Statistical inference for single- and multi-band probabilistic amplitude demodulation.

Amplitude demodulation is an ill-posed problem and so it is natural to treat it from a Bayesian viewpoint, inferring the most likely carrier and envelope under probabilistic constraints. One such treatment is Probabilistic Amplitude Demodulation (PAD), which, whilst computationally more intensive than traditional approaches, offers several advantages. Here we provide methods for estimating the uncertainty in the PAD-derived envelopes and carriers, and for learning free-parameters like the time-scale of the envelope. We show how the probabilistic approach can naturally handle noisy and missing data. Finally, we indicate how to extend the model to signals which contain multiple modulators and carriers.

Learning based automatic face annotation for arbitrary poses and expressions from frontal images only

Statistical approaches for building non-rigid deformable models, such as the Active Appearance Model (AAM), have enjoyed great popularity in recent years, but typically require tedious manual annotation of training images. In this paper, a learning based approach for the automatic annotation of visually deformable objects from a single annotated frontal image is presented and demonstrated on the example of automatically annotating face images that can be used for building AAMs for fitting and tracking. This approach employs the idea of initially learning the correspondences between landmarks in a frontal image and a set of training images with a face in arbitrary poses. Using this learner, virtual images of unseen faces at any arbitrary pose for which the learner was trained can be reconstructed by predicting the new landmark locations and warping the texture from the frontal image. View-based AAMs are then built from the virtual images and used for automatically annotating unseen images, including images of different facial expressions, at any random pose within the maximum range spanned by the virtually reconstructed images. The approach is experimentally validated by automatically annotating face images from three different databases. © 2009 IEEE.

Model reductions for inference: generality of pairwise, binary, and planar factor graphs.

We offer a solution to the problem of efficiently translating algorithms between different types of discrete statistical model. We investigate the expressive power of three classes of model-those with binary variables, with pairwise factors, and with planar topology-as well as their four intersections. We formalize a notion of "simple reduction" for the problem of inferring marginal probabilities and consider whether it is possible to "simply reduce" marginal inference from general discrete factor graphs to factor graphs in each of these seven subclasses. We characterize the reducibility of each class, showing in particular that the class of binary pairwise factor graphs is able to simply reduce only positive models. We also exhibit a continuous "spectral reduction" based on polynomial interpolation, which overcomes this limitation. Experiments assess the performance of standard approximate inference algorithms on the outputs of our reductions.

Neural mechanisms of belief inference during cooperative games.

Humans have the arguably unique ability to understand the mental representations of others. For success in both competitive and cooperative interactions, however, this ability must be extended to include representations of others' belief about our intentions, their model about our belief about their intentions, and so on. We developed a "stag hunt" game in which human subjects interacted with a computerized agent using different degrees of sophistication (recursive inferences) and applied an ecologically valid computational model of dynamic belief inference. We show that rostral medial prefrontal (paracingulate) cortex, a brain region consistently identified in psychological tasks requiring mentalizing, has a specific role in encoding the uncertainty of inference about the other's strategy. In contrast, dorsolateral prefrontal cortex encodes the depth of recursion of the strategy being used, an index of executive sophistication. These findings reveal putative computational representations within prefrontal cortex regions, supporting the maintenance of cooperation in complex social decision making.

Enhancing and developing the practical optimisation capabilities and intelligence of automatic design software

In the modern engineering design cycle the use of computational tools becomes a neces- sity. The complexity of the engineering systems under consideration for design increases dramatically as the demands for advanced and innovative design concepts and engineering products is expanding. At the same time the advancements in the available technology in terms of computational resources and power, as well as the intelligence of the design software, accommodate these demands and make them a viable approach towards the chal- lenge of real-world engineering problems. This class of design optimisation problems is by nature multi-disciplinary. In the present work we establish enhanced optimisation capabil- ities within the Nimrod/O tool for massively distributed execution of computational tasks through cluster and computational grid resources, and develop the potential to combine and benefit from all the possible available technological advancements, both software and hardware. We develop the interface between a Free Form Deformation geometry manage- ment in-house code with the 2D airfoil aerodynamic efficiency evaluation tool XFoil, and the well established multi-objective heuristic optimisation algorithm NSGA-II. A simple airfoil design problem has been defined to demonstrate the functionality of the design sys- tem, but also to accommodate a framework for future developments and testing with other state-of-the-art optimisation algorithms such as the Multi-Objective Genetic Algorithm (MOGA) and the Multi-Objective Tabu Search (MOTS) techniques. Ultimately, heav- ily computationally expensive industrial design cases can be realised within the presented framework that could not be investigated before. © 2012 by the authors. Published by the American Institute of Aeronautics and Astronautics, Inc.

Enhancing and developing the practical optimisation capabilities and intelligence of automatic design software

In the modern engineering design cycle the use of computational tools becomes a necessity. The complexity of the engineering systems under consideration for design increases dramatically as the demands for advanced and innovative design concepts and engineering products is expanding. At the same time the advancements in the available technology in terms of computational resources and power, as well as the intelligence of the design software, accommodate these demands and make them a viable approach towards the challenge of real-world engineering problems. This class of design optimisation problems is by nature multi-disciplinary. In the present work we establish enhanced optimisation capabilities within the Nimrod/O tool for massively distributed execution of computational tasks through cluster and computational grid resources, and develop the potential to combine and benefit from all the possible available technological advancements, both software and hardware. We develop the interface between a Free Form Deformation geometry management in-house code with the 2D airfoil aerodynamic efficiency evaluation tool XFoil, and the well established multi-objective heuristic optimisation algorithm NSGA-II. A simple airfoil design problem has been defined to demonstrate the functionality of the design system, but also to accommodate a framework for future developments and testing with other state-of-the-art optimisation algorithms such as the Multi-Objective Genetic Algorithm (MOGA) and the Multi-Objective Tabu Search (MOTS) techniques. Ultimately, heavily computationally expensive industrial design cases can be realised within the presented framework that could not be investigated before. ©2012 AIAA.

Rebuilding the limit order book: Sequential Bayesian inference on hidden states

The limit order book of an exchange represents an information store of market participants' future aims and for many traders the information held in this store is of interest. However, information loss occurs between orders being entered into the exchange and limit order book data being sent out. We present an online algorithm which carries out Bayesian inference to replace information lost at the level of the exchange server and apply our proof of concept algorithm to real historical data from some of the world's most liquid futures contracts as traded on CME GLOBEX, EUREX and NYSE Liffe exchanges. © 2013 © 2013 Taylor & Francis.

Automatic construction and natural-language description of nonparametric regression models

Copyright © 2014, Association for the Advancement of Artificial Intelligence (www.aaai.org). All rights reserved. This paper presents the beginnings of an automatic statistician, focusing on regression problems. Our system explores an open-ended space of statistical models to discover a good explanation of a data set, and then produces a detailed report with figures and natural- language text. Our approach treats unknown regression functions non- parametrically using Gaussian processes, which has two important consequences. First, Gaussian processes can model functions in terms of high-level properties (e.g. smoothness, trends, periodicity, changepoints). Taken together with the compositional structure of our language of models this allows us to automatically describe functions in simple terms. Second, the use of flexible nonparametric models and a rich language for composing them in an open-ended manner also results in state- of-the-art extrapolation performance evaluated over 13 real time series data sets from various domains.

Semantic transform: Weakly supervised semantic inference for relating visual attributes

Relative (comparative) attributes are promising for thematic ranking of visual entities, which also aids in recognition tasks. However, attribute rank learning often requires a substantial amount of relational supervision, which is highly tedious, and apparently impractical for real-world applications. In this paper, we introduce the Semantic Transform, which under minimal supervision, adaptively finds a semantic feature space along with a class ordering that is related in the best possible way. Such a semantic space is found for every attribute category. To relate the classes under weak supervision, the class ordering needs to be refined according to a cost function in an iterative procedure. This problem is ideally NP-hard, and we thus propose a constrained search tree formulation for the same. Driven by the adaptive semantic feature space representation, our model achieves the best results to date for all of the tasks of relative, absolute and zero-shot classification on two popular datasets. © 2013 IEEE.

Bayesian inference and learning in Gaussian process state-space models with Particle MCMC

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference and learning (i.e. state estimation and system identification) in nonlinear nonparametric state-space models. We place a Gaussian process prior over the state transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. To enable efficient inference, we marginalize over the transition dynamics function and, instead, infer directly the joint smoothing distribution using specially tailored Particle Markov Chain Monte Carlo samplers. Once a sample from the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. Our approach preserves the full nonparametric expressivity of the model and can make use of sparse Gaussian processes to greatly reduce computational complexity.