Uncertainty
Nonparametric Bayesian models of hierarchical structure in complex networks
Schmidt, Mikkel N., Herlau, Tue, Mรธrup, Morten
Analyzing and understanding the structure of complex relational data is important in many applications including analysis of the connectivity in the human brain. Such networks can have prominent patterns on different scales, calling for a hierarchically structured model. We propose two non-parametric Bayesian hierarchical network models based on Gibbs fragmentation tree priors, and demonstrate their ability to capture nested patterns in simulated networks. On real networks we demonstrate detection of hierarchical structure and show predictive performance on par with the state of the art. We envision that our methods can be employed in exploratory analysis of large scale complex networks for example to model human brain connectivity.
Dealing with the Fuzziness of Human Reasoning
Voskoglou, Michael Gr., Subbotin, Igor Ya.
Reasoning, the most important human brain operation, is charactrized by a degree fuzziness. In the present paper we construct a fuzzy model for the reasoning process giving through the calculation of the possibilities of all possible individuals' profiles a quantitative/qualitative view of their behaviour during the above process and we use the centroid defuzzification technique for measuring the reasoning skills. We also present a number of classroom experiments illustrating our results in practice.
Streaming Variational Bayes
Broderick, Tamara, Boyd, Nicholas, Wibisono, Andre, Wilson, Ashia C., Jordan, Michael I.
We present SDA-Bayes, a framework for (S)treaming, (D)istributed, (A)synchronous computation of a Bayesian posterior. The framework makes streaming updates to the estimated posterior according to a user-specified approximation batch primitive. We demonstrate the usefulness of our framework, with variational Bayes (VB) as the primitive, by fitting the latent Dirichlet allocation model to two large-scale document collections. We demonstrate the advantages of our algorithm over stochastic variational inference (SVI) by comparing the two after a single pass through a known amount of data---a case where SVI may be applied---and in the streaming setting, where SVI does not apply.
Nonparametric Bayes dynamic modeling of relational data
Durante, Daniele, Dunson, David B.
Symmetric binary matrices representing relations among entities are commonly collected in many areas. Our focus is on dynamically evolving binary relational matrices, with interest being in inference on the relationship structure and prediction. We propose a nonparametric Bayesian dynamic model, which reduces dimensionality in characterizing the binary matrix through a lower-dimensional latent space representation, with the latent coordinates evolving in continuous time via Gaussian processes. By using a logistic mapping function from the probability matrix space to the latent relational space, we obtain a flexible and computational tractable formulation. Employing P\`olya-Gamma data augmentation, an efficient Gibbs sampler is developed for posterior computation, with the dimension of the latent space automatically inferred. We provide some theoretical results on flexibility of the model, and illustrate performance via simulation experiments. We also consider an application to co-movements in world financial markets.
Sigma Point Belief Propagation
Meyer, Florian, Hlinka, Ondrej, Hlawatsch, Franz
The sigma point (SP) filter, also known as unscented Kalman filter, is an attractive alternative to the extended Kalman filter and the particle filter. Here, we extend the SP filter to nonsequential Bayesian inference corresponding to loopy factor graphs. We propose sigma point belief propagation (SPBP) as a low-complexity approximation of the belief propagation (BP) message passing scheme. SPBP achieves approximate marginalizations of posterior distributions corresponding to (generally) loopy factor graphs. It is well suited for decentralized inference because of its low communication requirements. For a decentralized, dynamic sensor localization problem, we demonstrate that SPBP can outperform nonparametric (particle-based) BP while requiring significantly less computations and communications.
Rough Set Semantics for Identity on the Web
Beek, Wouter (Vrije Universiteit Amsterdam) | Schlobach, Stefan (Vrije Universiteit Amsterdam) | Harmelen, Frank van (Vrije Universiteit Amsterdam)
Identity relations are at the foundation of the Linked Open Data initiative and on the Semantic Web in gen- eral. They allow the interlinking of alternative descrip- tions of the same thing. However, many practical uses of owl:sameAs are known to violate its formal seman- tics. We propose a method that assigns meaning to (the subrelations of) an identity relation using the predicates of the dataset schema. Applications of this approach include automated suggestions for asserting/retracting identity pairs and quality assessment. We also describe an experimental design for this approach.
On Estimating Many Means, Selection Bias, and the Bootstrap
With recent advances in high throughput technology, researchers often find themselves running a large number of hypothesis tests (thousands+) and esti- mating a large number of effect-sizes. Generally there is particular interest in those effects estimated to be most extreme. Unfortunately naive estimates of these effect-sizes (even after potentially accounting for multiplicity in a testing procedure) can be severely biased. In this manuscript we explore this bias from a frequentist perspective: we give a formal definition, and show that an oracle estimator using this bias dominates the naive maximum likelihood estimate. We give a resampling estimator to approximate this oracle, and show that it works well on simulated data. We also connect this to ideas in empirical Bayes.
Flexible sampling of discrete data correlations without the marginal distributions
Kalaitzis, Alfredo, Silva, Ricardo
Learning the joint dependence of discrete variables is a fundamental problem in machine learning, with many applications including prediction, clustering and dimensionality reduction. More recently, the framework of copula modeling has gained popularity due to its modular parametrization of joint distributions. Among other properties, copulas provide a recipe for combining flexible models for univariate marginal distributions with parametric families suitable for potentially high dimensional dependence structures. More radically, the extended rank likelihood approach of Hoff (2007) bypasses learning marginal models completely when such information is ancillary to the learning task at hand as in, e.g., standard dimensionality reduction problems or copula parameter estimation. The main idea is to represent data by their observable rank statistics, ignoring any other information from the marginals. Inference is typically done in a Bayesian framework with Gaussian copulas, and it is complicated by the fact this implies sampling within a space where the number of constraints increases quadratically with the number of data points. The result is slow mixing when using off-the-shelf Gibbs sampling. We present an efficient algorithm based on recent advances on constrained Hamiltonian Markov chain Monte Carlo that is simple to implement and does not require paying for a quadratic cost in sample size.
High-dimensional learning of linear causal networks via inverse covariance estimation
Loh, Po-Ling, Bรผhlmann, Peter
We establish a new framework for statistical estimation of directed acyclic graphs (DAGs) when data are generated from a linear, possibly non-Gaussian structural equation model. Our framework consists of two parts: (1) inferring the moralized graph from the support of the inverse covariance matrix; and (2) selecting the best-scoring graph amongst DAGs that are consistent with the moralized graph. We show that when the error variances are known or estimated to close enough precision, the true DAG is the unique minimizer of the score computed using the reweighted squared l_2-loss. Our population-level results have implications for the identifiability of linear SEMs when the error covariances are specified up to a constant multiple. On the statistical side, we establish rigorous conditions for high-dimensional consistency of our two-part algorithm, defined in terms of a "gap" between the true DAG and the next best candidate. Finally, we demonstrate that dynamic programming may be used to select the optimal DAG in linear time when the treewidth of the moralized graph is bounded.
Stochastic inference with deterministic spiking neurons
Petrovici, Mihai A., Bill, Johannes, Bytschok, Ilja, Schemmel, Johannes, Meier, Karlheinz
The seemingly stochastic transient dynamics of neocortical circuits observed in vivo have been hypothesized to represent a signature of ongoing stochastic inference. In vitro neurons, on the other hand, exhibit a highly deterministic response to various types of stimulation. We show that an ensemble of deterministic leaky integrate-and-fire neurons embedded in a spiking noisy environment can attain the correct firing statistics in order to sample from a well-defined target distribution. We provide an analytical derivation of the activation function on the single cell level; for recurrent networks, we examine convergence towards stationarity in computer simulations and demonstrate sample-based Bayesian inference in a mixed graphical model. This establishes a rigorous link between deterministic neuron models and functional stochastic dynamics on the network level.