The Gaussian process density sampler

We present the Gaussian Process Density Sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a fixed density function that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We can also infer the hyperparameters of the Gaussian process. We compare this density modeling technique to several existing techniques on a toy problem and a skullreconstruction task.

Local equilibrium of the Gibbs interface in two-phase systems

We analyze the local equilibrium assumption for interfaces from the perspective of gauge transformations, which are the small displacements of Gibbs' dividing surface. The gauge invariance of thermodynamic properties turns out to be equivalent to conditions for jumps of bulk densities across the interface. This insight strengthens the foundations of the local equilibrium assumption for interfaces and can be used to characterize nonequilibrium interfaces in a compact and consistent way, with a clear focus on gauge-invariant properties. Using the principle of gauge invariance, we show that the validity of Clapeyron equations can be extended to nonequilibrium interfaces, and an additional jump condition for the momentum density is recognized to be of the Clapeyron type. © 2012 Europhysics Letters Association.

Nonparametric Bayesian Density Modeling with Gaussian Processes

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution defined by a density that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We describe two such MCMC methods. Both methods also allow inference of the hyperparameters of the Gaussian process.

Scaling the iHMM: Parallelization versus Hadoop

This paper compares parallel and distributed implementations of an iterative, Gibbs sampling, machine learning algorithm. Distributed implementations run under Hadoop on facility computing clouds. The probabilistic model under study is the infinite HMM [1], in which parameters are learnt using an instance blocked Gibbs sampling, with a step consisting of a dynamic program. We apply this model to learn part-of-speech tags from newswire text in an unsupervised fashion. However our focus here is on runtime performance, as opposed to NLP-relevant scores, embodied by iteration duration, ease of development, deployment and debugging. © 2010 IEEE.

Bayesian learning of noisy Markov decision processes

This work addresses the problem of estimating the optimal value function in a Markov Decision Process from observed state-action pairs. We adopt a Bayesian approach to inference, which allows both the model to be estimated and predictions about actions to be made in a unified framework, providing a principled approach to mimicry of a controller on the basis of observed data. A new Markov chain Monte Carlo (MCMC) sampler is devised for simulation from theposterior distribution over the optimal value function. This step includes a parameter expansion step, which is shown to be essential for good convergence properties of the MCMC sampler. As an illustration, the method is applied to learning a human controller.

Pitman-Yor Diffusion Trees

We introduce the Pitman Yor Diffusion Tree (PYDT) for hierarchical clustering, a generalization of the Dirichlet Diffusion Tree (Neal, 2001) which removes the restriction to binary branching structure. The generative process is described and shown to result in an exchangeable distribution over data points. We prove some theoretical properties of the model and then present two inference methods: a collapsed MCMC sampler which allows us to model uncertainty over tree structures, and a computationally efficient greedy Bayesian EM search algorithm. Both algorithms use message passing on the tree structure. The utility of the model and algorithms is demonstrated on synthetic and real world data, both continuous and binary.

Bayesian estimation of simultaneous musical notes based on frequency domain modelling

This paper proposes a Bayesian method for polyphonic music description. The method first divides an input audio signal into a series of sections called snapshots, and then estimates parameters such as fundamental frequencies and amplitudes of the notes contained in each snapshot. The parameter estimation process is based on a frequency domain modelling and Gibbs sampling. Experimental results obtained from audio signals of test note patterns are encouraging; the accuracy is better than 80% for the estimation of fundamental frequencies in terms of semitones and instrument names when the number of simultaneous notes is two.