Synapses exhibit an extraordinary degree of short-term malleability, with release probabilities and effective synaptic strengths changing markedly over multiple timescales. From the perspective of a fixed computational operation in a network, this seems like a most unacceptable degree of added noise. We suggest an alternative theory according to which short term synaptic plasticity plays a normatively-justifiable role. This theory starts from the commonplace observation that the spiking of a neuron is an incomplete, digital, report of the analog quantity that contains all the critical information, namely its membrane potential. We suggest that one key task for a synapse is to solve the inverse problem of estimating the pre-synaptic membrane potential from the spikes it receives and prior expectations, as in a recursive filter. We show that short-term synaptic depression has canonical dynamics which closely resemble those required for optimal estimation, and that it indeed supports high quality estimation. Under this account, the local postsynaptic potential and the level of synaptic resources track the (scaled) mean and variance of the estimated presynaptic membrane potential. We make experimentally testable predictions for how the statistics of subthreshold membrane potential fluctuations and the form of spiking non-linearity should be related to the properties of short-term plasticity in any particular cell type.

We present a new co-clustering problem of images and visual features. The problem involvesa set of non-object images in addition to a set of object images and features to be co-clustered. Co-clustering is performed in a way that maximises discrimination of object images from non-object images, thus emphasizing discriminative features.This provides a way of obtaining perceptual joint-clusters of object images and features. We tackle the problem by simultaneously boosting multiplestrong classifiers which compete for images by their expertise. Each boosting classifier is an aggregation of weak-learners, i.e. simple visual features. The obtained classifiers are useful for object detection tasks which exhibit multimodalities, e.g.multi-category and multi-view object detection tasks. Experiments on a set of pedestrian images and a face data set demonstrate that the method yields intuitive image clusters with associated features and is much superior toconventional boosting classifiers in object detection tasks.

We propose a novel bound on single-variable marginal probability distributions in factor graphs with discrete variables. The bound is obtained by propagating local bounds (convex sets of probability distributions) over a subtree of the factor graph, rooted in the variable of interest. By construction, the method not only bounds the exact marginal probability distribution of a variable, but also its approximate Belief Propagation marginal ("belief"). Thus, apart from providing a practical means to calculate bounds on marginals, our contribution also lies in providing a better understanding of the error made by Belief Propagation. We show that our bound outperforms the state-of-the-art on some inference problems arising in medical diagnosis.

We present a probabilistic factor analysis model which can be used for studying spatiotemporal datasets. The spatial and temporal structure is modeled by using Gaussian process priors both for the loading matrix and the factors. The posterior distributions are approximated using the variational Bayesian framework. High computational cost of Gaussian process modeling is reduced by using sparse approximations. Themodel is used to compute the reconstructions of the global sea surface temperatures from a historical dataset. The results suggest that the proposed model can outperform the state-of-the-art reconstruction systems.

The recent introduction of indefinite SVM by Luss and dAspremont [15] has effectively demonstrated SVM classification with a non-positive semi-definite kernel (indefinite kernel). This paper studies the properties of the objective function introduced there. In particular, we show that the objective function is continuously differentiable and its gradient can be explicitly computed. Indeed, we further show that its gradient is Lipschitz continuous. The main idea behind our analysis is that the objective function is smoothed by the penalty term, in its saddle (min-max) representation, measuring the distance between the indefinite kernel matrix and the proxy positive semi-definite one. Our elementary result greatly facilitates the application of gradient-based algorithms. Based on our analysis, we further develop Nesterovs smooth optimization approach [16,17] for indefinite SVM which has an optimal convergence rate for smooth problems. Experiments on various benchmark datasets validate our analysis and demonstrate the efficiency of our proposed algorithms.

Principal Components Analysis (PCA) has become established as one of the key tools for dimensionality reduction when dealing with real valued data. Approaches such as exponential family PCA and non-negative matrix factorisation have successfully extended PCA to non-Gaussian data types, but these techniques fail to take advantage of Bayesian inference and can suffer from problems of overfitting and poor generalisation. This paper presents a fully probabilistic approach to PCA, which is generalised to the exponential family, based on Hybrid Monte Carlo sampling. We describe the model which is based on a factorisation of the observed data matrix, and show performance of the model on both synthetic and real data.

Motivated by recent developments in manifold-valued regression we propose a family of nonparametric kernel-smoothing estimators with metric-space valued output including a robust median type estimator and the classical Frechet mean. Depending on the choice of the output space and the chosen metric the estimator reduces to partially well-known procedures for multi-class classification, multivariate regression in Euclidean space, regression with manifold-valued output and even some cases of structured output learning. In this paper we focus on the case of regression with manifold-valued input and output. We show pointwise and Bayes consistency for all estimators in the family for the case of manifold-valued output and illustrate the robustness properties of the estimator with experiments.

Randomly connected recurrent neural circuits have proven to be very powerful models for online computations when a trained memoryless readout function is appended. Such Reservoir Computing (RC) systems are commonly used in two flavors: with analog or binary (spiking) neurons in the recurrent circuits. Previous work showed a fundamental difference between these two incarnations of the RC idea. The performance of a RC system built from binary neurons seems to depend strongly on the network connectivity structure. In networks of analog neurons such dependency has not been observed. In this article we investigate this apparent dichotomyin terms of the in-degree of the circuit nodes. Our analyses based amongst others on the Lyapunov exponent reveal that the phase transition between ordered and chaotic network behavior of binary circuits qualitatively differs from the one in analog circuits. This explains the observed decreased computational performance of binary circuits of high node in-degree. Furthermore, a novel mean-field predictor for computational performance is introduced and shown to accurately predict the numerically obtained results.

We introduces a new probability distribution over a potentially infinite number of binary Markov chains which we call the Markov Indian buffet process. This process extends the IBP to allow temporal dependencies in the hidden variables. We use this stochastic process to build a nonparametric extension of the factorial hidden Markov model. After working out an inference scheme which combines slice sampling and dynamic programming we demonstrate how the infinite factorial hidden Markov model can be used for blind source separation.

This paper considers a sensitivity analysis in Hidden Markov Models with continuous state and observation spaces. We propose an Infinitesimal Perturbation Analysis (IPA) on the filtering distribution with respect to some parameters of the model. We describe a methodology for using any algorithm that estimates the filtering density, such as Sequential Monte Carlo methods, to design an algorithm that estimates its gradient. The resulting IPA estimator is proven to be asymptotically unbiased, consistent and has computational complexity linear in the number of particles. We consider an application of this analysis to the problem of identifying unknown parameters of the model given a sequence of observations. We derive an IPA estimator for the gradient of the log-likelihood, which may be used in a gradient method for the purpose of likelihood maximization. We illustrate the method with several numerical experiments.