Stochastic expansions using continuous dictionaries: L\'{e}vy adaptive regression kernels

This article describes a new class of prior distributions for nonparametric function estimation. The unknown function is modeled as a limit of weighted sums of kernels or generator functions indexed by continuous parameters that control local and global features such as their translation, dilation, modulation and shape. L\'{e}vy random fields and their stochastic integrals are employed to induce prior distributions for the unknown functions or, equivalently, for the number of kernels and for the parameters governing their features. Scaling, shape, and other features of the generating functions are location-specific to allow quite different function properties in different parts of the space, as with wavelet bases and other methods employing overcomplete dictionaries. We provide conditions under which the stochastic expansions converge in specified Besov or Sobolev norms. Under a Gaussian error model, this may be viewed as a sparse regression problem, with regularization induced via the L\'{e}vy random field prior distribution. Posterior inference for the unknown functions is based on a reversible jump Markov chain Monte Carlo algorithm. We compare the L\'{e}vy Adaptive Regression Kernel (LARK) method to wavelet-based methods using some of the standard test functions, and illustrate its flexibility and adaptability in nonstationary applications.Comment: Published in at http://dx.doi.org/10.1214/11-AOS889 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Idealized computational models for auditory receptive fields

This paper presents a theory by which idealized models of auditory receptive fields can be derived in a principled axiomatic manner, from a set of structural properties to enable invariance of receptive field responses under natural sound transformations and ensure internal consistency between spectro-temporal receptive fields at different temporal and spectral scales. For defining a time-frequency transformation of a purely temporal sound signal, it is shown that the framework allows for a new way of deriving the Gabor and Gammatone filters as well as a novel family of generalized Gammatone filters, with additional degrees of freedom to obtain different trade-offs between the spectral selectivity and the temporal delay of time-causal temporal window functions. When applied to the definition of a second-layer of receptive fields from a spectrogram, it is shown that the framework leads to two canonical families of spectro-temporal receptive fields, in terms of spectro-temporal derivatives of either spectro-temporal Gaussian kernels for non-causal time or the combination of a time-causal generalized Gammatone filter over the temporal domain and a Gaussian filter over the logspectral domain. For each filter family, the spectro-temporal receptive fields can be either separable over the time-frequency domain or be adapted to local glissando transformations that represent variations in logarithmic frequencies over time. Within each domain of either non-causal or time-causal time, these receptive field families are derived by uniqueness from the assumptions. It is demonstrated how the presented framework allows for computation of basic auditory features for audio processing and that it leads to predictions about auditory receptive fields with good qualitative similarity to biological receptive fields measured in the inferior colliculus (ICC) and primary auditory cortex (A1) of mammals.Comment: 55 pages, 22 figures, 3 table

Characteristic Kernels and Infinitely Divisible Distributions

We connect shift-invariant characteristic kernels to infinitely divisible distributions on $\mathbb{R}^{d}$. Characteristic kernels play an important role in machine learning applications with their kernel means to distinguish any two probability measures. The contribution of this paper is two-fold. First, we show, using the L\'evy-Khintchine formula, that any shift-invariant kernel given by a bounded, continuous and symmetric probability density function (pdf) of an infinitely divisible distribution on $\mathbb{R}^d$ is characteristic. We also present some closure property of such characteristic kernels under addition, pointwise product, and convolution. Second, in developing various kernel mean algorithms, it is fundamental to compute the following values: (i) kernel mean values $m_P(x)$, $x \in \mathcal{X}$, and (ii) kernel mean RKHS inner products ${\left\langle m_P, m_Q \right\rangle_{\mathcal{H}}}$, for probability measures $P, Q$. If $P, Q$, and kernel $k$ are Gaussians, then computation (i) and (ii) results in Gaussian pdfs that is tractable. We generalize this Gaussian combination to more general cases in the class of infinitely divisible distributions. We then introduce a {\it conjugate} kernel and {\it convolution trick}, so that the above (i) and (ii) have the same pdf form, expecting tractable computation at least in some cases. As specific instances, we explore $\alpha$-stable distributions and a rich class of generalized hyperbolic distributions, where the Laplace, Cauchy and Student-t distributions are included

Invariance of visual operations at the level of receptive fields

Receptive field profiles registered by cell recordings have shown that mammalian vision has developed receptive fields tuned to different sizes and orientations in the image domain as well as to different image velocities in space-time. This article presents a theoretical model by which families of idealized receptive field profiles can be derived mathematically from a small set of basic assumptions that correspond to structural properties of the environment. The article also presents a theory for how basic invariance properties to variations in scale, viewing direction and relative motion can be obtained from the output of such receptive fields, using complementary selection mechanisms that operate over the output of families of receptive fields tuned to different parameters. Thereby, the theory shows how basic invariance properties of a visual system can be obtained already at the level of receptive fields, and we can explain the different shapes of receptive field profiles found in biological vision from a requirement that the visual system should be invariant to the natural types of image transformations that occur in its environment.Comment: 40 pages, 17 figure

Regularity for Subelliptic PDE Through Uniform Estimates in Multi-Scale Geometries

We aim at reviewing and extending a number of recent results addressing stability of certain geometric and analytic estimates in the Riemannian approximation of subRiemannian structures. In particular we extend the recent work of the the authors with Rea [19] and Manfredini [17] concerning stability of doubling properties, Poincar\'e inequalities, Gaussian estimates on heat kernels and Schauder estimates from the Carnot group setting to the general case of H\"ormander vector fields

Quasar microlensing light curve analysis using deep machine learning

We introduce a deep machine learning approach to studying quasar microlensing light curves for the first time by analyzing hundreds of thousands of simulated light curves with respect to the accretion disc size and temperature profile. Our results indicate that it is possible to successfully classify very large numbers of diverse light curve data and measure the accretion disc structure. The detailed shape of the accretion disc brightness profile is found to play a negligible role, in agreement with Mortonson et al. (2005). The speed and efficiency of our deep machine learning approach is ideal for quantifying physical properties in a `big-data' problem setup. This proposed approach looks promising for analyzing decade-long light curves for thousands of microlensed quasars, expected to be provided by the Large Synoptic Survey Telescope.Comment: 11 pages, 7 figures, accepted for publication in MNRA