Principal geodesic analysis (PGA) is a generalization of principal component analysis (PCA) for dimensionality reduction of data on a Riemannian manifold. Currently PGA is defined as a geometric fit to the data, rather than as a probabilistic model. Inspired by probabilistic PCA, we present a latent variable model for PGA that provides a probabilistic framework for factor analysis on manifolds. To compute maximum likelihood estimates of the parameters in our model, we develop a Monte Carlo Expectation Maximization algorithm, where the expectation is approximated by Hamiltonian Monte Carlo sampling of the latent variables. We demonstrate the ability of our method to recover the ground truth parameters in simulated sphere data, as well as its effectiveness in analyzing shape variability of a corpus callosum data set from human brain images.

In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in rewards in addition to maximizing a standard criterion. Variance related risk measures are among the most common risk-sensitive criteria in finance and operations research. However, optimizing many such criteria is known to be a hard problem. In this paper, we consider both discounted and average reward Markov decision processes. For each formulation, we first define a measure of variability for a policy, which in turn gives us a set of risk-sensitive criteria to optimize. For each of these criteria, we derive a formula for computing its gradient. We then devise actor-critic algorithms for estimating the gradient and updating the policy parameters in the ascent direction. We establish the convergence of our algorithms to locally risk-sensitive optimal policies. Finally, we demonstrate the usefulness of our algorithms in a traffic signal control application.

There are two major routes to address linear inverse problems. Whereas regularization-based approaches build estimators as solutions of penalized regression optimization problems, Bayesian estimators rely on the posterior distribution of the unknown, given some assumed family of priors. While these may seem radically different approaches, recent results have shown that, in the context of additive white Gaussian denoising, the Bayesian conditional mean estimator is always the solution of a penalized regression problem. The contribution of this paper is twofold. First, we extend the additive white Gaussian denoising results to general linear inverse problems with colored Gaussian noise. Second, we characterize conditions under which the penalty function associated to the conditional mean estimator can satisfy certain popular properties such as convexity, separability, and smoothness. This sheds light on some tradeoff between computational efficiency and estimation accuracy in sparse regularization, and draws some connections between Bayesian estimation and proximal optimization.

A successful approach to structured learning is to write the learning objective as a joint function of linear parameters and inference messages, and iterate between updates to each. This paper observes that if the inference problem is "smoothed" through the addition of entropy terms, for fixed messages, the learning objective reduces to a traditional (non-structured) logistic regression problem with respect to parameters. In these logistic regression problems, each training example has a bias term determined by the current set of messages. Based on this insight, the structured energy function can be extended from linear factors to any function class where an "oracle" exists to minimize a logistic loss.

Humans and animals readily utilize active sensing, or the use of self-motion, to focus sensory and cognitive resources on the behaviorally most relevant stimuli and events in the environment. Understanding the computational basis of natural active sensing is important both for advancing brain sciences and for developing more powerful artificial systems. Recently, a goal-directed, context-sensitive, Bayesian control strategy for active sensing, termed C-DAC (Context-Dependent Active Controller), was proposed (Ahmad & Yu, 2013). In contrast to previously proposed algorithms for human active vision, which tend to optimize abstract statistical objectives and therefore cannot adapt to changing behavioral context or task goals, C-DAC directly minimizes behavioral costs and thus, automatically adapts itself to different task conditions.

Nonnegative matrix factorization (NMF) is a popular data analysis method, the objective of which is to decompose a matrix with all nonnegative components into the product of two other nonnegative matrices. In this work, we describe a new simple and efficient algorithm for multi-factor nonnegative matrix factorization problem ({mfNMF}), which generalizes the original NMF problem to more than two factors. Furthermore, we extend the mfNMF algorithm to incorporate a regularizer based on Dirichlet distribution over normalized columns to encourage sparsity in the obtained factors. Our sparse NMF algorithm affords a closed form and an intuitive interpretation, and is more efficient in comparison with previous works that use fix point iterations. We demonstrate the effectiveness and efficiency of our algorithms on both synthetic and real data sets.

In this paper we present active learning algorithms in the context of structured prediction problems. To reduce the amount of labeling necessary to learn good models, our algorithms only label subsets of the output. To this end, we query examples using entropies of local marginals, which are a good surrogate for uncertainty. We demonstrate the effectiveness of our approach in the task of 3D layout prediction from single images, and show that good models are learned when labeling only a handful of random variables. In particular, the same performance as using the full training set can be obtained while only labeling ~10\% of the random variables.

Optimal transportation distances are a fundamental family of parameterized distances for histograms in the probability simplex. Despite their appealing theoretical properties, excellent performance and intuitive formulation, their computation involves the resolution of a linear program whose cost is prohibitive whenever the histograms' dimension exceeds a few hundreds. We propose in this work a new family of optimal transportation distances that look at transportation problems from a maximum-entropy perspective. We smooth the classical optimal transportation problem with an entropic regularization term, and show that the resulting optimum is also a distance which can be computed through Sinkhorn's matrix scaling algorithm at a speed that is several orders of magnitude faster than that of transportation solvers. We also report improved performance on the MNIST benchmark problem over competing distances.

We investigate a spiking neuron model of multisensory integration. Multiple stimuli from different sensory modalities are encoded by a single neural circuit comprised of a multisensory bank of receptive fields in cascade with a population of biophysical spike generators. We demonstrate that stimuli of different dimensions can be faithfully multiplexed and encoded in the spike domain and derive tractable algorithms for decoding each stimulus from the common pool of spikes. We also show that the identification of multisensory processing in a single neuron is dual to the recovery of stimuli encoded with a population of multisensory neurons, and prove that only a projection of the circuit onto input stimuli can be identified. We provide an example of multisensory integration using natural audio and video and discuss the performance of the proposed decoding and identification algorithms.

We propose a semiparametric procedure for estimating high dimensional sparse inverse covariance matrix. Our method, named ALICE, is applicable to the elliptical family. Computationally, we develop an efficient dual inexact iterative projection (${\rm D_2}$P) algorithm based on the alternating direction method of multipliers (ADMM). Theoretically, we prove that the ALICE estimator achieves the parametric rate of convergence in both parameter estimation and model selection.