The Bayesian framework is a well-studied and successful framework for inductive reasoning, which includes hypothesis testing and confirmation, parameter estimation, sequence prediction, classification, and regression. But standard statistical guidelines for choosing the model class and prior are not always available or fail, in particular in complex situations. Solomonoff completed the Bayesian framework by providing a rigorous, unique, formal, and universal choice for the model class and the prior. We discuss in breadth how and in which sense universal (non-i.i.d.) sequence prediction solves various (philosophical) problems of traditional Bayesian sequence prediction. We show that Solomonoff's model possesses many desirable properties: Strong total and weak instantaneous bounds, and in contrast to most classical continuous prior densities has no zero p(oste)rior problem, i.e. can confirm universal hypotheses, is reparametrization and regrouping invariant, and avoids the old-evidence and updating problem. It even performs well (actually better) in non-computable environments.

This paper proposes a neuro-rough model based on multi-layered perceptron and rough set. The neuro-rough model is then tested on modelling the risk of HIV from demographic data. The model is formulated using Bayesian framework and trained using Monte Carlo method and Metropolis criterion. When the model was tested to estimate the risk of HIV infection given the demographic data it was found to give the accuracy of 62%. The proposed model is able to combine the accuracy of the Bayesian MLP model and the transparency of Bayesian rough set model.

Numerous formalisms and dedicated algorithms have been designed in the last decades to model and solve decision making problems. Some formalisms, such as constraint networks, can express "simple" decision problems, while others are designed to take into account uncertainties, unfeasible decisions, and utilities. Even in a single formalism, several variants are often proposed to model different types of uncertainty (probability, possibility...) or utility (additive or not). In this article, we introduce an algebraic graphical model that encompasses a large number of such formalisms: (1) we first adapt previous structures from Friedman, Chu and Halpern for representing uncertainty, utility, and expected utility in order to deal with generic forms of sequential decision making; (2) on these structures, we then introduce composite graphical models that express information via variables linked by "local" functions, thanks to conditional independence; (3) on these graphical models, we finally define a simple class of queries which can represent various scenarios in terms of observabilities and controllabilities. A natural decision-tree semantics for such queries is completed by an equivalent operational semantics, which induces generic algorithms. The proposed framework, called the Plausibility-Feasibility-Utility (PFU) framework, not only provides a better understanding of the links between existing formalisms, but it also covers yet unpublished frameworks (such as possibilistic influence diagrams) and unifies formalisms such as quantified boolean formulas and influence diagrams. Our backtrack and variable elimination generic algorithms are a first step towards unified algorithms.

This dissertation presents several new methods of supervised and unsupervised learning of word sense disambiguation models. The supervised methods focus on performing model searches through a space of probabilistic models, and the unsupervised methods rely on the use of Gibbs Sampling and the Expectation Maximization (EM) algorithm. In both the supervised and unsupervised case, the Naive Bayesian model is found to perform well. An explanation for this success is presented in terms of learning rates and bias-variance decompositions.

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm penalty term. The problem as formulated is convex but the memory requirements and complexity of existing interior point methods are prohibitive for problems with more than tens of nodes. We present two new algorithms for solving problems with at least a thousand nodes in the Gaussian case. Our first algorithm uses block coordinate descent, and can be interpreted as recursive l_1-norm penalized regression. Our second algorithm, based on Nesterov's first order method, yields a complexity estimate with a better dependence on problem size than existing interior point methods. Using a log determinant relaxation of the log partition function (Wainwright & Jordan (2006)), we show that these same algorithms can be used to solve an approximate sparse maximum likelihood problem for the binary case. We test our algorithms on synthetic data, as well as on gene expression and senate voting records data.

Conformal prediction uses past experience to determine precise levels of confidence in new predictions. Given an error probability $\epsilon$, together with a method that makes a prediction $\hat{y}$ of a label $y$, it produces a set of labels, typically containing $\hat{y}$, that also contains $y$ with probability $1-\epsilon$. Conformal prediction can be applied to any method for producing $\hat{y}$: a nearest-neighbor method, a support-vector machine, ridge regression, etc. Conformal prediction is designed for an on-line setting in which labels are predicted successively, each one being revealed before the next is predicted. The most novel and valuable feature of conformal prediction is that if the successive examples are sampled independently from the same distribution, then the successive predictions will be right $1-\epsilon$ of the time, even though they are based on an accumulating dataset rather than on independent datasets. In addition to the model under which successive examples are sampled independently, other on-line compression models can also use conformal prediction. The widely used Gaussian linear model is one of these. This tutorial presents a self-contained account of the theory of conformal prediction and works through several numerical examples. A more comprehensive treatment of the topic is provided in "Algorithmic Learning in a Random World", by Vladimir Vovk, Alex Gammerman, and Glenn Shafer (Springer, 2005).

Observations consisting of measurements on relationships for pairs of objects arise in many settings, such as protein interaction and gene regulatory networks, collections of author-recipient email, and social networks. Analyzing such data with probabilisic models can be delicate because the simple exchangeability assumptions underlying many boilerplate models no longer hold. In this paper, we describe a latent variable model of such data called the mixed membership stochastic blockmodel. This model extends blockmodels for relational data to ones which capture mixed membership latent relational structure, thus providing an object-specific low-dimensional representation. We develop a general variational inference algorithm for fast approximate posterior inference. We explore applications to social and protein interaction networks.

This paper proposes an approach to training rough set models using Bayesian framework trained using Markov Chain Monte Carlo (MCMC) method. The prior probabilities are constructed from the prior knowledge that good rough set models have fewer rules. Markov Chain Monte Carlo sampling is conducted through sampling in the rough set granule space and Metropolis algorithm is used as an acceptance criteria. The proposed method is tested to estimate the risk of HIV given demographic data. The results obtained shows that the proposed approach is able to achieve an average accuracy of 58% with the accuracy varying up to 66%. In addition the Bayesian rough set give the probabilities of the estimated HIV status as well as the linguistic rules describing how the demographic parameters drive the risk of HIV.

We introduce a new principle for model selection in regression and classification. Many regression models are controlled by some smoothness or flexibility or complexity parameter c, e.g. the number of neighbors to be averaged over in k nearest neighbor (kNN) regression or the polynomial degree in regression with polynomials. Let f_D^c be the (best) regressor of complexity c on data D. A more flexible regressor can fit more data D' well than a more rigid one. If something (here small loss) is easy to achieve it's typically worth less. We define the loss rank of f_D^c as the number of other (fictitious) data D' that are fitted better by f_D'^c than D is fitted by f_D^c. We suggest selecting the model complexity c that has minimal loss rank (LoRP). Unlike most penalized maximum likelihood variants (AIC,BIC,MDL), LoRP only depends on the regression function and loss function. It works without a stochastic noise model, and is directly applicable to any non-parametric regressor, like kNN. In this paper we formalize, discuss, and motivate LoRP, study it for specific regression problems, in particular linear ones, and compare it to other model selection schemes.

The paper presents a new sampling methodology for Bayesian networks that samples only a subset of variables and applies exact inference to the rest. Cutset sampling is a network structure-exploiting application of the Rao-Blackwellisation principle to sampling in Bayesian networks. It improves convergence by exploiting memory-based inference algorithms. It can also be viewed as an anytime approximation of the exact cutset-conditioning algorithm developed by Pearl. Cutset sampling can be implemented efficiently when the sampled variables constitute a loop-cutset of the Bayesian network and, more generally, when the induced width of the network's graph conditioned on the observed sampled variables is bounded by a constant w. We demonstrate empirically the benefit of this scheme on a range of benchmarks.