Directed graphical models such as Bayesian networks are a favored formalism to model the dependency structures in complex multivariate systems such as those encountered in biology and neural sciences. When the system is undergoing dynamic transformation, often a temporally rewiring network is needed for capturing the dynamic causal influences between covariates. In this paper, we propose a time-varying dynamic Bayesian network (TV-DBN) for modeling the structurally varying directed dependency structures underlying non-stationary biological/neural time series. This is a challenging problem due the non-stationarity and sample scarcity of the time series. We present a kernel reweighted $\ell_1$ regularized auto-regressive procedure for learning the TV-DBN model. Our method enjoys nice properties such as computational efficiency and provable asymptotic consistency. Applying TV-DBN to time series measurements during yeast cell cycle and brain response to visual stimuli reveals interesting dynamics underlying the respective biological systems.

We investigate how well Gaussian process regression can learn functions defined on graphs, using large regular random graphs as a paradigmatic example. Random-walk based kernels are shown to have some surprising properties: within the standard approximation of a locally tree-like graph structure, the kernel does not become constant, i.e.neighbouring function values do not become fully correlated, when the lengthscale $\sigma$ of the kernel is made large. Instead the kernel attains a non-trivial limiting form, which we calculate. The fully correlated limit is reached only once loops become relevant, and we estimate where the crossover to this regime occurs. Our main subject are learning curves of Bayes error versus training set size. We show that these are qualitatively well predicted by a simple approximation using only the spectrum of a large tree as input, and generically scale with $n/V$, the number of training examples per vertex. We also explore how this behaviour changes once kernel lengthscales are large enough for loops to become important.

We develop a probabilistic model of human memory performance in free recall experiments. In these experiments, a subject first studies a list of words and then tries to recall them. To model these data, we draw on both previous psychological research and statistical topic models of text documents. We assume that memories are formed by assimilating the semantic meaning of studied words (represented as a distribution over topics) into a slowly changing latent context (represented in the same space). During recall, this context is reinstated and used as a cue for retrieving studied words. By conceptualizing memory retrieval as a dynamic latent variable model, we are able to use Bayesian inference to represent uncertainty and reason about the cognitive processes underlying memory. We present a particle filter algorithm for performing approximate posterior inference, and evaluate our model on the prediction of recalled words in experimental data. By specifying the model hierarchically, we are also able to capture inter-subject variability.

We introduce a new family of distributions, called $L_p${\em -nested symmetric distributions}, whose densities access the data exclusively through a hierarchical cascade of $L_p$-norms. This class generalizes the family of spherically and $L_p$-spherically symmetric distributions which have recently been successfully used for natural image modeling. Similar to those distributions it allows for a nonlinear mechanism to reduce the dependencies between its variables. With suitable choices of the parameters and norms, this family also includes the Independent Subspace Analysis (ISA) model, which has been proposed as a means of deriving filters that mimic complex cells found in mammalian primary visual cortex. $L_p$-nested distributions are easy to estimate and allow us to explore the variety of models between ISA and the $L_p$-spherically symmetric models. Our main findings are that, without a preprocessing step of contrast gain control, the independent subspaces of ISA are in fact more dependent than the individual filter coefficients within a subspace and, with contrast gain control, where ISA finds more than one subspace, the filter responses were almost independent anyway.

We present a new framework for semi-supervised learning with sparse eigenfunction bases of kernel matrices. It turns out that when the \emph{cluster assumption} holds, that is, when the high density regions are sufficiently separated by low density valleys, each high density area corresponds to a unique representative eigenvector. Linear combination of such eigenvectors (or, more precisely, of their Nystrom extensions) provide good candidates for good classification functions. By first choosing an appropriate basis of these eigenvectors from unlabeled data and then using labeled data with Lasso to select a classifier in the span of these eigenvectors, we obtain a classifier, which has a very sparse representation in this basis. Importantly, the sparsity appears naturally from the cluster assumption. Experimental results on a number of real-world data-sets show that our method is competitive with the state of the art semi-supervised learning algorithms and outperforms the natural base-line algorithm (Lasso in the Kernel PCA basis).

The goal of perception is to infer the hidden states in the hierarchical process by which sensory data are generated. Human behavior is consistent with the optimal statistical solution to this problem in many tasks, including cue combination and orientation detection. Understanding the neural mechanisms underlying this behavior is of particular importance, since probabilistic computations are notoriously challenging. Here we propose a simple mechanism for Bayesian inference which involves averaging over a few feature detection neurons which fire at a rate determined by their similarity to a sensory stimulus. This mechanism is based on a Monte Carlo method known as importance sampling, commonly used in computer science and statistics. Moreover, a simple extension to recursive importance sampling can be used to perform hierarchical Bayesian inference. We identify a scheme for implementing importance sampling with spiking neurons, and show that this scheme can account for human behavior in cue combination and oblique effect.

The learning of appropriate distance metrics is a critical problem in classification. In this work, we propose a boosting-based technique, termed BoostMetric, for learning a Mahalanobis distance metric. One of the primary difficulties in learning such a metric is to ensure that the Mahalanobis matrix remains positive semidefinite. Semidefinite programming is sometimes used to enforce this constraint, but does not scale well. BoostMetric is instead based on a key observation that any positive semidefinite matrix can be decomposed into a linear positive combination of trace-one rank-one matrices. BoostMetric thus uses rank-one positive semidefinite matrices as weak learners within an efficient and scalable boosting-based learning process. The resulting method is easy to implement, does not require tuning, and can accommodate various types of constraints. Experiments on various datasets show that the proposed algorithm compares favorably to those state-of-the-art methods in terms of classification accuracy and running time.

Automated recovery from failures is a key component in the management of large data centers. Such systems typically employ a hand-made controller created by an expert. While such controllers capture many important aspects of the recovery process, they are often not systematically optimized to reduce costs such as server downtime. In this paper we explain how to use data gathered from the interactions of the hand-made controller with the system, to create an optimized controller. We suggest learning an indefinite horizon Partially Observable Markov Decision Process, a model for decision making under uncertainty, and solve it using a point-based algorithm. We describe the complete process, starting with data gathering, model learning, model checking procedures, and computing a policy. While our paper focuses on a specific domain, our method is applicable to other systems that use a hand-coded, imperfect controllers.

We show how to sequentially optimize magnetic resonance imaging measurement designs over stacks of neighbouring image slices, by performing convex variational inference on a large scale non-Gaussian linear dynamical system, tracking dominating directions of posterior covariance without imposing any factorization constraints. Our approach can be scaled up to high-resolution images by reductions to numerical mathematics primitives and parallelization on several levels. In a first study, designs are found that improve significantly on others chosen independently for each slice or drawn at random.

We present an approach for learning stochastic geometric models of object categories from single view images. We focus here on models expressible as a spatially contiguous assemblage of blocks. Model topologies are learned across groups of images, and one or more such topologies is linked to an object category (e.g. chairs). Fitting learned topologies to an image can be used to identify the object class, as well as detail its geometry. The latter goes beyond labeling objects, as it provides the geometric structure of particular instances. We learn the models using joint statistical inference over structure parameters, camera parameters, and instance parameters. These produce an image likelihood through a statistical imaging model. We use trans-dimensional sampling to explore topology hypotheses, and alternate between Metropolis-Hastings and stochastic dynamics to explore instance parameters. Experiments on images of furniture objects such as tables and chairs suggest that this is an effective approach for learning models that encode simple representations of category geometry and the statistics thereof, and support inferring both category and geometry on held out single view images.