Uncertainty
Bayesian Reconstruction of 3D Human Motion from Single-Camera Video
Howe, Nicholas R., Leventon, Michael E., Freeman, William T.
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.
Gaussian Fields for Approximate Inference in Layered Sigmoid Belief Networks
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.
Learning Informative Statistics: A Nonparametnic Approach
III, John W. Fisher, Ihler, Alexander T., Viola, Paul A.
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.
Rules and Similarity in Concept Learning
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. Bayesexplains the specific workings of these two modes - which rules are abstracted, how similarity is measured - as well as why generalization shouldappear 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.
Mixture Density Estimation
Li, Jonathan Q., Barron, Andrew R.
Gaussian mixtures (or so-called radial basis function networks) for density estimation provide a natural counterpart to sigmoidal neural networksfor function fitting and approximation. In both cases, it is possible to give simple expressions for the iterative improvement ofperformance as components of the network are introduced one at a time. In particular, for mixture density estimation we show that a k-component mixture estimated by maximum likelihood (or by an iterative likelihood improvement that we introduce) achieves log-likelihood within order 1/k of the log-likelihood achievable by any convex combination. Consequences for approximation and estimation usingKullback-Leibler risk are also given. A Minimum Description Length principle selects the optimal number of components kthat minimizes the risk bound. 1 Introduction In density estimation, Gaussian mixtures provide flexible-basis representations for densities that can be used to model heterogeneous data in high dimensions. The main theme of the paper is to give approximation and estimation bounds of arbitrary densities by finite mixture densities.
Variational Inference for Bayesian Mixtures of Factor Analysers
Ghahramani, Zoubin, Beal, Matthew J.
Zoubin Ghahramani and Matthew J. Beal Gatsby Computational Neuroscience Unit University College London 17 Queen Square, London WC1N 3AR, England {zoubin,m.beal}Ggatsby.ucl.ac.uk Abstract We present an algorithm that infers the model structure of a mixture offactor analysers using an efficient and deterministic variational approximationto full Bayesian integration over model parameters. Thisprocedure can automatically determine the optimal number of components and the local dimensionality of each component (Le. the number of factors in each factor analyser). Alternatively it can be used to infer posterior distributions over number of components and dimensionalities. Since all parameters are integrated out the method is not prone to overfitting. Using a stochastic procedure for adding components it is possible to perform thevariational optimisation incrementally and to avoid local maxima.
Manifold Stochastic Dynamics for Bayesian Learning
We propose a new Markov Chain Monte Carlo algorithm which is a generalization ofthe stochastic dynamics method. The algorithm performs exploration of the state space using its intrinsic geometric structure, facilitating efficientsampling of complex distributions. Applied to Bayesian learning in neural networks, our algorithm was found to perform at least as well as the best state-of-the-art method while consuming considerably less time. 1 Introduction
The Relevance Vector Machine
The support vector machine (SVM) is a state-of-the-art technique for regression and classification, combining excellent generalisation properties with a sparse kernel representation. However, it does suffer from a number of disadvantages, notably the absence of probabilistic outputs,the requirement to estimate a tradeoff parameter and the need to utilise'Mercer' kernel functions. In this paper we introduce the Relevance Vector Machine (RVM), a Bayesian treatment ofa generalised linear model of identical functional form to the SVM. The RVM suffers from none of the above disadvantages, and examples demonstrate that for comparable generalisation performance, theRVM requires dramatically fewer kernel functions.
Learning Factored Representations for Partially Observable Markov Decision Processes
The problem of reinforcement learning in a non-Markov environment is explored using a dynamic Bayesian network, where conditional independence assumptionsbetween random variables are compactly represented by network parameters. The parameters are learned online, and approximations areused to perform inference and to compute the optimal value function. The relative effects of inference and value function approximations onthe quality of the final policy are investigated, by learning to solve a moderately difficult driving task. The two value function approximations, linearand quadratic, were found to perform similarly, but the quadratic model was more sensitive to initialization. Both performed below thelevel of human performance on the task.