We estimate a statistical model of typical activities from a large set of 3D periodic human motion data by segmenting these data automatically into "cycles". Then the mean and the princi(cid:173) pal components of the cycles are computed using a new algorithm that accounts for missing information and enforces smooth tran(cid:173) sitions between cycles. The learned temporal model provides a prior probability distribution over human motions that can be used in a Bayesian framework for tracking human subjects in complex monocular video sequences and recovering their 3D motion.

Preliminary work by the authors made use of the so-called "Man(cid:173) hattan world" assumption about the scene statistics of city and indoor scenes. This assumption stated that such scenes were built on a cartesian grid which led to regularities in the image edge gra(cid:173) dient statistics. In this paper we explore the general applicability of this assumption and show that, surprisingly, it holds in a large variety of less structured environments including rural scenes. This enables us, from a single image, to determine the orientation of the viewer relative to the scene structure and also to detect target ob(cid:173) jects which are not aligned with the grid. These inferences are performed using a Bayesian model with probability distributions (e.g. on the image gradient statistics) learnt from real data.

Variational approximations are becoming a widespread tool for Bayesian learning of graphical models. We provide some theoret(cid:173) ical results for the variational updates in a very general family of conjugate-exponential graphical models. We show how the belief propagation and the junction tree algorithms can be used in the inference step of variational Bayesian learning. Applying these re(cid:173) sults to the Bayesian analysis of linear-Gaussian state-space models we obtain a learning procedure that exploits the Kalman smooth(cid:173) ing propagation, while integrating over all model parameters. We demonstrate how this can be used to infer the hidden state dimen(cid:173) sionality of the state-space model in a variety of synthetic problems and one real high-dimensional data set.

A central issue in principal component analysis (PCA) is choosing the number of principal components to be retained. By interpreting PCA as density estimation, we show how to use Bayesian model selection to es(cid:173) timate the true dimensionality of the data. The resulting estimate is sim(cid:173) ple to compute yet guaranteed to pick the correct dimensionality, given enough data. The estimate involves an integral over the Steifel manifold of k-frames, which is difficult to compute exactly. But after choosing an appropriate parameterization and applying Laplace's method, an accu(cid:173) rate and practical estimator is obtained.

The goal of many unsupervised learning procedures is to bring two probability distributions into alignment. Generative models such as Gaussian mixtures and Boltzmann machines can be cast in this light, as can recoding models such as ICA and projection pursuit. We propose a novel sample-based error measure for these classes of models, which applies even in situations where maximum likelihood (ML) and probability density estimation-based formulations can(cid:173) not be applied, e.g., models that are nonlinear or have intractable posteriors. Furthermore, our sample-based error measure avoids the difficulties of approximating a density function. We prove that with an unconstrained model, (1) our approach converges on the correct solution as the number of samples goes to infinity, and (2) the expected solution of our approach in the generative framework is the ML solution.

This paper presents a unified probabilistic framework for denoising and dereverberation of speech signals. The framework transforms the denois(cid:173) ing and dereverberation problems into Bayes-optimal signal estimation. The key idea is to use a strong speech model that is pre-trained on a large data set of clean speech. Computational efficiency is achieved by using variational EM, working in the frequency domain, and employing conjugate priors. The framework covers both single and multiple micro(cid:173) phones.

Jensen's inequality is a powerful mathematical tool and one of the workhorses in statistical learning. Its applications therein include the EM algorithm, Bayesian estimation and Bayesian inference. Quite often (i.e. in discriminative learning) upper bounds are needed as well. We derive and prove an efficient analytic inequality that provides such variational upper bounds. This inequality holds for latent variable mixtures of exponential family distributions and thus spans a wide range of contemporary statis(cid:173) tical models.

Bayesian networks are graphical representations of probability distributions. In virtually all of the work on learning these networks, the assumption is that we are presented with a data set consisting of randomly generated instances from the underlying distribution. In many situations, however, we also have the option of active learning, where we have the possibility of guiding the sampling process by querying for certain types of samples. This paper addresses the problem of estimating the parameters of Bayesian networks in an active learning setting. We provide a theoretical framework for this problem, and an algorithm that chooses which active learning queries to generate based on the model learned so far.

Many algorithms for approximate reinforcement learning are not known to converge. In fact, there are counterexamples showing that the adjustable weights in some algorithms may oscillate within a region rather than converging to a point. This paper shows that, for two popular algorithms, such oscillation is the worst that can happen: the weights cannot diverge, but instead must converge to a bounded region. The algorithms are SARSA(O) and V(O); the latter algorithm was used in the well-known TD-Gammon program.

Multisensory response enhancement (MRE) is the augmentation of the response of a neuron to sensory input of one modality by si(cid:173) multaneous input from another modality. The maximum likelihood (ML) model presented here modifies the Bayesian model for MRE (Anastasio et al.) by incorporating a decision strategy to maximize the number of correct decisions. Thus the ML model can also deal with the important tasks of stimulus discrimination and identifi(cid:173) cation in the presence of incongruent visual and auditory cues. It accounts for the inverse effectiveness observed in neurophysiolog(cid:173) ical recording data, and it predicts a functional relation between uni- and bimodal levels of discriminability that is testable both in neurophysiological and behavioral experiments.