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Title: Dual Augmented Lagrangian Method for Efficient Sparse Reconstruction
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Abstract: We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is much larger than the number of observations because of the dual formulation. Moreover, the primal variable is explicitly updated and the sparsity in the solution is exploited. Numerical comparison with the state-of-the-art algorithms shows that the proposed algorithm is favorable when the design matrix is poorly conditioned or dense and very large.
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Title: Approximate Bayesian Computation: a nonparametric perspective
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Abstract: Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing summary statistics s_obs from the data and simulating summary statistics for different values of the parameter theta. The posterior distribution is then approximated by an estimator of the conditional density g(theta|s_obs). In this paper, we derive the asymptotic bias and variance of the standard estimators of the posterior distribution which are based on rejection sampling and linear adjustment. Additionally, we introduce an original estimator of the posterior distribution based on quadratic adjustment and we show that its bias contains a fewer number of terms than the estimator with linear adjustment. Although we find that the estimators with adjustment are not universally superior to the estimator based on rejection sampling, we find that they can achieve better performance when there is a nearly homoscedastic relationship between the summary statistics and the parameter of interest. To make this relationship as homoscedastic as possible, we propose to use transformations of the summary statistics. In different examples borrowed from the population genetics and epidemiological literature, we show the potential of the methods with adjustment and of the transformations of the summary statistics. Supplemental materials containing the details of the proofs are available online.
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Title: Performing Nonlinear Blind Source Separation with Signal Invariants
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Abstract: Given a time series of multicomponent measurements x(t), the usual objective of nonlinear blind source separation (BSS) is to find a "source" time series s(t), comprised of statistically independent combinations of the measured components. In this paper, the source time series is required to have a density function in (s,ds/dt)-space that is equal to the product of density functions of individual components. This formulation of the BSS problem has a solution that is unique, up to permutations and component-wise transformations. Separability is shown to impose constraints on certain locally invariant (scalar) functions of x, which are derived from local higher-order correlations of the data's velocity dx/dt. The data are separable if and only if they satisfy these constraints, and, if the constraints are satisfied, the sources can be explicitly constructed from the data. The method is illustrated by using it to separate two speech-like sounds recorded with a single microphone.
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Title: A Bayesian approach to the analysis of time symmetry in light curves: Reconsidering Scorpius X-1 occultations
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Abstract: We present a new approach to the analysis of time symmetry in light curves, such as those in the x-ray at the center of the Scorpius X-1 occultation debate. Our method uses a new parameterization for such events (the bilogistic event profile) and provides a clear, physically relevant characterization of each event's key features. We also demonstrate a Markov Chain Monte Carlo algorithm to carry out this analysis, including a novel independence chain configuration for the estimation of each event's location in the light curve. These tools are applied to the Scorpius X-1 light curves presented in Chang et al. (2007), providing additional evidence based on the time series that the events detected thus far are most likely not occultations by TNOs.
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Title: Evolvability need not imply learnability
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Abstract: We show that Boolean functions expressible as monotone disjunctive normal forms are PAC-evolvable under a uniform distribution on the Boolean cube if the hypothesis size is allowed to remain fixed. We further show that this result is insufficient to prove the PAC-learnability of monotone Boolean functions, thereby demonstrating a counter-example to a recent claim to the contrary. We further discuss scenarios wherein evolvability and learnability will coincide as well as scenarios under which they differ. The implications of the latter case on the prospects of learning in complex hypothesis spaces is briefly examined.
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Title: Smooth Optimization Approach for Sparse Covariance Selection
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Abstract: In this paper we first study a smooth optimization approach for solving a class of nonsmooth strictly concave maximization problems whose objective functions admit smooth convex minimization reformulations. In particular, we apply Nesterov's smooth optimization technique [Y.E. Nesterov, Dokl. Akad. Nauk SSSR, 269 (1983), pp. 543--547; Y. E. Nesterov, Math. Programming, 103 (2005), pp. 127--152] to their dual counterparts that are smooth convex problems. It is shown that the resulting approach has $\cal O(1/)$ iteration complexity for finding an $\epsilon$-optimal solution to both primal and dual problems. We then discuss the application of this approach to sparse covariance selection that is approximately solved as an $l_1$-norm penalized maximum likelihood estimation problem, and also propose a variant of this approach which has substantially outperformed the latter one in our computational experiments. We finally compare the performance of these approaches with other first-order methods, namely, Nesterov's $\cal O(1/\epsilon)$ smooth approximation scheme and block-coordinate descent method studied in [A. d'Aspremont, O. Banerjee, and L. El Ghaoui, SIAM J. Matrix Anal. Appl., 30 (2008), pp. 56--66; J. Friedman, T. Hastie, and R. Tibshirani, Biostatistics, 9 (2008), pp. 432--441] for sparse covariance selection on a set of randomly generated instances. It shows that our smooth optimization approach substantially outperforms the first method above, and moreover, its variant substantially outperforms both methods above.
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Title: Adaptive First-Order Methods for General Sparse Inverse Covariance Selection
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Abstract: In this paper, we consider estimating sparse inverse covariance of a Gaussian graphical model whose conditional independence is assumed to be partially known. Similarly as in [5], we formulate it as an $l_1$-norm penalized maximum likelihood estimation problem. Further, we propose an algorithm framework, and develop two first-order methods, that is, the adaptive spectral projected gradient (ASPG) method and the adaptive Nesterov's smooth (ANS) method, for solving this estimation problem. Finally, we compare the performance of these two methods on a set of randomly generated instances. Our computational results demonstrate that both methods are able to solve problems of size at least a thousand and number of constraints of nearly a half million within a reasonable amount of time, and the ASPG method generally outperforms the ANS method.
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Title: Convex Optimization Methods for Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
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Abstract: In this paper, we study convex optimization methods for computing the trace norm regularized least squares estimate in multivariate linear regression. The so-called factor estimation and selection (FES) method, recently proposed by Yuan et al. [22], conducts parameter estimation and factor selection simultaneously and have been shown to enjoy nice properties in both large and finite samples. To compute the estimates, however, can be very challenging in practice because of the high dimensionality and the trace norm constraint. In this paper, we explore a variant of Nesterov's smooth method [20] and interior point methods for computing the penalized least squares estimate. The performance of these methods is then compared using a set of randomly generated instances. We show that the variant of Nesterov's smooth method [20] generally outperforms the interior point method implemented in SDPT3 version 4.0 (beta) [19] substantially . Moreover, the former method is much more memory efficient.
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Title: Optimal Tableau Decision Procedures for PDL
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Abstract: We reformulate Pratt's tableau decision procedure of checking satisfiability of a set of formulas in PDL. Our formulation is simpler and more direct for implementation. Extending the method we give the first EXPTIME (optimal) tableau decision procedure not based on transformation for checking consistency of an ABox w.r.t. a TBox in PDL (here, PDL is treated as a description logic). We also prove the new result that the data complexity of the instance checking problem in PDL is coNP-complete.
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Title: Induction of High-level Behaviors from Problem-solving Traces using Machine Learning Tools
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Abstract: This paper applies machine learning techniques to student modeling. It presents a method for discovering high-level student behaviors from a very large set of low-level traces corresponding to problem-solving actions in a learning environment. Basic actions are encoded into sets of domain-dependent attribute-value patterns called cases. Then a domain-independent hierarchical clustering identifies what we call general attitudes, yielding automatic diagnosis expressed in natural language, addressed in principle to teachers. The method can be applied to individual students or to entire groups, like a class. We exhibit examples of this system applied to thousands of students' actions in the domain of algebraic transformations.
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Title: Least-Squares Joint Diagonalization of a matrix set by a congruence transformation
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Abstract: The approximate joint diagonalization (AJD) is an important analytic tool at the base of numerous independent component analysis (ICA) and other blind source separation (BSS) methods, thus finding more and more applications in medical imaging analysis. In this work we present a new AJD algorithm named SDIAG (Spheric Diagonalization). It imposes no constraint either on the input matrices or on the joint diagonalizer to be estimated, thus it is very general. Whereas it is well grounded on the classical leastsquares criterion, a new normalization reveals a very simple form of the solution matrix. Numerical simulations shown that the algorithm, named SDIAG (spheric diagonalization), behaves well as compared to state-of-the art AJD algorithms.
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Title: Stability Analysis and Learning Bounds for Transductive Regression Algorithms
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Abstract: This paper uses the notion of algorithmic stability to derive novel generalization bounds for several families of transductive regression algorithms, both by using convexity and closed-form solutions. Our analysis helps compare the stability of these algorithms. It also shows that a number of widely used transductive regression algorithms are in fact unstable. Finally, it reports the results of experiments with local transductive regression demonstrating the benefit of our stability bounds for model selection, for one of the algorithms, in particular for determining the radius of the local neighborhood used by the algorithm.
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Title: Finding Exogenous Variables in Data with Many More Variables than Observations
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Abstract: Many statistical methods have been proposed to estimate causal models in classical situations with fewer variables than observations (p<n, p: the number of variables and n: the number of observations). However, modern datasets including gene expression data need high-dimensional causal modeling in challenging situations with orders of magnitude more variables than observations (p>>n). In this paper, we propose a method to find exogenous variables in a linear non-Gaussian causal model, which requires much smaller sample sizes than conventional methods and works even when p>>n. The key idea is to identify which variables are exogenous based on non-Gaussianity instead of estimating the entire structure of the model. Exogenous variables work as triggers that activate a causal chain in the model, and their identification leads to more efficient experimental designs and better understanding of the causal mechanism. We present experiments with artificial data and real-world gene expression data to evaluate the method.
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Title: Empirical Likelihood Confidence Intervals for Nonparametric Functional Data Analysis
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Abstract: We consider the problem of constructing confidence intervals for nonparametric functional data analysis using empirical likelihood. In this doubly infinite-dimensional context, we demonstrate the Wilks's phenomenon and propose a bias-corrected construction that requires neither undersmoothing nor direct bias estimation. We also extend our results to partially linear regression involving functional data. Our numerical results demonstrated the improved performance of empirical likelihood over approximation based on asymptotic normality.
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Title: Inference on Counterfactual Distributions
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Abstract: Counterfactual distributions are important ingredients for policy analysis and decomposition analysis in empirical economics. In this article we develop modeling and inference tools for counterfactual distributions based on regression methods. The counterfactual scenarios that we consider consist of ceteris paribus changes in either the distribution of covariates related to the outcome of interest or the conditional distribution of the outcome given covariates. For either of these scenarios we derive joint functional central limit theorems and bootstrap validity results for regression-based estimators of the status quo and counterfactual outcome distributions. These results allow us to construct simultaneous confidence sets for function-valued effects of the counterfactual changes, including the effects on the entire distribution and quantile functions of the outcome as well as on related functionals. These confidence sets can be used to test functional hypotheses such as no-effect, positive effect, or stochastic dominance. Our theory applies to general counterfactual changes and covers the main regression methods including classical, quantile, duration, and distribution regressions. We illustrate the results with an empirical application to wage decompositions using data for the United States. As a part of developing the main results, we introduce distribution regression as a comprehensive and flexible tool for modeling and estimating the conditional distribution. We show that distribution regression encompasses the Cox duration regression and represents a useful alternative to quantile regression. We establish functional central limit theorems and bootstrap validity results for the empirical distribution regression process and various related functionals.
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Title: Color Dipole Moments for Edge Detection
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Abstract: Dipole and higher moments are physical quantities used to describe a charge distribution. In analogy with electromagnetism, it is possible to define the dipole moments for a gray-scale image, according to the single aspect of a gray-tone map. In this paper we define the color dipole moments for color images. For color maps in fact, we have three aspects, the three primary colors, to consider. Associating three color charges to each pixel, color dipole moments can be easily defined and used for edge detection.
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Title: Bayesian MAP Model Selection of Chain Event Graphs
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Abstract: The class of chain event graph models is a generalisation of the class of discrete Bayesian networks, retaining most of the structural advantages of the Bayesian network for model interrogation, propagation and learning, while more naturally encoding asymmetric state spaces and the order in which events happen. In this paper we demonstrate how with complete sampling, conjugate closed form model selection based on product Dirichlet priors is possible, and prove that suitable homogeneity assumptions characterise the product Dirichlet prior on this class of models. We demonstrate our techniques using two educational examples.
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Title: Dependency Pairs and Polynomial Path Orders
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Abstract: We show how polynomial path orders can be employed efficiently in conjunction with weak innermost dependency pairs to automatically certify polynomial runtime complexity of term rewrite systems and the polytime computability of the functions computed. The established techniques have been implemented and we provide ample experimental data to assess the new method.
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Title: Learning convex bodies is hard
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Abstract: We show that learning a convex body in $\RR^d$, given random samples from the body, requires $2^\Omega()$ samples. By learning a convex body we mean finding a set having at most $\eps$ relative symmetric difference with the input body. To prove the lower bound we construct a hard to learn family of convex bodies. Our construction of this family is very simple and based on error correcting codes.
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Title: An Investigation Report on Auction Mechanism Design
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Abstract: Auctions are markets with strict regulations governing the information available to traders in the market and the possible actions they can take. Since well designed auctions achieve desirable economic outcomes, they have been widely used in solving real-world optimization problems, and in structuring stock or futures exchanges. Auctions also provide a very valuable testing-ground for economic theory, and they play an important role in computer-based control systems. Auction mechanism design aims to manipulate the rules of an auction in order to achieve specific goals. Economists traditionally use mathematical methods, mainly game theory, to analyze auctions and design new auction forms. However, due to the high complexity of auctions, the mathematical models are typically simplified to obtain results, and this makes it difficult to apply results derived from such models to market environments in the real world. As a result, researchers are turning to empirical approaches. This report aims to survey the theoretical and empirical approaches to designing auction mechanisms and trading strategies with more weights on empirical ones, and build the foundation for further research in the field.
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Title: Language Diversity across the Consonant Inventories: A Study in the Framework of Complex Networks
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Abstract: n this paper, we attempt to explain the emergence of the linguistic diversity that exists across the consonant inventories of some of the major language families of the world through a complex network based growth model. There is only a single parameter for this model that is meant to introduce a small amount of randomness in the otherwise preferential attachment based growth process. The experiments with this model parameter indicates that the choice of consonants among the languages within a family are far more preferential than it is across the families. The implications of this result are twofold -- (a) there is an innate preference of the speakers towards acquiring certain linguistic structures over others and (b) shared ancestry propels the stronger preferential connection between the languages within a family than across them. Furthermore, our observations indicate that this parameter might bear a correlation with the period of existence of the language families under investigation.
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Title: Generalized Rejection Sampling Schemes and Applications in Signal Processing
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Abstract: Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques, such as Markov chain Monte Carlo (MCMC) and particle filters, have become very popular in signal processing over the last years. However, in many problems of practical interest these techniques demand procedures for sampling from probability distributions with non-standard forms, hence we are often brought back to the consideration of fundamental simulation algorithms, such as rejection sampling (RS). Unfortunately, the use of RS techniques demands the calculation of tight upper bounds for the ratio of the target probability density function (pdf) over the proposal density from which candidate samples are drawn. Except for the class of log-concave target pdf's, for which an efficient algorithm exists, there are no general methods to analytically determine this bound, which has to be derived from scratch for each specific case. In this paper, we introduce new schemes for (a) obtaining upper bounds for likelihood functions and (b) adaptively computing proposal densities that approximate the target pdf closely. The former class of methods provides the tools to easily sample from a posteriori probability distributions (that appear very often in signal processing problems) by drawing candidates from the prior distribution. However, they are even more useful when they are exploited to derive the generalized adaptive RS (GARS) algorithm introduced in the second part of the paper. The proposed GARS method yields a sequence of proposal densities that converge towards the target pdf and enable a very efficient sampling of a broad class of probability distributions, possibly with multiple modes and non-standard forms.
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Title: Decomposition and Model Selection for Large Contingency Tables
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Abstract: Large contingency tables summarizing categorical variables arise in many areas. For example in biology when a large number of biomarkers are cross-tabulated according to their discrete expression level. Interactions of the variables are generally studied with log-linear models and the structure of a log-linear model can be visually represented by a graph from which the conditional independence structure can then be read off. However, since the number of parameters in a saturated model grows exponentially in the number of variables, this generally comes with a heavy burden as far as computational power is concerned. If we restrict ourselves to models of lower order interactions or other sparse structures we face similar problems as the number of cells remains unchanged. We therefore present a divide-and-conquer approach, where we first divide the problem into several lower-dimensional problems and then combine these to form a global solution. Our methodology is computationally feasible for log-linear interaction modeling with many categorical variables each or some of them having many categories. We demonstrate the proposed method on simulated data and apply it to a bio-medical problem in cancer research.
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Title: Online prediction of ovarian cancer
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Abstract: In this paper we apply computer learning methods to diagnosing ovarian cancer using the level of the standard biomarker CA125 in conjunction with information provided by mass-spectrometry. We are working with a new data set collected over a period of 7 years. Using the level of CA125 and mass-spectrometry peaks, our algorithm gives probability predictions for the disease. To estimate classification accuracy we convert probability predictions into strict predictions. Our algorithm makes fewer errors than almost any linear combination of the CA125 level and one peak's intensity (taken on the log scale). To check the power of our algorithm we use it to test the hypothesis that CA125 and the peaks do not contain useful information for the prediction of the disease at a particular time before the diagnosis. Our algorithm produces $p$-values that are better than those produced by the algorithm that has been previously applied to this data set. Our conclusion is that the proposed algorithm is more reliable for prediction on new data.
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Title: On the closed-form solution of the rotation matrix arising in computer vision problems
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Abstract: We show the closed-form solution to the maximization of trace(A'R), where A is given and R is unknown rotation matrix. This problem occurs in many computer vision tasks involving optimal rotation matrix estimation. The solution has been continuously reinvented in different fields as part of specific problems. We summarize the historical evolution of the problem and present the general proof of the solution. We contribute to the proof by considering the degenerate cases of A and discuss the uniqueness of R.
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Title: Fuzzy inference based mentality estimation for eye robot agent
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Abstract: Household robots need to communicate with human beings in a friendly fashion. To achieve better understanding of displayed information, an importance and a certainty of the information should be communicated together with the main information. The proposed intent expression system aims to convey this additional information using an eye robot. The eye motions are represented as states in a pleasure-arousal space model. Change of the model state is calculated by fuzzy inference according to the importance and certainty of the displayed information. This change influences the arousal-sleep coordinate in the space which corresponds to activeness in communication. The eye robot provides a basic interface for the mascot robot system which is an easy to understand information terminal for home environments in a humatronics society.
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Title: Intent expression using eye robot for mascot robot system
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Abstract: An intent expression system using eye robots is proposed for a mascot robot system from a viewpoint of humatronics. The eye robot aims at providing a basic interface method for an information terminal robot system. To achieve better understanding of the displayed information, the importance and the degree of certainty of the information should be communicated along with the main content. The proposed intent expression system aims at conveying this additional information using the eye robot system. Eye motions are represented as the states in a pleasure-arousal space model. Changes in the model state are calculated by fuzzy inference according to the importance and degree of certainty of the displayed information. These changes influence the arousal-sleep coordinates in the space that corresponds to levels of liveliness during communication. The eye robot provides a basic interface for the mascot robot system that is easy to be understood as an information terminal for home environments in a humatronics society.
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Title: CP-logic: A Language of Causal Probabilistic Events and Its Relation to Logic Programming
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Abstract: This papers develops a logical language for representing probabilistic causal laws. Our interest in such a language is twofold. First, it can be motivated as a fundamental study of the representation of causal knowledge. Causality has an inherent dynamic aspect, which has been studied at the semantical level by Shafer in his framework of probability trees. In such a dynamic context, where the evolution of a domain over time is considered, the idea of a causal law as something which guides this evolution is quite natural. In our formalization, a set of probabilistic causal laws can be used to represent a class of probability trees in a concise, flexible and modular way. In this way, our work extends Shafer's by offering a convenient logical representation for his semantical objects. Second, this language also has relevance for the area of probabilistic logic programming. In particular, we prove that the formal semantics of a theory in our language can be equivalently defined as a probability distribution over the well-founded models of certain logic programs, rendering it formally quite similar to existing languages such as ICL or PRISM. Because we can motivate and explain our language in a completely self-contained way as a representation of probabilistic causal laws, this provides a new way of explaining the intuitions behind such probabilistic logic programs: we can say precisely which knowledge such a program expresses, in terms that are equally understandable by a non-logician. Moreover, we also obtain an additional piece of knowledge representation methodology for probabilistic logic programs, by showing how they can express probabilistic causal laws.
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Title: Recovering the state sequence of hidden Markov models using mean-field approximations
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Abstract: Inferring the sequence of states from observations is one of the most fundamental problems in Hidden Markov Models. In statistical physics language, this problem is equivalent to computing the marginals of a one-dimensional model with a random external field. While this task can be accomplished through transfer matrix methods, it becomes quickly intractable when the underlying state space is large. This paper develops several low-complexity approximate algorithms to address this inference problem when the state space becomes large. The new algorithms are based on various mean-field approximations of the transfer matrix. Their performances are studied in detail on a simple realistic model for DNA pyrosequencing.
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Title: On Fodor on Darwin on Evolution
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Abstract: Jerry Fodor argues that Darwin was wrong about "natural selection" because (1) it is only a tautology rather than a scientific law that can support counterfactuals ("If X had happened, Y would have happened") and because (2) only minds can select. Hence Darwin's analogy with "artificial selection" by animal breeders was misleading and evolutionary explanation is nothing but post-hoc historical narrative. I argue that Darwin was right on all counts.
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Title: Average Entropy Functions
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Abstract: The closure of the set of entropy functions associated with n discrete variables, Gammar*n, is a convex cone in (2n-1)- dimensional space, but its full characterization remains an open problem. In this paper, we map Gammar*n to an n-dimensional region Phi*n by averaging the joint entropies with the same number of variables, and show that the simpler Phi*n can be characterized solely by the Shannon-type information inequalities
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Title: KiWi: A Scalable Subspace Clustering Algorithm for Gene Expression Analysis
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Abstract: Subspace clustering has gained increasing popularity in the analysis of gene expression data. Among subspace cluster models, the recently introduced order-preserving sub-matrix (OPSM) has demonstrated high promise. An OPSM, essentially a pattern-based subspace cluster, is a subset of rows and columns in a data matrix for which all the rows induce the same linear ordering of columns. Existing OPSM discovery methods do not scale well to increasingly large expression datasets. In particular, twig clusters having few genes and many experiments incur explosive computational costs and are completely pruned off by existing methods. However, it is of particular interest to determine small groups of genes that are tightly coregulated across many conditions. In this paper, we present KiWi, an OPSM subspace clustering algorithm that is scalable to massive datasets, capable of discovering twig clusters and identifying negative as well as positive correlations. We extensively validate KiWi using relevant biological datasets and show that KiWi correctly assigns redundant probes to the same cluster, groups experiments with common clinical annotations, differentiates real promoter sequences from negative control sequences, and shows good association with cis-regulatory motif predictions.
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Title: Average and Quantile Effects in Nonseparable Panel Models
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Abstract: Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is randomly assigned" or "time is an instrument." Partial identification results for average and quantile effects are given for discrete regressors, under static or dynamic conditions, in fully nonparametric and in semiparametric models, with time effects. It is shown that the usual, linear, fixed-effects estimator is not a consistent estimator of the identified average effect, and a consistent estimator is given. A simple estimator of identified quantile treatment effects is given, providing a solution to the important problem of estimating quantile treatment effects from panel data. Bounds for overall effects in static and dynamic models are given. The dynamic bounds provide a partial identification solution to the important problem of estimating the effect of state dependence in the presence of unobserved heterogeneity. The impact of $T$, the number of time periods, is shown by deriving shrinkage rates for the identified set as $T$ grows. We also consider semiparametric, discrete-choice models and find that semiparametric panel bounds can be much tighter than nonparametric bounds. Computationally-convenient methods for semiparametric models are presented. We propose a novel inference method that applies in panel data and other settings and show that it produces uniformly valid confidence regions in large samples. We give empirical illustrations.
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Title: Boosting through Optimization of Margin Distributions
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