Decision making under uncertainty is challenging as the data-generating process (DGP) is often unknown. Bayesian inference proceeds by estimating the DGP through posterior beliefs on the model’s parameters. However, minimising the expected risk under these beliefs can lead to suboptimal decisions due to model uncertainty or limited, noisy observations. To address this, we introduce Distributionally Robust Optimisation with Bayesian Ambiguity Sets (DRO-BAS) which hedges against model uncertainty by optimising the worst-case risk over a posterior-informed ambiguity set. We provide two such sets, based on the posterior expectation (DRO-BAS(PE)) or the posterior predictive (DRO-BAS(PP)) and prove that both admit, under conditions, strong dual formulations leading to efficient single-stage stochastic programs which are solved with a sample average approximation. For DRO-BAS(PE), this covers all conjugate exponential family members while for DRO-BAS(PP) this is shown under conditions on the predictive's moment generating function. Our DRO-BAS formulations outperform existing Bayesian DRO on the Newsvendor problem and achieve faster solve times with comparable robustness on the Portfolio problem.

Abstract To mitigate the current COVID-19 pandemic, policy makers at the Greater London Authority, the regional governance body of London, UK, are reliant upon prompt, accurate and actionable estimations of lockdown and social distancing policy adherence. Transport for London, the local transportation department, reports they implemented over 700 interventions such as greater signage and expansion of pedestrian zoning at the height of the pandemic’s first wave with our platform providing key data for those decisions. Large well-defined heterogeneous compositions of pedestrian footfall and physical proximity are difficult to acquire, yet necessary to monitor city-wide activity (busyness) and consequently discern actionable policy decisions. To meet this challenge, we leverage our existing large-scale data processing urban air quality machine learning infrastructure to process over 900 camera feeds in near real-time to generate new estimates of social distancing adherence, group detection and camera stability. In this work, we describe our development and deployment of a computer vision and machine learning pipeline. It provides near immediate sampling and contextualization of activity and physical distancing on the streets of London via live traffic camera feeds. We introduce a platform for inspecting, calibrating and improving upon existing methods, describe the active deployment on real-time feeds and provide analysis over an 18 month period.

Marine vessel traffic is one of the main sources of negative anthropogenic impact upon marine environments. The automatic identification of boats in monitoring images facilitates conservation, research and patrolling efforts. However, the diverse sizes of vessels, the highly dynamic water surface and weather-related visibility issues significantly hinder this task. While recent deep learning (DL)-based object detectors identify well medium- and large-sized boats, smaller vessels, often responsible for substantial disturbance to sensitive marine life, are typically not detected. We propose a detection approach that combines state-of-the-art object detectors and a novel Detector of Small Marine Vessels (DSMV) to identify boats of any size. The DSMV uses a short time series of images and a novel bi-directional Gaussian Mixture technique to determine motion in combination with context-based filtering and a DL-based image classifier. Experimental results obtained on our novel datasets of images containing boats of various sizes show that the proposed approach comfortably outperforms five popular state-of-the-art object detectors. Code and datasets available at https://github.com/tunai/hybrid-boat-detection.