13 resultados para Bayesian modelling

em Aston University Research Archive


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With the proliferation of social media sites, social streams have proven to contain the most up-to-date information on current events. Therefore, it is crucial to extract events from the social streams such as tweets. However, it is not straightforward to adapt the existing event extraction systems since texts in social media are fragmented and noisy. In this paper we propose a simple and yet effective Bayesian model, called Latent Event Model (LEM), to extract structured representation of events from social media. LEM is fully unsupervised and does not require annotated data for training. We evaluate LEM on a Twitter corpus. Experimental results show that the proposed model achieves 83% in F-measure, and outperforms the state-of-the-art baseline by over 7%.© 2014 Association for Computational Linguistics.

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Storyline detection from news articles aims at summarizing events described under a certain news topic and revealing how those events evolve over time. It is a difficult task because it requires first the detection of events from news articles published in different time periods and then the construction of storylines by linking events into coherent news stories. Moreover, each storyline has different hierarchical structures which are dependent across epochs. Existing approaches often ignore the dependency of hierarchical structures in storyline generation. In this paper, we propose an unsupervised Bayesian model, called dynamic storyline detection model, to extract structured representations and evolution patterns of storylines. The proposed model is evaluated on a large scale news corpus. Experimental results show that our proposed model outperforms several baseline approaches.

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The generation of very short range forecasts of precipitation in the 0-6 h time window is traditionally referred to as nowcasting. Most existing nowcasting systems essentially extrapolate radar observations in some manner, however, very few systems account for the uncertainties involved. Thus deterministic forecast are produced, which have a limited use when decisions must be made, since they have no measure of confidence or spread of the forecast. This paper develops a Bayesian state space modelling framework for quantitative precipitation nowcasting which is probabilistic from conception. The model treats the observations (radar) as noisy realisations of the underlying true precipitation process, recognising that this process can never be completely known, and thus must be represented probabilistically. In the model presented here the dynamics of the precipitation are dominated by advection, so this is a probabilistic extrapolation forecast. The model is designed in such a way as to minimise the computational burden, while maintaining a full, joint representation of the probability density function of the precipitation process. The update and evolution equations avoid the need to sample, thus only one model needs be run as opposed to the more traditional ensemble route. It is shown that the model works well on both simulated and real data, but that further work is required before the model can be used operationally. © 2004 Elsevier B.V. All rights reserved.

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This paper reports preliminary progress on a principled approach to modelling nonstationary phenomena using neural networks. We are concerned with both parameter and model order complexity estimation. The basic methodology assumes a Bayesian foundation. However to allow the construction of pragmatic models, successive approximations have to be made to permit computational tractibility. The lowest order corresponds to the (Extended) Kalman filter approach to parameter estimation which has already been applied to neural networks. We illustrate some of the deficiencies of the existing approaches and discuss our preliminary generalisations, by considering the application to nonstationary time series.

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Mixture Density Networks (MDNs) are a well-established method for modelling the conditional probability density which is useful for complex multi-valued functions where regression methods (such as MLPs) fail. In this paper we extend earlier research of a regularisation method for a special case of MDNs to the general case using evidence based regularisation and we show how the Hessian of the MDN error function can be evaluated using R-propagation. The method is tested on two data sets and compared with early stopping.

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A Bayesian procedure for the retrieval of wind vectors over the ocean using satellite borne scatterometers requires realistic prior near-surface wind field models over the oceans. We have implemented carefully chosen vector Gaussian Process models; however in some cases these models are too smooth to reproduce real atmospheric features, such as fronts. At the scale of the scatterometer observations, fronts appear as discontinuities in wind direction. Due to the nature of the retrieval problem a simple discontinuity model is not feasible, and hence we have developed a constrained discontinuity vector Gaussian Process model which ensures realistic fronts. We describe the generative model and show how to compute the data likelihood given the model. We show the results of inference using the model with Markov Chain Monte Carlo methods on both synthetic and real data.

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A practical Bayesian approach for inference in neural network models has been available for ten years, and yet it is not used frequently in medical applications. In this chapter we show how both regularisation and feature selection can bring significant benefits in diagnostic tasks through two case studies: heart arrhythmia classification based on ECG data and the prognosis of lupus. In the first of these, the number of variables was reduced by two thirds without significantly affecting performance, while in the second, only the Bayesian models had an acceptable accuracy. In both tasks, neural networks outperformed other pattern recognition approaches.

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This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

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This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

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It is generally assumed when using Bayesian inference methods for neural networks that the input data contains no noise. For real-world (errors in variable) problems this is clearly an unsafe assumption. This paper presents a Bayesian neural network framework which accounts for input noise provided that a model of the noise process exists. In the limit where the noise process is small and symmetric it is shown, using the Laplace approximation, that this method adds an extra term to the usual Bayesian error bar which depends on the variance of the input noise process. Further, by treating the true (noiseless) input as a hidden variable, and sampling this jointly with the network’s weights, using a Markov chain Monte Carlo method, it is demonstrated that it is possible to infer the regression over the noiseless input. This leads to the possibility of training an accurate model of a system using less accurate, or more uncertain, data. This is demonstrated on both the, synthetic, noisy sine wave problem and a real problem of inferring the forward model for a satellite radar backscatter system used to predict sea surface wind vectors.

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Social streams have proven to be the mostup-to-date and inclusive information on cur-rent events. In this paper we propose a novelprobabilistic modelling framework, called violence detection model (VDM), which enables the identification of text containing violent content and extraction of violence-related topics over social media data. The proposed VDM model does not require any labeled corpora for training, instead, it only needs the in-corporation of word prior knowledge which captures whether a word indicates violence or not. We propose a novel approach of deriving word prior knowledge using the relative entropy measurement of words based on the in-tuition that low entropy words are indicative of semantically coherent topics and therefore more informative, while high entropy words indicates words whose usage is more topical diverse and therefore less informative. Our proposed VDM model has been evaluated on the TREC Microblog 2011 dataset to identify topics related to violence. Experimental results show that deriving word priors using our proposed relative entropy method is more effective than the widely-used information gain method. Moreover, VDM gives higher violence classification results and produces more coherent violence-related topics compared toa few competitive baselines.

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Membrane proteins, which constitute approximately 20% of most genomes, are poorly tractable targets for experimental structure determination, thus analysis by prediction and modelling makes an important contribution to their on-going study. Membrane proteins form two main classes: alpha helical and beta barrel trans-membrane proteins. By using a method based on Bayesian Networks, which provides a flexible and powerful framework for statistical inference, we addressed alpha-helical topology prediction. This method has accuracies of 77.4% for prokaryotic proteins and 61.4% for eukaryotic proteins. The method described here represents an important advance in the computational determination of membrane protein topology and offers a useful, and complementary, tool for the analysis of membrane proteins for a range of applications.