We estimate a statistical model of typical activities from a large set of 3D periodic human motion data by segmenting these data automatically into "cycles". Then the mean and the principal components of the cycles are computed using a new algorithm that accounts for missing information and enforces smooth transitions between cycles. The learned temporal model provides a prior probability distribution over human motions that can be used in a Bayesian framework for tracking human subjects in complex monocular video sequences and recovering their 3D motion. 1 Introduction The modeling and tracking of human motion in video is important for problems as varied as animation, video database search, sports medicine, and human-computer interaction. Technically, the human body can be approximated by a collection of articulated limbs and its motion can be thought of as a collection of time-series describing the joint angles as they evolve over time. A key challenge in modeling these joint angles involves decomposing the time-series into suitable temporal primitives.

When trying to recover 3D structure from a set of images, the most difficult problem is establishing the correspondence between the measurements. Most existing approaches assume that features can be tracked across frames, whereas methods that exploit rigidity constraints to facilitate matching do so only under restricted camera motion. In this paper we propose a Bayesian approach that avoids the brittleness associated with singling out one "best" correspondence, and instead consider the distribution over all possible correspondences. We treat both a fully Bayesian approach that yields a posterior distribution, and a MAP approach that makes use of EM to maximize this posterior. We show how Markov chain Monte Carlo methods can be used to implement these techniques in practice, and present experimental results on real data.

This paper presents a unified probabilistic framework for denoising and dereverberation of speech signals. The framework transforms the denoising and dereverberation problems into Bayes-optimal signal estimation. The key idea is to use a strong speech model that is pre-trained on a large data set of clean speech. Computational efficiency is achieved by using variational EM, working in the frequency domain, and employing conjugate priors. The framework covers both single and multiple microphones. We apply this approach to noisy reverberant speech signals and get results substantially better than standard methods.

We introduce the mixture of Gaussian processes (MGP) model which is useful for applications in which the optimal bandwidth of a map is input dependent. The MGP is derived from the mixture of experts model and can also be used for modeling general conditional probability densities. We discuss how Gaussian processes -in particular in form of Gaussian process classification, the support vector machine and the MGP modelcan be used for quantifying the dependencies in graphical models. 1 Introduction Gaussian processes are typically used for regression where it is assumed that the underlying function is generated by one infinite-dimensional Gaussian distribution (i.e.

Bayesian networks are graphical representations of probability distributions. In virtually all of the work on learning these networks, the assumption is that we are presented with a data set consisting of randomly generated instances from the underlying distribution. In many situations, however, we also have the option of active learning, where we have the possibility of guiding the sampling process by querying for certain types of samples. This paper addresses the problem of estimating the parameters of Bayesian networks in an active learning setting. We provide a theoretical framework for this problem, and an algorithm that chooses which active learning queries to generate based on the model learned so far. We present experimental results showing that our active learning algorithm can significantly reduce the need for training data in many situations.

We present a simple sparse greedy technique to approximate the maximum a posteriori estimate of Gaussian Processes with much improved scaling behaviour in the sample size m.

A central issue in principal component analysis (PCA) is choosing the number of principal components to be retained. By interpreting PCA as density estimation, we show how to use Bayesian model selection to estimate the true dimensionality of the data. The resulting estimate is simple to compute yet guaranteed to pick the correct dimensionality, given enough data. The estimate involves an integral over the Steifel manifold of k-frames, which is difficult to compute exactly. But after choosing an appropriate parameterization and applying Laplace's method, an accurate and practical estimator is obtained. In simulations, it is convincingly better than cross-validation and other proposed algorithms, plus it runs much faster.

Two well known classes of unsupervised procedures that can be cast in this manner are generative and recoding models. In a generative unsupervised framework, the environment generates training exampleswhich we will refer to as observations-by sampling from one distribution; the other distribution is embodied in the model. Examples of generative frameworks are mixtures of Gaussians (MoG) [2], factor analysis [4], and Boltzmann machines [8]. In the recoding unsupervised framework, the model transforms points from an obser- vation space to an output space, and the output distribution is compared either to a reference distribution or to a distribution derived from the output distribution. An example is independent component analysis (leA) [11], a method that discovers a representation of vector-valued observations in which the statistical dependence among the vector elements in the output space is minimized.

Subsequently, SVMs have been modified to handle regression [12] and GPs have been adapted to the problem of classification [8]. Both schemes essentially work in the same function space that is characterised by kernels (SVM) and covariance functions (GP), respectively. While the formal similarity of the two methods is striking the underlying paradigms of inference are very different. The SVM was inspired by results from statistical/PAC learning theory while GPs are usually considered in a Bayesian framework. This ideological clash can be viewed as a continuation in machine learning of the by now classical disagreement between Bayesian and frequentistic statistics.

One way to approximate inference in richly-connected graphical models is to apply the sum-product algorithm (a.k.a. The sum-product algorithm can be directly applied in Gaussian networks and in graphs for coding, but for many conditional probability functions - including the sigmoid function - direct application of the sum-product algorithm is not possible. We introduce "accumulator networks" that have low local complexity (but exponential global complexity) so the sum-product algorithm can be directly applied. In an accumulator network, the probability of a child given its parents is computed by accumulating the inputs from the parents in a Markov chain or more generally a tree. After giving expressions for inference and learning in accumulator networks, we give results on the "bars problem" and on the problem of extracting translated, overlapping faces from an image. 1 Introduction Graphical probability models with hidden variables are capable of representing complex dependencies between variables, filling in missing data and making Bayesoptimal decisions using probabilistic inferences (Hinton and Sejnowski 1986; Pearl 1988; Neal 1992).