Gaussian Process Vine Copulas for Multivariate Dependence

Copulas allow to learn marginal distributions separately from the multivariate dependence structure (copula) that links them together into a density function. Vine factorizations ease the learning of high-dimensional copulas by constructing a hierarchy of conditional bivariate copulas. However, to simplify inference, it is common to assume that each of these conditional bivariate copulas is independent from its conditioning variables. In this paper, we relax this assumption by discovering the latent functions that specify the shape of a conditional copula given its conditioning variables We learn these functions by following a Bayesian approach based on sparse Gaussian processes with expectation propagation for scalable, approximate inference. Experiments on real-world datasets show that, when modeling all conditional dependencies, we obtain better estimates of the underlying copula of the data.

Rank-preserving geometric means of positive semi-definite matrices

The generalization of the geometric mean of positive scalars to positive definite matrices has attracted considerable attention since the seminal work of Ando. The paper generalizes this framework of matrix means by proposing the definition of a rank-preserving mean for two or an arbitrary number of positive semi-definite matrices of fixed rank. The proposed mean is shown to be geometric in that it satisfies all the expected properties of a rank-preserving geometric mean. The work is motivated by operations on low-rank approximations of positive definite matrices in high-dimensional spaces.© 2012 Elsevier Inc. All rights reserved.

Global analysis of dynamical decision-making models through local computation around the hidden saddle

Bistable dynamical switches are frequently encountered in mathematical modeling of biological systems because binary decisions are at the core of many cellular processes. Bistable switches present two stable steady-states, each of them corresponding to a distinct decision. In response to a transient signal, the system can flip back and forth between these two stable steady-states, switching between both decisions. Understanding which parameters and states affect this switch between stable states may shed light on the mechanisms underlying the decision-making process. Yet, answering such a question involves analyzing the global dynamical (i.e., transient) behavior of a nonlinear, possibly high dimensional model. In this paper, we show how a local analysis at a particular equilibrium point of bistable systems is highly relevant to understand the global properties of the switching system. The local analysis is performed at the saddle point, an often disregarded equilibrium point of bistable models but which is shown to be a key ruler of the decision-making process. Results are illustrated on three previously published models of biological switches: two models of apoptosis, the programmed cell death and one model of long-term potentiation, a phenomenon underlying synaptic plasticity. © 2012 Trotta et al.

Linear regression under fixed-rank constraints: A Riemannian approach

In this paper, we tackle the problem of learning a linear regression model whose parameter is a fixed-rank matrix. We study the Riemannian manifold geometry of the set of fixed-rank matrices and develop efficient line-search algorithms. The proposed algorithms have many applications, scale to high-dimensional problems, enjoy local convergence properties and confer a geometric basis to recent contributions on learning fixed-rank matrices. Numerical experiments on benchmarks suggest that the proposed algorithms compete with the state-of-the-art, and that manifold optimization offers a versatile framework for the design of rank-constrained machine learning algorithms. Copyright 2011 by the author(s)/owner(s).

Feedback mechanisms for global oscillations in Lure systems

The paper presents two mechanisms for global oscillations in feedback systems, based on bifurcations in absolutely stable systems. The external characterization of the oscillators provides the basis for a (energy-based) dissipativity theory for oscillators, thereby opening new possibilities for rigorous stability analysis of high-dimensional systems and interconnected oscillators. © 2004 Elsevier B.V. All rights reserved.

Determinantal Clustering Processes - A Nonparametric Bayesian Approach to Kernel Based Semi-Supervised Clustering

Semi-supervised clustering is the task of clustering data points into clusters where only a fraction of the points are labelled. The true number of clusters in the data is often unknown and most models require this parameter as an input. Dirichlet process mixture models are appealing as they can infer the number of clusters from the data. However, these models do not deal with high dimensional data well and can encounter difficulties in inference. We present a novel nonparameteric Bayesian kernel based method to cluster data points without the need to prespecify the number of clusters or to model complicated densities from which data points are assumed to be generated from. The key insight is to use determinants of submatrices of a kernel matrix as a measure of how close together a set of points are. We explore some theoretical properties of the model and derive a natural Gibbs based algorithm with MCMC hyperparameter learning. The model is implemented on a variety of synthetic and real world data sets.

Cognitive Tomography Reveals Complex, Task-Independent Mental Representations

Humans develop rich mental representations that guide their behavior in a variety of everyday tasks. However, it is unknown whether these representations, often formalized as priors in Bayesian inference, are specific for each task or subserve multiple tasks. Current approaches cannot distinguish between these two possibilities because they cannot extract comparable representations across different tasks [1-10]. Here, we develop a novel method, termed cognitive tomography, that can extract complex, multidimensional priors across tasks. We apply this method to human judgments in two qualitatively different tasks, "familiarity" and "odd one out," involving an ecologically relevant set of stimuli, human faces. We show that priors over faces are structurally complex and vary dramatically across subjects, but are invariant across the tasks within each subject. The priors we extract from each task allow us to predict with high precision the behavior of subjects for novel stimuli both in the same task as well as in the other task. Our results provide the first evidence for a single high-dimensional structured representation of a naturalistic stimulus set that guides behavior in multiple tasks. Moreover, the representations estimated by cognitive tomography can provide independent, behavior-based regressors for elucidating the neural correlates of complex naturalistic priors. © 2013 The Authors.

Multilinear function factorisation for time series feature extraction

This work applies a variety of multilinear function factorisation techniques to extract appropriate features or attributes from high dimensional multivariate time series for classification. Recently, a great deal of work has centred around designing time series classifiers using more and more complex feature extraction and machine learning schemes. This paper argues that complex learners and domain specific feature extraction schemes of this type are not necessarily needed for time series classification, as excellent classification results can be obtained by simply applying a number of existing matrix factorisation or linear projection techniques, which are simple and computationally inexpensive. We highlight this using a geometric separability measure and classification accuracies obtained though experiments on four different high dimensional multivariate time series datasets. © 2013 IEEE.

Anisotropy preserving DTI processing

Statistical analysis of diffusion tensor imaging (DTI) data requires a computational framework that is both numerically tractable (to account for the high dimensional nature of the data) and geometric (to account for the nonlinear nature of diffusion tensors). Building upon earlier studies exploiting a Riemannian framework to address these challenges, the present paper proposes a novel metric and an accompanying computational framework for DTI data processing. The proposed approach grounds the signal processing operations in interpolating curves. Well-chosen interpolating curves are shown to provide a computational framework that is at the same time tractable and information relevant for DTI processing. In addition, and in contrast to earlier methods, it provides an interpolation method which preserves anisotropy, a central information carried by diffusion tensor data. © 2013 Springer Science+Business Media New York.

A dragline-forming mobile robot inspired by spiders.

Mobility of wheeled or legged machines can be significantly increased if they are able to move from a solid surface into a three-dimensional space. Although that may be achieved by addition of flying mechanisms, the payload fraction will be the limiting factor in such hybrid mobile machines for many applications. Inspired by spiders producing draglines to assist locomotion, the paper proposes an alternative mobile technology where a robot achieves locomotion from a solid surface into a free space. The technology resembles the dragline production pathway in spiders to a technically feasible degree and enables robots to move with thermoplastic spinning of draglines. As an implementation, a mobile robot has been prototyped with thermoplastic adhesives as source material of the draglines. Experimental results show that a dragline diameter range of 1.17-5.27 mm was achievable by the 185 g mobile robot in descending locomotion from the solid surface of a hanging structure with a power consumption of 4.8 W and an average speed of 5.13 cm min(-1). With an open-loop controller consisting of sequences of discrete events, the robot has demonstrated repeatable dragline formation with a relative deviation within -4% and a length close to the metre scale.

Linear dimensionality reduction: Survey, insights, and generalizations

© 2015 John P. Cunningham and Zoubin Ghahramani. Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of interest, such as covariance, dynamical structure, correlation between data sets, input-output relationships, and margin between data classes. Methods have been developed with a variety of names and motivations in many fields, and perhaps as a result the connections between all these methods have not been highlighted. Here we survey methods from this disparate literature as optimization programs over matrix manifolds. We discuss principal component analysis, factor analysis, linear multidimensional scaling, Fisher's linear discriminant analysis, canonical correlations analysis, maximum autocorrelation factors, slow feature analysis, sufficient dimensionality reduction, undercomplete independent component analysis, linear regression, distance metric learning, and more. This optimization framework gives insight to some rarely discussed shortcomings of well-known methods, such as the suboptimality of certain eigenvector solutions. Modern techniques for optimization over matrix manifolds enable a generic linear dimensionality reduction solver, which accepts as input data and an objective to be optimized, and returns, as output, an optimal low-dimensional projection of the data. This simple optimization framework further allows straightforward generalizations and novel variants of classical methods, which we demonstrate here by creating an orthogonal-projection canonical correlations analysis. More broadly, this survey and generic solver suggest that linear dimensionality reduction can move toward becoming a blackbox, objective-agnostic numerical technology.

High order schemes on three-dimensional general polyhedral meshes - Application to the level set method

In this article, we detail the methodology developed to construct arbitrarily high order schemes - linear and WENO - on 3D mixed-element unstructured meshes made up of general convex polyhedral elements. The approach is tailored specifically for the solution of scalar level set equations for application to incompressible two-phase flow problems. The construction of WENO schemes on 3D unstructured meshes is notoriously difficult, as it involves a much higher level of complexity than 2D approaches. This due to the multiplicity of geometrical considerations introduced by the extra dimension, especially on mixed-element meshes. Therefore, we have specifically developed a number of algorithms to handle mixed-element meshes composed of convex polyhedra with convex polygonal faces. The contribution of this work concerns several areas of interest: the formulation of an improved methodology in 3D, the minimisation of computational runtime in the implementation through the maximum use of pre-processing operations, the generation of novel methods to handle complex 3D mixed-element meshes and finally the application of the method to the transport of a scalar level set. © 2012 Global-Science Press.