Bayesian Structured Prediction Using Gaussian Processes

We introduce a conceptually novel structured prediction model, GPstruct, which is kernelized, non-parametric and Bayesian, by design. We motivate the model with respect to existing approaches, among others, conditional random fields (CRFs), maximum margin Markov networks (M3N), and structured support vector machines (SVMstruct), which embody only a subset of its properties. We present an inference procedure based on Markov Chain Monte Carlo. The framework can be instantiated for a wide range of structured objects such as linear chains, trees, grids, and other general graphs. As a proof of concept, the model is benchmarked on several natural language processing tasks and a video gesture segmentation task involving a linear chain structure. We show prediction accuracies for GPstruct which are comparable to or exceeding those of CRFs and SVMstruct.

Efficient numerical models for investigating the statistics of random dynamic systems

The study of random dynamic systems usually requires the definition of an ensemble of structures and the solution of the eigenproblem for each member of the ensemble. If the process is carried out using a conventional numerical approach, the computational cost becomes prohibitive for complex systems. In this work, an alternative numerical method is proposed. The results for the response statistics are compared with values obtained from a detailed stochastic FE analysis of plates. The proposed method seems to capture the statistical behaviour of the response with a reduced computational cost.

The Random Forest Kernel and other kernels for big data from random partitions

We present Random Partition Kernels, a new class of kernels derived by demonstrating a natural connection between random partitions of objects and kernels between those objects. We show how the construction can be used to create kernels from methods that would not normally be viewed as random partitions, such as Random Forest. To demonstrate the potential of this method, we propose two new kernels, the Random Forest Kernel and the Fast Cluster Kernel, and show that these kernels consistently outperform standard kernels on problems involving real-world datasets. Finally, we show how the form of these kernels lend themselves to a natural approximation that is appropriate for certain big data problems, allowing $O(N)$ inference in methods such as Gaussian Processes, Support Vector Machines and Kernel PCA.

A reversible infinite HMM using normalised random measures

Copyright 2014 by the author(s). We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected we define a prior over random walks on graphs that results in a reversible Markov chain. The resulting prior over infinite transition matrices is closely related to the hierarchical Dirichlet process but enforces reversibility. A reinforcement scheme has recently been proposed with similar properties, but the de Finetti measure is not well characterised. We take the alternative approach of explicitly constructing the mixing measure, which allows more straightforward and efficient inference at the cost of no longer having a closed form predictive distribution. We use our process to construct a reversible infinite HMM which we apply to two real datasets, one from epigenomics and one ion channel recording.

MoT - Mixture of trees probabilistic graphical model for video segmentation

We present a novel mixture of trees (MoT) graphical model for video segmentation. Each component in this mixture represents a tree structured temporal linkage between super-pixels from the first to the last frame of a video sequence. Our time-series model explicitly captures the uncertainty in temporal linkage between adjacent frames which improves segmentation accuracy. We provide a variational inference scheme for this model to estimate super-pixel labels and their confidences in nearly realtime. The efficacy of our approach is demonstrated via quantitative comparisons on the challenging SegTrack joint segmentation and tracking dataset [23].

A derivation of the asymptotic random-coding prefactor

This paper studies the subexponential prefactor to the random-coding bound for a given rate. Using a refinement of Gallager's bounding techniques, an alternative proof of a recent result by Altuǧ and Wagner is given, and the result is extended to the setting of mismatched decoding. © 2013 IEEE.