During broadcast events such as the Superbowl, the U.S. Presidential and Primary debates, etc., Twitter has become the de facto platform for crowds to share perspectives and commentaries about them. Given an event and an associated large-scale collection of tweets, there are two fundamental research problems that have been receiving increasing attention in recent years. One is to extract the topics covered by the event and the tweets; the other is to segment the event. So far these problems have been viewed separately and studied in isolation. In this work, we argue that these problems are in fact inter-dependent and should be addressed together. We develop a joint Bayesian model that performs topic modeling and event segmentation in one unified framework. We evaluate the proposed model both quantitatively and qualitatively on two large-scale tweet datasets associated with two events from different domains to show that it improves significantly over baseline models.

Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be efficiently simulated, Bayesian inference is still possible thanks to the Approximate Bayesian Computation (ABC) algorithm. Although many refinements have been suggested, ABC inference is still far from routine. ABC is often excruciatingly slow due to very low acceptance rates. In addition, ABC requires introducing a vector of "summary statistics", the choice of which is relatively arbitrary, and often require some trial and error, making the whole process quite laborious for the user. We introduce in this work the EP-ABC algorithm, which is an adaptation to the likelihood-free context of the variational approximation algorithm known as Expectation Propagation (Minka, 2001). The main advantage of EP-ABC is that it is faster by a few orders of magnitude than standard algorithms, while producing an overall approximation error which is typically negligible. A second advantage of EP-ABC is that it replaces the usual global ABC constraint on the vector of summary statistics computed on the whole dataset, by n local constraints of the form that apply separately to each data-point. As a consequence, it is often possible to do away with summary statistics entirely. In that case, EP-ABC approximates directly the evidence (marginal likelihood) of the model. Comparisons are performed in three real-world applications which are typical of likelihood-free inference, including one application in neuroscience which is novel, and possibly too challenging for standard ABC techniques.

We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior distribution, and the increase of the number of unknown latent variables as the number of target classes grows. Expectation propagation (EP) has proven to be a very accurate method for approximate inference but the existing EP approaches for the multinomial probit GP classification rely on numerical quadratures or independence assumptions between the latent values from different classes to facilitate the computations. In this paper, we propose a novel nested EP approach which does not require numerical quadratures, and approximates accurately all between-class posterior dependencies of the latent values, but still scales linearly in the number of classes. The predictive accuracy of the nested EP approach is compared to Laplace, variational Bayes, and Markov chain Monte Carlo (MCMC) approximations with various benchmark data sets. In the experiments nested EP was the most consistent method with respect to MCMC sampling, but the differences between the compared methods were small if only the classification accuracy is concerned.

Images obtained with coherent illumination, as is the case of sonar, ultrasound-B, laser and Synthetic Aperture Radar -- SAR, are affected by speckle noise which reduces the ability to extract information from the data. Specialized techniques are required to deal with such imagery, which has been modeled by the G0 distribution and under which regions with different degrees of roughness and mean brightness can be characterized by two parameters; a third parameter, the number of looks, is related to the overall signal-to-noise ratio. Assessing distances between samples is an important step in image analysis; they provide grounds of the separability and, therefore, of the performance of classification procedures. This work derives and compares eight stochastic distances and assesses the performance of hypothesis tests that employ them and maximum likelihood estimation. We conclude that tests based on the triangular distance have the closest empirical size to the theoretical one, while those based on the arithmetic-geometric distances have the best power. Since the power of tests based on the triangular distance is close to optimum, we conclude that the safest choice is using this distance for hypothesis testing, even when compared with classical distances as Kullback-Leibler and Bhattacharyya.

The task of matching co-referent records is known among other names as rocord linkage. For large record-linkage problems, often there is little or no labeled data available, but unlabeled data shows a reasonable clear structure. For such problems, unsupervised or semi-supervised methods are preferable to supervised methods. In this paper, we describe a hierarchical graphical model framework for the linakge-problem in an unsupervised setting. In addition to proposing new methods, we also cast existing unsupervised probabilistic record-linkage methods in this framework. Some of the techniques we propose to minimize overfitting in the above model are of interest in the general graphical model setting. We describe a method for incorporating monotinicity constraints in a graphical model. We also outline a bootstrapping approach of using "single-field" classifiers to noisily label latent variables in a hierarchical model. Experimental results show that our proposed unsupervised methods perform quite competitively even with fully supervised record-linkage methods.

Mixtures of truncated exponentials (MTE) potentials are an alternative to discretization for representing continuous chance variables in influence diagrams. Also, MTE potentials can be used to approximate utility functions. This paper introduces MTE influence diagrams, which can represent decision problems without restrictions on the relationships between continuous and discrete chance variables, without limitations on the distributions of continuous chance variables, and without limitations on the nature of the utility functions. In MTE influence diagrams, all probability distributions and the joint utility function (or its multiplicative factors) are represented by MTE potentials and decision nodes are assumed to have discrete state spaces. MTE influence diagrams are solved by variable elimination using a fusion algorithm.

Ancestral graph models, introduced by Richardson and Spirtes (2002), generalize both Markov random fields and Bayesian networks to a class of graphs with a global Markov property that is closed under conditioning and marginalization. By design, ancestral graphs encode precisely the conditional independence structures that can arise from Bayesian networks with selection and unobserved (hidden/latent) variables. Thus, ancestral graph models provide a potentially very useful framework for exploratory model selection when unobserved variables might be involved in the data-generating process but no particular hidden structure can be specified. In this paper, we present the Iterative Conditional Fitting (ICF) algorithm for maximum likelihood estimation in Gaussian ancestral graph models. The name reflects that in each step of the procedure a conditional distribution is estimated, subject to constraints, while a marginal distribution is held fixed. This approach is in duality to the well-known Iterative Proportional Fitting algorithm, in which marginal distributions are fitted while conditional distributions are held fixed.

Although information extraction and coreference resolution appear together in many applications, most current systems perform them as independent steps. This paper describes an approach to integrated inference for extraction and coreference based on conditionally-trained undirected graphical models. We discuss the advantages of conditional probability training, and of a coreference model structure based on graph partitioning. On a data set of research paper citations, we show significant reduction in error by using extraction uncertainty to improve coreference citation matching accuracy, and using coreference to improve the accuracy of the extracted fields.

Classical learning assumes the learner is given a labeled data sample, from which it learns a model. The field of Active Learning deals with the situation where the learner begins not with a training sample, but instead with resources that it can use to obtain information to help identify the optimal model. To better understand this task, this paper presents and analyses the simplified "(budgeted) active model selection" version, which captures the pure exploration aspect of many active learning problems in a clean and simple problem formulation. Here the learner can use a fixed budget of "model probes" (where each probe evaluates the specified model on a random indistinguishable instance) to identify which of a given set of possible models has the highest expected accuracy. Our goal is a policy that sequentially determines which model to probe next, based on the information observed so far. We present a formal description of this task, and show that it is NPhard in general. We then investigate a number of algorithms for this task, including several existing ones (eg, "Round-Robin", "Interval Estimation", "Gittins") as well as some novel ones (e.g., "Biased-Robin"), describing first their approximation properties and then their empirical performance on various problem instances. We observe empirically that the simple biased-robin algorithm significantly outperforms the other algorithms in the case of identical costs and priors.

We intro duce the author-topic mo del, a generative mo del for do cuments that extends Latent Dirichlet Allo cation (LDA; Blei, Ng, & Jordan, 2003) to include authorship information. Each author is asso ciated with a multinomial distribution over topics and each topic is asso ciated with a multinomial distribution over words. A do cument with multiple authors is mo deled as a distribution over topics that is a mixture of the distributions asso ci-ated with the authors. We apply the mo del to a collection of 1,700 NIPS conference pap ers and 160,000 CiteSeer abstracts. Exact inference is intractable for these datasets and we use Gibbs sampling to estimate the topic and author distributions. We compare the p erformance with two other generative mo d-els for do cuments, which are sp ecial cases of the author-topic mo del: LDA (a topic mo del) and a simple author mo del in which each author is asso ciated with a distribution over words rather than a distribution over topics. We show topics recovered by the author-topic mo del, and demonstrate applications to computing similarity b etween authors and entropy of author output.