Uncertainty
Nested sampling for Potts models
Murray, Iain, MacKay, David, Ghahramani, Zoubin, Skilling, John
Nested sampling is a new Monte Carlo method by Skilling [1] intended forgeneral Bayesian computation. Nested sampling provides a robust alternative to annealing-based methods for computing normalizing constants. It can also generate estimates of other quantities such as posterior expectations. The key technical requirement isan ability to draw samples uniformly from the prior subject to a constraint on the likelihood. We provide a demonstration withthe Potts model, an undirected graphical model.
Learning Multiple Related Tasks using Latent Independent Component Analysis
Zhang, Jian, Ghahramani, Zoubin, Yang, Yiming
We propose a probabilistic model based on Independent Component Analysis for learning multiple related tasks. In our model the task parameters areassumed to be generated from independent sources which account for the relatedness of the tasks. We use Laplace distributions to model hidden sources which makes it possible to identify the hidden, independent components instead of just modeling correlations. Furthermore, ourmodel enjoys a sparsity property which makes it both parsimonious and robust. We also propose efficient algorithms for both empirical Bayes method and point estimation. Our experimental results on two multi-label text classification data sets show that the proposed approach is promising.
Factorial Switching Kalman Filters for Condition Monitoring in Neonatal Intensive Care
Williams, Christopher, Quinn, John, Mcintosh, Neil
The observed physiological dynamics of an infant receiving intensive care are affected by many possible factors, including interventions to the baby, the operation of the monitoring equipment and the state of health. The Factorial Switching Kalman Filter can be used to infer the presence ofsuch factors from a sequence of observations, and to estimate the true values where these observations have been corrupted. We apply this model to clinical time series data and show it to be effective in identifying a number of artifactual and physiological patterns.
A Bayes Rule for Density Matrices
The classical Bayes rule computes the posterior model probability from the prior probability and the data likelihood. We generalize this rule to the case when the prior is a density matrix (symmetric positive definite and trace one) and the data likelihood a covariance matrix. The classical Bayes rule is retained as the special case when the matrices are diagonal. In the classical setting, the calculation of the probability of the data is an expected likelihood, where the expectation is over the prior distribution. In the generalized setting, this is replaced by an expected variance calculation where the variance is computed along the eigenvectors of the prior density matrix and the expectation is over the eigenvalues of the density matrix (which form a probability vector).The variances along any direction is determined by the covariance matrix. Curiously enough this expected variance calculationis a quantum measurement where the covariance matrix specifies the instrument and the prior density matrix the mixture state of the particle. We motivate both the classical and the generalized Bayes rule with a minimum relative entropy principle, wherethe Kullbach-Leibler version gives the classical Bayes rule and Umegaki's quantum relative entropy the new Bayes rule for density matrices.
Kernels for gene regulatory regions
Vert, Jean-philippe, Thurman, Robert, Noble, William S.
We describe a hierarchy of motif-based kernels for multiple alignments of biological sequences, particularly suitable to process regulatory regions ofgenes. The kernels incorporate progressively more information, with the most complex kernel accounting for a multiple alignment of orthologous regions, the phylogenetic tree relating the species, and the prior knowledge that relevant sequence patterns occur in conserved motif blocks.These kernels can be used in the presence of a library of known transcription factor binding sites, or de novo by iterating over all k-mers of a given length. In the latter mode, a discriminative classifier builtfrom such a kernel not only recognizes a given class of promoter regions,but as a side effect simultaneously identifies a collection of relevant, discriminative sequence motifs. We demonstrate the utility of the motif-based multiple alignment kernels by using a collection ofaligned promoter regions from five yeast species to recognize classes of cell-cycle regulated genes.
Goal-Based Imitation as Probabilistic Inference over Graphical Models
Humans are extremely adept at learning new skills by imitating the actions ofothers. A progression of imitative abilities has been observed in children, ranging from imitation of simple body movements to goalbased imitationbased on inferring intent. In this paper, we show that the problem of goal-based imitation can be formulated as one of inferring goals and selecting actions using a learned probabilistic graphical model of the environment. We first describe algorithms for planning actions to achieve a goal state using probabilistic inference. We then describe how planning can be used to bootstrap the learning of goal-dependent policies byutilizing feedback from the environment. The resulting graphical model is then shown to be powerful enough to allow goal-based imitation. Usinga simple maze navigation task, we illustrate how an agent can infer the goals of an observed teacher and imitate the teacher even when the goals are uncertain and the demonstration is incomplete.
Describing Visual Scenes using Transformed Dirichlet Processes
Torralba, Antonio, Willsky, Alan S., Sudderth, Erik B., Freeman, William T.
Motivated by the problem of learning to detect and recognize objects with minimal supervision, we develop a hierarchical probabilistic model for the spatial structure of visual scenes. In contrast with most existing models, our approach explicitly captures uncertainty in the number of object instances depicted in a given image. Our scene model is based on the transformed Dirichlet process (TDP), a novel extension of the hierarchical DPin which a set of stochastically transformed mixture components are shared between multiple groups of data. For visual scenes, mixture components describe the spatial structure of visual features in an object-centered coordinate frame, while transformations model the object positionsin a particular image. Learning and inference in the TDP, which has many potential applications beyond computer vision, is based on an empirically effective Gibbs sampler. Applied to a dataset of partially labeledstreet scenes, we show that the TDP's inclusion of spatial structure improves detection performance, flexibly exploiting partially labeled training images.