Modelling Genetic Variations with Fragmentation-Coagulation Processes

Size: px
Start display at page:

Download "Modelling Genetic Variations with Fragmentation-Coagulation Processes"

Transcription

1 Modelling Genetic Variations with Fragmentation-Coagulation Processes Yee Whye Teh, Charles Blundell, Lloyd Elliott Gatsby Computational Neuroscience Unit, UCL

2 Genetic Variations in Populations Inferring histories of human populations. Understanding fundamental genetic processes. Associating genetic with phenotypic variations. Discovering genetic causes of diseases.

3 Ancestral Tree backwards in time GCAAAGGGTA GCATCCGGTA CAATCCTATA [Kingman 98]

4 Ancestral Tree CCAACTGATA backwards in time GCAACGGGTA GCAAAGGGTA GCATCCGGTA CAATCCTATA [Kingman 98]

5 Ancestral Tree CCAACTGATA backwards in time GCAACGGGTA GCAAAGGGTA GCATCCGGTA CAATCCTATA [Kingman 98]

6 Ancestral Recombination Graph CCTACCACTA CCTACCGGTA backwards in time C CCTTCCGGTA GCATCCGGTA CCATCCGGTA GCATCCGGTA C C T A C C T A T A GCAAAGGGTA GCATCCGGTA CAATCCTATA [Hudson 98]

7 Ancestral Recombination Graph CCTACCACTA CCTACCGGTA backwards in time CCTAAGGGTA CCTTCCGGTA GCATCCGGTA CCATCCGGTA GCATCCGGTA CCTACCTATA GCAAAGGGTA GCATCCGGTA CAATCCTATA [Hudson 98]

8 Mosaic Structure Simplification: Blocks of recurring segments; Each DNA sequence composed of multiple blocks. Hidden Markov models. G C A A A G G G T A G C A T C C G G T A C A A T C C T A T A Figure from [Daly et al 00]

9 Fragmentation-Coagulation Processes No need for model selection---bayesian nonparametric. No label switching problem---no labels. Idea: Use unlabelled partitions of sequences as basic representation. Use a Markov process over partitions to model changing partition structure. Partition: set of clusters, e.g. {{,},{}} disjoint, non-empty, contains all sequences. unlabelled G C A A A G G G T A G C A T C C G G T A C A A T C C T A T A

10 Markov Process over Partitions G C A A A G G G T A G C A T C C G G T A C A A T C C T A T A G C A A A G G G T A {Π t : t =,,...,T} {Π t : t [0,T]} C A A T C C T A T A

11 Fragmentation-Coagulation Processes

12 Fragmentation-Coagulation Processes

13 Fragmentation-Coagulation Processes

14 Fragmentation-Coagulation Processes

15 Fragmentation-Coagulation Processes

16 Fragmentation-Coagulation Processes

17 Fragmentation-Coagulation Processes initial distribution = CRP(µ)

18 Fragmentation-Coagulation Processes 6 7 c a b fragmentation rate = R Γ( a )Γ( b ) Γ( c ) 9 initial distribution = CRP(µ)

19 Fragmentation-Coagulation Processes 6 a c 7 b a fragmentation rate = R Γ( a )Γ( b ) Γ( c ) b c 9 initial distribution = CRP(µ) coagulation rate = R/µ

20 Fragmentation-Coagulation Processes Markov. Stationary, with CRP(μ) as equilibrium distribution. Reversible. Exchangeable. Dirichlet diffusion tree [Neal 00] and Kingman s coalescent. Simplest example of exchangeable fragmentation-coalescence processes [Berestycki 004].

21 Inference Gibbs sampling: Resample trajectory of one sequence at each iteration. 0 T Dealing with continuous time dynamics: Uniformisation based auxiliary variable Gibbs [Rao & Teh UAI 0]. Forward filtering-backward sampling.

22 Inference Gibbs sampling: Resample trajectory of one sequence at each iteration. Dealing with continuous time dynamics: Uniformisation based auxiliary variable Gibbs [Rao & Teh UAI 0]. Forward filtering-backward sampling.

23 Imputation Results accuracy (%) BEAGLE FCP fastphase proportion held out SNPs

24 Summary Modelling the mosaic structure of genetic variations. Fragmentation-coagulation processes. Bayesian nonparametrics. Label switching problem. State-of-the-art results. Poster T09 Future work: scaling up, and other statistical genetics applications.

25 Poster T09 Thank You! Vinayak Rao and Andriy Mnih Chris Holmes, Gil McVean, Lancelot James NIPS organisers and audience

26 Appendix

27 Imputation Experiments: Unphased Data accuracy (%) BEAGLE IMPUTE fastphase FCP 60 FCP 600 FCP computation time (s)

28 Imputation Experiments: Unphased Data accuracy (%) 9 accuracy (%) proportion held out genotypes proportion held out SNPs

29 Hidden Markov Models s i s i s i s i4 s i5 x i x i x i x i4 x i5 sequences [Daly et al 00], [Scheet & Stephens 006]

30 Hidden Markov Models T s i s i s i s i4 s i5 x i x i x i x i4 x i5 sequences E Typical: stationary with shared transition and emission probabilities. [Daly et al 00], [Scheet & Stephens 006]

31 Hidden Markov Models T T T T 4 T 5 s i s i s i s i4 s i5 x i x i x i x i4 x i5 sequences E E E E 4 E 5 Typical: stationary with shared transition and emission probabilities. Here: non-stationary with location specific transition and emissions. [Daly et al 00], [Scheet & Stephens 006]

32 HMM Label Switching Problem

33 HMM Label Switching Problem a a a a a a a b b b b b b b 0

34 HMM Label Switching Problem a a a a a a a b a b b b b b b b 0 0

35 HMM Label Switching Problem a b a a b b a b a b b a b b a a 0 0

36 HMM Label Switching Problem a b a a b b a b a b b a b b a a 0 0 normalized log likelihood FCP BHMM MCMC iteration FCP BHMM MCMC iterations until optimum

37 Chinese Restaurant Process Through Time 0 T

38 Chinese Restaurant Process Through Time +µ +µ µ +µ 4 0 T

39 Chinese Restaurant Process Through Time +µ +µ µ +µ 4 0 T

40 Chinese Restaurant Process Through Time +µ +µ µ +µ 4 R µ 0 T

41 Chinese Restaurant Process Through Time +µ +µ µ +µ 4 R µ 0 T

42 Chinese Restaurant Process Through Time +µ +µ µ +µ 4 R µ 0 T / /

43 Chinese Restaurant Process Through Time +µ +µ µ +µ 4 R µ 0 T / /

44 Chinese Restaurant Process Through Time +µ R +µ µ +µ 4 R µ 0 T / /

45 Chinese Restaurant Process Through Time +µ R +µ µ +µ 4 R µ 0 T / /

46 Chinese Restaurant Process Through Time +µ R +µ µ +µ 4 R µ 0 T / /

47 Partitions Set [n] = {,,...,n} indexing n sequences. Partition of [n], e.g.: {{,,6},{,7},{4,5,8},{9}} Non-empty; Disjoint; Union is [n]; and Unlabelled.

Bayesian Nonparametric Modelling of Genetic Variations using Fragmentation-Coagulation Processes

Bayesian Nonparametric Modelling of Genetic Variations using Fragmentation-Coagulation Processes Journal of Machine Learning Research 1 (2) 1-48 Submitted 4/; Published 1/ Bayesian Nonparametric Modelling of Genetic Variations using Fragmentation-Coagulation Processes Yee Whye Teh y.w.teh@stats.ox.ac.uk

More information

Scalable imputation of genetic data with a discrete fragmentation-coagulation process

Scalable imputation of genetic data with a discrete fragmentation-coagulation process Scalable imputation of genetic data with a discrete fragmentation-coagulation process Lloyd. Elliott atsby omputational Neuroscience Unit University ollege London 17 Queen Square London W1N 3R, U.K. elliott@gatsby.ucl.ac.uk

More information

Spatial Normalized Gamma Process

Spatial Normalized Gamma Process Spatial Normalized Gamma Process Vinayak Rao Yee Whye Teh Presented at NIPS 2009 Discussion and Slides by Eric Wang June 23, 2010 Outline Introduction Motivation The Gamma Process Spatial Normalized Gamma

More information

Bayesian Nonparametrics: Dirichlet Process

Bayesian Nonparametrics: Dirichlet Process Bayesian Nonparametrics: Dirichlet Process Yee Whye Teh Gatsby Computational Neuroscience Unit, UCL http://www.gatsby.ucl.ac.uk/~ywteh/teaching/npbayes2012 Dirichlet Process Cornerstone of modern Bayesian

More information

Steven L. Scott. Presented by Ahmet Engin Ural

Steven L. Scott. Presented by Ahmet Engin Ural Steven L. Scott Presented by Ahmet Engin Ural Overview of HMM Evaluating likelihoods The Likelihood Recursion The Forward-Backward Recursion Sampling HMM DG and FB samplers Autocovariance of samplers Some

More information

Applied Bayesian Nonparametrics 3. Infinite Hidden Markov Models

Applied Bayesian Nonparametrics 3. Infinite Hidden Markov Models Applied Bayesian Nonparametrics 3. Infinite Hidden Markov Models Tutorial at CVPR 2012 Erik Sudderth Brown University Work by E. Fox, E. Sudderth, M. Jordan, & A. Willsky AOAS 2011: A Sticky HDP-HMM with

More information

Learning ancestral genetic processes using nonparametric Bayesian models

Learning ancestral genetic processes using nonparametric Bayesian models Learning ancestral genetic processes using nonparametric Bayesian models Kyung-Ah Sohn October 31, 2011 Committee Members: Eric P. Xing, Chair Zoubin Ghahramani Russell Schwartz Kathryn Roeder Matthew

More information

Non-Parametric Bayes

Non-Parametric Bayes Non-Parametric Bayes Mark Schmidt UBC Machine Learning Reading Group January 2016 Current Hot Topics in Machine Learning Bayesian learning includes: Gaussian processes. Approximate inference. Bayesian

More information

Haupthseminar: Machine Learning. Chinese Restaurant Process, Indian Buffet Process

Haupthseminar: Machine Learning. Chinese Restaurant Process, Indian Buffet Process Haupthseminar: Machine Learning Chinese Restaurant Process, Indian Buffet Process Agenda Motivation Chinese Restaurant Process- CRP Dirichlet Process Interlude on CRP Infinite and CRP mixture model Estimation

More information

Fast MCMC sampling for Markov jump processes and extensions

Fast MCMC sampling for Markov jump processes and extensions Fast MCMC sampling for Markov jump processes and extensions Vinayak Rao and Yee Whye Teh Rao: Department of Statistical Science, Duke University Teh: Department of Statistics, Oxford University Work done

More information

Nonparametric Bayesian Methods: Models, Algorithms, and Applications (Day 5)

Nonparametric Bayesian Methods: Models, Algorithms, and Applications (Day 5) Nonparametric Bayesian Methods: Models, Algorithms, and Applications (Day 5) Tamara Broderick ITT Career Development Assistant Professor Electrical Engineering & Computer Science MIT Bayes Foundations

More information

Gentle Introduction to Infinite Gaussian Mixture Modeling

Gentle Introduction to Infinite Gaussian Mixture Modeling Gentle Introduction to Infinite Gaussian Mixture Modeling with an application in neuroscience By Frank Wood Rasmussen, NIPS 1999 Neuroscience Application: Spike Sorting Important in neuroscience and for

More information

CSci 8980: Advanced Topics in Graphical Models Analysis of Genetic Variation

CSci 8980: Advanced Topics in Graphical Models Analysis of Genetic Variation CSci 8980: Advanced Topics in Graphical Models Analysis of Genetic Variation Instructor: Arindam Banerjee November 26, 2007 Genetic Polymorphism Single nucleotide polymorphism (SNP) Genetic Polymorphism

More information

Fast MCMC sampling for Markov jump processes and continuous time Bayesian networks

Fast MCMC sampling for Markov jump processes and continuous time Bayesian networks Fast MCMC sampling for Markov jump processes and continuous time Bayesian networks Vinayak Rao Gatsby Computational Neuroscience Unit University College London vrao@gatsby.ucl.ac.uk Yee Whye Teh Gatsby

More information

A Brief Overview of Nonparametric Bayesian Models

A Brief Overview of Nonparametric Bayesian Models A Brief Overview of Nonparametric Bayesian Models Eurandom Zoubin Ghahramani Department of Engineering University of Cambridge, UK zoubin@eng.cam.ac.uk http://learning.eng.cam.ac.uk/zoubin Also at Machine

More information

Pattern Recognition and Machine Learning

Pattern Recognition and Machine Learning Christopher M. Bishop Pattern Recognition and Machine Learning ÖSpri inger Contents Preface Mathematical notation Contents vii xi xiii 1 Introduction 1 1.1 Example: Polynomial Curve Fitting 4 1.2 Probability

More information

Bayesian Nonparametric Learning of Complex Dynamical Phenomena

Bayesian Nonparametric Learning of Complex Dynamical Phenomena Duke University Department of Statistical Science Bayesian Nonparametric Learning of Complex Dynamical Phenomena Emily Fox Joint work with Erik Sudderth (Brown University), Michael Jordan (UC Berkeley),

More information

1.5.1 ESTIMATION OF HAPLOTYPE FREQUENCIES:

1.5.1 ESTIMATION OF HAPLOTYPE FREQUENCIES: .5. ESTIMATION OF HAPLOTYPE FREQUENCIES: Chapter - 8 For SNPs, alleles A j,b j at locus j there are 4 haplotypes: A A, A B, B A and B B frequencies q,q,q 3,q 4. Assume HWE at haplotype level. Only the

More information

Learning Energy-Based Models of High-Dimensional Data

Learning Energy-Based Models of High-Dimensional Data Learning Energy-Based Models of High-Dimensional Data Geoffrey Hinton Max Welling Yee-Whye Teh Simon Osindero www.cs.toronto.edu/~hinton/energybasedmodelsweb.htm Discovering causal structure as a goal

More information

Hierarchical Dirichlet Processes

Hierarchical Dirichlet Processes Hierarchical Dirichlet Processes Yee Whye Teh, Michael I. Jordan, Matthew J. Beal and David M. Blei Computer Science Div., Dept. of Statistics Dept. of Computer Science University of California at Berkeley

More information

Hidden Markov models in population genetics and evolutionary biology

Hidden Markov models in population genetics and evolutionary biology Hidden Markov models in population genetics and evolutionary biology Gerton Lunter Wellcome Trust Centre for Human Genetics Oxford, UK April 29, 2013 Topics for today Markov chains Hidden Markov models

More information

Hidden Markov Models. By Parisa Abedi. Slides courtesy: Eric Xing

Hidden Markov Models. By Parisa Abedi. Slides courtesy: Eric Xing Hidden Markov Models By Parisa Abedi Slides courtesy: Eric Xing i.i.d to sequential data So far we assumed independent, identically distributed data Sequential (non i.i.d.) data Time-series data E.g. Speech

More information

Hierarchical Bayesian Models of Language and Text

Hierarchical Bayesian Models of Language and Text Hierarchical Bayesian Models of Language and Text Yee Whye Teh Gatsby Computational Neuroscience Unit, UCL Joint work with Frank Wood *, Jan Gasthaus *, Cedric Archambeau, Lancelot James Overview Probabilistic

More information

Hidden Markov Models. Aarti Singh Slides courtesy: Eric Xing. Machine Learning / Nov 8, 2010

Hidden Markov Models. Aarti Singh Slides courtesy: Eric Xing. Machine Learning / Nov 8, 2010 Hidden Markov Models Aarti Singh Slides courtesy: Eric Xing Machine Learning 10-701/15-781 Nov 8, 2010 i.i.d to sequential data So far we assumed independent, identically distributed data Sequential data

More information

Lecture 3a: Dirichlet processes

Lecture 3a: Dirichlet processes Lecture 3a: Dirichlet processes Cédric Archambeau Centre for Computational Statistics and Machine Learning Department of Computer Science University College London c.archambeau@cs.ucl.ac.uk Advanced Topics

More information

Bayesian Nonparametrics for Speech and Signal Processing

Bayesian Nonparametrics for Speech and Signal Processing Bayesian Nonparametrics for Speech and Signal Processing Michael I. Jordan University of California, Berkeley June 28, 2011 Acknowledgments: Emily Fox, Erik Sudderth, Yee Whye Teh, and Romain Thibaux Computer

More information

Bayesian Nonparametrics

Bayesian Nonparametrics Bayesian Nonparametrics Peter Orbanz Columbia University PARAMETERS AND PATTERNS Parameters P(X θ) = Probability[data pattern] 3 2 1 0 1 2 3 5 0 5 Inference idea data = underlying pattern + independent

More information

Introduction to Machine Learning CMU-10701

Introduction to Machine Learning CMU-10701 Introduction to Machine Learning CMU-10701 Hidden Markov Models Barnabás Póczos & Aarti Singh Slides courtesy: Eric Xing i.i.d to sequential data So far we assumed independent, identically distributed

More information

Properties of Bayesian nonparametric models and priors over trees

Properties of Bayesian nonparametric models and priors over trees Properties of Bayesian nonparametric models and priors over trees David A. Knowles Computer Science Department Stanford University July 24, 2013 Introduction Theory: what characteristics might we want?

More information

STA 4273H: Statistical Machine Learning

STA 4273H: Statistical Machine Learning STA 4273H: Statistical Machine Learning Russ Salakhutdinov Department of Statistics! rsalakhu@utstat.toronto.edu! http://www.utstat.utoronto.ca/~rsalakhu/ Sidney Smith Hall, Room 6002 Lecture 11 Project

More information

Infering the Number of State Clusters in Hidden Markov Model and its Extension

Infering the Number of State Clusters in Hidden Markov Model and its Extension Infering the Number of State Clusters in Hidden Markov Model and its Extension Xugang Ye Department of Applied Mathematics and Statistics, Johns Hopkins University Elements of a Hidden Markov Model (HMM)

More information

Learning Ancestral Genetic Processes using Nonparametric Bayesian Models

Learning Ancestral Genetic Processes using Nonparametric Bayesian Models Learning Ancestral Genetic Processes using Nonparametric Bayesian Models Kyung-Ah Sohn CMU-CS-11-136 November 2011 Computer Science Department School of Computer Science Carnegie Mellon University Pittsburgh,

More information

Bayesian nonparametrics

Bayesian nonparametrics Bayesian nonparametrics 1 Some preliminaries 1.1 de Finetti s theorem We will start our discussion with this foundational theorem. We will assume throughout all variables are defined on the probability

More information

Hierarchical Bayesian Nonparametric Models of Language and Text

Hierarchical Bayesian Nonparametric Models of Language and Text Hierarchical Bayesian Nonparametric Models of Language and Text Gatsby Computational Neuroscience Unit, UCL Joint work with Frank Wood *, Jan Gasthaus *, Cedric Archambeau, Lancelot James August 2010 Overview

More information

STA 414/2104: Machine Learning

STA 414/2104: Machine Learning STA 414/2104: Machine Learning Russ Salakhutdinov Department of Computer Science! Department of Statistics! rsalakhu@cs.toronto.edu! http://www.cs.toronto.edu/~rsalakhu/ Lecture 9 Sequential Data So far

More information

Similarity Measures and Clustering In Genetics

Similarity Measures and Clustering In Genetics Similarity Measures and Clustering In Genetics Daniel Lawson Heilbronn Institute for Mathematical Research School of mathematics University of Bristol www.paintmychromosomes.com Talk outline Introduction

More information

A Principled Approach to Deriving Approximate Conditional Sampling. Distributions in Population Genetics Models with Recombination

A Principled Approach to Deriving Approximate Conditional Sampling. Distributions in Population Genetics Models with Recombination Genetics: Published Articles Ahead of Print, published on June 30, 2010 as 10.1534/genetics.110.117986 A Principled Approach to Deriving Approximate Conditional Sampling Distributions in Population Genetics

More information

CPSC 540: Machine Learning

CPSC 540: Machine Learning CPSC 540: Machine Learning MCMC and Non-Parametric Bayes Mark Schmidt University of British Columbia Winter 2016 Admin I went through project proposals: Some of you got a message on Piazza. No news is

More information

Bayesian Tools for Natural Language Learning. Yee Whye Teh Gatsby Computational Neuroscience Unit UCL

Bayesian Tools for Natural Language Learning. Yee Whye Teh Gatsby Computational Neuroscience Unit UCL Bayesian Tools for Natural Language Learning Yee Whye Teh Gatsby Computational Neuroscience Unit UCL Bayesian Learning of Probabilistic Models Potential outcomes/observations X. Unobserved latent variables

More information

Challenges when applying stochastic models to reconstruct the demographic history of populations.

Challenges when applying stochastic models to reconstruct the demographic history of populations. Challenges when applying stochastic models to reconstruct the demographic history of populations. Willy Rodríguez Institut de Mathématiques de Toulouse October 11, 2017 Outline 1 Introduction 2 Inverse

More information

An Efficient Sequential Monte Carlo Algorithm for Coalescent Clustering

An Efficient Sequential Monte Carlo Algorithm for Coalescent Clustering An Efficient Sequential Monte Carlo Algorithm for Coalescent Clustering Dilan Görür Gatsby Unit University College London dilan@gatsby.ucl.ac.uk Yee Whye Teh Gatsby Unit University College London ywteh@gatsby.ucl.ac.uk

More information

Spatial Bayesian Nonparametrics for Natural Image Segmentation

Spatial Bayesian Nonparametrics for Natural Image Segmentation Spatial Bayesian Nonparametrics for Natural Image Segmentation Erik Sudderth Brown University Joint work with Michael Jordan University of California Soumya Ghosh Brown University Parsing Visual Scenes

More information

Bayesian Nonparametric Mixture, Admixture, and Language Models

Bayesian Nonparametric Mixture, Admixture, and Language Models Bayesian Nonparametric Mixture, Admixture, and Language Models Yee Whye Teh University of Oxford Nov 2015 Overview Bayesian nonparametrics and random probability measures Mixture models and clustering

More information

BMI/CS 576 Fall 2016 Final Exam

BMI/CS 576 Fall 2016 Final Exam BMI/CS 576 all 2016 inal Exam Prof. Colin Dewey Saturday, December 17th, 2016 10:05am-12:05pm Name: KEY Write your answers on these pages and show your work. You may use the back sides of pages as necessary.

More information

State Space and Hidden Markov Models

State Space and Hidden Markov Models State Space and Hidden Markov Models Kunsch H.R. State Space and Hidden Markov Models. ETH- Zurich Zurich; Aliaksandr Hubin Oslo 2014 Contents 1. Introduction 2. Markov Chains 3. Hidden Markov and State

More information

Coupled Hidden Markov Models: Computational Challenges

Coupled Hidden Markov Models: Computational Challenges .. Coupled Hidden Markov Models: Computational Challenges Louis J. M. Aslett and Chris C. Holmes i-like Research Group University of Oxford Warwick Algorithms Seminar 7 th March 2014 ... Hidden Markov

More information

Collapsed Variational Dirichlet Process Mixture Models

Collapsed Variational Dirichlet Process Mixture Models Collapsed Variational Dirichlet Process Mixture Models Kenichi Kurihara Dept. of Computer Science Tokyo Institute of Technology, Japan kurihara@mi.cs.titech.ac.jp Max Welling Dept. of Computer Science

More information

A marginal sampler for σ-stable Poisson-Kingman mixture models

A marginal sampler for σ-stable Poisson-Kingman mixture models A marginal sampler for σ-stable Poisson-Kingman mixture models joint work with Yee Whye Teh and Stefano Favaro María Lomelí Gatsby Unit, University College London Talk at the BNP 10 Raleigh, North Carolina

More information

Bayesian Networks: Construction, Inference, Learning and Causal Interpretation. Volker Tresp Summer 2016

Bayesian Networks: Construction, Inference, Learning and Causal Interpretation. Volker Tresp Summer 2016 Bayesian Networks: Construction, Inference, Learning and Causal Interpretation Volker Tresp Summer 2016 1 Introduction So far we were mostly concerned with supervised learning: we predicted one or several

More information

Bayesian Clustering with the Dirichlet Process: Issues with priors and interpreting MCMC. Shane T. Jensen

Bayesian Clustering with the Dirichlet Process: Issues with priors and interpreting MCMC. Shane T. Jensen Bayesian Clustering with the Dirichlet Process: Issues with priors and interpreting MCMC Shane T. Jensen Department of Statistics The Wharton School, University of Pennsylvania stjensen@wharton.upenn.edu

More information

Part IV: Monte Carlo and nonparametric Bayes

Part IV: Monte Carlo and nonparametric Bayes Part IV: Monte Carlo and nonparametric Bayes Outline Monte Carlo methods Nonparametric Bayesian models Outline Monte Carlo methods Nonparametric Bayesian models The Monte Carlo principle The expectation

More information

Hierarchical Bayesian Nonparametric Models of Language and Text

Hierarchical Bayesian Nonparametric Models of Language and Text Hierarchical Bayesian Nonparametric Models of Language and Text Gatsby Computational Neuroscience Unit, UCL Joint work with Frank Wood *, Jan Gasthaus *, Cedric Archambeau, Lancelot James SIGIR Workshop

More information

COMS 4771 Probabilistic Reasoning via Graphical Models. Nakul Verma

COMS 4771 Probabilistic Reasoning via Graphical Models. Nakul Verma COMS 4771 Probabilistic Reasoning via Graphical Models Nakul Verma Last time Dimensionality Reduction Linear vs non-linear Dimensionality Reduction Principal Component Analysis (PCA) Non-linear methods

More information

Sharing Clusters Among Related Groups: Hierarchical Dirichlet Processes

Sharing Clusters Among Related Groups: Hierarchical Dirichlet Processes Sharing Clusters Among Related Groups: Hierarchical Dirichlet Processes Yee Whye Teh (1), Michael I. Jordan (1,2), Matthew J. Beal (3) and David M. Blei (1) (1) Computer Science Div., (2) Dept. of Statistics

More information

Bayesian Nonparametric Models

Bayesian Nonparametric Models Bayesian Nonparametric Models David M. Blei Columbia University December 15, 2015 Introduction We have been looking at models that posit latent structure in high dimensional data. We use the posterior

More information

CS1820 Notes. hgupta1, kjline, smechery. April 3-April 5. output: plausible Ancestral Recombination Graph (ARG)

CS1820 Notes. hgupta1, kjline, smechery. April 3-April 5. output: plausible Ancestral Recombination Graph (ARG) CS1820 Notes hgupta1, kjline, smechery April 3-April 5 April 3 Notes 1 Minichiello-Durbin Algorithm input: set of sequences output: plausible Ancestral Recombination Graph (ARG) note: the optimal ARG is

More information

Infinite Hierarchical Hidden Markov Models

Infinite Hierarchical Hidden Markov Models Katherine A. Heller Engineering Department University of Cambridge Cambridge, UK heller@gatsby.ucl.ac.uk Yee Whye Teh and Dilan Görür Gatsby Unit University College London London, UK {ywteh,dilan}@gatsby.ucl.ac.uk

More information

Image segmentation combining Markov Random Fields and Dirichlet Processes

Image segmentation combining Markov Random Fields and Dirichlet Processes Image segmentation combining Markov Random Fields and Dirichlet Processes Jessica SODJO IMS, Groupe Signal Image, Talence Encadrants : A. Giremus, J.-F. Giovannelli, F. Caron, N. Dobigeon Jessica SODJO

More information

27 : Distributed Monte Carlo Markov Chain. 1 Recap of MCMC and Naive Parallel Gibbs Sampling

27 : Distributed Monte Carlo Markov Chain. 1 Recap of MCMC and Naive Parallel Gibbs Sampling 10-708: Probabilistic Graphical Models 10-708, Spring 2014 27 : Distributed Monte Carlo Markov Chain Lecturer: Eric P. Xing Scribes: Pengtao Xie, Khoa Luu In this scribe, we are going to review the Parallel

More information

Lecture 12 April 25, 2018

Lecture 12 April 25, 2018 Stats 300C: Theory of Statistics Spring 2018 Lecture 12 April 25, 2018 Prof. Emmanuel Candes Scribe: Emmanuel Candes, Chenyang Zhong 1 Outline Agenda: The Knockoffs Framework 1. The Knockoffs Framework

More information

Template-Based Representations. Sargur Srihari

Template-Based Representations. Sargur Srihari Template-Based Representations Sargur srihari@cedar.buffalo.edu 1 Topics Variable-based vs Template-based Temporal Models Basic Assumptions Dynamic Bayesian Networks Hidden Markov Models Linear Dynamical

More information

Basic math for biology

Basic math for biology Basic math for biology Lei Li Florida State University, Feb 6, 2002 The EM algorithm: setup Parametric models: {P θ }. Data: full data (Y, X); partial data Y. Missing data: X. Likelihood and maximum likelihood

More information

DENSITY ESTIMATION AND MODAL BASED METHOD FOR HAPLOTYPING AND RECOMBINATION

DENSITY ESTIMATION AND MODAL BASED METHOD FOR HAPLOTYPING AND RECOMBINATION The Pennsylvania State University The Graduate School Department of Statistics DENSITY ESTIMATION AND MODAL BASED METHOD FOR HAPLOTYPING AND RECOMBINATION A Dissertation in Statistics by Xianyun Mao c

More information

Bayesian Nonparametrics: Models Based on the Dirichlet Process

Bayesian Nonparametrics: Models Based on the Dirichlet Process Bayesian Nonparametrics: Models Based on the Dirichlet Process Alessandro Panella Department of Computer Science University of Illinois at Chicago Machine Learning Seminar Series February 18, 2013 Alessandro

More information

Linear Dynamical Systems

Linear Dynamical Systems Linear Dynamical Systems Sargur N. srihari@cedar.buffalo.edu Machine Learning Course: http://www.cedar.buffalo.edu/~srihari/cse574/index.html Two Models Described by Same Graph Latent variables Observations

More information

Dirichlet Processes: Tutorial and Practical Course

Dirichlet Processes: Tutorial and Practical Course Dirichlet Processes: Tutorial and Practical Course (updated) Yee Whye Teh Gatsby Computational Neuroscience Unit University College London August 2007 / MLSS Yee Whye Teh (Gatsby) DP August 2007 / MLSS

More information

Dirichlet Process. Yee Whye Teh, University College London

Dirichlet Process. Yee Whye Teh, University College London Dirichlet Process Yee Whye Teh, University College London Related keywords: Bayesian nonparametrics, stochastic processes, clustering, infinite mixture model, Blackwell-MacQueen urn scheme, Chinese restaurant

More information

Construction of Dependent Dirichlet Processes based on Poisson Processes

Construction of Dependent Dirichlet Processes based on Poisson Processes Construction of Dependent Dirichlet Processes based on Poisson Processes Dahua Lin CSAIL, MIT dhlin@mit.edu Eric Grimson CSAIL, MIT welg@csail.mit.edu John Fisher CSAIL, MIT fisher@csail.mit.edu Abstract

More information

Sean Escola. Center for Theoretical Neuroscience

Sean Escola. Center for Theoretical Neuroscience Employing hidden Markov models of neural spike-trains toward the improved estimation of linear receptive fields and the decoding of multiple firing regimes Sean Escola Center for Theoretical Neuroscience

More information

MCMC and Gibbs Sampling. Kayhan Batmanghelich

MCMC and Gibbs Sampling. Kayhan Batmanghelich MCMC and Gibbs Sampling Kayhan Batmanghelich 1 Approaches to inference l Exact inference algorithms l l l The elimination algorithm Message-passing algorithm (sum-product, belief propagation) The junction

More information

28 : Approximate Inference - Distributed MCMC

28 : Approximate Inference - Distributed MCMC 10-708: Probabilistic Graphical Models, Spring 2015 28 : Approximate Inference - Distributed MCMC Lecturer: Avinava Dubey Scribes: Hakim Sidahmed, Aman Gupta 1 Introduction For many interesting problems,

More information

Lecture 16-17: Bayesian Nonparametrics I. STAT 6474 Instructor: Hongxiao Zhu

Lecture 16-17: Bayesian Nonparametrics I. STAT 6474 Instructor: Hongxiao Zhu Lecture 16-17: Bayesian Nonparametrics I STAT 6474 Instructor: Hongxiao Zhu Plan for today Why Bayesian Nonparametrics? Dirichlet Distribution and Dirichlet Processes. 2 Parameter and Patterns Reference:

More information

Advanced Machine Learning

Advanced Machine Learning Advanced Machine Learning Nonparametric Bayesian Models --Learning/Reasoning in Open Possible Worlds Eric Xing Lecture 7, August 4, 2009 Reading: Eric Xing Eric Xing @ CMU, 2006-2009 Clustering Eric Xing

More information

Outline. Binomial, Multinomial, Normal, Beta, Dirichlet. Posterior mean, MAP, credible interval, posterior distribution

Outline. Binomial, Multinomial, Normal, Beta, Dirichlet. Posterior mean, MAP, credible interval, posterior distribution Outline A short review on Bayesian analysis. Binomial, Multinomial, Normal, Beta, Dirichlet Posterior mean, MAP, credible interval, posterior distribution Gibbs sampling Revisit the Gaussian mixture model

More information

Hidden Markov Models and some applications

Hidden Markov Models and some applications Oleg Makhnin New Mexico Tech Dept. of Mathematics November 11, 2011 HMM description Application to genetic analysis Applications to weather and climate modeling Discussion HMM description Application to

More information

Fast Approximate MAP Inference for Bayesian Nonparametrics

Fast Approximate MAP Inference for Bayesian Nonparametrics Fast Approximate MAP Inference for Bayesian Nonparametrics Y. Raykov A. Boukouvalas M.A. Little Department of Mathematics Aston University 10th Conference on Bayesian Nonparametrics, 2015 1 Iterated Conditional

More information

Machine Learning for OR & FE

Machine Learning for OR & FE Machine Learning for OR & FE Hidden Markov Models Martin Haugh Department of Industrial Engineering and Operations Research Columbia University Email: martin.b.haugh@gmail.com Additional References: David

More information

Construction of Dependent Dirichlet Processes based on Poisson Processes

Construction of Dependent Dirichlet Processes based on Poisson Processes 1 / 31 Construction of Dependent Dirichlet Processes based on Poisson Processes Dahua Lin Eric Grimson John Fisher CSAIL MIT NIPS 2010 Outstanding Student Paper Award Presented by Shouyuan Chen Outline

More information

Sampling Algorithms for Probabilistic Graphical models

Sampling Algorithms for Probabilistic Graphical models Sampling Algorithms for Probabilistic Graphical models Vibhav Gogate University of Washington References: Chapter 12 of Probabilistic Graphical models: Principles and Techniques by Daphne Koller and Nir

More information

Hidden Markov Dirichlet Process: Modeling Genetic Recombination in Open Ancestral Space

Hidden Markov Dirichlet Process: Modeling Genetic Recombination in Open Ancestral Space Hidden Markov Dirichlet Process: Modeling Genetic Recombination in Open Ancestral Space Kyung-Ah Sohn School of Computer Science Carnegie Mellon University Pittsburgh, PA 15213 ksohn@cs.cmu.edu Eric P.

More information

Bayesian construction of perceptrons to predict phenotypes from 584K SNP data.

Bayesian construction of perceptrons to predict phenotypes from 584K SNP data. Bayesian construction of perceptrons to predict phenotypes from 584K SNP data. Luc Janss, Bert Kappen Radboud University Nijmegen Medical Centre Donders Institute for Neuroscience Introduction Genetic

More information

Graphical Models for Query-driven Analysis of Multimodal Data

Graphical Models for Query-driven Analysis of Multimodal Data Graphical Models for Query-driven Analysis of Multimodal Data John Fisher Sensing, Learning, & Inference Group Computer Science & Artificial Intelligence Laboratory Massachusetts Institute of Technology

More information

The Infinite Factorial Hidden Markov Model

The Infinite Factorial Hidden Markov Model The Infinite Factorial Hidden Markov Model Jurgen Van Gael Department of Engineering University of Cambridge, UK jv279@cam.ac.uk Yee Whye Teh Gatsby Unit University College London, UK ywteh@gatsby.ucl.ac.uk

More information

Graphical Models Seminar

Graphical Models Seminar Graphical Models Seminar Forward-Backward and Viterbi Algorithm for HMMs Bishop, PRML, Chapters 13.2.2, 13.2.3, 13.2.5 Dinu Kaufmann Departement Mathematik und Informatik Universität Basel April 8, 2013

More information

Bayesian Methods for Machine Learning

Bayesian Methods for Machine Learning Bayesian Methods for Machine Learning CS 584: Big Data Analytics Material adapted from Radford Neal s tutorial (http://ftp.cs.utoronto.ca/pub/radford/bayes-tut.pdf), Zoubin Ghahramni (http://hunch.net/~coms-4771/zoubin_ghahramani_bayesian_learning.pdf),

More information

Collapsed Variational Bayesian Inference for Hidden Markov Models

Collapsed Variational Bayesian Inference for Hidden Markov Models Collapsed Variational Bayesian Inference for Hidden Markov Models Pengyu Wang, Phil Blunsom Department of Computer Science, University of Oxford International Conference on Artificial Intelligence and

More information

Humans have two copies of each chromosome. Inherited from mother and father. Genotyping technologies do not maintain the phase

Humans have two copies of each chromosome. Inherited from mother and father. Genotyping technologies do not maintain the phase Humans have two copies of each chromosome Inherited from mother and father. Genotyping technologies do not maintain the phase Genotyping technologies do not maintain the phase Recall that proximal SNPs

More information

New imputation strategies optimized for crop plants: FILLIN (Fast, Inbred Line Library ImputatioN) FSFHap (Full Sib Family Haplotype)

New imputation strategies optimized for crop plants: FILLIN (Fast, Inbred Line Library ImputatioN) FSFHap (Full Sib Family Haplotype) New imputation strategies optimized for crop plants: FILLIN (Fast, Inbred Line Library ImputatioN) FSFHap (Full Sib Family Haplotype) Kelly Swarts PAG Allele Mining 1/11/2014 Imputation is the projection

More information

Fast MCMC sampling for Markov jump processes and extensions

Fast MCMC sampling for Markov jump processes and extensions Fast MCMC sampling for Markov jump processes and extensions Vinayak Rao and Yee Whye Teh arxiv:1208.4818v1 [stat.co] 23 Aug 2012 Gatsby Computational Neuroscience Unit, UCL Abstract Markov jump processes

More information

Chapter 4 Dynamic Bayesian Networks Fall Jin Gu, Michael Zhang

Chapter 4 Dynamic Bayesian Networks Fall Jin Gu, Michael Zhang Chapter 4 Dynamic Bayesian Networks 2016 Fall Jin Gu, Michael Zhang Reviews: BN Representation Basic steps for BN representations Define variables Define the preliminary relations between variables Check

More information

Bayesian nonparametric latent feature models

Bayesian nonparametric latent feature models Bayesian nonparametric latent feature models Indian Buffet process, beta process, and related models François Caron Department of Statistics, Oxford Applied Bayesian Statistics Summer School Como, Italy

More information

Applied Nonparametric Bayes

Applied Nonparametric Bayes Applied Nonparametric Bayes Michael I. Jordan Department of Electrical Engineering and Computer Science Department of Statistics University of California, Berkeley http://www.cs.berkeley.edu/ jordan Acknowledgments:

More information

Bayesian nonparametric models for bipartite graphs

Bayesian nonparametric models for bipartite graphs Bayesian nonparametric models for bipartite graphs François Caron Department of Statistics, Oxford Statistics Colloquium, Harvard University November 11, 2013 F. Caron 1 / 27 Bipartite networks Readers/Customers

More information

Fast MCMC Sampling for Markov Jump Processes and Extensions

Fast MCMC Sampling for Markov Jump Processes and Extensions Journal of Machine Learning Research 1 (2013) 1-26 Submitted 9/12; Revised 7/13; Published Fast MCMC Sampling for Markov Jump Processes and Extensions Vinayak Rao Department of Statistical Science Duke

More information

Markov Chain Monte Carlo Methods

Markov Chain Monte Carlo Methods Markov Chain Monte Carlo Methods Sargur Srihari srihari@cedar.buffalo.edu 1 Topics Limitations of Likelihood Weighting Gibbs Sampling Algorithm Markov Chains Gibbs Sampling Revisited A broader class of

More information

STA 4273H: Statistical Machine Learning

STA 4273H: Statistical Machine Learning STA 4273H: Statistical Machine Learning Russ Salakhutdinov Department of Computer Science! Department of Statistical Sciences! rsalakhu@cs.toronto.edu! h0p://www.cs.utoronto.ca/~rsalakhu/ Lecture 7 Approximate

More information

Lecture 4: Hidden Markov Models: An Introduction to Dynamic Decision Making. November 11, 2010

Lecture 4: Hidden Markov Models: An Introduction to Dynamic Decision Making. November 11, 2010 Hidden Lecture 4: Hidden : An Introduction to Dynamic Decision Making November 11, 2010 Special Meeting 1/26 Markov Model Hidden When a dynamical system is probabilistic it may be determined by the transition

More information

Lecture 10. Announcement. Mixture Models II. Topics of This Lecture. This Lecture: Advanced Machine Learning. Recap: GMMs as Latent Variable Models

Lecture 10. Announcement. Mixture Models II. Topics of This Lecture. This Lecture: Advanced Machine Learning. Recap: GMMs as Latent Variable Models Advanced Machine Learning Lecture 10 Mixture Models II 30.11.2015 Bastian Leibe RWTH Aachen http://www.vision.rwth-aachen.de/ Announcement Exercise sheet 2 online Sampling Rejection Sampling Importance

More information

Dirichlet Processes and other non-parametric Bayesian models

Dirichlet Processes and other non-parametric Bayesian models Dirichlet Processes and other non-parametric Bayesian models Zoubin Ghahramani http://learning.eng.cam.ac.uk/zoubin/ zoubin@cs.cmu.edu Statistical Machine Learning CMU 10-702 / 36-702 Spring 2008 Model

More information

Estimating Recombination Rates. LRH selection test, and recombination

Estimating Recombination Rates. LRH selection test, and recombination Estimating Recombination Rates LRH selection test, and recombination Recall that LRH tests for selection by looking at frequencies of specific haplotypes. Clearly the test is dependent on the recombination

More information