probabilisticgraphicalmodels have been successfully applied in a lot of different fields, e.g., medical diagnosis and bio-statistics. Multiple specific extensions have been developed to handle, e.g., time-series dat...
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Chain Event Graphs (CEGs) are a widely applicable class of probabilisticgraphical model that can represent context-specific independence statements and asymmetric unfoldings of events in an easily interpretable way. ...
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Chain Event Graphs (CEGs) are a widely applicable class of probabilisticgraphical model that can represent context-specific independence statements and asymmetric unfoldings of events in an easily interpretable way. Existing model selection literature on CEGs has largely focused on obtaining the maximum a posteriori (MAP) CEG. However, MAP selection is well-known to ignore model uncertainty. Here, we explore the use of Bayesian model averaging over this class. We demonstrate how this approach can quantify model uncertainty and leads to more robust inference by identifying shared features across multiple high-scoring models. Because the space of possible CEGs is huge, scoring models exhaustively for model averaging in all but small problems is prohibitive. However, we provide a simple modification of an existing model selection algorithm, that samples the model space, to illustrate the efficacy of Bayesian model averaging compared to more standard MAP modelling.
Sum-product networks are expressive efficient probabilisticgraphicalmodels that allow for tractable marginal inference. Many tasks however require the computation of maximum-a-posteriori configurations, an NP-hard p...
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Sum-product networks are expressive efficient probabilisticgraphicalmodels that allow for tractable marginal inference. Many tasks however require the computation of maximum-a-posteriori configurations, an NP-hard problem for such models. To date there have been very few proposals for computing maximum-a-posteriori configurations in sum-product networks. This is in sharp difference with other probabilistic frameworks such as Bayesian networks and random Markov fields, where the problem is also NP-hard. In this work we propose two approaches to reformulate maximuma-posteriori inference as other combinatorial optimization problems with widely available solvers. The first approach casts the problem as a similar inference problem in Bayesian networks, overcoming some limitations of previous similar translations. In addition to making available the toolset of maximum-a-posteriori inference on Bayesian networks to sum-product networks, our reformulation also provides further insight into the connections of these two classes of models. The second approach casts the problem as a mixed-integer linear program, for which there exists very efficient solvers. This allows such inferences to be enriched with integer-linear constraints, increasing the expressivity of the models. We compare our reformulation approaches in a large collection of problems, and against state-of-the-art approaches. The results show that reformulation approaches are competitive.
One-digit multiplication errors are one of the most extensively analysed mathematical problems. Research work primarily emphasises the use of statistics whereas learning analytics can go one step further and use machi...
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ISBN:
(纸本)9781450341905
One-digit multiplication errors are one of the most extensively analysed mathematical problems. Research work primarily emphasises the use of statistics whereas learning analytics can go one step further and use machine learning techniques to model simple learning misconceptions. probabilistic programming techniques ease the development of probabilisticgraphicalmodels (bayesian networks) and their use for prediction of student behaviour that can ultimately influence learning decision processes.
Multiple Inference is the problem of finding multiple top solutions for an inference problem in a graphical model. It has been shown that it is beneficial for the top solutions to be diverse. However, existing methods...
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Multiple Inference is the problem of finding multiple top solutions for an inference problem in a graphical model. It has been shown that it is beneficial for the top solutions to be diverse. However, existing methods, such as diverse M-Best and M-Modes, often rely on a hyper parameter in enforcing diversity. The optimal values of such parameters usually depend on the probability landscape of the graphical model and thus have to be tuned case by case via cross validation. This is not a desirable property. In this paper, we introduce a parameter-free method that directly minimizes the expected loss of each solution in finding multiple top solutions that have high oracle accuracy, and are automatically diverse. Empirical evaluations show that our method often have better performance than other competing methods.
The most recent financial upheavals have cast doubt on the adequacy of some of the conventional quantitative risk management strategies, such as VaR (Value at Risk), in many common situations. Consequently, there has ...
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The most recent financial upheavals have cast doubt on the adequacy of some of the conventional quantitative risk management strategies, such as VaR (Value at Risk), in many common situations. Consequently, there has been an increasing need for verisimilar financial stress testings, namely simulating and analyzing financial portfolios in extreme, albeit rare scenarios. Unlike conventional risk management which exploits statistical correlations among financial instruments, here we focus our analysis on the notion of probabilistic causation, which is embodied by Suppes-Bayes Causal Networks (SBCNs);SBCNs are probabilisticgraphicalmodels that have many attractive features in terms of more accurate causal analysis for generating financial stress scenarios. In this paper, we present a novel approach for conducting stress testing of financial portfolios based on SBCNs in combination with classical machine learning classification tools. The resulting method is shown to be capable of correctly discovering the causal relationships among financial factors that affect the portfolios and thus, simulating stress testing scenarios with a higher accuracy and lower computational complexity than conventional Monte Carlo simulations. (C) 2018 Elsevier B.V. All rights reserved.
Dependency and query are two fundamental concepts in databases. Specifically, hypergraph representations of join dependencies and conjunctive queries have been widely investigated for conventional relational databases...
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ISBN:
(纸本)9781424465217
Dependency and query are two fundamental concepts in databases. Specifically, hypergraph representations of join dependencies and conjunctive queries have been widely investigated for conventional relational databases. However, we still lack a systematic study of such graphical representations for uncertain and probabilistic databases. In this paper we initiate a comprehensive study of the role of graphicalmodels in representing uncertainty and evaluating queries.
Quantum systems are promising candidates of future computing and information processing devices. In a large system, information about the quantum states and processes may be incomplete and scattered. To integrate the ...
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In this work, we present an approach for performing computational storytelling in open domain based on Author Goals. Author Goals are constraints placed on a story event directed by the author of the system. There are...
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ISBN:
(纸本)9781450372176
In this work, we present an approach for performing computational storytelling in open domain based on Author Goals. Author Goals are constraints placed on a story event directed by the author of the system. There are two challenges present in this type of story generation: (1) automatically acquiring a model of story progression, and (2) guiding the progress of story progression in light of different goals. We propose a novel approach to story generation based on probabilisticgraphicalmodels and Loopy Belief Propagation (LBP) that addresses both of these problems. We show the applicability of our technique through a case study on the Visual Storytelling (VIST) 2017 dataset. We use image descriptions as author goals. This empirical analysis suggests that our approach is able to utilize goals information to better automatically generate stories.
We study the seamless integration of community discovery and behavioral role analysis, in the domain of networks with node attributes. In particular, we focus on unifying the two tasks, by explicitly harnessing node a...
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ISBN:
(纸本)9781956792003
We study the seamless integration of community discovery and behavioral role analysis, in the domain of networks with node attributes. In particular, we focus on unifying the two tasks, by explicitly harnessing node attributes and behavioral role patterns in a principled manner. To this end, we propose two Bayesian probabilistic generative models of networks, whose novelty consists in the interrelationship of overlapping communities, roles, their behavioral patterns and node attributes. The devised models allow for a variety of exploratory, descriptive and predictive tasks. These are carried out through mean-field variational inference, which is in turn mathematically derived and implemented into a coordinate-ascent algorithm. A wide spectrum of experiments is designed, to validate the devised models against three classes of state-of-the-art competitors using various real-world benchmark data sets from different social networking services.
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