Submitted by Assigned_Reviewer_1 Q1 The authors design and fit a hierarchical Bayesian model for predicting disease trajectories (i.e., a scalar measure of disease severity measured throughout the course of the disease) for individual patients. The overall model is an additive combination of a a number of terms including: (1) a population-level term, (2) a subpopulation term, (3) an individual term, (4) a GP term for structured errors. Each of these terms is a function of time, which is modeled parametrically in terms of the coefficients on pre-defined basis expansions (linear and/or B-splines). The subpopulation term involves a discrete mixture model, and the individual level term is a Bayesian linear regression. Distributions are chosen to be Gaussian, which makes most steps of inference and learning work out nicely.

Belief propagation is a fundamental message-passing algorithm for probabilistic reasoning and inference in graphical models. While it is known to be exact on trees, in most applications belief propagation is run on graphs with cycles. Understanding the behavior of "loopy" belief propagation has been a major challenge for researchers in machine learning and other fields, and positive convergence results for BP are known under strong assumptions which imply the underlying graphical model exhibits decay of correlations. We show, building on previous work of Dembo and Montanari, that under a natural initialization BP converges quickly to the global optimum of the Bethe free energy for Ising models on arbitrary graphs, as long as the Ising model is ferromagnetic (i.e.

The variational bound derived in Song et al.

Both approaches perform end-to-end nonlinear manifold learning and density estimation for data projected onto this manifold.

We propose the Recurrent Explicit Duration Switching Dynamical System (RED-SDS), a flexible model that is capable of identifying both state-and time-dependent switching dynamics.