3,637 research outputs found
Adaptive Low-Complexity Sequential Inference for Dirichlet Process Mixture Models
We develop a sequential low-complexity inference procedure for Dirichlet
process mixtures of Gaussians for online clustering and parameter estimation
when the number of clusters are unknown a-priori. We present an easily
computable, closed form parametric expression for the conditional likelihood,
in which hyperparameters are recursively updated as a function of the streaming
data assuming conjugate priors. Motivated by large-sample asymptotics, we
propose a novel adaptive low-complexity design for the Dirichlet process
concentration parameter and show that the number of classes grow at most at a
logarithmic rate. We further prove that in the large-sample limit, the
conditional likelihood and data predictive distribution become asymptotically
Gaussian. We demonstrate through experiments on synthetic and real data sets
that our approach is superior to other online state-of-the-art methods.Comment: 25 pages, To appear in Advances in Neural Information Processing
Systems (NIPS) 201
Modeling Dynamic Functional Connectivity with Latent Factor Gaussian Processes
Dynamic functional connectivity, as measured by the time-varying covariance
of neurological signals, is believed to play an important role in many aspects
of cognition. While many methods have been proposed, reliably establishing the
presence and characteristics of brain connectivity is challenging due to the
high dimensionality and noisiness of neuroimaging data. We present a latent
factor Gaussian process model which addresses these challenges by learning a
parsimonious representation of connectivity dynamics. The proposed model
naturally allows for inference and visualization of time-varying connectivity.
As an illustration of the scientific utility of the model, application to a
data set of rat local field potential activity recorded during a complex
non-spatial memory task provides evidence of stimuli differentiation
Bayesian nonparametric models for spatially indexed data of mixed type
We develop Bayesian nonparametric models for spatially indexed data of mixed
type. Our work is motivated by challenges that occur in environmental
epidemiology, where the usual presence of several confounding variables that
exhibit complex interactions and high correlations makes it difficult to
estimate and understand the effects of risk factors on health outcomes of
interest. The modeling approach we adopt assumes that responses and confounding
variables are manifestations of continuous latent variables, and uses
multivariate Gaussians to jointly model these. Responses and confounding
variables are not treated equally as relevant parameters of the distributions
of the responses only are modeled in terms of explanatory variables or risk
factors. Spatial dependence is introduced by allowing the weights of the
nonparametric process priors to be location specific, obtained as probit
transformations of Gaussian Markov random fields. Confounding variables and
spatial configuration have a similar role in the model, in that they only
influence, along with the responses, the allocation probabilities of the areas
into the mixture components, thereby allowing for flexible adjustment of the
effects of observed confounders, while allowing for the possibility of residual
spatial structure, possibly occurring due to unmeasured or undiscovered
spatially varying factors. Aspects of the model are illustrated in simulation
studies and an application to a real data set
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