Uncertainty
Modelling Relational Data using Bayesian Clustered Tensor Factorization
Sutskever, Ilya, Tenenbaum, Joshua B., Salakhutdinov, Ruslan R.
We consider the problem of learning probabilistic models for complex relational structures between various types of objects. A model can help us "understand" a dataset of relational facts in at least two ways, by finding interpretable structure in the data, and by supporting predictions, or inferences about whether particular unobserved relations are likely to be true. Often there is a tradeoff between these two aims: cluster-based models yield more easily interpretable representations, while factorization-based approaches have given better predictive performance on large data sets. We introduce the Bayesian Clustered Tensor Factorization (BCTF) model, which embeds a factorized representation of relations in a nonparametric Bayesian clustering framework. Inference is fully Bayesian but scales well to large data sets. The model simultaneously discovers interpretable clusters and yields predictive performance that matches or beats previous probabilistic models for relational data.
The Wisdom of Crowds in the Recollection of Order Information
Steyvers, Mark, Miller, Brent, Hemmer, Pernille, Lee, Michael D.
When individuals independently recollect events or retrieve facts from memory, how can we aggregate these retrieved memories to reconstruct the actual set of events or facts? In this research, we report the performance of individuals in a series of general knowledge tasks, where the goal is to reconstruct from memory the order of historic events, or the order of items along some physical dimension. We introduce two Bayesian models for aggregating order information based on a Thurstonian approach and Mallows model. Both models assume that each individuals reconstruction is based on either a random permutation of the unobserved ground truth, or by a pure guessing strategy. We apply MCMC to make inferences about the underlying truth and the strategies employed by individuals. The models demonstrate a wisdom of crowds" effect, where the aggregated orderings are closer to the true ordering than the orderings of the best individual."
Structural inference affects depth perception in the context of potential occlusion
Stevenson, Ian, Koerding, Konrad
In many domains, humans appear to combine perceptual cues in a near-optimal, probabilistic fashion: two noisy pieces of information tend to be combined linearly with weights proportional to the precision of each cue. Here we present a case where structural information plays an important role. The presence of a background cue gives rise to the possibility of occlusion, and places a soft constraint on the location of a target โ in effect propelling it forward. We present an ideal observer model of depth estimation for this situation where structural or ordinal information is important and then fit the model to human data from a stereo-matching task. To test whether subjects are truly using ordinal cues in a probabilistic manner we then vary the uncertainty of the task. We find that the model accurately predicts shifts in subjectโs behavior. Our results indicate that the nervous system estimates depth ordering in a probabilistic fashion and estimates the structure of the visual scene during depth perception.
A Bayesian Analysis of Dynamics in Free Recall
Socher, Richard, Gershman, Samuel, Sederberg, Per, Norman, Kenneth, Perotte, Adler J., Blei, David M.
We develop a probabilistic model of human memory performance in free recall experiments. In these experiments, a subject first studies a list of words and then tries to recall them. To model these data, we draw on both previous psychological research and statistical topic models of text documents. We assume that memories are formed by assimilating the semantic meaning of studied words (represented as a distribution over topics) into a slowly changing latent context (represented in the same space). During recall, this context is reinstated and used as a cue for retrieving studied words. By conceptualizing memory retrieval as a dynamic latent variable model, we are able to use Bayesian inference to represent uncertainty and reason about the cognitive processes underlying memory. We present a particle filter algorithm for performing approximate posterior inference, and evaluate our model on the prediction of recalled words in experimental data. By specifying the model hierarchically, we are also able to capture inter-subject variability.
Neural Implementation of Hierarchical Bayesian Inference by Importance Sampling
Shi, Lei, Griffiths, Thomas L.
The goal of perception is to infer the hidden states in the hierarchical process by which sensory data are generated. Human behavior is consistent with the optimal statistical solution to this problem in many tasks, including cue combination and orientation detection. Understanding the neural mechanisms underlying this behavior is of particular importance, since probabilistic computations are notoriously challenging. Here we propose a simple mechanism for Bayesian inference which involves averaging over a few feature detection neurons which fire at a rate determined by their similarity to a sensory stimulus. This mechanism is based on a Monte Carlo method known as importance sampling, commonly used in computer science and statistics. Moreover, a simple extension to recursive importance sampling can be used to perform hierarchical Bayesian inference. We identify a scheme for implementing importance sampling with spiking neurons, and show that this scheme can account for human behavior in cue combination and oblique effect.
Linearly constrained Bayesian matrix factorization for blind source separation
We present a general Bayesian approach to probabilistic matrix factorization subject to linear constraints. The approach is based on a Gaussian observation model and Gaussian priors with bilinear equality and inequality constraints. We present an efficient Markov chain Monte Carlo inference procedure based on Gibbs sampling. Special cases of the proposed model are Bayesian formulations of non-negative matrix factorization and factor analysis. The method is evaluated on a blind source separation problem. We demonstrate that our algorithm can be used to extract meaningful and interpretable features that are remarkably different from features extracted using existing related matrix factorization techniques.
Learning models of object structure
Schlecht, Joseph, Barnard, Kobus
We present an approach for learning stochastic geometric models of object categories from single view images. We focus here on models expressible as a spatially contiguous assemblage of blocks. Model topologies are learned across groups of images, and one or more such topologies is linked to an object category (e.g. chairs). Fitting learned topologies to an image can be used to identify the object class, as well as detail its geometry. The latter goes beyond labeling objects, as it provides the geometric structure of particular instances. We learn the models using joint statistical inference over structure parameters, camera parameters, and instance parameters. These produce an image likelihood through a statistical imaging model. We use trans-dimensional sampling to explore topology hypotheses, and alternate between Metropolis-Hastings and stochastic dynamics to explore instance parameters. Experiments on images of furniture objects such as tables and chairs suggest that this is an effective approach for learning models that encode simple representations of category geometry and the statistics thereof, and support inferring both category and geometry on held out single view images.
Spatial Normalized Gamma Processes
Dependent Dirichlet processes (DPs) are dependent sets of random measures, each being marginally Dirichlet process distributed. They are used in Bayesian nonparametric models when the usual exchangebility assumption does not hold. We propose a simple and general framework to construct dependent DPs by marginalizing and normalizing a single gamma process over an extended space. The result is a set of DPs, each located at a point in a space such that neighboring DPs are more dependent. We describe Markov chain Monte Carlo inference, involving the typical Gibbs sampling and three different Metropolis-Hastings proposals to speed up convergence. We report an empirical study of convergence speeds on a synthetic dataset and demonstrate an application of the model to topic modeling through time.
Asymptotic Analysis of MAP Estimation via the Replica Method and Compressed Sensing
Rangan, Sundeep, Goyal, Vivek, Fletcher, Alyson K.
The replica method is a non-rigorous but widely-used technique from statistical physics used in the asymptotic analysis of many large random nonlinear problems. This paper applies the replica method to non-Gaussian MAP estimation. It is shown that with large random linear measurements and Gaussian noise, the asymptotic behavior of the MAP estimate of an n-dimensional vector ``decouples as n scalar MAP estimators. The result is a counterpart to Guo and Verdus replica analysis on MMSE estimation. The replica MAP analysis can be readily applied to many estimators used in compressed sensing, including basis pursuit, lasso, linear estimation with thresholding and zero-norm estimation. In the case of lasso estimation, the scalar estimator reduces to a soft-thresholding operator and for zero-norm estimation it reduces to a hard-threshold. Among other benefits, the replica method provides a computationally tractable method for exactly computing various performance metrics including MSE and sparsity recovery.
Time-rescaling methods for the estimation and assessment of non-Poisson neural encoding models
Recent work on the statistical modeling of neural responses has focused on modulated renewal processes in which the spike rate is a function of the stimulus and recent spiking history. Typically, these models incorporate spike-history dependencies via either: (A) a conditionally-Poisson process with rate dependent on a linear projection of the spike train history (e.g., generalized linear model); or (B) a modulated non-Poisson renewal process (e.g., inhomogeneous gamma process). Here we show that the two approaches can be combined, resulting in a {\it conditional renewal} (CR) model for neural spike trains. This model captures both real and rescaled-time effects, and can be fit by maximum likelihood using a simple application of the time-rescaling theorem [1]. We show that for any modulated renewal process model, the log-likelihood is concave in the linear filter parameters only under certain restrictive conditions on the renewal density (ruling out many popular choices, e.g. gamma with $\kappa \neq1$), suggesting that real-time history effects are easier to estimate than non-Poisson renewal properties. Moreover, we show that goodness-of-fit tests based on the time-rescaling theorem [1] quantify relative-time effects, but do not reliably assess accuracy in spike prediction or stimulus-response modeling. We illustrate the CR model with applications to both real and simulated neural data.