Missing data is common in real-world datasets and is a problem for many estimation techniques. We have developed a variational Bayesian method to perform Independent Component Analysis (ICA) on high-dimensional data containing missing entries. Missing data are handled naturally in the Bayesian framework by integrating the generative density model. Mod- eling the distributions of the independent sources with mixture of Gaus- sians allows sources to be estimated with different kurtosis and skewness. The variational Bayesian method automatically determines the dimen- sionality of the data and yields an accurate density model for the ob- served data without overfitting problems.

Several authors have suggested viewing boosting as a gradient descent search for a good fit in function space. We apply gradient-based boosting methodology to the unsupervised learning problem of density estimation. We show convergence properties of the algorithm and prove that a strength of weak learnability prop- erty applies to this problem as well. We illustrate the potential of this approach through experiments with boosting Bayesian networks to learn density models.

An essential step in understanding the function of sensory nervous sys- tems is to characterize as accurately as possible the stimulus-response function (SRF) of the neurons that relay and process sensory informa- tion. One increasingly common experimental approach is to present a rapidly varying complex stimulus to the animal while recording the re- sponses of one or more neurons, and then to directly estimate a func- tional transformation of the input that accounts for the neuronal firing. The estimation techniques usually employed, such as Wiener filtering or other correlation-based estimation of the Wiener or Volterra kernels, are equivalent to maximum likelihood estimation in a Gaussian-output-noise regression model. We explore the use of Bayesian evidence-optimization techniques to condition these estimates. We show that by learning hyper- parameters that control the smoothness and sparsity of the transfer func- tion it is possible to improve dramatically the quality of SRF estimates, as measured by their success in predicting responses to novel input.

There are several reinforcement learning algorithms that yield ap(cid:173) proximate solutions for the problem of policy evaluation when the value function is represented with a linear function approximator. In this paper we show that each of the solutions is optimal with respect to a specific objective function. The results presented here will be useful for comparing the algorithms in terms of the error they achieve relative to the error of the optimal approximate solution.

Side-chain prediction is an important subtask in the protein-folding problem. We show that finding a minimal energy side-chain con(cid:173) figuration is equivalent to performing inference in an undirected graphical model. The graphical model is relatively sparse yet has many cycles. We used this equivalence to assess the performance of approximate inference algorithms in a real-world setting. In cases where exact inference was possible, max-product BP al(cid:173) ways found the global minimum of the energy (except in few cases where it failed to converge), while other approximation algorithms of similar complexity did not.

A longstanding goal of reinforcement learning is to develop non- parametric representations of policies and value functions that support rapid learning without suffering from interference or the curse of di- mensionality. We have developed a trajectory-based approach, in which policies and value functions are represented nonparametrically along tra- jectories. These trajectories, policies, and value functions are updated as the value function becomes more accurate or as a model of the task is up- dated. We have applied this approach to periodic tasks such as hopping and walking, which required handling discount factors and discontinu- ities in the task dynamics, and using function approximation to represent value functions at discontinuities. We also describe extensions of the ap- proach to make the policies more robust to modeling error and sensor noise.

We present an analysis of concentration-of-expectation phenomena in layered Bayesian networks that use generalized linear models as the local conditional probabilities. This framework encompasses a wide variety of probability distributions, including both discrete and continuous random variables. We utilize ideas from large deviation analysis and the delta method to devise and evaluate a class of approximate inference algo- rithms for layered Bayesian networks that have superior asymptotic error bounds and very fast computation time.

The inference of hidden graphs from noisy edge appearance data is an important problem with obvious practical application. For example, biologists are currently building networks of all the physical protein-protein interactions (PPI) that occur in particular organisms. The importance of this enterprise is commensurate with its scale: a completed network would be as valuable as a completed genome sequence, and because each organism contains thousands of difierent types of proteins, there are millions of possible types of interactions. However, scalable experimental meth- ods for detecting interactions are noisy, generating many false detections. Motivated by this application, we formulate the general problem of inferring hidden graphs as probabilistic inference in a graphical model, and we introduce an e–cient algorithm that approximates the posterior probability that an edge is present.

Many techniques for complex speech processing such as denoising and deconvolution, time/frequency warping, multiple speaker separation, and multiple microphone analysis operate on sequences of short-time power spectra (spectrograms), a representation which is often well-suited to these tasks. However, a significant problem with algorithms that manipu- late spectrograms is that the output spectrogram does not include a phase component, which is needed to create a time-domain signal that has good perceptual quality. Here we describe a generative model of time-domain speech signals and their spectrograms, and show how an efficient opti- mizer can be used to find the maximum a posteriori speech signal, given the spectrogram. We compare our technique with a standard method using signal-to-noise ratios, but we also provide audio files on the web for the purpose of demonstrating the improvement in perceptual quality that our technique offers.

Recent work has examined the estimation of models of stimulus-driven neural activity in which some linear filtering process is followed by a nonlinear, probabilistic spiking stage. We analyze the estimation of one such model for which this nonlinear step is implemented by a noisy, leaky, integrate-and-fire mechanism with a spike-dependent after- current. This model is a biophysically plausible alternative to models with Poisson (memory-less) spiking, and has been shown to effectively reproduce various spiking statistics of neurons in vivo. However, the problem of estimating the model from extracellular spike train data has not been examined in depth. We formulate the problem in terms of max- imum likelihood estimation, and show that the computational problem of maximizing the likelihood is tractable.