We present LazyDINO, a transport map variational inference method for fast, scalable, and efficiently amortized solutions of high-dimensional nonlinear Bayesian inverse problems with expensive parameter-to-observable (PtO) maps. Our method consists of an offline phase, in which we construct a derivative-informed neural surrogate of the PtO map using joint samples of the PtO map and its Jacobian as training data. During the online phase, when given observational data, we rapidly approximate the posterior using surrogate-driven training of a lazy map, i.e., a structure-exploiting transport map with low-dimensional nonlinearity. Our surrogate construction is optimized for amortized Bayesian inversion using lazy map variational inference. We show that (i) the derivative-based reduced basis architecture minimizes an upper bound on the expected error in surrogate posterior approximation, and (ii) the derivative-informed surrogate training minimizes the expected error due to surrogate-driven variational inference. Our numerical results demonstrate that LazyDINO is highly efficient in cost amortization for Bayesian inversion. We observe a reduction of one to two orders of magnitude in offline cost for accurate online posterior approximation, compared to amortized simulation-based inference via conditional transport and to conventional surrogate-driven transport. In particular, LazyDINO consistently outperforms Laplace approximation using fewer than 1000 offline PtO map evaluations, while competing methods struggle and sometimes fail at 16,000 evaluations.

Conditional simulation is a fundamental task in statistical modeling: Generate samples from the conditionals given finitely many data points from a joint distribution. One promising approach is to construct conditional Brenier maps, where the components of the map pushforward a reference distribution to conditionals of the target. While many estimators exist, few, if any, come with statistical or algorithmic guarantees. To this end, we propose a non-parametric estimator for conditional Brenier maps based on the computational scalability of \emph{entropic} optimal transport. Our estimator leverages a result of Carlier et al., (2010), which shows that optimal transport maps under a rescaled quadratic cost asymptotically converge to conditional Brenier maps; our estimator is precisely the entropic analogues of these converging maps. We provide heuristic justifications for how to choose the scaling parameter in the cost as a function of the number of samples by fully characterizing the Gaussian setting. We conclude by comparing the performance of the estimator to other machine learning and non-parametric approaches on benchmark datasets and Bayesian inference problems.

We propose a framework for solving high-dimensional Bayesian inference problems using \emph{structure-exploiting} low-dimensional transport maps or flows. These maps are confined to a low-dimensional subspace (hence, lazy), and the subspace is identified by minimizing an upper bound on the Kullback--Leibler divergence (hence, structured). Our framework provides a principled way of identifying and exploiting low-dimensional structure in an inference problem. It focuses the expressiveness of a transport map along the directions of most significant discrepancy from the posterior, and can be used to build deep compositions of lazy maps, where low-dimensional projections of the parameters are iteratively transformed to match the posterior. We prove weak convergence of the generated sequence of distributions to the posterior, and we demonstrate the benefits of the framework on challenging inference problems in machine learning and differential equations, using inverse autoregressive flows and polynomial maps as examples of the underlying density estimators.

The increasing ubiquity of health sensing technology holds promise to enable patients and health care providers to make more informed decisions based on continuously-captured data. The use of sensor-captured patient-generated data (sPGD) has been gaining greater prominence in the assessment of physical health, but we have little understanding of the role that sPGD can play in mental health. To better understand the use of sPGD in mental health, we interviewed care providers in an intensive treatment program (ITP) for veterans with post-traumatic stress disorder. In this program, patients were given Fitbits for their own voluntary use. Providers identified a number of potential benefits from patients' Fitbit use, such as patient empowerment and opportunities to reinforce therapeutic progress through collaborative data review and interpretation. However, despite the promise of sensor data as offering an "objective" view into patients' health behavior and symptoms, the relationships between sPGD and therapeutic progress are often ambiguous. Given substantial subjectivity involved in interpreting data from commercial wearables in the context of mental health treatment, providers emphasized potential risks to their patients and were uncertain how to adjust their practice to effectively guide collaborative use of the FitBit and its sPGD. We discuss the implications of these findings for designing systems to leverage sPGD in mental health care.

Monitoring ongoing clinical trials is a crucial activity for sponsors mandated by the FDA. Some of the important goals a re the early detection of safety issues, assurance of proper trial conduct at remote sites, and tracking efficiency and cost. Generating a comprehensive picture of the current state of a trial involves integrating a variety of data sources, including case report forms, laboratory results from contract labs, and safety reports Since the volume of data is large and is updated repeatedly during the trial, tools to assist in quickly and thoroughly interrogating the data a re greatly needed. Of particular importance is the ability to see both aggregate views containing multiple patients as well asthe capacity to drill down to individual patients' data points. Here, we present Clinical Case, a tool that has been developed within the Janssen organization and is used for this purpose. Clinical Case provides the ability to quickly integrate SDTM datasets, define both standard and ad hoc data views, and provide regular data updates. Both standard and user-configured views can be persisted, which can be composed of a variety of interactive graphics, including typical visualizations, such as box plots, scatter plots, line charts, tree maps, heat maps, etc., as well as visualizations specifically designed for clinical data, such asthe Hy's Law plot, patient timelines plot, and integrated subject listings. The user can define subsets of patients for filtering and highlighting data and use these to compare data across multiple domains. Integrated intothe system is the ability to manually annotate patients and data, as well as communicate with trial administrators.

In digital forensics, questions often arise about the authors of documents: their identity, demographic background, and whether they can be linked to other documents. The field of stylometry uses linguistic features and machine learning techniques to answer these questions. While stylometry techniques can identify authors with high accuracy in non-adversarial scenarios, their accuracy is reduced to random guessing when faced with authors who intentionally obfuscate their writing style or attempt to imitate that of another author. While these results are good for privacy, they raise concerns about fraud. We argue that some linguistic features change when people hide their writing style and by identifying those features, stylistic deception can be recognized. The major contribution of this work is a method for detecting stylistic deception in written documents. We show that using a large feature set, it is possible to distinguish regular documents from deceptive documents with 96.6% accuracy (F-measure). We also present an analysis of linguistic features that can be modified to hide writing style.

The use of stylometry, authorship recognition through purely linguistic means, has contributed to literary, historical, and criminal investigation breakthroughs. Existing stylometry research assumes that authors have not attempted to disguise their linguistic writing style. We challenge this basic assumption of existing stylometry methodologies and present a new area of research: adversarial stylometry. Adversaries have a devastating effect on the robustness of existing classification methods. Our work presents a framework for creating adversarial passages including obfuscation , where a subject attempts to hide her identity, and imitation , where a subject attempts to frame another subject by imitating his writing style, and translation where original passages are obfuscated with machine translation services. This research demonstrates that manual circumvention methods work very well while automated translation methods are not effective. The obfuscation method reduces the techniques' effectiveness to the level of random guessing and the imitation attempts succeed up to 67% of the time depending on the stylometry technique used. These results are more significant given the fact that experimental subjects were unfamiliar with stylometry, were not professional writers, and spent little time on the attacks. This article also contributes to the field by using human subjects to empirically validate the claim of high accuracy for four current techniques (without adversaries). We have also compiled and released two corpora of adversarial stylometry texts to promote research in this field with a total of 57 unique authors. We argue that this field is important to a multidisciplinary approach to privacy, security, and anonymity.