The problem of resource allocation in sparse graphs with real variables is studied using methods of statistical physics. An efficient distributed algorithm is devised on the basis of insight gained from the analysis and is examined using numerical simulations, showing excellent performance and full agreement with the theoretical results.

The observed physiological dynamics of an infant receiving intensive care are affected by many possible factors, including interventions to the baby, the operation of the monitoring equipment and the state of health. The Factorial Switching Kalman Filter can be used to infer the presence of such factors from a sequence of observations, and to estimate the true values where these observations have been corrupted. We apply this model to clinical time series data and show it to be effective in identifying a number of artifactual and physiological patterns.

Based on a large scale spiking neuron model of the input layers 4Cα and β of macaque, we identify neural mechanisms for the observed contrast dependent receptive field size of V1 cells. We observe a rich variety of mechanisms for the phenomenon and analyze them based on the relative gain of excitatory and inhibitory synaptic inputs. We observe an average growth in the spatial extent of excitation and inhibition for low contrast, as predicted from phenomenological models. However, contrary to phenomenological models, our simulation results suggest this is neither sufficient nor necessary to explain the phenomenon.

We propose a mean-field approximation that dramatically reduces the computational complexity of solving stochastic dynamic games. We provide conditions that guarantee our method approximates an equilibrium as the number of agents grow. We then derive a performance bound to assess how well the approximation performs for any given number of agents. We apply our method to an important class of problems in applied microeconomics. We show with numerical experiments that we are able to greatly expand the set of economic problems that can be analyzed computationally.

We present a novel approach to the characterization of complex sensory neurons. One of the main goals of characterizing sensory neurons is to characterize dimensions in stimulus space to which the neurons are highly sensitive (causing large gradients in the neural responses) or alternatively dimensions in stimulus space to which the neuronal response are invariant (defining iso-response manifolds). We formulate this problem as that of learning a geometry on stimulus space that is compatible with the neural responses: the distance between stimuli should be large when the responses they evoke are very different, and small when the responses they evoke are similar. Here we show how to successfully train such distance functions using rather limited amount of information. The data consisted of the responses of neurons in primary auditory cortex (A1) of anesthetized cats to 32 stimuli derived from natural sounds. For each neuron, a subset of all pairs of stimuli was selected such that the responses of the two stimuli in a pair were either very similar or very dissimilar. The distance function was trained to fit these constraints. The resulting distance functions generalized to predict the distances between the responses of a test stimulus and the trained stimuli.

We show how to learn a Mahanalobis distance metric for k-nearest neighbor (kNN) classification by semidefinite programming. The metric is trained with the goal that the k-nearest neighbors always belong to the same class while examples from different classes are separated by a large margin. On seven data sets of varying size and difficulty, we find that metrics trained in this way lead to significant improvements in kNN classification--for example, achieving a test error rate of 1.3% on the MNIST handwritten digits. As in support vector machines (SVMs), the learning problem reduces to a convex optimization based on the hinge loss. Unlike learning in SVMs, however, our framework requires no modification or extension for problems in multiway (as opposed to binary) classification.

The classical Bayes rule computes the posterior model probability from the prior probability and the data likelihood. We generalize this rule to the case when the prior is a density matrix (symmetric positive definite and trace one) and the data likelihood a covariance matrix. The classical Bayes rule is retained as the special case when the matrices are diagonal. In the classical setting, the calculation of the probability of the data is an expected likelihood, where the expectation is over the prior distribution. In the generalized setting, this is replaced by an expected variance calculation where the variance is computed along the eigenvectors of the prior density matrix and the expectation is over the eigenvalues of the density matrix (which form a probability vector). The variances along any direction is determined by the covariance matrix. Curiously enough this expected variance calculation is a quantum measurement where the covariance matrix specifies the instrument and the prior density matrix the mixture state of the particle. We motivate both the classical and the generalized Bayes rule with a minimum relative entropy principle, where the Kullbach-Leibler version gives the classical Bayes rule and Umegaki's quantum relative entropy the new Bayes rule for density matrices.

We present a probabilistic generative model of entity relationships and their attributes that simultaneously discovers groups among the entities and topics among the corresponding textual attributes. Block-models of relationship data have been studied in social network analysis for some time. Here we simultaneously cluster in several modalities at once, incorporating the attributes (here, words) associated with certain relationships. Significantly, joint inference allows the discovery of topics to be guided by the emerging groups, and vice-versa. We present experimental results on two large data sets: sixteen years of bills put before the U.S. Senate, comprising their corresponding text and voting records, and thirteen years of similar data from the United Nations. We show that in comparison with traditional, separate latent-variable models for words, or Blockstructures for votes, the Group-Topic model's joint inference discovers more cohesive groups and improved topics.

This paper introduces Gaussian Process Dynamical Models (GPDM) for nonlinear time series analysis. A GPDM comprises a low-dimensional latent space with associated dynamics, and a map from the latent space to an observation space.

Compressed sensing is an emerging field based on the revelation that a small group of linear projections of a sparse signal contains enough information for reconstruction. In this paper we introduce a new theory for distributed compressed sensing (DCS) that enables new distributed coding algorithms for multi-signal ensembles that exploit both intra-and inter-signal correlation structures. The DCS theory rests on a new concept that we term the joint sparsity of a signal ensemble. We study three simple models for jointly sparse signals, propose algorithms for joint recovery of multiple signals from incoherent projections, and characterize theoretically and empirically the number of measurements per sensor required for accurate reconstruction. In some sense DCS is a framework for distributed compression of sources with memory, which has remained a challenging problem in information theory for some time. DCS is immediately applicable to a range of problems in sensor networks and arrays.