A main goal of regression is to derive statistical conclusions on the conditional distribution of the output variable Y given the input values x. Two of the most important characteristics of a single distribution are location and scale. Support vector machines (SVMs) are well established to estimate location functions like the conditional median or the conditional mean. We investigate the estimation of scale functions by SVMs when the conditional median is unknown, too. Estimation of scale functions is important e.g. to estimate the volatility in finance. We consider the median absolute deviation (MAD) and the interquantile range (IQR) as measures of scale. Our main result shows the consistency of MAD-type SVMs.

This work considers the problem of learning the structure of multivariate linear tree models, which include a variety of directed tree graphical models with continuous, discrete, and mixed latent variables such as linear-Gaussian models, hidden Markov models, Gaussian mixture models, and Markov evolutionary trees. The setting is one where we only have samples from certain observed variables in the tree, and our goal is to estimate the tree structure (i.e., the graph of how the underlying hidden variables are connected to each other and to the observed variables). We propose the Spectral Recursive Grouping algorithm, an efficient and simple bottom-up procedure for recovering the tree structure from independent samples of the observed variables. Our finite sample size bounds for exact recovery of the tree structure reveal certain natural dependencies on underlying statistical and structural properties of the underlying joint distribution. Furthermore, our sample complexity guarantees have no explicit dependence on the dimensionality of the observed variables, making the algorithm applicable to many high-dimensional settings. At the heart of our algorithm is a spectral quartet test for determining the relative topology of a quartet of variables from second-order statistics.

This paper shows that maintaining logical consistency of an iris recognition system is a matter of finding a suitable partitioning of the input space in enrollable and unenrollable pairs by negotiating the user comfort and the safety of the biometric system. In other words, consistent enrollment is mandatory in order to preserve system consistency. A fuzzy 3-valued disambiguated model of iris recognition is proposed and analyzed in terms of completeness, consistency, user comfort and biometric safety. It is also shown here that the fuzzy 3-valued model of iris recognition is hosted by an 8-valued Boolean algebra of modulo 8 integers that represents the computational formalization in which a biometric system (a software agent) can achieve the artificial understanding of iris recognition in a logically consistent manner.

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In this context, the fresh look advocated here permeates benefits from variable selection and compressive sampling, to robustify PCA against outliers. A least-trimmed squares estimator of a low-rank bilinear factor analysis model is shown closely related to that obtained from an $\ell_0$-(pseudo)norm-regularized criterion encouraging sparsity in a matrix explicitly modeling the outliers. This connection suggests robust PCA schemes based on convex relaxation, which lead naturally to a family of robust estimators encompassing Huber's optimal M-class as a special case. Outliers are identified by tuning a regularization parameter, which amounts to controlling sparsity of the outlier matrix along the whole robustification path of (group) least-absolute shrinkage and selection operator (Lasso) solutions. Beyond its neat ties to robust statistics, the developed outlier-aware PCA framework is versatile to accommodate novel and scalable algorithms to: i) track the low-rank signal subspace robustly, as new data are acquired in real time; and ii) determine principal components robustly in (possibly) infinite-dimensional feature spaces. Synthetic and real data tests corroborate the effectiveness of the proposed robust PCA schemes, when used to identify aberrant responses in personality assessment surveys, as well as unveil communities in social networks, and intruders from video surveillance data.

We reminisce and discuss applications of algorithmic probability to a wide range of problems in artificial intelligence, philosophy and technological society. We propose that Solomonoff has effectively axiomatized the field of artificial intelligence, therefore establishing it as a rigorous scientific discipline. We also relate to our own work in incremental machine learning and philosophy of complexity.

In automatic summarization, centrality-as-relevance means that the most important content of an information source, or a collection of information sources, corresponds to the most central passages, considering a representation where such notion makes sense (graph, spatial, etc.). We assess the main paradigms, and introduce a new centrality-based relevance model for automatic summarization that relies on the use of support sets to better estimate the relevant content. Geometric proximity is used to compute semantic relatedness. Centrality (relevance) is determined by considering the whole input source (and not only local information), and by taking into account the existence of minor topics or lateral subjects in the information sources to be summarized. The method consists in creating, for each passage of the input source, a support set consisting only of the most semantically related passages. Then, the determination of the most relevant content is achieved by selecting the passages that occur in the largest number of support sets. This model produces extractive summaries that are generic, and language- and domain-independent. Thorough automatic evaluation shows that the method achieves state-of-the-art performance, both in written text, and automatically transcribed speech summarization, including when compared to considerably more complex approaches.

Support vector machines have attracted much attention in theoretical and in applied statistics. Main topics of recent interest are consistency, learning rates and robustness. In this article, it is shown that support vector machines are qualitatively robust. Since support vector machines can be represented by a functional on the set of all probability measures, qualitative robustness is proven by showing that this functional is continuous with respect to the topology generated by weak convergence of probability measures. Combined with the existence and uniqueness of support vector machines, our results show that support vector machines are the solutions of a well-posed mathematical problem in Hadamard's sense.

We study the problem of reconstructing an unknown matrix M of rank r and dimension d using O(rd poly log d) Pauli measurements. This has applications in quantum state tomography, and is a non-commutative analogue of a well-known problem in compressed sensing: recovering a sparse vector from a few of its Fourier coefficients. We show that almost all sets of O(rd log^6 d) Pauli measurements satisfy the rank-r restricted isometry property (RIP). This implies that M can be recovered from a fixed ("universal") set of Pauli measurements, using nuclear-norm minimization (e.g., the matrix Lasso), with nearly-optimal bounds on the error. A similar result holds for any class of measurements that use an orthonormal operator basis whose elements have small operator norm. Our proof uses Dudley's inequality for Gaussian processes, together with bounds on covering numbers obtained via entropy duality.

The ViewGen model of belief ascription assumes that each agent involved in a conversation has a belief space which includes models of what other parties to the conversation believe. The distinctive notion is that a basic procedure, called belief ascription, allows belief spaces to be amalgamated so as to model the updating and augmentation of belief environments. In this paper we extend the ViewGen model to a more general account of reference phenomena, in particular by the notion of a reachable ascription set (RAS) that links intensional objects across belief environments so as to locate the most heuristically plausible referent at a given point in a conversation. The key notion is the location and attachment of entities that may be under different descriptions, the consequent updating of the system's beliefs about other agents by default, and the role in that process of a speaker's and hearer's protocols that ensure that the choice is the appropriate one. An important characteristic of this model is that each communicator considers nothing beyond his own belief space. A conclusion we shall draw is that traditional binary distinctions in this area (like de dicto/de re and attributive/referential) neither classify the examples effectively nor do they assist in locating referents, whereas the single procedure we suggest does both. We also suggest ways in which this analysis can also illuminate other traditional distinctions such as referential and attributive use. The description here is not on an implemented system with results but a theoretical tool to be implemented within an established dialogue platform (such as Wilks et al. 2011).

Lane changing can increase or impede the flow of vehicular traffic, depending on traffic density and the lane-changing strategies used by individual drivers. We implement and extend the Nagel-Schreckenberg (N-S) traffic model as an agent-based model to investigate lane-changing behavior on a multi-lane roadway, with the goal of determining which lane changing strategies result in the greatest overall traffic flow. We show that in heavier traffic, an aggressive lane changing policy may be beneficial for overall traffic flow.