This paper argues that two apparently distinct modes of generalizing concepts - abstracting rules and computing similarity to exemplars - should both be seen as special cases of a more general Bayesian learning framework. Bayes explains the specific workings of these two modes - which rules are abstracted, how similarity is measured - as well as why generalization should appear rule-or similarity-based in different situations. This analysis also suggests why the rules/similarity distinction, even if not computationally fundamental, may still be useful at the algorithmic level as part of a principled approximation to fully Bayesian learning.

This paper presents a novel practical framework for Bayesian model averaging and model selection in probabilistic graphical models. Our approach approximates full posterior distributions over model parameters and structures, as well as latent variables, in an analytical manner.These posteriors fall out of a free-form optimization procedure, which naturally incorporates conjugate priors. Unlike in large sample approximations, the posteriors are generally non Gaussian and no Hessian needs to be computed.

We present a Hidden Markov Model (HMM) for inferring the hidden psychological state (or neural activity) during single trial tMRI activation experimentswith blocked task paradigms. Inference is based on Bayesian methodology, using a combination of analytical and a variety of Markov Chain Monte Carlo (MCMC) sampling techniques. The advantage ofthis method is that detection of short time learning effects between repeated trials is possible since inference is based only on single trial experiments.

I present a simple variation of importance sampling that explicitly searches forimportant regions in the target distribution. I prove that the technique yieldsunbiased estimates, and show empirically it can reduce the variance of standard Monte Carlo estimators. This is achieved by concentrating samplesin more significant regions of the sample space. 1 Introduction It is well known that general inference and learning with graphical models is computationally hard[1] and it is therefore necessary to consider restricted architectures [13], or approximate algorithms to perform these tasks [3, 7]. Among the most convenient and successful techniques are stochastic methods which are guaranteed to converge to a correct solution in the limit oflarge samples [10, 11, 12, 15]. These methods can be easily applied to complex inference problems that overwhelm deterministic approaches.

In a Bayesian mixture model it is not necessary a priori to limit the number ofcomponents to be finite. In this paper an infinite Gaussian mixture model is presented which neatly sidesteps the difficult problem of finding the"right" number of mixture components. Inference in the model is done using an efficient parameter-free Markov Chain that relies entirely on Gibbs sampling.

The curse of dimensionality is severe when modeling high-dimensional discrete data: the number of possible combinations of the variables explodes exponentially.In this paper we propose a new architecture for modeling high-dimensional data that requires resources (parameters and computations) that grow only at most as the square of the number of variables, usinga multi-layer neural network to represent the joint distribution of the variables as the product of conditional distributions. The neural network can be interpreted as a graphical model without hidden random variables,but in which the conditional distributions are tied through the hidden units. The connectivity of the neural network can be pruned by using dependency tests between the variables. Experiments on modeling the distribution of several discrete data sets show statistically significant improvements over other methods such as naive Bayes and comparable Bayesian networks, and show that significant improvements can be obtained bypruning the network. 1 Introduction The curse of dimensionality hits particularly hard on models of high-dimensional discrete data because there are many more possible combinations of the values of the variables than can possibly be observed in any data set, even the large data sets now common in datamining applications.In this paper we are dealing in particular with multivariate discrete data, where one tries to build a model of the distribution of the data. This can be used for example to detect anomalous cases in data-mining applications, or it can be used to model the class-conditional distribution of some observed variables in order to build a classifier. A simple multinomial maximum likelihood model would give zero probability to all of the combinations not encountered in the training set, i.e., it would most likely give zero probability to most out-of-sample test cases. Smoothing the model by assigning the same nonzero probability for all the unobserved cases would not be satisfactory either because it would not provide much generalization from the training set. This could be obtained by using a multivariate multinomial model whose parameters Bare estimated by the maximum a-posteriori (MAP) principle, i.e., those that have the greatest probability, given the training data D, and using a diffuse prior PCB) (e.g.

Local "belief propagation" rules of the sort proposed by Pearl [15] are guaranteed to converge to the correct posterior probabilities in singly connected graphical models. Recently, a number of researchers have empirically demonstratedgood performance of "loopy belief propagation" using these same rules on graphs with loops. Perhaps the most dramatic instance is the near Shannon-limit performance of "Turbo codes", whose decoding algorithm is equivalent to loopy belief propagation. Except for the case of graphs with a single loop, there has been little theoretical understandingof the performance of loopy propagation. Here we analyze belief propagation in networks with arbitrary topologies when the nodes in the graph describe jointly Gaussian random variables.

We discuss an information theoretic approach for categorizing and modeling dynamicprocesses. The approach can learn a compact and informative statistic which summarizes past states to predict future observations. Furthermore, the uncertainty of the prediction is characterized nonparametrically bya joint density over the learned statistic and present observation. We discuss the application of the technique to both noise driven dynamical systems and random processes sampled from a density which is conditioned on the past. In the first case we show results in which both the dynamics of random walk and the statistics of the driving noise are captured. In the second case we present results in which a summarizing statistic is learned on noisy random telegraph waves with differing dependencies onpast states. In both cases the algorithm yields a principled approach for discriminating processes with differing dynamics and/or dependencies. Themethod is grounded in ideas from information theory and nonparametric statistics.

The three-dimensional motion of humans is underdetermined when the observation is limited to a single camera, due to the inherent 3D ambiguity of2D video. We present a system that reconstructs the 3D motion of human subjects from single-camera video, relying on prior knowledge about human motion, learned from training data, to resolve those ambiguities. Afterinitialization in 2D, the tracking and 3D reconstruction is automatic; we show results for several video sequences. The results show the power of treating 3D body tracking as an inference problem.

Local "belief propagation" rules of the sort proposed by Pearl [15] are guaranteed to converge to the correct posterior probabilities in singly connected graphical models. Recently, a number of researchers have empirically demonstratedgood performance of "loopy belief propagation" using these same rules on graphs with loops. Perhaps the most dramatic instance is the near Shannon-limit performance of "Turbo codes", whose decoding algorithm is equivalent to loopy belief propagation. Except for the case of graphs with a single loop, there has been little theoretical understandingof the performance of loopy propagation. Here we analyze belief propagation in networks with arbitrary topologies when the nodes in the graph describe jointly Gaussian random variables.