Two problems with variational expectation maximisation for time-series models

Variational methods are a key component of the approximate inference and learning toolbox. These methods fill an important middle ground, retaining distributional information about uncertainty in latent variables, unlike maximum a posteriori methods (MAP), and yet generally requiring less computational time than Monte Carlo Markov Chain methods. In particular the variational Expectation Maximisation (vEM) and variational Bayes algorithms, both involving variational optimisation of a free-energy, are widely used in time-series modelling. Here, we investigate the success of vEM in simple probabilistic time-series models. First we consider the inference step of vEM, and show that a consequence of the well-known compactness property of variational inference is a failure to propagate uncertainty in time, thus limiting the usefulness of the retained distributional information. In particular, the uncertainty may appear to be smallest precisely when the approximation is poorest. Second, we consider parameter learning and analytically reveal systematic biases in the parameters found by vEM. Surprisingly, simpler variational approximations (such a mean-field) can lead to less bias than more complicated structured approximations.

On the stability of a rod adhering to a rigid surface: Shear-induced stable adhesion and the instability of peeling

Using variational methods, we establish conditions for the nonlinear stability of adhesive states between an elastica and a rigid halfspace. The treatment produces coupled criteria for adhesion and buckling instabilities by exploiting classical techniques from Legendre and Jacobi. Three examples that arise in a broad range of engineered systems, from microelectronics to biologically inspired fiber array adhesion, are used to illuminate the stability criteria. The first example illustrates buckling instabilities in adhered rods, while the second shows the instability of a peeling process and the third illustrates the stability of a shear-induced adhesion. The latter examples can also be used to explain how microfiber array adhesives can be activated by shearing and deactivated by peeling. The nonlinear stability criteria developed in this paper are also compared to other treatments. © 2012 Elsevier Ltd. All rights reserved.

A unifying resolution-independent formulation for early vision

We present a model for early vision tasks such as denoising, super-resolution, deblurring, and demosaicing. The model provides a resolution-independent representation of discrete images which admits a truly rotationally invariant prior. The model generalizes several existing approaches: variational methods, finite element methods, and discrete random fields. The primary contribution is a novel energy functional which has not previously been written down, which combines the discrete measurements from pixels with a continuous-domain world viewed through continous-domain point-spread functions. The value of the functional is that simple priors (such as total variation and generalizations) on the continous-domain world become realistic priors on the sampled images. We show that despite its apparent complexity, optimization of this model depends on just a few computational primitives, which although tedious to derive, can now be reused in many domains. We define a set of optimization algorithms which greatly overcome the apparent complexity of this model, and make possible its practical application. New experimental results include infinite-resolution upsampling, and a method for obtaining subpixel superpixels. © 2012 IEEE.

A variational perspective on noise-robust speech recognition

Model compensation methods for noise-robust speech recognition have shown good performance. Predictive linear transformations can approximate these methods to balance computational complexity and compensation accuracy. This paper examines both of these approaches from a variational perspective. Using a matched-pair approximation at the component level yields a number of standard forms of model compensation and predictive linear transformations. However, a tighter bound can be obtained by using variational approximations at the state level. Both model-based and predictive linear transform schemes can be implemented in this framework. Preliminary results show that the tighter bound obtained from the state-level variational approach can yield improved performance over standard schemes. © 2011 IEEE.