We provide rigorous guarantees on learning with the weighted trace-norm under arbitrary sampling distributions. We show that the standard weighted trace-norm might fail when the sampling distribution is not a product distribution (i.e. when row and column indexes are not selected independently), present a corrected variant for which we establish strong learning guarantees, and demonstrate that it works better in practice. We provide guarantees when weighting by either the true or empirical sampling distribution, and suggest that even if the true distribution is known (or is uniform), weighting by the empirical distribution may be beneficial.

We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals. Change-points are detected by approximating the original signals with a constraint on the multidimensional total variation, leading to piecewise-constant approximations. Fast algorithms are proposed to solve the resulting optimization problems, either exactly or approximately. Conditions are given for consistency of both algorithms as the number of signals increases, and empirical evidence is provided to support the results on simulated and array comparative genomic hybridization data.

The study of opinions, their formation and change, is one of the defining topics addressed by social psychology, but in recent years other disciplines, like computer science and complexity, have tried to deal with this issue. Despite the flourishing of different models and theories in both fields, several key questions still remain unanswered. The understanding of how opinions change and the way they are affected by social influence are challenging issues requiring a thorough analysis of opinion per se but also of the way in which they travel between agents' minds and are modulated by these exchanges. To account for the two-faceted nature of opinions, which are mental entities undergoing complex social processes, we outline a preliminary model in which a cognitive theory of opinions is put forward and it is paired with a formal description of them and of their spreading among minds. Furthermore, investigating social influence also implies the necessity to account for the way in which people change their minds, as a consequence of interacting with other people, and the need to explain the higher or lower persistence of such changes.

The study of opinions, their formation and change, is one of the defining topics addressed by social psychology, but in recent years other disciplines, as computer science and complexity, have addressed this challenge. Despite the flourishing of different models and theories in both fields, several key questions still remain unanswered. The aim of this paper is to challenge the current theories on opinion by putting forward a cognitively grounded model where opinions are described as specific mental representations whose main properties are put forward. A comparison with reputation will be also presented.

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an eigenvalue problem on the sample covariance matrix. In this paper we consider the situation where the data variance is already partially explained by other factors, e.g. covariates of interest, or temporal correlations leaving some residual variance. We decompose the residual variance into its components through a generalized eigenvalue problem, which we call residual component analysis (RCA). We show that canonical covariates analysis (CCA) is a special case of our algorithm and explore a range of new algorithms that arise from the framework. We illustrate the ideas on a gene expression time series data set and the recovery of human pose from silhouette.

Refinement is a powerful mechanism for mastering the complexities that arise when formally modelling systems. Refinement also brings with it additional proof obligations -- requiring a developer to discover properties relating to their design decisions. With the goal of reducing this burden, we have investigated how a general purpose theory formation tool, HR, can be used to automate the discovery of such properties within the context of Event-B. Here we develop a heuristic approach to the automatic discovery of invariants and report upon a series of experiments that we undertook in order to evaluate our approach. The set of heuristics developed provides systematic guidance in tailoring HR for a given Event-B development. These heuristics are based upon proof-failure analysis, and have given rise to some promising results.

We describe dimensionally constrained symbolic regression which has been developed for mass measurement in certain classes of events in high-energy physics (HEP). With symbolic regression, we can derive equations that are well known in HEP. However, in problems with large number of variables, we find that by constraining the terms allowed in the symbolic regression, convergence behavior is improved. Dimensionally constrained symbolic regression (DCSR) finds solutions with much better fitness than is normally possible with symbolic regression. In some cases, novel solutions are found.

One popular approach for nonstructural economic and financial forecasting is to include a large number of economic and financial variables, which has been shown to lead to significant improvements for forecasting, for example, by the dynamic factor models. A challenging issue is to determine which variables and (their) lags are relevant, especially when there is a mixture of serial correlation (temporal dynamics), high dimensional (spatial) dependence structure and moderate sample size (relative to dimensionality and lags). To this end, an \textit{integrated} solution that addresses these three challenges simultaneously is appealing. We study the large vector auto regressions here with three types of estimates. We treat each variable's own lags different from other variables' lags, distinguish various lags over time, and is able to select the variables and lags simultaneously. We first show the consequences of using Lasso type estimate directly for time series without considering the temporal dependence. In contrast, our proposed method can still produce an estimate as efficient as an \textit{oracle} under such scenarios. The tuning parameters are chosen via a data driven "rolling scheme" method to optimize the forecasting performance. A macroeconomic and financial forecasting problem is considered to illustrate its superiority over existing estimators.

Nowadays ontologies present a growing interest in Data Fusion applications. As a matter of fact, the ontologies are seen as a semantic tool for describing and reasoning about sensor data, objects, relations and general domain theories. In addition, uncertainty is perhaps one of the most important characteristics of the data and information handled by Data Fusion. However, the fundamental nature of ontologies implies that ontologies describe only asserted and veracious facts of the world. Different probabilistic, fuzzy and evidential approaches already exist to fill this gap; this paper recaps the most popular tools. However none of the tools meets exactly our purposes. Therefore, we constructed a Dempster-Shafer ontology that can be imported into any specific domain ontology and that enables us to instantiate it in an uncertain manner. We also developed a Java application that enables reasoning about these uncertain ontological instances.

Individuals have an intuitive perception of what makes a good coincidence. Though the sensitivity to coincidences has often been presented as resulting from an erroneous assessment of probability, it appears to be a genuine competence, based on non-trivial computations. The model presented here suggests that coincidences occur when subjects perceive complexity drops. Co-occurring events are, together, simpler than if considered separately. This model leads to a possible redefinition of subjective probability.