Modelling natural images with sparse coding (SC) has faced two main challenges: flexibly representing varying pixel intensities and realistically representing lowlevel image components. This paper proposes a novel multiple-cause generative model of low-level image statistics that generalizes the standard SC model in two crucial points: (1) it uses a spike-and-slab prior distribution for a more realistic representation of component absence/intensity, and (2) the model uses the highly nonlinear combination rule of maximal causes analysis (MCA) instead of a linear combination. The major challenge is parameter optimization because a model with either (1) or (2) results in strongly multimodal posteriors. We show for the first time that a model combining both improvements can be trained efficiently while retaining the rich structure of the posteriors. We design an exact piecewise Gibbs sampling method and combine this with a variational method based on preselection of latent dimensions. This combined training scheme tackles both analytical and computational intractability and enables application of the model to a large number of observed and hidden dimensions.

Learning temporal dependencies between variables over continuous time is an important and challenging task. Continuous-time Bayesian networks effectively model such processes but are limited by the number of conditional intensity matrices, which grows exponentially in the number of parents per variable. We develop a partition-based representation using regression trees and forests whose parameter spaces grow linearly in the number of node splits. Using a multiplicative assumption we show how to update the forest likelihood in closed form, producing efficient model updates. Our results show multiplicative forests can be learned from few temporal trajectories with large gains in performance and scalability.

In the conventional approaches for supervised parametric learning, relations between data and target variables are provided through training sets consisting of pairs of corresponded data and target variables. In this work, we describe a new learning scheme for parametric learning, in which the target variables y can be modeled with a prior model p(y) and the relations between data and target variables are estimated with p(y) and a set of uncorresponded data X in training.

We introduce a new prior for use in Nonparametric Bayesian Hierarchical Clustering. The prior is constructed by marginalizing out the time information of Kingman's coalescent, providing a prior over tree structures which we call the Time-Marginalized Coalescent (TMC). This allows for models which factorize the tree structure and times, providing two benefits: more flexible priors may be constructed and more efficient Gibbs type inference can be used. We demonstrate this on an example model for density estimation and show the TMC achieves competitive experimental results.

Characterizing the information carried by neural populations in the brain requires accurate statistical models of neural spike responses. The negative-binomial distribution provides a convenient model for over-dispersed spike counts, that is, responses with greater-than-Poisson variability. Here we describe a powerful data-augmentation framework for fully Bayesian inference in neural models with negative-binomial spiking. Our approach relies on a recently described latentvariable representation of the negative-binomial distribution, which equates it to a Polya-gamma mixture of normals. This framework provides a tractable, conditionally Gaussian representation of the posterior that can be used to design efficient EM and Gibbs sampling based algorithms for inference in regression and dynamic factor models. We apply the model to neural data from primate retina and show that it substantially outperforms Poisson regression on held-out data, and reveals latent structure underlying spike count correlations in simultaneously recorded spike trains.

In this paper, we consider the problem of clustering data points into lowdimensional subspaces in the presence of outliers. We pose the problem using a density estimation formulation with an associated generative model. Based on this probability model, we first develop an iterative expectation-maximization (EM) algorithm and then derive its global solution. In addition, we develop two Bayesian methods based on variational Bayesian (VB) approximation, which are capable of automatic dimensionality selection. While the first method is based on an alternating optimization scheme for all unknowns, the second method makes use of recent results in VB matrix factorization leading to fast and effective estimation. Both methods are extended to handle sparse outliers for robustness and can handle missing values. Experimental results suggest that proposed methods are very effective in subspace clustering and identifying outliers.

We describe a new model for learning meaningful representations of text documents from an unlabeled collection of documents. This model is inspired by the recently proposed Replicated Softmax, an undirected graphical model of word counts that was shown to learn a better generative model and more meaningful document representations. Specifically, we take inspiration from the conditional mean-field recursive equations of the Replicated Softmax in order to define a neural network architecture that estimates the probability of observing a new word in a given document given the previously observed words. This paradigm also allows us to replace the expensive softmax distribution over words with a hierarchical distribution over paths in a binary tree of words. The end result is a model whose training complexity scales logarithmically with the vocabulary size instead of linearly as in the Replicated Softmax. Our experiments show that our model is competitive both as a generative model of documents and as a document representation learning algorithm.

Factor analysis models effectively summarise the covariance structure of high dimensional data, but the solutions are typically hard to interpret. This motivates attempting to find a disjoint partition, i.e. a simple clustering, of observed variables into highly correlated subsets. We introduce a Bayesian non-parametric approach to this problem, and demonstrate advantages over heuristic methods proposed to date. Our Dirichlet process variable clustering (DPVC) model can discover blockdiagonal covariance structures in data. We evaluate our method on both synthetic and gene expression analysis problems.

A Deep Boltzmann Machine is described for learning a generative model of data that consists of multiple and diverse input modalities. The model can be used to extract a unified representation that fuses modalities together. We find that this representation is useful for classification and information retrieval tasks. The model works by learning a probability density over the space of multimodal inputs. It uses states of latent variables as representations of the input. The model can extract this representation even when some modalities are absent by sampling from the conditional distribution over them and filling them in. Our experimental results on bi-modal data consisting of images and text show that the Multimodal DBM can learn a good generative model of the joint space of image and text inputs that is useful for information retrieval from both unimodal and multimodal queries. We further demonstrate that this model significantly outperforms SVMs and LDA on discriminative tasks. Finally, we compare our model to other deep learning methods, including autoencoders and deep belief networks, and show that it achieves noticeable gains.

We describe a latent variable model for supervised dimensionality reduction and distance metric learning. The model discovers linear projections of high dimensional data that shrink the distance between similarly labeled inputs and expand the distance between differently labeled ones. The model's continuous latent variables locate pairs of examples in a latent space of lower dimensionality. The model differs significantly from classical factor analysis in that the posterior distribution over these latent variables is not always multivariate Gaussian. Nevertheless we show that inference is completely tractable and derive an Expectation-Maximization (EM) algorithm for parameter estimation. We also compare the model to other approaches in distance metric learning. The model's main advantage is its simplicity: at each iteration of the EM algorithm, the distance metric is re-estimated by solving an unconstrained least-squares problem. Experiments show that these simple updates are highly effective.