Latent variable models for neural data analysis

The brain is perhaps the most complex system to have ever been subjected to rigorous scientific investigation. The scale is staggering: over 10^11 neurons, each making an average of 10^3 synapses, with computation occurring on scales ranging from a single dendritic spine, to an entire cortical area. Slowly, we are beginning to acquire experimental tools that can gather the massive amounts of data needed to characterize this system. However, to understand and interpret these data will also require substantial strides in inferential and statistical techniques. This dissertation attempts to meet this need, extending and applying the modern tools of latent variable modeling to problems in neural data analysis.

It is divided into two parts. The first begins with an exposition of the general techniques of latent variable modeling. A new, extremely general, optimization algorithm is proposed - called Relaxation Expectation Maximization (REM) - that may be used to learn the optimal parameter values of arbitrary latent variable models. This algorithm appears to alleviate the common problem of convergence to local, sub-optimal, likelihood maxima. REM leads to a natural framework for model size selection; in combination with standard model selection techniques the quality of fits may be further improved, while the appropriate model size is automatically and efficiently determined. Next, a new latent variable model, the mixture of sparse hidden Markov models, is introduced, and approximate inference and learning algorithms are derived for it. This model is applied in the second part of the thesis.

The second part brings the technology of part I to bear on two important problems in experimental neuroscience. The first is known as spike sorting; this is the problem of separating the spikes from different neurons embedded within an extracellular recording. The dissertation offers the first thorough statistical analysis of this problem, which then yields the first powerful probabilistic solution. The second problem addressed is that of characterizing the distribution of spike trains recorded from the same neuron under identical experimental conditions. A latent variable model is proposed. Inference and learning in this model leads to new principled algorithms for smoothing and clustering of spike data.

Probabilistic robust control : theory and applications

In this work, the development of a probabilistic approach to robust control is motivated by structural control applications in civil engineering. Often in civil structural applications, a system's performance is specified in terms of its reliability. In addition, the model and input uncertainty for the system may be described most appropriately using probabilistic or "soft" bounds on the model and input sets. The probabilistic robust control methodology contrasts with existing H∞/μ robust control methodologies that do not use probability information for the model and input uncertainty sets, yielding only the guaranteed (i.e., "worst-case") system performance, and no information about the system's probable performance which would be of interest to civil engineers.

The design objective for the probabilistic robust controller is to maximize the reliability of the uncertain structure/controller system for a probabilistically-described uncertain excitation. The robust performance is computed for a set of possible models by weighting the conditional performance probability for a particular model by the probability of that model, then integrating over the set of possible models. This integration is accomplished efficiently using an asymptotic approximation. The probable performance can be optimized numerically over the class of allowable controllers to find the optimal controller. Also, if structural response data becomes available from a controlled structure, its probable performance can easily be updated using Bayes's Theorem to update the probability distribution over the set of possible models. An updated optimal controller can then be produced, if desired, by following the original procedure. Thus, the probabilistic framework integrates system identification and robust control in a natural manner.

The probabilistic robust control methodology is applied to two systems in this thesis. The first is a high-fidelity computer model of a benchmark structural control laboratory experiment. For this application, uncertainty in the input model only is considered. The probabilistic control design minimizes the failure probability of the benchmark system while remaining robust with respect to the input model uncertainty. The performance of an optimal low-order controller compares favorably with higher-order controllers for the same benchmark system which are based on other approaches. The second application is to the Caltech Flexible Structure, which is a light-weight aluminum truss structure actuated by three voice coil actuators. A controller is designed to minimize the failure probability for a nominal model of this system. Furthermore, the method for updating the model-based performance calculation given new response data from the system is illustrated.

A bayesian probabilistic approach to structural health monitoring

A Bayesian probabilistic methodology for on-line structural health monitoring which addresses the issue of parameter uncertainty inherent in problem is presented. The method uses modal parameters for a limited number of modes identified from measurements taken at a restricted number of degrees of freedom of a structure as the measured structural data. The application presented uses a linear structural model whose stiffness matrix is parameterized to develop a class of possible models. Within the Bayesian framework, a joint probability density function (PDF) for the model stiffness parameters given the measured modal data is determined. Using this PDF, the marginal PDF of the stiffness parameter for each substructure given the data can be calculated.

Monitoring the health of a structure using these marginal PDFs involves two steps. First, the marginal PDF for each model parameter given modal data from the undamaged structure is found. The structure is then periodically monitored and updated marginal PDFs are determined. A measure of the difference between the calibrated and current marginal PDFs is used as a means to characterize the health of the structure. A procedure for interpreting the measure for use by an expert system in on-line monitoring is also introduced.

The probabilistic framework is developed in order to address the model parameter uncertainty issue inherent in the health monitoring problem. To illustrate this issue, consider a very simplified deterministic structural health monitoring method. In such an approach, the model parameters which minimize an error measure between the measured and model modal values would be used as the "best" model of the structure. Changes between the model parameters identified using modal data from the undamaged structure and subsequent modal data would be used to find the existence, location and degree of damage. Due to measurement noise, limited modal information, and model error, the "best" model parameters might vary from one modal dataset to the next without any damage present in the structure. Thus, difficulties would arise in separating normal variations in the identified model parameters based on limitations of the identification method and variations due to true change in the structure. The Bayesian framework described in this work provides a means to handle this parametric uncertainty.

The probabilistic health monitoring method is applied to simulated data and laboratory data. The results of these tests are presented.

Handling uncertainty in housing stock models

Housing stock models can be useful tools in helping to assess the environmental and socio-economic impacts of retrofits to residential buildings; however, existing housing stock models are not able to quantify the uncertainties that arise in the modelling process from various sources, thus limiting the role that they can play in helping decision makers. This paper examines the different sources of uncertainty involved in housing stock models and proposes a framework for handling these uncertainties. This framework involves integrating probabilistic sensitivity analysis with a Bayesian calibration process in order to quantify uncertain parameters more accurately. The proposed framework is tested on a case study building, and suggestions are made on how to expand the framework for retrofit analysis at an urban-scale. © 2011 Elsevier Ltd.

Thermal building simulation using the UKCP09 probabilistic climate projections

This article investigates how to use UK probabilistic climate-change projections (UKCP09) in rigorous building energy analysis. Two office buildings (deep plan and shallow plan) are used as case studies to demonstrate the application of UKCP09. Three different methods for reducing the computational demands are explored: statistical reduction (Finkelstein-Schafer [F-S] statistics), simplification using degree-day theory and the use of metamodels. The first method, which is based on an established technique, can be used as reference because it provides the most accurate information. However, it is necessary to automatically choose weather files based on F-S statistic by using computer programming language because thousands of weather files created from UKCP09 weather generator need to be processed. A combination of the second (degree-day theory) and third method (metamodels) requires only a relatively small number of simulation runs, but still provides valuable information to further implement the uncertainty and sensitivity analyses. The article also demonstrates how grid computing can be used to speed up the calculation for many independent EnergyPlus models by harnessing the processing power of idle desktop computers. © 2011 International Building Performance Simulation Association (IBPSA).

Probabilistic amplitude and frequency demodulation

A number of recent scientific and engineering problems require signals to be decomposed into a product of a slowly varying positive envelope and a quickly varying carrier whose instantaneous frequency also varies slowly over time. Although signal processing provides algorithms for so-called amplitude-and frequency-demodulation (AFD), there are well known problems with all of the existing methods. Motivated by the fact that AFD is ill-posed, we approach the problem using probabilistic inference. The new approach, called probabilistic amplitude and frequency demodulation (PAFD), models instantaneous frequency using an auto-regressive generalization of the von Mises distribution, and the envelopes using Gaussian auto-regressive dynamics with a positivity constraint. A novel form of expectation propagation is used for inference. We demonstrate that although PAFD is computationally demanding, it outperforms previous approaches on synthetic and real signals in clean, noisy and missing data settings.

A probabilistic energy model for non-domestic building sectors applied to analysis of school buildings in greater London

The diversity of non-domestic buildings at urban scale poses a number of difficulties to develop models for large scale analysis of the stock. This research proposes a probabilistic, engineering-based, bottom-up model to address these issues. In a recent study we classified London's non-domestic buildings based on the service they provide, such as offices, retail premise, and schools, and proposed the creation of one probabilistic representational model per building type. This paper investigates techniques for the development of such models. The representational model is a statistical surrogate of a dynamic energy simulation (ES) model. We first identify the main parameters affecting energy consumption in a particular building sector/type by using sampling-based global sensitivity analysis methods, and then generate statistical surrogate models of the dynamic ES model within the dominant model parameters. Given a sample of actual energy consumption for that sector, we use the surrogate model to infer the distribution of model parameters by inverse analysis. The inferred distributions of input parameters are able to quantify the relative benefits of alternative energy saving measures on an entire building sector with requisite quantification of uncertainties. Secondary school buildings are used for illustrating the application of this probabilistic method. © 2012 Elsevier B.V. All rights reserved.

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.

The Supervised IBP: Neighbourhood Preserving Infinite Latent Feature Models

We propose a probabilistic model to infer supervised latent variables in the Hamming space from observed data. Our model allows simultaneous inference of the number of binary latent variables, and their values. The latent variables preserve neighbourhood structure of the data in a sense that objects in the same semantic concept have similar latent values, and objects in different concepts have dissimilar latent values. We formulate the supervised infinite latent variable problem based on an intuitive principle of pulling objects together if they are of the same type, and pushing them apart if they are not. We then combine this principle with a flexible Indian Buffet Process prior on the latent variables. We show that the inferred supervised latent variables can be directly used to perform a nearest neighbour search for the purpose of retrieval. We introduce a new application of dynamically extending hash codes, and show how to effectively couple the structure of the hash codes with continuously growing structure of the neighbourhood preserving infinite latent feature space.

Equivalence and Reduction of Hidden Markov Models

This report studies when and why two Hidden Markov Models (HMMs) may represent the same stochastic process. HMMs are characterized in terms of equivalence classes whose elements represent identical stochastic processes. This characterization yields polynomial time algorithms to detect equivalent HMMs. We also find fast algorithms to reduce HMMs to essentially unique and minimal canonical representations. The reduction to a canonical form leads to the definition of 'Generalized Markov Models' which are essentially HMMs without the positivity constraint on their parameters. We discuss how this generalization can yield more parsimonious representations of stochastic processes at the cost of the probabilistic interpretation of the model parameters.

Probabilistic abductive computation of evidence collection strategies in crime investigation

J. Keppens, Q. Shen and B. Schafer. Probabilistic abductive computation of evidence collection strategies in crime investigation. Proceedings of the 10th International Conference on Artificial Intelligence and Law, pages 215-225.

Object Detection at the Optimal Scale with Hidden State Shape Models

Hidden State Shape Models (HSSMs) [2], a variant of Hidden Markov Models (HMMs) [9], were proposed to detect shape classes of variable structure in cluttered images. In this paper, we formulate a probabilistic framework for HSSMs which provides two major improvements in comparison to the previous method [2]. First, while the method in [2] required the scale of the object to be passed as an input, the method proposed here estimates the scale of the object automatically. This is achieved by introducing a new term for the observation probability that is based on a object-clutter feature model. Second, a segmental HMM [6, 8] is applied to model the "duration probability" of each HMM state, which is learned from the shape statistics in a training set and helps obtain meaningful registration results. Using a segmental HMM provides a principled way to model dependencies between the scales of different parts of the object. In object localization experiments on a dataset of real hand images, the proposed method significantly outperforms the method of [2], reducing the incorrect localization rate from 40% to 15%. The improvement in accuracy becomes more significant if we consider that the method proposed here is scale-independent, whereas the method of [2] takes as input the scale of the object we want to localize.

Neural Models of Motion Integration, Segmentation, and Probablistic Decision-Making

When brain mechanism carry out motion integration and segmentation processes that compute unambiguous global motion percepts from ambiguous local motion signals? Consider, for example, a deer running at variable speeds behind forest cover. The forest cover is an occluder that creates apertures through which fragments of the deer's motion signals are intermittently experienced. The brain coherently groups these fragments into a trackable percept of the deer in its trajectory. Form and motion processes are needed to accomplish this using feedforward and feedback interactions both within and across cortical processing streams. All the cortical areas V1, V2, MT, and MST are involved in these interactions. Figure-ground processes in the form stream through V2, such as the seperation of occluding boundaries of the forest cover from the boundaries of the deer, select the motion signals which determine global object motion percepts in the motion stream through MT. Sparse, but unambiguous, feauture tracking signals are amplified before they propogate across position and are intergrated with far more numerous ambiguous motion signals. Figure-ground and integration processes together determine the global percept. A neural model predicts the processing stages that embody these form and motion interactions. Model concepts and data are summarized about motion grouping across apertures in response to a wide variety of displays, and probabilistic decision making in parietal cortex in response to random dot displays.

Probabilistic modeling of structural deterioration of reinforced concrete beams under saline environment corrosion

For existing reinforced concrete structures exposed to saline or marine conditions, there is an increasing engineering interest in their remaining safety and serviceability. A significant factor is the corrosion of steel reinforcement. At present there is little field experience and other data available. This limits the possibility for developing purely empirical models for strength and performance deterioration for use in structural safety and serviceability assessment. An alternative approach using theoretical concepts and probabilistic modeling is proposed herein. It is based on the evidence that the rate of diffusion of chlorides is influenced by internal damage to the concrete surrounding the reinforcement. This may be due to localized stresses resulting from external loading or through concrete shrinkage. Usually, the net effect is that the time to initiation of active corrosion is shortened, leading to greater localized corrosion and earlier reduction of ultimate capacity and structural stiffness. The proposed procedure is applied to an example beam and compared to experimental observations,including estimates of uncertainty in the remaining ultimate moment capacity and beam stiffness. Reasonably good agreement between the results of the proposed procedure and the experiment was found