dynamics and learning about the unknown dynamics. Our results clearly demonstrate the ability to add domain knowledge and the resulting benefits for learning.

cs.LG↗

arXiv2012

Learning Continuous Time Bayesian Networks

Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is a function of its parents. We address the problem of learning parameters and structure of a CTBN from fully observed data. We define a conjugate prior for CTBNs, and show how it can be used both for Bayesian parameter estimation and as the basis of a Bayesian score for structure learning. Because acyclicity is not a constraint in CTBNs, we can show that the structure learning problem is significantly easier, both in theory and in practice, than structure learning for dynamic Bayesian networks (DBNs). Furthermore, as CTBNs can tailor the parameters and dependency structure to the different time granularities of the evolution of different variables, they can provide a better fit to continuous-time processes than DBNs with a fixed time granularity.

cs.LG↗

arXiv2012

Expectation Propagation for Continuous Time Bayesian Networks

Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is a function of its parents. As shown previously, exact inference in CTBNs is intractable. We address the problem of approximate inference, allowing for general queries conditioned on evidence over continuous time intervals and at discrete time points. We show how CTBNs can be parameterized within the exponential family, and use that insight to develop a message passing scheme in cluster graphs and allows us to apply expectation propagation to CTBNs. The clusters in our cluster graph do not contain distributions over the cluster variables at individual time points, but distributions over trajectories of the variables throughout a duration. Thus, unlike discrete time temporal models such as dynamic Bayesian networks, we can adapt the time granularity at which we reason for different variables and in different conditions.

cs.AI↗

arXiv2012

Expectation Maximization and Complex Duration Distributions for Continuous Time Bayesian Networks

Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is a function of its parents. We address the problem of learning the parameters and structure of a CTBN from partially observed data. We show how to apply expectation maximization (EM) and structural expectation maximization (SEM) to CTBNs. The availability of the EM algorithm allows us to extend the representation of CTBNs to allow a much richer class of transition durations distributions, known as phase distributions. This class is a highly expressive semi-parametric representation, which can approximate any duration distribution arbitrarily closely. This extension to the CTBN framework addresses one of the main limitations of both CTBNs and DBNs - the restriction to exponentially / geometrically distributed duration. We present experimental results on a real data set of people's life spans, showing that our algorithm learns reasonable models - structure and parameters - from partially observed data, and, with the use of phase distributions, achieves better performance than DBNs.

cs.AI↗

arXiv2012

Visualization of Collaborative Data

Collaborative data consist of ratings relating two distinct sets of objects: users and items. Much of the work with such data focuses on filtering: predicting unknown ratings for pairs of users and items. In this paper we focus on the problem of visualizing the information. Given all of the ratings, our task is to embed all of the users and items as points in the same Euclidean space. We would like to place users near items that they have rated (or would rate) high, and far away from those they would give a low rating. We pose this problem as a real-valued non-linear Bayesian network and employ Markov chain Monte Carlo and expectation maximization to find an embedding. We present a metric by which to judge the quality of a visualization and compare our results to local linear embedding and Eigentaste on three real-world datasets.

cs.GR↗

arXiv2012

Learning Continuous-Time Social Network Dynamics

We demonstrate that a number of sociology models for social network dynamics can be viewed as continuous time Bayesian networks (CTBNs). A sampling-based approximate inference method for CTBNs can be used as the basis of an expectation-maximization procedure that achieves better accuracy in estimating the parameters of the model than the standard method of moments algorithmfromthe sociology literature. We extend the existing social network models to allow for indirect and asynchronous observations of the links. A Markov chain Monte Carlo sampling algorithm for this new model permits estimation and inference. We provide results on both a synthetic network (for verification) and real social network data.

cs.SI↗