In large-scale applications of undirected graphical models, such as social networks and biological networks, similar patterns occur frequently and give rise to similar parameters.In this situation, it is beneficial to group the parameters for more efficient learning. We show that even when the grouping is unknown, we can infer theseparameter groups during learning via a Bayesian approach. We impose a Dirichlet process prior on the parameters. Posterior inference usually involves calculating intractableterms, and we propose two approximation algorithms, namely a Metropolis-Hastings algorithm with auxiliary variables and a Gibbs sampling algorithm with"stripped" Beta approximation (Gibbs SBA). Simulations show that both algorithms outperform conventional maximum likelihood estimation (MLE). Gibbs SBA's performance is close to Gibbs sampling with exact likelihood calculation. Modelslearned with Gibbs SBA also generalize better than the models learned by MLE on real-world Senate voting data.

Typical blur from camera shake often deviates from the standard uniform convolutional assumption, in part because of problematic rotations which create greater blurring away from some unknown center point. Consequently, successful blind deconvolution for removing shake artifacts requires the estimation of a spatially-varying or non-uniform blur operator. Using ideas from Bayesian inference and convex analysis, this paper derives a non-uniform blind deblurring algorithm with several desirable, yet previously-unexplored attributes. The underlying objective function includes a spatially-adaptive penalty that couples the latent sharp image, non-uniform blur operator, and noise level together. This coupling allows the penalty to automatically adjust its shape based on the estimated degree of local blur and image structure such that regions with large blur or few prominent edges are discounted. Remaining regions with modest blur and revealing edges therefore dominate the overall estimation process without explicitly incorporating structure-selection heuristics. The algorithm can be implemented using an optimization strategy that is virtually parameter free and simpler than existing methods. Detailed theoretical analysis and empirical validation on real images serve to validate the proposed method.

We introduce a nonparametric approach for estimating drift functions in systems of stochastic differential equations from incomplete observations of the state vector. Using a Gaussian process prior over the drift as a function of the state vector, we develop an approximate EM algorithm to deal with the unobserved, latent dynamics between observations. The posterior over states is approximated by a piecewise linearized process and the MAP estimation of the drift is facilitated by a sparse Gaussian process regression.

We introduce a novel variational method that allows to approximately integrate out kernel hyperparameters, such as length-scales, in Gaussian process regression. This approach consists of a novel variant of the variational framework that has been recently developed for the Gaussian process latent variable model which additionally makes use of a standardised representation of the Gaussian process. We consider this technique for learning Mahalanobis distance metrics in a Gaussian process regression setting and provide experimental evaluations and comparisons with existing methods by considering datasets with high-dimensional inputs.

Principal geodesic analysis (PGA) is a generalization of principal component analysis (PCA) for dimensionality reduction of data on a Riemannian manifold. Currently PGA is defined as a geometric fit to the data, rather than as a probabilistic model. Inspired by probabilistic PCA, we present a latent variable model for PGA that provides a probabilistic framework for factor analysis on manifolds. To compute maximum likelihood estimates of the parameters in our model, we develop a Monte Carlo Expectation Maximization algorithm, where the expectation is approximated by Hamiltonian Monte Carlo sampling of the latent variables. We demonstrate the ability of our method to recover the ground truth parameters in simulated sphere data, as well as its effectiveness in analyzing shape variability of a corpus callosum data set from human brain images.

How does the human visual system compute the speed of a coherent motion stimulus that contains motion energy in different spatiotemporal frequency bands? Here we propose that perceived speed is the result of optimal integration of speed information from independent spatiotemporal frequency tuned channels. We formalize this hypothesis with a Bayesian observer model that treats the channel activity as independent cues, which are optimally combined with a prior expectation for slow speeds. We test the model against behavioral data from a 2AFC speed discrimination task with which we measured subjects' perceived speed of drifting sinusoidal gratings with different contrasts and spatial frequencies, and of various combinations of these single gratings. We find that perceived speed of the combined stimuli is independent of the relative phase of the underlying grating components, and that the perceptual biases and discrimination thresholds are always smaller for the combined stimuli, supporting the cue combination hypothesis. The proposed Bayesian model fits the data well, accounting for perceptual biases and thresholds of both simple and combined stimuli. Fits are improved if we assume that the channel responses are subject to divisive normalization, which is in line with physiological evidence. Our results provide an important step toward a more complete model of visual motion perception that can predict perceived speeds for stimuli of arbitrary spatial structure.

Distributions over matrices with exchangeable rows and infinitely many columns are useful in constructing nonparametric latent variable models. However, the distribution impliedby such models over the number of features exhibited by each data point may be poorly-suited for many modeling tasks. In this paper, we propose aclass of exchangeable nonparametric priors obtained by restricting the domain ofexisting models. Such models allow us to specify the distribution over the number of features per data point, and can achieve better performance on data sets where the number of features is not well-modeled by the original distribution.

In this work we develop efficient methods for learning random MAP predictors for structured label problems. In particular, we construct posterior distributions over perturbations that can be adjusted via stochastic gradient methods. We show that every smooth posterior distribution would suffice to define a smooth PAC-Bayesian risk bound suitable for gradient methods. In addition, we relate the posterior distributions to computational properties of the MAP predictors. We suggest multiplicative posteriors to learn super-modular potential functions that accompany specialized MAP predictors such as graph-cuts. We also describe label-augmented posterior models that can use efficient MAP approximations, such as those arising from linear program relaxations.

We address the scalability of symbolic planning under uncertainty with factored states and actions. Prior work has focused almost exclusively on factored states but not factored actions, and on value iteration (VI) compared to policy iteration (PI). Our first contribution is a novel method for symbolic policy backups via the application of constraints, which is used to yield a new efficient symbolic imple- mentation of modified PI (MPI) for factored action spaces. While this approach improves scalability in some cases, naive handling of policy constraints comes with its own scalability issues. This leads to our second and main contribution, symbolic Opportunistic Policy Iteration (OPI), which is a novel convergent al- gorithm lying between VI and MPI. The core idea is a symbolic procedure that applies policy constraints only when they reduce the space and time complexity of the update, and otherwise performs full Bellman backups, thus automatically adjusting the backup per state. We also give a memory bounded version of this algorithm allowing a space-time tradeoff. Empirical results show significantly improved scalability over the state-of-the-art.

The receptive field (RF) of a sensory neuron describes how the neuron integrates sensory stimuli over time and space. In typical experiments with naturalistic or flickering spatiotemporal stimuli, RFs are very high-dimensional, due to the large number of coefficients needed to specify an integration profile across time and space. Estimating these coefficients from small amounts of data poses a variety of challenging statistical and computational problems. Here we address these challenges by developing Bayesian reduced rank regression methods for RF estimation. This corresponds to modeling the RF as a sum of several space-time separable (i.e., rank-1) filters, which proves accurate even for neurons with strongly oriented space-time RFs. This approach substantially reduces the number of parameters needed to specify the RF, from 1K-100K down to mere 100s in the examples we consider, and confers substantial benefits in statistical power and computational efficiency. In particular, we introduce a novel prior over low-rank RFs using the restriction of a matrix normal prior to the manifold of low-rank matrices. We then use a localized'' prior over row and column covariances to obtain sparse, smooth, localized estimates of the spatial and temporal RF components. We develop two methods for inference in the resulting hierarchical model: (1) a fully Bayesian method using blocked-Gibbs sampling; and (2) a fast, approximate method that employs alternating coordinate ascent of the conditional marginal likelihood. We develop these methods under Gaussian and Poisson noise models, and show that low-rank estimates substantially outperform full rank estimates in accuracy and speed using neural data from retina and V1."