The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and many other parametric and nonparametric Bayesian models fall within the remit of this framework; many problems arising in modern data analysis do not. This article provides an introduction to Bayesian models of graphs, matrices, and other data that can be modeled by random structures. We describe results in probability theory that generalize de Finetti's theorem to such data and discuss their relevance to nonparametric Bayesian modeling. With the basic ideas in place, we survey example models available in the literature; applications of such models include collaborative filtering, link prediction, and graph and network analysis. We also highlight connections to recent developments in graph theory and probability, and sketch the more general mathematical foundation of Bayesian methods for other types of data beyond sequences and arrays.

Computer simulation has become the standard tool in many engineering fields for designing and optimizing systems, as well as for assessing their reliability. To cope with demanding analysis such as optimization and reliability, surrogate models (a.k.a meta-models) have been increasingly investigated in the last decade. Polynomial Chaos Expansions (PCE) and Kriging are two popular non-intrusive meta-modelling techniques. PCE surrogates the computational model with a series of orthonormal polynomials in the input variables where polynomials are chosen in coherency with the probability distributions of those input variables. On the other hand, Kriging assumes that the computer model behaves as a realization of a Gaussian random process whose parameters are estimated from the available computer runs, i.e. input vectors and response values. These two techniques have been developed more or less in parallel so far with little interaction between the researchers in the two fields. In this paper, PC-Kriging is derived as a new non-intrusive meta-modeling approach combining PCE and Kriging. A sparse set of orthonormal polynomials (PCE) approximates the global behavior of the computational model whereas Kriging manages the local variability of the model output. An adaptive algorithm similar to the least angle regression algorithm determines the optimal sparse set of polynomials. PC-Kriging is validated on various benchmark analytical functions which are easy to sample for reference results. From the numerical investigations it is concluded that PC-Kriging performs better than or at least as good as the two distinct meta-modeling techniques. A larger gain in accuracy is obtained when the experimental design has a limited size, which is an asset when dealing with demanding computational models.

We consider the mixed regression problem with two components, under adversarial and stochastic noise. We give a convex optimization formulation that provably recovers the true solution, and provide upper bounds on the recovery errors for both arbitrary noise and stochastic noise settings. We also give matching minimax lower bounds (up to log factors), showing that under certain assumptions, our algorithm is information-theoretically optimal. Our results represent the first tractable algorithm guaranteeing successful recovery with tight bounds on recovery errors and sample complexity.

This paper considers the matrix completion problem. We show that it is not necessary to assume joint incoherence, which is a standard but unintuitive and restrictive condition that is imposed by previous studies. This leads to a sample complexity bound that is order-wise optimal with respect to the incoherence parameter (as well as to the rank $r$ and the matrix dimension $n$ up to a log factor). As a consequence, we improve the sample complexity of recovering a semidefinite matrix from $O(nr^{2}\log^{2}n)$ to $O(nr\log^{2}n)$, and the highest allowable rank from $\Theta(\sqrt{n}/\log n)$ to $\Theta(n/\log^{2}n)$. The key step in proof is to obtain new bounds on the $\ell_{\infty,2}$-norm, defined as the maximum of the row and column norms of a matrix. To illustrate the applicability of our techniques, we discuss extensions to SVD projection, structured matrix completion and semi-supervised clustering, for which we provide order-wise improvements over existing results. Finally, we turn to the closely-related problem of low-rank-plus-sparse matrix decomposition. We show that the joint incoherence condition is unavoidable here for polynomial-time algorithms conditioned on the Planted Clique conjecture. This means it is intractable in general to separate a rank-$\omega(\sqrt{n})$ positive semidefinite matrix and a sparse matrix. Interestingly, our results show that the standard and joint incoherence conditions are associated respectively with the information (statistical) and computational aspects of the matrix decomposition problem.

Random Forests [Breiman:2001] (RF) are a fully non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF are a robust, nonlinear technique that optimizes predictive accuracy by fitting an ensemble of trees to stabilize model estimates. The randomForestSRC package (http://cran.r-project.org/package=randomForestSRC) is a unified treatment of Breiman's random forests for survival, regression and classification problems. Predictive accuracy make RF an attractive alternative to parametric models, though complexity and interpretability of the forest hinder wider application of the method. We introduce the ggRandomForests package (http://cran.r-project.org/package=ggRandomForests), for visually understand random forest models grown in R with the randomForestSRC package. The vignette is a tutorial for using the ggRandomForests package with the randomForestSRC package for building and post-processing a regression random forest. In this tutorial, we explore a random forest model for the Boston Housing Data, available in the MASS package. We grow a random forest for regression and demonstrate how ggRandomForests can be used when determining variable associations, interactions and how the response depends on predictive variables within the model. The tutorial demonstrates the design and usage of many of ggRandomForests functions and features how to modify and customize the resulting ggplot2 graphic objects along the way. A development version of the ggRandomForests package is available on Github. We invite comments, feature requests and bug reports for this package at (https://github.com/ehrlinger/ggRandomForests).

The Region Connection Calculus (RCC) is a well-known calculus for representing part-whole and topological relations. It plays an important role in qualitative spatial reasoning, geographical information science, and ontology. The computational complexity of reasoning with RCC5 and RCC8 (two fragments of RCC) as well as other qualitative spatial/temporal calculi has been investigated in depth in the literature. Most of these works focus on the consistency of qualitative constraint networks. In this paper, we consider the important problem of redundant qualitative constraints. For a set $\Gamma$ of qualitative constraints, we say a constraint $(x R y)$ in $\Gamma$ is redundant if it is entailed by the rest of $\Gamma$. A prime subnetwork of $\Gamma$ is a subset of $\Gamma$ which contains no redundant constraints and has the same solution set as $\Gamma$. It is natural to ask how to compute such a prime subnetwork, and when it is unique. In this paper, we show that this problem is in general intractable, but becomes tractable if $\Gamma$ is over a tractable subalgebra $\mathcal{S}$ of a qualitative calculus. Furthermore, if $\mathcal{S}$ is a subalgebra of RCC5 or RCC8 in which weak composition distributes over nonempty intersections, then $\Gamma$ has a unique prime subnetwork, which can be obtained in cubic time by removing all redundant constraints simultaneously from $\Gamma$. As a byproduct, we show that any path-consistent network over such a distributive subalgebra is weakly globally consistent and minimal. A thorough empirical analysis of the prime subnetwork upon real geographical data sets demonstrates the approach is able to identify significantly more redundant constraints than previously proposed algorithms, especially in constraint networks with larger proportions of partial overlap relations.

Non-orthogonal joint diagonalization (NJD) free of prewhitening has been widely studied in the context of blind source separation (BSS) and array signal processing, etc. However, NJD is used to retrieve the jointly diagonalizable structure for a single set of target matrices which are mostly formulized with a single dataset, and thus is insufficient to handle multiple datasets with inter-set dependences, a scenario often encountered in joint BSS (J-BSS) applications. As such, we present a generalized NJD (GNJD) algorithm to simultaneously perform asymmetric NJD upon multiple sets of target matrices with mutually linked loading matrices, by using LU decomposition and successive rotations, to enable J-BSS over multiple datasets with indication/exploitation of their mutual dependences. Experiments with synthetic and real-world datasets are provided to illustrate the performance of the proposed algorithm.

In view of the paradigm shift that makes science ever more data-driven, in this thesis we propose a synthesis method for encoding and managing large-scale deterministic scientific hypotheses as uncertain and probabilistic data. In the form of mathematical equations, hypotheses symmetrically relate aspects of the studied phenomena. For computing predictions, however, deterministic hypotheses can be abstracted as functions. We build upon Simon's notion of structural equations in order to efficiently extract the (so-called) causal ordering between variables, implicit in a hypothesis structure (set of mathematical equations). We show how to process the hypothesis predictive structure effectively through original algorithms for encoding it into a set of functional dependencies (fd's) and then performing causal reasoning in terms of acyclic pseudo-transitive reasoning over fd's. Such reasoning reveals important causal dependencies implicit in the hypothesis predictive data and guide our synthesis of a probabilistic database. Like in the field of graphical models in AI, such a probabilistic database should be normalized so that the uncertainty arisen from competing hypotheses is decomposed into factors and propagated properly onto predictive data by recovering its joint probability distribution through a lossless join. That is motivated as a design-theoretic principle for data-driven hypothesis management and predictive analytics. The method is applicable to both quantitative and qualitative deterministic hypotheses and demonstrated in realistic use cases from computational science.

Off-policy learning in dynamic decision problems is essential for providing strong evidence that a new policy is better than the one in use. But how can we prove superiority without testing the new policy? To answer this question, we introduce the G-SCOPE algorithm that evaluates a new policy based on data generated by the existing policy. Our algorithm is both computationally and sample efficient because it greedily learns to exploit factored structure in the dynamics of the environment. We present a finite sample analysis of our approach and show through experiments that the algorithm scales well on high-dimensional problems with few samples.

Multiple hypothesis testing is a significant problem in nearly all neuroimaging studies. In order to correct for this phenomena, we require a reliable estimate of the Family-Wise Error Rate (FWER). The well known Bonferroni correction method, while simple to implement, is quite conservative, and can substantially under-power a study because it ignores dependencies between test statistics. Permutation testing, on the other hand, is an exact, non-parametric method of estimating the FWER for a given $\alpha$-threshold, but for acceptably low thresholds the computational burden can be prohibitive. In this paper, we show that permutation testing in fact amounts to populating the columns of a very large matrix ${\bf P}$. By analyzing the spectrum of this matrix, under certain conditions, we see that ${\bf P}$ has a low-rank plus a low-variance residual decomposition which makes it suitable for highly sub--sampled --- on the order of $0.5\%$ --- matrix completion methods. Based on this observation, we propose a novel permutation testing methodology which offers a large speedup, without sacrificing the fidelity of the estimated FWER. Our evaluations on four different neuroimaging datasets show that a computational speedup factor of roughly $50\times$ can be achieved while recovering the FWER distribution up to very high accuracy. Further, we show that the estimated $\alpha$-threshold is also recovered faithfully, and is stable.