The Gaussian process (GP) is a popular way to specify dependencies between random variables in a probabilistic model. In the Bayesian framework the covariance structure can be specified using unknown hyperparameters. Integrating over these hyperparameters considers different possible explanations for the data when making predictions. This integration is often performed using Markov chain Monte Carlo (MCMC) sampling. However, with non-Gaussian observations standard hyperparameter sampling approaches require careful tuning and may converge slowly.

Continuous Markov random fields are a general formalism to model joint probability distributions over events with continuous outcomes. We prove that marginal computation for constrained continuous MRFs is #P-hard in general and present a polynomial-time approximation scheme under mild assumptions on the structure of the random field. Moreover, we introduce a sampling algorithm to compute marginal distributions and develop novel techniques to increase its efficiency. Continuous MRFs are a general purpose probabilistic modeling tool and we demonstrate how they can be applied to statistical relational learning. On the problem of collective classification, we evaluate our algorithm and show that the standard deviation of marginals serves as a useful measure of confidence.

Upstream supervised topic models have been widely used for complicated scene understanding. However, existing maximum likelihood estimation (MLE) schemes can make the prediction model learning independent of latent topic discovery and result in an imbalanced prediction rule for scene classification. This paper presents a joint max-margin and max-likelihood learning method for upstream scene understanding models, in which latent topic discovery and prediction model estimation are closely coupled and well-balanced. The optimization problem is efficiently solved with a variational EM procedure, which iteratively solves an online loss-augmented SVM. We demonstrate the advantages of the large-margin approach on both an 8-category sports dataset and the 67-class MIT indoor scene dataset for scene categorization.

We present the Copula Bayesian Network model for representing multivariate continuous distributions. Our approach builds on a novel copula-based parameterization of a conditional density that, joined with a graph that encodes independencies, offers great flexibility in modeling high-dimensional densities, while maintaining control over the form of the univariate marginals. We demonstrate the advantage of our framework for generalization over standard Bayesian networks as well as tree structured copula models for varied real-life domains that are of substantially higher dimension than those typically considered in the copula literature.

We present a novel probabilistic model for distributions over sets of structures -- for example, sets of sequences, trees, or graphs. The critical characteristic of our model is a preference for diversity: sets containing dissimilar structures are more likely. Our model is a marriage of structured probabilistic models, like Markov random fields and context free grammars, with determinantal point processes, which arise in quantum physics as models of particles with repulsive interactions. We extend the determinantal point process model to handle an exponentially-sized set of particles (structures) via a natural factorization of the model into parts. We show how this factorization leads to tractable algorithms for exact inference, including computing marginals, computing conditional probabilities, and sampling.

There are many settings in which we wish to fit a model of the behavior of individuals but where our data consist only of aggregate information (counts or low-dimensional contingency tables). This paper introduces Collective Graphical Models---a framework for modeling and probabilistic inference that operates directly on the sufficient statistics of the individual model. We derive a highly-efficient Gibbs sampling algorithm for sampling from the posterior distribution of the sufficient statistics conditioned on noisy aggregate observations, prove its correctness, and demonstrate its effectiveness experimentally.

We present a joint image segmentation and labeling model (JSL) which, given a bag of figure-ground segment hypotheses extracted at multiple image locations and scales, constructs a joint probability distribution over both the compatible image interpretations (tilings or image segmentations) composed from those segments, and over their labeling into categories. The process of drawing samples from the joint distribution can be interpreted as first sampling tilings, modeled as maximal cliques, from a graph connecting spatially non-overlapping segments in the bag, followed by sampling labels for those segments, conditioned on the choice of a particular tiling. We learn the segmentation and labeling parameters jointly, based on Maximum Likelihood with a novel Incremental Saddle Point estimation procedure. The partition function over tilings and labelings is increasingly more accurately approximated by including incorrect configurations that a not-yet-competent model rates probable during learning. We show that the proposed methodology matches the current state of the art in the Stanford dataset, as well as in VOC2010, where 41.7% accuracy on the test set is achieved.

We present an asymptotic analysis of Viterbi Training (VT) and contrast it with a more conventional Maximum Likelihood (ML) approach to parameter estimation in Hidden Markov Models. While ML estimator works by (locally) maximizing the likelihood of the observed data, VT seeks to maximize the probability of the most likely hidden state sequence. We develop an analytical framework based on a generating function formalism and illustrate it on an exactly solvable model of HMM with one unambiguous symbol. For this particular model the ML objective function is continuously degenerate. VT objective, in contrast, is shown to have only finite degeneracy.

It has been argued that perceptual multistability reflects probabilistic inference performed by the brain when sensory input is ambiguous. Alternatively, more traditional explanations of multistability refer to low-level mechanisms such as neuronal adaptation. We employ a Deep Boltzmann Machine (DBM) model of cortical processing to demonstrate that these two different approaches can be combined in the same framework. Based on recent developments in machine learning, we show how neuronal adaptation can be understood as a mechanism that improves probabilistic, sampling-based inference. Using the ambiguous Necker cube image, we analyze the perceptual switching exhibited by the model.

When used to learn high dimensional parametric probabilistic models, the clas- sical maximum likelihood (ML) learning often suffers from computational in- tractability, which motivates the active developments of non-ML learning meth- ods. Yet, because of their divergent motivations and forms, the objective func- tions of many non-ML learning methods are seemingly unrelated, and there lacks a unified framework to understand them. In this work, based on an information geometric view of parametric learning, we introduce a general non-ML learning principle termed as minimum KL contraction, where we seek optimal parameters that minimizes the contraction of the KL divergence between the two distributions after they are transformed with a KL contraction operator. We then show that the objective functions of several important or recently developed non-ML learn- ing methods, including contrastive divergence [12], noise-contrastive estimation [11], partial likelihood [7], non-local contrastive objectives [31], score match- ing [14], pseudo-likelihood [3], maximum conditional likelihood [17], maximum mutual information [2], maximum marginal likelihood [9], and conditional and marginal composite likelihood [24], can be unified under the minimum KL con- traction framework with different choices of the KL contraction operators.