Weakly supervised joint sentiment-topic detection from text

Sentiment analysis or opinion mining aims to use automated tools to detect subjective information such as opinions, attitudes, and feelings expressed in text. This paper proposes a novel probabilistic modeling framework called joint sentiment-topic (JST) model based on latent Dirichlet allocation (LDA), which detects sentiment and topic simultaneously from text. A reparameterized version of the JST model called Reverse-JST, obtained by reversing the sequence of sentiment and topic generation in the modeling process, is also studied. Although JST is equivalent to Reverse-JST without a hierarchical prior, extensive experiments show that when sentiment priors are added, JST performs consistently better than Reverse-JST. Besides, unlike supervised approaches to sentiment classification which often fail to produce satisfactory performance when shifting to other domains, the weakly supervised nature of JST makes it highly portable to other domains. This is verified by the experimental results on data sets from five different domains where the JST model even outperforms existing semi-supervised approaches in some of the data sets despite using no labeled documents. Moreover, the topics and topic sentiment detected by JST are indeed coherent and informative. We hypothesize that the JST model can readily meet the demand of large-scale sentiment analysis from the web in an open-ended fashion.

Automatically extracting polarity-bearing topics for cross-domain sentiment classification

Joint sentiment-topic (JST) model was previously proposed to detect sentiment and topic simultaneously from text. The only supervision required by JST model learning is domain-independent polarity word priors. In this paper, we modify the JST model by incorporating word polarity priors through modifying the topic-word Dirichlet priors. We study the polarity-bearing topics extracted by JST and show that by augmenting the original feature space with polarity-bearing topics, the in-domain supervised classifiers learned from augmented feature representation achieve the state-of-the-art performance of 95% on the movie review data and an average of 90% on the multi-domain sentiment dataset. Furthermore, using feature augmentation and selection according to the information gain criteria for cross-domain sentiment classification, our proposed approach performs either better or comparably compared to previous approaches. Nevertheless, our approach is much simpler and does not require difficult parameter tuning.

A weakly-supervised Bayesian model for violence detection from social media

Social streams have proven to be the mostup-to-date and inclusive information on cur-rent events. In this paper we propose a novelprobabilistic modelling framework, called violence detection model (VDM), which enables the identification of text containing violent content and extraction of violence-related topics over social media data. The proposed VDM model does not require any labeled corpora for training, instead, it only needs the in-corporation of word prior knowledge which captures whether a word indicates violence or not. We propose a novel approach of deriving word prior knowledge using the relative entropy measurement of words based on the in-tuition that low entropy words are indicative of semantically coherent topics and therefore more informative, while high entropy words indicates words whose usage is more topical diverse and therefore less informative. Our proposed VDM model has been evaluated on the TREC Microblog 2011 dataset to identify topics related to violence. Experimental results show that deriving word priors using our proposed relative entropy method is more effective than the widely-used information gain method. Moreover, VDM gives higher violence classification results and produces more coherent violence-related topics compared toa few competitive baselines.

A Note on Bayesian Estimation for the Negative-Binomial Model

2000 Mathematics Subject Classification: 62F15.

The role of parametric assumptions in adaptive Bayesian estimation.

Variants of adaptive Bayesian procedures for estimating the 5% point on a psychometric function were studied by simulation. Bias and standard error were the criteria to evaluate performance. The results indicated a superiority of (a) uniform priors, (b) model likelihood functions that are odd symmetric about threshold and that have parameter values larger than their counterparts in the psychometric function, (c) stimulus placement at the prior mean, and (d) estimates defined as the posterior mean. Unbiasedness arises in only 10 trials, and 20 trials ensure constant standard errors. The standard error of the estimates equals 0.617 times the inverse of the square root of the number of trials. Other variants yielded bias and larger standard errors.

Bayesian Inference in Large-scale Problems

Many modern applications fall into the category of "large-scale" statistical problems, in which both the number of observations n and the number of features or parameters p may be large. Many existing methods focus on point estimation, despite the continued relevance of uncertainty quantification in the sciences, where the number of parameters to estimate often exceeds the sample size, despite huge increases in the value of n typically seen in many fields. Thus, the tendency in some areas of industry to dispense with traditional statistical analysis on the basis that "n=all" is of little relevance outside of certain narrow applications. The main result of the Big Data revolution in most fields has instead been to make computation much harder without reducing the importance of uncertainty quantification. Bayesian methods excel at uncertainty quantification, but often scale poorly relative to alternatives. This conflict between the statistical advantages of Bayesian procedures and their substantial computational disadvantages is perhaps the greatest challenge facing modern Bayesian statistics, and is the primary motivation for the work presented here.

Two general strategies for scaling Bayesian inference are considered. The first is the development of methods that lend themselves to faster computation, and the second is design and characterization of computational algorithms that scale better in n or p. In the first instance, the focus is on joint inference outside of the standard problem of multivariate continuous data that has been a major focus of previous theoretical work in this area. In the second area, we pursue strategies for improving the speed of Markov chain Monte Carlo algorithms, and characterizing their performance in large-scale settings. Throughout, the focus is on rigorous theoretical evaluation combined with empirical demonstrations of performance and concordance with the theory.

One topic we consider is modeling the joint distribution of multivariate categorical data, often summarized in a contingency table. Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. In Chapter 2, we derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions.

Latent class models for the joint distribution of multivariate categorical, such as the PARAFAC decomposition, data play an important role in the analysis of population structure. In this context, the number of latent classes is interpreted as the number of genetically distinct subpopulations of an organism, an important factor in the analysis of evolutionary processes and conservation status. Existing methods focus on point estimates of the number of subpopulations, and lack robust uncertainty quantification. Moreover, whether the number of latent classes in these models is even an identified parameter is an open question. In Chapter 3, we show that when the model is properly specified, the correct number of subpopulations can be recovered almost surely. We then propose an alternative method for estimating the number of latent subpopulations that provides good quantification of uncertainty, and provide a simple procedure for verifying that the proposed method is consistent for the number of subpopulations. The performance of the model in estimating the number of subpopulations and other common population structure inference problems is assessed in simulations and a real data application.

In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solution is to obtain regularized estimates of the parameters of a log-linear model. Bayesian methods provide a coherent approach to regularization, but are often computationally intensive. Conjugate priors ease computational demands, but the conjugate Diaconis--Ylvisaker priors for the parameters of log-linear models do not give rise to closed form credible regions, complicating posterior inference. In Chapter 4 we derive the optimal Gaussian approximation to the posterior for log-linear models with Diaconis--Ylvisaker priors, and provide convergence rate and finite-sample bounds for the Kullback-Leibler divergence between the exact posterior and the optimal Gaussian approximation. We demonstrate empirically in simulations and a real data application that the approximation is highly accurate, even in relatively small samples. The proposed approximation provides a computationally scalable and principled approach to regularized estimation and approximate Bayesian inference for log-linear models.

Another challenging and somewhat non-standard joint modeling problem is inference on tail dependence in stochastic processes. In applications where extreme dependence is of interest, data are almost always time-indexed. Existing methods for inference and modeling in this setting often cluster extreme events or choose window sizes with the goal of preserving temporal information. In Chapter 5, we propose an alternative paradigm for inference on tail dependence in stochastic processes with arbitrary temporal dependence structure in the extremes, based on the idea that the information on strength of tail dependence and the temporal structure in this dependence are both encoded in waiting times between exceedances of high thresholds. We construct a class of time-indexed stochastic processes with tail dependence obtained by endowing the support points in de Haan's spectral representation of max-stable processes with velocities and lifetimes. We extend Smith's model to these max-stable velocity processes and obtain the distribution of waiting times between extreme events at multiple locations. Motivated by this result, a new definition of tail dependence is proposed that is a function of the distribution of waiting times between threshold exceedances, and an inferential framework is constructed for estimating the strength of extremal dependence and quantifying uncertainty in this paradigm. The method is applied to climatological, financial, and electrophysiology data.

The remainder of this thesis focuses on posterior computation by Markov chain Monte Carlo. The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It has long been common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention has been paid to convergence and estimation error in these approximating Markov Chains. In Chapter 6, we propose a framework for assessing when to use approximations in MCMC algorithms, and how much error in the transition kernel should be tolerated to obtain optimal estimation performance with respect to a specified loss function and computational budget. The results require only ergodicity of the exact kernel and control of the kernel approximation accuracy. The theoretical framework is applied to approximations based on random subsets of data, low-rank approximations of Gaussian processes, and a novel approximating Markov chain for discrete mixture models.

Data augmentation Gibbs samplers are arguably the most popular class of algorithm for approximately sampling from the posterior distribution for the parameters of generalized linear models. The truncated Normal and Polya-Gamma data augmentation samplers are standard examples for probit and logit links, respectively. Motivated by an important problem in quantitative advertising, in Chapter 7 we consider the application of these algorithms to modeling rare events. We show that when the sample size is large but the observed number of successes is small, these data augmentation samplers mix very slowly, with a spectral gap that converges to zero at a rate at least proportional to the reciprocal of the square root of the sample size up to a log factor. In simulation studies, moderate sample sizes result in high autocorrelations and small effective sample sizes. Similar empirical results are observed for related data augmentation samplers for multinomial logit and probit models. When applied to a real quantitative advertising dataset, the data augmentation samplers mix very poorly. Conversely, Hamiltonian Monte Carlo and a type of independence chain Metropolis algorithm show good mixing on the same dataset.

Le décours temporel de l'utilisation des fréquences spatiales dans les troubles du spectre autistique

Notre système visuel extrait d'ordinaire l'information en basses fréquences spatiales (FS) avant celles en hautes FS. L'information globale extraite tôt peut ainsi activer des hypothèses sur l'identité de l'objet et guider l'extraction d'information plus fine spécifique par la suite. Dans les troubles du spectre autistique (TSA), toutefois, la perception des FS est atypique. De plus, la perception des individus atteints de TSA semble être moins influencée par leurs a priori et connaissances antérieures. Dans l'étude décrite dans le corps de ce mémoire, nous avions pour but de vérifier si l'a priori de traiter l'information des basses aux hautes FS était présent chez les individus atteints de TSA. Nous avons comparé le décours temporel de l'utilisation des FS chez des sujets neurotypiques et atteints de TSA en échantillonnant aléatoirement et exhaustivement l'espace temps x FS. Les sujets neurotypiques extrayaient les basses FS avant les plus hautes: nous avons ainsi pu répliquer le résultat de plusieurs études antérieures, tout en le caractérisant avec plus de précision que jamais auparavant. Les sujets atteints de TSA, quant à eux, extrayaient toutes les FS utiles, basses et hautes, dès le début, indiquant qu'ils ne possédaient pas l'a priori présent chez les neurotypiques. Il semblerait ainsi que les individus atteints de TSA extraient les FS de manière purement ascendante, l'extraction n'étant pas guidée par l'activation d'hypothèses.

Modélisation incrémentale par méthode bayésienne

Les modèles incrémentaux sont des modèles statistiques qui ont été développés initialement dans le domaine du marketing. Ils sont composés de deux groupes, un groupe contrôle et un groupe traitement, tous deux comparés par rapport à une variable réponse binaire (le choix de réponses est « oui » ou « non »). Ces modèles ont pour but de détecter l’effet du traitement sur les individus à l’étude. Ces individus n’étant pas tous des clients, nous les appellerons : « prospects ». Cet effet peut être négatif, nul ou positif selon les caractéristiques des individus composants les différents groupes. Ce mémoire a pour objectif de comparer des modèles incrémentaux d’un point de vue bayésien et d’un point de vue fréquentiste. Les modèles incrémentaux utilisés en pratique sont ceux de Lo (2002) et de Lai (2004). Ils sont initialement réalisés d’un point de vue fréquentiste. Ainsi, dans ce mémoire, l’approche bayésienne est utilisée et comparée à l’approche fréquentiste. Les simulations sont e ectuées sur des données générées avec des régressions logistiques. Puis, les paramètres de ces régressions sont estimés avec des simulations Monte-Carlo dans l’approche bayésienne et comparés à ceux obtenus dans l’approche fréquentiste. L’estimation des paramètres a une influence directe sur la capacité du modèle à bien prédire l’effet du traitement sur les individus. Nous considérons l’utilisation de trois lois a priori pour l’estimation des paramètres de façon bayésienne. Elles sont choisies de manière à ce que les lois a priori soient non informatives. Les trois lois utilisées sont les suivantes : la loi bêta transformée, la loi Cauchy et la loi normale. Au cours de l’étude, nous remarquerons que les méthodes bayésiennes ont un réel impact positif sur le ciblage des individus composant les échantillons de petite taille.

An adaptive motion model for person tracking with instantaneous head-pose features

This letter presents novel behaviour-based tracking of people in low-resolution using instantaneous priors mediated by head-pose. We extend the Kalman Filter to adaptively combine motion information with an instantaneous prior belief about where the person will go based on where they are currently looking. We apply this new method to pedestrian surveillance, using automatically-derived head pose estimates, although the theory is not limited to head-pose priors. We perform a statistical analysis of pedestrian gazing behaviour and demonstrate tracking performance on a set of simulated and real pedestrian observations. We show that by using instantaneous `intentional' priors our algorithm significantly outperforms a standard Kalman Filter on comprehensive test data.

Melhoria de fluxos no armazém de componentes da Bosch Termotecnologia S.A.

A gestão de um armazém de componentes de uma qualquer empresa produtiva é uma das principais tarefas a desempenhar no seio desta, pois a mesma afecta toda a cadeia de abastecimento de entrega do produto final, sendo o armazém de componentes o início da cadeia interna. Qualquer dificuldade que surja no desenrolar das actividades associadas poderá causar impactos prejudiciais nos processos consequentes. A melhoria do principal processo do armazém, correspondente à satisfação dos pedidos de material dos processos a jusante, é algo que trará benefícios a toda a cadeia, ao mesmo tempo que são melhoradas as condições de trabalho, eliminando o desperdício e tornando o processo mais eficiente. Não obstante deste processo, ainda existe a necessidade de recolher e gerir informações referentes aos diferentes processos do armazém da maneira mais rápida possível, para actuar de acordo com as necessidades. A falta de informação relativamente ao estado de um processo também poderá influenciar os processos seguintes de forma negativa. O projecto aqui apresentado foi realizado no armazém de componentes da Bosch Termotecnologia S.A., em Aveiro, tendo como objectivo mostrar a importância da movimentação de material e também de informação dentro desta área, criando ao mesmo tempo a melhoria tanto dos fluxos de material como dos fluxos de informação. Serão apresentadas diferentes implementações que foram desenvolvidas com o intuito de criar melhoria nos fluxos: a criação de novos fluxos de informação para o processo de recepção de material, com o intuito de recolher informação que até agora não era perceptível, para depois actuar na melhoria do processo; a criação de áreas dedicadas dentro da área de picking, de modo a atingir uma redução no número de colaboradores afectos ao processo de picking; a implementação de uma célula de repacking, de modo a remover esta actividade do processo de picking; bem como todas as actividades realizadas com o objectivo de implementar as melhorias propostas.

Contextual text mining

With the dramatic growth of text information, there is an increasing need for powerful text mining systems that can automatically discover useful knowledge from text. Text is generally associated with all kinds of contextual information. Those contexts can be explicit, such as the time and the location where a blog article is written, and the author(s) of a biomedical publication, or implicit, such as the positive or negative sentiment that an author had when she wrote a product review; there may also be complex context such as the social network of the authors. Many applications require analysis of topic patterns over different contexts. For instance, analysis of search logs in the context of the user can reveal how we can improve the quality of a search engine by optimizing the search results according to particular users; analysis of customer reviews in the context of positive and negative sentiments can help the user summarize public opinions about a product; analysis of blogs or scientific publications in the context of a social network can facilitate discovery of more meaningful topical communities. Since context information significantly affects the choices of topics and language made by authors, in general, it is very important to incorporate it into analyzing and mining text data. In general, modeling the context in text, discovering contextual patterns of language units and topics from text, a general task which we refer to as Contextual Text Mining, has widespread applications in text mining. In this thesis, we provide a novel and systematic study of contextual text mining, which is a new paradigm of text mining treating context information as the ``first-class citizen.'' We formally define the problem of contextual text mining and its basic tasks, and propose a general framework for contextual text mining based on generative modeling of text. This conceptual framework provides general guidance on text mining problems with context information and can be instantiated into many real tasks, including the general problem of contextual topic analysis. We formally present a functional framework for contextual topic analysis, with a general contextual topic model and its various versions, which can effectively solve the text mining problems in a lot of real world applications. We further introduce general components of contextual topic analysis, by adding priors to contextual topic models to incorporate prior knowledge, regularizing contextual topic models with dependency structure of context, and postprocessing contextual patterns to extract refined patterns. The refinements on the general contextual topic model naturally lead to a variety of probabilistic models which incorporate different types of context and various assumptions and constraints. These special versions of the contextual topic model are proved effective in a variety of real applications involving topics and explicit contexts, implicit contexts, and complex contexts. We then introduce a postprocessing procedure for contextual patterns, by generating meaningful labels for multinomial context models. This method provides a general way to interpret text mining results for real users. By applying contextual text mining in the ``context'' of other text information management tasks, including ad hoc text retrieval and web search, we further prove the effectiveness of contextual text mining techniques in a quantitative way with large scale datasets. The framework of contextual text mining not only unifies many explorations of text analysis with context information, but also opens up many new possibilities for future research directions in text mining.

Predicción de tipos de cambio reales utilizando modelos VAR Bayesianos

El presente trabajo busca documentar el potencial de los modelos VAR Bayesianos (BVAR) para la predicción de índices de tipos de cambio reales efectivos. Para esto, se prueban distintas especificaciones de modelos predictivos utilizando la base angosta de índices de tipos de cambio reales efectivos de BIS que incluye datos para 27 economías. En primera instancia se prueban modelos univariados simples para realizar las predicciones y tener un punto de referencia para las estimaciones BVAR. El análisis de los resultados de las predicciones de los modelos BVAR tradicionales muestran que estos por sí solos no tienen un mejor desempeño que los modelos univariados. Estos resultados son robustos a la ventana de estimación, y a la especificación de los priors del BVAR.

Le décours temporel de l'utilisation des fréquences spatiales dans les troubles du spectre autistique

Notre système visuel extrait d'ordinaire l'information en basses fréquences spatiales (FS) avant celles en hautes FS. L'information globale extraite tôt peut ainsi activer des hypothèses sur l'identité de l'objet et guider l'extraction d'information plus fine spécifique par la suite. Dans les troubles du spectre autistique (TSA), toutefois, la perception des FS est atypique. De plus, la perception des individus atteints de TSA semble être moins influencée par leurs a priori et connaissances antérieures. Dans l'étude décrite dans le corps de ce mémoire, nous avions pour but de vérifier si l'a priori de traiter l'information des basses aux hautes FS était présent chez les individus atteints de TSA. Nous avons comparé le décours temporel de l'utilisation des FS chez des sujets neurotypiques et atteints de TSA en échantillonnant aléatoirement et exhaustivement l'espace temps x FS. Les sujets neurotypiques extrayaient les basses FS avant les plus hautes: nous avons ainsi pu répliquer le résultat de plusieurs études antérieures, tout en le caractérisant avec plus de précision que jamais auparavant. Les sujets atteints de TSA, quant à eux, extrayaient toutes les FS utiles, basses et hautes, dès le début, indiquant qu'ils ne possédaient pas l'a priori présent chez les neurotypiques. Il semblerait ainsi que les individus atteints de TSA extraient les FS de manière purement ascendante, l'extraction n'étant pas guidée par l'activation d'hypothèses.

Detecção de região saliente em imagens usando dissimilaridade de cor e amostragem por pixeis aleatórios

The purpose of this work is to demonstrate and to assess a simple algorithm for automatic estimation of the most salient region in an image, that have possible application in computer vision. The algorithm uses the connection between color dissimilarities in the image and the image’s most salient region. The algorithm also avoids using image priors. Pixel dissimilarity is an informal function of the distance of a specific pixel’s color to other pixels’ colors in an image. We examine the relation between pixel color dissimilarity and salient region detection on the MSRA1K image dataset. We propose a simple algorithm for salient region detection through random pixel color dissimilarity. We define dissimilarity by accumulating the distance between each pixel and a sample of n other random pixels, in the CIELAB color space. An important result is that random dissimilarity between each pixel and just another pixel (n = 1) is enough to create adequate saliency maps when combined with median filter, with competitive average performance if compared with other related methods in the saliency detection research field. The assessment was performed by means of precision-recall curves. This idea is inspired on the human attention mechanism that is able to choose few specific regions to focus on, a biological system that the computer vision community aims to emulate. We also review some of the history on this topic of selective attention.

Modélisation incrémentale par méthode bayésienne

Les modèles incrémentaux sont des modèles statistiques qui ont été développés initialement dans le domaine du marketing. Ils sont composés de deux groupes, un groupe contrôle et un groupe traitement, tous deux comparés par rapport à une variable réponse binaire (le choix de réponses est « oui » ou « non »). Ces modèles ont pour but de détecter l’effet du traitement sur les individus à l’étude. Ces individus n’étant pas tous des clients, nous les appellerons : « prospects ». Cet effet peut être négatif, nul ou positif selon les caractéristiques des individus composants les différents groupes. Ce mémoire a pour objectif de comparer des modèles incrémentaux d’un point de vue bayésien et d’un point de vue fréquentiste. Les modèles incrémentaux utilisés en pratique sont ceux de Lo (2002) et de Lai (2004). Ils sont initialement réalisés d’un point de vue fréquentiste. Ainsi, dans ce mémoire, l’approche bayésienne est utilisée et comparée à l’approche fréquentiste. Les simulations sont e ectuées sur des données générées avec des régressions logistiques. Puis, les paramètres de ces régressions sont estimés avec des simulations Monte-Carlo dans l’approche bayésienne et comparés à ceux obtenus dans l’approche fréquentiste. L’estimation des paramètres a une influence directe sur la capacité du modèle à bien prédire l’effet du traitement sur les individus. Nous considérons l’utilisation de trois lois a priori pour l’estimation des paramètres de façon bayésienne. Elles sont choisies de manière à ce que les lois a priori soient non informatives. Les trois lois utilisées sont les suivantes : la loi bêta transformée, la loi Cauchy et la loi normale. Au cours de l’étude, nous remarquerons que les méthodes bayésiennes ont un réel impact positif sur le ciblage des individus composant les échantillons de petite taille.