Uncertainty
Deterministic Bayesian Information Fusion and the Analysis of its Performance
Sensor networks are ubiquitous across many different domains, including wireless communications, temperature and process control, area surveillance, object tracking and numerous other fields [2, 6]. Large performance gains can be achieved in such networks by performing data fusion between the sensors, or combining information from the individual sensors to reach system-level decisions [9, 16, 24, 26]. The sensors are typically connected by wireless links to either a separate information collector (centralized fusion) or to each other (distributed fusion). Elementary fusion rules based on Boolean logic are used in many contexts due to their simplicity and ease of implementation. On the other hand, in most situations we have some knowledge of the statistical properties of the sensors' outputs, and designing fusion rules that take this into account can provide much better performance [17, 24]. The fusion rule can be built to satisfy any of various statistical optimality criteria, such as achieving the maximum likelihood or the minimum Bayes risk, under any other constraints of the problem [17].
Compressed Sensing for Energy-Efficient Wireless Telemonitoring of Noninvasive Fetal ECG via Block Sparse Bayesian Learning
Zhang, Zhilin, Jung, Tzyy-Ping, Makeig, Scott, Rao, Bhaskar D.
Fetal ECG (FECG) telemonitoring is an important branch in telemedicine. The design of a telemonitoring system via a wireless body-area network with low energy consumption for ambulatory use is highly desirable. As an emerging technique, compressed sensing (CS) shows great promise in compressing/reconstructing data with low energy consumption. However, due to some specific characteristics of raw FECG recordings such as non-sparsity and strong noise contamination, current CS algorithms generally fail in this application. This work proposes to use the block sparse Bayesian learning (BSBL) framework to compress/reconstruct non-sparse raw FECG recordings. Experimental results show that the framework can reconstruct the raw recordings with high quality. Especially, the reconstruction does not destroy the interdependence relation among the multichannel recordings. This ensures that the independent component analysis decomposition of the reconstructed recordings has high fidelity. Furthermore, the framework allows the use of a sparse binary sensing matrix with much fewer nonzero entries to compress recordings. Particularly, each column of the matrix can contain only two nonzero entries. This shows the framework, compared to other algorithms such as current CS algorithms and wavelet algorithms, can greatly reduce code execution in CPU in the data compression stage.
Extension of SBL Algorithms for the Recovery of Block Sparse Signals with Intra-Block Correlation
Zhang, Zhilin, Rao, Bhaskar D.
We examine the recovery of block sparse signals and extend the framework in two important directions; one by exploiting signals' intra-block correlation and the other by generalizing signals' block structure. We propose two families of algorithms based on the framework of block sparse Bayesian learning (BSBL). One family, directly derived from the BSBL framework, requires knowledge of the block structure. Another family, derived from an expanded BSBL framework, is based on a weaker assumption on the block structure, and can be used when the block structure is completely unknown. Using these algorithms we show that exploiting intra-block correlation is very helpful in improving recovery performance. These algorithms also shed light on how to modify existing algorithms or design new ones to exploit such correlation and improve performance.
Noisy Matrix Completion under Sparse Factor Models
Soni, Akshay, Jain, Swayambhoo, Haupt, Jarvis, Gonella, Stefano
This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is on settings where the matrix to be estimated is well-approximated by a product of two (a priori unknown) matrices, one of which is sparse. Such structural models - referred to here as "sparse factor models" - have been widely used, for example, in subspace clustering applications, as well as in contemporary sparse modeling and dictionary learning tasks. Our main theoretical contributions are estimation error bounds for sparsity-regularized maximum likelihood estimators for problems of this form, which are applicable to a number of different observation noise or corruption models. Several specific implications are examined, including scenarios where observations are corrupted by additive Gaussian noise or additive heavier-tailed (Laplace) noise, Poisson-distributed observations, and highly-quantized (e.g., one-bit) observations. We also propose a simple algorithmic approach based on the alternating direction method of multipliers for these tasks, and provide experimental evidence to support our error analyses.
Risk Event and Probability Extraction for Modeling Medical Risks
Jochim, Charles (IBM Research – Ireland) | Sacaleanu, Bogdan (IBM Research – Ireland) | Deleris, Léa A. (IBM Research – Ireland)
In this paper we address the task of extracting risk events and probabilities from free text, focusing in particular on the biomedical domain. While our initial motivation is to enable the determination of the parameters of a Bayesian belief network, our approach is not specific to that use case. We are the first to investigate this task as a sequence tagging problem where we label spans of text as events A or B that are then used to construct probability statements of the form P(A|B)=x. We show that our approach significantly outperforms an entity extraction baseline on a new annotated medical risk event corpus. We also explore semi-supervised methods that lead to modest improvement, encouraging further work in this direction.
A Language-Modeling Approach to Health Data Interoperability
Michelson, Matthew (InferLink) | Minton, Steven (InferLink) | See, Kane (InferLink)
The need for health providers to share information is a pressing need in our ever more connected world. A patient's health information should seamlessly flow from labs to hospitals to primary care offices. To address this need, in this paper we present the Health E-Match, which focuses on the matching health terms in support of semantic interoperability. Health E-Match determines the semantic similarity between data items, realizing, for instance, that "BHGC (UR)" and "BETA-HCG (QUAL)" both refer to the same pregnancy test, known as "Beta human chorionic gonadotropin, urine qualitative." Our approach is grounded in probabilistic machine learning, and leverages several sophisticated methods for comparing the similarity between medical data items beyond simple edit distance. We present two large scale, real-world experiments to verify that our approach is both accurate and has the ability to eventually be "universal" in that models trained on one set of data translate to strong performance on data from a completely different provider.
Altitude Training: Strong Bounds for Single-Layer Dropout
Wager, Stefan, Fithian, William, Wang, Sida, Liang, Percy
Dropout training, originally designed for deep neural networks, has been successful on high-dimensional single-layer natural language tasks. This paper proposes a theoretical explanation for this phenomenon: we show that, under a generative Poisson topic model with long documents, dropout training improves the exponent in the generalization bound for empirical risk minimization. Dropout achieves this gain much like a marathon runner who practices at altitude: once a classifier learns to perform reasonably well on training examples that have been artificially corrupted by dropout, it will do very well on the uncorrupted test set. We also show that, under similar conditions, dropout preserves the Bayes decision boundary and should therefore induce minimal bias in high dimensions.
Causal Inference through a Witness Protection Program
One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been adjusted for. We introduce a novel approach for estimating causal effects that exploits observational conditional independencies to suggest "weak" paths in a unknown causal graph. The widely used faithfulness condition of Spirtes et al. is relaxed to allow for varying degrees of "path cancellations" that imply conditional independencies but do not rule out the existence of confounding causal paths. The outcome is a posterior distribution over bounds on the average causal effect via a linear programming approach and Bayesian inference. We claim this approach should be used in regular practice along with other default tools in observational studies.
Concavity of reweighted Kikuchi approximation
We analyze a reweighted version of the Kikuchi approximation for estimating the log partition function of a product distribution defined over a region graph. We establish sufficient conditions for the concavity of our reweighted objective function in terms of weight assignments in the Kikuchi expansion, and show that a reweighted version of the sum product algorithm applied to the Kikuchi region graph will produce global optima of the Kikuchi approximation whenever the algorithm converges. When the region graph has two layers, corresponding to a Bethe approximation, we show that our sufficient conditions for concavity are also necessary. Finally, we provide an explicit characterization of the polytope of concavity in terms of the cycle structure of the region graph. We conclude with simulations that demonstrate the advantages of the reweighted Kikuchi approach.
Sparse Estimation using Bayesian Hierarchical Prior Modeling for Real and Complex Linear Models
Pedersen, Niels Lovmand, Manchón, Carles Navarro, Badiu, Mihai-Alin, Shutin, Dmitriy, Fleury, Bernard Henri
In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the relative scarcity of formal tools for SBL in complex-valued models, this paper proposes a GSM model - the Bessel K model - that induces concave penalty functions for the estimation of complex sparse signals. The properties of the Bessel K model are analyzed when it is applied to Type I and Type II estimation. This analysis reveals that, by tuning the parameters of the mixing pdf different penalty functions are invoked depending on the estimation type used, the value of the noise variance, and whether real or complex signals are estimated. Using the Bessel K model, we derive a sparse estimator based on a modification of the expectation-maximization algorithm formulated for Type II estimation. The estimator includes as a special instance the algorithms proposed by Tipping and Faul [1] and by Babacan et al. [2]. Numerical results show the superiority of the proposed estimator over these state-of-the-art estimators in terms of convergence speed, sparseness, reconstruction error, and robustness in low and medium signal-to-noise ratio regimes.