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Section: Research Program
Algorithms
Computational techniques are necessary in order to extract the information of interest from the models. In addition, most models contain `nuisance parameters', including the structure of the models themselves, that must be dealt with in some way. AYIN is interested in adapting and developing methods for solving these problems in cases where existing methods are inadequate.
Nuisance parameters and parameter estimation
In order to render the models operational, it is crucial to find some way to deal with nuisance parameters. In a Bayesian framework, the parameters must be integrated or marginalized out. Unfortunately, this is usually very difficult. Fortunately, Laplace's method often provides a good approximation, in many cases being equivalent to classical maximum likelihood parameter estimation. Even these problems are not easy to solve, however, when dealing with complex, structured models. This is particularly true when it is necessary to estimate simultaneously both the information of interest and the parameters. AYIN is developing a number of different methods for dealing with nuisance parameters, corresponding to the diversity of modeling approaches.
Information extraction
Extracting the information of interest from any model involves making estimates based on various criteria, for example MAP, MPM, or MMSE. Computing these estimates often requires the solution of hard optimization problems. The complexity of many of the models to be developed within AYIN means that off-the-shelf algorithms and current techniques are often not capable of solving these problems. AYIN develops a diversity of algorithmic approaches adapted to the particular models developed.