Advanced mean field methods:theory and practice

A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.

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.

Probabilistic uncertainty in an interoperable framework

This thesis provides an interoperable language for quantifying uncertainty using probability theory. A general introduction to interoperability and uncertainty is given, with particular emphasis on the geospatial domain. Existing interoperable standards used within the geospatial sciences are reviewed, including Geography Markup Language (GML), Observations and Measurements (O&M) and the Web Processing Service (WPS) specifications. The importance of uncertainty in geospatial data is identified and probability theory is examined as a mechanism for quantifying these uncertainties. The Uncertainty Markup Language (UncertML) is presented as a solution to the lack of an interoperable standard for quantifying uncertainty. UncertML is capable of describing uncertainty using statistics, probability distributions or a series of realisations. The capabilities of UncertML are demonstrated through a series of XML examples. This thesis then provides a series of example use cases where UncertML is integrated with existing standards in a variety of applications. The Sensor Observation Service - a service for querying and retrieving sensor-observed data - is extended to provide a standardised method for quantifying the inherent uncertainties in sensor observations. The INTAMAP project demonstrates how UncertML can be used to aid uncertainty propagation using a WPS by allowing UncertML as input and output data. The flexibility of UncertML is demonstrated with an extension to the GML geometry schemas to allow positional uncertainty to be quantified. Further applications and developments of UncertML are discussed.

Inference and optimization of real edges on sparse graphs:A statistical physics perspective

Inference and optimization of real-value edge variables in sparse graphs are studied using the Bethe approximation and replica method of statistical physics. Equilibrium states of general energy functions involving a large set of real edge variables that interact at the network nodes are obtained in various cases. When applied to the representative problem of network resource allocation, efficient distributed algorithms are also devised. Scaling properties with respect to the network connectivity and the resource availability are found, and links to probabilistic Bayesian approximation methods are established. Different cost measures are considered and algorithmic solutions in the various cases are devised and examined numerically. Simulation results are in full agreement with the theory. © 2007 The American Physical Society.

The interplay between microscopic and mesoscopic structures in complex networks

Understanding a complex network's structure holds the key to understanding its function. The physics community has contributed a multitude of methods and analyses to this cross-disciplinary endeavor. Structural features exist on both the microscopic level, resulting from differences between single node properties, and the mesoscopic level resulting from properties shared by groups of nodes. Disentangling the determinants of network structure on these different scales has remained a major, and so far unsolved, challenge. Here we show how multiscale generative probabilistic exponential random graph models combined with efficient, distributive message-passing inference techniques can be used to achieve this separation of scales, leading to improved detection accuracy of latent classes as demonstrated on benchmark problems. It sheds new light on the statistical significance of motif-distributions in neural networks and improves the link-prediction accuracy as exemplified for gene-disease associations in the highly consequential Online Mendelian Inheritance in Man database. © 2011 Reichardt et al.

A Bayesian state space modelling approach to probabilistic quantitative precipitation forecasting

The generation of very short range forecasts of precipitation in the 0-6 h time window is traditionally referred to as nowcasting. Most existing nowcasting systems essentially extrapolate radar observations in some manner, however, very few systems account for the uncertainties involved. Thus deterministic forecast are produced, which have a limited use when decisions must be made, since they have no measure of confidence or spread of the forecast. This paper develops a Bayesian state space modelling framework for quantitative precipitation nowcasting which is probabilistic from conception. The model treats the observations (radar) as noisy realisations of the underlying true precipitation process, recognising that this process can never be completely known, and thus must be represented probabilistically. In the model presented here the dynamics of the precipitation are dominated by advection, so this is a probabilistic extrapolation forecast. The model is designed in such a way as to minimise the computational burden, while maintaining a full, joint representation of the probability density function of the precipitation process. The update and evolution equations avoid the need to sample, thus only one model needs be run as opposed to the more traditional ensemble route. It is shown that the model works well on both simulated and real data, but that further work is required before the model can be used operationally. © 2004 Elsevier B.V. All rights reserved.

Data visualisation and exploration with prior knowledge

Visualising data for exploratory analysis is a major challenge in many applications. Visualisation allows scientists to gain insight into the structure and distribution of the data, for example finding common patterns and relationships between samples as well as variables. Typically, visualisation methods like principal component analysis and multi-dimensional scaling are employed. These methods are favoured because of their simplicity, but they cannot cope with missing data and it is difficult to incorporate prior knowledge about properties of the variable space into the analysis; this is particularly important in the high-dimensional, sparse datasets typical in geochemistry. In this paper we show how to utilise a block-structured correlation matrix using a modification of a well known non-linear probabilistic visualisation model, the Generative Topographic Mapping (GTM), which can cope with missing data. The block structure supports direct modelling of strongly correlated variables. We show that including prior structural information it is possible to improve both the data visualisation and the model fit. These benefits are demonstrated on artificial data as well as a real geochemical dataset used for oil exploration, where the proposed modifications improved the missing data imputation results by 3 to 13%.

Probabilistic methods for drug discovery

This thesis introduces a flexible visual data exploration framework which combines advanced projection algorithms from the machine learning domain with visual representation techniques developed in the information visualisation domain to help a user to explore and understand effectively large multi-dimensional datasets. The advantage of such a framework to other techniques currently available to the domain experts is that the user is directly involved in the data mining process and advanced machine learning algorithms are employed for better projection. A hierarchical visualisation model guided by a domain expert allows them to obtain an informed segmentation of the input space. Two other components of this thesis exploit properties of these principled probabilistic projection algorithms to develop a guided mixture of local experts algorithm which provides robust prediction and a model to estimate feature saliency simultaneously with the training of a projection algorithm.Local models are useful since a single global model cannot capture the full variability of a heterogeneous data space such as the chemical space. Probabilistic hierarchical visualisation techniques provide an effective soft segmentation of an input space by a visualisation hierarchy whose leaf nodes represent different regions of the input space. We use this soft segmentation to develop a guided mixture of local experts (GME) algorithm which is appropriate for the heterogeneous datasets found in chemoinformatics problems. Moreover, in this approach the domain experts are more involved in the model development process which is suitable for an intuition and domain knowledge driven task such as drug discovery. We also derive a generative topographic mapping (GTM) based data visualisation approach which estimates feature saliency simultaneously with the training of a visualisation model.

The transformational implementation of JSD process specifications via finite automata representation

Conventional structured methods of software engineering are often based on the use of functional decomposition coupled with the Waterfall development process model. This approach is argued to be inadequate for coping with the evolutionary nature of large software systems. Alternative development paradigms, including the operational paradigm and the transformational paradigm, have been proposed to address the inadequacies of this conventional view of software developement, and these are reviewed. JSD is presented as an example of an operational approach to software engineering, and is contrasted with other well documented examples. The thesis shows how aspects of JSD can be characterised with reference to formal language theory and automata theory. In particular, it is noted that Jackson structure diagrams are equivalent to regular expressions and can be thought of as specifying corresponding finite automata. The thesis discusses the automatic transformation of structure diagrams into finite automata using an algorithm adapted from compiler theory, and then extends the technique to deal with areas of JSD which are not strictly formalisable in terms of regular languages. In particular, an elegant and novel method for dealing with so called recognition (or parsing) difficulties is described,. Various applications of the extended technique are described. They include a new method of automatically implementing the dismemberment transformation; an efficient way of implementing inversion in languages lacking a goto-statement; and a new in-the-large implementation strategy.

Predicting and diagnosing faults in wastewater treatment process by Bayesian Belief Networks

Diagnosing faults in wastewater treatment, like diagnosis of most problems, requires bi-directional plausible reasoning. This means that both predictive (from causes to symptoms) and diagnostic (from symptoms to causes) inferences have to be made, depending on the evidence available, in reasoning for the final diagnosis. The use of computer technology for the purpose of diagnosing faults in the wastewater process has been explored, and a rule-based expert system was initiated. It was found that such an approach has serious limitations in its ability to reason bi-directionally, which makes it unsuitable for diagnosing tasks under the conditions of uncertainty. The probabilistic approach known as Bayesian Belief Networks (BBNS) was then critically reviewed, and was found to be well-suited for diagnosis under uncertainty. The theory and application of BBNs are outlined. A full-scale BBN for the diagnosis of faults in a wastewater treatment plant based on the activated sludge system has been developed in this research. Results from the BBN show good agreement with the predictions of wastewater experts. It can be concluded that the BBNs are far superior to rule-based systems based on certainty factors in their ability to diagnose faults and predict systems in complex operating systems having inherently uncertain behaviour.

Dynamic QoS management and optimisation in service-based systems

Service-based systems that are dynamically composed at run time to provide complex, adaptive functionality are currently one of the main development paradigms in software engineering. However, the Quality of Service (QoS) delivered by these systems remains an important concern, and needs to be managed in an equally adaptive and predictable way. To address this need, we introduce a novel, tool-supported framework for the development of adaptive service-based systems called QoSMOS (QoS Management and Optimisation of Service-based systems). QoSMOS can be used to develop service-based systems that achieve their QoS requirements through dynamically adapting to changes in the system state, environment and workload. QoSMOS service-based systems translate high-level QoS requirements specified by their administrators into probabilistic temporal logic formulae, which are then formally and automatically analysed to identify and enforce optimal system configurations. The QoSMOS self-adaptation mechanism can handle reliability- and performance-related QoS requirements, and can be integrated into newly developed solutions or legacy systems. The effectiveness and scalability of the approach are validated using simulations and a set of experiments based on an implementation of an adaptive service-based system for remote medical assistance.

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.

Timing continuous or discontinuous movements across effectors specified by different pacing modalities and intervals

Sensorimotor synchronization is hypothesized to arise through two different processes, associated with continuous or discontinuous rhythmic movements. This study investigated synchronization of continuous and discontinuous movements to different pacing signals (auditory or visual), pacing interval (500, 650, 800, 950 ms) and across effectors (non-dominant vs. non-dominant hand). The results showed that mean and variability of asynchronization errors were consistently smaller for discontinuous movements compared to continuous movements. Furthermore, both movement types were timed more accurately with auditory pacing compared to visual pacing and were more accurate with the dominant hand. Shortening the pacing interval also improved sensorimotor synchronization accuracy in both continuous and discontinuous movements. These results show the dependency of temporal control of movements on the nature of the motor task, the type and rate of extrinsic sensory information as well as the efficiency of the motor actuators for sensory integration.

Development of a probabilistic graphical structure from a model of mental health clinical expertise

This thesis explores the process of developing a principled approach for translating a model of mental-health risk expertise into a probabilistic graphical structure. Probabilistic graphical structures can be a combination of graph and probability theory that provide numerous advantages when it comes to the representation of domains involving uncertainty, domains such as the mental health domain. In this thesis the advantages that probabilistic graphical structures offer in representing such domains is built on. The Galatean Risk Screening Tool (GRiST) is a psychological model for mental health risk assessment based on fuzzy sets. In this thesis the knowledge encapsulated in the psychological model was used to develop the structure of the probability graph by exploiting the semantics of the clinical expertise. This thesis describes how a chain graph can be developed from the psychological model to provide a probabilistic evaluation of risk that complements the one generated by GRiST’s clinical expertise by the decomposing of the GRiST knowledge structure in component parts, which were in turned mapped into equivalent probabilistic graphical structures such as Bayesian Belief Nets and Markov Random Fields to produce a composite chain graph that provides a probabilistic classification of risk expertise to complement the expert clinical judgements