Localizing the Latent Structure Canonical Uncertainty: Entropy Profiles for Hidden Markov Models

This report addresses state inference for hidden Markov models. These models rely on unobserved states, which often have a meaningful interpretation. This makes it necessary to develop diagnostic tools for quantification of state uncertainty. The entropy of the state sequence that explains an observed sequence for a given hidden Markov chain model can be considered as the canonical measure of state sequence uncertainty. This canonical measure of state sequence uncertainty is not reflected by the classic multivariate state profiles computed by the smoothing algorithm, which summarizes the possible state sequences. Here, we introduce a new type of profiles which have the following properties: (i) these profiles of conditional entropies are a decomposition of the canonical measure of state sequence uncertainty along the sequence and makes it possible to localize this uncertainty, (ii) these profiles are univariate and thus remain easily interpretable on tree structures. We show how to extend the smoothing algorithms for hidden Markov chain and tree models to compute these entropy profiles efficiently.Comment: Submitted to Journal of Machine Learning Research; No RR-7896 (2012

Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data

Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these patterns have been discovered, seemingly complicated datasets can be interpreted as a temporal sequence of only a small number of states, or clusters. For example, raw sensor data from a fitness-tracking application can be expressed as a timeline of a select few actions (i.e., walking, sitting, running). However, discovering these patterns is challenging because it requires simultaneous segmentation and clustering of the time series. Furthermore, interpreting the resulting clusters is difficult, especially when the data is high-dimensional. Here we propose a new method of model-based clustering, which we call Toeplitz Inverse Covariance-based Clustering (TICC). Each cluster in the TICC method is defined by a correlation network, or Markov random field (MRF), characterizing the interdependencies between different observations in a typical subsequence of that cluster. Based on this graphical representation, TICC simultaneously segments and clusters the time series data. We solve the TICC problem through alternating minimization, using a variation of the expectation maximization (EM) algorithm. We derive closed-form solutions to efficiently solve the two resulting subproblems in a scalable way, through dynamic programming and the alternating direction method of multipliers (ADMM), respectively. We validate our approach by comparing TICC to several state-of-the-art baselines in a series of synthetic experiments, and we then demonstrate on an automobile sensor dataset how TICC can be used to learn interpretable clusters in real-world scenarios.Comment: This revised version fixes two small typos in the published versio

A Bayesian Approach to Inverse Quantum Statistics

A nonparametric Bayesian approach is developed to determine quantum potentials from empirical data for quantum systems at finite temperature. The approach combines the likelihood model of quantum mechanics with a priori information over potentials implemented in form of stochastic processes. Its specific advantages are the possibilities to deal with heterogeneous data and to express a priori information explicitly, i.e., directly in terms of the potential of interest. A numerical solution in maximum a posteriori approximation was feasible for one--dimensional problems. Using correct a priori information turned out to be essential.Comment: 4 pages, 6 figures, revte

Estimation of Parameters in DNA Mixture Analysis

In Cowell et al. (2007), a Bayesian network for analysis of mixed traces of DNA was presented using gamma distributions for modelling peak sizes in the electropherogram. It was demonstrated that the analysis was sensitive to the choice of a variance factor and hence this should be adapted to any new trace analysed. In the present paper we discuss how the variance parameter can be estimated by maximum likelihood to achieve this. The unknown proportions of DNA from each contributor can similarly be estimated by maximum likelihood jointly with the variance parameter. Furthermore we discuss how to incorporate prior knowledge about the parameters in a Bayesian analysis. The proposed estimation methods are illustrated through a few examples of applications for calculating evidential value in casework and for mixture deconvolution

A Neural Circuit Arbitrates between Persistence and Withdrawal in Hungry Drosophila

In pursuit of food, hungry animals mobilize significant energy resources and overcome exhaustion and fear. How need and motivation control the decision to continue or change behavior is not understood. Using a single fly treadmill, we show that hungry flies persistently track a food odor and increase their effort over repeated trials in the absence of reward suggesting that need dominates negative experience. We further show that odor tracking is regulated by two mushroom body output neurons (MBONs) connecting the MB to the lateral horn. These MBONs, together with dopaminergic neurons and Dop1R2 signaling, control behavioral persistence. Conversely, an octopaminergic neuron, VPM4, which directly innervates one of the MBONs, acts as a brake on odor tracking by connecting feeding and olfaction. Together, our data suggest a function for the MB in internal state-dependent expression of behavior that can be suppressed by external inputs conveying a competing behavioral drive

Semiclassical Quantisation Using Diffractive Orbits

Diffraction, in the context of semiclassical mechanics, describes the manner in which quantum mechanics smooths over discontinuities in the classical mechanics. An important example is a billiard with sharp corners; its semiclassical quantisation requires the inclusion of diffractive periodic orbits in addition to classical periodic orbits. In this paper we construct the corresponding zeta function and apply it to a scattering problem which has only diffractive periodic orbits. We find that the resonances are accurately given by the zeros of the diffractive zeta function.Comment: Revtex document. Submitted to PRL. Figures available on reques

Likelihood Geometry

We study the critical points of monomial functions over an algebraic subset of the probability simplex. The number of critical points on the Zariski closure is a topological invariant of that embedded projective variety, known as its maximum likelihood degree. We present an introduction to this theory and its statistical motivations. Many favorite objects from combinatorial algebraic geometry are featured: toric varieties, A-discriminants, hyperplane arrangements, Grassmannians, and determinantal varieties. Several new results are included, especially on the likelihood correspondence and its bidegree. These notes were written for the second author's lectures at the CIME-CIRM summer course on Combinatorial Algebraic Geometry at Levico Terme in June 2013.Comment: 45 pages; minor changes and addition

Microscopic Origin of Quantum Chaos in Rotational Damping

The rotational spectrum of $^{168}$Yb is calculated diagonalizing different effective interactions within the basis of unperturbed rotational bands provided by the cranked shell model. A transition between order and chaos taking place in the energy region between 1 and 2 MeV above the yrast line is observed, associated with the onset of rotational damping. It can be related to the higher multipole components of the force acting among the unperturbed rotational bands.Comment: 7 pages, plain TEX, YITP/K-99