Uncertainty
Warped Mixtures for Nonparametric Cluster Shapes
Iwata, Tomoharu, Duvenaud, David, Ghahramani, Zoubin
A mixture of Gaussians fit to a single curved or heavy-tailed cluster will report that the data contains many clusters. To produce more appropriate clusterings, we introduce a model which warps a latent mixture of Gaussians to produce nonparametric cluster shapes. The possibly low-dimensional latent mixture model allows us to summarize the properties of the high-dimensional clusters (or density manifolds) describing the data. The number of manifolds, as well as the shape and dimension of each manifold is automatically inferred. We derive a simple inference scheme for this model which analytically integrates out both the mixture parameters and the warping function. We show that our model is effective for density estimation, performs better than infinite Gaussian mixture models at recovering the true number of clusters, and produces interpretable summaries of high-dimensional datasets.
ARCO1: An Application of Belief Networks to the Oil Market
Belief networks are a new, potentially important, class of knowledge-based models. ARCO1, currently under development at the Atlantic Richfield Company (ARCO) and the University of Southern California (USC), is the most advanced reported implementation of these models in a financial forecasting setting. ARCO1's underlying belief network models the variables believed to have an impact on the crude oil market. A pictorial market model-developed on a MAC II- facilitates consensus among the members of the forecasting team. The system forecasts crude oil prices via Monte Carlo analyses of the network. Several different models of the oil market have been developed; the system's ability to be updated quickly highlights its flexibility.
On the Generation of Alternative Explanations with Implications for Belief Revision
Department of Computer Science Brown University Providence, RI 02912 Abstract In general, the best explanation for a given observation makes no promises on how good it is with respect to other alternative explanations. A major deficiency of message-passing schemes for belief revision in Bayesian networks is their inability to generate alternatives beyond the second best. In this paper, we present a general approach based on linear constraint systems that naturally generates alternative explanations in an orderly and highly efficient manner. This approach is then applied to cost-based abduction problems as well as belief revision in Bayesian networks. INTRODUCTION We are constantly faced with the problem of explaining the observations we have gathered with our senses. Our explanations are constructed by assuming certain facts or hypotheses which support our observations. For example, suppose I decide to phone my friend Tony at the office.
Why Do We Need Foundations for Modelling Uncertainties?
Surely we want solid foundations. What kind of castle can we build on sand? What is the point of devoting effort to balconies and minarets, if the foundation may be so weak as to allow the structure to collapse of its own weight? We want our foundations set on bedrock, designed to last for generations. Who would want an architect who cannot certify the soundness of the foundations of his buildings?
A Non-Numeric Approach to Multi-Criteria/Multi-Expert Aggregation Based on Approximate Reasoning
We describe a technique that can be used for the fusion of multiple sources of information as well as for the evaluation and selection of alternatives under multi-criteria. Three important properties contribute to the uniqueness of the technique introduced. The first is the ability to do all necessary operations and aggregations with information that is of a nonnumeric linguistic nature. This facility greatly reduces the burden on the providers of information, the experts. A second characterizing feature is the ability assign, again linguistically, differing importance to the criteria or in the case of information fusion to the individual sources of information. A third significant feature of the approach is its ability to be used as method to find a consensus of the opinion of multiple experts on the issue of concern. The techniques used in this approach are base on ideas developed from the theory of approximate reasoning. We illustrate the approach with a problem of project selection.
An Efficient Implementation of Belief Function Propagation
The local computation technique (Shafer et al. 1987, Shafer and Shenoy 1988, Shenoy and Shafer 1986) is used for propagating belief functions in so called a Markov Tree. In this paper, we describe an efficient implementation of belief function propagation on the basis of the local computation technique. The presented method avoids all the redundant computations in the propagation process, and so makes the computational complexity decrease with respect to other existing implementations (Hsia and Shenoy 1989, Zarley et al. 1988). We also give a combined algorithm for both propagation and re-propagation which makes the re-propagation process more efficient when one or more of the prior belief functions is changed.
A Monte-Carlo Algorithm for Dempster-Shafer Belief
A very computationally-efficient Monte-Carlo algorithm for the calculation of Dempster-Shafer belief is described. If Bel is the combination using Dempster's Rule of belief functions Bel, ..., Bel,7, then, for subset b of the frame C), Bel(b) can be calculated in time linear in 1(31 and m (given that the weight of conflict is bounded). The algorithm can also be used to improve the complexity of the Shenoy-Shafer algorithms on Markov trees, and be generalised to calculate Dempster-Shafer Belief over other logics.
Compressed Constraints in Probabilistic Logic and Their Revision
In probabilistic logic entailments, even moderate size problems can yield linear constraint systems with so many variables that exact methods are impractical. This difficulty can be remedied in many cases of interest by introducing a threevalued logic (true, false, and "don't care"). The three-valued approach allows the construction of "compressed" constraint systems which have the same solution sets as their two-valued counterparts, but which may involve dramatically fewer variables. PROLIFERATION OF WORLDS An entailment problem in Nilsson's (1986) probabilistic logic derives an estimate for the prior probability of one sentence (hereafter, the "target") from the priors for a set of other ("source") sentences. V is a matrix derived from an inventory of all consistent patterns of truth assignments (1 true, 0 false) for the source and target sentences.
About Updating
Survey of several forms of updating, with a practical illustrative example. We study several updating (conditioning) schemes that emerge naturally from a common scenarion to provide some insights into their meaning. Updating is a subtle operation and there is no single method, no single 'good' rule. The choice of the appropriate rule must always be given due consideration. Planchet (1989) presents a mathematical survey of many rules. We focus on the practical meaning of these rules. After summarizing the several rules for conditioning, we present an illustrative example in which the various forms of conditioning can be explained.
Algorithms for Irrelevance-Based Partial MAPs
Irrelevance-based partial MAPs are useful constructs for domain-independent explanation using belief networks. We look at two definitions for such partial MAPs, and prove important properties that are useful in designing algorithms for computing them effectively. We make use of these properties in modifying our standard MAP best-first algorithm, so as to handle irrelevance-based partial MAPs.