The global financial crisis occurred in 2008 and its contagion to other regions, as well as the long-lasting impact on different markets, show that it is increasingly important to understand the complicated coupling relationships across financial markets. This is indeed very difficult as complex hidden coupling relationships exist between different financial markets in various countries, which are very hard to model. The couplings involve interactions between homogeneous markets from various countries (we call intra-market coupling), interactions between heterogeneous markets (inter-market coupling) and interactions between current and past market behaviors (temporal coupling). Very limited work has been done towards modeling such complex couplings, whereas some existing methods predict market movement by simply aggregating indicators from various markets but ignoring the inbuilt couplings. As a result, these methods are highly sensitive to observations, and may often fail when financial indicators change slightly. In this paper, a coupled deep belief network is designed to accommodate the above three types of couplings across financial markets. With a deep-architecture model to capture the high-level coupled features, the proposed approach can infer market trends. Experimental results on data of stock and currency markets from three countries show that our approach outperforms other baselines, from both technical and business perspectives.

Twitter, as a popular microblogging service, has become a new information channel for users to receive and exchange the mostup-to-date information on current events. However, since there is no control on how users can publish messages on Twitter, finding newsworthy events from Twitter becomes a difficult task like "finding a needle in a haystack". In this paper we propose a general unsupervised framework to explore events from tweets, which consists of a pipeline process of filtering, extraction and categorization. To filter out noisy tweets, the filtering step exploits a lexicon-based approach to separate tweets that are event-related from those that are not. Then, based on these event-related tweets, the structured representations of events are extracted and categorized automatically using an unsupervised Bayesian model without the use of any labelled data. Moreover, the categorized events are assigned with the event type labels without human intervention. The proposed framework has been evaluated on over 60 millions tweets which were collected for one month in December 2010. A precision of 70.49% is achieved in event extraction, outperforming a competitive baseline by nearly 6%. Events are also clustered into coherence groups with the automatically assigned event type label.

Microblog sentiment classification is an important research topic which has wide applications in both academia and industry. Because microblog messages are short, noisy and contain masses of acronyms and informal words, microblog sentiment classification is a very challenging task. Fortunately, collectively the contextual information about these idiosyncratic words provide knowledge about their sentiment orientations. In this paper, we propose to use the microblogs' contextual knowledge mined from a large amount of unlabeled data to help improve microblog sentiment classification. We define two kinds of contextual knowledge: word-word association and word-sentiment association. The contextual knowledge is formulated as regularization terms in supervised learning algorithms. An efficient optimization procedure is proposed to learn the model. Experimental results on benchmark datasets show that our method can consistently and significantly outperform the state-of-the-art methods.

Latent author attribute prediction in social media provides a novel set of conditions for the construction of supervised classification models. With individual authors as training and test instances, their associated content ("features") are made available incrementally over time, as they converse over discussion forums. We propose various approaches to handling this dynamic data, from traditional batch training and testing, to incremental bootstrapping, and then active learning via crowdsourcing. Our underlying model relies on an intuitive application of Bayes rule, which should be easy to adopt by the community, thus allowing for a general shift towards online modeling for social media.

Combinatory Categorial Grammar (CCG) is a lexicalized grammar formalism in which words are associated with categories that, in combination with a small universal set of rules, specify the syntactic configurations in which they may occur. Categories are selected from a large, recursively-defined set; this leads to high word-to-category ambiguity, which is one of the primary factors that make learning CCG parsers difficult, especially in the face of little data. Previous work has shown that learning sequence models for CCG tagging can be improved by using linguistically-motivated prior probability distributions over potential categories. We extend this approach to the task of learning a CCG parser from weak supervision. We present a Bayesian formulation for CCG parser induction that assumes only supervision in the form of an incomplete tag dictionary mapping some word types to sets of potential categories. Our approach outperforms a baseline model trained with uniform priors by exploiting universal, intrinsic properties of the CCG formalism to bias the model toward simpler, more cross-linguistically common categories.

Manually labeling documents for training a text classifier is expensive and time-consuming. Moreover, a classifier trained on labeled documents may suffer from overfitting and adaptability problems. Dataless text classification (DLTC) has been proposed as a solution to these problems, since it does not require labeled documents. Previous research in DLTC has used explicit semantic analysis of Wikipedia content to measure semantic distance between documents, which is in turn used to classify test documents based on nearest neighbours. The semantic-based DLTC method has a major drawback in that it relies on a large-scale, finely-compiled semantic knowledge base, which is difficult to obtain in many scenarios. In this paper we propose a novel kind of model, descriptive LDA (DescLDA), which performs DLTC with only category description words and unlabeled documents. In DescLDA, the LDA model is assembled with a describing device to infer Dirichlet priors from prior descriptive documents created with category description words. The Dirichlet priors are then used by LDA to induce category-aware latent topics from unlabeled documents. Experimental results with the 20Newsgroups and RCV1 datasets show that: (1) our DLTC method is more effective than the semantic-based DLTC baseline method; and (2) the accuracy of our DLTC method is very close to state-of-the-art supervised text classification methods. As neither external knowledge resources nor labeled documents are required, our DLTC method is applicable to a wider range of scenarios.

In the analysis and diagnosis of many diseases, such as the Alzheimer's disease (AD), two important and related tasks are usually required: i) selecting genetic and phenotypical markers for diagnosis, and ii) identifying associations between genetic and phenotypical features. While previous studies treat these two tasks separately, they are tightly coupled due to the same underlying biological basis. To harness their potential benefits for each other, we propose a new sparse Bayesian approach to jointly carry out the two important and related tasks. In our approach, we extract common latent features from different data sources by sparse projection matrices and then use the latent features to predict disease severity levels; in return, the disease status can guide the learning of sparse projection matrices, which not only reveal interactions between data sources but also select groups of related biomarkers. In order to boost the learning of sparse projection matrices, we further incorporate graph Laplacian priors encoding the valuable linkage disequilibrium (LD) information. To efficiently estimate the model, we develop a variational inference algorithm. Analysis on an imaging genetics dataset for AD study shows that our model discovers biologically meaningful associations between single nucleotide polymorphisms (SNPs) and magnetic resonance imaging (MRI) features, and achieves significantly higher accuracy for predicting ordinal AD stages than competitive methods.

There has been an increasing interest in exploring signed networks with positive and negative links in that they contain more information than unsigned networks. As fundamental problems of signed network analysis, community detection and sign (or attitude) prediction are still primary challenges. To address them, we propose a generative Bayesian approach, in which 1) a signed stochastic blockmodel is proposed to characterize the community structure in context of signed networks, by means of explicitly formulating the distributions of both density and frustration of signed links from a stochastic perspective, and 2) a model learning algorithm is proposed by theoretically deriving a variational Bayes EM for parameter estimation and a variation based approximate evidence for model selection. Through the comparisons with state-of-the-art methods on synthetic and real-world networks, the proposed approach shows its superiority in both community detection and sign prediction for exploratory networks.

Quantile regression deals with the problem of computing robust estimators when the conditional mean and standard deviation of the predicted function are inadequate to capture its variability. The technique has an extensive list of applications, including health sciences, ecology and finance. In this work we present a non-parametric method of inferring quantiles and derive a novel Variational Bayesian (VB) approximation to the marginal likelihood, leading to an elegant Expectation Maximisation algorithm for learning the model. Our method is nonparametric, has strong convergence guarantees, and can deal with nonsymmetric quantiles seamlessly. We compare the method to other parametric and non-parametric Bayesian techniques, and alternative approximations based on expectation propagation demonstrating the benefits of our framework in toy problems and real datasets.

Object recognition systems can be unreliable when run in isolation depending on only image based features, but their performance can be improved when taking scene context into account. In this paper, we present techniques to model and infer object labels in real scenes based on a variety of spatial relations — geometric features which capture how objects co-occur — and compare their efficacy in the context of augmenting perception based object classification in real-world table-top scenes. We utilise a long-term dataset of office table-tops for qualitatively comparing the performances of these techniques. On this dataset, we show that more intricate techniques, have a superior performance but do not generalise well on small training data. We also show that techniques using coarser information perform crudely but sufficiently well in standalone scenarios and generalise well on small training data. We conclude the paper, expanding on the insights we have gained through these comparisons and comment on a few fundamental topics with respect to long-term autonomous robots.