Important information concerning a multivariate data set, such as clusters and modal regions, is contained in the derivatives of the probability density function. Despite this importance, nonparametric estimation of higher order derivatives of the density functions have received only relatively scant attention. Kernel estimators of density functions are widely used as they exhibit excellent theoretical and practical properties, though their generalization to density derivatives has progressed more slowly due to the mathematical intractabilities encountered in the crucial problem of bandwidth (or smoothing parameter) selection. This paper presents the first fully automatic, data-based bandwidth selectors for multivariate kernel density derivative estimators. This is achieved by synthesizing recent advances in matrix analytic theory which allow mathematically and computationally tractable representations of higher order derivatives of multivariate vector valued functions. The theoretical asymptotic properties as well as the finite sample behaviour of the proposed selectors are studied. {In addition, we explore in detail the applications of the new data-driven methods for two other statistical problems: clustering and bump hunting. The introduced techniques are combined with the mean shift algorithm to develop novel automatic, nonparametric clustering procedures which are shown to outperform mixture-model cluster analysis and other recent nonparametric approaches in practice. Furthermore, the advantage of the use of smoothing parameters designed for density derivative estimation for feature significance analysis for bump hunting is illustrated with a real data example.

Copulas allow to learn marginal distributions separately from the multivariate dependence structure (copula) that links them together into a density function. Vine factorizations ease the learning of high-dimensional copulas by constructing a hierarchy of conditional bivariate copulas. However, to simplify inference, it is common to assume that each of these conditional bivariate copulas is independent from its conditioning variables. In this paper, we relax this assumption by discovering the latent functions that specify the shape of a conditional copula given its conditioning variables. We learn these functions by following a Bayesian approach based on sparse Gaussian processes with expectation propagation for scalable, approximate inference. Experiments on real-world datasets show that, when modeling all conditional dependencies, we obtain better estimates of the underlying copula of the data.

Lower and upper probabilities, also known as Choquet capacities, are widely used as a convenient representation for sets of probability distributions. This paper presents a graphical decomposition and exact propagation algorithm for computing marginal posteriors of 2-monotone lower probabilities (equivalently, 2-alternating upper probabilities).

This paper discusses belief revision under uncertain inputs in the framework of possibility theory. Revision can be based on two possible definitions of the conditioning operation, one based on min operator which requires a purely ordinal scale only, and another based on product, for which a richer structure is needed, and which is a particular case of Dempster's rule of conditioning. Besides, revision under uncertain inputs can be understood in two different ways depending on whether the input is viewed, or not, as a constraint to enforce. Moreover, it is shown that M.A. Williams' transmutations, originally defined in the setting of Spohn's functions, can be captured in this framework, as well as Boutilier's natural revision.

The paper presents an efficient method for simulating the tails of a target variable Z=h(X) which depends on a set of basic variables X=(X_1, ..., X_n). To this aim, variables X_i, i=1, ..., n are sequentially simulated in such a manner that Z=h(x_1, ..., x_i-1, X_i, ..., X_n) is guaranteed to be in the tail of Z. When this method is difficult to apply, an alternative method is proposed, which leads to a low rejection proportion of sample values, when compared with the Monte Carlo method. Both methods are shown to be very useful to perform a sensitivity analysis of Bayesian networks, when very large confidence intervals for the marginal/conditional probabilities are required, as in reliability or risk analysis. The methods are shown to behave best when all scores coincide. The required modifications for this to occur are discussed. The methods are illustrated with several examples and one example of application to a real case is used to illustrate the whole process.

Possibility theory offers a framework where both Lehmann's "preferential inference" and the more productive (but less cautious) "rational closure inference" can be represented. However, there are situations where the second inference does not provide expected results either because it cannot produce them, or even provide counter-intuitive conclusions. This state of facts is not due to the principle of selecting a unique ordering of interpretations (which can be encoded by one possibility distribution), but rather to the absence of constraints expressing pieces of knowledge we have implicitly in mind. It is advocated in this paper that constraints induced by independence information can help finding the right ordering of interpretations. In particular, independence constraints can be systematically assumed with respect to formulas composed of literals which do not appear in the conditional knowledge base, or for default rules with respect to situations which are "normal" according to the other default rules in the base. The notion of independence which is used can be easily expressed in the qualitative setting of possibility theory. Moreover, when a counter-intuitive plausible conclusion of a set of defaults, is in its rational closure, but not in its preferential closure, it is always possible to repair the set of defaults so as to produce the desired conclusion.

An algorithm is developed for finding a close to optimal junction tree of a given graph G. The algorithm has a worst case complexity O(c^k n^a) where a and c are constants, n is the number of vertices, and k is the size of the largest clique in a junction tree of G in which this size is minimized. The algorithm guarantees that the logarithm of the size of the state space of the heaviest clique in the junction tree produced is less than a constant factor off the optimal value. When k = O(log n), our algorithm yields a polynomial inference algorithm for Bayesian networks.

This paper deals with a scene recognition system in a robotics contex. The general problem is to match images with a priori descriptions. A typical mission would consist in identifying an object in an installation with a vision system situated at the end of a manipulator and with a human operator provided description, formulated in a pseudo-natural language, and possibly redundant. The originality of this work comes from the nature of the description, from the special attention given to the management of imprecision and uncertainty in the interpretation process and from the way to assess the description redundancy so as to reinforce the overall matching likelihood.

A nonmonotonic logic of thresholded generalizations is presented. Given propositions A and B from a language L and a positive integer k, the thresholded generalization A=>B{k} means that the conditional probability P(B|A) falls short of one by no more than c*d^k. A two-level probability structure is defined. At the lower level, a model is defined to be a probability function on L. At the upper level, there is a probability distribution over models. A definition is given of what it means for a collection of thresholded generalizations to entail another thresholded generalization. This nonmonotonic entailment relation, called "entailment in probability", has the feature that its conclusions are "probabilistically trustworthy" meaning that, given true premises, it is improbable that an entailed conclusion would be false. A procedure is presented for ascertaining whether any given collection of premises entails any given conclusion. It is shown that entailment in probability is closely related to Goldszmidt and Pearl's System-Z^+, thereby demonstrating that the conclusions of System-Z^+ are probabilistically trustworthy.

The criterion commonly used in directed acyclic graphs (dags) for testing graphical independence is the well-known d-separation criterion. It allows us to build graphical representations of dependency models (usually probabilistic dependency models) in the form of belief networks, which make easy interpretation and management of independence relationships possible, without reference to numerical parameters (conditional probabilities). In this paper, we study the following combinatorial problem: finding the minimum d-separating set for two nodes in a dag. This set would represent the minimum information (in the sense of minimum number of variables) necessary to prevent these two nodes from influencing each other. The solution to this basic problem and some of its extensions can be useful in several ways, as we shall see later. Our solution is based on a two-step process: first, we reduce the original problem to the simpler one of finding a minimum separating set in an undirected graph, and second, we develop an algorithm for solving it.