Analyzing and understanding the structure of complex relational data is important in many applications including analysis of the connectivity in the human brain. Such networks can have prominent patterns on different scales, calling for a hierarchically structured model. We propose two non-parametric Bayesian hierarchical network models based on Gibbs fragmentation tree priors, and demonstrate their ability to capture nested patterns in simulated networks. On real networks we demonstrate detection of hierarchical structure and show predictive performance on par with the state of the art. We envision that our methods can be employed in exploratory analysis of large scale complex networks for example to model human brain connectivity.

We present SDA-Bayes, a framework for (S)treaming, (D)istributed, (A)synchronous computation of a Bayesian posterior. The framework makes streaming updates to the estimated posterior according to a user-specified approximation batch primitive. We demonstrate the usefulness of our framework, with variational Bayes (VB) as the primitive, by fitting the latent Dirichlet allocation model to two large-scale document collections. We demonstrate the advantages of our algorithm over stochastic variational inference (SVI) by comparing the two after a single pass through a known amount of data---a case where SVI may be applied---and in the streaming setting, where SVI does not apply.

Name Reference Comments KS Koller and Sahami (1996) - Not Sound - The first one of this type - Requires specifying MB size in advance GS Margaritis and Thrun (2000) - Sound in theory - Proposed to learn Bayesian network via the induction of neighbors of each variable - First proved such kind of algorithm - Works in two phases: grow and shrink IAMB and its variants Tsamardinos et al (2003) - Sound in theory - Actually variant of GS - Simple to implement - Time efficient - Very poor on data efficiency - IAMB's variants achieve better performance on data efficiency than IAMB HITON-PC/MB Aliferis et al (2003) - Not sound - Another trial to make use of the topology information to enhance data efficiency - Data efficiency comparable to IAMB - Much slower compared to IAMB Fast-IAMB Yaramakala and Margaritis (2005) - Sound in theory - No fundamental difference as compared to IAMB - Adds candidates more greedily to speed up the learning - Still poor on data efficiency performance MMPC/MB Tsamardinos et al (2006) - Not sound - The first to make use of the underling topology information - Much more data efficient compared to IAMB - Much slower compared to IAMB PCMB Peña et al (2007) - Sound in theory - Data efficient by making use of topology information - Poor on time efficiency - Distinguish spouses from parents/children - Distinguish some children from parents/children IPC-MB Fu and Desmarais (2008) - Sound in theory - Most data efficient compared with previous algorithms - Much faster than PCMB on computing - Distinguish spouses from parents/children - Distinguish some children from parents/children - Best tradeoff among this family of algorithms

Symmetric binary matrices representing relations among entities are commonly collected in many areas. Our focus is on dynamically evolving binary relational matrices, with interest being in inference on the relationship structure and prediction. We propose a nonparametric Bayesian dynamic model, which reduces dimensionality in characterizing the binary matrix through a lower-dimensional latent space representation, with the latent coordinates evolving in continuous time via Gaussian processes. By using a logistic mapping function from the probability matrix space to the latent relational space, we obtain a flexible and computational tractable formulation. Employing P\`olya-Gamma data augmentation, an efficient Gibbs sampler is developed for posterior computation, with the dimension of the latent space automatically inferred. We provide some theoretical results on flexibility of the model, and illustrate performance via simulation experiments. We also consider an application to co-movements in world financial markets.

The sigma point (SP) filter, also known as unscented Kalman filter, is an attractive alternative to the extended Kalman filter and the particle filter. Here, we extend the SP filter to nonsequential Bayesian inference corresponding to loopy factor graphs. We propose sigma point belief propagation (SPBP) as a low-complexity approximation of the belief propagation (BP) message passing scheme. SPBP achieves approximate marginalizations of posterior distributions corresponding to (generally) loopy factor graphs. It is well suited for decentralized inference because of its low communication requirements. For a decentralized, dynamic sensor localization problem, we demonstrate that SPBP can outperform nonparametric (particle-based) BP while requiring significantly less computations and communications.

Learning the joint dependence of discrete variables is a fundamental problem in machine learning, with many applications including prediction, clustering and dimensionality reduction. More recently, the framework of copula modeling has gained popularity due to its modular parameterization of joint distributions. Among other properties, copulas provide a recipe for combining flexible models for univariate marginal distributions with parametric families suitable for potentially high dimensional dependence structures. More radically, the extended rank likelihood approach of Hoff (2007) bypasses learning marginal models completely when such information is ancillary to the learning task at hand as in, e.g., standard dimensionality reduction problems or copula parameter estimation. The main idea is to represent data by their observable rank statistics, ignoring any other information from the marginals. Inference is typically done in a Bayesian framework with Gaussian copulas, and it is complicated by the fact this implies sampling within a space where the number of constraints increases quadratically with the number of data points. The result is slow mixing when using off-the-shelf Gibbs sampling. We present an efficient algorithm based on recent advances on constrained Hamiltonian Markov chain Monte Carlo that is simple to implement and does not require paying for a quadratic cost in sample size.

With recent advances in high throughput technology, researchers often find themselves running a large number of hypothesis tests (thousands+) and esti- mating a large number of effect-sizes. Generally there is particular interest in those effects estimated to be most extreme. Unfortunately naive estimates of these effect-sizes (even after potentially accounting for multiplicity in a testing procedure) can be severely biased. In this manuscript we explore this bias from a frequentist perspective: we give a formal definition, and show that an oracle estimator using this bias dominates the naive maximum likelihood estimate. We give a resampling estimator to approximate this oracle, and show that it works well on simulated data. We also connect this to ideas in empirical Bayes.

The seemingly stochastic transient dynamics of neocortical circuits observed in vivo have been hypothesized to represent a signature of ongoing stochastic inference. In vitro neurons, on the other hand, exhibit a highly deterministic response to various types of stimulation. We show that an ensemble of deterministic leaky integrate-and-fire neurons embedded in a spiking noisy environment can attain the correct firing statistics in order to sample from a well-defined target distribution. We provide an analytical derivation of the activation function on the single cell level; for recurrent networks, we examine convergence towards stationarity in computer simulations and demonstrate sample-based Bayesian inference in a mixed graphical model. This establishes a rigorous link between deterministic neuron models and functional stochastic dynamics on the network level.

ABSTRACT Source separation problems are ubiquitous in the physical sciences; any situation where signals are superimposed calls for source separation to estimate the original signals. In this tutorial I will discuss the Bayesian approach to the source separation problem. This approach has a specific advantage in that it requires the designer to explicitly describe the signal model in addition to any other information or assumptions that go into the problem description. This leads naturally to the idea of informed source separation, where the algorithm design incorporates relevant information about the specific problem. This approach promises to enable researchers to design their own high-quality algorithms that are specifically tailored to the problem at hand. 1. UNDERSTANDING THE PROBLEM To gather information about the physical world, we deploy sensors to make measurements and detect signals. Our sensors, if properly designed, will collect information about the signals of interest. However, very often the signals of interest are comprised of a set of discrete signals, which have been superimposed during propagation, often with signals that are not of interest. Thus our sensors almost invariably detect a mixture of signals--some interesting and some noninteresting.

We address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best arm identification in the multi-armed bandit literature. We introduce a Bayesian approach for this problem and show that it empirically outperforms both the existing frequentist counterpart and other Bayesian optimization methods. The Bayesian approach places emphasis on detailed modelling, including the modelling of correlations among the arms. As a result, it can perform well in situations where the number of arms is much larger than the number of allowed function evaluation, whereas the frequentist counterpart is inapplicable. This feature enables us to develop and deploy practical applications, such as automatic machine learning toolboxes. The paper presents comprehensive comparisons of the proposed approach, Thompson sampling, classical Bayesian optimization techniques, more recent Bayesian bandit approaches, and state-of-the-art best arm identification methods. This is the first comparison of many of these methods in the literature and allows us to examine the relative merits of their different features.