In this paper, we derive a second order mean field theory for directed graphical probability models. By using an information theoretic argument itis shown how this can be done in the absense of a partition function. This method is a direct generalisation of the well-known TAP approximation for Boltzmann Machines. In a numerical example, it is shown that the method greatly improves the first order mean field approximation. Fora restricted class of graphical models, so-called single overlap graphs, the second order method has comparable complexity to the first order method. For sigmoid belief networks, the method is shown to be particularly fast and effective.

We use graphical models to explore the question of how people learn simple causalrelationships from data. The two leading psychological theories canboth be seen as estimating the parameters of a fixed graph. We argue that a complete account of causal induction should also consider how people learn the underlying causal graph structure, and we propose to model this inductive process as a Bayesian inference. Our argument is supported through the discussion of three data sets. 1 Introduction Causality plays a central role in human mental life. Our behavior depends upon our understanding ofthe causal structure of our environment, and we are remarkably good at inferring causation from mere observation. Constructing formal models of causal induction is currently a major focus of attention in computer science [7], psychology [3,6], and philosophy [5].This paper attempts to connect these literatures, by framing the debate between two major psychological theories in the computational language of graphical models. We show that existing theories equate human causal induction with maximum likelihood parameter estimationon a fixed graphical structure, and we argue that to fully account for human behavioral data, we must also postulate that people make Bayesian inferences about the underlying causal graph structure itself.

We present a simple sparse greedy technique to approximate the maximum a posteriori estimate of Gaussian Processes with much improved scaling behaviour in the sample size m.

A central issue in principal component analysis (PCA) is choosing the number of principal components to be retained. By interpreting PCA as density estimation, we show how to use Bayesian model selection to estimate thetrue dimensionality of the data. The resulting estimate is simple to compute yet guaranteed to pick the correct dimensionality, given enough data. The estimate involves an integral over the Steifel manifold of k-frames, which is difficult to compute exactly. But after choosing an appropriate parameterization and applying Laplace's method, an accurate andpractical estimator is obtained. In simulations, it is convincingly better than cross-validation and other proposed algorithms, plus it runs much faster.

This paper presents a unified probabilistic framework for denoising and dereverberation of speech signals. The framework transforms the denoising anddereverberation problems into Bayes-optimal signal estimation. The key idea is to use a strong speech model that is pre-trained on a large data set of clean speech. Computational efficiency is achieved by using variational EM, working in the frequency domain, and employing conjugate priors. The framework covers both single and multiple microphones. Weapply this approach to noisy reverberant speech signals and get results substantially better than standard methods.

We present an algorithm that samples the hypothesis space of kernel classifiers.Given a uniform prior over normalised weight vectors and a likelihood based on a model of label noise leads to a piecewise constantposterior that can be sampled by the kernel Gibbs sampler (KGS). The KGS is a Markov Chain Monte Carlo method that chooses a random direction in parameter space and samples from the resulting piecewise constant density along the line chosen. The KGS can be used as an analytical tool for the exploration of Bayesian transduction, Bayes point machines, active learning, and evidence-based model selection on small data sets that are contaminated withlabel noise. For a simple toy example we demonstrate experimentally how a Bayes point machine based on the KGS outperforms anSVM that is incapable of taking into account label noise. 1 Introduction Two great ideas have dominated recent developments in machine learning: the application ofkernel methods and the popularisation of Bayesian inference. Focusing on the task of classification, various connections between the two areas exist: kernels havelong been a part of Bayesian inference in the disguise of covariance nmctions thatcharacterise priors over functions [9].

We propose a method of approximate dynamic programming for Markov decision processes (MDPs) using algebraic decision diagrams (ADDs). We produce near-optimal value functions and policies with much lower time and space requirements than exact dynamic programming. Our method reduces the sizes of the intermediate value functions generated during value iteration by replacing the values at the terminals of the ADD with ranges of values. Our method is demonstrated on a class of large MDPs (with up to 34 billion states), and we compare the results with the optimal value functions.

The mutual information of two random variables i and j with joint probabilities t_ij is commonly used in learning Bayesian nets as well as in many other fields. The chances t_ij are usually estimated by the empirical sampling frequency n_ij/n leading to a point estimate I(n_ij/n) for the mutual information. To answer questions like "is I(n_ij/n) consistent with zero?" or "what is the probability that the true mutual information is much larger than the point estimate?" one has to go beyond the point estimate. In the Bayesian framework one can answer these questions by utilizing a (second order) prior distribution p(t) comprising prior information about t. From the prior p(t) one can compute the posterior p(t|n), from which the distribution p(I|n) of the mutual information can be calculated. We derive reliable and quickly computable approximations for p(I|n). We concentrate on the mean, variance, skewness, and kurtosis, and non-informative priors. For the mean we also give an exact expression. Numerical issues and the range of validity are discussed.

I consider the problem of learning an optimal path graphical model from data and show the problem to be NP-hard for the maximum likelihood and minimum description length approaches and a Bayesian approach. This hardness result holds despite the fact that the problem is a restriction of the polynomially solvable problem of finding the optimal tree graphical model.

The chief aim of this paper is to propose mean-field approximations for a broad class of Belief networks, of which sigmoid and noisy-or networks can be seen as special cases. The approximations are based on a powerful mean-field theory suggested by Plefka. We show that Saul, Jaakkola and Jordan' s approach is the first order approximation in Plefka's approach, via a variational derivation. The application of Plefka's theory to belief networks is not computationally tractable. To tackle this problem we propose new approximations based on Taylor series. Small scale experiments show that the proposed schemes are attractive.