arXiv subjects

Padhraic Smyth

Publications and source records attributed to Padhraic Smyth.

65 records · Page 4Linked to original sources

arXiv2012

Probabilistic models for joint clustering and time-warping of multidimensional curves

In this paper we present a family of algorithms that can simultaneously align and cluster sets of multidimensional curves measured on a discrete time grid. Our approach is based on a generative mixture model that allows non-linear time warping of the observed curves relative to the mean curves within the clusters. We also allow for arbitrary discrete-valued translation of the time axis, random real-valued offsets of the measured curves, and additive measurement noise. The resulting model can be viewed as a dynamic Bayesian network with a special transition structure that allows effective inference and learning. The Expectation-Maximization (EM) algorithm can be used to simultaneously recover both the curve models for each cluster, and the most likely time warping, translation, offset, and cluster membership for each curve. We demonstrate how Bayesian estimation methods improve the results for smaller sample sizes by enforcing smoothness in the cluster mean curves. We evaluate the methodology on two real-world data sets, and show that the DBN models provide systematic improvements in predictive power over competing approaches.

stat.AP↗

arXiv2012

Windows into Relational Events: Data Structures for Contiguous Subsequences of Edges

We consider the problem of analyzing social network data sets in which the edges of the network have timestamps, and we wish to analyze the subgraphs formed from edges in contiguous subintervals of these timestamps. We provide data structures for these problems that use near-linear preprocessing time, linear space, and sublogarithmic query time to handle queries that ask for the number of connected components, number of components that contain cycles, number of vertices whose degree equals or is at most some predetermined value, number of vertices that can be reached from a starting set of vertices by time-increasing paths, and related queries.

cs.DS↗

arXiv2012

Hierarchical Models for Relational Event Sequences

Interaction within small groups can often be represented as a sequence of events, where each event involves a sender and a recipient. Recent methods for modeling network data in continuous time model the rate at which individuals interact conditioned on the previous history of events as well as actor covariates. We present a hierarchical extension for modeling multiple such sequences, facilitating inferences about event-level dynamics and their variation across sequences. The hierarchical approach allows one to share information across sequences in a principled manner---we illustrate the efficacy of such sharing through a set of prediction experiments. After discussing methods for adequacy checking and model selection for this class of models, the method is illustrated with an analysis of high school classroom dynamics.

stat.ME↗

arXiv2012

Conditional Chow-Liu Tree Structures for Modeling Discrete-Valued Vector Time Series

We consider the problem of modeling discrete-valued vector time series data using extensions of Chow-Liu tree models to capture both dependencies across time and dependencies across variables. Conditional Chow-Liu tree models are introduced, as an extension to standard Chow-Liu trees, for modeling conditional rather than joint densities. We describe learning algorithms for such models and show how they can be used to learn parsimonious representations for the output distributions in hidden Markov models. These models are applied to the important problem of simulating and forecasting daily precipitation occurrence for networks of rain stations. To demonstrate the effectiveness of the models, we compare their performance versus a number of alternatives using historical precipitation data from Southwestern Australia and the Western United States. We illustrate how the structure and parameters of the models can be used to provide an improved meteorological interpretation of such data.

cs.LG↗

arXiv2012

Modeling Waveform Shapes with Random Eects Segmental Hidden Markov Models

In this paper we describe a general probabilistic framework for modeling waveforms such as heartbeats from ECG data. The model is based on segmental hidden Markov models (as used in speech recognition) with the addition of random effects to the generative model. The random effects component of the model handles shape variability across different waveforms within a general class of waveforms of similar shape. We show that this probabilistic model provides a unified framework for learning these models from sets of waveform data as well as parsing, classification, and prediction of new waveforms. We derive a computationally efficient EM algorithm to fit the model on multiple waveforms, and introduce a scoring method that evaluates a test waveform based on its shape. Results on two real-world data sets demonstrate that the random effects methodology leads to improved accuracy (compared to alternative approaches) on classification and segmentation of real-world waveforms.

stat.AP↗

arXiv2012

The Author-Topic Model for Authors and Documents

We introduce the author-topic model, a generative model for documents that extends Latent Dirichlet Allocation (LDA; Blei, Ng, & Jordan, 2003) to include authorship information. Each author is associated with a multinomial distribution over topics and each topic is associated with a multinomial distribution over words. A document with multiple authors is modeled as a distribution over topics that is a mixture of the distributions associated with the authors. We apply the model to a collection of 1,700 NIPS conference papers and 160,000 CiteSeer abstracts. Exact inference is intractable for these datasets and we use Gibbs sampling to estimate the topic and author distributions. We compare the performance with two other generative models for documents, which are special cases of the author-topic model: LDA (a topic model) and a simple author model in which each author is associated with a distribution over words rather than a distribution over topics. We show topics recovered by the author-topic model, and demonstrate applications to computing similarity between authors and entropy of author output.

cs.IR↗

arXiv2012

Gibbs Sampling for (Coupled) Infinite Mixture Models in the Stick Breaking Representation

Nonparametric Bayesian approaches to clustering, information retrieval, language modeling and object recognition have recently shown great promise as a new paradigm for unsupervised data analysis. Most contributions have focused on the Dirichlet process mixture models or extensions thereof for which efficient Gibbs samplers exist. In this paper we explore Gibbs samplers for infinite complexity mixture models in the stick breaking representation. The advantage of this representation is improved modeling flexibility. For instance, one can design the prior distribution over cluster sizes or couple multiple infinite mixture models (e.g. over time) at the level of their parameters (i.e. the dependent Dirichlet process model). However, Gibbs samplers for infinite mixture models (as recently introduced in the statistics literature) seem to mix poorly over cluster labels. Among others issues, this can have the adverse effect that labels for the same cluster in coupled mixture models are mixed up. We introduce additional moves in these samplers to improve mixing over cluster labels and to bring clusters into correspondence. An application to modeling of storm trajectories is used to illustrate these ideas.

stat.ME↗

arXiv2012

On Smoothing and Inference for Topic Models

Latent Dirichlet analysis, or topic modeling, is a flexible latent variable framework for modeling high-dimensional sparse count data. Various learning algorithms have been developed in recent years, including collapsed Gibbs sampling, variational inference, and maximum a posteriori estimation, and this variety motivates the need for careful empirical comparisons. In this paper, we highlight the close connections between these approaches. We find that the main differences are attributable to the amount of smoothing applied to the counts. When the hyperparameters are optimized, the differences in performance among the algorithms diminish significantly. The ability of these algorithms to achieve solutions of comparable accuracy gives us the freedom to select computationally efficient approaches. Using the insights gained from this comparative study, we show how accurate topic models can be learned in several seconds on text corpora with thousands of documents.

cs.LG↗

arXiv2011

Statistical Topic Models for Multi-Label Document Classification

Machine learning approaches to multi-label document classification have to date largely relied on discriminative modeling techniques such as support vector machines. A drawback of these approaches is that performance rapidly drops off as the total number of labels and the number of labels per document increase. This problem is amplified when the label frequencies exhibit the type of highly skewed distributions that are often observed in real-world datasets. In this paper we investigate a class of generative statistical topic models for multi-label documents that associate individual word tokens with different labels. We investigate the advantages of this approach relative to discriminative models, particularly with respect to classification problems involving large numbers of relatively rare labels. We compare the performance of generative and discriminative approaches on document labeling tasks ranging from datasets with several thousand labels to datasets with tens of labels. The experimental results indicate that probabilistic generative models can achieve competitive multi-label classification performance compared to discriminative methods, and have advantages for datasets with many labels and skewed label frequencies.

stat.ML↗

arXiv2008

Text Modeling using Unsupervised Topic Models and Concept Hierarchies

Statistical topic models provide a general data-driven framework for automated discovery of high-level knowledge from large collections of text documents. While topic models can potentially discover a broad range of themes in a data set, the interpretability of the learned topics is not always ideal. Human-defined concepts, on the other hand, tend to be semantically richer due to careful selection of words to define concepts but they tend not to cover the themes in a data set exhaustively. In this paper, we propose a probabilistic framework to combine a hierarchy of human-defined semantic concepts with statistical topic models to seek the best of both worlds. Experimental results using two different sources of concept hierarchies and two collections of text documents indicate that this combination leads to systematic improvements in the quality of the associated language models as well as enabling new techniques for inferring and visualizing the semantics of a document.

cs.AI↗

arXiv1999

The Distribution of Cycle Lengths in Graphical Models for Iterative Decoding

This paper analyzes the distribution of cycle lengths in turbo decoding and low-density parity check (LDPC) graphs. The properties of such cycles are of significant interest in the context of iterative decoding algorithms which are based on belief propagation or message passing. We estimate the probability that there exist no simple cycles of length less than or equal to k at a randomly chosen node in a turbo decoding graph using a combination of counting arguments and independence assumptions. For large block lengths n, this probability is approximately e^{-{2^{k-1}-4}/n}, k>=4. Simulation results validate the accuracy of the various approximations. For example, for turbo codes with a block length of 64000, a randomly chosen node has a less than 1% chance of being on a cycle of length less than or equal to 10, but has a greater than 99.9% chance of being on a cycle of length less than or equal to 20. The effect of the "S-random" permutation is also analyzed and it is shown that while it eliminates short cycles of length k<8, it does not significantly affect the overall distribution of cycle lengths. Similar analyses and simulations are also presented for graphs for LDPC codes. The paper concludes by commenting briefly on how these results may provide insight into the practical success of iterative decoding methods.

cs.DM↗