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 Learning Graphical Models


Restricted Boltzmann machines modeling human choice

Neural Information Processing Systems

We extend the multinomial logit model to represent some of the empirical phenomena that are frequently observed in the choices made by humans. These phenomena include the similarity effect, the attraction effect, and the compromise effect. We formally quantify the strength of these phenomena that can be represented by our choice model, which illuminates the flexibility of our choice model. We then show that our choice model can be represented as a restricted Boltzmann machine and that its parameters can be learned effectively from data. Our numerical experiments with real data of human choices suggest that we can train our choice model in such a way that it represents the typical phenomena of choice.



Causal Inference through a Witness Protection Program

Neural Information Processing Systems

One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study because one has no direct evidence that all confounders have been adjusted for. We introduce a novel approach for estimating causal effects that exploits observational conditional independencies to suggest "weak" paths in a unknown causal graph. The widely used faithfulness condition of Spirtes et al. is relaxed to allow for varying degrees of "path cancellations" that will imply conditional independencies but do not rule out the existence of confounding causal paths. The outcome is a posterior distribution over bounds on the average causal effect via a linear programming approach and Bayesian inference. We claim this approach should be used in regular practice to complement other default tools in observational studies.


A Complete Variational Tracker

Neural Information Processing Systems

We introduce a novel probabilistic tracking algorithm that incorporates combinatorial data association constraints and model-based track management using variational Bayes. We use a Bethe entropy approximation to incorporate data association constraints that are often ignored in previous probabilistic tracking algorithms. Noteworthy aspects of our method include a model-based mechanism to replace heuristic logic typically used to initiate and destroy tracks, and an assignment posterior with linear computation cost in window length as opposed to the exponential scaling of previous MAP-based approaches. We demonstrate the applicability of our method on radar tracking and computer vision problems. The field of tracking is broad and possesses many applications, particularly in radar/sonar [1], robotics [14], and computer vision [3].



Dynamic Rank Factor Model for Text Streams

Neural Information Processing Systems

We propose a semi-parametric and dynamic rank factor model for topic modeling, capable of (i) discovering topic prevalence over time, and (ii) learning contemporary multi-scale dependence structures, providing topic and word correlations as a byproduct. The high-dimensional and time-evolving ordinal/rank observations (such as word counts), after an arbitrary monotone transformation, are well accommodated through an underlying dynamic sparse factor model. The framework naturally admits heavy-tailed innovations, capable of inferring abrupt temporal jumps in the importance of topics. Posterior inference is performed through straightforward Gibbs sampling, based on the forward-filtering backward-sampling algorithm. Moreover, an efficient data subsampling scheme is leveraged to speed up inference on massive datasets. The modeling framework is illustrated on two real datasets: the US State of the Union Address and the JSTOR collection from Science .