Zhu, Jun, Chen, Ning, Xing, Eric P.

Existing Bayesian models, especially nonparametric Bayesian methods, rely on specially conceived priors to incorporate domain knowledge for discovering improved latent representations. While priors can affect posterior distributions through Bayes' rule, imposing posterior regularization is arguably more direct and in some cases more natural and general. In this paper, we present regularized Bayesian inference (RegBayes), a novel computational framework that performs posterior inference with a regularization term on the desired post-data posterior distribution under an information theoretical formulation. RegBayes is more flexible than the procedure that elicits expert knowledge via priors, and it covers both directed Bayesian networks and undirected Markov networks whose Bayesian formulation results in hybrid chain graph models. When the regularization is induced from a linear operator on the posterior distributions, such as the expectation operator, we present a general convex-analysis theorem to characterize the solution of RegBayes. Furthermore, we present two concrete examples of RegBayes, infinite latent support vector machines (iLSVM) and multi-task infinite latent support vector machines (MT-iLSVM), which explore the large-margin idea in combination with a nonparametric Bayesian model for discovering predictive latent features for classification and multi-task learning, respectively. We present efficient inference methods and report empirical studies on several benchmark datasets, which appear to demonstrate the merits inherited from both large-margin learning and Bayesian nonparametrics. Such results were not available until now, and contribute to push forward the interface between these two important subfields, which have been largely treated as isolated in the community.

Zhu, Jun, Chen, Ning, Xing, Eric P.

Unlike existing nonparametric Bayesian models, which rely solely on specially conceived priors to incorporate domain knowledge for discovering improved latent representations, we study nonparametric Bayesian inference with regularization on the desired posterior distributions. While priors can indirectly affect posterior distributions through Bayes' theorem, imposing posterior regularization is arguably more direct and in some cases can be much easier. We particularly focus on developing infinite latent support vector machines (iLSVM) and multi-task infinite latent support vector machines (MT-iLSVM), which explore the large-margin idea in combination with a nonparametric Bayesian model for discovering predictive latent features for classification and multi-task learning, respectively. We present efficient inference methods and report empirical studies on several benchmark datasets. Our results appear to demonstrate the merits inherited from both large-margin learning and Bayesian nonparametrics.

Hierarchical latent class (HLC) models are tree-structured Bayesian networks where leaf nodes are observed while internal nodes are latent. There are no theoretically well justified model selection criteria for HLC models in particular and Bayesian networks with latent nodes in general. Nonetheless, empirical studies suggest that the BIC score is a reasonable criterion to use in practice for learning HLC models. Empirical studies also suggest that sometimes model selection can be improved if standard model dimension is replaced with effective model dimension in the penalty term of the BIC score. Effective dimensions are difficult to compute. In this paper, we prove a theorem that relates the effective dimension of an HLC model to the effective dimensions of a number of latent class models. The theorem makes it computationally feasible to compute the effective dimensions of large HLC models. The theorem can also be used to compute the effective dimensions of general tree models.

Tobar, Felipe, Rios, Gonzalo, Valdivia, Tomás, Guerrero, Pablo

In sensing applications, sensors cannot always measure the latent quantity of interest at the required resolution, sometimes they can only acquire a blurred version of it due the sensor's transfer function. To recover latent signals when only noisy mixed measurements of the signal are available, we propose the Gaussian process mixture of measurements (GPMM), which models the latent signal as a Gaussian process (GP) and allows us to perform Bayesian inference on such signal conditional to a set of noisy mixture of measurements. We describe how to train GPMM, that is, to find the hyperparameters of the GP and the mixing weights, and how to perform inference on the latent signal under GPMM; additionally, we identify the solution to the underdetermined linear system resulting from a sensing application as a particular case of GPMM. The proposed model is validated in the recovery of three signals: a smooth synthetic signal, a real-world heart-rate time series and a step function, where GPMM outperformed the standard GP in terms of estimation error, uncertainty representation and recovery of the spectral content of the latent signal.

I have made some progress with my work on combining independent evidence using a Bayesian approach but eschewing standard Bayesian updating. I found a neat analytical way of doing this, to a very good approximation, in cases where each estimate of a parameter corresponds to the ratio of two variables each determined with normal error, the fractional uncertainty in the numerator and denominator variables differing between the types of evidence. This seems a not uncommon situation in science, and it is a good approximation to that which exists when estimating climate sensitivity. I have had a manuscript in which I develop and test this method accepted by the Journal of Statistical Planning and Inference (for a special issue on Confidence Distributions edited by Tore Schweder and Nils Hjort). Frequentist coverage is almost exact using my analytical solution, based on combining Jeffreys' priors in quadrature, whereas Bayesian updating produces far poorer probability matching.