13 resultados para Local Hidden-variables
em Aston University Research Archive
Resumo:
The fundamental problem faced by noninvasive neuroimaging techniques such as EEG/MEG1 is to elucidate functionally important aspects of the microscopic neuronal network dynamics from macroscopic aggregate measurements. Due to the mixing of the activities of large neuronal populations in the observed macroscopic aggregate, recovering the underlying network that generates the signal in the absence of any additional information represents a considerable challenge. Recent MEG studies have shown that macroscopic measurements contain sufficient information to allow the differentiation between patterns of activity, which are likely to represent different stimulus-specific collective modes in the underlying network (Hadjipapas, A., Adjamian, P., Swettenham, J.B., Holliday, I.E., Barnes, G.R., 2007. Stimuli of varying spatial scale induce gamma activity with distinct temporal characteristics in human visual cortex. NeuroImage 35, 518–530). The next question arising in this context is whether aspects of collective network activity can be recovered from a macroscopic aggregate signal. We propose that this issue is most appropriately addressed if MEG/EEG signals are to be viewed as macroscopic aggregates arising from networks of coupled systems as opposed to aggregates across a mass of largely independent neural systems. We show that collective modes arising in a network of simulated coupled systems can be indeed recovered from the macroscopic aggregate. Moreover, we show that nonlinear state space methods yield a good approximation of the number of effective degrees of freedom in the network. Importantly, information about hidden variables, which do not directly contribute to the aggregate signal, can also be recovered. Finally, this theoretical framework can be applied to experimental MEG/EEG data in the future, enabling the inference of state dependent changes in the degree of local synchrony in the underlying network.
Resumo:
There is currently considerable interest in developing general non-linear density models based on latent, or hidden, variables. Such models have the ability to discover the presence of a relatively small number of underlying `causes' which, acting in combination, give rise to the apparent complexity of the observed data set. Unfortunately, to train such models generally requires large computational effort. In this paper we introduce a novel latent variable algorithm which retains the general non-linear capabilities of previous models but which uses a training procedure based on the EM algorithm. We demonstrate the performance of the model on a toy problem and on data from flow diagnostics for a multi-phase oil pipeline.
Resumo:
Latent variable models represent the probability density of data in a space of several dimensions in terms of a smaller number of latent, or hidden, variables. A familiar example is factor analysis which is based on a linear transformations between the latent space and the data space. In this paper we introduce a form of non-linear latent variable model called the Generative Topographic Mapping, for which the parameters of the model can be determined using the EM algorithm. GTM provides a principled alternative to the widely used Self-Organizing Map (SOM) of Kohonen (1982), and overcomes most of the significant limitations of the SOM. We demonstrate the performance of the GTM algorithm on a toy problem and on simulated data from flow diagnostics for a multi-phase oil pipeline.
Resumo:
The Self-Organizing Map (SOM) algorithm has been extensively studied and has been applied with considerable success to a wide variety of problems. However, the algorithm is derived from heuristic ideas and this leads to a number of significant limitations. In this paper, we consider the problem of modelling the probability density of data in a space of several dimensions in terms of a smaller number of latent, or hidden, variables. We introduce a novel form of latent variable model, which we call the GTM algorithm (for Generative Topographic Mapping), which allows general non-linear transformations from latent space to data space, and which is trained using the EM (expectation-maximization) algorithm. Our approach overcomes the limitations of the SOM, while introducing no significant disadvantages. We demonstrate the performance of the GTM algorithm on simulated data from flow diagnostics for a multi-phase oil pipeline.
Resumo:
Latent variable models represent the probability density of data in a space of several dimensions in terms of a smaller number of latent, or hidden, variables. A familiar example is factor analysis which is based on a linear transformations between the latent space and the data space. In this paper we introduce a form of non-linear latent variable model called the Generative Topographic Mapping, for which the parameters of the model can be determined using the EM algorithm. GTM provides a principled alternative to the widely used Self-Organizing Map (SOM) of Kohonen (1982), and overcomes most of the significant limitations of the SOM. We demonstrate the performance of the GTM algorithm on a toy problem and on simulated data from flow diagnostics for a multi-phase oil pipeline.
Resumo:
This Letter addresses image segmentation via a generative model approach. A Bayesian network (BNT) in the space of dyadic wavelet transform coefficients is introduced to model texture images. The model is similar to a Hidden Markov model (HMM), but with non-stationary transitive conditional probability distributions. It is composed of discrete hidden variables and observable Gaussian outputs for wavelet coefficients. In particular, the Gabor wavelet transform is considered. The introduced model is compared with the simplest joint Gaussian probabilistic model for Gabor wavelet coefficients for several textures from the Brodatz album [1]. The comparison is based on cross-validation and includes probabilistic model ensembles instead of single models. In addition, the robustness of the models to cope with additive Gaussian noise is investigated. We further study the feasibility of the introduced generative model for image segmentation in the novelty detection framework [2]. Two examples are considered: (i) sea surface pollution detection from intensity images and (ii) image segmentation of the still images with varying illumination across the scene.
Resumo:
Amongst all the objectives in the study of time series, uncovering the dynamic law of its generation is probably the most important. When the underlying dynamics are not available, time series modelling consists of developing a model which best explains a sequence of observations. In this thesis, we consider hidden space models for analysing and describing time series. We first provide an introduction to the principal concepts of hidden state models and draw an analogy between hidden Markov models and state space models. Central ideas such as hidden state inference or parameter estimation are reviewed in detail. A key part of multivariate time series analysis is identifying the delay between different variables. We present a novel approach for time delay estimating in a non-stationary environment. The technique makes use of hidden Markov models and we demonstrate its application for estimating a crucial parameter in the oil industry. We then focus on hybrid models that we call dynamical local models. These models combine and generalise hidden Markov models and state space models. Probabilistic inference is unfortunately computationally intractable and we show how to make use of variational techniques for approximating the posterior distribution over the hidden state variables. Experimental simulations on synthetic and real-world data demonstrate the application of dynamical local models for segmenting a time series into regimes and providing predictive distributions.
Resumo:
This paper consides the problem of extracting the relationships between two time series in a non-linear non-stationary environment with Hidden Markov Models (HMMs). We describe an algorithm which is capable of identifying associations between variables. The method is applied both to synthetic data and real data. We show that HMMs are capable of modelling the oil drilling process and that they outperform existing methods.
Resumo:
Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models to identify the lag (or delay) between different variables for such data. Adopting an information-theoretic approach, we develop a procedure for training HMMs to maximise the mutual information (MMI) between delayed time series. The method is used to model the oil drilling process. We show that cross-correlation gives no information and that the MMI approach outperforms maximum likelihood.
Resumo:
In the analysis and prediction of many real-world time series, the assumption of stationarity is not valid. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We introduce a new model which combines a dynamic switching (controlled by a hidden Markov model) and a non-linear dynamical system. We show how to train this hybrid model in a maximum likelihood approach and evaluate its performance on both synthetic and financial data.
Resumo:
We study the equilibrium states of energy functions involving a large set of real variables, defined on the links of sparsely connected networks, and interacting at the network nodes, using the cavity and replica methods. When applied to the representative problem of network resource allocation, an efficient distributed algorithm is devised, with simulations showing full agreement with theory. Scaling properties with the network connectivity and the resource availability are found. © 2006 The American Physical Society.
Resumo:
This study examines the effect of budgetary participation on departmental performance via budget adequacy, organisational commitment and role ambiguity. The responses of 108 budget preparers and budget users drawn from a cross-section of Malaysian local authorities, to a questionnaire survey were analysed by using mediation analysis, path analysis and Pearson Product-Moment Correlation technique. The results suggest that budget adequacy, organisational commitment, and role ambiguity are important links in the process. The results of this study suggest that the relationship between budget participation and departmental performance is statistically, significantly, positively and marginally correlated. Of more interest was the finding that budget adequacy, organisational commitment, and role ambiguity are important intervening variables in the relationship between budget participation and departmental performance. The test for mediation effect, demonstrated that budget adequacy, organisational commitment, and role ambiguity had partially mediated the relationship of budget participation and departmental performance. These three variables act as partial mediators when they significantly reduced or decreased the path coefficient of budget participation and departmental performance rather than eliminating the relationship. Furthermore, the test for direct and indirect effect of budget participation on departmental performance, suggests that budget participation predicted or affected departmental performance more strongly in the indirect way than it did in a direct way. This suggests that, even though the correlation between budget participation and departmental performance was significant, the path interpretation suggests that the correlation arose because budget participation was correlated with other variables that have direct effect upon departmental performance not budget participation itself directly predicted departmental performance. Therefore, there is enough evidence to suggest that budget participation of budget preparers and budget users affects departmental performance of Malaysian local authorities indirectly via budget adequacy, organisational commitment and role ambiguity. Among the indirect effects, the link between budget participation, budget adequacy, organisational commitment, role ambiguity and departmental performance may be the most important in term of this study’s contribution. The decomposition of the observed correlation between budget participation, budget adequacy, organisational commitment and role ambiguity showed that budget 3 participation of budget preparers and budget users of Malaysian local authorities in the budget setting has direct effect on budget adequacy, organisational commitment and role ambiguity. Budget adequacy and organisational commitment was directly related. However, the relationship of role ambiguity and organisational commitment in this study was indirectly related. This suggests that participation of budget preparers and budget users in the budget setting of Malaysian local authorities lead to decrease role ambiguity that provide adequate budgetary supports, which lead to increase organisational commitment and thus enhance departmental performance. In relation to the strength of the relationships of the variables undertaken for the study, the overall relationships between variables are significant and positively related except that of role ambiguity relationship. The relationships of role ambiguity with budget participation, budget adequacy, organisational performance and departmental performance are negatively related.
Resumo:
This paper proposes a novel framework of incorporating protein-protein interactions (PPI) ontology knowledge into PPI extraction from biomedical literature in order to address the emerging challenges of deep natural language understanding. It is built upon the existing work on relation extraction using the Hidden Vector State (HVS) model. The HVS model belongs to the category of statistical learning methods. It can be trained directly from un-annotated data in a constrained way whilst at the same time being able to capture the underlying named entity relationships. However, it is difficult to incorporate background knowledge or non-local information into the HVS model. This paper proposes to represent the HVS model as a conditionally trained undirected graphical model in which non-local features derived from PPI ontology through inference would be easily incorporated. The seamless fusion of ontology inference with statistical learning produces a new paradigm to information extraction.