Hyperspectral Unmixing with Endmember Variability using Partial Membership Latent Dirichlet Allocation

The application of Partial Membership Latent Dirichlet Allocation(PM-LDA) for hyperspectral endmember estimation and spectral unmixing is presented. PM-LDA provides a model for a hyperspectral image analysis that accounts for spectral variability and incorporates spatial information through the use of superpixel-based 'documents.' In our application of PM-LDA, we employ the Normal Compositional Model in which endmembers are represented as Normal distributions to account for spectral variability and proportion vectors are modeled as random variables governed by a Dirichlet distribution. The use of the Dirichlet distribution enforces positivity and sum-to-one constraints on the proportion values. Algorithm results on real hyperspectral data indicate that PM-LDA produces endmember distributions that represent the ground truth classes and their associated variability

CINet: A Learning Based Approach to Incremental Context Modeling in Robots

There have been several attempts at modeling context in robots. However, either these attempts assume a fixed number of contexts or use a rule-based approach to determine when to increment the number of contexts. In this paper, we pose the task of when to increment as a learning problem, which we solve using a Recurrent Neural Network. We show that the network successfully (with 98\% testing accuracy) learns to predict when to increment, and demonstrate, in a scene modeling problem (where the correct number of contexts is not known), that the robot increments the number of contexts in an expected manner (i.e., the entropy of the system is reduced). We also present how the incremental model can be used for various scene reasoning tasks.Comment: The first two authors have contributed equally, 6 pages, 8 figures, International Conference on Intelligent Robots (IROS 2018

Optimal client recommendation for market makers in illiquid financial products

The process of liquidity provision in financial markets can result in prolonged exposure to illiquid instruments for market makers. In this case, where a proprietary position is not desired, pro-actively targeting the right client who is likely to be interested can be an effective means to offset this position, rather than relying on commensurate interest arising through natural demand. In this paper, we consider the inference of a client profile for the purpose of corporate bond recommendation, based on typical recorded information available to the market maker. Given a historical record of corporate bond transactions and bond meta-data, we use a topic-modelling analogy to develop a probabilistic technique for compiling a curated list of client recommendations for a particular bond that needs to be traded, ranked by probability of interest. We show that a model based on Latent Dirichlet Allocation offers promising performance to deliver relevant recommendations for sales traders.Comment: 12 pages, 3 figures, 1 tabl

Introduction to finite mixtures

Mixture models have been around for over 150 years, as an intuitively simple and practical tool for enriching the collection of probability distributions available for modelling data. In this chapter we describe the basic ideas of the subject, present several alternative representations and perspectives on these models, and discuss some of the elements of inference about the unknowns in the models. Our focus is on the simplest set-up, of finite mixture models, but we discuss also how various simplifying assumptions can be relaxed to generate the rich landscape of modelling and inference ideas traversed in the rest of this book.Comment: 14 pages, 7 figures, A chapter prepared for the forthcoming Handbook of Mixture Analysis. V2 corrects a small but important typographical error, and makes other minor edits; V3 makes further minor corrections and updates following review; V4 corrects algorithmic details in sec 4.1 and 4.2, and removes typo

Discovering Neuronal Cell Types and Their Gene Expression Profiles Using a Spatial Point Process Mixture Model

Cataloging the neuronal cell types that comprise circuitry of individual brain regions is a major goal of modern neuroscience and the BRAIN initiative. Single-cell RNA sequencing can now be used to measure the gene expression profiles of individual neurons and to categorize neurons based on their gene expression profiles. While the single-cell techniques are extremely powerful and hold great promise, they are currently still labor intensive, have a high cost per cell, and, most importantly, do not provide information on spatial distribution of cell types in specific regions of the brain. We propose a complementary approach that uses computational methods to infer the cell types and their gene expression profiles through analysis of brain-wide single-cell resolution in situ hybridization (ISH) imagery contained in the Allen Brain Atlas (ABA). We measure the spatial distribution of neurons labeled in the ISH image for each gene and model it as a spatial point process mixture, whose mixture weights are given by the cell types which express that gene. By fitting a point process mixture model jointly to the ISH images, we infer both the spatial point process distribution for each cell type and their gene expression profile. We validate our predictions of cell type-specific gene expression profiles using single cell RNA sequencing data, recently published for the mouse somatosensory cortex. Jointly with the gene expression profiles, cell features such as cell size, orientation, intensity and local density level are inferred per cell type