State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system identification) in nonlinear nonparametric state-space models. We place a Gaussian process prior over the state transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. To enable efficient inference, we marginalize over the transition dynamics function and infer directly the joint smoothing distribution using specially tailored Particle Markov Chain Monte Carlo samplers. Once a sample from the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. Our approach preserves the full nonparametric expressivity of the model and can make use of sparse Gaussian processes to greatly reduce computational complexity.

We study a general framework for query rewriting in the presence of an arbitrary first-order logic ontology over a database signature. The framework supports deciding the existence of a safe-range first-order equivalent reformulation of a query in terms of the database signature, and if so, it provides an effective approach to construct the reformulation based on interpolation using standard theorem proving techniques (e.g., tableau). Since the reformulation is a safe-range formula, it is effectively executable as an SQL query. At the end, we present a non-trivial application of the framework with ontologies in the very expressive ALCHOIQ description logic, by providing effective means to compute safe-range first-order exact reformulations of queries.

Multivariate count data are defined as the number of items of different categories issued from sampling within a population, which individuals are grouped into categories. The analysis of multivariate count data is a recurrent and crucial issue in numerous modelling problems, particularly in the fields of biology and ecology (where the data can represent, for example, children counts associated with multitype branching processes), sociology and econometrics. We focus on I) Identifying categories that appear simultaneously, or on the contrary that are mutually exclusive. This is achieved by identifying conditional independence relationships between the variables; II)Building parsimonious parametric models consistent with these relationships; III) Characterising and testing the effects of covariates on the joint distribution of the counts. To achieve these goals, we propose an approach based on graphical probabilistic models, and more specifically partially directed acyclic graphs.

We present a model for the joint estimation of disparity and motion. The model is based on learning about the interrelations between images from multiple cameras, multiple frames in a video, or the combination of both. We show that learning depth and motion cues, as well as their combinations, from data is possible within a single type of architecture and a single type of learning algorithm, by using biologically inspired "complex cell" like units, which encode correlations between the pixels across image pairs. Our experimental results show that the learning of depth and motion makes it possible to achieve state-of-the-art performance in 3-D activity analysis, and to outperform existing hand-engineered 3-D motion features by a very large margin.

We tackle the fundamental problem of Bayesian active learning with noise, where we need to adaptively select from a number of expensive tests in order to identify an unknown hypothesis sampled from a known prior distribution. In the case of noise-free observations, a greedy algorithm called generalized binary search (GBS) is known to perform near-optimally. We show that if the observations are noisy, perhaps surprisingly, GBS can perform very poorly. We develop EC2, a novel, greedy active learning algorithm and prove that it is competitive with the optimal policy, thus obtaining the first competitiveness guarantees for Bayesian active learning with noisy observations. Our bounds rely on a recently discovered diminishing returns property called adaptive submodularity, generalizing the classical notion of submodular set functions to adaptive policies. Our results hold even if the tests have non-uniform cost and their noise is correlated. We also propose EffECXtive, a particularly fast approximation of EC2, and evaluate it on a Bayesian experimental design problem involving human subjects, intended to tease apart competing economic theories of how people make decisions under uncertainty.

The modelling, analysis, and visualisation of dynamic geospatial phenomena has been identified as a key developmental challenge for next-generation Geographic Information Systems (GIS). In this context, the envisaged paradigmatic extensions to contemporary foundational GIS technology raises fundamental questions concerning the ontological, formal representational, and (analytical) computational methods that would underlie their spatial information theoretic underpinnings. We present the conceptual overview and architecture for the development of high-level semantic and qualitative analytical capabilities for dynamic geospatial domains. Building on formal methods in the areas of commonsense reasoning, qualitative reasoning, spatial and temporal representation and reasoning, reasoning about actions and change, and computational models of narrative, we identify concrete theoretical and practical challenges that accrue in the context of formal reasoning about `space, events, actions, and change'. With this as a basis, and within the backdrop of an illustrated scenario involving the spatio-temporal dynamics of urban narratives, we address specific problems and solutions techniques chiefly involving `qualitative abstraction', `data integration and spatial consistency', and `practical geospatial abduction'. From a broad topical viewpoint, we propose that next-generation dynamic GIS technology demands a transdisciplinary scientific perspective that brings together Geography, Artificial Intelligence, and Cognitive Science. Keywords: artificial intelligence; cognitive systems; human-computer interaction; geographic information systems; spatio-temporal dynamics; computational models of narrative; geospatial analysis; geospatial modelling; ontology; qualitative spatial modelling and reasoning; spatial assistance systems

Fitting high-dimensional data involves a delicate tradeoff between faithful representation and the use of sparse models. Too often, sparsity assumptions on the fitted model are too restrictive to provide a faithful representation of the observed data. In this paper, we present a novel framework incorporating sparsity in different domains.We decompose the observed covariance matrix into a sparse Gaussian Markov model (with a sparse precision matrix) and a sparse independence model (with a sparse covariance matrix). Our framework incorporates sparse covariance and sparse precision estimation as special cases and thus introduces a richer class of high-dimensional models. We characterize sufficient conditions for identifiability of the two models, \viz Markov and independence models. We propose an efficient decomposition method based on a modification of the popular $\ell_1$-penalized maximum-likelihood estimator ($\ell_1$-MLE). We establish that our estimator is consistent in both the domains, i.e., it successfully recovers the supports of both Markov and independence models, when the number of samples $n$ scales as $n = \Omega(d^2 \log p)$, where $p$ is the number of variables and $d$ is the maximum node degree in the Markov model. Our experiments validate these results and also demonstrate that our models have better inference accuracy under simple algorithms such as loopy belief propagation.

We introduce a new local search algorithm for satisfiability problems. Usual approaches focus uniformly on unsatisfied clauses. The new method works by picking uniformly random variables in unsatisfied clauses. A Variable-based Focused Metropolis Search (V-FMS) is then applied to random 3-SAT. We show that it is quite comparable in performance to the clause-based FMS. Consequences for algorithmic design are discussed.

We study an economic decision problem where the actors are two firms and the Antitrust Authority whose main task is to monitor and prevent firms' potential anti-competitive behaviour and its effect on the market. The Antitrust Authority's decision process is modelled using a Bayesian network where both the relational structure and the parameters of the model are estimated from a data set provided by the Authority itself. A number of economic variables that influence this decision process are also included in the model. We analyse how monitoring by the Antitrust Authority affects firms' strategies about cooperation. Firms' strategies are modelled as a repeated prisoner's dilemma using object-oriented Bayesian networks. We show how the integration of firms' decision process and external market information can be modelled in this way. Various decision scenarios and strategies are illustrated.

In this paper we propose task swapping networks for task reassignments by using task swappings in distributed systems. Some classes of task reassignments are achieved by using iterative local task swappings between software agents in distributed systems. We use group-theoretic methods to find a minimum-length sequence of adjacent task swappings needed from a source task assignment to a target task assignment in a task swapping network of several well-known topologies.