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Title: Sequential anomaly detection in the presence of noise and limited feedback
Abstract: This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) \em filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations, and (2) \em hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset.
Title: Kullback-Leibler aggregation and misspecified generalized linear models
Abstract: In a regression setup with deterministic design, we study the pure aggregation problem and introduce a natural extension from the Gaussian distribution to distributions in the exponential family. While this extension bears strong connections with generalized linear models, it does not require identifiability of the parameter or even that the model on the systematic component is true. It is shown that this problem can be solved by constrained and/or penalized likelihood maximization and we derive sharp oracle inequalities that hold both in expectation and with high probability. Finally all the bounds are proved to be optimal in a minimax sense.
Title: Spatial Analysis of Opportunistic Downlink Relaying in a Two-Hop Cellular System
Abstract: We consider a two-hop cellular system in which the mobile nodes help the base station by relaying information to the dead spots. While two-hop cellular schemes have been analyzed previously, the distribution of the node locations has not been explicitly taken into account. In this paper, we model the node locations of the base stations and the mobile stations as a point process on the plane and then analyze the performance of two different two-hop schemes in the downlink. In one scheme the node nearest to the destination that has decoded information from the base station in the first hop is used as the relay. In the second scheme the node with the best channel to the relay that received information in the first hop acts as a relay. In both these schemes we obtain the success probability of the two hop scheme, accounting for the interference from all other cells. We use tools from stochastic geometry and point process theory to analyze the two hop schemes. Besides the results obtained a main contribution of the paper is to introduce a mathematical framework that can be used to analyze arbitrary relaying schemes. Some of the main contributions of this paper are the analytical techniques introduced for the inclusion of the spatial locations of the nodes into the mathematical analysis.
Title: A Dynamic Near-Optimal Algorithm for Online Linear Programming
Abstract: A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding objective coefficient. In such a model, a decision variable has to be set each time a column is revealed without observing the future inputs and the goal is to maximize the overall objective function. In this paper, we provide a near-optimal algorithm for this general class of online problems under the assumption of random order of arrival and some mild conditions on the size of the LP right-hand-side input. Specifically, our learning-based algorithm works by dynamically updating a threshold price vector at geometric time intervals, where the dual prices learned from the revealed columns in the previous period are used to determine the sequential decisions in the current period. Due to the feature of dynamic learning, the competitiveness of our algorithm improves over the past study of the same problem. We also present a worst-case example showing that the performance of our algorithm is near-optimal.
Title: On game psychology: an experiment on the chess board/screen, should you always "do your best", and why the programs with prescribed weaknesses cannot be our good friends?
Abstract: It is noted that some unusual moves against a strong chess program greatly weaken its ability to see the serious targets of the game, and its whole level of play... It is suggested to create programs with different weaknesses in order to analyze similar human behavior. Finally, a new version of chess, "Chess Corrida" is suggested.
Title: Apply Ant Colony Algorithm to Search All Extreme Points of Function
Abstract: To find all extreme points of multimodal functions is called extremum problem, which is a well known difficult issue in optimization fields. Applying ant colony optimization (ACO) to solve this problem is rarely reported. The method of applying ACO to solve extremum problem is explored in this paper. Experiment shows that the solution error of the method presented in this paper is less than 10^-8. keywords: Extremum Problem; Ant Colony Optimization (ACO)
Title: Automated languages phylogeny from Levenshtein distance
Abstract: Languages evolve over time in a process in which reproduction, mutation and extinction are all possible, similar to what happens to living organisms. Using this similarity it is possible, in principle, to build family trees which show the degree of relatedness between languages. The method used by modern glottochronology, developed by Swadesh in the 1950s, measures distances from the percentage of words with a common historical origin. The weak point of this method is that subjective judgment plays a relevant role. Recently we proposed an automated method that avoids the subjectivity, whose results can be replicated by studies that use the same database and that doesn't require a specific linguistic knowledge. Moreover, the method allows a quick comparison of a large number of languages. We applied our method to the Indo-European and Austronesian families, considering in both cases, fifty different languages. The resulting trees are similar to those of previous studies, but with some important differences in the position of few languages and subgroups. We believe that these differences carry new information on the structure of the tree and on the phylogenetic relationships within families.
Title: Automated words stability and languages phylogeny
Abstract: The idea of measuring distance between languages seems to have its roots in the work of the French explorer Dumont D'Urville (D'Urville 1832). He collected comparative words lists of various languages during his voyages aboard the Astrolabe from 1826 to1829 and, in his work about the geographical division of the Pacific, he proposed a method to measure the degree of relation among languages. The method used by modern glottochronology, developed by Morris Swadesh in the 1950s (Swadesh 1952), measures distances from the percentage of shared cognates, which are words with a common historical origin. Recently, we proposed a new automated method which uses normalized Levenshtein distance among words with the same meaning and averages on the words contained in a list. Another classical problem in glottochronology is the study of the stability of words corresponding to different meanings. Words, in fact, evolve because of lexical changes, borrowings and replacement at a rate which is not the same for all of them. The speed of lexical evolution is different for different meanings and it is probably related to the frequency of use of the associated words (Pagel et al. 2007). This problem is tackled here by an automated methodology only based on normalized Levenshtein distance.
Title: Understanding the Principles of Recursive Neural networks: A Generative Approach to Tackle Model Complexity
Abstract: Recursive Neural Networks are non-linear adaptive models that are able to learn deep structured information. However, these models have not yet been broadly accepted. This fact is mainly due to its inherent complexity. In particular, not only for being extremely complex information processing models, but also because of a computational expensive learning phase. The most popular training method for these models is back-propagation through the structure. This algorithm has been revealed not to be the most appropriate for structured processing due to problems of convergence, while more sophisticated training methods enhance the speed of convergence at the expense of increasing significantly the computational cost. In this paper, we firstly perform an analysis of the underlying principles behind these models aimed at understanding their computational power. Secondly, we propose an approximate second order stochastic learning algorithm. The proposed algorithm dynamically adapts the learning rate throughout the training phase of the network without incurring excessively expensive computational effort. The algorithm operates in both on-line and batch modes. Furthermore, the resulting learning scheme is robust against the vanishing gradients problem. The advantages of the proposed algorithm are demonstrated with a real-world application example.
Title: Keystroke Dynamics Authentication For Collaborative Systems
Abstract: We present in this paper a study on the ability and the benefits of using a keystroke dynamics authentication method for collaborative systems. Authentication is a challenging issue in order to guarantee the security of use of collaborative systems during the access control step. Many solutions exist in the state of the art such as the use of one time passwords or smart-cards. We focus in this paper on biometric based solutions that do not necessitate any additional sensor. Keystroke dynamics is an interesting solution as it uses only the keyboard and is invisible for users. Many methods have been published in this field. We make a comparative study of many of them considering the operational constraints of use for collaborative systems.
Title: Seeing Science
Abstract: The ability to represent scientific data and concepts visually is becoming increasingly important due to the unprecedented exponential growth of computational power during the present digital age. The data sets and simulations scientists in all fields can now create are literally thousands of times as large as those created just 20 years ago. Historically successful methods for data visualization can, and should, be applied to today's huge data sets, but new approaches, also enabled by technology, are needed as well. Increasingly, "modular craftsmanship" will be applied, as relevant functionality from the graphically and technically best tools for a job are combined as-needed, without low-level programming.
Title: Measuring the Meaning of Words in Contexts: An automated analysis of controversies about Monarch butterflies, Frankenfoods, and stem cells
Abstract: Co-words have been considered as carriers of meaning across different domains in studies of science, technology, and society. Words and co-words, however, obtain meaning in sentences, and sentences obtain meaning in their contexts of use. At the science/society interface, words can be expected to have different meanings: the codes of communication that provide meaning to words differ on the varying sides of the interface. Furthermore, meanings and interfaces may change over time. Given this structuring of meaning across interfaces and over time, we distinguish between metaphors and diaphors as reflexive mechanisms that facilitate the translation between contexts. Our empirical focus is on three recent scientific controversies: Monarch butterflies, Frankenfoods, and stem-cell therapies. This study explores new avenues that relate the study of co-word analysis in context with the sociological quest for the analysis and processing of meaning.
Title: A random-projection based procedure to test if a stationary process is Gaussian
Abstract: In this paper we address the statistical problem of testing if a stationary process is Gaussian. The observation consists in a finite sample path of the process. Using a random projection technique introduced and studied in Cuesta-Albertos et al. 2007 in the frame of goodness of fit test for functional data, we perform some decision rules. These rules really stand on the whole distribution of the process and not only on its marginal distribution at a fixed order. The main idea is to test the Gaussianity on the marginal distribution of some random linear combinations of the process. This leads to consistent decision rules. Some numerical simulations show the pertinence of our approach.
Title: A Geometric Approach to Sample Compression
Abstract: The Sample Compression Conjecture of Littlestone & Warmuth has remained unsolved for over two decades. This paper presents a systematic geometric investigation of the compression of finite maximum concept classes. Simple arrangements of hyperplanes in Hyperbolic space, and Piecewise-Linear hyperplane arrangements, are shown to represent maximum classes, generalizing the corresponding Euclidean result. A main result is that PL arrangements can be swept by a moving hyperplane to unlabeled d-compress any finite maximum class, forming a peeling scheme as conjectured by Kuzmin & Warmuth. A corollary is that some d-maximal classes cannot be embedded into any maximum class of VC dimension d+k, for any constant k. The construction of the PL sweeping involves Pachner moves on the one-inclusion graph, corresponding to moves of a hyperplane across the intersection of d other hyperplanes. This extends the well known Pachner moves for triangulations to cubical complexes.
Title: Manipulability of Single Transferable Vote
Abstract: For many voting rules, it is NP-hard to compute a successful manipulation. However, NP-hardness only bounds the worst-case complexity. Recent theoretical results suggest that manipulation may often be easy in practice. We study empirically the cost of manipulating the single transferable vote (STV) rule. This was one of the first rules shown to be NP-hard to manipulate. It also appears to be one of the harder rules to manipulate since it involves multiple rounds and since, unlike many other rules, it is NP-hard for a single agent to manipulate without weights on the votes or uncertainty about how the other agents have voted. In almost every election in our experiments, it was easy to compute how a single agent could manipulate the election or to prove that manipulation by a single agent was impossible. It remains an interesting open question if manipulation by a coalition of agents is hard to compute in practice.
Title: Comments on "Particle Markov Chain Monte Carlo" by C. Andrieu, A. Doucet and R. Hollenstein
Abstract: We merge in this note our two discussions about the Read Paper "Particle Markov chain Monte Carlo" (Andrieu, Doucet, and Holenstein, 2010) presented on October 16th 2009 at the Royal Statistical Society, appearing in the Journal of the Royal Statistical Society Series B. We also present a more detailed version of the ABC extension.
Title: Likelihood-based semi-supervised model selection with applications to speech processing
Abstract: In conventional supervised pattern recognition tasks, model selection is typically accomplished by minimizing the classification error rate on a set of so-called development data, subject to ground-truth labeling by human experts or some other means. In the context of speech processing systems and other large-scale practical applications, however, such labeled development data are typically costly and difficult to obtain. This article proposes an alternative semi-supervised framework for likelihood-based model selection that leverages unlabeled data by using trained classifiers representing each model to automatically generate putative labels. The errors that result from this automatic labeling are shown to be amenable to results from robust statistics, which in turn provide for minimax-optimal censored likelihood ratio tests that recover the nonparametric sign test as a limiting case. This approach is then validated experimentally using a state-of-the-art automatic speech recognition system to select between candidate word pronunciations using unlabeled speech data that only potentially contain instances of the words under test. Results provide supporting evidence for the utility of this approach, and suggest that it may also find use in other applications of machine learning.
Title: Super-Linear Convergence of Dual Augmented-Lagrangian Algorithm for Sparsity Regularized Estimation
Abstract: We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We theoretically show under some conditions that DAL converges super-linearly in a non-asymptotic and global sense. Due to a special modelling of sparse estimation problems in the context of machine learning, the assumptions we make are milder and more natural than those made in conventional analysis of augmented Lagrangian algorithms. In addition, the new interpretation enables us to generalize DAL to wide varieties of sparse estimation problems. We experimentally confirm our analysis in a large scale $\ell_1$-regularized logistic regression problem and extensively compare the efficiency of DAL algorithm to previously proposed algorithms on both synthetic and benchmark datasets.
Title: Towards Industrialized Conception and Production of Serious Games
Abstract: Serious Games (SGs) have experienced a tremendous outburst these last years. Video game companies have been producing fun, user-friendly SGs, but their educational value has yet to be proven. Meanwhile, cognition research scientist have been developing SGs in such a way as to guarantee an educational gain, but the fun and attractive characteristics featured often would not meet the public's expectations. The ideal SG must combine these two aspects while still being economically viable. In this article, we propose a production chain model to efficiently conceive and produce SGs that are certified for their educational gain and fun qualities. Each step of this chain will be described along with the human actors, the tools and the documents that intervene.
Title: Bio-inspired speed detection and discrimination
Abstract: In the field of computer vision, a crucial task is the detection of motion (also called optical flow extraction). This operation allows analysis such as 3D reconstruction, feature tracking, time-to-collision and novelty detection among others. Most of the optical flow extraction techniques work within a finite range of speeds. Usually, the range of detection is extended towards higher speeds by combining some multiscale information in a serial architecture. This serial multi-scale approach suffers from the problem of error propagation related to the number of scales used in the algorithm. On the other hand, biological experiments show that human motion perception seems to follow a parallel multiscale scheme. In this work we present a bio-inspired parallel architecture to perform detection of motion, providing a wide range of operation and avoiding error propagation associated with the serial architecture. To test our algorithm, we perform relative error comparisons between both classical and proposed techniques, showing that the parallel architecture is able to achieve motion detection with results similar to the serial approach.
Title: How slow is slow? SFA detects signals that are slower than the driving force
Abstract: Slow feature analysis (SFA) is a method for extracting slowly varying driving forces from quickly varying nonstationary time series. We show here that it is possible for SFA to detect a component which is even slower than the driving force itself (e.g. the envelope of a modulated sine wave). It is shown that it depends on circumstances like the embedding dimension, the time series predictability, or the base frequency, whether the driving force itself or a slower subcomponent is detected. We observe a phase transition from one regime to the other and it is the purpose of this work to quantify the influence of various parameters on this phase transition. We conclude that what is percieved as slow by SFA varies and that a more or less fast switching from one regime to the other occurs, perhaps showing some similarity to human perception.
Title: Designing fuzzy rule based classifier using self-organizing feature map for analysis of multispectral satellite images
Abstract: We propose a novel scheme for designing fuzzy rule based classifier. An SOFM based method is used for generating a set of prototypes which is used to generate a set of fuzzy rules. Each rule represents a region in the feature space that we call the context of the rule. The rules are tuned with respect to their context. We justified that the reasoning scheme may be different in different context leading to context sensitive inferencing. To realize context sensitive inferencing we used a softmin operator with a tunable parameter. The proposed scheme is tested on several multispectral satellite image data sets and the performance is found to be much better than the results reported in the literature.
Title: Land cover classification using fuzzy rules and aggregation of contextual information through evidence theory
Abstract: Land cover classification using multispectral satellite image is a very challenging task with numerous practical applications. We propose a multi-stage classifier that involves fuzzy rule extraction from the training data and then generation of a possibilistic label vector for each pixel using the fuzzy rule base. To exploit the spatial correlation of land cover types we propose four different information aggregation methods which use the possibilistic class label of a pixel and those of its eight spatial neighbors for making the final classification decision. Three of the aggregation methods use Dempster-Shafer theory of evidence while the remaining one is modeled after the fuzzy k-NN rule. The proposed methods are tested with two benchmark seven channel satellite images and the results are found to be quite satisfactory. They are also compared with a Markov random field (MRF) model-based contextual classification method and found to perform consistently better.
Title: Group-based Query Learning for rapid diagnosis in time-critical situations
Abstract: In query learning, the goal is to identify an unknown object while minimizing the number of "yes or no" questions (queries) posed about that object. We consider three extensions of this fundamental problem that are motivated by practical considerations in real-world, time-critical identification tasks such as emergency response. First, we consider the problem where the objects are partitioned into groups, and the goal is to identify only the group to which the object belongs. Second, we address the situation where the queries are partitioned into groups, and an algorithm may suggest a group of queries to a human user, who then selects the actual query. Third, we consider the problem of query learning in the presence of persistent query noise, and relate it to group identification. To address these problems we show that a standard algorithm for query learning, known as the splitting algorithm or generalized binary search, may be viewed as a generalization of Shannon-Fano coding. We then extend this result to the group-based settings, leading to new algorithms. The performance of our algorithms is demonstrated on simulated data and on a database used by first responders for toxic chemical identification.
Title: Improving the Convergence Properties of the Data Augmentation Algorithm with an Application to Bayesian Mixture Modeling
Abstract: The reversible Markov chains that drive the data augmentation (DA) and sandwich algorithms define self-adjoint operators whose spectra encode the convergence properties of the algorithms. When the target distribution has uncountable support, as is nearly always the case in practice, it is generally quite difficult to get a handle on these spectra. We show that, if the augmentation space is finite, then (under regularity conditions) the operators defined by the DA and sandwich chains are compact, and the spectra are finite subsets of $[0,1)$. Moreover, we prove that the spectrum of the sandwich operator dominates the spectrum of the DA operator in the sense that the ordered elements of the former are all less than or equal to the corresponding elements of the latter. As a concrete example, we study a widely used DA algorithm for the exploration of posterior densities associated with Bayesian mixture models [J. Roy. Statist. Soc. Ser. B 56 (1994) 363--375]. In particular, we compare this mixture DA algorithm with an alternative algorithm proposed by Fr\"uhwirth-Schnatter [J. Amer. Statist. Assoc. 96 (2001) 194--209] that is based on random label switching.
Title: CanICA: Model-based extraction of reproducible group-level ICA patterns from fMRI time series
Abstract: Spatial Independent Component Analysis (ICA) is an increasingly used data-driven method to analyze functional Magnetic Resonance Imaging (fMRI) data. To date, it has been used to extract meaningful patterns without prior information. However, ICA is not robust to mild data variation and remains a parameter-sensitive algorithm. The validity of the extracted patterns is hard to establish, as well as the significance of differences between patterns extracted from different groups of subjects. We start from a generative model of the fMRI group data to introduce a probabilistic ICA pattern-extraction algorithm, called CanICA (Canonical ICA). Thanks to an explicit noise model and canonical correlation analysis, our method is auto-calibrated and identifies the group-reproducible data subspace before performing ICA. We compare our method to state-of-the-art multi-subject fMRI ICA methods and show that the features extracted are more reproducible.
Title: Exchangeability and sets of desirable gambles
Abstract: Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We give a general discussion of such models and their rationality criteria. We study exchangeability assessments for them, and prove counterparts of de Finetti's finite and infinite representation theorems. We show that the finite representation in terms of count vectors has a very nice geometrical interpretation, and that the representation in terms of frequency vectors is tied up with multivariate Bernstein (basis) polynomials. We also lay bare the relationships between the representations of updated exchangeable models, and discuss conservative inference (natural extension) under exchangeability and the extension of exchangeable sequences.
Title: A test for second order stationarity of a time series based on the Discrete Fourier Transform (Technical Report)
Abstract: We consider a zero mean discrete time series, and define its discrete Fourier transform at the canonical frequencies. It is well known that the discrete Fourier transform is asymptotically uncorrelated at the canonical frequencies if and if only the time series is second order stationary. Exploiting this important property, we construct a Portmanteau type test statistic for testing stationarity of the time series. It is shown that under the null of stationarity, the test statistic is approximately a chi square distribution. To examine the power of the test statistic, the asymptotic distribution under the locally stationary alternative is established. It is shown to be a type of noncentral chi-square, where the noncentrality parameter measures the deviation from stationarity. The test is illustrated with simulations, where is it shown to have good power. Some real examples are also included to illustrate the test.
Title: Statistical exponential families: A digest with flash cards
Abstract: This document describes concisely the ubiquitous class of exponential family distributions met in statistics. The first part recalls definitions and summarizes main properties and duality with Bregman divergences (all proofs are skipped). The second part lists decompositions and related formula of common exponential family distributions. We recall the Fisher-Rao-Riemannian geometries and the dual affine connection information geometries of statistical manifolds. It is intended to maintain and update this document and catalog by adding new distribution items.
Title: Non-photorealistic image processing: an Impressionist rendering
Abstract: The paper describes an image processing for a non-photorealistic rendering. The algorithm is based on a random choice of a set of pixels from those ot the original image and substitution of them with colour spots. An iterative procedure is applied to cover, at a desired level, the canvas. The resulting effect mimics the impressionist painting and Pointillism.
Title: On $\ell_1$-regularized estimation for nonlinear models that have sparse underlying linear structures
Abstract: In a recent work (arXiv:0910.2517), for nonlinear models with sparse underlying linear structures, we studied the error bounds of $\ell_0$-regularized estimation. In this note, we show that $\ell_1$-regularized estimation in some important cases can achieve the same order of error bounds as those in the aforementioned work.
Title: A Semantic Similarity Measure for Expressive Description Logics
Abstract: A totally semantic measure is presented which is able to calculate a similarity value between concept descriptions and also between concept description and individual or between individuals expressed in an expressive description logic. It is applicable on symbolic descriptions although it uses a numeric approach for the calculus. Considering that Description Logics stand as the theoretic framework for the ontological knowledge representation and reasoning, the proposed measure can be effectively used for agglomerative and divisional clustering task applied to the semantic web domain.
Title: A Bayesian Rule for Adaptive Control based on Causal Interventions
Abstract: Explaining adaptive behavior is a central problem in artificial intelligence research. Here we formalize adaptive agents as mixture distributions over sequences of inputs and outputs (I/O). Each distribution of the mixture constitutes a `possible world', but the agent does not know which of the possible worlds it is actually facing. The problem is to adapt the I/O stream in a way that is compatible with the true world. A natural measure of adaptation can be obtained by the Kullback-Leibler (KL) divergence between the I/O distribution of the true world and the I/O distribution expected by the agent that is uncertain about possible worlds. In the case of pure input streams, the Bayesian mixture provides a well-known solution for this problem. We show, however, that in the case of I/O streams this solution breaks down, because outputs are issued by the agent itself and require a different probabilistic syntax as provided by intervention calculus. Based on this calculus, we obtain a Bayesian control rule that allows modeling adaptive behavior with mixture distributions over I/O streams. This rule might allow for a novel approach to adaptive control based on a minimum KL-principle.
Title: A conversion between utility and information