Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models

In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

Decomposing signals into a sum of amplitude and frequency modulated sinusoids using probabilistic inference

There are many methods for decomposing signals into a sum of amplitude and frequency modulated sinusoids. In this paper we take a new estimation based approach. Identifying the problem as ill-posed, we show how to regularize the solution by imposing soft constraints on the amplitude and phase variables of the sinusoids. Estimation proceeds using a version of Kalman smoothing. We evaluate the method on synthetic and natural, clean and noisy signals, showing that it outperforms previous decompositions, but at a higher computational cost. © 2012 IEEE.

Optimal inference of sameness.

Deciding whether a set of objects are the same or different is a cornerstone of perception and cognition. Surprisingly, no principled quantitative model of sameness judgment exists. We tested whether human sameness judgment under sensory noise can be modeled as a form of probabilistically optimal inference. An optimal observer would compare the reliability-weighted variance of the sensory measurements with a set size-dependent criterion. We conducted two experiments, in which we varied set size and individual stimulus reliabilities. We found that the optimal-observer model accurately describes human behavior, outperforms plausible alternatives in a rigorous model comparison, and accounts for three key findings in the animal cognition literature. Our results provide a normative footing for the study of sameness judgment and indicate that the notion of perception as near-optimal inference extends to abstract relations.

Statistical inference for single- and multi-band probabilistic amplitude demodulation.

Amplitude demodulation is an ill-posed problem and so it is natural to treat it from a Bayesian viewpoint, inferring the most likely carrier and envelope under probabilistic constraints. One such treatment is Probabilistic Amplitude Demodulation (PAD), which, whilst computationally more intensive than traditional approaches, offers several advantages. Here we provide methods for estimating the uncertainty in the PAD-derived envelopes and carriers, and for learning free-parameters like the time-scale of the envelope. We show how the probabilistic approach can naturally handle noisy and missing data. Finally, we indicate how to extend the model to signals which contain multiple modulators and carriers.

Model reductions for inference: generality of pairwise, binary, and planar factor graphs.

We offer a solution to the problem of efficiently translating algorithms between different types of discrete statistical model. We investigate the expressive power of three classes of model-those with binary variables, with pairwise factors, and with planar topology-as well as their four intersections. We formalize a notion of "simple reduction" for the problem of inferring marginal probabilities and consider whether it is possible to "simply reduce" marginal inference from general discrete factor graphs to factor graphs in each of these seven subclasses. We characterize the reducibility of each class, showing in particular that the class of binary pairwise factor graphs is able to simply reduce only positive models. We also exhibit a continuous "spectral reduction" based on polynomial interpolation, which overcomes this limitation. Experiments assess the performance of standard approximate inference algorithms on the outputs of our reductions.

Neural mechanisms of belief inference during cooperative games.

Humans have the arguably unique ability to understand the mental representations of others. For success in both competitive and cooperative interactions, however, this ability must be extended to include representations of others' belief about our intentions, their model about our belief about their intentions, and so on. We developed a "stag hunt" game in which human subjects interacted with a computerized agent using different degrees of sophistication (recursive inferences) and applied an ecologically valid computational model of dynamic belief inference. We show that rostral medial prefrontal (paracingulate) cortex, a brain region consistently identified in psychological tasks requiring mentalizing, has a specific role in encoding the uncertainty of inference about the other's strategy. In contrast, dorsolateral prefrontal cortex encodes the depth of recursion of the strategy being used, an index of executive sophistication. These findings reveal putative computational representations within prefrontal cortex regions, supporting the maintenance of cooperation in complex social decision making.

Rebuilding the limit order book: Sequential Bayesian inference on hidden states

The limit order book of an exchange represents an information store of market participants' future aims and for many traders the information held in this store is of interest. However, information loss occurs between orders being entered into the exchange and limit order book data being sent out. We present an online algorithm which carries out Bayesian inference to replace information lost at the level of the exchange server and apply our proof of concept algorithm to real historical data from some of the world's most liquid futures contracts as traded on CME GLOBEX, EUREX and NYSE Liffe exchanges. © 2013 © 2013 Taylor & Francis.

Utility of ITS1-5.8S-ITS2 sequences for species discrimination and phylogenetic inference of two closely related bucephalid digeneans (Digenea : Bucephalidae): Dollfustrema vaneyi and Dollfustrema hefeiensis

The complete internal transcribed spacer 1 (ITS1), 5.8S ribosomal DNA, and ITS2 region of the ribosomal DNA from 60 specimens belonging to two closely related bucephalid digeneans (Dollfustrema vaneyi and Dollfustrema hefeiensis) from different localities, hosts, and microhabitat sites were cloned to examine the level of sequence variation and the taxonomic levels to show utility in species identification and phylogeny estimation. Our data show that these molecular markers can help to discriminate the two species, which are morphologically very close and difficult to separate by classical methods. We found 21 haplotypes defined by 44 polymorphic positions in 38 individuals of D. vaneyi, and 16 haplotypes defined by 43 polymorphic positions in 22 individuals of D. hefeiensis. There is no shared haplotypes between the two species. Haplotype rather than nucleotide diversity is similar between the two species. Phylogenetic analyses reveal two robustly supported clades, one corresponding to D. vaneyi and the other corresponding to D. hefeiensis. However, the population structures between the two species seem to be incongruent and show no geographic and host-specific structure among them, further indicating that the two species may have had a more complex evolutionary history than expected.

Semantic transform: Weakly supervised semantic inference for relating visual attributes

Relative (comparative) attributes are promising for thematic ranking of visual entities, which also aids in recognition tasks. However, attribute rank learning often requires a substantial amount of relational supervision, which is highly tedious, and apparently impractical for real-world applications. In this paper, we introduce the Semantic Transform, which under minimal supervision, adaptively finds a semantic feature space along with a class ordering that is related in the best possible way. Such a semantic space is found for every attribute category. To relate the classes under weak supervision, the class ordering needs to be refined according to a cost function in an iterative procedure. This problem is ideally NP-hard, and we thus propose a constrained search tree formulation for the same. Driven by the adaptive semantic feature space representation, our model achieves the best results to date for all of the tasks of relative, absolute and zero-shot classification on two popular datasets. © 2013 IEEE.

Bayesian inference and learning in Gaussian process state-space models with Particle MCMC

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference and learning (i.e. state estimation and system identification) in nonlinear nonparametric state-space models. We place a Gaussian process prior over the state transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. To enable efficient inference, we marginalize over the transition dynamics function and, instead, infer directly the joint smoothing distribution using specially tailored Particle Markov Chain Monte Carlo samplers. Once a sample from the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. Our approach preserves the full nonparametric expressivity of the model and can make use of sparse Gaussian processes to greatly reduce computational complexity.

Spectral properties of a double-quantum-dot structure: A causal Green's function approach

Spectral properties of a double quantum dot (QD) structure are studied by a causal Green's function (GF) approach. The double QD system is modeled by an Anderson-type Hamiltonian in which both the intra- and interdot Coulomb interactions are taken into account. The GF's are derived by an equation-of-motion method and the real-space renormalization-group technique. The numerical results show that the average occupation number of electrons in the QD exhibits staircase features and the local density of states depends appreciably on the electron occupation of the dot.