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An introduction to variational methods for graphical models
 TO APPEAR: M. I. JORDAN, (ED.), LEARNING IN GRAPHICAL MODELS
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Multiple Paired Forward and Inverse Models for Motor Control
, 1998
"... Humans demonstrate a remarkable ability to generate accurate and appropriate motor behavior under many different and often uncertain environmental conditions. In this paper, we propose a modular approach to such motor learning and control. We review the behavioral evidence and benefits of modularity ..."
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Cited by 394 (16 self)
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Humans demonstrate a remarkable ability to generate accurate and appropriate motor behavior under many different and often uncertain environmental conditions. In this paper, we propose a modular approach to such motor learning and control. We review the behavioral evidence and benefits of modularity, and propose a new architecture based on multiple pairs of inverse (controller) and forward (predictor) models. Within each pair, the inverse and forward models are tightly coupled both during their acquisition, through motor learning, and use, during which the forward models determine the contribution of each inverse model's output to the final motor command. This architecture can simultaneously learn the multiple inverse models necessary for control as well as how to select the inverse models appropriate for a given environment. Finally, we describe specific predictions of the model, which can be tested experimentally. # 1998 Elsevier Science Ltd. All rights reserved. Keywords: Motor con...
A Unifying Review of Linear Gaussian Models
, 1999
"... Factor analysis, principal component analysis, mixtures of gaussian clusters, vector quantization, Kalman filter models, and hidden Markov models can all be unified as variations of unsupervised learning under a single basic generative model. This is achieved by collecting together disparate observa ..."
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Cited by 351 (18 self)
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Factor analysis, principal component analysis, mixtures of gaussian clusters, vector quantization, Kalman filter models, and hidden Markov models can all be unified as variations of unsupervised learning under a single basic generative model. This is achieved by collecting together disparate observations and derivations made by many previous authors and introducing a new way of linking discrete and continuous state models using a simple nonlinearity. Through the use of other nonlinearities, we show how independent component analysis is also a variation of the same basic generative model. We show that factor analysis and mixtures of gaussians can be implemented in autoencoder neural networks and learned using squared error plus the same regularization term. We introduce a new model for static data, known as sensible principal component analysis, as well as a novel concept of spatially adaptive observation noise. We also review some of the literature involving global and local mixtures of the basic models and provide pseudocode for inference and learning for all the basic models.
Learning the structure of dynamic probabilistic networks
, 1998
"... Dynamic probabilistic networks are a compact representation of complex stochastic processes. In this paper we examine how to learn the structure of a DPN from data. We extend structure scoring rules for standard probabilistic networks to the dynamic case, and show how to search for structure when so ..."
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Cited by 283 (14 self)
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Dynamic probabilistic networks are a compact representation of complex stochastic processes. In this paper we examine how to learn the structure of a DPN from data. We extend structure scoring rules for standard probabilistic networks to the dynamic case, and show how to search for structure when some of the variables are hidden. Finally, we examine two applications where such a technology might be useful: predicting and classifying dynamic behaviors, and learning causal orderings in biological processes. We provide empirical results that demonstrate the applicability of our methods in both domains. 1
Learning Dynamic Bayesian Networks
 In Adaptive Processing of Sequences and Data Structures, Lecture Notes in Artificial Intelligence
, 1998
"... Suppose we wish to build a model of data from a finite sequence of ordered observations, {Y1, Y2,..., Yt}. In most realistic scenarios, from modeling stock prices to physiological data, the observations are not related deterministically. Furthermore, there is added uncertainty resulting from the li ..."
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Cited by 166 (0 self)
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Suppose we wish to build a model of data from a finite sequence of ordered observations, {Y1, Y2,..., Yt}. In most realistic scenarios, from modeling stock prices to physiological data, the observations are not related deterministically. Furthermore, there is added uncertainty resulting from the limited size of our data set and any mismatch between our model and the true process. Probability theory provides a powerful tool for expressing both randomness and uncertainty in our model [23]. We can express the uncertainty in our prediction of the future outcome Yt+l via a probability density P(Yt+llY1,..., Yt). Such a probability density can then be used to make point predictions, define error bars, or make decisions that are expected to minimize some loss function. This chapter presents a probabilistic framework for learning models of temporal data. We express these models using the Bayesian network formalism (a.k.a. probabilistic graphical models or belief networks)a marriage of probability theory and graph theory in which dependencies between variables are expressed graphically. The graph not only allows the user to understand which variables
Learning Switching Linear Models of Human Motion
, 2000
"... The human figure exhibits complex and rich dynamic behavior that is both nonlinear and timevarying. Effective models of human dynamics can be learned from motion capture data using switching linear dynamic system (SLDS) models. We present results for human motion synthesis, classification, and v ..."
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Cited by 136 (2 self)
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The human figure exhibits complex and rich dynamic behavior that is both nonlinear and timevarying. Effective models of human dynamics can be learned from motion capture data using switching linear dynamic system (SLDS) models. We present results for human motion synthesis, classification, and visual tracking using learned SLDS models. Since exact inference in SLDS is intractable, we present three approximate inference algorithms and compare their performance. In particular, a new variational inference algorithm is obtained by casting the SLDS model as a Dynamic Bayesian Network. Classification experiments show the superiority of SLDS over conventional HMM's for our problem domain. 1 Introduction The human figure exhibits complex and rich dynamic behavior. Dynamics are essential to the classification of human motion (e.g. gesture recognition) as well as to the synthesis of realistic figure motion for computer graphics. In visual tracking applications, dynamics can provide a p...
Markovian Models for Sequential Data
, 1996
"... Hidden Markov Models (HMMs) are statistical models of sequential data that have been used successfully in many machine learning applications, especially for speech recognition. Furthermore, in the last few years, many new and promising probabilistic models related to HMMs have been proposed. We firs ..."
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Cited by 119 (2 self)
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Hidden Markov Models (HMMs) are statistical models of sequential data that have been used successfully in many machine learning applications, especially for speech recognition. Furthermore, in the last few years, many new and promising probabilistic models related to HMMs have been proposed. We first summarize the basics of HMMs, and then review several recent related learning algorithms and extensions of HMMs, including in particular hybrids of HMMs with artificial neural networks, InputOutput HMMs (which are conditional HMMs using neural networks to compute probabilities), weighted transducers, variablelength Markov models and Markov switching statespace models. Finally, we discuss some of the challenges of future research in this very active area. 1 Introduction Hidden Markov Models (HMMs) are statistical models of sequential data that have been used successfully in many applications in artificial intelligence, pattern recognition, speech recognition, and modeling of biological ...
Switching Kalman Filters
, 1998
"... We show how many different variants of Switching Kalman Filter models can be represented in a unified way, leading to a single, generalpurpose inference algorithm. We then show how to find approximate Maximum Likelihood Estimates of the parameters using the EM algorithm, extending previous results ..."
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Cited by 67 (2 self)
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We show how many different variants of Switching Kalman Filter models can be represented in a unified way, leading to a single, generalpurpose inference algorithm. We then show how to find approximate Maximum Likelihood Estimates of the parameters using the EM algorithm, extending previous results on learning using EM in the nonswitching case [DRO93, GH96a] and in the switching, but fully observed, case [Ham90]. 1 Introduction Dynamical systems are often assumed to be linear and subject to Gaussian noise. This model, called the Linear Dynamical System (LDS) model, can be defined as x t = A t x t\Gamma1 + v t y t = C t x t +w t where x t is the hidden state variable at time t, y t is the observation at time t, and v t ¸ N(0; Q t ) and w t ¸ N(0; R t ) are independent Gaussian noise sources. Typically the parameters of the model \Theta = f(A t ; C t ; Q t ; R t )g are assumed to be timeinvariant, so that they can be estimated from data using e.g., EM [GH96a]. One of the main adva...
Modeling and Decoding Motor Cortical Activity Using a Switching Kalman Filter
, 2004
"... We present a Switching Kalman Filter Model for the realtime inference of hand kinematics from a population of motor cortical neurons. Firing rates are modeled as a Gaussian mixture where the mean of each Gaussian component is a linear function of hand kinematics. A "hidden state" models th ..."
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Cited by 65 (8 self)
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We present a Switching Kalman Filter Model for the realtime inference of hand kinematics from a population of motor cortical neurons. Firing rates are modeled as a Gaussian mixture where the mean of each Gaussian component is a linear function of hand kinematics. A "hidden state" models the probability of each mixture component and evolves over time in a Markov chain. The model generalizes previous encoding and decoding methods, addresses the nonGaussian nature of firing rates, and can cope with crudely sorted neural data common in online prosthetic applications.
Impact of Dynamic Model Learning on Classification of Human Motion
 In Proc. International Conference on Computer Vision and Pattern Recognition
, 2000
"... The human figure exhibits complex and rich dynamic behavior that is both nonlinear and timevarying. However, most work on tracking and analysis of figure motion has employed either generic or highly specific handtailored dynamic models superficially coupled with hidden Markov models (HMMs) of motio ..."
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Cited by 56 (1 self)
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The human figure exhibits complex and rich dynamic behavior that is both nonlinear and timevarying. However, most work on tracking and analysis of figure motion has employed either generic or highly specific handtailored dynamic models superficially coupled with hidden Markov models (HMMs) of motion regimes. Recently, an alternative class of learned dynamic models known as switching linear dynamic systems (SLDSs) has been cast in the framework of dynamic Bayesian networks (DBNs) and applied to analysis and tracking of the human figure. In this paper we further study the impact of learned SLDS models on analysis and tracking of human motion and contrast them to the more common HMM models. We develop a novel approximate structured variational inference algorithm for SLDS, a globally convergent DBN inference scheme, and compare it with standard SLDS inference techniques. Experimental results on learning and analysis of figure dynamics from video data indicate the significant potential of...