Results 1  10
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122
Sequential Monte Carlo Samplers
, 2002
"... In this paper, we propose a general algorithm to sample sequentially from a sequence of probability distributions known up to a normalizing constant and de ned on a common space. A sequence of increasingly large arti cial joint distributions is built; each of these distributions admits a marginal ..."
Abstract

Cited by 139 (24 self)
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In this paper, we propose a general algorithm to sample sequentially from a sequence of probability distributions known up to a normalizing constant and de ned on a common space. A sequence of increasingly large arti cial joint distributions is built; each of these distributions admits a marginal which is a distribution of interest. To sample from these distributions, we use sequential Monte Carlo methods. We show that these methods can be interpreted as interacting particle approximations of a nonlinear FeynmanKac ow in distribution space. One interpretation of the FeynmanKac ow corresponds to a nonlinear Markov kernel admitting a speci ed invariant distribution and is a natural nonlinear extension of the standard MetropolisHastings algorithm. Many theoretical results have already been established for such ows and their particle approximations. We demonstrate the use of these algorithms through simulation.
Probabilistic Methods for Finding People
 INTERNATIONAL JOURNAL OF COMPUTER VISION
, 2001
"... Finding people in pictures presents a particularly difficult object recognition problem. We show how to find people by finding candidate body segments, and then constructing assemblies of segments that are consistent with the constraints on the appearance of a person that result from kinematic prope ..."
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Cited by 102 (2 self)
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Finding people in pictures presents a particularly difficult object recognition problem. We show how to find people by finding candidate body segments, and then constructing assemblies of segments that are consistent with the constraints on the appearance of a person that result from kinematic properties. Since a reasonable model of a person requires at least nine segments, it is not possible to inspect every group, due to the huge combinatorial complexity. We propose two
Spiking Boltzmann machines
 In Advances in Neural Information Processing Systems
, 1998
"... A Boltzmann Machine is a network of symmetrically connected, neuronlike units that make stochastic decisions about whether to be on or off. Boltzmann machines have a simple learning algorithm that allows them to discover interesting features in datasets composed of binary vectors. The learning algor ..."
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Cited by 85 (14 self)
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A Boltzmann Machine is a network of symmetrically connected, neuronlike units that make stochastic decisions about whether to be on or off. Boltzmann machines have a simple learning algorithm that allows them to discover interesting features in datasets composed of binary vectors. The learning algorithm is very slow in networks with many layers of feature detectors, but it can be made much faster by learning one layer of feature detectors at a time. Boltzmann machines are used to solve two quite different computational problems. For a search problem, the weights on the connections are fixed and are used to represent the cost function of an optimization problem. The stochastic dynamics of a Boltzmann machine then allow it to sample binary state vectors that represent good solutions to the optimization problem. For a learning problem, the Boltzmann machine is shown a set of binary data vectors and it must find weights on the connections so that the data vectors are good solutions to the optimization problem defined by those weights. To solve a learning problem, Boltzmann machines make many small updates to their weights, and each update requires them to solve many different search problems. The stochastic dynamics of a Boltzmann machine When unit i is given the opportunity to update its binary state, it first computes its total input, zi, which is the sum of its own bias, bi, and the weights on connections coming from other active units: zi = bi + �
A tutorial on particle filtering and smoothing: fifteen years later
 OXFORD HANDBOOK OF NONLINEAR FILTERING
, 2011
"... Optimal estimation problems for nonlinear nonGaussian statespace models do not typically admit analytic solutions. Since their introduction in 1993, particle filtering methods have become a very popular class of algorithms to solve these estimation problems numerically in an online manner, i.e. r ..."
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Cited by 70 (9 self)
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Optimal estimation problems for nonlinear nonGaussian statespace models do not typically admit analytic solutions. Since their introduction in 1993, particle filtering methods have become a very popular class of algorithms to solve these estimation problems numerically in an online manner, i.e. recursively as observations become available, and are now routinely used in fields as diverse as computer vision, econometrics, robotics and navigation. The objective of this tutorial is to provide a complete, uptodate survey of this field as of 2008. Basic and advanced particle methods for filtering as well as smoothing are presented.
Estimating Recombination Rates from Population Genetic Data
, 2000
"... We introduce a new method for estimating recombination rates from population genetic data. The method uses a computationallyintensive statistical procedure (importance sampling) to calculate the likelihood under a coalescentbased model. Detailed comparisons of the new algorithm with two existing m ..."
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Cited by 56 (9 self)
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We introduce a new method for estimating recombination rates from population genetic data. The method uses a computationallyintensive statistical procedure (importance sampling) to calculate the likelihood under a coalescentbased model. Detailed comparisons of the new algorithm with two existing methods (one based on importance sampling and one based on MCMC) show it to be substantially more efficient. (The improvement over the existing importance sampling scheme is typically by four orders of magnitude.) The existing approaches not infrequently led to misleading results on the problems we investigated. We also performed a simulation study to look at the properties of the maximum likelihood estimator (mle) of the recombination rate, and its robustness to misspecification of the demographic model.
Evaluation methods for topic models
 In ICML
, 2009
"... A natural evaluation metric for statistical topic models is the probability of heldout documents given a trained model. While exact computation of this probability is intractable, several estimators for this probability have been used in the topic modeling literature, including the harmonic mean me ..."
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Cited by 41 (5 self)
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A natural evaluation metric for statistical topic models is the probability of heldout documents given a trained model. While exact computation of this probability is intractable, several estimators for this probability have been used in the topic modeling literature, including the harmonic mean method and empirical likelihood method. In this paper, we demonstrate experimentally that commonlyused methods are unlikely to accurately estimate the probability of heldout documents, and propose two alternative methods that are both accurate and efficient. 1.
Assessing approximate inference for binary Gaussian process classification
 Journal of Machine Learning Research
, 2005
"... Gaussian process priors can be used to define flexible, probabilistic classification models. Unfortunately exact Bayesian inference is analytically intractable and various approximation techniques have been proposed. In this work we review and compare Laplace’s method and Expectation Propagation for ..."
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Cited by 40 (3 self)
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Gaussian process priors can be used to define flexible, probabilistic classification models. Unfortunately exact Bayesian inference is analytically intractable and various approximation techniques have been proposed. In this work we review and compare Laplace’s method and Expectation Propagation for approximate Bayesian inference in the binary Gaussian process classification model. We present a comprehensive comparison of the approximations, their predictive performance and marginal likelihood estimates to results obtained by MCMC sampling. We explain theoretically and corroborate empirically the advantages of Expectation Propagation compared to Laplace’s method. Keywords: Gaussian process priors, probabilistic classification, Laplace’s approximation, expectation propagation, marginal likelihood, evidence, MCMC
On the Quantitative Analysis of Deep Belief Networks
"... Deep Belief Networks (DBN’s) are generative models that contain many layers of hidden variables. Efficient greedy algorithms for learning and approximate inference have allowed these models to be applied successfully in many application domains. The main building block of a DBN is a bipartite undire ..."
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Cited by 34 (11 self)
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Deep Belief Networks (DBN’s) are generative models that contain many layers of hidden variables. Efficient greedy algorithms for learning and approximate inference have allowed these models to be applied successfully in many application domains. The main building block of a DBN is a bipartite undirected graphical model called a restricted Boltzmann machine (RBM). Due to the presence of the partition function, model selection, complexity control, and exact maximum likelihood learning in RBM’s are intractable. We show that Annealed Importance Sampling (AIS) can be used to efficiently estimate the partition function of an RBM, and we present a novel AIS scheme for comparing RBM’s with different architectures. We further show how an AIS estimator, along with approximate inference, can be used to estimate a lower bound on the logprobability that a DBN model with multiple hidden layers assigns to the test data. This is, to our knowledge, the first step towards obtaining quantitative results that would allow us to directly assess the performance of Deep Belief Networks as generative models of data. 1.
Bayesian Monte Carlo
"... We investigate Bayesian alternatives to classical Monte Carlo methods for evaluating integrals. Bayesian Monte Carlo (BMC) allows the incorporation of prior knowledge, such as smoothness of the integrand, into the estimation. In a simple problem we show that this outperforms any classical import ..."
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Cited by 31 (4 self)
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We investigate Bayesian alternatives to classical Monte Carlo methods for evaluating integrals. Bayesian Monte Carlo (BMC) allows the incorporation of prior knowledge, such as smoothness of the integrand, into the estimation. In a simple problem we show that this outperforms any classical importance sampling method. We also attempt more challenging multidimensional integrals involved in computing marginal likelihoods of statistical models (a.k.a. partition functions and model evidences) . We find that Bayesian Monte Carlo outperformed Annealed Importance Sampling, although for very high dimensional problems or problems with massive multimodality BMC may be less adequate. One advantage of the Bayesian approach to Monte Carlo is that samples can be drawn from any distribution. This allows for the possibility of active design of sample points so as to maximise information gain.
Improvement Strategies for Monte Carlo Particle Filters
 SEQUENTIAL MONTE CARLO METHODS IN PRACTICE
, 2000
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