Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact solution is NP-hard even for a restricted class of Gaussian Markov random fields, called Gaussian free fields, which arise in semi-supervised learning and computer vision. We then give a simple greedy approximation algorithm for Gaussian free fields on arbitrary graphs. Finally, we give a message passing algorithm for general Gaussian Markov random fields on bounded tree-width graphs.

We address the problem of automatic generation of features for value function approximation. Bellman Error Basis Functions (BEBFs) have been shown to improve the error of policy evaluation with function approximation, with a convergence rate similar to that of value iteration. We propose a simple, fast and robust algorithm based on random projections to generate BEBFs for sparse feature spaces. We provide a finite sample analysis of the proposed method, and prove that projections logarithmic in the dimension of the original space are enough to guarantee contraction in the error. Empirical results demonstrate the strength of this method.

For the past few decades, man has been trying to create an intelligent computer which can talk and respond like he can. The task of creating a system that can talk like a human being is the primary objective of Automatic Speech Recognition. Various Speech Recognition techniques have been developed in theory and have been applied in practice. This paper discusses the problems that have been encountered in developing Speech Recognition, the techniques that have been applied to automate the task, and a representation of the core problems of present day Speech Recognition by using Fuzzy Mathematics.

We consider the restless Markov bandit problem, in which the state of each arm evolves according to a Markov process independently of the learner's actions. We suggest an algorithm that after $T$ steps achieves $\tilde{O}(\sqrt{T})$ regret with respect to the best policy that knows the distributions of all arms. No assumptions on the Markov chains are made except that they are irreducible. In addition, we show that index-based policies are necessarily suboptimal for the considered problem.

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particularly if we wish to learn or encode non-geometric state durations. We can extend the HDP-HMM to capture such structure by drawing upon explicit-duration semi-Markovianity, which has been developed mainly in the parametric frequentist setting, to allow construction of highly interpretable models that admit natural prior information on state durations. In this paper we introduce the explicit-duration Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM) and develop sampling algorithms for efficient posterior inference. The methods we introduce also provide new methods for sampling inference in the finite Bayesian HSMM. Our modular Gibbs sampling methods can be embedded in samplers for larger hierarchical Bayesian models, adding semi-Markov chain modeling as another tool in the Bayesian inference toolbox. We demonstrate the utility of the HDP-HSMM and our inference methods on both synthetic and real experiments.

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics (e.g., the EM algorithm) which are prone to failure, and existing consistent methods are unfavorable due to their high computational and sample complexity which typically scale exponentially with the number of mixture components. This work develops an efficient method of moments approach to parameter estimation for a broad class of high-dimensional mixture models with many components, including multi-view mixtures of Gaussians (such as mixtures of axis-aligned Gaussians) and hidden Markov models. The new method leads to rigorous unsupervised learning results for mixture models that were not achieved by previous works; and, because of its simplicity, it offers a viable alternative to EM for practical deployment.

RGB-D cameras, which give an RGB image to- gether with depths, are becoming increasingly popular for robotic perception. In this paper, we address the task of detecting commonly found objects in the 3D point cloud of indoor scenes obtained from such cameras. Our method uses a graphical model that captures various features and contextual relations, including the local visual appearance and shape cues, object co-occurence relationships and geometric relationships. With a large number of object classes and relations, the model's parsimony becomes important and we address that by using multiple types of edge potentials. We train the model using a maximum-margin learning approach. In our experiments over a total of 52 3D scenes of homes and offices (composed from about 550 views), we get a performance of 84.06% and 73.38% in labeling office and home scenes respectively for 17 object classes each. We also present a method for a robot to search for an object using the learned model and the contextual information available from the current labelings of the scene. We applied this algorithm successfully on a mobile robot for the task of finding 12 object classes in 10 different offices and achieved a precision of 97.56% with 78.43% recall.

The technological applications of hidden Markov models have been extremely diverse and successful, including natural language processing, gesture recognition, gene sequencing, and Kalman filtering of physical measurements. HMMs are highly non-linear statistical models, and just as linear models are amenable to linear algebraic techniques, non-linear models are amenable to commutative algebra and algebraic geometry. This paper closely examines HMMs in which all the hidden random variables are binary. Its main contributions are (1) a birational parametrization for every such HMM, with an explicit inverse for recovering the hidden parameters in terms of observables, (2) a semialgebraic model membership test for every such HMM, and (3) minimal defining equations for the 4-node fully binary model, comprising 21 quadrics and 29 cubics, which were computed using Grobner bases in the cumulant coordinates of Sturmfels and Zwiernik. The new model parameters in (1) are rationally identifiable in the sense of Sullivant, Garcia-Puente, and Spielvogel, and each model's Zariski closure is therefore a rational projective variety of dimension 5. Grobner basis computations for the model and its graph are found to be considerably faster using these parameters. In the case of two hidden states, item (2) supersedes a previous algorithm of Schonhuth which is only generically defined, and the defining equations (3) yield new invariants for HMMs of all lengths $\geq 4$. Such invariants have been used successfully in model selection problems in phylogenetics, and one can hope for similar applications in the case of HMMs.

Recognizing group activities is challenging due to the difficulties in isolating individual entities, finding the respective roles played by the individuals and representing the complex interactions among the participants. Individual actions and group activities in videos can be represented in a common framework as they share the following common feature: both are composed of a set of low-level features describing motions, e.g., optical flow for each pixel or a trajectory for each feature point, according to a set of composition constraints in both temporal and spatial dimensions. In this paper, we present a unified model to assess the similarity between two given individual or group activities. Our approach avoids explicit extraction of individual actors, identifying and representing the inter-person interactions. With the proposed approach, retrieval from a video database can be performed through Query-by-Example; and activities can be recognized by querying videos containing known activities. The suggested video matching process can be performed in an unsupervised manner. We demonstrate the performance of our approach by recognizing a set of human actions and football plays.

We derive expressions for the predicitive information rate (PIR) for the class of autoregressive Gaussian processes AR(N), both in terms of the prediction coefficients and in terms of the power spectral density. The latter result suggests a duality between the PIR and the multi-information rate for processes with mutually inverse power spectra (i.e. with poles and zeros of the transfer function exchanged). We investigate the behaviour of the PIR in relation to the multi-information rate for some simple examples, which suggest, somewhat counter-intuitively, that the PIR is maximised for very `smooth' AR processes whose power spectra have multiple poles at zero frequency. We also obtain results for moving average Gaussian processes which are consistent with the duality conjectured earlier. One consequence of this is that the PIR is unbounded for MA(N) processes.