We focus on the problem of sequential decision making in partially observable environments shared with other agents of uncertain types having similar or conflicting objectives. This problem has been previously formalized by multiple frameworks one of which is the interactive dynamic influence diagram (I-DID), which generalizes the well-known influence diagram to the multiagent setting. I-DIDs are graphical models and may be used to compute the policy of an agent given its belief over the physical state and others' models, which changes as the agent acts and observes in the multiagent setting. As we may expect, solving I-DIDs is computationally hard. This is predominantly due to the large space of candidate models ascribed to the other agents and its exponential growth over time. We present two methods for reducing the size of the model space and stemming its exponential growth. Both these methods involve aggregating individual models into equivalence classes. Our first method groups together behaviorally equivalent models and selects only those models for updating which will result in predictive behaviors that are distinct from others in the updated model space. The second method further compacts the model space by focusing on portions of the behavioral predictions. Specifically, we cluster actionally equivalent models that prescribe identical actions at a single time step. Exactly identifying the equivalences would require us to solve all models in the initial set. We avoid this by selectively solving some of the models, thereby introducing an approximation. We discuss the error introduced by the approximation, and empirically demonstrate the improved efficiency in solving I-DIDs due to the equivalences.

In many signal detection and classification problems, we have knowledge of the distribution under each hypothesis, but not the prior probabilities. This paper is aimed at providing theory to quantify the performance of detection via estimating prior probabilities from either labeled or unlabeled training data. The error or {\em risk} is considered as a function of the prior probabilities. We show that the risk function is locally Lipschitz in the vicinity of the true prior probabilities, and the error of detectors based on estimated prior probabilities depends on the behavior of the risk function in this locality. In general, we show that the error of detectors based on the Maximum Likelihood Estimate (MLE) of the prior probabilities converges to the Bayes error at a rate of $n^{-1/2}$, where $n$ is the number of training data. If the behavior of the risk function is more favorable, then detectors based on the MLE have errors converging to the corresponding Bayes errors at optimal rates of the form $n^{-(1+\alpha)/2}$, where $\alpha>0$ is a parameter governing the behavior of the risk function with a typical value $\alpha = 1$. The limit $\alpha \rightarrow \infty$ corresponds to a situation where the risk function is flat near the true probabilities, and thus insensitive to small errors in the MLE; in this case the error of the detector based on the MLE converges to the Bayes error exponentially fast with $n$. We show the bounds are achievable no matter given labeled or unlabeled training data and are minimax-optimal in labeled case.

We postulate that the nature of information items plays a vital role in the observed spread of these items in a social network. We capture this intuition by proposing a model that assigns to every information item two parameters: endogeneity and exogeneity. The endogeneity of the item quantifies its tendency to spread primarily through the connections between nodes; the exogeneity quantifies its tendency to be acquired by the nodes, independently of the underlying network. We also extend this item-based model to take into account the openness of each node to new information. We quantify openness by introducing the receptivity of a node. Given a social network and data related to the ordering of adoption of information items by nodes, we develop a maximum-likelihood framework for estimating endogeneity, exogeneity and receptivity parameters. We apply our methodology to synthetic and real data and demonstrate its efficacy as a data-analytic tool.

This paper presents a new approach to disambiguate company names in the Twitter social network. We have focused on making lighter the processing of comparing company profiles with tweets in order to obtain a competitive real-time system. With this aim, we only use the home page of each company as information source to create a unique profile. On the other hand, we compute the similarity of a tweet in connection to a profile by comparing the content of the tweet with the profile. Both steps do not use any other external information source and all the process is developed in an unsupervised way. We have tested our application with the test WePS-3 CLEF ORM corpus obtaining encouraging results.

In this paper we present an algorithm for rapid Bayesian analysis that combines the benefits of nested sampling and artificial neural networks. The blind accelerated multimodal Bayesian inference (BAMBI) algorithm implements the MultiNest package for nested sampling as well as the training of an artificial neural network (NN) to learn the likelihood function. In the case of computationally expensive likelihoods, this allows the substitution of a much more rapid approximation in order to increase significantly the speed of the analysis. We begin by demonstrating, with a few toy examples, the ability of a NN to learn complicated likelihood surfaces. BAMBI's ability to decrease running time for Bayesian inference is then demonstrated in the context of estimating cosmological parameters from Wilkinson Microwave Anisotropy Probe and other observations. We show that valuable speed increases are achieved in addition to obtaining NNs trained on the likelihood functions for the different model and data combinations. These NNs can then be used for an even faster follow-up analysis using the same likelihood and different priors. This is a fully general algorithm that can be applied, without any pre-processing, to other problems with computationally expensive likelihood functions.

The problem of active diagnosis arises in several applications such as disease diagnosis, and fault diagnosis in computer networks, where the goal is to rapidly identify the binary states of a set of objects (e.g., faulty or working) by sequentially selecting, and observing, (noisy) responses to binary valued queries. Current algorithms in this area rely on loopy belief propagation for active query selection. These algorithms have an exponential time complexity, making them slow and even intractable in large networks. We propose a rank-based greedy algorithm that sequentially chooses queries such that the area under the ROC curve of the rank-based output is maximized. The AUC criterion allows us to make a simplifying assumption that significantly reduces the complexity of active query selection (from exponential to near quadratic), with little or no compromise on the performance quality.

We show that the Bregman divergence provides a rich framework to estimate unnormalized statistical models for continuous or discrete random variables, that is, models which do not integrate or sum to one, respectively. We prove that recent estimation methods such as noise-contrastive estimation, ratio matching, and score matching belong to the proposed framework, and explain their interconnection based on supervised learning. Further, we discuss the role of boosting in unsupervised learning.

Such relaxations make STC amenable to: 1) directly control the sparsity of inferred representations by using sparsity-inducing regularizers; 2) be seamlessly integrated with a convex error function (e.g., SVM hinge loss) for supervised learning; and 3) be efficiently learned with a simply structured coordinate descent algorithm. Our results demonstrate the advantages of STC and supervised MedSTC on identifying topical meanings of words and improving classification accuracy and time efficiency.

Conditional independence testing is an important problem, especially in Bayesian network learning and causal discovery. Due to the curse of dimensionality, testing for conditional independence of continuous variables is particularly challenging. We propose a Kernel-based Conditional Independence test (KCI-test), by constructing an appropriate test statistic and deriving its asymptotic distribution under the null hypothesis of conditional independence. The proposed method is computationally efficient and easy to implement. Experimental results show that it outperforms other methods, especially when the conditioning set is large or the sample size is not very large, in which case other methods encounter difficulties.

In addition, the Dirichlet prior is known as a distribution that ensures likelihood equivalence; this score is known as \Bayesian Dirichlet equivalence (BDe)" (Heckerman et al., 1995). Given no prior knowledge, the Bayesian Dirichlet equivalence uniform (BDeu), as proposed earlier by Buntine (1991), is often used. Actually, BDe(u) requires an \equivalent sample size (ESS)", which re ects the degree of a user's prior belief. Moreover, recent studies have demonstrated that ESS plays an important role in the resulting network structure estimate. Steck and Jaakkola (2002) demonstrated that the deletion of an arc in a Bayesian network is more likely to occur as ESS goes asymptotically to zero for a large sample.