Mixture model-based clustering has become an increasingly popular data analysis technique since its introduction fifty years ago, and is now commonly utilized within the family setting. Families of mixture models arise when the component parameters, usually the component covariance matrices, are decomposed and a number of constraints are imposed. Within the family setting, we need to choose the member of the family, i.e., the appropriate covariance structure, in addition to the number of mixture components. To date, the Bayesian information criterion (BIC) has proved most effective for model selection, and the expectation-maximization (EM) algorithm is usually used for parameter estimation. To date, this EM-BIC rubric has monopolized the literature on families of mixture models. We deviate from this rubric, using variational Bayes approximations for parameter estimation and the deviance information criterion for model selection. The variational Bayes approach alleviates some of the computational complexities associated with the EM algorithm by constructing a tight lower bound on the complex marginal likelihood and maximizing this lower bound by minimizing the associated Kullback-Leibler divergence. We use this approach on the most famous family of Gaussian mixture models within the literature and real and simulated data are used to compare our approach to the EM-BIC rubric.

Now that we have a model, we can do some predicting. We do this by feeding our test data into our model and comparing the predicted party affiliations with the known ones. The latter is done via the wonderfully named confusion matrix – a table in which true and predicted values for each of the predicted classes are displayed in a matrix format.

We consider a group of Bayesian agents who try to estimate a state of the world $\theta$ through interaction on a social network. Each agent $v$ initially receives a private measurement of $\theta$: a number $S_v$ picked from a Gaussian distribution with mean $\theta$ and standard deviation one. Then, in each discrete time iteration, each reveals its estimate of $\theta$ to its neighbors, and, observing its neighbors' actions, updates its belief using Bayes' Law. This process aggregates information efficiently, in the sense that all the agents converge to the belief that they would have, had they access to all the private measurements. We show that this process is computationally efficient, so that each agent's calculation can be easily carried out. We also show that on any graph the process converges after at most $2N \cdot D$ steps, where $N$ is the number of agents and $D$ is the diameter of the network. Finally, we show that on trees and on distance transitive-graphs the process converges after $D$ steps, and that it preserves privacy, so that agents learn very little about the private signal of most other agents, despite the efficient aggregation of information. Our results extend those in an unpublished manuscript of the first and last authors.

A common analytical problem in neuroscience is the interpretation of neural activity with respect to sensory input or behavioral output. This is typically achieved by regressing measured neural activity against known stimuli or behavioral variables to produce a "tuning function" for each neuron. Unfortunately, because this approach handles neurons individually, it cannot take advantage of simultaneous measurements from spatially adjacent neurons that often have similar tuning properties. On the other hand, sharing information between adjacent neurons can errantly degrade estimates of tuning functions across space if there are sharp discontinuities in tuning between nearby neurons. In this paper, we develop a computationally efficient block Gibbs sampler that effectively pools information between neurons to de-noise tuning function estimates while simultaneously preserving sharp discontinuities that might exist in the organization of tuning across space. This method is fully Bayesian and its computational cost per iteration scales sub-quadratically with total parameter dimensionality. We demonstrate the robustness and scalability of this approach by applying it to both real and synthetic datasets. In particular, an application to data from the spinal cord illustrates that the proposed methods can dramatically decrease the experimental time required to accurately estimate tuning functions.

The analysis and diagnosis of Alzheimer's disease (AD) can be based on genetic variations, e.g., single nucleotide polymorphisms (SNPs) and phenotypic traits, e.g., Magnetic Resonance Imaging (MRI) features. We consider two important and related tasks: i) to select genetic and phenotypical markers for AD diagnosis and ii) to identify associations between genetic and phenotypical data. While previous studies treat these two tasks separately, they are tightly coupled because underlying associations between genetic variations and phenotypical features contain the biological basis for a disease. Here we present a new sparse Bayesian approach for joint association study and disease diagnosis. In this approach, common latent features are extracted from different data sources based on sparse projection matrices and used to predict multiple disease severity levels; in return, the disease status can guide the discovery of relationships between data sources. The sparse projection matrices not only reveal interactions between data sources but also select groups of biomarkers related to the disease. Moreover, to take advantage of the linkage disequilibrium (LD) measuring the non-random association of alleles, we incorporate a graph Laplacian type of prior in the model. To learn the model from data, we develop an efficient variational inference algorithm. Analysis on an imaging genetics dataset for the study of Alzheimer's Disease (AD) indicates that our model identifies biologically meaningful associations between genetic variations and MRI features, and achieves significantly higher accuracy for predicting ordinal AD stages than the competing methods.

The metamorphic malware variants with the same malicious behavior (family), can obfuscate themselves to look different from each other. This variation in structure leads to a huge signature database for traditional signature matching techniques to detect them. In order to effective and efficient detection of malware in large amounts of executables, we need to partition these files into groups which can identify their respective families. In addition, the grouping criteria should be chosen such a way that, it can also be applied to unknown files encounter on computers for classification. This paper discusses the study of malware and benign executables in groups to detect unknown malware with high accuracy. We studied sizes of malware generated by three popular second generation malware (metamorphic malware) creator kits viz. G2, PS-MPC and NGVCK, and observed that the size variation in any two generated malware from same kit is not much. Hence, we grouped the executables on the basis of malware sizes by using Optimal k-Means Clustering algorithm and used these obtained groups to select promising features for training (Random forest, J48, LMT, FT and NBT) classifiers to detect variants of malware or unknown malware. We find that detection of malware on the basis of their respected file sizes gives accuracy up to 99.11% from the classifiers.

Attack graphs provide compact representations of the attack paths that an attacker can follow to compromise network resources by analysing network vulnerabilities and topology. These representations are a powerful tool for security risk assessment. Bayesian inference on attack graphs enables the estimation of the risk of compromise to the system's components given their vulnerabilities and interconnections, and accounts for multi-step attacks spreading through the system. Whilst static analysis considers the risk posture at rest, dynamic analysis also accounts for evidence of compromise, e.g. from SIEM software or forensic investigation. However, in this context, exact Bayesian inference techniques do not scale well. In this paper we show how Loopy Belief Propagation - an approximate inference technique - can be applied to attack graphs, and that it scales linearly in the number of nodes for both static and dynamic analysis, making such analyses viable for larger networks. We experiment with different topologies and network clustering on synthetic Bayesian attack graphs with thousands of nodes to show that the algorithm's accuracy is acceptable and converge to a stable solution. We compare sequential and parallel versions of Loopy Belief Propagation with exact inference techniques for both static and dynamic analysis, showing the advantages of approximate inference techniques to scale to larger attack graphs.

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like this often come from human judgments. To account for errors and variation in judgments, we consider the noisy situation in which the given constraints are independently corrupted by reversing the correct constraint with some probability. This paper makes several new contributions to this problem. First, we derive prediction error bounds for ordinal embedding with noise by exploiting the fact that the rank of a distance matrix of points in $\mathbb{R}^d$ is at most $d+2$. These bounds characterize how well a learned embedding predicts new comparative judgments. Second, we investigate the special case of a known noise model and study the Maximum Likelihood estimator. Third, knowledge of the noise model enables us to relate prediction errors to embedding accuracy. This relationship is highly non-trivial since we show that the linear map corresponding to distance comparisons is non-invertible, but there exists a nonlinear map that is invertible. Fourth, two new algorithms for ordinal embedding are proposed and evaluated in experiments.

Bayesian Statistics continues to remain incomprehensible in the ignited minds of many analysts. Being amazed by the incredible power of machine learning, a lot of us have become unfaithful to statistics. Our focus has narrowed down to exploring machine learning. We fail to understand that machine learning is only one way to solve real world problems. In several situations, it does not help us solve business problems, even though there is data involved in these problems. To say the least, knowledge of statistics will allow you to work on complex analytical problems, irrespective of the size of data. In 1770s, Thomas Bayes introduced'Bayes Theorem'.

We investigate the use of Deep Neural Networks for the classification of image datasets where texture features are important for generating class-conditional discriminative representations. To this end, we first derive the size of the feature space for some standard textural features extracted from the input dataset and then use the theory of Vapnik-Chervonenkis dimension to show that hand-crafted feature extraction creates low-dimensional representations which help in reducing the overall excess error rate. As a corollary to this analysis, we derive for the first time upper bounds on the VC dimension of Convolutional Neural Network as well as Dropout and Dropconnect networks and the relation between excess error rate of Dropout and Dropconnect networks. The concept of intrinsic dimension is used to validate the intuition that texture-based datasets are inherently higher dimensional as compared to handwritten digits or other object recognition datasets and hence more difficult to be shattered by neural networks. We then derive the mean distance from the centroid to the nearest and farthest sampling points in an n-dimensional manifold and show that the Relative Contrast of the sample data vanishes as dimensionality of the underlying vector space tends to infinity.