Statistical Learning
On Input Selection with Reversible Jump Markov Chain Monte Carlo Sampling
In this paper we will treat input selection for a radial basis function (RBF) like classifier within a Bayesian framework. We approximate the a-posteriori distribution over both model coefficients and input subsets by samples drawn with Gibbs updates and reversible jump moves. Using some public datasets, we compare the classification accuracy of the method with a conventional ARD scheme. These datasets are also used to infer the a-posteriori probabilities of different inputsubsets.
Predictive App roaches for Choosing Hyperparameters in Gaussian Processes
Sundararajan, S., Keerthi, S. Sathiya
Gaussian Processes are powerful regression models specified by parametrized mean and covariance functions. Standard approaches to estimate these parameters (known by the name Hyperparameters) areMaximum Likelihood (ML) and Maximum APosterior (MAP) approaches. In this paper, we propose and investigate predictive approaches,namely, maximization of Geisser's Surrogate Predictive Probability (GPP) and minimization of mean square error withrespect to GPP (referred to as Geisser's Predictive mean square Error (GPE)) to estimate the hyperparameters. We also derive results for the standard Cross-Validation (CV) error and make a comparison. These approaches are tested on a number of problems and experimental results show that these approaches are strongly competitive to existing approaches. 1 Introduction Gaussian Processes (GPs) are powerful regression models that have gained popularity recently,though they have appeared in different forms in the literature for years.
Speech Modelling Using Subspace and EM Techniques
Smith, Gavin, Freitas, João F. G. de, Robinson, Tony, Niranjan, Mahesan
The speech waveform can be modelled as a piecewise-stationary linear stochastic state space system, and its parameters can be estimated using an expectation-maximisation (EM) algorithm. One problem is the initialisation ofthe EM algorithm. Standard initialisation schemes can lead to poor formant trajectories. But these trajectories however are important forvowel intelligibility. The aim of this paper is to investigate the suitability of subspace identification methods to initialise EM. The paper compares the subspace state space system identification (4SID) method with the EM algorithm. The 4SID and EM methods are similar in that they both estimate a state sequence (but using Kalman filters andKalman smoothers respectively), and then estimate parameters (but using least-squares and maximum likelihood respectively).
From Coexpression to Coregulation: An Approach to Inferring Transcriptional Regulation among Gene Classes from Large-Scale Expression Data
Mjolsness, Eric, Mann, Tobias, Castaño, Rebecca, Wold, Barbara J.
We provide preliminary evidence that eXlstmg algorithms for inferring small-scale gene regulation networks from gene expression data can be adapted to large-scale gene expression data coming from hybridization microarrays. The essential steps are (1) clustering many genes by their expression time-course data into a minimal set of clusters of co-expressed genes, (2) theoretically modeling the various conditions under which the time-courses are measured using a continious-time analog recurrent neural network for the cluster mean time-courses, (3) fitting such a regulatory model to the cluster mean time courses by simulated annealing with weight decay, and (4) analysing several such fits for commonalities in the circuit parameter sets including the connection matrices. This procedure can be used to assess the adequacy of existing and future gene expression time-course data sets for determ ining transcriptional regulatory relationships such as coregulation.
Topographic Transformation as a Discrete Latent Variable
Jojic, Nebojsa, Frey, Brendan J.
We describe a way to add transformation invariance toa generative density model by approximating the nonlinear transformation manifold by a discrete set of transformations. An EM algorithm for the original model can be extended to the new model by computing expectations over the set of transformations. We show how to add a discrete transformation variable to Gaussian mixture modeling, factor analysis and mixtures of factor analysis. We give results on filtering microscopy images, face and facial pose clustering, and handwritten digit modeling and recognition.
Reconstruction of Sequential Data with Probabilistic Models and Continuity Constraints
We consider the problem of reconstructing a temporal discrete sequence of multidimensional real vectors when part of the data is missing, under the assumption that the sequence was generated by a continuous process. Aparticular case of this problem is multivariate regression, which is very difficult when the underlying mapping is one-to-many. We propose analgorithm based on a joint probability model of the variables of interest, implemented using a nonlinear latent variable model. Each point in the sequence is potentially reconstructed as any of the modes of the conditional distribution of the missing variables given the present variables (computed using an exhaustive mode search in a Gaussian mixture). Modeselection is determined by a dynamic programming search that minimises a geometric measure of the reconstructed sequence, derived fromcontinuity constraints. We illustrate the algorithm with a toy example and apply it to a real-world inverse problem, the acoustic-toarticulatory mapping.The results show that the algorithm outperforms conditional mean imputation and multilayer perceptrons. 1 Definition of the problem