Bayesian Inference
Robust and scalable Bayesian analysis of spatial neural tuning function data
Rad, Kamiar Rahnama, Machado, Timothy A., Paninski, Liam
A common analytical problem in neuroscience is the interpretation of neural activity with respect to sensory input or behavioral output. This is typically achieved by regressing measured neural activity against known stimuli or behavioral variables to produce a "tuning function" for each neuron. Unfortunately, because this approach handles neurons individually, it cannot take advantage of simultaneous measurements from spatially adjacent neurons that often have similar tuning properties. On the other hand, sharing information between adjacent neurons can errantly degrade estimates of tuning functions across space if there are sharp discontinuities in tuning between nearby neurons. In this paper, we develop a computationally efficient block Gibbs sampler that effectively pools information between neurons to de-noise tuning function estimates while simultaneously preserving sharp discontinuities that might exist in the organization of tuning across space. This method is fully Bayesian and its computational cost per iteration scales sub-quadratically with total parameter dimensionality. We demonstrate the robustness and scalability of this approach by applying it to both real and synthetic datasets. In particular, an application to data from the spinal cord illustrates that the proposed methods can dramatically decrease the experimental time required to accurately estimate tuning functions.
Association Discovery and Diagnosis of Alzheimers Disease with Bayesian Multiview Learning
Xu, Zenglin, Zhe, Shandian, Qi, Yuan, Yu, Peng
The analysis and diagnosis of Alzheimer's disease (AD) can be based on genetic variations, e.g., single nucleotide polymorphisms (SNPs) and phenotypic traits, e.g., Magnetic Resonance Imaging (MRI) features. We consider two important and related tasks: i) to select genetic and phenotypical markers for AD diagnosis and ii) to identify associations between genetic and phenotypical data. While previous studies treat these two tasks separately, they are tightly coupled because underlying associations between genetic variations and phenotypical features contain the biological basis for a disease. Here we present a new sparse Bayesian approach for joint association study and disease diagnosis. In this approach, common latent features are extracted from different data sources based on sparse projection matrices and used to predict multiple disease severity levels; in return, the disease status can guide the discovery of relationships between data sources. The sparse projection matrices not only reveal interactions between data sources but also select groups of biomarkers related to the disease. Moreover, to take advantage of the linkage disequilibrium (LD) measuring the non-random association of alleles, we incorporate a graph Laplacian type of prior in the model. To learn the model from data, we develop an efficient variational inference algorithm. Analysis on an imaging genetics dataset for the study of Alzheimer's Disease (AD) indicates that our model identifies biologically meaningful associations between genetic variations and MRI features, and achieves significantly higher accuracy for predicting ordinal AD stages than the competing methods.
Finite Sample Prediction and Recovery Bounds for Ordinal Embedding
Jain, Lalit, Jamieson, Kevin, Nowak, Robert
The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like this often come from human judgments. To account for errors and variation in judgments, we consider the noisy situation in which the given constraints are independently corrupted by reversing the correct constraint with some probability. This paper makes several new contributions to this problem. First, we derive prediction error bounds for ordinal embedding with noise by exploiting the fact that the rank of a distance matrix of points in $\mathbb{R}^d$ is at most $d+2$. These bounds characterize how well a learned embedding predicts new comparative judgments. Second, we investigate the special case of a known noise model and study the Maximum Likelihood estimator. Third, knowledge of the noise model enables us to relate prediction errors to embedding accuracy. This relationship is highly non-trivial since we show that the linear map corresponding to distance comparisons is non-invertible, but there exists a nonlinear map that is invertible. Fourth, two new algorithms for ordinal embedding are proposed and evaluated in experiments.
Efficient Attack Graph Analysis through Approximate Inference
Muñoz-González, Luis, Sgandurra, Daniele, Paudice, Andrea, Lupu, Emil C.
Attack graphs provide compact representations of the attack paths that an attacker can follow to compromise network resources by analysing network vulnerabilities and topology. These representations are a powerful tool for security risk assessment. Bayesian inference on attack graphs enables the estimation of the risk of compromise to the system's components given their vulnerabilities and interconnections, and accounts for multi-step attacks spreading through the system. Whilst static analysis considers the risk posture at rest, dynamic analysis also accounts for evidence of compromise, e.g. from SIEM software or forensic investigation. However, in this context, exact Bayesian inference techniques do not scale well. In this paper we show how Loopy Belief Propagation - an approximate inference technique - can be applied to attack graphs, and that it scales linearly in the number of nodes for both static and dynamic analysis, making such analyses viable for larger networks. We experiment with different topologies and network clustering on synthetic Bayesian attack graphs with thousands of nodes to show that the algorithm's accuracy is acceptable and converge to a stable solution. We compare sequential and parallel versions of Loopy Belief Propagation with exact inference techniques for both static and dynamic analysis, showing the advantages of approximate inference techniques to scale to larger attack graphs.
Bayesian Statistics explained to Beginners in Simple English
Bayesian Statistics continues to remain incomprehensible in the ignited minds of many analysts. Being amazed by the incredible power of machine learning, a lot of us have become unfaithful to statistics. Our focus has narrowed down to exploring machine learning. We fail to understand that machine learning is only one way to solve real world problems. In several situations, it does not help us solve business problems, even though there is data involved in these problems. To say the least, knowledge of statistics will allow you to work on complex analytical problems, irrespective of the size of data. In 1770s, Thomas Bayes introduced'Bayes Theorem'.
FSMJ: Feature Selection with Maximum Jensen-Shannon Divergence for Text Categorization
In this paper, we present a new wrapper feature selection approach based on Jensen-Shannon (JS) divergence, termed feature selection with maximum JS-divergence (FSMJ), for text categorization. Unlike most existing feature selection approaches, the proposed FSMJ approach is based on real-valued features which provide more information for discrimination than binary-valued features used in conventional approaches. We show that the FSMJ is a greedy approach and the JS-divergence monotonically increases when more features are selected. We conduct several experiments on real-life data sets, compared with the state-of-the-art feature selection approaches for text categorization. The superior performance of the proposed FSMJ approach demonstrates its effectiveness and further indicates its wide potential applications on data mining.
A Probabilistic Generative Grammar for Semantic Parsing
Saparov, Abulhair, Mitchell, Tom M.
We present a framework that couples the syntax and semantics of natural language sentences in a generative model, in order to develop a semantic parser that jointly infers the syntactic, morphological, and semantic representations of a given sentence under the guidance of background knowledge. To generate a sentence in our framework, a semantic statement is first sampled from a prior, such as from a set of beliefs in a knowledge base. Given this semantic statement, a grammar probabilistically generates the output sentence. A joint semantic-syntactic parser is derived that returns the $k$-best semantic and syntactic parses for a given sentence. The semantic prior is flexible, and can be used to incorporate background knowledge during parsing, in ways unlike previous semantic parsing approaches. For example, semantic statements corresponding to beliefs in a knowledge base can be given higher prior probability, type-correct statements can be given somewhat lower probability, and beliefs outside the knowledge base can be given lower probability. The construction of our grammar invokes a novel application of hierarchical Dirichlet processes (HDPs), which in turn, requires a novel and efficient inference approach. We present experimental results showing, for a simple grammar, that our parser outperforms a state-of-the-art CCG semantic parser and scales to knowledge bases with millions of beliefs.
Kernel-based Generative Learning in Distortion Feature Space
Tang, Bo, Baggenstoss, Paul M., He, Haibo
This paper presents a novel kernel-based generative classifier which is defined in a distortion subspace using polynomial series expansion, named Kernel-Distortion (KD) classifier. An iterative kernel selection algorithm is developed to steadily improve classification performance by repeatedly removing and adding kernels. The experimental results on character recognition application not only show that the proposed generative classifier performs better than many existing classifiers, but also illustrate that it has different recognition capability compared to the state-of-the-art discriminative classifier - deep belief network. The recognition diversity indicates that a hybrid combination of the proposed generative classifier and the discriminative classifier could further improve the classification performance. Two hybrid combination methods, cascading and stacking, have been implemented to verify the diversity and the improvement of the proposed classifier.
An Empirical Comparison of Sampling Quality Metrics: A Case Study for Bayesian Nonnegative Matrix Factorization
Masood, Arjumand, Pan, Weiwei, Doshi-Velez, Finale
In this work, we empirically explore the question: how can we assess the quality of samples from some target distribution? We assume that the samples are provided by some valid Monte Carlo procedure, so we are guaranteed that the collection of samples will asymptotically approximate the true distribution. Most current evaluation approaches focus on two questions: (1) Has the chain mixed, that is, is it sampling from the distribution? and (2) How independent are the samples (as MCMC procedures produce correlated samples)? Focusing on the case of Bayesian nonnegative matrix factorization, we empirically evaluate standard metrics of sampler quality as well as propose new metrics to capture aspects that these measures fail to expose. The aspect of sampling that is of particular interest to us is the ability (or inability) of sampling methods to move between multiple optima in NMF problems. As a proxy, we propose and study a number of metrics that might quantify the diversity of a set of NMF factorizations obtained by a sampler through quantifying the coverage of the posterior distribution. We compare the performance of a number of standard sampling methods for NMF in terms of these new metrics.
Exact Bayesian inference for off-line change-point detection in tree-structured graphical models
Schwaller, Loïc, Robin, Stéphane
We consider the problem of change-point detection in multivariate time-series. The multivariate distribution of the observations is supposed to follow a graphical model, whose graph and parameters are affected by abrupt changes throughout time. We demonstrate that it is possible to perform exact Bayesian inference whenever one considers a simple class of undirected graphs called spanning trees as possible structures. We are then able to integrate on the graph and segmentation spaces at the same time by combining classical dynamic programming with algebraic results pertaining to spanning trees. In particular, we show that quantities such as posterior distributions for change-points or posterior edge probabilities over time can efficiently be obtained. We illustrate our results on both synthetic and experimental data arising from biology and neuroscience.