Community detection is an important task in network analysis, in which we aim to learn a network partition that groups together vertices with similar community-level connectivity patterns. By finding such groups of vertices with similar structural roles, we extract a compact representation of the network's large-scale structure, which can facilitate its scientific interpretation and the prediction of unknown or future interactions. Popular approaches, including the stochastic block model, assume edges are unweighted, which limits their utility by throwing away potentially useful information. We introduce the `weighted stochastic block model' (WSBM), which generalizes the stochastic block model to networks with edge weights drawn from any exponential family distribution. This model learns from both the presence and weight of edges, allowing it to discover structure that would otherwise be hidden when weights are discarded or thresholded. We describe a Bayesian variational algorithm for efficiently approximating this model's posterior distribution over latent block structures. We then evaluate the WSBM's performance on both edge-existence and edge-weight prediction tasks for a set of real-world weighted networks. In all cases, the WSBM performs as well or better than the best alternatives on these tasks.

We introduce the first unified theory for target tracking using Multiple Hypothesis Tracking, Topological Data Analysis, and machine learning. Our string of innovations are 1) robust topological features are used to encode behavioral information, 2) statistical models are fitted to distributions over these topological features, and 3) the target type classification methods of Wigren and Bar Shalom et al. are employed to exploit the resulting likelihoods for topological features inside of the tracking procedure. To demonstrate the efficacy of our approach, we test our procedure on synthetic vehicular data generated by the Simulation of Urban Mobility package.

Networks are a unifying framework for modeling complex systems and network inference problems are frequently encountered in many fields. Here, I develop and apply a generative approach to network inference (RCweb) for the case when the network is sparse and the latent (not observed) variables affect the observed ones. From all possible factor analysis (FA) decompositions explaining the variance in the data, RCweb selects the FA decomposition that is consistent with a sparse underlying network. The sparsity constraint is imposed by a novel method that significantly outperforms (in terms of accuracy, robustness to noise, complexity scaling, and computational efficiency) Bayesian methods and MLE methods using l1 norm relaxation such as K-SVD and l1--based sparse principle component analysis (PCA). Results from simulated models demonstrate that RCweb recovers exactly the model structures for sparsity as low (as non-sparse) as 50% and with ratio of unobserved to observed variables as high as 2. RCweb is robust to noise, with gradual decrease in the parameter ranges as the noise level increases.

We present an efficient exact algorithm for estimating state sequences from outputs or observations in imprecise hidden Markov models (iHMMs). The uncertainty linking one state to the next, and that linking a state to its output, is represented by a set of probability mass functions instead of a single such mass function. We consider as best estimates for state sequences the maximal sequences for the posterior joint state model conditioned on the observed output sequence, associated with a gain function that is the indicator of the state sequence. This corresponds to and generalises finding the state sequence with the highest posterior probability in (precise-probabilistic) HMMs, thereby making our algorithm a generalisation of the one by Viterbi. We argue that the computational complexity of our algorithm is at worst quadratic in the length of the iHMM, cubic in the number of states, and essentially linear in the number of maximal state sequences. An important feature of our imprecise approach is that there may be more than one maximal sequence, typically in those instances where its precise-probabilistic counterpart is sensitive to the choice of prior. For binary iHMMs, we investigate experimentally how the number of maximal state sequences depends on the model parameters. We also present an application in optical character recognition, demonstrating that our algorithm can be usefully applied to robustify the inferences made by its precise-probabilistic counterpart.

Bayesian mixture models are widely applied for unsupervised learning and exploratory data analysis. Markov chain Monte Carlo based on Gibbs sampling and split-merge moves are widely used for inference in these models. However, both methods are restricted to limited types of transitions and suffer from torpid mixing and low accept rates even for problems of modest size. We propose a method that considers a broader range of transitions that are close to equilibrium by exploiting multiple chains in parallel and using the past states adaptively to inform the proposal distribution. The method significantly improves on Gibbs and split-merge sampling as quantified using convergence diagnostics and acceptance rates. Adaptive MCMC methods which use past states to inform the proposal distribution has given rise to many ingenious sampling schemes for continuous problems and the present work can be seen as an important first step in bringing these benefits to partition-based problems

In Stochastic blockmodels, which are among the most prominent statistical models for cluster analysis of complex networks, clusters are defined as groups of nodes with statistically similar link probabilities within and between groups. A recent extension by Karrer and Newman incorporates a node degree correction to model degree heterogeneity within each group. Although this demonstrably leads to better performance on several networks it is not obvious whether modelling node degree is always appropriate or necessary. We formulate the degree corrected stochastic blockmodel as a non-parametric Bayesian model, incorporating a parameter to control the amount of degree correction which can then be inferred from data. Additionally, our formulation yields principled ways of inferring the number of groups as well as predicting missing links in the network which can be used to quantify the model's predictive performance. On synthetic data we demonstrate that including the degree correction yields better performance both on recovering the true group structure and predicting missing links when degree heterogeneity is present, whereas performance is on par for data with no degree heterogeneity within clusters. On seven real networks (with no ground truth group structure available) we show that predictive performance is about equal whether or not degree correction is included; however, for some networks significantly fewer clusters are discovered when correcting for degree indicating that the data can be more compactly explained by clusters of heterogenous degree nodes.

Latent force models (LFM) are principled approaches to incorporating solutions to differential equations within non-parametric inference methods. Unfortunately, the development and application of LFMs can be inhibited by their computational cost, especially when closed-form solutions for the LFM are unavailable, as is the case in many real world problems where these latent forces exhibit periodic behaviour. Given this, we develop a new sparse representation of LFMs which considerably improves their computational efficiency, as well as broadening their applicability, in a principled way, to domains with periodic or near periodic latent forces. Our approach uses a linear basis model to approximate one generative model for each periodic force. We assume that the latent forces are generated from Gaussian process priors and develop a linear basis model which fully expresses these priors. We apply our approach to model the thermal dynamics of domestic buildings and show that it is effective at predicting day-ahead temperatures within the homes. We also apply our approach within queueing theory in which quasi-periodic arrival rates are modelled as latent forces. In both cases, we demonstrate that our approach can be implemented efficiently using state-space methods which encode the linear dynamic systems via LFMs. Further, we show that state estimates obtained using periodic latent force models can reduce the root mean squared error to 17% of that from non-periodic models and 27% of the nearest rival approach which is the resonator model.

We present a system that demonstrates how the compositional structure of events, in concert with the compositional structure of language, can interplay with the underlying focusing mechanisms in video action recognition, thereby providing a medium, not only for top-down and bottom-up integration, but also for multi-modal integration between vision and language. We show how the roles played by participants (nouns), their characteristics (adjectives), the actions performed (verbs), the manner of such actions (adverbs), and changing spatial relations between participants (prepositions) in the form of whole sentential descriptions mediated by a grammar, guides the activity-recognition process. Further, the utility and expressiveness of our framework is demonstrated by performing three separate tasks in the domain of multi-activity videos: sentence-guided focus of attention, generation of sentential descriptions of video, and query-based video search, simply by leveraging the framework in different manners.

Nonnegative matrix factorization (NMF) with group sparsity constraints is formulated as a probabilistic graphical model and, assuming some observed data have been generated by the model, a feasible variational Bayesian algorithm is derived for learning model parameters. When used in a supervised learning scenario, NMF is most often utilized as an unsupervised feature extractor followed by classification in the obtained feature subspace. Having mapped the class labels to a more general concept of groups which underlie sparsity of the coefficients, what the proposed group sparse NMF model allows is incorporating class label information to find low dimensional label-driven dictionaries which not only aim to represent the data faithfully, but are also suitable for class discrimination. Experiments performed in face recognition and facial expression recognition domains point to advantages of classification in such label-driven feature subspaces over classification in feature subspaces obtained in an unsupervised manner.

Kernel methods have revolutionized the fields of pattern recognition and machine learning. Their success, however, critically depends on the choice of kernel parameters. Using Gaussian process (GP) classification as a working example, this paper focuses on Bayesian inference of covariance (kernel) parameters using Markov chain Monte Carlo (MCMC) methods. The motivation is that, compared to standard optimization of kernel parameters, they have been systematically demonstrated to be superior in quantifying uncertainty in predictions. Recently, the Pseudo-Marginal MCMC approach has been proposed as a practical inference tool for GP models. In particular, it amounts in replacing the analytically intractable marginal likelihood by an unbiased estimate obtainable by approximate methods and importance sampling. After discussing the potential drawbacks in employing importance sampling, this paper proposes the application of annealed importance sampling. The results empirically demonstrate that compared to importance sampling, annealed importance sampling can reduce the variance of the estimate of the marginal likelihood exponentially in the number of data at a computational cost that scales only polynomially. The results on real data demonstrate that employing annealed importance sampling in the Pseudo-Marginal MCMC approach represents a step forward in the development of fully automated exact inference engines for GP models.