markov chain monte carlo inference
Perceptual Multistability as Markov Chain Monte Carlo Inference
While many perceptual and cognitive phenomena are well described in terms of Bayesian inference, the necessary computations are intractable at the scale of real-world tasks, and it remains unclear how the human mind approximates Bayesian inference algorithmically. We explore the proposal that for some tasks, humans use a form of Markov Chain Monte Carlo to approximate the posterior distribution over hidden variables. As a case study, we show how several phenomena of perceptual multistability can be explained as MCMC inference in simple graphical models for low-level vision.
Perceptual Multistability as Markov Chain Monte Carlo Inference
Gershman, Samuel, Vul, Ed, Tenenbaum, Joshua B.
While many perceptual and cognitive phenomena are well described in terms of Bayesian inference, the necessary computations are intractable at the scale of real-world tasks, and it remains unclear how the human mind approximates Bayesian inference algorithmically. We explore the proposal that for some tasks, humans use a form of Markov Chain Monte Carlo to approximate the posterior distribution over hidden variables. As a case study, we show how several phenomena of perceptual multistability can be explained as MCMC inference in simple graphical models for low-level vision. Papers published at the Neural Information Processing Systems Conference.
2-D random walks: simulation, video with R source code, curious facts
We have produced a 90-second video (click on this link to view the video) showing a'random walk' (a particular case of a Markov process) evolving over 400,000 steps. Figure 1 below shows the last frame (out of 2,000 frames, each one with 200 new steps). A basic, two-state (going up or down), one-dimensional Markov process is defined as follows: You start at time t 0, walking along the X-axis (representing time). At each iteration (also called step), you move up with probability p, and down with probability q, along the Y-axis. The Y-axis could represent gain/losses in a gamble (throwing a dice), stock market gains etc.