A probabilistic model for trust and reputation

This paper concerns the problem of agent trust in an electronic market place. We maintain that agent trust involves making decisions under uncertainty and therefore the phenomenon should be modelled probabilistically. We therefore propose a probabilistic framework that models agent interactions as a Hidden Markov Model (HMM). The observations of the HMM are the interaction outcomes and the hidden state is the underlying probability of a good outcome. The task of deciding whether to interact with another agent reduces to probabilistic inference of the current state of that agent given all previous interaction outcomes. The model is extended to include a probabilistic reputation system which involves agents gathering opinions about other agents and fusing them with their own beliefs. Our system is fully probabilistic and hence delivers the following improvements with respect to previous work: (a) the model assumptions are faithfully translated into algorithms; our system is optimal under those assumptions, (b) It can account for agents whose behaviour is not static with time (c) it can estimate the rate with which an agent's behaviour changes. The system is shown to significantly outperform previous state-of-the-art methods in several numerical experiments. Copyright © 2010, International Foundation for Autonomous Agents and Multiagent Systems (www.ifaamas.org). All rights reserved.

A generative probabilistic oriented wavelet model for texture segmentation

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.

A generative model for separating illumination and reflectance from images

It is well known that even slight changes in nonuniform illumination lead to a large image variability and are crucial for many visual tasks. This paper presents a new ICA related probabilistic model where the number of sources exceeds the number of sensors to perform an image segmentation and illumination removal, simultaneously. We model illumination and reflectance in log space by a generalized autoregressive process and Hidden Gaussian Markov random field, respectively. The model ability to deal with segmentation of illuminated images is compared with a Canny edge detector and homomorphic filtering. We apply the model to two problems: synthetic image segmentation and sea surface pollution detection from intensity images.

Driving licensing renewal policy using neural network-based probabilistic decision support system

This paper investigates neural network-based probabilistic decision support system to assess drivers' knowledge for the objective of developing a renewal policy of driving licences. The probabilistic model correlates drivers' demographic data to their results in a simulated written driving exam (SWDE). The probabilistic decision support system classifies drivers' into two groups of passing and failing a SWDE. Knowledge assessment of drivers within a probabilistic framework allows quantifying and incorporating uncertainty information into the decision-making system. The results obtained in a Jordanian case study indicate that the performance of the probabilistic decision support systems is more reliable than conventional deterministic decision support systems. Implications of the proposed probabilistic decision support systems on the renewing of the driving licences decision and the possibility of including extra assessment methods are discussed.

Using observation ageing to improve Markovian model learning in QoS engineering

Markovian models are widely used to analyse quality-of-service properties of both system designs and deployed systems. Thanks to the emergence of probabilistic model checkers, this analysis can be performed with high accuracy. However, its usefulness is heavily dependent on how well the model captures the actual behaviour of the analysed system. Our work addresses this problem for a class of Markovian models termed discrete-time Markov chains (DTMCs). We propose a new Bayesian technique for learning the state transition probabilities of DTMCs based on observations of the modelled system. Unlike existing approaches, our technique weighs observations based on their age, to account for the fact that older observations are less relevant than more recent ones. A case study from the area of bioinformatics workflows demonstrates the effectiveness of the technique in scenarios where the model parameters change over time.

Structured neural network modelling of multi-valued functions for wind retrieval from scatterometer measurements

A conventional neural network approach to regression problems approximates the conditional mean of the output vector. For mappings which are multi-valued this approach breaks down, since the average of two solutions is not necessarily a valid solution. In this article mixture density networks, a principled method to model conditional probability density functions, are applied to retrieving Cartesian wind vector components from satellite scatterometer data. A hybrid mixture density network is implemented to incorporate prior knowledge of the predominantly bimodal function branches. An advantage of a fully probabilistic model is that more sophisticated and principled methods can be used to resolve ambiguities.

Bayesian inference for wind field retrieval

In many problems in spatial statistics it is necessary to infer a global problem solution by combining local models. A principled approach to this problem is to develop a global probabilistic model for the relationships between local variables and to use this as the prior in a Bayesian inference procedure. We show how a Gaussian process with hyper-parameters estimated from Numerical Weather Prediction Models yields meteorologically convincing wind fields. We use neural networks to make local estimates of wind vector probabilities. The resulting inference problem cannot be solved analytically, but Markov Chain Monte Carlo methods allow us to retrieve accurate wind fields.

GTM: the generative topographic mapping

This thesis describes the Generative Topographic Mapping (GTM) --- a non-linear latent variable model, intended for modelling continuous, intrinsically low-dimensional probability distributions, embedded in high-dimensional spaces. It can be seen as a non-linear form of principal component analysis or factor analysis. It also provides a principled alternative to the self-organizing map --- a widely established neural network model for unsupervised learning --- resolving many of its associated theoretical problems. An important, potential application of the GTM is visualization of high-dimensional data. Since the GTM is non-linear, the relationship between data and its visual representation may be far from trivial, but a better understanding of this relationship can be gained by computing the so-called magnification factor. In essence, the magnification factor relates the distances between data points, as they appear when visualized, to the actual distances between those data points. There are two principal limitations of the basic GTM model. The computational effort required will grow exponentially with the intrinsic dimensionality of the density model. However, if the intended application is visualization, this will typically not be a problem. The other limitation is the inherent structure of the GTM, which makes it most suitable for modelling moderately curved probability distributions of approximately rectangular shape. When the target distribution is very different to that, theaim of maintaining an `interpretable' structure, suitable for visualizing data, may come in conflict with the aim of providing a good density model. The fact that the GTM is a probabilistic model means that results from probability theory and statistics can be used to address problems such as model complexity. Furthermore, this framework provides solid ground for extending the GTM to wider contexts than that of this thesis.

Data visualisation with missing data: A non-linear approach

Exploratory analysis of data in all sciences seeks to find common patterns to gain insights into the structure and distribution of the data. Typically visualisation methods like principal components analysis are used but these methods are not easily able to deal with missing data nor can they capture non-linear structure in the data. One approach to discovering complex, non-linear structure in the data is through the use of linked plots, or brushing, while ignoring the missing data. In this technical report we discuss a complementary approach based on a non-linear probabilistic model. The generative topographic mapping enables the visualisation of the effects of very many variables on a single plot, which is able to incorporate far more structure than a two dimensional principal components plot could, and deal at the same time with missing data. We show that using the generative topographic mapping provides us with an optimal method to explore the data while being able to replace missing values in a dataset, particularly where a large proportion of the data is missing.

Block GTM: Incorporating prior knowledge of covariance structure in data visualisation

Visualising data for exploratory analysis is a big challenge in scientific and engineering domains where there is a need to gain insight into the structure and distribution of the data. Typically, visualisation methods like principal component analysis and multi-dimensional scaling are used, but it is difficult to incorporate prior knowledge about structure of the data into the analysis. In this technical report we discuss a complementary approach based on an extension of a well known non-linear probabilistic model, the Generative Topographic Mapping. We show that by including prior information of the covariance structure into the model, we are able to improve both the data visualisation and the model fit.

Structured neural network modelling of multi-valued functions for wind retrieval from scatterometer measurements

A conventional neural network approach to regression problems approximates the conditional mean of the output vector. For mappings which are multi-valued this approach breaks down, since the average of two solutions is not necessarily a valid solution. In this article mixture density networks, a principled method to model conditional probability density functions, are applied to retrieving Cartesian wind vector components from satellite scatterometer data. A hybrid mixture density network is implemented to incorporate prior knowledge of the predominantly bimodal function branches. An advantage of a fully probabilistic model is that more sophisticated and principled methods can be used to resolve ambiguities.

Bayesian inference for wind field retrieval

In many problems in spatial statistics it is necessary to infer a global problem solution by combining local models. A principled approach to this problem is to develop a global probabilistic model for the relationships between local variables and to use this as the prior in a Bayesian inference procedure. We show how a Gaussian process with hyper-parameters estimated from Numerical Weather Prediction Models yields meteorologically convincing wind fields. We use neural networks to make local estimates of wind vector probabilities. The resulting inference problem cannot be solved analytically, but Markov Chain Monte Carlo methods allow us to retrieve accurate wind fields.

Exploratory data analysis with non-linear and missing data in geochemistry

Exploratory analysis of data seeks to find common patterns to gain insights into the structure and distribution of the data. In geochemistry it is a valuable means to gain insights into the complicated processes making up a petroleum system. Typically linear visualisation methods like principal components analysis, linked plots, or brushing are used. These methods can not directly be employed when dealing with missing data and they struggle to capture global non-linear structures in the data, however they can do so locally. This thesis discusses a complementary approach based on a non-linear probabilistic model. The generative topographic mapping (GTM) enables the visualisation of the effects of very many variables on a single plot, which is able to incorporate more structure than a two dimensional principal components plot. The model can deal with uncertainty, missing data and allows for the exploration of the non-linear structure in the data. In this thesis a novel approach to initialise the GTM with arbitrary projections is developed. This makes it possible to combine GTM with algorithms like Isomap and fit complex non-linear structure like the Swiss-roll. Another novel extension is the incorporation of prior knowledge about the structure of the covariance matrix. This extension greatly enhances the modelling capabilities of the algorithm resulting in better fit to the data and better imputation capabilities for missing data. Additionally an extensive benchmark study of the missing data imputation capabilities of GTM is performed. Further a novel approach, based on missing data, will be introduced to benchmark the fit of probabilistic visualisation algorithms on unlabelled data. Finally the work is complemented by evaluating the algorithms on real-life datasets from geochemical projects.

Addressing missing data in geochemistry: a non-linear approach

Exploratory analysis of petroleum geochemical data seeks to find common patterns to help distinguish between different source rocks, oils and gases, and to explain their source, maturity and any intra-reservoir alteration. However, at the outset, one is typically faced with (a) a large matrix of samples, each with a range of molecular and isotopic properties, (b) a spatially and temporally unrepresentative sampling pattern, (c) noisy data and (d) often, a large number of missing values. This inhibits analysis using conventional statistical methods. Typically, visualisation methods like principal components analysis are used, but these methods are not easily able to deal with missing data nor can they capture non-linear structure in the data. One approach to discovering complex, non-linear structure in the data is through the use of linked plots, or brushing, while ignoring the missing data. In this paper we introduce a complementary approach based on a non-linear probabilistic model. Generative topographic mapping enables the visualisation of the effects of very many variables on a single plot, while also dealing with missing data. We show how using generative topographic mapping also provides an optimal method with which to replace missing values in two geochemical datasets, particularly where a large proportion of the data is missing.

Knowledge integration for analyzing ChIP-seq

To capture the genomic profiles for histone modification, chromatin immunoprecipitation (ChIP) is combined with next generation sequencing, which is called ChIP-seq. However, enriched regions generated from the ChIP-seq data are only evaluated on the limited knowledge acquired from manually examining the relevant biological literature. This paper proposes a novel framework, which integrates multiple knowledge sources such as biological literature, Gene Ontology, and microarray data. In order to precisely analyze ChIP-seq data for histone modification, knowledge integration is based on a unified probabilistic model. The model is employed to re-rank the enriched regions generated from peak finding algorithms. Through filtering the reranked enriched regions using some predefined threshold, more reliable and precise results could be generated. The combination of the multiple knowledge sources with the peaking finding algorithm produces a new paradigm for ChIP-seq data analysis. © (2012) Trans Tech Publications, Switzerland.