arXiv subjects

Iain Murray

Publications and source records attributed to Iain Murray.

40 records · Page 3Linked to original sources

arXiv2010

Incorporating Side Information in Probabilistic Matrix Factorization with Gaussian Processes

Probabilistic matrix factorization (PMF) is a powerful method for modeling data associated with pairwise relationships, finding use in collaborative filtering, computational biology, and document analysis, among other areas. In many domains, there is additional information that can assist in prediction. For example, when modeling movie ratings, we might know when the rating occurred, where the user lives, or what actors appear in the movie. It is difficult, however, to incorporate this side information into the PMF model. We propose a framework for incorporating side information by coupling together multiple PMF problems via Gaussian process priors. We replace scalar latent features with functions that vary over the space of side information. The GP priors on these functions require them to vary smoothly and share information. We successfully use this new method to predict the scores of professional basketball games, where side information about the venue and date of the game are relevant for the outcome.

stat.ML↗

arXiv2010

Elliptical slice sampling

Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with multivariate Gaussian priors. Its key properties are: 1) it has simple, generic code applicable to many models, 2) it has no free parameters, 3) it works well for a variety of Gaussian process based models. These properties make our method ideal for use while model building, removing the need to spend time deriving and tuning updates for more complex algorithms.

stat.CO↗

arXiv2010

Dynamical inference from a kinematic snapshot: The force law in the Solar System

If a dynamical system is long-lived and non-resonant (that is, if there is a set of tracers that have evolved independently through many orbital times), and if the system is observed at any non-special time, it is possible to infer the dynamical properties of the system (such as the gravitational force or acceleration law) from a snapshot of the positions and velocities of the tracer population at a single moment in time. In this paper we describe a general inference technique that solves this problem while allowing (1) the unknown distribution function of the tracer population to be simultaneously inferred and marginalized over, and (2) prior information about the gravitational field and distribution function to be taken into account. As an example, we consider the simplest problem of this kind: We infer the force law in the Solar System using only an instantaneous kinematic snapshot (valid at 2009 April 1.0) for the eight major planets. We consider purely radial acceleration laws of the form a_r = -A [r/r_0]^{-α}, where r is the distance from the Sun. Using a probabilistic inference technique, we infer 1.989 < α< 2.052 (95 percent interval), largely independent of any assumptions about the distribution of energies and eccentricities in the system beyond the assumption that the system is phase-mixed. Generalizations of the methods used here will permit, among other things, inference of Milky Way dynamics from Gaia-like observations.

astro-ph.EP↗

arXiv2009

Nonparametric Bayesian Density Modeling with Gaussian Processes

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution defined by a density that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We describe two such MCMC methods. Both methods also allow inference of the hyperparameters of the Gaussian process.

stat.CO↗