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296
Graphical models, exponential families, and variational inference
, 2008
"... The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building largescale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fiel ..."
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Cited by 819 (28 self)
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The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building largescale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fields, including bioinformatics, communication theory, statistical physics, combinatorial optimization, signal and image processing, information retrieval and statistical machine learning. Many problems that arise in specific instances — including the key problems of computing marginals and modes of probability distributions — are best studied in the general setting. Working with exponential family representations, and exploiting the conjugate duality between the cumulant function and the entropy for exponential families, we develop general variational representations of the problems of computing likelihoods, marginal probabilities and most probable configurations. We describe how a wide varietyof algorithms — among them sumproduct, cluster variational methods, expectationpropagation, mean field methods, maxproduct and linear programming relaxation, as well as conic programming relaxations — can all be understood in terms of exact or approximate forms of these variational representations. The variational approach provides a complementary alternative to Markov chain Monte Carlo as a general source of approximation methods for inference in largescale statistical models.
Dynamic Bayesian Networks: Representation, Inference and Learning
, 2002
"... Modelling sequential data is important in many areas of science and engineering. Hidden Markov models (HMMs) and Kalman filter models (KFMs) are popular for this because they are simple and flexible. For example, HMMs have been used for speech recognition and biosequence analysis, and KFMs have bee ..."
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Cited by 770 (3 self)
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Modelling sequential data is important in many areas of science and engineering. Hidden Markov models (HMMs) and Kalman filter models (KFMs) are popular for this because they are simple and flexible. For example, HMMs have been used for speech recognition and biosequence analysis, and KFMs have been used for problems ranging from tracking planes and missiles to predicting the economy. However, HMMs
and KFMs are limited in their “expressive power”. Dynamic Bayesian Networks (DBNs) generalize HMMs by allowing the state space to be represented in factored form, instead of as a single discrete random variable. DBNs generalize KFMs by allowing arbitrary probability distributions, not just (unimodal) linearGaussian. In this thesis, I will discuss how to represent many different kinds of models as DBNs, how to perform exact and approximate inference in DBNs, and how to learn DBN models from sequential data.
In particular, the main novel technical contributions of this thesis are as follows: a way of representing
Hierarchical HMMs as DBNs, which enables inference to be done in O(T) time instead of O(T 3), where T is the length of the sequence; an exact smoothing algorithm that takes O(log T) space instead of O(T); a simple way of using the junction tree algorithm for online inference in DBNs; new complexity bounds on exact online inference in DBNs; a new deterministic approximate inference algorithm called factored frontier; an analysis of the relationship between the BK algorithm and loopy belief propagation; a way of
applying RaoBlackwellised particle filtering to DBNs in general, and the SLAM (simultaneous localization
and mapping) problem in particular; a way of extending the structural EM algorithm to DBNs; and a variety of different applications of DBNs. However, perhaps the main value of the thesis is its catholic presentation of the field of sequential data modelling.
SemiSupervised Learning Using Gaussian Fields and Harmonic Functions
 IN ICML
, 2003
"... An approach to semisupervised learning is proposed that is based on a Gaussian random field model. Labeled and unlabeled data are represented as vertices in a weighted graph, with edge weights encoding the similarity between instances. The learning ..."
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Cited by 752 (14 self)
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An approach to semisupervised learning is proposed that is based on a Gaussian random field model. Labeled and unlabeled data are represented as vertices in a weighted graph, with edge weights encoding the similarity between instances. The learning
A comparative study of energy minimization methods for Markov random fields
 IN ECCV
, 2006
"... One of the most exciting advances in early vision has been the development of efficient energy minimization algorithms. Many early vision tasks require labeling each pixel with some quantity such as depth or texture. While many such problems can be elegantly expressed in the language of Markov Ran ..."
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Cited by 415 (36 self)
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One of the most exciting advances in early vision has been the development of efficient energy minimization algorithms. Many early vision tasks require labeling each pixel with some quantity such as depth or texture. While many such problems can be elegantly expressed in the language of Markov Random Fields (MRF’s), the resulting energy minimization problems were widely viewed as intractable. Recently, algorithms such as graph cuts and loopy belief propagation (LBP) have proven to be very powerful: for example, such methods form the basis for almost all the topperforming stereo methods. Unfortunately, most papers define their own energy function, which is minimized with a specific algorithm of their choice. As a result, the tradeoffs among different energy minimization algorithms are not well understood. In this paper we describe a set of energy minimization benchmarks, which we use to compare the solution quality and running time of several common energy minimization algorithms. We investigate three promising recent methods—graph cuts, LBP, and treereweighted message passing—as well as the wellknown older iterated conditional modes (ICM) algorithm. Our benchmark problems are drawn from published energy functions used for stereo, image stitching and interactive segmentation. We also provide a generalpurpose software interface that allows vision researchers to easily switch between optimization methods with minimal overhead. We expect that the availability of our benchmarks and interface will make it significantly easier for vision researchers to adopt the best method for their specific problems. Benchmarks, code, results and images are available at
Nonparametric Belief Propagation
 IN CVPR
, 2002
"... In applications of graphical models arising in fields such as computer vision, the hidden variables of interest are most naturally specified by continuous, nonGaussian distributions. However, due to the limitations of existing inf#6F6F3 algorithms, it is of#]k necessary tof#3# coarse, ..."
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Cited by 279 (25 self)
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In applications of graphical models arising in fields such as computer vision, the hidden variables of interest are most naturally specified by continuous, nonGaussian distributions. However, due to the limitations of existing inf#6F6F3 algorithms, it is of#]k necessary tof#3# coarse, discrete approximations to such models. In this paper, we develop a nonparametric belief propagation (NBP) algorithm, which uses stochastic methods to propagate kernelbased approximations to the true continuous messages. Each NBP message update is based on an efficient sampling procedure which can accomodate an extremely broad class of potentialf#l3]k[[z3 allowing easy adaptation to new application areas. We validate our method using comparisons to continuous BP for Gaussian networks, and an application to the stereo vision problem.
Analysis of sumproduct decoding of lowdensity paritycheck codes using a Gaussian approximation
 IEEE TRANS. INFORM. THEORY
, 2001
"... Density evolution is an algorithm for computing the capacity of lowdensity paritycheck (LDPC) codes under messagepassing decoding. For memoryless binaryinput continuousoutput additive white Gaussian noise (AWGN) channels and sumproduct decoders, we use a Gaussian approximation for message densi ..."
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Cited by 244 (2 self)
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Density evolution is an algorithm for computing the capacity of lowdensity paritycheck (LDPC) codes under messagepassing decoding. For memoryless binaryinput continuousoutput additive white Gaussian noise (AWGN) channels and sumproduct decoders, we use a Gaussian approximation for message densities under density evolution to simplify the analysis of the decoding algorithm. We convert the infinitedimensional problem of iteratively calculating message densities, which is needed to find the exact threshold, to a onedimensional problem of updating means of Gaussian densities. This simplification not only allows us to calculate the threshold quickly and to understand the behavior of the decoder better, but also makes it easier to design good irregular LDPC codes for AWGN channels. For various regular LDPC codes we have examined, thresholds can be estimated within 0.1 dB of the exact value. For rates between 0.5 and 0.9, codes designed using the Gaussian approximation perform within 0.02 dB of the best performing codes found so far by using density evolution when the maximum variable degree is IH. We show that by using the Gaussian approximation, we can visualize the sumproduct decoding algorithm. We also show that the optimization of degree distributions can be understood and done graphically using the visualization.
On the Optimality of Solutions of the MaxProduct Belief Propagation Algorithm in Arbitrary Graphs
, 2001
"... Graphical models, suchasBayesian networks and Markov random fields, represent statistical dependencies of variables by a graph. The maxproduct "belief propagation" algorithm is a localmessage passing algorithm on this graph that is known to converge to a unique fixed point when the gra ..."
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Cited by 241 (13 self)
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Graphical models, suchasBayesian networks and Markov random fields, represent statistical dependencies of variables by a graph. The maxproduct "belief propagation" algorithm is a localmessage passing algorithm on this graph that is known to converge to a unique fixed point when the graph is a tree. Furthermore, when the graph is a tree, the assignment based on the fixedpoint yields the most probable a posteriori (MAP) values of the unobserved variables given the observed ones. Recently, good
Multiresolution markov models for signal and image processing
 Proceedings of the IEEE
, 2002
"... This paper reviews a significant component of the rich field of statistical multiresolution (MR) modeling and processing. These MR methods have found application and permeated the literature of a widely scattered set of disciplines, and one of our principal objectives is to present a single, coheren ..."
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Cited by 153 (17 self)
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This paper reviews a significant component of the rich field of statistical multiresolution (MR) modeling and processing. These MR methods have found application and permeated the literature of a widely scattered set of disciplines, and one of our principal objectives is to present a single, coherent picture of this framework. A second goal is to describe how this topic fits into the even larger field of MR methods and concepts–in particular making ties to topics such as wavelets and multigrid methods. A third is to provide several alternate viewpoints for this body of work, as the methods and concepts we describe intersect with a number of other fields. The principle focus of our presentation is the class of MR Markov processes defined on pyramidally organized trees. The attractiveness of these models stems from both the very efficient algorithms they admit and their expressive power and broad applicability. We show how a variety of methods and models relate to this framework including models for selfsimilar and 1/f processes. We also illustrate how these methods have been used in practice. We discuss the construction of MR models on trees and show how questions that arise in this context make contact with wavelets, state space modeling of time series, system and parameter identification, and hidden