Uncertainty
A Bayesian Framework for Modeling Confidence in Perceptual Decision Making
Koosha Khalvati, Rajesh PN Rao
The degree of confidence in one's choice or decision is a critical aspect of perceptual decision making. Attempts to quantify a decision maker's confidence by measuring accuracy in a task have yielded limited success because confidence and accuracy are typically not equal. In this paper, we introduce a Bayesian framework to model confidence in perceptual decision making. We show that this model, based on partially observable Markov decision processes (POMDPs), is able to predict confidence of a decision maker based only on the data available to the experimenter. We test our model on two experiments on confidence-based decision making involving the well-known random dots motion discrimination task. In both experiments, we show that our model's predictions closely match experimental data. Additionally, our model is also consistent with other phenomena such as the hard-easy effect in perceptual decision making.
Lifted Inference Rules With Constraints
Happy Mittal, Anuj Mahajan, Vibhav G. Gogate, Parag Singla
Lifted inference rules exploit symmetries for fast reasoning in statistical relational models. Computational complexity of these rules is highly dependent on the choice of the constraint language they operate on and therefore coming up with the right kind of representation is critical to the success of lifted inference. In this paper, we propose a new constraint language, called setineq, which allows subset, equality and inequality constraints, to represent substitutions over the variables in the theory. Our constraint formulation is strictly more expressive than existing representations, yet easy to operate on. We reformulate the three main lifting rules: decomposer, generalized binomial and the recently proposed single occurrence for MAP inference, to work with our constraint representation. Experiments on benchmark MLNs for exact and sampling based inference demonstrate the effectiveness of our approach over several other existing techniques.
Market Scoring Rules Act As Opinion Pools For Risk-Averse Agents
Mithun Chakraborty, Sanmay Das
A market scoring rule (MSR) - a popular tool for designing algorithmic prediction markets - is an incentive-compatible mechanism for the aggregation of probabilistic beliefs from myopic risk-neutral agents. In this paper, we add to a growing body of research aimed at understanding the precise manner in which the price process induced by a MSR incorporates private information from agents who deviate from the assumption of risk-neutrality. We first establish that, for a myopic trading agent with a risk-averse utility function, a MSR satisfying mild regularity conditions elicits the agent's risk-neutral probability conditional on the latest market state rather than her true subjective probability. Hence, we show that a MSR under these conditions effectively behaves like a more traditional method of belief aggregation, namely an opinion pool, for agents' true probabilities.
Unlocking neural population non-stationarities using hierarchical dynamics models
Mijung Park, Gergo Bohner, Jakob H. Macke
Neural population activity often exhibits rich variability. This variability can arise from single-neuron stochasticity, neural dynamics on short time-scales, as well as from modulations of neural firing properties on long time-scales, often referred to as neural non-stationarity. To better understand the nature of co-variability in neural circuits and their impact on cortical information processing, we introduce a hierarchical dynamics model that is able to capture both slow inter-trial modulations in firing rates as well as neural population dynamics. We derive a Bayesian Laplace propagation algorithm for joint inference of parameters and population states. On neural population recordings from primary visual cortex, we demonstrate that our model provides a better account of the structure of neural firing than stationary dynamics models.
A Bayesian Nonparametrics View into Deep RepresentationsSupplementary material A Collapsed Gibbs Sampling for DP-GMM
Here we describe CGS in more details. Eqn. 10 we obtain: null null Expression under the last integral in Eqn. 13 is tractable, thanks to the conjugacy of the Normal-inverse-Wishart prior to the Gaussian likelihood. Finally, posterior predictive density (10) can be written as a mixture of multivariate Student's CIFAR experiments used the standard train/test split. Results for architectures not included in Section 4 are summarized in Fig. C.1. Table C.1: CNN architectures used in experiments (Section 4).