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1,040
Learning lowlevel vision
 International Journal of Computer Vision
, 2000
"... We show a learningbased method for lowlevel vision problems. We setup a Markov network of patches of the image and the underlying scene. A factorization approximation allows us to easily learn the parameters of the Markov network from synthetic examples of image/scene pairs, and to e ciently prop ..."
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Cited by 466 (25 self)
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We show a learningbased method for lowlevel vision problems. We setup a Markov network of patches of the image and the underlying scene. A factorization approximation allows us to easily learn the parameters of the Markov network from synthetic examples of image/scene pairs, and to e ciently propagate image information. Monte Carlo simulations justify this approximation. We apply this to the \superresolution " problem (estimating high frequency details from a lowresolution image), showing good results. For the motion estimation problem, we show resolution of the aperture problem and llingin arising from application of the same probabilistic machinery.
InformationBased Objective Functions for Active Data Selection
 Neural Computation
"... Learning can be made more efficient if we can actively select particularly salient data points. Within a Bayesian learning framework, objective functions are discussed which measure the expected informativeness of candidate measurements. Three alternative specifications of what we want to gain infor ..."
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Cited by 323 (5 self)
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Learning can be made more efficient if we can actively select particularly salient data points. Within a Bayesian learning framework, objective functions are discussed which measure the expected informativeness of candidate measurements. Three alternative specifications of what we want to gain information about lead to three different criteria for data selection. All these criteria depend on the assumption that the hypothesis space is correct, which may prove to be their main weakness. 1 Introduction Theories for data modelling often assume that the data is provided by a source that we do not control. However, there are two scenarios in which we are able to actively select training data. In the first, data measurements are relatively expensive or slow, and we want to know where to look next so as to learn as much as possible. According to Jaynes (1986), Bayesian reasoning was first applied to this problem two centuries ago by Laplace, who in consequence made more important discoveries...
Marginal likelihood from the Gibbs output
 J. Am. Stat. Assoc
, 1995
"... Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at ..."
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Cited by 321 (19 self)
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Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at
A Bayesian Framework for the Analysis of Microarray Expression Data: Regularized tTest and Statistical Inferences of Gene Changes
 Bioinformatics
, 2001
"... Motivation: DNA microarrays are now capable of providing genomewide patterns of gene expression across many different conditions. The first level of analysis of these patterns requires determining whether observed differences in expression are significant or not. Current methods are unsatisfactory ..."
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Cited by 293 (2 self)
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Motivation: DNA microarrays are now capable of providing genomewide patterns of gene expression across many different conditions. The first level of analysis of these patterns requires determining whether observed differences in expression are significant or not. Current methods are unsatisfactory due to the lack of a systematic framework that can accommodate noise, variability, and low replication often typical of microarray data. Results: We develop a Bayesian probabilistic framework for microarray data analysis. At the simplest level, we model logexpression values by independent normal distributions, parameterized by corresponding means and variances with hierarchical prior distributions. We derive point estimates for both parameters and hyperparameters, and regularized expressions for the variance of each gene by combining the empirical variance with a local background variance associated with neighboring genes. An additional hyperparameter, inversely related to the number of empirical observations, determines the strength of the background variance. Simulations show that these point estimates, combined with a ttest, provide a systematic inference approach that compares favorably with simple ttest or fold methods, and partly compensate for the lack of replication. Availability: The approach is implemented in a software called CyberT accessible through a Web interface at www.genomics.uci.edu/software.html. The code is available as Open Source and is written in the freely available statistical language R. and Department of Biological Chemistry, College of Medicine, University of California, Irvine. To whom all correspondence should be addressed. Contact: pfbaldi@ics.uci.edu, tdlong@uci.edu. 1
Predictive regressions
 Journal of Financial Economics
, 1999
"... When a rate of return is regressed on a lagged stochastic regressor, such as a dividend yield, the regression disturbance is correlated with the regressor's innovation. The OLS estimator's "nitesample properties, derived here, can depart substantially from the standard regression setting. Bayesian ..."
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Cited by 247 (9 self)
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When a rate of return is regressed on a lagged stochastic regressor, such as a dividend yield, the regression disturbance is correlated with the regressor's innovation. The OLS estimator's "nitesample properties, derived here, can depart substantially from the standard regression setting. Bayesian posterior distributions for the regression parameters are obtained under speci"cations that di!er with respect to (i) prior beliefs about the autocorrelation of the regressor and (ii) whether the initial observation of the regressor is speci"ed as "xed or stochastic. The posteriors di!er across such speci"cations, and asset allocations in the presence of estimation risk exhibit sensitivity to those
Operations for Learning with Graphical Models
 Journal of Artificial Intelligence Research
, 1994
"... This paper is a multidisciplinary review of empirical, statistical learning from a graphical model perspective. Wellknown examples of graphical models include Bayesian networks, directed graphs representing a Markov chain, and undirected networks representing a Markov field. These graphical models ..."
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Cited by 246 (12 self)
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This paper is a multidisciplinary review of empirical, statistical learning from a graphical model perspective. Wellknown examples of graphical models include Bayesian networks, directed graphs representing a Markov chain, and undirected networks representing a Markov field. These graphical models are extended to model data analysis and empirical learning using the notation of plates. Graphical operations for simplifying and manipulating a problem are provided including decomposition, differentiation, and the manipulation of probability models from the exponential family. Two standard algorithm schemas for learning are reviewed in a graphical framework: Gibbs sampling and the expectation maximization algorithm. Using these operations and schemas, some popular algorithms can be synthesized from their graphical specification. This includes versions of linear regression, techniques for feedforward networks, and learning Gaussian and discrete Bayesian networks from data. The paper conclu...
The Relevance Vector Machine
, 2000
"... The support vector machine (SVM) is a stateoftheart technique for regression and classification, combining excellent generalisation properties with a sparse kernel representation. However, it does suffer from a number of disadvantages, notably the absence of probabilistic outputs, the requirement ..."
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Cited by 214 (6 self)
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The support vector machine (SVM) is a stateoftheart technique for regression and classification, combining excellent generalisation properties with a sparse kernel representation. However, it does suffer from a number of disadvantages, notably the absence of probabilistic outputs, the requirement to estimate a tradeoff parameter and the need to utilise `Mercer' kernel functions. In this paper we introduce the Relevance Vector Machine (RVM), a Bayesian treatment of a generalised linear model of identical functional form to the SVM. The RVM suffers from none of the above disadvantages, and examples demonstrate that for comparable generalisation performance, the RVM requires dramatically fewer kernel functions.
The adaptive nature of human categorization
 Psychological Review
, 1991
"... A rational model of human categorization behavior is presented that assumes that categorization reflects the derivation of optimal estimates of the probability of unseen features of objects. A Bayesian analysis is performed of what optimal estimations would be if categories formed a disjoint partiti ..."
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Cited by 210 (2 self)
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A rational model of human categorization behavior is presented that assumes that categorization reflects the derivation of optimal estimates of the probability of unseen features of objects. A Bayesian analysis is performed of what optimal estimations would be if categories formed a disjoint partitioning of the object space and if features were independently displayed within a category. This Bayesian analysis is placed within an incremental categorization algorithm. The resulting rational model accounts for effects of central tendency of categories, effects of specific instances, learning of linearly nonseparable categories, effects of category labels, extraction of basic level categories, baserate effects, probability matching in categorization, and trialbytrial learning functions. Although the rational model considers just I level of categorization, it is shown how predictions can be enhanced by considering higher and lower levels. Considering prediction at the lower, individual level allows integration of this rational analysis of categorization with the earlier rational analysis of memory (Anderson & Milson, 1989). Anderson (1990) presented a rational analysis ot 6 human cognition. The term rational derives from similar "rationalman" analyses in economics. Rational analyses in other fields are sometimes called adaptationist analyses. Basically, they are efforts to explain the behavior in some domain on the assumption that the behavior is optimized with respect to some criteria of adaptive importance. This article begins with a general characterization ofhow one develops a rational theory of a particular cognitive phenomenon. Then I present the basic theory of categorization developed in Anderson (1990) and review the applications from that book. Since the writing of the book, the theory has been greatly extended and applied to many new phenomena. Most of this article describes these new developments and applications. A Rational Analysis Several theorists have promoted the idea that psychologists might understand human behavior by assuming it is adapted to the environment (e.g., Brunswik, 1956; Campbell, 1974; Gib
Using simulation methods for Bayesian econometric models: Inference, development and communication
 Econometric Review
, 1999
"... This paper surveys the fundamental principles of subjective Bayesian inference in econometrics and the implementation of those principles using posterior simulation methods. The emphasis is on the combination of models and the development of predictive distributions. Moving beyond conditioning on a ..."
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Cited by 199 (15 self)
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This paper surveys the fundamental principles of subjective Bayesian inference in econometrics and the implementation of those principles using posterior simulation methods. The emphasis is on the combination of models and the development of predictive distributions. Moving beyond conditioning on a fixed number of completely specified models, the paper introduces subjective Bayesian tools for formal comparison of these models with as yet incompletely specified models. The paper then shows how posterior simulators can facilitate communication between investigators (for example, econometricians) on the one hand and remote clients (for example, decision makers) on the other, enabling clients to vary the prior distributions and functions of interest employed by investigators. A theme of the paper is the practicality of subjective Bayesian methods. To this end, the paper describes publicly available software for Bayesian inference, model development, and communication and provides illustrations using two simple econometric models. *This paper was originally prepared for the Australasian meetings of the Econometric Society in Melbourne, Australia,
An InformationTheoretic Model for Steganography
, 1998
"... An informationtheoretic model for steganography with passive adversaries is proposed. The adversary's task of distinguishing between an innocentcover message C and a modified message S containing a secret part is interpreted as a hypothesis testing problem. The security of a steganographic system i ..."
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Cited by 194 (3 self)
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An informationtheoretic model for steganography with passive adversaries is proposed. The adversary's task of distinguishing between an innocentcover message C and a modified message S containing a secret part is interpreted as a hypothesis testing problem. The security of a steganographic system is quantified in terms of the relative entropy (or discrimination) between PC and PS . Several secure steganographic schemes are presented in this model; one of them is a universal information hiding scheme based on universal data compression techniques that requires no knowledge of the covertext statistics.