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Title: A Unified Semi-Supervised Dimensionality Reduction Framework for Manifold Learning
Abstract: We present a general framework of semi-supervised dimensionality reduction for manifold learning which naturally generalizes existing supervised and unsupervised learning frameworks which apply the spectral decomposition. Algorithms derived under our framework are able to employ both labeled and unlabeled examples and are able to handle complex problems where data form separate clusters of manifolds. Our framework offers simple views, explains relationships among existing frameworks and provides further extensions which can improve existing algorithms. Furthermore, a new semi-supervised kernelization framework called ``KPCA trick'' is proposed to handle non-linear problems.
Title: Testing for Homogeneity with Kernel Fisher Discriminant Analysis
Abstract: We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed. Finally, experimental evidence of the performance of the proposed approach on both artificial data and a speaker verification task is provided.
Title: A Semi-Automatic Framework to Discover Epistemic Modalities in Scientific Articles
Abstract: Documents in scientific newspapers are often marked by attitudes and opinions of the author and/or other persons, who contribute with objective and subjective statements and arguments as well. In this respect, the attitude is often accomplished by a linguistic modality. As in languages like english, french and german, the modality is expressed by special verbs like can, must, may, etc. and the subjunctive mood, an occurrence of modalities often induces that these verbs take over the role of modality. This is not correct as it is proven that modality is the instrument of the whole sentence where both the adverbs, modal particles, punctuation marks, and the intonation of a sentence contribute. Often, a combination of all these instruments are necessary to express a modality. In this work, we concern with the finding of modal verbs in scientific texts as a pre-step towards the discovery of the attitude of an author. Whereas the input will be an arbitrary text, the output consists of zones representing modalities.
Title: Estimation of Ambiguity Functions With Limited Spread
Abstract: This paper proposes a new estimation procedure for the ambiguity function of a non-stationary time series. The stochastic properties of the empirical ambiguity function calculated from a single sample in time are derived. Different thresholding procedures are introduced for the estimation of the ambiguity function. Such estimation methods are suitable if the ambiguity function is only non-negligible in a limited region of the ambiguity plane. The thresholds of the procedures are formally derived for each point in the plane, and methods for the estimation of nuisance parameters that the thresholds depend on are proposed. The estimation method is tested on several signals, and reductions in mean square error when estimating the ambiguity function by factors of over a hundred are obtained. An estimator of the spread of the ambiguity function is proposed.
Title: Discrete schemes for Gaussian curvature and their convergence
Abstract: In this paper, several discrete schemes for Gaussian curvature are surveyed. The convergence property of a modified discrete scheme for the Gaussian curvature is considered. Furthermore, a new discrete scheme for Gaussian curvature is resented. We prove that the new scheme converges at the regular vertex with valence not less than 5. By constructing a counterexample, we also show that it is impossible for building a discrete scheme for Gaussian curvature which converges over the regular vertex with valence 4. Finally, asymptotic errors of several discrete scheme for Gaussian curvature are compared.
Title: Sliced Inverse Moment Regression Using Weighted Chi-Squared Tests for Dimension Reduction
Abstract: We propose a new method for dimension reduction in regression using the first two inverse moments. We develop corresponding weighted chi-squared tests for the dimension of the regression. The proposed method considers linear combinations of Sliced Inverse Regression (SIR) and the method using a new candidate matrix which is designed to recover the entire inverse second moment subspace. The optimal combination may be selected based on the p-values derived from the dimension tests. Theoretically, the proposed method, as well as Sliced Average Variance Estimate (SAVE), are more capable of recovering the complete central dimension reduction subspace than SIR and Principle Hessian Directions (pHd). Therefore it can substitute for SIR, pHd, SAVE, or any linear combination of them at a theoretical level. Simulation study indicates that the proposed method may have consistently greater power than SIR, pHd, and SAVE.
Title: Geometric Data Analysis, From Correspondence Analysis to Structured Data Analysis (book review)
Abstract: Review of: Brigitte Le Roux and Henry Rouanet, Geometric Data Analysis, From Correspondence Analysis to Structured Data Analysis, Kluwer, Dordrecht, 2004, xi+475 pp.
Title: Bolasso: model consistent Lasso estimation through the bootstrap
Abstract: We consider the least-square linear regression problem with regularization by the l1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptotic analysis of model consistency of the Lasso. For various decays of the regularization parameter, we compute asymptotic equivalents of the probability of correct model selection (i.e., variable selection). For a specific rate decay, we show that the Lasso selects all the variables that should enter the model with probability tending to one exponentially fast, while it selects all other variables with strictly positive probability. We show that this property implies that if we run the Lasso for several bootstrapped replications of a given sample, then intersecting the supports of the Lasso bootstrap estimates leads to consistent model selection. This novel variable selection algorithm, referred to as the Bolasso, is compared favorably to other linear regression methods on synthetic data and datasets from the UCI machine learning repository.
Title: On the underestimation of model uncertainty by Bayesian K-nearest neighbors
Abstract: When using the K-nearest neighbors method, one often ignores uncertainty in the choice of K. To account for such uncertainty, Holmes and Adams (2002) proposed a Bayesian framework for K-nearest neighbors (KNN). Their Bayesian KNN (BKNN) approach uses a pseudo-likelihood function, and standard Markov chain Monte Carlo (MCMC) techniques to draw posterior samples. Holmes and Adams (2002) focused on the performance of BKNN in terms of misclassification error but did not assess its ability to quantify uncertainty. We present some evidence to show that BKNN still significantly underestimates model uncertainty.
Title: Coverage Probability of Wald Interval for Binomial Parameters
Abstract: In this paper, we develop an exact method for computing the minimum coverage probability of Wald interval for estimation of binomial parameters. Similar approach can be used for other type of confidence intervals.
Title: Optimal Explicit Binomial Confidence Interval with Guaranteed Coverage Probability
Abstract: In this paper, we develop an approach for optimizing the explicit binomial confidence interval recently derived by Chen et al. The optimization reduces conservativeness while guaranteeing prescribed coverage probability.
Title: A $O(\log m)$, deterministic, polynomial-time computable approximation of Lewis Carroll's scoring rule
Abstract: We provide deterministic, polynomial-time computable voting rules that approximate Dodgson's and (the ``minimization version'' of) Young's scoring rules to within a logarithmic factor. Our approximation of Dodgson's rule is tight up to a constant factor, as Dodgson's rule is $\NP$-hard to approximate to within some logarithmic factor. The ``maximization version'' of Young's rule is known to be $\NP$-hard to approximate by any constant factor. Both approximations are simple, and natural as rules in their own right: Given a candidate we wish to score, we can regard either its Dodgson or Young score as the edit distance between a given set of voter preferences and one in which the candidate to be scored is the Condorcet winner. (The difference between the two scoring rules is the type of edits allowed.) We regard the marginal cost of a sequence of edits to be the number of edits divided by the number of reductions (in the candidate's deficit against any of its opponents in the pairwise race against that opponent) that the edits yield. Over a series of rounds, our scoring rules greedily choose a sequence of edits that modify exactly one voter's preferences and whose marginal cost is no greater than any other such single-vote-modifying sequence.
Title: On Kernelization of Supervised Mahalanobis Distance Learners
Abstract: This paper focuses on the problem of kernelizing an existing supervised Mahalanobis distance learner. The following features are included in the paper. Firstly, three popular learners, namely, "neighborhood component analysis", "large margin nearest neighbors" and "discriminant neighborhood embedding", which do not have kernel versions are kernelized in order to improve their classification performances. Secondly, an alternative kernelization framework called "KPCA trick" is presented. Implementing a learner in the new framework gains several advantages over the standard framework, e.g. no mathematical formulas and no reprogramming are required for a kernel implementation, the framework avoids troublesome problems such as singularity, etc. Thirdly, while the truths of representer theorems are just assumptions in previous papers related to ours, here, representer theorems are formally proven. The proofs validate both the kernel trick and the KPCA trick in the context of Mahalanobis distance learning. Fourthly, unlike previous works which always apply brute force methods to select a kernel, we investigate two approaches which can be efficiently adopted to construct an appropriate kernel for a given dataset. Finally, numerical results on various real-world datasets are presented.
Title: Fast k Nearest Neighbor Search using GPU
Abstract: The recent improvements of graphics processing units (GPU) offer to the computer vision community a powerful processing platform. Indeed, a lot of highly-parallelizable computer vision problems can be significantly accelerated using GPU architecture. Among these algorithms, the k nearest neighbor search (KNN) is a well-known problem linked with many applications such as classification, estimation of statistical properties, etc. The main drawback of this task lies in its computation burden, as it grows polynomially with the data size. In this paper, we show that the use of the NVIDIA CUDA API accelerates the search for the KNN up to a factor of 120.
Title: The Choquet integral for the aggregation of interval scales in multicriteria decision making
Abstract: This paper addresses the question of which models fit with information concerning the preferences of the decision maker over each attribute, and his preferences about aggregation of criteria (interacting criteria). We show that the conditions induced by these information plus some intuitive conditions lead to a unique possible aggregation operator: the Choquet integral.
Title: Mathematical analysis of long tail economy using stochastic ranking processes
Abstract: We present a new method of estimating the distribution of sales rates of, e.g., book titles at an online bookstore, from the time evolution of ranking data found at websites of the store. The method is based on new mathematical results on an infinite particle limit of the stochastic ranking process, and is suitable for quantitative studies of the long tail structure of online retails. We give an example of a fit to the actual data obtained from Amazon.co.jp, which gives the Pareto slope parameter of the distribution of sales rates of the book titles in the store.
Title: Linear Time Recognition Algorithms for Topological Invariants in 3D
Abstract: In this paper, we design linear time algorithms to recognize and determine topological invariants such as the genus and homology groups in 3D. These properties can be used to identify patterns in 3D image recognition. This has tremendous amount of applications in 3D medical image analysis. Our method is based on cubical images with direct adjacency, also called (6,26)-connectivity images in discrete geometry. According to the fact that there are only six types of local surface points in 3D and a discrete version of the well-known Gauss-Bonnett Theorem in differential geometry, we first determine the genus of a closed 2D-connected component (a closed digital surface). Then, we use Alexander duality to obtain the homology groups of a 3D object in 3D space.
Title: Towards Physarum robots: computing and manipulating on water surface
Abstract: Plasmodium of Physarym polycephalum is an ideal biological substrate for implementing concurrent and parallel computation, including combinatorial geometry and optimization on graphs. We report results of scoping experiments on Physarum computing in conditions of minimal friction, on the water surface. We show that plasmodium of Physarum is capable for computing a basic spanning trees and manipulating of light-weight objects. We speculate that our results pave the pathways towards design and implementation of amorphous biological robots.
Title: A constructive proof of the existence of Viterbi processes
Abstract: Since the early days of digital communication, hidden Markov models (HMMs) have now been also routinely used in speech recognition, processing of natural languages, images, and in bioinformatics. In an HMM $(X_i,Y_i)_i\ge 1$, observations $X_1,X_2,...$ are assumed to be conditionally independent given an ``explanatory'' Markov process $Y_1,Y_2,...$, which itself is not observed; moreover, the conditional distribution of $X_i$ depends solely on $Y_i$. Central to the theory and applications of HMM is the Viterbi algorithm to find \em a maximum a posteriori (MAP) estimate $q_1:n=(q_1,q_2,...,q_n)$ of $Y_1:n$ given observed data $x_1:n$. Maximum \em a posteriori paths are also known as Viterbi paths or alignments. Recently, attempts have been made to study the behavior of Viterbi alignments when $n\to \infty$. Thus, it has been shown that in some special cases a well-defined limiting Viterbi alignment exists. While innovative, these attempts have relied on rather strong assumptions and involved proofs which are existential. This work proves the existence of infinite Viterbi alignments in a more constructive manner and for a very general class of HMMs.
Title: From Qualitative to Quantitative Proofs of Security Properties Using First-Order Conditional Logic
Abstract: A first-order conditional logic is considered, with semantics given by a variant of epsilon-semantics, where p -> q means that Pr(q | p) approaches 1 super-polynomially --faster than any inverse polynomial. This type of convergence is needed for reasoning about security protocols. A complete axiomatization is provided for this semantics, and it is shown how a qualitative proof of the correctness of a security protocol can be automatically converted to a quantitative proof appropriate for reasoning about concrete security.
Title: On central tendency and dispersion measures for intervals and hypercubes
Abstract: The uncertainty or the variability of the data may be treated by considering, rather than a single value for each data, the interval of values in which it may fall. This paper studies the derivation of basic description statistics for interval-valued datasets. We propose a geometrical approach in the determination of summary statistics (central tendency and dispersion measures) for interval-valued variables.
Title: Theory and Applications of Two-dimensional, Null-boundary, Nine-Neighborhood, Cellular Automata Linear rules
Abstract: This paper deals with the theory and application of 2-Dimensional, nine-neighborhood, null- boundary, uniform as well as hybrid Cellular Automata (2D CA) linear rules in image processing. These rules are classified into nine groups depending upon the number of neighboring cells influences the cell under consideration. All the Uniform rules have been found to be rendering multiple copies of a given image depending on the groups to which they belong where as Hybrid rules are also shown to be characterizing the phenomena of zooming in, zooming out, thickening and thinning of a given image. Further, using hybrid CA rules a new searching algorithm is developed called Sweepers algorithm which is found to be applicable to simulate many inter disciplinary research areas like migration of organisms towards a single point destination, Single Attractor and Multiple Attractor Cellular Automata Theory, Pattern Classification and Clustering Problem, Image compression, Encryption and Decryption problems, Density Classification problem etc.
Title: Information filtering based on wiki index database
Abstract: In this paper we present a profile-based approach to information filtering by an analysis of the content of text documents. The Wikipedia index database is created and used to automatically generate the user profile from the user document collection. The problem-oriented Wikipedia subcorpora are created (using knowledge extracted from the user profile) for each topic of user interests. The index databases of these subcorpora are applied to filtering information flow (e.g., mails, news). Thus, the analyzed texts are classified into several topics explicitly presented in the user profile. The paper concentrates on the indexing part of the approach. The architecture of an application implementing the Wikipedia indexing is described. The indexing method is evaluated using the Russian and Simple English Wikipedia.
Title: Causal models have no complete axiomatic characterization
Abstract: Markov networks and Bayesian networks are effective graphic representations of the dependencies embedded in probabilistic models. It is well known that independencies captured by Markov networks (called graph-isomorphs) have a finite axiomatic characterization. This paper, however, shows that independencies captured by Bayesian networks (called causal models) have no axiomatization by using even countably many Horn or disjunctive clauses. This is because a sub-independency model of a causal model may be not causal, while graph-isomorphs are closed under sub-models.
Title: Bayesian Inference on Mixtures of Distributions
Abstract: This survey covers state-of-the-art Bayesian techniques for the estimation of mixtures. It complements the earlier Marin, Mengersen and Robert (2005) by studying new types of distributions, the multinomial, latent class and t distributions. It also exhibits closed form solutions for Bayesian inference in some discrete setups. Lastly, it sheds a new light on the computation of Bayes factors via the approximation of Chib (1995).
Title: Approximating the marginal likelihood in mixture models
Abstract: In Chib (1995), a method for approximating marginal densities in a Bayesian setting is proposed, with one proeminent application being the estimation of the number of components in a normal mixture. As pointed out in Neal (1999) and Fruhwirth-Schnatter (2004), the approximation often fails short of providing a proper approximation to the true marginal densities because of the well-known label switching problem (Celeux et al., 2000). While there exist other alternatives to the derivation of approximate marginal densities, we reconsider the original proposal here and show as in Berkhof et al. (2003) and Lee et al. (2008) that it truly approximates the marginal densities once the label switching issue has been solved.
Title: Boosting Algorithms: Regularization, Prediction and Model Fitting
Abstract: We present a statistical perspective on boosting. Special emphasis is given to estimating potentially complex parametric or nonparametric models, including generalized linear and additive models as well as regression models for survival analysis. Concepts of degrees of freedom and corresponding Akaike or Bayesian information criteria, particularly useful for regularization and variable selection in high-dimensional covariate spaces, are discussed as well. The practical aspects of boosting procedures for fitting statistical models are illustrated by means of the dedicated open-source software package mboost. This package implements functions which can be used for model fitting, prediction and variable selection. It is flexible, allowing for the implementation of new boosting algorithms optimizing user-specified loss functions.
Title: Comment: Boosting Algorithms: Regularization, Prediction and Model Fitting
Abstract: The authors are doing the readers of Statistical Science a true service with a well-written and up-to-date overview of boosting that originated with the seminal algorithms of Freund and Schapire. Equally, we are grateful for high-level software that will permit a larger readership to experiment with, or simply apply, boosting-inspired model fitting. The authors show us a world of methodology that illustrates how a fundamental innovation can penetrate every nook and cranny of statistical thinking and practice. They introduce the reader to one particular interpretation of boosting and then give a display of its potential with extensions from classification (where it all started) to least squares, exponential family models, survival analysis, to base-learners other than trees such as smoothing splines, to degrees of freedom and regularization, and to fascinating recent work in model selection. The uninitiated reader will find that the authors did a nice job of presenting a certain coherent and useful interpretation of boosting. The other reader, though, who has watched the business of boosting for a while, may have quibbles with the authors over details of the historic record and, more importantly, over their optimism about the current state of theoretical knowledge. In fact, as much as ``the statistical view'' has proven fruitful, it has also resulted in some ideas about why boosting works that may be misconceived, and in some recommendations that may be misguided. [arXiv:0804.2752]
Title: Comment: Boosting Algorithms: Regularization, Prediction and Model Fitting
Abstract: Comment on ``Boosting Algorithms: Regularization, Prediction and Model Fitting'' [arXiv:0804.2752]
Title: Rejoinder: Boosting Algorithms: Regularization, Prediction and Model Fitting
Abstract: Rejoinder to ``Boosting Algorithms: Regularization, Prediction and Model Fitting'' [arXiv:0804.2752]
Title: An Analysis of Key Factors for the Success of the Communal Management of Knowledge
Abstract: This paper explores the links between Knowledge Management and new community-based models of the organization from both a theoretical and an empirical perspective. From a theoretical standpoint, we look at Communities of Practice (CoPs) and Knowledge Management (KM) and explore the links between the two as they relate to the use of information systems to manage knowledge. We begin by reviewing technologically supported approaches to KM and introduce the idea of "Systemes d'Aide a la Gestion des Connaissances" SAGC (Systems to aid the Management of Knowledge). Following this we examine the contribution that communal structures such as CoPs can make to intraorganizational KM and highlight some of 'success factors' for this approach to KM that are found in the literature. From an empirical standpoint, we present the results of a survey involving the Chief Knowledge Officers (CKOs) of twelve large French businesses; the objective of this study was to identify the factors that might influence the success of such approaches. The survey was analysed using thematic content analysis and the results are presented here with some short illustrative quotes from the CKOs. Finally, the paper concludes with some brief reflections on what can be learnt from looking at this problem from these two perspectives.
Title: Information Preserving Component Analysis: Data Projections for Flow Cytometry Analysis
Abstract: Flow cytometry is often used to characterize the malignant cells in leukemia and lymphoma patients, traced to the level of the individual cell. Typically, flow cytometric data analysis is performed through a series of 2-dimensional projections onto the axes of the data set. Through the years, clinicians have determined combinations of different fluorescent markers which generate relatively known expression patterns for specific subtypes of leukemia and lymphoma -- cancers of the hematopoietic system. By only viewing a series of 2-dimensional projections, the high-dimensional nature of the data is rarely exploited. In this paper we present a means of determining a low-dimensional projection which maintains the high-dimensional relationships (i.e. information) between differing oncological data sets. By using machine learning techniques, we allow clinicians to visualize data in a low dimension defined by a linear combination of all of the available markers, rather than just 2 at a time. This provides an aid in diagnosing similar forms of cancer, as well as a means for variable selection in exploratory flow cytometric research. We refer to our method as Information Preserving Component Analysis (IPCA).
Title: Margin-adaptive model selection in statistical learning
Abstract: A classical condition for fast learning rates is the margin condition, first introduced by Mammen and Tsybakov. We tackle in this paper the problem of adaptivity to this condition in the context of model selection, in a general learning framework. Actually, we consider a weaker version of this condition that allows one to take into account that learning within a small model can be much easier than within a large one. Requiring this "strong margin adaptivity" makes the model selection problem more challenging. We first prove, in a general framework, that some penalization procedures (including local Rademacher complexities) exhibit this adaptivity when the models are nested. Contrary to previous results, this holds with penalties that only depend on the data. Our second main result is that strong margin adaptivity is not always possible when the models are not nested: for every model selection procedure (even a randomized one), there is a problem for which it does not demonstrate strong margin adaptivity.