text
stringlengths 0
4.09k
|
|---|
Abstract: There is a growing interest in the literature for adaptive Markov chain Monte Carlo methods based on sequences of random transition kernels $\P_n\$ where the kernel $P_n$ is allowed to have an invariant distribution $\pi_n$ not necessarily equal to the distribution of interest $\pi$ (target distribution). These algorithms are designed such that as $n\to\infty$, $P_n$ converges to $P$, a kernel that has the correct invariant distribution $\pi$. Typically, $P$ is a kernel with good convergence properties, but one that cannot be directly implemented. It is then expected that the algorithm will inherit the good convergence properties of $P$. The equi-energy sampler of [Ann. Statist. 34 (2006) 1581--1619] is an example of this type of adaptive MCMC. We show in this paper that the asymptotic variance of this type of adaptive MCMC is always at least as large as the asymptotic variance of the Markov chain with transition kernel $P$. We also show by simulation that the difference can be substantial.
|
Title: A D.C. Programming Approach to the Sparse Generalized Eigenvalue Problem
|
Abstract: In this paper, we consider the sparse eigenvalue problem wherein the goal is to obtain a sparse solution to the generalized eigenvalue problem. We achieve this by constraining the cardinality of the solution to the generalized eigenvalue problem and obtain sparse principal component analysis (PCA), sparse canonical correlation analysis (CCA) and sparse Fisher discriminant analysis (FDA) as special cases. Unlike the $\ell_1$-norm approximation to the cardinality constraint, which previous methods have used in the context of sparse PCA, we propose a tighter approximation that is related to the negative log-likelihood of a Student's t-distribution. The problem is then framed as a d.c. (difference of convex functions) program and is solved as a sequence of convex programs by invoking the majorization-minimization method. The resulting algorithm is proved to exhibit behavior, i.e., for any random initialization, the sequence (subsequence) of iterates generated by the algorithm converges to a stationary point of the d.c. program. The performance of the algorithm is empirically demonstrated on both sparse PCA (finding few relevant genes that explain as much variance as possible in a high-dimensional gene dataset) and sparse CCA (cross-language document retrieval and vocabulary selection for music retrieval) applications.
|
Title: Joint universal lossy coding and identification of stationary mixing sources with general alphabets
|
Abstract: We consider the problem of joint universal variable-rate lossy coding and identification for parametric classes of stationary $\beta$-mixing sources with general (Polish) alphabets. Compression performance is measured in terms of Lagrangians, while identification performance is measured by the variational distance between the true source and the estimated source. Provided that the sources are mixing at a sufficiently fast rate and satisfy certain smoothness and Vapnik-Chervonenkis learnability conditions, it is shown that, for bounded metric distortions, there exist universal schemes for joint lossy compression and identification whose Lagrangian redundancies converge to zero as $\sqrtV_n \log n /n$ as the block length $n$ tends to infinity, where $V_n$ is the Vapnik-Chervonenkis dimension of a certain class of decision regions defined by the $n$-dimensional marginal distributions of the sources; furthermore, for each $n$, the decoder can identify $n$-dimensional marginal of the active source up to a ball of radius $O()$ in variational distance, eventually with probability one. The results are supplemented by several examples of parametric sources satisfying the regularity conditions.
|
Title: Achievability results for statistical learning under communication constraints
|
Abstract: The problem of statistical learning is to construct an accurate predictor of a random variable as a function of a correlated random variable on the basis of an i.i.d. training sample from their joint distribution. Allowable predictors are constrained to lie in some specified class, and the goal is to approach asymptotically the performance of the best predictor in the class. We consider two settings in which the learning agent only has access to rate-limited descriptions of the training data, and present information-theoretic bounds on the predictor performance achievable in the presence of these communication constraints. Our proofs do not assume any separation structure between compression and learning and rely on a new class of operational criteria specifically tailored to joint design of encoders and learning algorithms in rate-constrained settings.
|
Title: Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems
|
Abstract: Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte Carlo (SMC) to estimate parameters of dynamical models. We show that ABC SMC gives information about the inferability of parameters and model sensitivity to changes in parameters, and tends to perform better than other ABC approaches. The algorithm is applied to several well known biological systems, for which parameters and their credible intervals are inferred. Moreover, we develop ABC SMC as a tool for model selection; given a range of different mathematical descriptions, ABC SMC is able to choose the best model using the standard Bayesian model selection apparatus.
|
Title: SPADES and mixture models
|
Abstract: This paper studies sparse density estimation via $\ell_1$ penalization (SPADES). We focus on estimation in high-dimensional mixture models and nonparametric adaptive density estimation. We show, respectively, that SPADES can recover, with high probability, the unknown components of a mixture of probability densities and that it yields minimax adaptive density estimates. These results are based on a general sparsity oracle inequality that the SPADES estimates satisfy. We offer a data driven method for the choice of the tuning parameter used in the construction of SPADES. The method uses the generalized bisection method first introduced in \citebb09. The suggested procedure bypasses the need for a grid search and offers substantial computational savings. We complement our theoretical results with a simulation study that employs this method for approximations of one and two-dimensional densities with mixtures. The numerical results strongly support our theoretical findings.
|
Title: Hiding Quiet Solutions in Random Constraint Satisfaction Problems
|
Abstract: We study constraint satisfaction problems on the so-called 'planted' random ensemble. We show that for a certain class of problems, e.g. graph coloring, many of the properties of the usual random ensemble are quantitatively identical in the planted random ensemble. We study the structural phase transitions, and the easy/hard/easy pattern in the average computational complexity. We also discuss the finite temperature phase diagram, finding a close connection with the liquid/glass/solid phenomenology.
|
Title: Discovering Global Patterns in Linguistic Networks through Spectral Analysis: A Case Study of the Consonant Inventories
|
Abstract: Recent research has shown that language and the socio-cognitive phenomena associated with it can be aptly modeled and visualized through networks of linguistic entities. However, most of the existing works on linguistic networks focus only on the local properties of the networks. This study is an attempt to analyze the structure of languages via a purely structural technique, namely spectral analysis, which is ideally suited for discovering the global correlations in a network. Application of this technique to PhoNet, the co-occurrence network of consonants, not only reveals several natural linguistic principles governing the structure of the consonant inventories, but is also able to quantify their relative importance. We believe that this powerful technique can be successfully applied, in general, to study the structure of natural languages.
|
Title: Bayesian Computation and Model Selection in Population Genetics
|
Abstract: Until recently, the use of Bayesian inference in population genetics was limited to a few cases because for many realistic population genetic models the likelihood function cannot be calculated analytically . The situation changed with the advent of likelihood-free inference algorithms, often subsumed under the term Approximate Bayesian Computation (ABC). A key innovation was the use of a post-sampling regression adjustment, allowing larger tolerance values and as such shifting computation time to realistic orders of magnitude (see Beaumont et al., 2002). Here we propose a reformulation of the regression adjustment in terms of a General Linear Model (GLM). This allows the integration into the framework of Bayesian statistics and the use of its methods, including model selection via Bayes factors. We then apply the proposed methodology to the question of population subdivision among western chimpanzees Pan troglodytes verus.
|
Title: Sparse Causal Discovery in Multivariate Time Series
|
Abstract: Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a parsimonious causality structure is assumed, a promising approach to causal discovery consists in fitting VAR models with an additional sparsity-promoting regularization. Along this line we here propose that sparsity should be enforced for the subgroups of coefficients that belong to each pair of time series, as the absence of a causal relation requires the coefficients for all time-lags to become jointly zero. Such behavior can be achieved by means of l1-l2-norm regularized regression, for which an efficient active set solver has been proposed recently. Our method is shown to outperform standard methods in recovering simulated causality graphs. The results are on par with a second novel approach which uses multiple statistical testing.
|
Title: The Redundancy of a Computable Code on a Noncomputable Distribution
|
Abstract: We introduce new definitions of universal and superuniversal computable codes, which are based on a code's ability to approximate Kolmogorov complexity within the prescribed margin for all individual sequences from a given set. Such sets of sequences may be singled out almost surely with respect to certain probability measures. Consider a measure parameterized with a real parameter and put an arbitrary prior on the parameter. The Bayesian measure is the expectation of the parameterized measure with respect to the prior. It appears that a modified Shannon-Fano code for any computable Bayesian measure, which we call the Bayesian code, is superuniversal on a set of parameterized measure-almost all sequences for prior-almost every parameter. According to this result, in the typical setting of mathematical statistics no computable code enjoys redundancy which is ultimately much less than that of the Bayesian code. Thus we introduce another characteristic of computable codes: The catch-up time is the length of data for which the code length drops below the Kolmogorov complexity plus the prescribed margin. Some codes may have smaller catch-up times than Bayesian codes.
|
Title: Beyond word frequency: Bursts, lulls, and scaling in the temporal distributions of words
|
Abstract: Background: Zipf's discovery that word frequency distributions obey a power law established parallels between biological and physical processes, and language, laying the groundwork for a complex systems perspective on human communication. More recent research has also identified scaling regularities in the dynamics underlying the successive occurrences of events, suggesting the possibility of similar findings for language as well. Methodology/Principal Findings: By considering frequent words in USENET discussion groups and in disparate databases where the language has different levels of formality, here we show that the distributions of distances between successive occurrences of the same word display bursty deviations from a Poisson process and are well characterized by a stretched exponential (Weibull) scaling. The extent of this deviation depends strongly on semantic type -- a measure of the logicality of each word -- and less strongly on frequency. We develop a generative model of this behavior that fully determines the dynamics of word usage. Conclusions/Significance: Recurrence patterns of words are well described by a stretched exponential distribution of recurrence times, an empirical scaling that cannot be anticipated from Zipf's law. Because the use of words provides a uniquely precise and powerful lens on human thought and activity, our findings also have implications for other overt manifestations of collective human dynamics.
|
Title: A Limit Theorem in Singular Regression Problem
|
Abstract: In statistical problems, a set of parameterized probability distributions is used to estimate the true probability distribution. If Fisher information matrix at the true distribution is singular, then it has been left unknown what we can estimate about the true distribution from random samples. In this paper, we study a singular regression problem and prove a limit theorem which shows the relation between the singular regression problem and two birational invariants, a real log canonical threshold and a singular fluctuation. The obtained theorem has an important application to statistics, because it enables us to estimate the generalization error from the training error without any knowledge of the true probability distribution.
|
Title: Maximum Entropy Discrimination Markov Networks
|
Abstract: In this paper, we present a novel and general framework called \it Maximum Entropy Discrimination Markov Networks (MaxEnDNet), which integrates the max-margin structured learning and Bayesian-style estimation and combines and extends their merits. Major innovations of this model include: 1) It generalizes the extant Markov network prediction rule based on a point estimator of weights to a Bayesian-style estimator that integrates over a learned distribution of the weights. 2) It extends the conventional max-entropy discrimination learning of classification rule to a new structural max-entropy discrimination paradigm of learning the distribution of Markov networks. 3) It subsumes the well-known and powerful Maximum Margin Markov network (M$^3$N) as a special case, and leads to a model similar to an $L_1$-regularized M$^3$N that is simultaneously primal and dual sparse, or other types of Markov network by plugging in different prior distributions of the weights. 4) It offers a simple inference algorithm that combines existing variational inference and convex-optimization based M$^3$N solvers as subroutines. 5) It offers a PAC-Bayesian style generalization bound. This work represents the first successful attempt to combine Bayesian-style learning (based on generative models) with structured maximum margin learning (based on a discriminative model), and outperforms a wide array of competing methods for structured input/output learning on both synthetic and real data sets.
|
Title: State Space Realization Theorems For Data Mining
|
Abstract: In this paper, we consider formal series associated with events, profiles derived from events, and statistical models that make predictions about events. We prove theorems about realizations for these formal series using the language and tools of Hopf algebras.
|
Title: A process very similar to multifractional Brownian motion
|
Abstract: In Ayache and Taqqu (2005), the multifractional Brownian (mBm) motion is obtained by replacing the constant parameter $H$ of the fractional Brownian motion (fBm) by a smooth enough functional parameter $H(.)$ depending on the time $t$. Here, we consider the process $Z$ obtained by replacing in the wavelet expansion of the fBm the index $H$ by a function $H(.)$ depending on the dyadic point $k/2^j$. This process was introduced in Benassi et al (2000) to model fBm with piece-wise constant Hurst index and continuous paths. In this work, we investigate the case where the functional parameter satisfies an uniform H\"older condition of order $\beta>\sup_t\in \rit H(t)$ and ones shows that, in this case, the process $Z$ is very similar to the mBm in the following senses: i) the difference between $Z$ and a mBm satisfies an uniform H\"older condition of order $d>\sup_t\in \R H(t)$; ii) as a by product, one deduces that at each point $t\in \R$ the pointwise H\"older exponent of $Z$ is $H(t)$ and that $Z$ is tangent to a fBm with Hurst parameter $H(t)$.
|
Title: On finitely recursive programs
|
Abstract: Disjunctive finitary programs are a class of logic programs admitting function symbols and hence infinite domains. They have very good computational properties, for example ground queries are decidable while in the general case the stable model semantics is highly undecidable. In this paper we prove that a larger class of programs, called finitely recursive programs, preserves most of the good properties of finitary programs under the stable model semantics, namely: (i) finitely recursive programs enjoy a compactness property; (ii) inconsistency checking and skeptical reasoning are semidecidable; (iii) skeptical resolution is complete for normal finitely recursive programs. Moreover, we show how to check inconsistency and answer skeptical queries using finite subsets of the ground program instantiation. We achieve this by extending the splitting sequence theorem by Lifschitz and Turner: We prove that if the input program P is finitely recursive, then the partial stable models determined by any smooth splitting omega-sequence converge to a stable model of P.
|
Title: Universal Complex Structures in Written Language
|
Abstract: Quantitative linguistics has provided us with a number of empirical laws that characterise the evolution of languages and competition amongst them. In terms of language usage, one of the most influential results is Zipf's law of word frequencies. Zipf's law appears to be universal, and may not even be unique to human language. However, there is ongoing controversy over whether Zipf's law is a good indicator of complexity. Here we present an alternative approach that puts Zipf's law in the context of critical phenomena (the cornerstone of complexity in physics) and establishes the presence of a large scale "attraction" between successive repetitions of words. Moreover, this phenomenon is scale-invariant and universal -- the pattern is independent of word frequency and is observed in texts by different authors and written in different languages. There is evidence, however, that the shape of the scaling relation changes for words that play a key role in the text, implying the existence of different "universality classes" in the repetition of words. These behaviours exhibit striking parallels with complex catastrophic phenomena.
|
Title: An Upper Limit of AC Huffman Code Length in JPEG Compression
|
Abstract: A strategy for computing upper code-length limits of AC Huffman codes for an 8x8 block in JPEG Baseline coding is developed. The method is based on a geometric interpretation of the DCT, and the calculated limits are as close as 14% to the maximum code-lengths. The proposed strategy can be adapted to other transform coding methods, e.g., MPEG 2 and 4 video compressions, to calculate close upper code length limits for the respective processing blocks.
|
Title: The Benefit of Group Sparsity
|
Abstract: This paper develops a theory for group Lasso using a concept called strong group sparsity. Our result shows that group Lasso is superior to standard Lasso for strongly group-sparse signals. This provides a convincing theoretical justification for using group sparse regularization when the underlying group structure is consistent with the data. Moreover, the theory predicts some limitations of the group Lasso formulation that are confirmed by simulation studies.
|
Title: Detection of Change--Points in the Spectral Density. With Applications to ECG Data
|
Abstract: We propose a new method for estimating the change-points of heart rate in the orthosympathetic and parasympathetic bands, based on the wavelet transform in the complex domain and the study of the change-points in the moments of the modulus of these wavelet transforms. We observe change-points in the distribution for both bands.
|
Title: Statistical analysis of the Indus script using $n$-grams
|
Abstract: The Indus script is one of the major undeciphered scripts of the ancient world. The small size of the corpus, the absence of bilingual texts, and the lack of definite knowledge of the underlying language has frustrated efforts at decipherment since the discovery of the remains of the Indus civilisation. Recently, some researchers have questioned the premise that the Indus script encodes spoken language. Building on previous statistical approaches, we apply the tools of statistical language processing, specifically $n$-gram Markov chains, to analyse the Indus script for syntax. Our main results are that the script has well-defined signs which begin and end texts, that there is directionality and strong correlations in the sign order, and that there are groups of signs which appear to have identical syntactic function. All these require no \it a priori suppositions regarding the syntactic or semantic content of the signs, but follow directly from the statistical analysis. Using information theoretic measures, we find the information in the script to be intermediate between that of a completely random and a completely fixed ordering of signs. Our study reveals that the Indus script is a structured sign system showing features of a formal language, but, at present, cannot conclusively establish that it encodes \it natural language. Our $n$-gram Markov model is useful for predicting signs which are missing or illegible in a corpus of Indus texts. This work forms the basis for the development of a stochastic grammar which can be used to explore the syntax of the Indus script in greater detail.
|
Title: Matrix Completion from a Few Entries
|
Abstract: Let M be a random (alpha n) x n matrix of rank r<<n, and assume that a uniformly random subset E of its entries is observed. We describe an efficient algorithm that reconstructs M from |E| = O(rn) observed entries with relative root mean square error RMSE <= C(rn/|E|)^0.5 . Further, if r=O(1), M can be reconstructed exactly from |E| = O(n log(n)) entries. These results apply beyond random matrices to general low-rank incoherent matrices. This settles (in the case of bounded rank) a question left open by Candes and Recht and improves over the guarantees for their reconstruction algorithm. The complexity of our algorithm is O(|E|r log(n)), which opens the way to its use for massive data sets. In the process of proving these statements, we obtain a generalization of a celebrated result by Friedman-Kahn-Szemeredi and Feige-Ofek on the spectrum of sparse random matrices.
|
Title: Model-Consistent Sparse Estimation through the Bootstrap
|
Abstract: We consider the least-square linear regression problem with regularization by the $\ell^1$-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in low-dimensional settings. For various decays of the regularization parameter, we compute asymptotic equivalents of the probability of correct model 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 procedure, referred to as the Bolasso, is extended to high-dimensional settings by a provably consistent two-step procedure.
|
Title: Approaching the linguistic complexity
|
Abstract: We analyze the rank-frequency distributions of words in selected English and Polish texts. We compare scaling properties of these distributions in both languages. We also study a few small corpora of Polish literary texts and find that for a corpus consisting of texts written by different authors the basic scaling regime is broken more strongly than in the case of comparable corpus consisting of texts written by the same author. Similarly, for a corpus consisting of texts translated into Polish from other languages the scaling regime is broken more strongly than for a comparable corpus of native Polish texts. Moreover, based on the British National Corpus, we consider the rank-frequency distributions of the grammatically basic forms of words (lemmas) tagged with their proper part of speech. We find that these distributions do not scale if each part of speech is analyzed separately. The only part of speech that independently develops a trace of scaling is verbs.
|
Title: Unsupervised bayesian convex deconvolution based on a field with an explicit partition function
|
Abstract: This paper proposes a non-Gaussian Markov field with a special feature: an explicit partition function. To the best of our knowledge, this is an original contribution. Moreover, the explicit expression of the partition function enables the development of an unsupervised edge-preserving convex deconvolution method. The method is fully Bayesian, and produces an estimate in the sense of the posterior mean, numerically calculated by means of a Monte-Carlo Markov Chain technique. The approach is particularly effective and the computational practicability of the method is shown on a simple simulated example.
|
Title: Zonal polynomials and hypergeometric functions of quaternion matrix argument
|
Abstract: We define zonal polynomials of quaternion matrix argument and deduce some important formulae of zonal polynomials and hypergeometric functions of quaternion matrix argument. As an application, we give the distributions of the largest and smallest eigenvalues of a quaternion central Wishart matrix $W\simW(n,\Sigma)$, respectively.
|
Title: Infinitesimally Robust Estimation in General Smoothly Parametrized Models
|
Abstract: We describe the shrinking neighborhood approach of Robust Statistics, which applies to general smoothly parametrized models, especially, exponential families. Equal generality is achieved by object oriented implementation of the optimally robust estimators. We evaluate the estimates on real datasets from literature by means of our R packages ROptEst and RobLox.
|
Title: Automating Access Control Logics in Simple Type Theory with LEO-II
|
Abstract: Garg and Abadi recently proved that prominent access control logics can be translated in a sound and complete way into modal logic S4. We have previously outlined how normal multimodal logics, including monomodal logics K and S4, can be embedded in simple type theory (which is also known as higher-order logic) and we have demonstrated that the higher-order theorem prover LEO-II can automate reasoning in and about them. In this paper we combine these results and describe a sound and complete embedding of different access control logics in simple type theory. Employing this framework we show that the off the shelf theorem prover LEO-II can be applied to automate reasoning in prominent access control logics.
|
Title: Resource Adaptive Agents in Interactive Theorem Proving
|
Abstract: We introduce a resource adaptive agent mechanism which supports the user in interactive theorem proving. The mechanism uses a two layered architecture of agent societies to suggest appropriate commands together with possible command argument instantiations. Experiments with this approach show that its effectiveness can be further improved by introducing a resource concept. In this paper we provide an abstract view on the overall mechanism, motivate the necessity of an appropriate resource concept and discuss its realization within the agent architecture.
|
Title: On the Dual Formulation of Boosting Algorithms
|
Abstract: We study boosting algorithms from a new perspective. We show that the Lagrange dual problems of AdaBoost, LogitBoost and soft-margin LPBoost with generalized hinge loss are all entropy maximization problems. By looking at the dual problems of these boosting algorithms, we show that the success of boosting algorithms can be understood in terms of maintaining a better margin distribution by maximizing margins and at the same time controlling the margin variance.We also theoretically prove that, approximately, AdaBoost maximizes the average margin, instead of the minimum margin. The duality formulation also enables us to develop column generation based optimization algorithms, which are totally corrective. We show that they exhibit almost identical classification results to that of standard stage-wise additive boosting algorithms but with much faster convergence rates. Therefore fewer weak classifiers are needed to build the ensemble using our proposed optimization technique.
|
Title: A remark on higher order RUE-resolution with EXTRUE
|
Abstract: We show that a prominent counterexample for the completeness of first order RUE-resolution does not apply to the higher order RUE-resolution approach EXTRUE.
|
Title: Equations for hidden Markov models
|
Abstract: We will outline novel approaches to derive model invariants for hidden Markov and related models. These approaches are based on a theoretical framework that arises from viewing random processes as elements of the vector space of string functions. Theorems available from that framework then give rise to novel ideas to obtain model invariants for hidden Markov and related models.
|
Title: Enhancing the capabilities of LIGO time-frequency plane searches through clustering
|
Abstract: One class of gravitational wave signals LIGO is searching for consists of short duration bursts of unknown waveforms. Potential sources include core collapse supernovae, gamma ray burst progenitors, and mergers of binary black holes or neutron stars. We present a density-based clustering algorithm to improve the performance of time-frequency searches for such gravitational-wave bursts when they are extended in time and/or frequency, and not sufficiently well known to permit matched filtering. We have implemented this algorithm as an extension to the QPipeline, a gravitational-wave data analysis pipeline for the detection of bursts, which currently determines the statistical significance of events based solely on the peak significance observed in minimum uncertainty regions of the time-frequency plane. Density based clustering improves the performance of such a search by considering the aggregate significance of arbitrarily shaped regions in the time-frequency plane and rejecting the isolated minimum uncertainty features expected from the background detector noise. In this paper, we present test results for simulated signals and demonstrate that density based clustering improves the performance of the QPipeline for signals extended in time and/or frequency.
|
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.