Europe
Assessing Approximations for Gaussian Process Classification
Kuss, Malte, Rasmussen, Carl E.
Gaussian processes are attractive models for probabilistic classification but unfortunately exact inference is analytically intractable. We compare Laplace's method and Expectation Propagation (EP) focusing on marginal likelihood estimates and predictive performance. We explain theoretically and corroborate empirically that EP is superior to Laplace. We also compare to a sophisticated MCMC scheme and show that EP is surprisingly accurate. In recent years models based on Gaussian process (GP) priors have attracted much attention in the machine learning community.
Integrate-and-Fire models with adaptation are good enough
Jolivet, Renaud, Rauch, Alexander, Lüscher, Hans-rudolf, Gerstner, Wulfram
Integrate-and-Fire-type models are usually criticized because of their simplicity. On the other hand, the Integrate-and-Fire model is the basis of most of the theoretical studies on spiking neuron models. Here, we develop a sequential procedure to quantitatively evaluate an equivalent Integrate-and-Fire-type model based on intracellular recordings of cortical pyramidal neurons. We find that the resulting effective model is sufficient to predict the spike train of the real pyramidal neuron with high accuracy. In in vivo-like regimes, predicted and recorded traces are almost indistinguishable and a significant part of the spikes can be predicted at the correct timing. Slow processes like spike-frequency adaptation are shown to be a key feature in this context since they are necessary for the model to connect between different driving regimes.
A matching pursuit approach to sparse Gaussian process regression
In this paper we propose a new basis selection criterion for building sparse GP regression models that provides promising gains in accuracy as well as efficiency over previous methods. Our algorithm is much faster than that of Smola and Bartlett, while, in generalization it greatly outperforms the information gain approach proposed by Seeger et al, especially on the quality of predictive distributions.
Unbiased Estimator of Shape Parameter for Spiking Irregularities under Changing Environments
Miura, Keiji, Okada, Masato, Amari, Shun-ichi
We considered a gamma distribution of interspike intervals as a statistical model for neuronal spike generation. The model parameters consist of a time-dependent firing rate and a shape parameter that characterizes spiking irregularities of individual neurons. Because the environment changes with time, observed data are generated from the time-dependent firing rate, which is an unknown function. A statistical model with an unknown function is called a semiparametric model, which is one of the unsolved problem in statistics and is generally very difficult to solve. We used a novel method of estimating functions in information geometry to estimate the shape parameter without estimating the unknown function. We analytically obtained an optimal estimating function for the shape parameter independent of the functional form of the firing rate. This estimation is efficient without Fisher information loss and better than maximum likelihood estimation.
Efficient Unsupervised Learning for Localization and Detection in Object Categories
Loeff, Nicolas, Arora, Himanshu, Sorokin, Alexander, Forsyth, David
We describe a novel method for learning templates for recognition and localization of objects drawn from categories. A generative model represents the configuration of multiple object parts with respect to an object coordinate system; these parts in turn generate image features. The complexity of the model in the number of features is low, meaning our model is much more efficient to train than comparative methods. Moreover, a variational approximation is introduced that allows learning to be orders of magnitude faster than previous approaches while incorporating many more features.
Statistical Convergence of Kernel CCA
Fukumizu, Kenji, Gretton, Arthur, Bach, Francis R.
While kernel canonical correlation analysis (kernel CCA) has been applied in many problems, the asymptotic convergence of the functions estimated from a finite sample to the true functions has not yet been established. This paper gives a rigorous proof of the statistical convergence of kernel CCA and a related method (NOCCO), which provides a theoretical justification for these methods. The result also gives a sufficient condition on the decay of the regularization coefficient in the methods to ensure convergence.
Products of ``Edge-perts
Welling, Max, Gehler, Peter V.
Images represent an important and abundant source of data. Understanding their statistical structure has important applications such as image compression and restoration. In this paper we propose a particular kind of probabilistic model, dubbed the "products of edge-perts model" to describe the structure of wavelet transformed images. We develop a practical denoising algorithm based on a single edge-pert and show state-ofthe-art denoising performance on benchmark images.
Learning Topology with the Generative Gaussian Graph and the EM Algorithm
Given a set of points and a set of prototypes representing them, how to create a graph of the prototypes whose topology accounts for that of the points? This problem had not yet been explored in the framework of statistical learning theory. In this work, we propose a generative model based on the Delaunay graph of the prototypes and the Expectation-Maximization algorithm to learn the parameters. This work is a first step towards the construction of a topological model of a set of points grounded on statistics.
Dynamical Synapses Give Rise to a Power-Law Distribution of Neuronal Avalanches
Levina, Anna, Herrmann, Michael
There is experimental evidence that cortical neurons show avalanche activity with the intensity of firing events being distributed as a power-law. We present a biologically plausible extension of a neural network which exhibits a power-law avalanche distribution for a wide range of connectivity parameters.
Non-Gaussian Component Analysis: a Semi-parametric Framework for Linear Dimension Reduction
Blanchard, Gilles, Sugiyama, Masashi, Kawanabe, Motoaki, Spokoiny, Vladimir, Müller, Klaus-Robert
We propose a new linear method for dimension reduction to identify non-Gaussian components in high dimensional data. Our method, NGCA (non-Gaussian component analysis), uses a very general semi-parametric framework. In contrast to existing projection methods we define what is uninteresting (Gaussian): by projecting out uninterestingness, we can estimate the relevant non-Gaussian subspace. We show that the estimation error of finding the non-Gaussian components tends to zero at a parametric rate. Once NGCA components are identified and extracted, various tasks can be applied in the data analysis process, like data visualization, clustering, denoising or classification. A numerical study demonstrates the usefulness of our method.