A number of recent scientific and engineering problems require signals to be decomposed into a product of a slowly varying positive envelope and a quickly varying carrier whose instantaneous frequency also varies slowly over time. Although signal processing provides algorithms for so-called amplitude- and frequency-demodulation (AFD), there are well known problems with all of the existing methods. Motivated by the fact that AFD is ill-posed, we approach the problem using probabilistic inference. The new approach, called probabilistic amplitude and frequency demodulation (PAFD), models instantaneous frequency using an auto-regressive generalization of the von Mises distribution, and the envelopes using Gaussian auto-regressive dynamics with a positivity constraint. A novel form of expectation propagation is used for inference. We demonstrate that although PAFD is computationally demanding, it outperforms previous approaches on synthetic and real signals in clean, noisy and missing data settings.

Topic models have the potential to improve search and browsing by extracting useful semantic themes from web pages and other text documents. When learned topics are coherent and interpretable, they can be valuable for faceted browsing, results set diversity analysis, and document retrieval. However, when dealing with small collections or noisy text (e.g. web search result snippets or blog posts), learned topics can be less coherent, less interpretable, and less useful. To overcome this, we propose two methods to regularize the learning of topic models. Our regularizers work by creating a structured prior over words that reflect broad patterns in the external data. Using thirteen datasets we show that both regularizers improve topic coherence and interpretability while learning a faithful representation of the collection of interest. Overall, this work makes topic models more useful across a broader range of text data.

Speech conveys different yet mixed information ranging from linguistic to speaker-specific components, and each of them should be exclusively used in a specific task. However, it is extremely difficult to extract a specific information component given the fact that nearly all existing acoustic representations carry all types of speech information. Thus, the use of the same representation in both speech and speaker recognition hinders a system from producing better performance due to interference of irrelevant information. In this paper, we present a deep neural architecture to extract speaker-specific information from MFCCs. As a result, a multi-objective loss function is proposed for learning speaker-specific characteristics and regularization via normalizing interference of non-speaker related information and avoiding information loss. With LDC benchmark corpora and a Chinese speech corpus, we demonstrate that a resultant speaker-specific representation is insensitive to text/languages spoken and environmental mismatches and hence outperforms MFCCs and other state-of-the-art techniques in speaker recognition. We discuss relevant issues and relate our approach to previous work.

We analyze the statistical performance of a recently proposed convex tensor decomposition algorithm. Conventionally tensor decomposition has been formulated as non-convex optimization problems, which hindered the analysis of their performance. We show under some conditions that the mean squared error of the convex method scales linearly with the quantity we call the normalized rank of the true tensor. The current analysis naturally extends the analysis of convex low-rank matrix estimation to tensors. Furthermore, we show through numerical experiments that our theory can precisely predict the scaling behaviour in practice.

In the vast majority of recent work on sparse estimation algorithms, performance has been evaluated using ideal or quasi-ideal dictionaries (e.g., random Gaussian or Fourier) characterized by unit $\ell_2$ norm, incoherent columns or features. But in reality, these types of dictionaries represent only a subset of the dictionaries that are actually used in practice (largely restricted to idealized compressive sensing applications). In contrast, herein sparse estimation is considered in the context of structured dictionaries possibly exhibiting high coherence between arbitrary groups of columns and/or rows. Sparse penalized regression models are analyzed with the purpose of finding, to the extent possible, regimes of dictionary invariant performance. In particular, a Type II Bayesian estimator with a dictionary-dependent sparsity penalty is shown to have a number of desirable invariance properties leading to provable advantages over more conventional penalties such as the $\ell_1$ norm, especially in areas where existing theoretical recovery guarantees no longer hold. This can translate into improved performance in applications such as model selection with correlated features, source localization, and compressive sensing with constrained measurement directions.

Applications such as robot control and wireless communication require planning under uncertainty. Partially observable Markov decision processes (POMDPs) plan policies for single agents under uncertainty and their decentralized versions (DEC-POMDPs) find a policy for multiple agents. The policy in infinite-horizon POMDP and DEC-POMDP problems has been represented as finite state controllers (FSCs). We introduce a novel class of periodic FSCs, composed of layers connected only to the previous and next layer. Our periodic FSC method finds a deterministic finite-horizon policy and converts it to an initial periodic infinite-horizon policy. This policy is optimized by a new infinite-horizon algorithm to yield deterministic periodic policies, and by a new expectation maximization algorithm to yield stochastic periodic policies. Our method yields better results than earlier planning methods and can compute larger solutions than with regular FSCs.

We introduce a Gaussian process model of functions which are additive. An additive function is one which decomposes into a sum of low-dimensional functions, each depending on only a subset of the input variables. Additive GPs generalize both Generalized Additive Models, and the standard GP models which use squared-exponential kernels. Hyperparameter learning in this model can be seen as Bayesian Hierarchical Kernel Learning (HKL). We introduce an expressive but tractable parameterization of the kernel function, which allows efficient evaluation of all input interaction terms, whose number is exponential in the input dimension. The additional structure discoverable by this model results in increased interpretability, as well as state-of-the-art predictive power in regression tasks.

High dimensional time series are endemic in applications of machine learning such as robotics (sensor data), computational biology (gene expression data), vision (video sequences) and graphics (motion capture data). Practical nonlinear probabilistic approaches to this data are required. In this paper we introduce the variational Gaussian process dynamical system. Our work builds on recent variational approximations for Gaussian process latent variable models to allow for nonlinear dimensionality reduction simultaneously with learning a dynamical prior in the latent space. The approach also allows for the appropriate dimensionality of the latent space to be automatically determined. We demonstrate the model on a human motion capture data set and a series of high resolution video sequences.

Variability in single neuron models is typically implemented either by a stochastic Leaky-Integrate-and-Fire model or by a model of the Generalized Linear Model (GLM) family. We use analytical and numerical methods to relate state-of-the-art models from both schools of thought. First we find the analytical expressions relating the subthreshold voltage from the Adaptive Exponential Integrate-and-Fire model (AdEx) to the Spike-Response Model with escape noise (SRM as an example of a GLM). Then we calculate numerically the link-function that provides the firing probability given a deterministic membrane potential. We find a mathematical expression for this link-function and test the ability of the GLM to predict the firing probability of a neuron receiving complex stimulation. Comparing the prediction performance of various link-functions, we find that a GLM with an exponential link-function provides an excellent approximation to the Adaptive Exponential Integrate-and-Fire with colored-noise input. These results help to understand the relationship between the different approaches to stochastic neuron models.

We propose maximum covariance unfolding (MCU), a manifold learning algorithm for simultaneous dimensionality reduction of data from different input modalities. Given high dimensional inputs from two different but naturally aligned sources, MCU computes a common low dimensional embedding that maximizes the cross-modal (inter-source) correlations while preserving the local (intra-source) distances. In this paper, we explore two applications of MCU. First we use MCU to analyze EEG-fMRI data, where an important goal is to visualize the fMRI voxels that are most strongly correlated with changes in EEG traces. To perform this visualization, we augment MCU with an additional step for metric learning in the high dimensional voxel space. Second, we use MCU to perform cross-modal retrieval of matched image and text samples from Wikipedia. To manage large applications of MCU, we develop a fast implementation based on ideas from spectral graph theory. These ideas transform the original problem for MCU, one of semidefinite programming, into a simpler problem in semidefinite quadratic linear programming.