Bayesian Nonparametric Hidden Semi-Markov Models

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particularly if we wish to learn or encode non-geometric state durations. We can extend the HDP-HMM to capture such structure by drawing upon explicit-duration semi-Markovianity, which has been developed mainly in the parametric frequentist setting, to allow construction of highly interpretable models that admit natural prior information on state durations. In this paper we introduce the explicit-duration Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM) and develop sampling algorithms for efficient posterior inference. The methods we introduce also provide new methods for sampling inference in the finite Bayesian HSMM. Our modular Gibbs sampling methods can be embedded in samplers for larger hierarchical Bayesian models, adding semi-Markov chain modeling as another tool in the Bayesian inference toolbox. We demonstrate the utility of the HDP-HSMM and our inference methods on both synthetic and real experiments

Structured Prediction of Sequences and Trees using Infinite Contexts

Linguistic structures exhibit a rich array of global phenomena, however commonly used Markov models are unable to adequately describe these phenomena due to their strong locality assumptions. We propose a novel hierarchical model for structured prediction over sequences and trees which exploits global context by conditioning each generation decision on an unbounded context of prior decisions. This builds on the success of Markov models but without imposing a fixed bound in order to better represent global phenomena. To facilitate learning of this large and unbounded model, we use a hierarchical Pitman-Yor process prior which provides a recursive form of smoothing. We propose prediction algorithms based on A* and Markov Chain Monte Carlo sampling. Empirical results demonstrate the potential of our model compared to baseline finite-context Markov models on part-of-speech tagging and syntactic parsing

A Short Survey on Data Clustering Algorithms

With rapidly increasing data, clustering algorithms are important tools for data analytics in modern research. They have been successfully applied to a wide range of domains; for instance, bioinformatics, speech recognition, and financial analysis. Formally speaking, given a set of data instances, a clustering algorithm is expected to divide the set of data instances into the subsets which maximize the intra-subset similarity and inter-subset dissimilarity, where a similarity measure is defined beforehand. In this work, the state-of-the-arts clustering algorithms are reviewed from design concept to methodology; Different clustering paradigms are discussed. Advanced clustering algorithms are also discussed. After that, the existing clustering evaluation metrics are reviewed. A summary with future insights is provided at the end

Towards Building Deep Networks with Bayesian Factor Graphs

We propose a Multi-Layer Network based on the Bayesian framework of the Factor Graphs in Reduced Normal Form (FGrn) applied to a two-dimensional lattice. The Latent Variable Model (LVM) is the basic building block of a quadtree hierarchy built on top of a bottom layer of random variables that represent pixels of an image, a feature map, or more generally a collection of spatially distributed discrete variables. The multi-layer architecture implements a hierarchical data representation that, via belief propagation, can be used for learning and inference. Typical uses are pattern completion, correction and classification. The FGrn paradigm provides great flexibility and modularity and appears as a promising candidate for building deep networks: the system can be easily extended by introducing new and different (in cardinality and in type) variables. Prior knowledge, or supervised information, can be introduced at different scales. The FGrn paradigm provides a handy way for building all kinds of architectures by interconnecting only three types of units: Single Input Single Output (SISO) blocks, Sources and Replicators. The network is designed like a circuit diagram and the belief messages flow bidirectionally in the whole system. The learning algorithms operate only locally within each block. The framework is demonstrated in this paper in a three-layer structure applied to images extracted from a standard data set.Comment: Submitted for journal publicatio

Multiscale Discriminant Saliency for Visual Attention

The bottom-up saliency, an early stage of humans' visual attention, can be considered as a binary classification problem between center and surround classes. Discriminant power of features for the classification is measured as mutual information between features and two classes distribution. The estimated discrepancy of two feature classes very much depends on considered scale levels; then, multi-scale structure and discriminant power are integrated by employing discrete wavelet features and Hidden markov tree (HMT). With wavelet coefficients and Hidden Markov Tree parameters, quad-tree like label structures are constructed and utilized in maximum a posterior probability (MAP) of hidden class variables at corresponding dyadic sub-squares. Then, saliency value for each dyadic square at each scale level is computed with discriminant power principle and the MAP. Finally, across multiple scales is integrated the final saliency map by an information maximization rule. Both standard quantitative tools such as NSS, LCC, AUC and qualitative assessments are used for evaluating the proposed multiscale discriminant saliency method (MDIS) against the well-know information-based saliency method AIM on its Bruce Database wity eye-tracking data. Simulation results are presented and analyzed to verify the validity of MDIS as well as point out its disadvantages for further research direction.Comment: 16 pages, ICCSA 2013 - BIOCA sessio

Substructure and Boundary Modeling for Continuous Action Recognition

This paper introduces a probabilistic graphical model for continuous action recognition with two novel components: substructure transition model and discriminative boundary model. The first component encodes the sparse and global temporal transition prior between action primitives in state-space model to handle the large spatial-temporal variations within an action class. The second component enforces the action duration constraint in a discriminative way to locate the transition boundaries between actions more accurately. The two components are integrated into a unified graphical structure to enable effective training and inference. Our comprehensive experimental results on both public and in-house datasets show that, with the capability to incorporate additional information that had not been explicitly or efficiently modeled by previous methods, our proposed algorithm achieved significantly improved performance for continuous action recognition.Comment: Detailed version of the CVPR 2012 paper. 15 pages, 6 figure