We propose a two-layer spiking network capable of performing approximate inference and learning for a hidden Markov model. The lower layer sensory neurons detect noisy measurements of hidden world states. The higher layer neurons with recurrent connections infer a posterior distribution over world states from spike trains generated by sensory neurons. We show how such a neuronal network with synaptic plasticity can implement a form of Bayesian inference similar to Monte Carlo methods such as particle filtering. Each spike in the population of inference neurons represents a sample of a particular hidden world state. The spiking activity across the neural population approximates the posterior distribution of hidden state. The model provides a functional explanation for the Poisson-like noise commonly observed in cortical responses. Uncertainties in spike times provide the necessary variability for sampling during inference. Unlike previous models, the hidden world state is not observed by the sensory neurons, and the temporal dynamics of the hidden state is unknown. We demonstrate how this network can sequentially learn the hidden Markov model using a spike-timing dependent Hebbian learning rule and achieve power-law convergence rates.

We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a monotonically increasing sequence of probability spaces. By targeting these auxiliary distributions using SMC we are able to approximate the full joint distribution defined by the PGM. One of the key merits of the SMC sampler is that it provides an unbiased estimate of the partition function of the model. We also show how it can be used within a particle Markov chain Monte Carlo framework in order to construct high-dimensional block-sampling algorithms for general PGMs.

Let $p$ be an unknown and arbitrary probability distribution over $[0 ,1)$. We consider the problem of \emph{density estimation}, in which a learning algorithm is given i.i.d. draws from $p$ and must (with high probability) output a hypothesis distribution that is close to $p$. The main contribution of this paper is a highly efficient density estimation algorithm for learning using a variable-width histogram, i.e., a hypothesis distribution with a piecewise constant probability density function. In more detail, for any $k$ and $\eps$, we give an algorithm that makes $\tilde{O}(k/\eps^2)$ draws from $p$, runs in $\tilde{O}(k/\eps^2)$ time, and outputs a hypothesis distribution $h$ that is piecewise constant with $O(k \log^2(1/\eps))$ pieces. With high probability the hypothesis $h$ satisfies $\dtv(p,h) \leq C \cdot \opt_k(p) + \eps$, where $\dtv$ denotes the total variation distance (statistical distance), $C$ is a universal constant, and $\opt_k(p)$ is the smallest total variation distance between $p$ and any $k$-piecewise constant distribution. The sample size and running time of our algorithm are both optimal up to logarithmic factors. The ``approximation factor'' $C$ that is present in our result is inherent in the problem, as we prove that no algorithm with sample size bounded in terms of $k$ and $\eps$ can achieve $C < 2$ regardless of what kind of hypothesis distribution it uses.

In many problem settings, parameter vectors are not merely sparse, but dependent in such a way that non-zero coefficients tend to cluster together. We refer to this form of dependency as “region sparsity”. Classical sparse regression methods, such as the lasso and automatic relevance determination (ARD), model parameters as independent a priori, and therefore do not exploit such dependencies. Here we introduce a hierarchical model for smooth, region-sparse weight vectors and tensors in a linear regression setting. Our approach represents a hierarchical extension of the relevance determination framework, where we add a transformed Gaussian process to model the dependencies between the prior variances of regression weights. We combine this with a structured model of the prior variances of Fourier coefficients, which eliminates unnecessary high frequencies. The resulting prior encourages weights to be region-sparse in two different bases simultaneously. We develop efficient approximate inference methods and show substantial improvements over comparable methods (e.g., group lasso and smooth RVM) for both simulated and real datasets from brain imaging.

We propose a technique for decomposing the parameter learning problem in Bayesian networks into independent learning problems. Our technique applies to incomplete datasets and exploits variables that are either hidden or observed in the given dataset. We show empirically that the proposed technique can lead to orders-of-magnitude savings in learning time. We explain, analytically and empirically, the reasons behind our reported savings, and compare the proposed technique to related ones that are sometimes used by inference algorithms.

We present a new probabilistic model for transcribing piano music from audio to a symbolic form. Our model reflects the process by which discrete musical events give rise to acoustic signals that are then superimposed to produce the observed data. As a result, the inference procedure for our model naturally resolves the source separation problem introduced by the the piano's polyphony. In order to adapt to the properties of a new instrument or acoustic environment being transcribed, we learn recording specific spectral profiles and temporal envelopes in an unsupervised fashion. Our system outperforms the best published approaches on a standard piano transcription task, achieving a 10.6% relative gain in note onset F1 on real piano audio.

We address the problem of deciding whether a causal or probabilistic query is estimable from data corrupted by missing entries, given a model of missingness process.We extend the results of Mohan et al. [2013] by presenting more general conditions for recovering probabilistic queries of the form P(y x) and P(y,x) as well as causal queries of the form P(y do(x)). We show that causal queries may be recoverable even when the factors in their identifying estimands are not recoverable. Specifically, we derive graphical conditions for recovering causal effects of the form P(y do(x)) when Y and its missingness mechanism are not d-separable. Finally, we apply our results toproblems of attrition and characterize the recovery of causal effects from data corrupted by attrition.

The Indian Buffet Process is a versatile statistical tool for modeling distributions over binary matrices. We provide an efficient spectral algorithm as an alternative to costly Variational Bayes and sampling-based algorithms. We derive a novel tensorial characterization of the moments of the Indian Buffet Process proper and for two of its applications. We give a computationally efficient iterative inference algorithm, concentration of measure bounds, and reconstruction guarantees. Our algorithm provides superior accuracy and cheaper computation than comparable Variational Bayesian approach on a number of reference problems.

We develop an automated variational method for approximate inference in Gaussian process (GP) models whose posteriors are often intractable. Using a mixture of Gaussians as the variational distribution, we show that (i) the variational objective and its gradients can be approximated efficiently via sampling from univariate Gaussian distributions and (ii) the gradients of the GP hyperparameters can be obtained analytically regardless of the model likelihood. We further propose two instances of the variational distribution whose covariance matrices can be parametrized linearly in the number of observations. These results allow gradient-based optimization to be done efficiently in a black-box manner. Our approach is thoroughly verified on 5 models using 6 benchmark datasets, performing as well as the exact or hard-coded implementations while running orders of magnitude faster than the alternative MCMC sampling approaches. Our method can be a valuable tool for practitioners and researchers to investigate new models with minimal effort in deriving model-specific inference algorithms.

This paper studies the following problem: given samples from a high dimensional discrete distribution, we want to estimate the leading $(\delta,\rho)$-modes of the underlying distributions. A point is defined to be a $(\delta,\rho)$-mode if it is a local optimum of the density within a $\delta$-neighborhood under metric $\rho$. As we increase the ``scale'' parameter $\delta$, the neighborhood size increases and the total number of modes monotonically decreases. The sequence of the $(\delta,\rho)$-modes reveal intrinsic topographical information of the underlying distributions. Though the mode finding problem is generally intractable in high dimensions, this paper unveils that, if the distribution can be approximated well by a tree graphical model, mode characterization is significantly easier. An efficient algorithm with provable theoretical guarantees is proposed and is applied to applications like data analysis and multiple predictions.