One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial constraints on the observed distribution. Here, we propose an information-theoretic approach, based on the insight that conditions on entropies of Bayesian networks take the form of simple linear inequalities. We describe an algorithm for deriving entropic tests for latent structures. The well-known conditional independence tests appear as a special case. While the approach applies for generic Bayesian networks, we presently adopt the causal view, and show the versatility of the framework by treating several relevant problems from that domain: detecting common ancestors, quantifying the strength of causal influence, and inferring the direction of causation from two-variable marginals.
German Cancer Consortium (DKTK)（德国癌症联盟（DKTK））；German Cancer Research Center (DKFZ)（德国癌症研究中心（DKFZ））；Goethe University Frankfurt（法兰克福歌德大学）；Frankfurt Cancer Insititute（法兰克福癌症研究所）
Latent variable models are powerful statistical tools that can uncover relevant variation between patients or cells, by inferring unobserved hidden states from observable high-dimensional data. A major shortcoming of current methods, however, is their inability to learn sparse and interpretable hidden states. Additionally, in settings where partial knowledge on the latent structure of the data is readily available, a statistically sound integration of prior information into current methods is challenging. To address these issues, we propose spex-LVM, a factorial latent variable model with spar…
Gatsby Unit, University College London（伦敦大学学院盖茨比计算神经科学单元）
Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance, carrying out the Bayesian program of computing the full posterior distributions over the parameters remains a difficult problem. Moreover, learning the structure of models with latent variables, for which the Bayesian approach is crucial, is yet a harder problem. In this paper I present the Variational Bayes framework, which provides a solution to these problems. …
Metabolomic based approaches have gained much attention in recent years due to their promising potential to deliver objective tools for assessment of food intake. In particular, multiple biomarkers have emerged for single foods. However, there is a lack of statistical tools available for combining multiple biomarkers to infer food intake. Furthermore, there is a paucity of approaches for estimating the uncertainty around biomarker based prediction of intake. Here, to facilitate inference on the relationship between multiple metabolomic biomarkers and food intake in an intervention study conduc…
University of Massachusetts Amherst（马萨诸塞大学阿默斯特分校）；Columbia University（哥伦比亚大学）；Microsoft Research（微软研究院）
We present a Bayesian tensor factorization model for inferring latent group structures from dynamic pairwise interaction patterns. For decades, political scientists have collected and analyzed records of the form "country $i$ took action $a$ toward country $j$ at time $t$"---known as dyadic events---in order to form and test theories of international relations. We represent these event data as a tensor of counts and develop Bayesian Poisson tensor factorization to infer a low-dimensional, interpretable representation of their salient patterns. We demonstrate that our model's predictive perform…
Stanford（斯坦福大学）；Calico Life Sciences（Calico生命科学公司）；Insitro（Insitro公司）；andMe（23andMe公司）；Stanford and Calico Life Sciences（斯坦福大学和Calico生命科学公司）；Calico Life Sciences and Insitro（Calico生命科学公司和Insitro公司）；Calico Life Sciences and 23andMe（Calico生命科学公司和23andMe公司）
Modeling how individuals evolve over time is a fundamental problem in the natural and social sciences. However, existing datasets are often cross-sectional with each individual observed only once, making it impossible to apply traditional time-series methods. Motivated by the study of human aging, we present an interpretable latent-variable model that learns temporal dynamics from cross-sectional data. Our model represents each individual's features over time as a nonlinear function of a low-dimensional, linearly-evolving latent state. We prove that when this nonlinear function is constrained …
Viral deep-sequencing data play a crucial role toward understanding disease transmission network flows, because the higher resolution of these data compared to standard Sanger sequencing provide evidence into the direction of infectious disease transmission. To more fully utilize these rich data and account for the uncertainties in phylogenetic analysis outcomes, we propose a spatial Poisson process model to uncover HIV transmission flow patterns at the population level. We represent pairings of two individuals with viral sequence data as typed points, with coordinates representing covariates …
Inverse problems in computational mechanics consist of inferring physical fields that are latent in the model describing some observable fields. For instance, an inverse problem of interest is inferring the Reynolds stress field in the Navier--Stokes equations describing mean fluid velocity and pressure. The physical nature of the latent fields means they have their own set of physical constraints, including boundary conditions. The inherent ill-posedness of inverse problems, however, means that there exist many possible latent fields that do not satisfy their physical constraints while still …
We present the Infinite Latent Events Model, a nonparametric hierarchical Bayesian distribution over infinite dimensional Dynamic Bayesian Networks with binary state representations and noisy-OR-like transitions. The distribution can be used to learn structure in discrete timeseries data by simultaneously inferring a set of latent events, which events fired at each timestep, and how those events are causally linked. We illustrate the model on a sound factorization task, a network topology identification task, and a video game task.
Given multiple input signals, how can we infer node importance in a knowledge graph (KG)? Node importance estimation is a crucial and challenging task that can benefit a lot of applications including recommendation, search, and query disambiguation. A key challenge towards this goal is how to effectively use input from different sources. On the one hand, a KG is a rich source of information, with multiple types of nodes and edges. On the other hand, there are external input signals, such as the number of votes or pageviews, which can directly tell us about the importance of entities in a KG. W…
We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve Markov chain Monte Carlo sampling with limited applicability to large data sets. We extend some of these techniques to scale efficiently when the problem exhibits a sequential structure. We propose an approximation that enables sequential sampling of both latent variables and associated parameters. We demonstrate strong performance in growing-data settings tha…
A latent-variable model is introduced for text matching, inferring sentence representations by jointly optimizing generative and discriminative objectives. To alleviate typical optimization challenges in latent-variable models for text, we employ deconvolutional networks as the sequence decoder (generator), providing learned latent codes with more semantic information and better generalization. Our model, trained in an unsupervised manner, yields stronger empirical predictive performance than a decoder based on Long Short-Term Memory (LSTM), with less parameters and considerably faster trainin…
Insight Centre for Data Analytics（洞察数据分析中心）；University College Dublin（都柏林大学）；Maynooth University（梅努斯大学）
This paper focuses on the problem of hierarchical non-overlapping clustering of a dataset. In such a clustering, each data item is associated with exactly one leaf node and each internal node is associated with all the data items stored in the sub-tree beneath it, so that each level of the hierarchy corresponds to a partition of the dataset. We develop a novel Bayesian nonparametric method combining the nested Chinese Restaurant Process (nCRP) and the Hierarchical Dirichlet Process (HDP). Compared with other existing Bayesian approaches, our solution tackles data with complex latent mixture fe…
NTT Communication Science Laboratories（NTT通信科学实验室）；Yahoo Labs（雅虎实验室）
We propose a nonparametric Bayesian probabilistic latent variable model for multi-view anomaly detection, which is the task of finding instances that have inconsistent views. With the proposed model, all views of a non-anomalous instance are assumed to be generated from a single latent vector. On the other hand, an anomalous instance is assumed to have multiple latent vectors, and its different views are generated from different latent vectors. By inferring the number of latent vectors used for each instance with Dirichlet process priors, we obtain multi-view anomaly scores. The proposed model…
Latent force models (LFMs) are hybrid models combining mechanistic principles with non-parametric components. In this article, we shall show how LFMs can be equivalently formulated and solved using the state variable approach. We shall also show how the Gaussian process prior used in LFMs can be equivalently formulated as a linear statespace model driven by a white noise process and how inference on the resulting model can be efficiently implemented using Kalman filter and smoother. Then we shall show how the recently proposed switching LFM can be reformulated using the state variable approach…
Many widely studied graphical models with latent variables lead to nontrivial constraints on the distribution of the observed variables. Inspired by the Bell inequalities in quantum mechanics, we refer to any linear inequality whose violation rules out some latent variable model as a "hidden variable test" for that model. Our main contribution is to introduce a sequence of relaxations which provides progressively tighter hidden variable tests. We demonstrate applicability to mixtures of sequences of i.i.d. variables, Bell inequalities, and homophily models in social networks. For the last, we …
Neural circuits contain heterogeneous groups of neurons that differ in type, location, connectivity, and basic response properties. However, traditional methods for dimensionality reduction and clustering are ill-suited to recovering the structure underlying the organization of neural circuits. In particular, they do not take advantage of the rich temporal dependencies in multi-neuron recordings and fail to account for the noise in neural spike trains. Here we describe new tools for inferring latent structure from simultaneously recorded spike train data using a hierarchical extension of a mul…
University of California, Los Angeles（加利福尼亚大学洛杉矶分校）；Stevens Institute of Technology（斯蒂文斯理工学院）
This paper studies the fundamental problem of learning deep generative models that consist of multiple layers of latent variables organized in top-down architectures. Such models have high expressivity and allow for learning hierarchical representations. Learning such a generative model requires inferring the latent variables for each training example based on the posterior distribution of these latent variables. The inference typically requires Markov chain Monte Caro (MCMC) that can be time consuming. In this paper, we propose to use noise initialized non-persistent short run MCMC, such as f…
When governed by underlying low-dimensional dynamics, the interdependence of simultaneously recorded population of neurons can be explained by a small number of shared factors, or a low-dimensional trajectory. Recovering these latent trajectories, particularly from single-trial population recordings, may help us understand the dynamics that drive neural computation. However, due to the biophysical constraints and noise in the spike trains, inferring trajectories from data is a challenging statistical problem in general. Here, we propose a practical and efficient inference method, called the va…
This paper develops a Bayesian graphical model for fusing disparate types of count data. The motivating application is the study of bacterial communities from diverse high dimensional features, in this case transcripts, collected from different treatments. In such datasets, there are no explicit correspondences between the communities and each correspond to different factors, making data fusion challenging. We introduce a flexible multinomial-Gaussian generative model for jointly modeling such count data. This latent variable model jointly characterizes the observed data through a common multi…
Columbia University（哥伦比亚大学）；Stanford University（斯坦福大学）
We propose a hierarchical Bayesian recurrent state space model for modeling switching network connectivity in resting state fMRI data. Our model allows us to uncover shared network patterns across disease conditions. We evaluate our method on the ADNI2 dataset by inferring latent state patterns corresponding to altered neural circuits in individuals with Mild Cognitive Impairment (MCI). In addition to states shared across healthy and individuals with MCI, we discover latent states that are predominantly observed in individuals with MCI. Our model outperforms current state of the art deep learn…
The Indian buffet process (IBP) and phylogenetic Indian buffet process (pIBP) can be used as prior models to infer latent features in a data set. The theoretical properties of these models are under-explored, however, especially in high dimensional settings. In this paper, we show that under mild sparsity condition, the posterior distribution of the latent feature matrix, generated via IBP or pIBP priors, converges to the true latent feature matrix asymptotically. We derive the posterior convergence rate, referred to as the contraction rate. We show that the convergence holds even when the dim…
We consider analysis of relational data (a matrix), in which the rows correspond to subjects (e.g., people) and the columns correspond to attributes. The elements of the matrix may be a mix of real and categorical. Each subject and attribute is characterized by a latent binary feature vector, and an inferred matrix maps each row-column pair of binary feature vectors to an observed matrix element. The latent binary features of the rows are modeled via a multivariate Gaussian distribution with low-rank covariance matrix, and the Gaussian random variables are mapped to latent binary features via …
Characterizing the shared memberships of individuals in a classification scheme poses severe interpretability issues, even when using a moderate number of classes (say 4). Mixed membership models quantify this phenomenon, but they typically focus on goodness-of-fit more than on interpretable inference. To achieve a good numerical fit, these models may in fact require many extreme profiles, making the results difficult to interpret. We introduce a new class of multivariate mixed membership models that, when variables can be partitioned into subject-matter based domains, can provide a good fit t…
Motivated by the need of the linking records across various databases, we propose a novel graphical model based classifier that uses a mixture of Poisson distributions with latent variables. The idea is to derive insight into each pair of hypothesis records that match by inferring its underlying latent rate of error using Bayesian Modeling techniques. The novel approach of using gamma priors for learning the latent variables along with supervised labels is unique and allows for active learning. The naive assumption is made deliberately as to the independence of the fields to propose a generali…
A gamma process dynamic Poisson factor analysis model is proposed to factorize a dynamic count matrix, whose columns are sequentially observed count vectors. The model builds a novel Markov chain that sends the latent gamma random variables at time $(t-1)$ as the shape parameters of those at time $t$, which are linked to observed or latent counts under the Poisson likelihood. The significant challenge of inferring the gamma shape parameters is fully addressed, using unique data augmentation and marginalization techniques for the negative binomial distribution. The same nonparametric Bayesian m…
University of Science and Technology of China（中国科学技术大学）
Time-invariant linear dynamical system arises in many real-world applications,and its usefulness is widely acknowledged. A practical limitation with this model is that its latent dimension that has a large impact on the model capability needs to be manually specified. It can be demonstrated that a lower-order model class could be totally nested into a higher-order class, and the corresponding likelihood is nondecreasing. Hence, criterion built on the likelihood is not appropriate for model selection. This paper addresses the issue and proposes a criterion for linear dynamical system based on t…
Ratings of teachers' instructional practices using standardized classroom observation instruments are increasingly being used for both research and teacher accountability. There are multiple instruments in use, each attempting to evaluate many dimensions of teaching and classroom activities, and little is known about what underlying teaching quality attributes are being measured. We use data from multiple instruments collected from 458 middle school mathematics and English language arts teachers to inform research and practice on teacher performance measurement by modeling latent constructs of…
Questions about information encoded by the brain demand statistical frameworks for inferring relationships between neural firing and features of the world. The landmark discovery of grid cells demonstrates that neurons can represent spatial information through regularly repeating firing fields. However, the influence of covariates may be masked in current statistical models of grid cell activity, which by employing approaches such as discretizing, aggregating and smoothing, are computationally inefficient and do not account for the continuous nature of the physical world. These limitations mot…
CEREMADE, CNRS, Université Paris–Dauphine（巴黎第九大学数学建模与优化研究中心）；Department of Decision Sciences, Bocconi University（博科尼大学决策科学系）；Department of Mathematics, Imperial College London（伦敦帝国理工学院数学系）
Most convex and nonconvex clustering algorithms come with one crucial parameter: the $k$ in $k$-means. To this day, there is not one generally accepted way to accurately determine this parameter. Popular methods are simple yet theoretically unfounded, such as searching for an elbow in the curve of a given cost measure. In contrast, statistically founded methods often make strict assumptions over the data distribution or come with their own optimization scheme for the clustering objective. This limits either the set of applicable datasets or clustering algorithms. In this paper, we strive to de…
The University of Sydney（悉尼大学）；University of Technology Sydney（悉尼科技大学）
The behaviour of many real-world phenomena can be modelled by nonlinear dynamical systems whereby a latent system state is observed through a filter. We are interested in interacting subsystems of this form, which we model by a set of coupled maps as a synchronous update graph dynamical systems. Specifically, we study the structure learning problem for spatially distributed dynamical systems coupled via a directed acyclic graph. Unlike established structure learning procedures that find locally maximum posterior probabilities of a network structure containing latent variables, our work exploit…
University of Amsterdam（阿姆斯特丹大学）；TNO Intelligent Imaging（荷兰应用科学研究组织智能成像）；New York University（纽约大学）；CIMS（库朗数学科学研究所）；Massachusetts Institute of Technology（麻省理工学院）；CSAIL & IMES（计算机科学与人工智能实验室与医学工程与科学研究所）；University of Toronto（多伦多大学）；CIFAR（加拿大高等研究院）
Learning individual-level causal effects from observational data, such as inferring the most effective medication for a specific patient, is a problem of growing importance for policy makers. The most important aspect of inferring causal effects from observational data is the handling of confounders, factors that affect both an intervention and its outcome. A carefully designed observational study attempts to measure all important confounders. However, even if one does not have direct access to all confounders, there may exist noisy and uncertain measurement of proxies for confounders. We buil…
Georgia Institute of Technology（佐治亚理工学院）；Duke University（杜克大学）
Multivariate Hawkes processes are commonly used to model streaming networked event data in a wide variety of applications. However, it remains a challenge to extract reliable inference from complex datasets with uncertainty quantification. Aiming towards this, we develop a statistical inference framework to learn causal relationships between nodes from networked data, where the underlying directed graph implies Granger causality. We provide uncertainty quantification for the maximum likelihood estimate of the network multivariate Hawkes process by providing a non-asymptotic confidence set. The…
The problem of causal inference is to determine if a given probability distribution on observed variables is compatible with some causal structure. The difficult case is when the causal structure includes latent variables. We here introduce the $\textit{inflation technique}$ for tackling this problem. An inflation of a causal structure is a new causal structure that can contain multiple copies of each of the original variables, but where the ancestry of each copy mirrors that of the original. To every distribution of the observed variables that is compatible with the original causal structure,…
Arizona State University（亚利桑那州立大学）；University of Arkansas at Little Rock（阿肯色大学小石城分校）
Modeling spillover effects from observational data is an important problem in economics, business, and other fields of research. % It helps us infer the causality between two seemingly unrelated set of events. For example, if consumer spending in the United States declines, it has spillover effects on economies that depend on the U.S. as their largest export market. In this paper, we aim to infer the causation that results in spillover effects between pairs of entities (or units), we call this effect as \textit{paired spillover}. To achieve this, we leverage the recent developments in variatio…
Inferring Multi-Timescale Neural Dynamics with Switching Linear Dynamical Systems
Center for Neurocomputation and Machine Intelligence, Wu Tsai Institute（吴蔡研究所神经计算与机器智能中心）；Department of Biomedical Engineering（生物医学工程系）；Yale University（耶鲁大学）
University of Tübingen（图宾根大学）；University of Hohenheim（霍恩海姆大学）
The novel DISTributed Artificial neural Network Architecture (DISTANA) is a generative, recurrent graph convolution neural network. It implements a grid or mesh of locally parameterizable laterally connected network modules. DISTANA is specifically designed to identify the causality behind spatially distributed, non-linear dynamical processes. We show that DISTANA is very well-suited to denoise data streams, given that re-occurring patterns are observed, significantly outperforming alternative approaches, such as temporal convolution networks and ConvLSTMs, on a complex spatial wave propagatio…
Beihang University（北京航空航天大学）；University of Ottawa（渥太华大学）；National Computer Network Emergency Response Technical Team/Coordination Center of China（国家计算机网络应急技术处理协调中心）
Understanding the diffusion in social network is an important task. However, this task is challenging since (1) the network structure is usually hidden with only observations of events like "post" or "repost" associated with each node, and (2) the interactions between nodes encompass multiple distinct patterns which in turn affect the diffusion patterns. For instance, social interactions seldom develop on a single channel, and multiple relationships can bind pairs of people due to their various common interests. Most previous work considers only one of these two challenges which is apparently …
Root causal analysis seeks to identify the set of initial perturbations that induce an unwanted outcome. In prior work, we defined sample-specific root causes of disease using exogenous error terms that predict a diagnosis in a structural equation model. We rigorously quantified predictivity using Shapley values. However, the associated algorithms for inferring root causes assume no latent confounding. We relax this assumption by permitting confounding among the predictors. We then introduce a corresponding procedure called Extract Errors with Latents (EEL) for recovering the error terms up to…
Causal discovery from data affected by latent confounders is an important and difficult challenge. Causal functional model-based approaches have not been used to present variables whose relationships are affected by latent confounders, while some constraint-based methods can present them. This paper proposes a causal functional model-based method called repetitive causal discovery (RCD) to discover the causal structure of observed variables affected by latent confounders. RCD repeats inferring the causal directions between a small number of observed variables and determines whether the relatio…
Huawei Noah's Ark Lab（华为诺亚方舟实验室）；University of South Florida（南佛罗里达大学）；University of Michigan（密歇根大学）；GIPSA-lab, University Grenoble-Alpes（格勒诺布尔-阿尔卑斯大学GIPSA实验室）；MIT-IBM Watson AI Lab, IBM Research（IBM研究院MIT-IBM沃森人工智能实验室）
We propose a method for simultaneously detecting shared and unshared communities in heterogeneous multilayer weighted and undirected networks. The multilayer network is assumed to follow a generative probabilistic model that takes into account the similarities and dissimilarities between the communities. We make use of a variational Bayes approach for jointly inferring the shared and unshared hidden communities from multilayer network observations. We show that our approach outperforms state-of-the-art algorithms in detecting disparate (shared and private) communities on synthetic data as well…
Testing whether a probability distribution is compatible with a given Bayesian network is a fundamental task in the field of causal inference, where Bayesian networks model causal relations. Here we consider the class of causal structures where all correlations between observed quantities are solely due to the influence from latent variables. We show that each model of this type imposes a certain signature on the observable covariance matrix in terms of a particular decomposition into positive semidefinite components. This signature, and thus the underlying hypothetical latent structure, can b…
Centre d’Analyse et de Mathématique Sociales（社会分析与数学中心）；EHESS（高等社会科学研究院）；Centre de Mathématiques Appliquées（应用数学中心）；École Polytechnique（巴黎综合理工学院）；Inria XPOP（法国国家信息与自动化研究所XPOP团队）；Google Research（谷歌研究院）
Inferring causal effects of a treatment, intervention or policy from observational data is central to many applications. However, state-of-the-art methods for causal inference seldom consider the possibility that covariates have missing values, which is ubiquitous in many real-world analyses. Missing data greatly complicate causal inference procedures as they require an adapted unconfoundedness hypothesis which can be difficult to justify in practice. We circumvent this issue by considering latent confounders whose distribution is learned through variational autoencoders adapted to missing val…
OPPO US Research Center（OPPO美国研究中心）；Salesforce Research（赛富时研究院）；University of California, Los Angeles（加利福尼亚大学洛杉矶分校）
This work proposes a method for using any generator network as the foundation of an Energy-Based Model (EBM). Our formulation posits that observed images are the sum of unobserved latent variables passed through the generator network and a residual random variable that spans the gap between the generator output and the image manifold. One can then define an EBM that includes the generator as part of its forward pass, which we call the Hat EBM. The model can be trained without inferring the latent variables of the observed data or calculating the generator Jacobian determinant. This enables exp…
We analyze the necessary and sufficient conditions for exact inference of a latent model. In latent models, each entity is associated with a latent variable following some probability distribution. The challenging question we try to solve is: can we perform exact inference without observing the latent variables, even without knowing what the domain of the latent variables is? We show that exact inference can be achieved using a semidefinite programming (SDP) approach without knowing either the latent variables or their domain. Our analysis predicts the experimental correctness of SDP with high…
We introduce Thurstonian Boltzmann Machines (TBM), a unified architecture that can naturally incorporate a wide range of data inputs at the same time. Our motivation rests in the Thurstonian view that many discrete data types can be considered as being generated from a subset of underlying latent continuous variables, and in the observation that each realisation of a discrete type imposes certain inequalities on those variables. Thus learning and inference in TBM reduce to making sense of a set of inequalities. Our proposed TBM naturally supports the following types: Gaussian, intervals, censo…
