this paper I discuss a Bayesian approach to solving this problem that has long been available in principle but is only now becoming routinely feasible, by virtue of recent computational advances, and examine its implementation in examples that involve forecasting the price of oil and estimating the chance of catastrophic failure of the U.S. Space Shuttle.

This paper reviews hierarchical observation models, used in functional neuroimaging, in a Bayesian light. It emphasizes the common ground shared by classical and Bayesian methods to show that conventional analyses of neuroimaging data can be usefully extended within an empirical Bayesian framework. In particular we formulate the procedures used in conventional data analysis in terms of hierarchical linear models and establish a connection between classical inference and parametric empirical Bayes (PEB) through covariance component estimation. This estimation is based on an expectation maximization or EM algorithm. The key point is that hierarchical models not only provide for appropriate inference at the highest level but that one can revisit lower levels suitably

This article concerns the nature of evoked brain responses and the principles underlying their generation. We start with the premise that the sensory brain has evolved to represent or infer the causes of changes in its sensory inputs. The problem of inference is well formulated in statistical terms. The statistical fundaments of inference may therefore afford important constraints on neuronal implementation. By formulating the original ideas of Helmholtz on perception, in terms of modern-day statistical theories, one arrives at a model of perceptual inference and learning that can explain a remarkable range of neurobiological facts. It turns out that the problems of inferring the causes of sensory input (perceptual inference) and learning the relationship between input and cause (perceptual learning) can be resolved using exactly the same principle. Specifically, both inference and learning rest on minimizing the brain’s free energy, as defined in statistical physics. Furthermore, inference and learning can proceed in a biologically plausible fashion. Cortical responses can be seen as the brain’s attempt to minimize the free energy induced by a stimulus and thereby encode the most likely cause of that stimulus. Similarly, learning emerges from changes in synaptic efficacy that minimize the free energy, averaged over all stimuli encountered. The underlying scheme rests on empirical Bayes and hierarchical models

Abstract not found

This technical note describes the construction of posterior probability maps that enable conditional or Bayesian inferences about regionally specific effects in neuroimaging. Posterior probability maps are images of the probability or confidence that an activation exceeds some specified threshold, given the data. Posterior probability maps (PPMs) represent a complementary alternative to statistical parametric maps (SPMs) that are used to make classical inferences. However, a key problem in Bayesian inference is the specification of appropriate priors. This problem can be finessed using empirical Bayes in which prior variances are estimated from the data, under some simple assumptions about their form. Empirical Bayes requires a hierarchical observation model, in which higher levels can be regarded as providing prior constraints on lower levels. In neuroimaging, observations of the same effect over voxels provide a natural, two-level hierarchy that enables an empirical Bayesian approach. In this note we present a brief motivation and the operational details of a simple empirical Bayesian method for computing posterior probability maps. We then compare Bayesian and classical inference through the equivalent PPMs and SPMs testing for the same effect in the same data.

This article is about how the brain data mines its sensory inputs. There are several architectural principles of functional brain anatomy that have emerged from careful anatomic and physiologic studies over the past century. These principles are considered in the light of representational learning to see if they could have been predicted a priori on the basis of purely theoretical considerations. We first review the organisation of hierarchical sensory cortices, paying special attention to the distinction between forward and backward connections. We then review various approaches to representational learning as special cases of generative models, starting with supervised learning and ending with learning based upon empirical Bayes. The latter predicts many features, such as a hierarchical cortical system, prevalent top-down backward influences and functional asymmetries between forward and backward connections that are seen in the real brain. The key points made in this article are: (i) hierarchical generative models enable the learning of empirical priors and eschew prior assumptions about the causes of sensory input that are inherent in non-hierarchical models. These assumptions are necessary for learning schemes based on information theory and efficient or sparse coding, but are not necessary in a hierarchical context. Critically, the anatomical infrastructure that may implement generative models in the brain is hierarchical. Furthermore, learning based on empirical Bayes can proceed in a biologically plausible way. (ii) The second point is that backward connections are essential if the processes generating inputs cannot be inverted, or the inversion cannot be parameterised. Because these processes involve many-to-one mappings, are non-linear and dynamic in nature, they are generally non-invertible. This enforces an explicit parameterisation of generative models (i.e. backward

In many statistical problems, stochastic signals can be represented as a sequence of noisy wavelet coefficients. In this paper, we develop general empirical Bayes methods for the estimation of true signal. Our estimators approximate certain oracle separable rules and achieve adaptation to ideal risks and exact minimax risks in broad collections of classes of signals. In particular, our estimators are uniformly adaptive to the minimum risk of separable estimators and the exact minimax risks simultaneously in Besov balls of all smoothness and shape indices, and they are uniformly superefficient in convergence rates in all compact sets in Besov spaces with a finite secondary shape parameter. Furthermore, in classes nested between Besov balls of the same smoothness index, our estimators dominate threshold and James–Stein estimators within an infinitesimal fraction of the minimax risks. More general block empirical Bayes estimators are developed. Both white noise with drift and nonparametric regression are considered.

Abstract not found

Many significant real-world classification tasks involve a large number of categories which are arranged in a hierarchical structure; for example, classifying documents into subject categories under the library of congress scheme, or classifying world-wide-web documents into topic hierarchies. We investigate the potential benefits of using a given hierarchy over base classes to learn accurate multi-category classifiers for these domains. First, we consider the possibility of exploiting a class hierarchy as prior knowledge that can help one learn a more accurate classifier. We explore the benefits of learning categorydiscriminants in a "hard" top-down fashion and compare this to a "soft" approach which shares training data among sibling categories. In doing so, we verify that hierarchies have the potential to improve prediction accuracy. But we argue that the reasons for this can be subtle. Sometimes, the improvement is only because using a hierarchy happens to constrain the expressiven...

It is well-known that, in unidentifiable models, the Bayes estimation provides much better generalization performance than the maximum likelihood (ML) estimation. However, its accurate approximation by Markov chain Monte Carlo methods requires huge computational costs. As an alternative, a tractable approximation method, called the variational Bayes (VB) approach, has recently been proposed and been attracting people’s attention. Its advantage over the expectation maximization (EM) algorithm, often used for realizing the ML estimation, has been experimentally shown in many applications, nevertheless, has not been theoretically shown yet. In this paper, through the analysis of the simplest unidentifiable models, we theoretically show some properties of the VB approach. We first prove that, in three-layer linear neural networks, the VB approach is asymptotically equivalent to a positive-part James-Stein type shrinkage estimation. Then, we theoretically clarify its free energy, generalization error, and training error. Comparing them with those of the ML estimation and of the Bayes estimation, we discuss the advantage of the VB approach. We also show that, unlike in the Bayes estimation, the free energy and the generalization error are less simply related with each other, and that, in typical cases, the VB free energy well approximates the Bayes one, while the VB generalization error significantly differs from the Bayes one. 1 1