arXiv subjects
Publications and source records attributed to Yingbo Li.
Physical artificial intelligence can prove to be one of the most important challenges of the artificial intelligence. The governance of physical artificial intelligence would define its responsible intelligent application in the society.
Privacy protection has recently been in the spotlight of attention to both academia and industry. Society protects individual data privacy through complex legal frameworks. The increasing number of applications of data science and artificial intelligence has resulted in a higher demand for the ubiquitous application of the data. The privacy protection of the broad Data-Information-Knowledge-Wisdom (DIKW) landscape, the next generation of information organization, has taken a secondary role. In this paper, we will explore DIKW architecture through the applications of the popular swarm intelligence and differential privacy. As differential privacy proved to be an effective data privacy approach, we will look at it from a DIKW domain perspective. Swarm Intelligence can effectively optimize and reduce the number of items in DIKW used in differential privacy, thus accelerating both the effectiveness and the efficiency of differential privacy for crossing multiple modals of conceptual DIKW. The proposed approach is demonstrated through the application of personalized data that is based on the open-sourse IRIS dataset. This experiment demonstrates the efficiency of Swarm Intelligence in reducing computing complexity.
Artificial Intelligence has been a growth catalyst to our society and is cosidered across all idustries as a fundamental technology. However, its development has been limited to the signal processing domain that relies on the generated and collected data from other sensors. In recent research, concepts of Digital Artificial Intelligence and Physicial Artifical Intelligence have emerged and this can be considered a big step in the theoretical development of Artifical Intelligence. In this paper we explore the concept of Physicial Artifical Intelligence and propose two subdomains: Integrated Physicial Artifical Intelligence and Distributed Physicial Artifical Intelligence. The paper will also examine the trend and governance of Physicial Artifical Intelligence.
In modern business modeling and analytics, data monitoring plays a critical role. Nowadays, sophisticated models often rely on hundreds or even thousands of input variables. Over time, structural changes such as abrupt level shifts or trend slope changes may occur among some of these variables, likely due to changes in economy or government policies. As a part of data monitoring, it is important to identify these changepoints, in terms of which variables exhibit such changes, and what time locations do the changepoints occur. Being alerted about the changepoints can help modelers decide if models need modification or rebuilds, while ignoring them may increase risks of model degrading. Simple process control rules often flag too many false alarms because regular seasonal fluctuations or steady upward or downward trends usually trigger alerts. To reduce potential false alarms, we create a novel statistical method based on the Bayesian Minimum Description Length (BMDL) framework to perform multiple change-point detection. Our method is capable of detecting all structural breaks occurred in the past, and automatically handling data with or without seasonality and/or autocorrelation. It is implemented with computation algorithms such as Markov chain Monte Carlo (MCMC), and can be applied to all variables in parallel. As an explainable anomaly detection tool, our changepoint detection method not only triggers alerts, but provides useful information about the structural breaks, such as the times of changepoints, and estimation of mean levels and linear slopes before and after the changepoints. This makes future business analysis and evaluation on the structural breaks easier.
This paper proposes a new minimum description length procedure to detect multiple changepoints in time series data when some times are a priori thought more likely to be changepoints. This scenario arises with temperature time series homogenization pursuits, our focus here. Our Bayesian procedure constructs a natural prior distribution for the situation, and is shown to estimate the changepoint locations consistently, with an optimal convergence rate. Our methods substantially improve changepoint detection power when prior information is available. The methods are also tailored to bivariate data, allowing changes to occur in one or both component series.
Mixtures of Zellner's g-priors have been studied extensively in linear models and have been shown to have numerous desirable properties for Bayesian variable selection and model averaging. Several extensions of g-priors to Generalized Linear Models (GLMs) have been proposed in the literature; however, the choice of prior distribution of g and resulting properties for inference have received considerably less attention. In this paper, we unify mixtures of g-priors in GLMs by assigning the truncated Compound Confluent Hypergeometric (tCCH) distribution to 1/(1 + g), which encompasses as special cases several mixtures of g-priors in the literature, such as the hyper-g, Beta-prime, truncated Gamma, incomplete inverse-Gamma, benchmark, robust, hyper-g/n, and intrinsic priors. Through an integrated Laplace approximation, the posterior distribution of 1/(1 + g) is in turn a tCCH distribution, and approximate marginal likelihoods are thus available analytically, leading to "Compound Hypergeometric Information Criteria" for model selection. We discuss the local geometric properties of the g-prior in GLMs and show how the desiderata for model selection proposed by Bayarri et al, such as asymptotic model selection consistency, intrinsic consistency, and measurement invariance may be used to justify the prior and specific choices of the hyper parameters. We illustrate inference using these priors and contrast them to other approaches via simulation and real data examples. The methodology is implemented in the R package BAS and freely available on CRAN.
In logistic regression, separation occurs when a linear combination of the predictors can perfectly classify part or all of the observations in the sample, and as a result, finite maximum likelihood estimates of the regression coefficients do not exist. Gelman et al. (2008) recommended independent Cauchy distributions as default priors for the regression coefficients in logistic regression, even in the case of separation, and reported posterior modes in their analyses. As the mean does not exist for the Cauchy prior, a natural question is whether the posterior means of the regression coefficients exist under separation. We prove theorems that provide necessary and sufficient conditions for the existence of posterior means under independent Cauchy priors for the logit link and a general family of link functions, including the probit link. We also study the existence of posterior means under multivariate Cauchy priors. For full Bayesian inference, we develop a Gibbs sampler based on Polya-Gamma data augmentation to sample from the posterior distribution under independent Student-t priors including Cauchy priors, and provide a companion R package in the supplement. We demonstrate empirically that even when the posterior means of the regression coefficients exist under separation, the magnitude of the posterior samples for Cauchy priors may be unusually large, and the corresponding Gibbs sampler shows extremely slow mixing. While alternative algorithms such as the No-U-Turn Sampler in Stan can greatly improve mixing, in order to resolve the issue of extremely heavy tailed posteriors for Cauchy priors under separation, one would need to consider lighter tailed priors such as normal priors or Student-t priors with degrees of freedom larger than one.