Gaussian regression and optimal finite dimensional linear models

The problem of regression under Gaussian assumptions is treated generally. The relationship between Bayesian prediction, regularization and smoothing is elucidated. The ideal regression is the posterior mean and its computation scales as O(n³), where n is the sample size. We show that the optimal m-dimensional linear model under a given prior is spanned by the first m eigenfunctions of a covariance operator, which is a trace-class operator. This is an infinite dimensional analogue of principal component analysis. The importance of Hilbert space methods to practical statistics is also discussed.

Developments of the generative topographic mapping

The generative topographic mapping (GTM) model was introduced by Bishop et al. (1998, Neural Comput. 10(1), 215-234) as a probabilistic re- formulation of the self-organizing map (SOM). It offers a number of advantages compared with the standard SOM, and has already been used in a variety of applications. In this paper we report on several extensions of the GTM, including an incremental version of the EM algorithm for estimating the model parameters, the use of local subspace models, extensions to mixed discrete and continuous data, semi-linear models which permit the use of high-dimensional manifolds whilst avoiding computational intractability, Bayesian inference applied to hyper-parameters, and an alternative framework for the GTM based on Gaussian processes. All of these developments directly exploit the probabilistic structure of the GTM, thereby allowing the underlying modelling assumptions to be made explicit. They also highlight the advantages of adopting a consistent probabilistic framework for the formulation of pattern recognition algorithms.

Hierarchical GTM: Constructing localized non-linear projection manifolds in a principled way

It has been argued that a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex data sets, and therefore a hierarchical visualization system is desirable. In this paper we extend an existing locally linear hierarchical visualization system PhiVis ¸iteBishop98a in several directions: bf(1) We allow for em non-linear projection manifolds. The basic building block is the Generative Topographic Mapping. bf(2) We introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree. General training equations are derived, regardless of the position of the model in the tree. bf(3) Using tools from differential geometry we derive expressions for local directional curvatures of the projection manifold. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. It enables the user to interactively highlight those data in the parent visualization plot which are captured by a child model. We also incorporate into our system a hierarchical, locally selective representation of magnification factors and directional curvatures of the projection manifolds. Such information is important for further refinement of the hierarchical visualization plot, as well as for controlling the amount of regularization imposed on the local models. We demonstrate the principle of the approach on a toy data set and apply our system to two more complex 12- and 19-dimensional data sets.

Hierarchical GTM: constructing localized non-linear projection manifolds in a principled way

It has been argued that a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex data sets, and therefore a hierarchical visualization system is desirable. In this paper we extend an existing locally linear hierarchical visualization system PhiVis ¸iteBishop98a in several directions: bf(1) We allow for em non-linear projection manifolds. The basic building block is the Generative Topographic Mapping (GTM). bf(2) We introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree. General training equations are derived, regardless of the position of the model in the tree. bf(3) Using tools from differential geometry we derive expressions for local directional curvatures of the projection manifold. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. It enables the user to interactively highlight those data in the ancestor visualization plots which are captured by a child model. We also incorporate into our system a hierarchical, locally selective representation of magnification factors and directional curvatures of the projection manifolds. Such information is important for further refinement of the hierarchical visualization plot, as well as for controlling the amount of regularization imposed on the local models. We demonstrate the principle of the approach on a toy data set and apply our system to two more complex 12- and 18-dimensional data sets.

A principled approach to interactive hierarchical non-linear visualization of high-dimensional data

Hierarchical visualization systems are desirable because a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex high-dimensional data sets. We extend an existing locally linear hierarchical visualization system PhiVis [1] in several directions: bf(1) we allow for em non-linear projection manifolds (the basic building block is the Generative Topographic Mapping -- GTM), bf(2) we introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree, bf(3) we describe folding patterns of low-dimensional projection manifold in high-dimensional data space by computing and visualizing the manifold's local directional curvatures. Quantities such as magnification factors [3] and directional curvatures are helpful for understanding the layout of the nonlinear projection manifold in the data space and for further refinement of the hierarchical visualization plot. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. We demonstrate the visualization system principle of the approach on a complex 12-dimensional data set and mention possible applications in the pharmaceutical industry.

Constructing localized non-linear projection manifolds in a principled way:hierarchical generative topographic mapping

It has been argued that a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex data sets, and therefore a hierarchical visualization system is desirable. In this paper we extend an existing locally linear hierarchical visualization system PhiVis (Bishop98a) in several directions: 1. We allow for em non-linear projection manifolds. The basic building block is the Generative Topographic Mapping. 2. We introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree. General training equations are derived, regardless of the position of the model in the tree. 3. Using tools from differential geometry we derive expressions for local directionalcurvatures of the projection manifold. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. It enables the user to interactively highlight those data in the parent visualization plot which are captured by a child model.We also incorporate into our system a hierarchical, locally selective representation of magnification factors and directional curvatures of the projection manifolds. Such information is important for further refinement of the hierarchical visualization plot, as well as for controlling the amount of regularization imposed on the local models. We demonstrate the principle of the approach on a toy data set andapply our system to two more complex 12- and 19-dimensional data sets.

An alternating boundary integral based method for a Cauchy problem for the Laplace equation in semi-infinite regions

We consider a Cauchy problem for the Laplace equation in a two-dimensional semi-infinite region with a bounded inclusion, i.e. the region is the intersection between a half-plane and the exterior of a bounded closed curve contained in the half-plane. The Cauchy data are given on the unbounded part of the boundary of the region and the aim is to construct the solution on the boundary of the inclusion. In 1989, Kozlov and Maz'ya [10] proposed an alternating iterative method for solving Cauchy problems for general strongly elliptic and formally self-adjoint systems in bounded domains. We extend their approach to our setting and in each iteration step mixed boundary value problems for the Laplace equation in the semi-infinite region are solved. Well-posedness of these mixed problems are investigated and convergence of the alternating procedure is examined. For the numerical implementation an efficient boundary integral equation method is proposed, based on the indirect variant of the boundary integral equation approach. The mixed problems are reduced to integral equations over the (bounded) boundary of the inclusion. Numerical examples are included showing the feasibility of the proposed method.

Transition of planar Couette flow at infinite Reynolds numbers

An outline of the state space of planar Couette flow at high Reynolds numbers (Re<105) is investigated via a variety of efficient numerical techniques. It is verified from nonlinear analysis that the lower branch of the hairpin vortex state (HVS) asymptotically approaches the primary (laminar) state with increasing Re. It is also predicted that the lower branch of the HVS at high Re belongs to the stability boundary that initiates a transition to turbulence, and that one of the unstable manifolds of the lower branch of HVS lies on the boundary. These facts suggest HVS may provide a criterion to estimate a minimum perturbation arising transition to turbulent states at the infinite Re limit. © 2013 American Physical Society.