There are two major routes to address linear inverse problems. Whereas regularization-based approaches build estimators as solutions of penalized regression optimization problems, Bayesian estimators rely on the posterior distribution of the unknown, given some assumed family of priors. While these may seem radically different approaches, recent results have shown that, in the context of additive white Gaussian denoising, the Bayesian conditional mean estimator is always the solution of a penalized regression problem. The contribution of this paper is twofold. First, we extend the additive white Gaussian denoising results to general linear inverse problems with colored Gaussian noise. Second, we characterize conditions under which the penalty function associated to the conditional mean estimator can satisfy certain popular properties such as convexity, separability, and smoothness. This sheds light on some tradeoff between computational efficiency and estimation accuracy in sparse regularization, and draws some connections between Bayesian estimation and proximal optimization.

"Reciprocally Coupled Local Estimators Implement Bayesian Information Integration Distributively" puts forward a new take on Bayesian integration of multimodal cues. Instead of assuming a special area in the brain, where evidence from various sensory cues is combined (as in Ma and all, 2006), the authors consider a scenario, whereby each area receiving direct afferent input from a single modality (i.e. In the example analysed by the authors, and under a number of suitable assumptions, the cue integration they observe in their networks is close to Bayes-optimal. Building up on work of Fung and all (2010), the authors derive theoretical predictions for the integration of information in reciprocally coupled ring attractors (CANNs), which they also confirm by simulations. The reader is led through the general steps of the analysis, while details are provided in the supplementary material.

In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If such locally adaptive smoothness is not accounted for, one can obtain misleading inferences and predictions, with over-smoothing across erratic time intervals and under-smoothing across times exhibiting slow variation. This can lead to miscalibration of predictive intervals, which can be substantially too narrow or wide depending on the time. We propose a continuous multivariate stochastic process for time series having locally varying smoothness in both the mean and covariance matrix. This process is constructed utilizing latent dictionary functions in time, which are given nested Gaussian process priors and linearly related to the observed data through a sparse mapping. Using a differential equation representation, we bypass usual computational bottlenecks in obtaining MCMC and online algorithms for approximate Bayesian inference. The performance is assessed in simulations and illustrated in a financial application.

Variational inference algorithms provide the most effective framework for largescale training of Bayesian nonparametric models. Stochastic online approaches are promising, but are sensitive to the chosen learning rate and often converge to poor local optima. We present a new algorithm, memoized online variational inference, which scales to very large (yet finite) datasets while avoiding the complexities of stochastic gradient. Our algorithm maintains finite-dimensional sufficient statistics from batches of the full dataset, requiring some additional memory but still scaling to millions of examples. Exploiting nested families of variational bounds for infinite nonparametric models, we develop principled birth and merge moves allowing non-local optimization. Births adaptively add components to the model to escape local optima, while merges remove redundancy and improve speed. Using Dirichlet process mixture models for image clustering and denoising, we demonstrate major improvements in robustness and accuracy.

Learning a visual concept from a small number of positive examples is a significant challenge for machine learning algorithms. Current methods typically fail to find the appropriate level of generalization in a concept hierarchy for a given set of visual examples. Recent work in cognitive science on Bayesian models of generalization addresses this challenge, but prior results assumed that objects were perfectly recognized. We present an algorithm for learning visual concepts directly from images, using probabilistic predictions generated by visual classifiers as the input to a Bayesian generalization model. As no existing challenge data tests this paradigm, we collect and make available a new, large-scale dataset for visual concept learning using the ImageNet hierarchy as the source of possible concepts, with human annotators to provide ground truth labels as to whether a new image is an instance of each concept using a paradigm similar to that used in experiments studying word learning in children. We compare the performance of our system to several baseline algorithms, and show a significant advantage results from combining visual classifiers with the ability to identify an appropriate level of abstraction using Bayesian generalization.

We propose a general formalism of iterated random functions with semigroup property, under which exact and approximate Bayesian posterior updates can be viewed as specific instances. A convergence theory for iterated random functions is presented. As an application of the general theory we analyze convergence behaviors of exact and approximate message-passing algorithms that arise in a sequential change point detection problem formulated via a latent variable directed graphical model. The sequential inference algorithm and its supporting theory are illustrated by simulated examples.

Unstructured social group activity recognition in web videos is a challenging task due to 1) the semantic gap between class labels and low-level visual features and 2) the lack of labeled training data. To tackle this problem, we propose a "relevance topic model" for jointly learning meaningful mid-level representations upon bagof-words (BoW) video representations and a classifier with sparse weights. In our approach, sparse Bayesian learning is incorporated into an undirected topic model (i.e., Replicated Softmax) to discover topics which are relevant to video classes and suitable for prediction. Rectified linear units are utilized to increase the expressive power of topics so as to explain better video data containing complex contents and make variational inference tractable for the proposed model. An efficient variational EM algorithm is presented for model parameter estimation and inference. Experimental results on the Unstructured Social Activity Attribute dataset show that our model achieves state of the art performance and outperforms other supervised topic model in terms of classification accuracy, particularly in the case of a very small number of labeled training videos.

REVIEWER 5: Yes, clarifying that we assume chordality is useful, and will revise the title, abstract and elsewhere to emphasize this assumption. REVIEWER 6: The reviewer's summary of the proof of Lemma 4 about the balancing condition is accurate. We may have been a bit pedantic in spelling out the details of the proof, but on the other hand, simply saying that the balancing condition "obviously" holds because of the running intersection property would not be very informative either, and we would rather err on the side of giving too much details rather than too little. The standard Bayesian approach we use for model learning is statistically consistent for choosing the correct dimensionality, since prior distribution assigned to model parameters acts as a regularizer. This property is so widely established in the literature that we did not consider it to be necessary to emphasize the aspect in the paper.

Sampling inference methods are computationally difficult to scale for many models in part because global dependencies can reduce opportunities for parallel computation. Without strict conditional independence structure among variables, standard Gibbs sampling theory requires sample updates to be performed sequentially, even if dependence between most variables is not strong. Empirical work has shown that some models can be sampled effectively by going "Hogwild" and simply running Gibbs updates in parallel with only periodic global communication, but the successes and limitations of such a strategy are not well understood. As a step towards such an understanding, we study the Hogwild Gibbs sampling strategy in the context of Gaussian distributions. We develop a framework which provides convergence conditions and error bounds along with simple proofs and connections to methods in numerical linear algebra. In particular, we show that if the Gaussian precision matrix is generalized diagonally dominant, then any Hogwild Gibbs sampler, with any update schedule or allocation of variables to processors, yields a stable sampling process with the correct sample mean.

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.