A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the GP model is itself parameterized using the exponential family distribution (EFD). In this paper, we consider efficient algorithms for approximate inference on GGPMs using the general form of the EFD. A particular GP model and its associated inference algorithms can then be formed by changing the parameters of the EFD, thus greatly simplifying its creation for task-specific output domains. We demonstrate the efficacy of this framework by creating several new GP models for regressing to non-negative reals and to real intervals. We also consider a closed-form Taylor approximation for efficient inference on GGPMs, and elaborate on its connections with other model-specific heuristic closed-form approximations. Finally, we present a comprehensive set of experiments to compare approximate inference algorithms on a wide variety of GGPMs.

This article presents a probabilistic sub-tree alignment model and its application to tree-to-tree machine translation. Unlike previous work, we do not resort to surface heuristics or expensive annotated data, but instead derive an unsupervised model to infer the syntactic correspondence between two languages. More importantly, the developed model is syntactically-motivated and does not rely on word alignments. As a by-product, our model outputs a sub-tree alignment matrix encoding a large number of diverse alignments between syntactic structures, from which machine translation systems can efficiently extract translation rules that are often filtered out due to the errors in 1-best alignment. Experimental results show that the proposed approach outperforms three state-of-the-art baseline approaches in both alignment accuracy and grammar quality. When applied to machine translation, our approach yields a +1.0 BLEU improvement and a -0.9 TER reduction on the NIST machine translation evaluation corpora. With tree binarization and fuzzy decoding, it even outperforms a state-of-the-art hierarchical phrase-based system.

We investigate a generic problem of learning pairwise exponential family graphical models with pairwise sufficient statistics defined by a global mapping function, e.g., Mercer kernels. This subclass of pairwise graphical models allow us to flexibly capture complex interactions among variables beyond pairwise product. We propose two $\ell_1$-norm penalized maximum likelihood estimators to learn the model parameters from i.i.d. samples. The first one is a joint estimator which estimates all the parameters simultaneously. The second one is a node-wise conditional estimator which estimates the parameters individually for each node. For both estimators, we show that under proper conditions the extra flexibility gained in our model comes at almost no cost of statistical and computational efficiency. We demonstrate the advantages of our model over state-of-the-art methods on synthetic and real datasets.

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.

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.

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.

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 parametrization 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.

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.