Learning Graphical Models
Nonparametric inference of prior probabilities from Bayes-optimal behavior
We discuss a method for obtaining a subject's a priori beliefs from his/her behavior in a psychophysics context, under the assumption that the behavior is (nearly) optimal from a Bayesian perspective. The method is nonparametric in the sense that we do not assume that the prior belongs to any fixed class of distributions (e.g., Gaussian). Despite this increased generality, the method is relatively simple to implement, being based in the simplest case on a linear programming algorithm, and more generally on a straightforward maximum likelihood or maximum a posteriori formulation, which turns out to be a convex optimization problem (with no non-global local maxima) in many important cases. In addition, we develop methods for analyzing the uncertainty of these estimates. Wedemonstrate the accuracy of the method in a simple simulated coin-flipping setting; in particular, the method is able to precisely track the evolution of the subject's posterior distribution as more and more data are observed. We close by briefly discussing an interesting connection to recent models of neural population coding.
Variational EM Algorithms for Non-Gaussian Latent Variable Models
Palmer, Jason, Kreutz-Delgado, Kenneth, Rao, Bhaskar D., Wipf, David P.
We consider criteria for variational representations of non-Gaussian latent variables,and derive variational EM algorithms in general form. We establish a general equivalence among convex bounding methods, evidence basedmethods, and ensemble learning/Variational Bayes methods, which has previously been demonstrated only for particular cases.
A Bayesian Spatial Scan Statistic
Neill, Daniel B., Moore, Andrew W., Cooper, Gregory F.
We propose a new Bayesian method for spatial cluster detection, the "Bayesian spatial scan statistic," and compare this method to the standard (frequentist) scan statistic approach. We demonstrate that the Bayesian statistic has several advantages over the frequentist approach, including increased power to detect clusters and (since randomization testing is unnecessary) much faster runtime. We evaluate the Bayesian and frequentist methodson the task of prospective disease surveillance: detecting spatial clusters of disease cases resulting from emerging disease outbreaks. Wedemonstrate that our Bayesian methods are successful in rapidly detecting outbreaks while keeping number of false positives low.
Unbiased Estimator of Shape Parameter for Spiking Irregularities under Changing Environments
Miura, Keiji, Okada, Masato, Amari, Shun-ichi
We considered a gamma distribution of interspike intervals as a statistical modelfor neuronal spike generation. The model parameters consist of a time-dependent firing rate and a shape parameter that characterizes spiking irregularities of individual neurons. Because the environment changes with time, observed data are generated from the time-dependent firing rate, which is an unknown function. A statistical model with an unknown function is called a semiparametric model, which is one of the unsolved problem in statistics and is generally very difficult to solve. We used a novel method of estimating functions in information geometry to estimate the shape parameter without estimating the unknown function. We analytically obtained an optimal estimating function for the shape parameter independent of the functional form of the firing rate. This estimation is efficient without Fisher information loss and better than maximum likelihood estimation.
Value Function Approximation with Diffusion Wavelets and Laplacian Eigenfunctions
Mahadevan, Sridhar, Maggioni, Mauro
We investigate the problem of automatically constructing efficient representations orbasis functions for approximating value functions based on analyzing the structure and topology of the state space. In particular, twonovel approaches to value function approximation are explored based on automatically constructing basis functions on state spaces that can be represented as graphs or manifolds: one approach uses the eigenfunctions ofthe Laplacian, in effect performing a global Fourier analysis on the graph; the second approach is based on diffusion wavelets, which generalize classical wavelets to graphs using multiscale dilations induced by powers of a diffusion operator or random walk on the graph. Together, these approaches form the foundation of a new generation of methods for solving large Markov decision processes, in which the underlying representation andpolicies are simultaneously learned.
Ideal Observers for Detecting Motion: Correspondence Noise
We derive a Bayesian Ideal Observer (BIO) for detecting motion and solving the correspondence problem. We obtain Barlow and Tripathy's classic model as an approximation. Our psychophysical experiments show that the trends of human performance are similar to the Bayesian Ideal, but overall human performance is far worse. We investigate ways to degrade the Bayesian Ideal but show that even extreme degradations do not approach human performance. Instead we propose that humans perform motion tasks using generic, general purpose, models of motion. We perform more psychophysical experiments which are consistent with humans using a Slow-and-Smooth model and which rule out an alternative modelusing Slowness.
Convergence and Consistency of Regularized Boosting Algorithms with Stationary B-Mixing Observations
Lozano, Aurelie C., Kulkarni, Sanjeev R., Schapire, Robert E.
We study the statistical convergence and consistency of regularized Boosting methods, where the samples are not independent and identically distributed(i.i.d.) but come from empirical processes of stationary β-mixing sequences. Utilizing a technique that constructs a sequence of independent blocks close in distribution to the original samples, we prove the consistency of the composite classifiers resulting from a regularization achievedby restricting the 1-norm of the base classifiers' weights. When compared to the i.i.d.