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Koujin Takeda

Publications and source records attributed to Koujin Takeda.

At least 19 recordsLinked to original sources

Bouncy particle sampler with infinite exchanging parallel tempering

Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to approximate posterior distributions. When we obtain samples from a posterior distribution, Hamiltonian Monte Carlo (HMC) has been widely used for the continuous variable part and Markov chain Monte Carlo (MCMC) for the discrete variable part. Another sampling method, the bouncy particle sampler (BPS), has been proposed, which combines uniform linear motion and stochastic reflection to perform sampling. BPS was reported to have the advantage of being easier to set simulation parameters than HMC. To accelerate the convergence to a posterior distribution, we introduced parallel tempering (PT) to BPS, and then proposed an algorithm when the inverse temperature exchange rate is set to infinity. We performed numerical simulations and demonstrated its effectiveness for multimodal distribution.

cs.LG

L1-Regularized ICA: A Novel Method for Analysis of Task-related fMRI Data

We propose a new method of independent component analysis (ICA) in order to extract appropriate features from high-dimensional data. In general, matrix factorization methods including ICA have a problem regarding the interpretability of extracted features. For the improvement of interpretability, it is considered that sparse constraint on a factorized matrix is helpful. With this background, we construct a new ICA method with sparsity. In our method, the L1-regularization term is added to the cost function of ICA, and minimization of the cost function is performed by difference of convex functions algorithm. For the validity of our proposed method, we apply it to synthetic data and real functional magnetic resonance imaging data.

stat.ML

Performance evaluation of matrix factorization for fMRI data

In the study of the brain, there is a hypothesis that sparse coding is realized in information representation of external stimuli, which is experimentally confirmed for visual stimulus recently. However, unlike the specific functional region in the brain, sparse coding in information processing in the whole brain has not been clarified sufficiently. In this study, we investigate the validity of sparse coding in the whole human brain by applying various matrix factorization methods to functional magnetic resonance imaging data of neural activities in the whole human brain. The result suggests sparse coding hypothesis in information representation in the whole human brain, because extracted features from sparse MF method, SparsePCA or MOD under high sparsity setting, or approximate sparse MF method, FastICA, can classify external visual stimuli more accurately than non-sparse MF method or sparse MF method under low sparsity setting.

q-bio.NC

Generalization of generative model for neuronal ensemble inference method

Various brain functions that are necessary to maintain life activities materialize through the interaction of countless neurons. Therefore, it is important to analyze functional neuronal network. To elucidate the mechanism of brain function, many studies are being actively conducted on functional neuronal ensemble and hub, including all areas of neuroscience. In addition, recent study suggests that the existence of functional neuronal ensembles and hubs contributes to the efficiency of information processing. For these reasons, there is a demand for methods to infer functional neuronal ensembles from neuronal activity data, and methods based on Bayesian inference have been proposed. However, there is a problem in modeling the activity in Bayesian inference. The features of each neuron's activity have non-stationarity depending on physiological experimental conditions. As a result, the assumption of stationarity in Bayesian inference model impedes inference, which leads to destabilization of inference results and degradation of inference accuracy. In this study, we extend the range of the variable for expressing the neuronal state, and generalize the likelihood of the model for extended variables. By comparing with the previous study, our model can express the neuronal state in larger space. This generalization without restriction of the binary input enables us to perform soft clustering and apply the method to non-stationary neuroactivity data. In addition, for the effectiveness of the method, we apply the developed method to multiple synthetic fluorescence data generated from the electrical potential data in leaky integrated-and-fire model.

q-bio.NC

Automatic Hyperparameter Tuning in Sparse Matrix Factorization

We study the problem of hyperparameter tuning in sparse matrix factorization under Bayesian framework. In the prior work, an analytical solution of sparse matrix factorization with Laplace prior was obtained by variational Bayes method under several approximations. Based on this solution, we propose a novel numerical method of hyperparameter tuning by evaluating the zero point of normalization factor in sparse matrix prior. We also verify that our method shows excellent performance for ground-truth sparse matrix reconstruction by comparing it with the widely-used algorithm of sparse principal component analysis.

stat.ML

Improved Neuronal Ensemble Inference with Generative Model and MCMC

Neuronal ensemble inference is a significant problem in the study of biological neural networks. Various methods have been proposed for ensemble inference from experimental data of neuronal activity. Among them, Bayesian inference approach with generative model was proposed recently. However, this method requires large computational cost for appropriate inference. In this work, we give an improved Bayesian inference algorithm by modifying update rule in Markov chain Monte Carlo method and introducing the idea of simulated annealing for hyperparameter control. We compare the performance of ensemble inference between our algorithm and the original one, and discuss the advantage of our method.

cond-mat.dis-nn

Belief Propagation for Maximum Coverage on Weighted Bipartite Graph and Application to Text Summarization

We study text summarization from the viewpoint of maximum coverage problem. In graph theory, the task of text summarization is regarded as maximum coverage problem on bipartite graph with weighted nodes. In recent study, belief-propagation based algorithm for maximum coverage on unweighted graph was proposed using the idea of statistical mechanics. We generalize it to weighted graph for text summarization. Then we apply our algorithm to weighted biregular random graph for verification of maximum coverage performance. We also apply it to bipartite graph representing real document in open text dataset, and check the performance of text summarization. As a result, our algorithm exhibits better performance than greedy-type algorithm in some setting of text summarization.

cs.CL

Improved algorithm for neuronal ensemble inference by Monte Carlo method

Neuronal ensemble inference is one of the significant problems in the study of biological neural networks. Various methods have been proposed for ensemble inference from their activity data taken experimentally. Here we focus on Bayesian inference approach for ensembles with generative model, which was proposed in recent work. However, this method requires large computational cost, and the result sometimes gets stuck in bad local maximum solution of Bayesian inference. In this work, we give improved Bayesian inference algorithm for these problems. We modify ensemble generation rule in Markov chain Monte Carlo method, and introduce the idea of simulated annealing for hyperparameter control. We also compare the performance of ensemble inference between our algorithm and the original one.

cond-mat.dis-nn

Approximate Method of Variational Bayesian Matrix Factorization/Completion with Sparse Prior

We derive analytical expression of matrix factorization/completion solution by variational Bayes method, under the assumption that observed matrix is originally the product of low-rank dense and sparse matrices with additive noise. We assume the prior of sparse matrix is Laplace distribution by taking matrix sparsity into consideration. Then we use several approximations for derivation of matrix factorization/completion solution. By our solution, we also numerically evaluate the performance of sparse matrix reconstruction in matrix factorization, and completion of missing matrix element in matrix completion.

eess.SP

Reconstruction algorithm in compressed sensing based on maximum a posteriori estimation

We propose a systematic method for constructing a sparse data reconstruction algorithm in compressed sensing at a relatively low computational cost for general observation matrix. It is known that the cost of l1-norm minimization using a standard linear programming algorithm is O(N^3). We show that this cost can be reduced to O(N^2) by applying the approach of posterior maximization. Furthermore, in principle, the algorithm from our approach is expected to achieve the widest successful reconstruction region, which is evaluated from theoretical argument. We also discuss the relation between the belief propagation-based reconstruction algorithm introduced in preceding works and our approach.

cs.IT

A study of the universal threshold in the L1 recovery by statistical mechanics

We discuss the universality of the L1 recovery threshold in compressed sensing. Previous studies in the fields of statistical mechanics and random matrix integration have shown that L1 recovery under a random matrix with orthogonal symmetry has a universal threshold. This indicates that the threshold of L1 recovery under a non-orthogonal random matrix differs from the universal one. Taking this into account, we use a simple random matrix without orthogonal symmetry, where the random entries are not independent, and show analytically that the threshold of L1 recovery for such a matrix does not coincide with the universal one. The results of an extensive numerical experiment are in good agreement with the analytical results, which validates our methodology. Though our analysis is based on replica heuristics in statistical mechanics and is not rigorous, the findings nevertheless support the fact that the universality of the threshold is strongly related to the symmetry of the random matrix.

cs.IT

Statistical mechanical assessment of a reconstruction limit of compressed sensing: Toward theoretical analysis of correlated signals

We provide a scheme for exploring the reconstruction limit of compressed sensing by minimizing the general cost function under the random measurement constraints for generic correlated signal sources. Our scheme is based on the statistical mechanical replica method for dealing with random systems. As a simple but non-trivial example, we apply the scheme to a sparse autoregressive model, where the first differences in the input signals of the correlated time series are sparse, and evaluate the critical compression rate for a perfect reconstruction. The results are in good agreement with a numerical experiment for a signal reconstruction.

cs.IT

Transfer operator analysis of the parallel dynamics of disordered Ising chains

We study the synchronous stochastic dynamics of the random field and random bond Ising chain. For this model the generating functional analysis methods of De Dominicis leads to a formalism with transfer operators, similar to transfer matrices in equilibrium studies, but with dynamical paths of spins and (conjugate) fields as arguments, as opposed to replicated spins. In the thermodynamic limit the macroscopic dynamics is captured by the dominant eigenspace of the transfer operator, leading to a relative simple and transparent set of equations that are easy to solve numerically. Our results are supported excellently by numerical simulations.

cond-mat.dis-nn

Statistical mechanical analysis of a hierarchical random code ensemble in signal processing

We study a random code ensemble with a hierarchical structure, which is closely related to the generalized random energy model with discrete energy values. Based on this correspondence, we analyze the hierarchical random code ensemble by using the replica method in two situations: lossy data compression and channel coding. For both the situations, the exponents of large deviation analysis characterizing the performance of the ensemble, the distortion rate of lossy data compression and the error exponent of channel coding in Gallager's formalism, are accessible by a generating function of the generalized random energy model. We discuss that the transitions of those exponents observed in the preceding work can be interpreted as phase transitions with respect to the replica number. We also show that the replica symmetry breaking plays an essential role in these transitions.

cond-mat.dis-nn

Replica symmetry breaking, complexity and spin representation in the generalized random energy model

We study the random energy model with a hierarchical structure known as the generalized random energy model (GREM). In contrast to the original analysis by the microcanonical ensemble formalism, we investigate the GREM by the canonical ensemble formalism in conjunction with the replica method. In this analysis, spin-glass-order parameters are defined for respective hierarchy level, and all possible patterns of replica symmetry breaking (RSB) are taken into account. As a result, we find that the higher step RSB ansatz is useful for describing spin-glass phases in this system. For investigating the nature of the higher step RSB, we generalize the notion of complexity developed for the one-step RSB to the higher step and demonstrate how the GREM is characterized by the generalized complexity. In addition, we propose a novel mean-field spin-glass model with a hierarchical structure, which is equivalent to the GREM at a certain limit. We also show that the same hierarchical structure can be implemented to other mean-field spin models than the GREM. Such models with hierarchy exhibit phase transitions of multiple steps in common.

cond-mat.dis-nn

Statistical Mechanical Analysis of Compressed Sensing Utilizing Correlated Compression Matrix

We investigate a reconstruction limit of compressed sensing for a reconstruction scheme based on the L1-norm minimization utilizing a correlated compression matrix with a statistical mechanics method. We focus on the compression matrix modeled as the Kronecker-type random matrix studied in research on multi-input multi-output wireless communication systems. We found that strong one-dimensional correlations between expansion bases of original information slightly degrade reconstruction performance.

cs.IT

Spectral density of random graphs with topological constraints

The spectral density of random graphs with topological constraints is analysed using the replica method. We consider graph ensembles featuring generalised degree-degree correlations, as well as those with a community structure. In each case an exact solution is found for the spectral density in the form of consistency equations depending on the statistical properties of the graph ensemble in question. We highlight the effect of these topological constraints on the resulting spectral density.

cond-mat.dis-nn

Statistical mechanical analysis of the Kronecker channel model for MIMO wireless communication

The Kronecker channel model of wireless communication is analyzed using statistical mechanics methods. In the model, spatial proximities among transmission/reception antennas are taken into account as certain correlation matrices, which generally yield non-trivial dependence among symbols to be estimated. This prevents accurate assessment of the communication performance by naively using a previously developed analytical scheme based on a matrix integration formula. In order to resolve this difficulty, we develop a formalism that can formally handle the correlations in Kronecker models based on the known scheme. Unfortunately, direct application of the developed scheme is, in general, practically difficult. However, the formalism is still useful, indicating that the effect of the correlations generally increase after the fourth order with respect to correlation strength. Therefore, the known analytical scheme offers a good approximation in performance evaluation when the correlation strength is sufficiently small. For a class of specific correlation, we show that the performance analysis can be mapped to the problem of one-dimensional spin systems in random fields, which can be investigated without approximation by the belief propagation algorithm.

cs.IT