1,055 research outputs found
Reversible MCMC on Markov equivalence classes of sparse directed acyclic graphs
Graphical models are popular statistical tools which are used to represent
dependent or causal complex systems. Statistically equivalent causal or
directed graphical models are said to belong to a Markov equivalent class. It
is of great interest to describe and understand the space of such classes.
However, with currently known algorithms, sampling over such classes is only
feasible for graphs with fewer than approximately 20 vertices. In this paper,
we design reversible irreducible Markov chains on the space of Markov
equivalent classes by proposing a perfect set of operators that determine the
transitions of the Markov chain. The stationary distribution of a proposed
Markov chain has a closed form and can be computed easily. Specifically, we
construct a concrete perfect set of operators on sparse Markov equivalence
classes by introducing appropriate conditions on each possible operator.
Algorithms and their accelerated versions are provided to efficiently generate
Markov chains and to explore properties of Markov equivalence classes of sparse
directed acyclic graphs (DAGs) with thousands of vertices. We find
experimentally that in most Markov equivalence classes of sparse DAGs, (1) most
edges are directed, (2) most undirected subgraphs are small and (3) the number
of these undirected subgraphs grows approximately linearly with the number of
vertices. The article contains supplement arXiv:1303.0632,
http://dx.doi.org/10.1214/13-AOS1125SUPPComment: Published in at http://dx.doi.org/10.1214/13-AOS1125 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Inference in particle tracking experiments by passing messages between images
Methods to extract information from the tracking of mobile objects/particles
have broad interest in biological and physical sciences. Techniques based on
simple criteria of proximity in time-consecutive snapshots are useful to
identify the trajectories of the particles. However, they become problematic as
the motility and/or the density of the particles increases due to uncertainties
on the trajectories that particles followed during the images' acquisition
time. Here, we report an efficient method for learning parameters of the
dynamics of the particles from their positions in time-consecutive images. Our
algorithm belongs to the class of message-passing algorithms, known in computer
science, information theory and statistical physics as Belief Propagation (BP).
The algorithm is distributed, thus allowing parallel implementation suitable
for computations on multiple machines without significant inter-machine
overhead. We test our method on the model example of particle tracking in
turbulent flows, which is particularly challenging due to the strong transport
that those flows produce. Our numerical experiments show that the BP algorithm
compares in quality with exact Markov Chain Monte-Carlo algorithms, yet BP is
far superior in speed. We also suggest and analyze a random-distance model that
provides theoretical justification for BP accuracy. Methods developed here
systematically formulate the problem of particle tracking and provide fast and
reliable tools for its extensive range of applications.Comment: 18 pages, 9 figure
Sequential Monte Carlo Methods for System Identification
One of the key challenges in identifying nonlinear and possibly non-Gaussian
state space models (SSMs) is the intractability of estimating the system state.
Sequential Monte Carlo (SMC) methods, such as the particle filter (introduced
more than two decades ago), provide numerical solutions to the nonlinear state
estimation problems arising in SSMs. When combined with additional
identification techniques, these algorithms provide solid solutions to the
nonlinear system identification problem. We describe two general strategies for
creating such combinations and discuss why SMC is a natural tool for
implementing these strategies.Comment: In proceedings of the 17th IFAC Symposium on System Identification
(SYSID). Added cover pag
Counting Linear Extensions in Practice : MCMC versus Exponential Monte Carlo
Counting the linear extensions of a given partial order is a #P-complete problem that arises in numerous applications. For polynomial-time approximation, several Markov chain Monte Carlo schemes have been proposed; however, little is known of their efficiency in practice. This work presents an empirical evaluation of the state-of-the-art schemes and investigates a number of ideas to enhance their performance. In addition, we introduce a novel approximation scheme, adaptive relaxation Monte Carlo (ARMC), that leverages exact exponential-time counting algorithms. We show that approximate counting is feasible up to a few hundred elements on various classes of partial orders, and within this range ARMC typically outperforms the other schemes.Peer reviewe
Representation Learning: A Review and New Perspectives
The success of machine learning algorithms generally depends on data
representation, and we hypothesize that this is because different
representations can entangle and hide more or less the different explanatory
factors of variation behind the data. Although specific domain knowledge can be
used to help design representations, learning with generic priors can also be
used, and the quest for AI is motivating the design of more powerful
representation-learning algorithms implementing such priors. This paper reviews
recent work in the area of unsupervised feature learning and deep learning,
covering advances in probabilistic models, auto-encoders, manifold learning,
and deep networks. This motivates longer-term unanswered questions about the
appropriate objectives for learning good representations, for computing
representations (i.e., inference), and the geometrical connections between
representation learning, density estimation and manifold learning
Learning Markov Equivalence Classes of Directed Acyclic Graphs: an Objective Bayes Approach
A Markov equivalence class contains all the Directed Acyclic Graphs (DAGs) encoding the same conditional independencies, and is represented by a Completed Partially Directed Acyclic Graph (CPDAG), also named Essential
Graph (EG).We approach the problem of model selection among noncausal sparse Gaussian DAGs by directly scoring EGs, using an objective Bayes method. Specifically, we construct objective priors for model selection based on the Fractional Bayes Factor, leading to a closed form expression for the marginal likelihood of an EG. Next we propose an MCMC strategy to explore the space of EGs using sparsity constraints, and illustrate the performance of our method on simulation studies, as well as on a real dataset. Our method provides a coherent quantication of inferential uncertainty, requires minimal prior specication, and shows to be competitive in learning the structure of the data-generating EG when compared to alternative state-of-the-art algorithms
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