Robots operating in domestic environments generally need to interact with articulated objects, such as doors, cabinets, dishwashers or fridges. In this work, we present a novel, probabilistic framework for modeling articulated objects as kinematic graphs. Vertices in this graph correspond to object parts, while edges between them model their kinematic relationship. In particular, we present a set of parametric and non-parametric edge models and how they can robustly be estimated from noisy pose observations. We furthermore describe how to estimate the kinematic structure and how to use the learned kinematic models for pose prediction and for robotic manipulation tasks. We finally present how the learned models can be generalized to new and previously unseen objects. In various experiments using real robots with different camera systems as well as in simulation, we show that our approach is valid, accurate and efficient. Further, we demonstrate that our approach has a broad set of applications, in particular for the emerging fields of mobile manipulation and service robotics.

This article presents a survey of work on lifted graphical models. We review a general form for a lifted graphical model, a par-factor graph, and show how a number of existing statistical relational representations map to this formalism. We discuss inference algorithms, including lifted inference algorithms, that efficiently compute the answers to probabilistic queries. We also review work in learning lifted graphical models from data. It is our belief that the need for statistical relational models (whether it goes by that name or another) will grow in the coming decades, as we are inundated with data which is a mix of structured and unstructured, with entities and relations extracted in a noisy manner from text, and with the need to reason effectively with this data. We hope that this synthesis of ideas from many different research groups will provide an accessible starting point for new researchers in this expanding field.

We consider a fuzzy linear system with crisp coefficient matrix and with an arbitrary fuzzy number in parametric form on the right-hand side. It is known that the well-known existence and uniqueness theorem of a strong fuzzy solution is equivalent to the following: The coefficient matrix is the product of a permutation matrix and a diagonal matrix. This means that this theorem can be applicable only for a special form of linear systems, namely, only when the system consists of equations, each of which has exactly one variable. We prove an existence and uniqueness theorem, which can be use on more general systems. The necessary and sufficient conditions of the theorem are dependent on both the coefficient matrix and the right-hand side. This theorem is a generalization of the well-known existence and uniqueness theorem for the strong solution.

We address the sparse signal recovery problem in the context of multiple measurement vectors (MMV) when elements in each nonzero row of the solution matrix are temporally correlated. Existing algorithms do not consider such temporal correlations and thus their performance degrades significantly with the correlations. In this work, we propose a block sparse Bayesian learning framework which models the temporal correlations. In this framework we derive two sparse Bayesian learning (SBL) algorithms, which have superior recovery performance compared to existing algorithms, especially in the presence of high temporal correlations. Furthermore, our algorithms are better at handling highly underdetermined problems and require less row-sparsity on the solution matrix. We also provide analysis of the global and local minima of their cost function, and show that the SBL cost function has the very desirable property that the global minimum is at the sparsest solution to the MMV problem. Extensive experiments also provide some interesting results that motivate future theoretical research on the MMV model.

Multi-step ahead forecasting is still an open challenge in time series forecasting. Several approaches that deal with this complex problem have been proposed in the literature but an extensive comparison on a large number of tasks is still missing. This paper aims to fill this gap by reviewing existing strategies for multi-step ahead forecasting and comparing them in theoretical and practical terms. To attain such an objective, we performed a large scale comparison of these different strategies using a large experimental benchmark (namely the 111 series from the NN5 forecasting competition). In addition, we considered the effects of deseasonalization, input variable selection, and forecast combination on these strategies and on multi-step ahead forecasting at large. The following three findings appear to be consistently supported by the experimental results: Multiple-Output strategies are the best performing approaches, deseasonalization leads to uniformly improved forecast accuracy, and input selection is more effective when performed in conjunction with deseasonalization.

We consider the problem of speaker diarization, the problem of segmenting an audio recording of a meeting into temporal segments corresponding to individual speakers. The problem is rendered particularly difficult by the fact that we are not allowed to assume knowledge of the number of people participating in the meeting. To address this problem, we take a Bayesian nonparametric approach to speaker diarization that builds on the hierarchical Dirichlet process hidden Markov model (HDP-HMM) of Teh et al. [J. Amer. Statist. Assoc. 101 (2006) 1566--1581]. Although the basic HDP-HMM tends to over-segment the audio data---creating redundant states and rapidly switching among them---we describe an augmented HDP-HMM that provides effective control over the switching rate. We also show that this augmentation makes it possible to treat emission distributions nonparametrically. To scale the resulting architecture to realistic diarization problems, we develop a sampling algorithm that employs a truncated approximation of the Dirichlet process to jointly resample the full state sequence, greatly improving mixing rates. Working with a benchmark NIST data set, we show that our Bayesian nonparametric architecture yields state-of-the-art speaker diarization results.

Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick to inference in a parametric Bayesian model. For example, Gaussian process regression can be derived this way from Bayesian linear regression. Despite the success of the Gaussian process framework, the kernel trick is rarely explicitly considered in the Bayesian literature. In this paper, we aim to fill this gap and demonstrate the potential of applying the kernel trick to tractable Bayesian parametric models in a wider context than just regression. As an example, we present an intuitive Bayesian kernel machine for density estimation that is obtained by applying the kernel trick to a Gaussian generative model in feature space.

We present a first theoretical analysis of the power of polynomial-time preprocessing for important combinatorial problems from various areas in AI. We consider problems from Constraint Satisfaction, Global Constraints, Satisfiability, Nonmonotonic and Bayesian Reasoning. We show that, subject to a complexity theoretic assumption, none of the considered problems can be reduced by polynomial-time preprocessing to a problem kernel whose size is polynomial in a structural problem parameter of the input, such as induced width or backdoor size. Our results provide a firm theoretical boundary for the performance of polynomial-time preprocessing algorithms for the considered problems.

We develop the distance dependent Chinese restaurant process (CRP), a flexible class of distributions over partitions that allows for non-exchangeability. This class can be used to model many kinds of dependencies between data in infinite clustering models, including dependencies across time or space. We examine the properties of the distance dependent CRP, discuss its connections to Bayesian nonparametric mixture models, and derive a Gibbs sampler for both observed and mixture settings. We study its performance with three text corpora. We show that relaxing the assumption of exchangeability with distance dependent CRPs can provide a better fit to sequential data. We also show its alternative formulation of the traditional CRP leads to a faster-mixing Gibbs sampling algorithm than the one based on the original formulation.

Emergences of computers and information technological revolution made tremendous changes in the real world and provides a different dimension for the intelligent data analysis. Well formed fact, the information at right time and at right place deploy a better knowledge.However, the challenge arises when larger volume of inconsistent data is given for decision making and knowledge extraction. To handle such imprecise data certain mathematical tools of greater importance has developed by researches in recent past namely fuzzy set, intuitionistic fuzzy set, rough Set, formal concept analysis and ordering rules. It is also observed that many information system contains numerical attribute values and therefore they are almost similar instead of exact similar. To handle such type of information system, in this paper we use two processes such as pre process and post process. In pre process we use rough set on intuitionistic fuzzy approximation space with ordering rules for finding the knowledge whereas in post process we use formal concept analysis to explore better knowledge and vital factors affecting decisions.