Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

Reinforcement learning with reference tracking control in continuous state spaces

The contribution described in this paper is an algorithm for learning nonlinear, reference tracking, control policies given no prior knowledge of the dynamical system and limited interaction with the system through the learning process. Concepts from the field of reinforcement learning, Bayesian statistics and classical control have been brought together in the formulation of this algorithm which can be viewed as a form of indirect self tuning regulator. On the task of reference tracking using a simulated inverted pendulum it was shown to yield generally improved performance on the best controller derived from the standard linear quadratic method using only 30 s of total interaction with the system. Finally, the algorithm was shown to work on the simulated double pendulum proving its ability to solve nontrivial control tasks. © 2011 IEEE.

A Bayesian approach to tracking in single molecule fluorescence microscopy

Using fluorescence microscopy with single molecule sensitivity it is now possible to follow the movement of individual fluorophore tagged molecules such as proteins and lipids in the cell membrane with nanometer precision. These experiments are important as they allow many key biological processes on the cell membrane and in the cell, such as transcription, translation and DNA replication, to be studied at new levels of detail. Computerized microscopes generate sequences of images (in the order of tens to hundreds) of the molecules diffusing and one of the challenges is to track these molecules to obtain reliable statistics such as speed distributions, diffusion patterns, intracellular positioning, etc. The data set is challenging because the molecules are tagged with a single or small number of fluorophores, which makes it difficult to distinguish them from the background, the fluorophore bleaches irreversibly over time, the number of tagged molecules are unknown and there is occasional loss of signal from the tagged molecules. All these factors make accurate tracking over long trajectories difficult. Also the experiments are technically difficulty to conduct and thus there is a pressing need to develop better algorithms to extract the maximum information from the data. For this purpose we propose a Bayesian approach and apply our technique to synthetic and a real experimental data set.