94 research outputs found
Geometric Inference in Bayesian Hierarchical Models with Applications to Topic Modeling
Unstructured data is available in abundance with the rapidly growing size of digital information. Labeling such data is expensive and impractical, making unsupervised learning an increasingly important field. Big data collections often have rich latent structure that statistical modeler is challenged to uncover. Bayesian hierarchical modeling is a particularly suitable approach for complex latent patterns. Graphical model formalism has been prominent in developing various procedures for inference in Bayesian models, however the corresponding computational limits often fall behind the demands of the modern data sizes. In this thesis we develop new approaches for scalable approximate Bayesian inference. In particular, our approaches are driven by the analysis of latent geometric structures induced by the models.
Our specific contributions include the following. We develop full geometric recipe of the Latent Dirichlet Allocation topic model. Next, we study several approaches for exploiting the latent geometry to first arrive at a fast weighted clustering procedure augmented with geometric corrections for topic inference, and then a nonparametric approach based on the analysis of the concentration of mass and angular geometry of the topic simplex, a convex polytope constructed by taking the convex hull of vertices representing the latent topics. Estimates produced by our methods are shown to be statistically consistent under some conditions. Finally, we develop a series of models for temporal dynamics of the latent geometric structures where inference can be performed in online and distributed fashion. All our algorithms are evaluated with extensive experiments on simulated and real datasets, culminating at a method several orders of magnitude faster than existing state-of-the-art topic modeling approaches, as demonstrated by experiments working with several million documents in a dozen minutes.PHDStatisticsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/146051/1/moonfolk_1.pd
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models
This article introduces two absolutely continuous global-local shrinkage
priors to enable stochastic variable selection in the context of
high-dimensional matrix exponential spatial specifications. Existing approaches
as a means to dealing with overparameterization problems in spatial
autoregressive specifications typically rely on computationally demanding
Bayesian model-averaging techniques. The proposed shrinkage priors can be
implemented using Markov chain Monte Carlo methods in a flexible and efficient
way. A simulation study is conducted to evaluate the performance of each of the
shrinkage priors. Results suggest that they perform particularly well in
high-dimensional environments, especially when the number of parameters to
estimate exceeds the number of observations. For an empirical illustration we
use pan-European regional economic growth data.Comment: Keywords: Matrix exponential spatial specification, model selection,
shrinkage priors, hierarchical modeling; JEL: C11, C21, C5
Ahlfors circle maps and total reality: from Riemann to Rohlin
This is a prejudiced survey on the Ahlfors (extremal) function and the weaker
{\it circle maps} (Garabedian-Schiffer's translation of "Kreisabbildung"), i.e.
those (branched) maps effecting the conformal representation upon the disc of a
{\it compact bordered Riemann surface}. The theory in question has some
well-known intersection with real algebraic geometry, especially Klein's
ortho-symmetric curves via the paradigm of {\it total reality}. This leads to a
gallery of pictures quite pleasant to visit of which we have attempted to trace
the simplest representatives. This drifted us toward some electrodynamic
motions along real circuits of dividing curves perhaps reminiscent of Kepler's
planetary motions along ellipses. The ultimate origin of circle maps is of
course to be traced back to Riemann's Thesis 1851 as well as his 1857 Nachlass.
Apart from an abrupt claim by Teichm\"uller 1941 that everything is to be found
in Klein (what we failed to assess on printed evidence), the pivotal
contribution belongs to Ahlfors 1950 supplying an existence-proof of circle
maps, as well as an analysis of an allied function-theoretic extremal problem.
Works by Yamada 1978--2001, Gouma 1998 and Coppens 2011 suggest sharper degree
controls than available in Ahlfors' era. Accordingly, our partisan belief is
that much remains to be clarified regarding the foundation and optimal control
of Ahlfors circle maps. The game of sharp estimation may look narrow-minded
"Absch\"atzungsmathematik" alike, yet the philosophical outcome is as usual to
contemplate how conformal and algebraic geometry are fighting together for the
soul of Riemann surfaces. A second part explores the connection with Hilbert's
16th as envisioned by Rohlin 1978.Comment: 675 pages, 199 figures; extended version of the former text (v.1) by
including now Rohlin's theory (v.2
情報検索における意味的ギャップの解消 : トピックモデルを用いた先進的画像探索
Tohoku University徳山豪課
Diffusions on Wasserstein Spaces
We construct a canonical diffusion process on the space of probability measures over a closed Riemannian manifold, with invariant measure the Dirichlet–Ferguson measure. Together with a brief survey of the relevant literature, we collect several tools from the theory of point processes and of optimal transportation.
Firstly, we study the characteristic functional of Dirichlet–Ferguson measures with non-negative finite intensity measure over locally compact Polish spaces. We compute such characteristic functional as a martingale limit of confluent Lauricella hypergeometric functions of type D with diverging arity. Secondly, we study the interplay between the self-conjugate prior property of Dirichlet distributions in Bayesian non-parametrics, the dynamical symmetry algebra of said Lauricella functions and Pólya Enumeration Theory.
Further, we provide a new proof of J. Sethuraman’s fixed point characterization of Dirichlet–Ferguson measures, and an understanding of the latter as an integral identity of Mecke- or Georgii–Nguyen–Zessin-type.
Thirdly, we prove a Rademacher-type result on the Wasserstein space over a closed Riemannian manifold. Namely, sufficient conditions are given for a probability measure P on the Wasserstein space, so that real-valued Lipschitz functions be P-a.e. differentiable in a suitable sense. Some examples of measures satisfying such conditions are also provided. Finally, we give two constructions of a Markov diffusion process with values in the said Wasserstein space. The process is associated with the Dirichlet integral induced by the Wasserstein gradient and by the Dirichlet–Ferguson measure with intensity the Riemannian volume measure of the base manifold. We study the properties of the process, including its invariant sets, short-time asymptotics for the heat kernel, and a description by means of a stochastic partial differential equation
Modeling Events and Interactions through Temporal Processes -- A Survey
In real-world scenario, many phenomena produce a collection of events that
occur in continuous time. Point Processes provide a natural mathematical
framework for modeling these sequences of events. In this survey, we
investigate probabilistic models for modeling event sequences through temporal
processes. We revise the notion of event modeling and provide the mathematical
foundations that characterize the literature on the topic. We define an
ontology to categorize the existing approaches in terms of three families:
simple, marked, and spatio-temporal point processes. For each family, we
systematically review the existing approaches based based on deep learning.
Finally, we analyze the scenarios where the proposed techniques can be used for
addressing prediction and modeling aspects.Comment: Image replacement
LIPIcs, Volume 258, SoCG 2023, Complete Volume
LIPIcs, Volume 258, SoCG 2023, Complete Volum
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