A Hierarchical Model for Ordinal Matrix Factorization

This paper proposes a hierarchical probabilistic model for ordinal matrix factorization. Unlike previous approaches, we model the ordinal nature of the data and take a principled approach to incorporating priors for the hidden variables. Two algorithms are presented for inference, one based on Gibbs sampling and one based on variational Bayes. Importantly, these algorithms may be implemented in the factorization of very large matrices with missing entries. The model is evaluated on a collaborative filtering task, where users have rated a collection of movies and the system is asked to predict their ratings for other movies. The Netflix data set is used for evaluation, which consists of around 100 million ratings. Using root mean-squared error (RMSE) as an evaluation metric, results show that the suggested model outperforms alternative factorization techniques. Results also show how Gibbs sampling outperforms variational Bayes on this task, despite the large number of ratings and model parameters. Matlab implementations of the proposed algorithms are available from cogsys.imm.dtu.dk/ordinalmatrixfactorization.

Bayesian model selection for time series using Markov chain Monte Carlo

We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.

Hierarchical approach to timing verification in CMOS VLSI design

This paper describes a novel hierarchical approach to timing verification. Four types of relationship existing among signal paths are distinguished, based on a classification of the degree of interdependency in the circuit. In this way, irrelevant path delays can be excluded through consideration of the interaction between critical paths and others. Furthermore, under suitable conditions, bounded delay values for large hierarchical systems can be deduced using bounded delays determined for their constituent cells. Finally, we discuss the impact on design strategy of the hierarchical delay model presented in this paper.

Tree-Structured Stick Breaking Processes for Hierarchical Data

Many data are naturally modeled by an unobserved hierarchical structure. In this paper we propose a flexible nonparametric prior over unknown data hierarchies. The approach uses nested stick-breaking processes to allow for trees of unbounded width and depth, where data can live at any node and are infinitely exchangeable. One can view our model as providing infinite mixtures where the components have a dependency structure corresponding to an evolutionary diffusion down a tree. By using a stick-breaking approach, we can apply Markov chain Monte Carlo methods based on slice sampling to perform Bayesian inference and simulate from the posterior distribution on trees. We apply our method to hierarchical clustering of images and topic modeling of text data.

Decision tree-based context clustering based on cross validation and hierarchical priors

The standard, ad-hoc stopping criteria used in decision tree-based context clustering are known to be sub-optimal and require parameters to be tuned. This paper proposes a new approach for decision tree-based context clustering based on cross validation and hierarchical priors. Combination of cross validation and hierarchical priors within decision tree-based context clustering offers better model selection and more robust parameter estimation than conventional approaches, with no tuning parameters. Experimental results on HMM-based speech synthesis show that the proposed approach achieved significant improvements in naturalness of synthesized speech over the conventional approaches. © 2011 IEEE.

An Infinite Latent Attribute Model for Network Data

Latent variable models for network data extract a summary of the relational structure underlying an observed network. The simplest possible models subdivide nodes of the network into clusters; the probability of a link between any two nodes then depends only on their cluster assignment. Currently available models can be classified by whether clusters are disjoint or are allowed to overlap. These models can explain a "flat" clustering structure. Hierarchical Bayesian models provide a natural approach to capture more complex dependencies. We propose a model in which objects are characterised by a latent feature vector. Each feature is itself partitioned into disjoint groups (subclusters), corresponding to a second layer of hierarchy. In experimental comparisons, the model achieves significantly improved predictive performance on social and biological link prediction tasks. The results indicate that models with a single layer hierarchy over-simplify real networks.

Fault-tolerant model predictive control of a wind turbine benchmark

This paper aims to solve the fault tolerant control problem of a wind turbine benchmark. A hierarchical controller with model predictive pre-compensators, a global model predictive controller and a supervisory controller is proposed. In the model predictive pre-compensator, an extended Kalman Filter is designed to estimate the system states and various fault parameters. Based on the estimation, a group of model predictive controllers are designed to compensate the fault effects for each component of the wind turbine. The global MPC is used to schedule the operation of the components and exploit potential system-level redundancies. Extensive simulations of various fault conditions show that the proposed controller has small transients when faults occur and uses smoother and smaller generator torque and pitch angle inputs than the default controller. This paper shows that MPC can be a good candidate for fault tolerant controllers, especially the one with an adaptive internal model combined with a parameter estimation and update mechanism, such as an extended Kalman Filter. © 2012 IFAC.

A Structured Model of Video Reproduces Primary Visual Cortical Organisation

The visual system must learn to infer the presence of objects and features in the world from the images it encounters, and as such it must, either implicitly or explicitly, model the way these elements interact to create the image. Do the response properties of cells in the mammalian visual system reflect this constraint? To address this question, we constructed a probabilistic model in which the identity and attributes of simple visual elements were represented explicitly and learnt the parameters of this model from unparsed, natural video sequences. After learning, the behaviour and grouping of variables in the probabilistic model corresponded closely to functional and anatomical properties of simple and complex cells in the primary visual cortex (V1). In particular, feature identity variables were activated in a way that resembled the activity of complex cells, while feature attribute variables responded much like simple cells. Furthermore, the grouping of the attributes within the model closely parallelled the reported anatomical grouping of simple cells in cat V1. Thus, this generative model makes explicit an interpretation of complex and simple cells as elements in the segmentation of a visual scene into basic independent features, along with a parametrisation of their moment-by-moment appearances. We speculate that such a segmentation may form the initial stage of a hierarchical system that progressively separates the identity and appearance of more articulated visual elements, culminating in view-invariant object recognition.