Department of Mathematics University of California, San Diego La Jolla, CA 92093-0112 Abstract We propose diffusion networks, a type of recurrent neural network with probabilistic dynamics, as models for learning natural signals that are continuous in time and space. We give a formula for the gradient of the log-likelihood of a path with respect to the drift parameters for a diffusion network. This gradient can be used to optimize diffusion networks in the nonequilibrium regime for a wide variety of problems paralleling techniques which have succeeded in engineering fields such as system identification, state estimation and signal filtering. An aspect of this work which is of particular interestto computational neuroscience and hardware design is that with a suitable choice of activation function, e.g., quasi-linear sigmoidal, the gradient formula is local in space and time. 1 Introduction Many natural signals, like pixel gray-levels, line orientations, object position, velocity andshape parameters, are well described as continuous-time continuous-valued stochastic processes; however, the neural network literature has seldom explored the continuous stochastic case. Since the solutions to many decision theoretic problems of interest are naturally formulated using probability distributions, it is desirable to have a flexible framework for approximating probability distributions on continuous pathspaces.

This paper introduces a probability model, the mixture of trees that can account for sparse, dynamically changing dependence relationships. We present a family of efficient algorithms that use EM and the Minimum Spanning Tree algorithm to find the ML and MAP mixture of trees for a variety of priors, including the Dirichlet and the MDL priors.

Applications of Gaussian mixture models occur frequently in the fields of statistics and artificial neural networks. One of the key issues arising from any mixture model application is how to estimate theoptimum number of mixture components. This paper extends the Reversible-Jump Markov Chain Monte Carlo (MCMC) algorithm to the case of multivariate spherical Gaussian mixtures using a hierarchical prior model. Using this method the number of mixture components is no longer fixed but becomes a parameter ofthe model which we shall estimate. The Reversible-Jump MCMC algorithm is capable of moving between parameter subspaces whichcorrespond to models with different numbers of mixture components. As a result a sample from the full joint distribution of all unknown model parameters is generated. The technique is then demonstrated on a simulated example and a well known vowel dataset. 1 Introduction Applications of Gaussian mixture models regularly appear in the neural networks literature. One of their most common roles in the field of neural networks, is in the placement of centres in a radial basis function network.

Department of Physics, Cavendish Laboratory Cambridge University Abstract Until recently, artificial intelligence researchers have frowned upon the application of probability propagation in Bayesian belief networks thathave cycles. The probability propagation algorithm is only exact in networks that are cycle-free. However, it has recently been discovered that the two best error-correcting decoding algorithms areactually performing probability propagation in belief networks with cycles. 1 Communicating over a noisy channel Our increasingly wired world demands efficient methods for communicating bits of information over physical channels that introduce errors. Examples of real-world channels include twisted-pair telephone wires, shielded cable-TV wire, fiberoptic cable, deep-space radio, terrestrial radio, and indoor radio. Engineers attempt to correct the errors introduced by the noise in these channels through the use of channel coding which adds protection to the information source, so that some channel errors can be corrected.

In this paper, we discuss regularisation in online/sequential learning algorithms.In environments where data arrives sequentially, techniques such as cross-validation to achieve regularisation or model selection are not possible. Further, bootstrapping to determine aconfidence level is not practical. To surmount these problems, a minimum variance estimation approach that makes use of the extended Kalman algorithm for training multi-layer perceptrons isemployed. The novel contribution of this paper is to show the theoretical links between extended Kalman filtering, Sutton's variable learning rate algorithms and Mackay's Bayesian estimation framework.In doing so, we propose algorithms to overcome the need for heuristic choices of the initial conditions and noise covariance matrices in the Kalman approach.

Bayesian methods have been successfully applied to regression and classification problems in multi-layer perceptrons. We present a novel application of Bayesian techniques to Radial Basis Function networks by developing a Gaussian approximation to the posterior distribution which, for fixed basis function widths, is analytic in the parameters. The setting of regularization constants by crossvalidation iswasteful as only a single optimal parameter estimate is retained. We treat this issue by assigning prior distributions to these constants, which are then adapted in light of the data under a simple re-estimation formula. 1 Introduction Radial Basis Function networks are popular regression and classification tools[lO]. For fixed basis function centers, RBFs are linear in their parameters and can therefore betrained with simple one shot linear algebra techniques[lO]. The use of unsupervised techniques to fix the basis function centers is, however, not generally optimal since setting the basis function centers using density estimation on the input data alone takes no account of the target values associated with that data. Ideally, therefore, we should include the target values in the training procedure[7, 3, 9]. Unfortunately, allowingcenters to adapt to the training targets leads to the RBF being a nonlinear function of its parameters, and training becomes more problematic. Most methods that perform supervised training of RBF parameters minimize the ·Present address: SNN, University of Nijmegen, Geert Grooteplein 21, Nijmegen, The Netherlands.

In contrast to the maximum likelihood approach which finds only a single estimate for the regression parameters, the Bayesian approach yields a distribution of weight parameters, p(wID), conditional on the training data D, and predictions are ex- ·Present address: SNN, University of Nijmegen, Geert Grooteplein 21, Nijmegen, The Netherlands.

Now completing its first year, the High-Performance Knowledge Bases Project promotes technology for developing very large, flexible, and reusable knowledge bases. The project is supported by the Defense Advanced Research Projects Agency and includes more than 15 contractors in universities, research laboratories, and companies. The evaluation of the constituent technologies centers on two challenge problems, in crisis management and battlespace reasoning, each demanding powerful problem solving with very large knowledge bases. This article discusses the challenge problems, the constituent technologies, and their integration and evaluation.

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both the joint probability density of the variables and the likelihood function of the (objective or subjective) observation are approximated by a special mixture model, in such a way that any desired conditional distribution can be directly obtained without numerical integration. We have developed an extended version of the expectation maximization (EM) algorithm to estimate the parameters of mixture models from uncertain training examples (indirect observations). As a consequence, any piece of exact or uncertain information about both input and output values is consistently handled in the inference and learning stages. This ability, extremely useful in certain situations, is not found in most alternative methods. The proposed framework is formally justified from standard probabilistic principles and illustrative examples are provided in the fields of nonparametric pattern classification, nonlinear regression and pattern completion. Finally, experiments on a real application and comparative results over standard databases provide empirical evidence of the utility of the method in a wide range of applications.

The classes in classification tasks often have a natural ordering, and the training and testing examples are often incomplete. We propose a nonlinear ordinal model for classification into ordered classes. Predictive, simulation-based approaches are used to learn from past and classify future incomplete examples. These techniques are illustrated by making prognoses for patients who have suffered severe head injuries.