Probabilistic programming languages and modeling toolkits are two modular ways to build and reuse stochastic models and inference procedures. Combining strengths of both, we express models and inference as generalized coroutines in the same general-purpose language. We use existing facilities of the language, such as rich libraries, optimizing compilers, and types, to develop concise, declarative, and realistic models with competitive performance on exact and approximate inference. In particular, a wide range of models can be expressed using memoization. Because deterministic parts of models run at full speed, custom inference procedures are trivial to incorporate, and inference procedures can reason about themselves without interpretive overhead. Within this framework, we introduce a new, general algorithm for importance sampling with look-ahead.

Computational analysis of time-course data with an underlying causal structure is needed in a variety of domains, including neural spike trains, stock price movements, and gene expression levels. However, it can be challenging to determine from just the numerical time course data alone what is coordinating the visible processes, to separate the underlying prima facie causes into genuine and spurious causes and to do so with a feasible computational complexity. For this purpose, we have been developing a novel algorithm based on a framework that combines notions of causality in philosophy with algorithmic approaches built on model checking and statistical techniques for multiple hypotheses testing. The causal relationships are described in terms of temporal logic formulae, reframing the inference problem in terms of model checking. The logic used, PCTL, allows description of both the time between cause and effect and the probability of this relationship being observed. We show that equipped with these causal formulae with their associated probabilities we may compute the average impact a cause makes to its effect and then discover statistically significant causes through the concepts of multiple hypothesis testing (treating each causal relationship as a hypothesis), and false discovery control. By exploring a well-chosen family of potentially all significant hypotheses with reasonably minimal description length, it is possible to tame the algorithm's computational complexity while exploring the nearly complete search-space of all prima facie causes. We have tested these ideas in a number of domains and illustrate them here with two examples.

The fastest known exact algorithms for scorebased structure discovery in Bayesian networks on n nodes run in time and space 2nnO(1). The usage of these algorithms is limited to networks on at most around 25 nodes mainly due to the space requirement. Here, we study space-time tradeoffs for finding an optimal network structure. When little space is available, we apply the Gurevich-Shelah recurrence-originally proposed for the Hamiltonian path problem-and obtain time 22n-snO(1) in space 2snO(1) for any s = n/2, n/4, n/8, . . .; we assume the indegree of each node is bounded by a constant. For the more practical setting with moderate amounts of space, we present a novel scheme. It yields running time 2n(3/2)pnO(1) in space 2n(3/4)pnO(1) for any p = 0, 1, . . ., n/2; these bounds hold as long as the indegrees are at most 0.238n. Furthermore, the latter scheme allows easy and efficient parallelization beyond previous algorithms. We also explore empirically the potential of the presented techniques.

This paper addresses the problem of community detection in networked data that combines link and content analysis. Most existing work combines link and content information by a generative model. There are two major shortcomings with the existing approaches. First, they assume that the probability of creating a link between two nodes is determined only by the community memberships of the nodes; however other factors (e.g. popularity) could also affect the link pattern. Second, they use generative models to model the content of individual nodes, whereas these generative models are vulnerable to the content attributes that are irrelevant to communities. We propose a Bayesian framework for combining link and content information for community detection that explicitly addresses these shortcomings. A new link model is presented that introduces a random variable to capture the node popularity when deciding the link between two nodes; a discriminative model is used to determine the community membership of a node by its content. An approximate inference algorithm is presented for efficient Bayesian inference. Our empirical study shows that the proposed framework outperforms several state-of-theart approaches in combining link and content information for community detection.

Most Relevant Explanation (MRE) is a method for finding multivariate explanations for given evidence in Bayesian networks [12]. This paper studies the theoretical properties of MRE and develops an algorithm for finding multiple top MRE solutions. Our study shows that MRE relies on an implicit soft relevance measure in automatically identifying the most relevant target variables and pruning less relevant variables from an explanation. The soft measure also enables MRE to capture the intuitive phenomenon of explaining away encoded in Bayesian networks. Furthermore, our study shows that the solution space of MRE has a special lattice structure which yields interesting dominance relations among the solutions. A K-MRE algorithm based on these dominance relations is developed for generating a set of top solutions that are more representative. Our empirical results show that MRE methods are promising approaches for explanation in Bayesian networks.

This paper is concerned with the inference of the conditional independence graph G of a multivariate random vector Y of dimension n, a problem sometimes referred to as structure learning. We focus here on undirected decomposable graphs, whose popularity is mainly due to the tractable factorization they allow for the likelihood ([9, 20]); related work for directed graphical models can be found in [18]. Learning the conditional 1 independence graph G is an onerous task due to the large number of graphs on a set of n nodes, or variables. It is possible using optimization methods to find the graph which best fits the data according to some metric [23, 30, 13]; alternatively Bayesian model averaging may be used to accommodate for uncertainty in the estimated graph, or maximum a posteriori estimation may be used to select a given model from the posterior over graphs. Such an approach relies on a prior distribution π(G) over the set of decomposable graphs of a given size; through Bayes theorem, this prior is updated based on the data to give an a posteriori estimate of the distribution over graphs.

Imaging spectrometers measure electromagnetic energy scattered in their instantaneous field view in hundreds or thousands of spectral channels with higher spectral resolution than multispectral cameras. Imaging spectrometers are therefore often referred to as hyperspectral cameras (HSCs). Higher spectral resolution enables material identification via spectroscopic analysis, which facilitates countless applications that require identifying materials in scenarios unsuitable for classical spectroscopic analysis. Due to low spatial resolution of HSCs, microscopic material mixing, and multiple scattering, spectra measured by HSCs are mixtures of spectra of materials in a scene. Thus, accurate estimation requires unmixing. Pixels are assumed to be mixtures of a few materials, called endmembers. Unmixing involves estimating all or some of: the number of endmembers, their spectral signatures, and their abundances at each pixel. Unmixing is a challenging, ill-posed inverse problem because of model inaccuracies, observation noise, environmental conditions, endmember variability, and data set size. Researchers have devised and investigated many models searching for robust, stable, tractable, and accurate unmixing algorithms. This paper presents an overview of unmixing methods from the time of Keshava and Mustard's unmixing tutorial [1] to the present. Mixing models are first discussed. Signal-subspace, geometrical, statistical, sparsity-based, and spatial-contextual unmixing algorithms are described. Mathematical problems and potential solutions are described. Algorithm characteristics are illustrated experimentally.

This paper deals with chain graphs under the alternative Andersson-Madigan-Perlman (AMP) interpretation. In particular, we present a constraint based algorithm for learning an AMP chain graph a given probability distribution is faithful to. We also show that the extension of Meek's conjecture to AMP chain graphs does not hold, which compromises the development of efficient and correct score+search learning algorithms under assumptions weaker than faithfulness.

Objectives: Electronic health records (EHRs) are only a first step in capturing and utilizing health-related data - the challenge is turning that data into useful information. Furthermore, EHRs are increasingly likely to include data relating to patient outcomes, functionality such as clinical decision support, and genetic information as well, and, as such, can be seen as repositories of increasingly valuable information about patients' health conditions and responses to treatment over time. Methods: We describe a case study of 423 patients treated by Centerstone within Tennessee and Indiana in which we utilized electronic health record data to generate predictive algorithms of individual patient treatment response. Multiple models were constructed using predictor variables derived from clinical, financial and geographic data. Results: For the 423 patients, 101 deteriorated, 223 improved and in 99 there was no change in clinical condition. Based on modeling of various clinical indicators at baseline, the highest accuracy in predicting individual patient response ranged from 70-72% within the models tested. In terms of individual predictors, the Centerstone Assessment of Recovery Level - Adult (CARLA) baseline score was most significant in predicting outcome over time (odds ratio 4.1 + 2.27). Other variables with consistently significant impact on outcome included payer, diagnostic category, location and provision of case management services. Conclusions: This approach represents a promising avenue toward reducing the current gap between research and practice across healthcare, developing data-driven clinical decision support based on real-world populations, and serving as a component of embedded clinical artificial intelligences that "learn" over time.

This paper introduces a privacy-aware Bayesian approach that combines ensembles of classifiers and clusterers to perform semi-supervised and transductive learning. We consider scenarios where instances and their classification/clustering results are distributed across different data sites and have sharing restrictions. As a special case, the privacy aware computation of the model when instances of the target data are distributed across different data sites, is also discussed. Experimental results show that the proposed approach can provide good classification accuracies while adhering to the data/model sharing constraints.