We apply sequential Monte Carlo (SMC) to the detection of turning points in the business cycle and to the evaluation of useful statistics employed in business cycle analysis. The proposed nonlinear filtering method is very useful for sequentially estimating the latent variables and the parameters of nonlinear and non-Gaussian time-series models, such as the Markov-switching (MS) models studied ...

Opinion of users expressed in the form of observed ratings can influence an individual’s view of an item. However, the true quality of an item is often obfuscated by user biases, and it is not obvious from the observed ratings the importance users place on different aspects of an item. In this paper, we propose a probabilistic modeling of the observed aspect ratings to infer (i) each user’s asp...

Dynamic texture (DT) widely exists in various social video media. Therefore, DT modeling and synthesis plays an important role in social media analyzing and processing. In this paper, we propose a Bayesian-based nonlinear dynamic texture modeling method for dynamic texture synthesis. To capture the non-stationary distribution of DT, we utilize the Gaussian process latent variable model for dime...

Disentangling factors of variation has always been a challenging problem in representation learning. Existing algorithms suffer from many limitations, such as unpredictable disentangling factors, bad quality of generated images from encodings, lack of identity information, etc. In this paper, we propose a supervised algorithm called DNA-GAN trying to disentangle different attributes of images. ...

We investigate the novel problem of event recognition from news webpages. “Events” are basic text units containing news elements. We observe that a news article is always constituted by more than one event, namely Latent Ingredients (LIs) which form the whole document. Event recognition aims to mine these Latent Ingredients out. Researchers have tackled related problems before, such as discours...

We propose and analyze an optimal control problem where the control system is a mathematical model for tuberculosis that considers reinfection. The control functions represent the fraction of early latent and persistent latent individuals that are treated. Our aim was to study how these control measures should be implemented, for a certain time period, in order to reduce the number of active in...

We introduce Probabilistic Matrix Addition (PMA) for modeling real-valued data matrices by simultaneously capturing covariance structure among rows and among columns. PMA additively combines two latent matrices drawn from two Gaussian Processes (GPs) respectively over rows and columns. The resulting joint distribution over the observed matrix does not factorize over entries, rows, or columns, a...

We introduce Probabilistic Matrix Addition (PMA) for modeling real-valued data matrices by simultaneously capturing covariance structure among rows and among columns. PMA additively combines two latent matrices drawn from two Gaussian Processes respectively over rows and columns. The resulting joint distribution over the observed matrix does not factorize over entries, rows, or columns, and can...

We propose a new integrated target tracking, recognition and segmentation algorithm, called ATR-Seg, for infrared imagery. ATR-Seg is formulated in a probabilistic shape-aware level set framework that incorporates a joint view-identity manifold (JVIM) for target shape modeling. As a shape generative model, JVIM features a unified manifold structure in the latent space that is embedded with one ...

Anomaly detection for mixed-type data is an important problem that has not been well addressed in the machine learning field. There are two challenging issues for mixed-type datasets, namely modeling mutual correlations between mixed-type attributes and capturing large variations due to anomalies. This paper presents BuffDetect, a robust error buffering approach for anomaly detection in mixed-t...