The two key issues of modern Bayesian statistics are: (i) establishing principled approach for distilling statistical prior that is consistent with the given data from an initial believable scientific prior; and (ii) development of a Bayes-frequentist consolidated data analysis workflow that is more effective than either of the two separately. In this paper, we propose the idea of "Bayes via goodness of fit" as a framework for exploring these fundamental questions, in a way that is general enough to embrace almost all of the familiar probability models. Several illustrative examples show the benefit of this new point of view as a practical data analysis tool. Relationship with other Bayesian cultures is also discussed.

Viewing a data set such as the clouds of Jupiter, coherence is readily apparent to human observers, especially the Great Red Spot, but also other great storms and persistent structures. There are now many different definitions and perspectives mathematically describing coherent structures, but we will take an image processing perspective here. We describe an image processing perspective inference of coherent sets from a fluidic system directly from image data, without attempting to first model underlying flow fields, related to a concept in image processing called motion tracking. In contrast to standard spectral methods for image processing which are generally related to a symmetric affinity matrix, leading to standard spectral graph theory, we need a not symmetric affinity which arises naturally from the underlying arrow of time. We develop an anisotropic, directed diffusion operator corresponding to flow on a directed graph, from a directed affinity matrix developed with coherence in mind, and corresponding spectral graph theory from the graph Laplacian. Our methodology is not offered as more accurate than other traditional methods of finding coherent sets, but rather our approach works with alternative kinds of data sets, in the absence of vector field. Our examples will include partitioning the weather and cloud structures of Jupiter, and a local to Potsdam, N.Y. lake-effect snow event on Earth, as well as the benchmark test double-gyre system.

Correlated component analysis as proposed by Dmochowski et al. (2012) is a tool for investigating brain process similarity in the responses to multiple views of a given stimulus. Correlated components are identified under the assumption that the involved spatial networks are identical. Here we propose a hierarchical probabilistic model that can infer the level of universality in such multi-view data, from completely unrelated representations, corresponding to canonical correlation analysis, to identical representations as in correlated component analysis. This new model, which we denote Bayesian correlated component analysis, evaluates favourably against three relevant algorithms in simulated data. A well-established benchmark EEG dataset is used to further validate the new model and infer the variability of spatial representations across multiple subjects.

We propose a family of variational approximations to Bayesian posterior distributions, called $\alpha$-VB, with provable statistical guarantees. The standard variational approximation is a special case of $\alpha$-VB with $\alpha=1$. When $\alpha \in(0,1]$, a novel class of variational inequalities are developed for linking the Bayes risk under the variational approximation to the objective function in the variational optimization problem, implying that maximizing the evidence lower bound in variational inference has the effect of minimizing the Bayes risk within the variational density family. Operating in a frequentist setup, the variational inequalities imply that point estimates constructed from the $\alpha$-VB procedure converge at an optimal rate to the true parameter in a wide range of problems. We illustrate our general theory with a number of examples, including the mean-field variational approximation to (low)-high-dimensional Bayesian linear regression with spike and slab priors, mixture of Gaussian models, latent Dirichlet allocation, and (mixture of) Gaussian variational approximation in regular parametric models.

The Wallenius distribution is a generalisation of the Hypergeometric distribution where weights are assigned to balls of different colours. This naturally defines a model for ranking categories which can be used for classification purposes. Since, in general, the resulting likelihood is not analytically available, we adopt an approximate Bayesian computational (ABC) approach for estimating the importance of the categories. We illustrate the performance of the estimation procedure on simulated datasets. Finally, we use the new model for analysing two datasets about movies ratings and Italian academic statisticians' journal preferences. The latter is a novel dataset collected by the authors.

In my last blog, I discussed k-Nearest Neighbor machine learning algorithms with an example that was hopefully easy to understand for beginners. During the summer of 2017 I began a five-part series on types of machine learning. That series included more details about K-means clustering, Singular Value Decomposition, Principal Component Analysis, Apriori and Frequent Pattern-Growth. Today I want to expand on the ideas presented in my Naive Bayes "Data Science in 90 Seconds" You Tube video and continue the discussion in plain language. If you recall from earlier discussions, unsupervised machine learning is the'task of inferring a function to describe hidden structure from unlabeled data'.

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep learning models have become more common, RNNs have been used to forecast increasingly complicated systems. Dynamical spatio-temporal processes represent a class of complex systems that can potentially benefit from these types of models. Although the RNN literature is expansive and highly developed, uncertainty quantification is often ignored. Even when considered, the uncertainty is generally quantified without the use of a rigorous framework, such as a fully Bayesian setting. Here we attempt to quantify uncertainty in a more formal framework while maintaining the forecast accuracy that makes these models appealing, by presenting a Bayesian RNN model for nonlinear spatio-temporal forecasting. Additionally, we make simple modifications to the basic RNN to help accommodate the unique nature of nonlinear spatio-temporal data. The proposed model is applied to a Lorenz simulation and two real-world nonlinear spatio-temporal forecasting applications.

The restricted Boltzmann machine (RBM) is one of the fundamental building blocks of deep learning. RBM finds wide applications in dimensional reduction, feature extraction, and recommender systems via modeling the probability distributions of a variety of input data including natural images, speech signals, and customer ratings, etc. We build a bridge between RBM and tensor network states (TNS) widely used in quantum many-body physics research. We devise efficient algorithms to translate an RBM into the commonly used TNS. Conversely, we give sufficient and necessary conditions to determine whether a TNS can be transformed into an RBM of given architectures. Revealing these general and constructive connections can cross-fertilize both deep learning and quantum many-body physics. Notably, by exploiting the entanglement entropy bound of TNS, we can rigorously quantify the expressive power of RBM on complex data sets. Insights into TNS and its entanglement capacity can guide the design of more powerful deep learning architectures. On the other hand, RBM can represent quantum many-body states with fewer parameters compared to TNS, which may allow more efficient classical simulations.

Melanoma is the deadliest form of skin cancer. Computer systems can assist in melanoma detection, but are not widespread in clinical practice. In 2016, an open challenge in classification of dermoscopic images of skin lesions was announced. A training set of 900 images with corresponding class labels and semi-automatic/manual segmentation masks was released for the challenge. An independent test set of 379 images was used to rank the participants. This article demonstrates the impact of ranking criteria, segmentation method and classifier, and highlights the clinical perspective. We compare five different measures for diagnostic accuracy by analysing the resulting ranking of the computer systems in the challenge. Choice of performance measure had great impact on the ranking. Systems that were ranked among the top three for one measure, dropped to the bottom half when changing performance measure. Nevus Doctor, a computer system previously developed by the authors, was used to investigate the impact of segmentation and classifier. The unexpected small impact of automatic versus semi-automatic/manual segmentation suggests that improvements of the automatic segmentation method w.r.t. resemblance to semi-automatic/manual segmentation will not improve diagnostic accuracy substantially. A small set of similar classification algorithms are used to investigate the impact of classifier on the diagnostic accuracy. The variability in diagnostic accuracy for different classifier algorithms was larger than the variability for segmentation methods, and suggests a focus for future investigations. From a clinical perspective, the misclassification of a melanoma as benign has far greater cost than the misclassification of a benign lesion. For computer systems to have clinical impact, their performance should be ranked by a high-sensitivity measure.

Neuromorphic hardware tends to pose limits on the connectivity of deep networks that one can run on them. But also generic hardware and software implementations of deep learning run more efficiently for sparse networks. Several methods exist for pruning connections of a neural network after it was trained without connectivity constraints. We present an algorithm, DEEP R, that enables us to train directly a sparsely connected neural network. DEEP R automatically rewires the network during supervised training so that connections are there where they are most needed for the task, while its total number is all the time strictly bounded. We demonstrate that DEEP R can be used to train very sparse feedforward and recurrent neural networks on standard benchmark tasks with just a minor loss in performance. DEEP R is based on a rigorous theoretical foundation that views rewiring as stochastic sampling of network configurations from a posterior.