Overall Objectives
Research Program
Application Domains
Highlights of the Year
New Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
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Section: New Results

Mixture models

High dimensional Kullback-Leilbler divergence for supervised clustering

Participant : Stephane Girard.

Joint work with: C. Bouveyron (Univ. Paris 5), M. Fauvel and M. Lopes (ENSAT Toulouse))

In the PhD work of Charles Bouveyron  [74], we proposed new Gaussian models of high dimensional data for classification purposes. We assume that the data live in several groups located in subspaces of lower dimensions. Two different strategies arise:

This modelling yielded a supervised classification method called High Dimensional Discriminant Analysis (HDDA) [4]. Some versions of this method have been tested on the supervised classification of objects in images. This approach has been adapted to the unsupervised classification framework, and the related method is named High Dimensional Data Clustering (HDDC) [3]. In the framework of Mailys Lopes PhD, our recent work [50], consists in adapting this work to the classification of grassland management practices using satellite image time series with high spatial resolution. The study area is located in southern France where 52 parcels with three management types were selected. The spectral variability inside the grasslands was taken into account considering that the pixels signal can be modeled by a Gaussian distribution. A parsimonious model is discussed to deal with the high dimension of the data and the small sample size. A high dimensional symmetrized Kullback-Leibler divergence (KLD) is introduced to compute the similarity between each pair of grasslands. The model is positively compared to the conventional KLD to construct a positive definite kernel used in SVM for supervised classification.

Single-run model selection in mixtures

Participants : Florence Forbes, Alexis Arnaud.

Joint work with: Russel Steele, McGill University, Montreal, Canada.

A number of criteria exist to select the number of components in a mixture automatically based on penalized likelihood criteria (eg. AIC, BIC, ICL etc.) but they usually require to run several models for different number of components to choose the best one. In this work, the goal was to investigate existing alternatives that can select the component number from a single run and to develop such a procedure for our MRI analysis. These objectives were achieved for the main part as 1) different single run methods have been implemented and tested for Gaussian and Standard mixture models, 2) a Bayesian version of Generalized Student mixtures have been designed that allows the use of the methods in 1), and 3) we also proposed a new heuristic based on this Bayesian model that shows good performance and lower computational times. A more complete validation on simulated data and tests on real MRI data need still to be performed. The single run methods studied are based on a fully Bayesian approach involving therefore specification of appropriate priors and choice of hyperparameters. To estimate our Bayesian mixture model, we use a Variational Expectation-Maximization algorithm (VEM). For the heuristic, we add an additional step inside VEM in order to compute in parallel the corresponding VEM step with one less component. If the lower-bound of the model likelihood is higher with one less component, then we delete this component and go to the next VEM step, until convergence of the algorithm. As regards software development, the Rcpp package has been used to bridge pure R code with more efficient C++ code. This project has been initiated with Alexis Arnaud's visit to McGill University in Montreal in the context of his Mitacs award.

Sequential Quasi Monte Carlo for Dirichlet Process Mixture Models

Participant : Julyan Arbel.

Joint work with: Jean-Bernard Salomond (Université Paris-Est).

In mixture models, latent variables known as allocation variables play an essential role by indicating, at each iteration, to which component of the mixture observations are linked. In sequential algorithms, these latent variables take on the interpretation of particles. We investigate the use of quasi Monte Carlo within sequential Monte Carlo methods (a technique known as sequential quasi Monte Carlo) in nonparametric mixtures for density estimation. We compare them to sequential and non sequential Monte Carlo algorithms. We highlight a critical distinction of the allocation variables exploration of the latent space under each of the three sampling approaches. This work has been presented at the Practical Bayesian Nonparametrics NIPS workshop [48].

Truncation error of a superposed gamma process in a decreasing order representation

Participant : Julyan Arbel.

Joint work with: Igor Prünster (University Bocconi, Milan).

Completely random measures (CRM) represent a key ingredient of a wealth of stochastic models, in particular in Bayesian Nonparametrics for defining prior distributions. CRMs can be represented as infinite random series of weighted point masses. A constructive representation due to Ferguson and Klass provides the jumps of the series in decreasing order. This feature is of primary interest when it comes to sampling since it minimizes the truncation error for a fixed truncation level of the series. We quantify the quality of the approximation in two ways. First, we derive a bound in probability for the truncation error. Second, we study a moment-matching criterion which consists in evaluating a measure of discrepancy between actual moments of the CRM and moments based on the simulation output. This work focuses on a general class of CRMs, namely the superposed gamma process, which suitably transformed have already been successfully implemented in Bayesian Nonparametrics. To this end, we show that the moments of this class of processes can be obtained analytically. This work has been presented at the Advances in Approximate Bayesian Inference NIPS workshop [47].

Non linear mapping by mixture of regressions with structured covariance matrix

Participant : Emeline Perthame.

Joint work with: Emilie Devijver (KU Leuven, Belgium) and Mélina Gallopin (Université Paris Sud).

In genomics, the relation between phenotypical responses and genes are complex and potentially non linear. Therefore, it could be interesting to provide biologists with statistical models that mimic and approximate these relations. In this paper, we focus on a dataset that relates genes expression to the sensitivity to alcohol of drosophila. In this framework of non linear regression, GLLiM (Gaussian Locally Linear Mapping) is an efficient tool to handle non linear mappings in high dimension. Indeed, this model based on a joint modeling of both responses and covariates by Gaussian mixture of regressions has demonstrated its performance in non linear prediction for multivariate responses when the number of covariates is large. This model also allows the addition of latent factors which have led to interesting interpretation of the latent factors in image analysis. Nevertheless, in genomics, biologists are more interested in graphical models, representing gene regulatory networks. For this reason, we developed an extension of GLLiM in which covariance matrices modeling the dependence structure of genes in each clusters are blocks diagonal, using tools derived for graphical models. This extension provides a new class of interpretable models that are suitable to genomics application fields while keeping interesting prediction properties.

Extended GLLiM model for a subclustering effect: Mixture of Gaussian Locally Linear Mapping (MoGLLiM)

Participant : Florence Forbes.

Joint work with: Naisyin Wang and Chun-Chen Tu from University of Michigan, Ann Arbor, USA.

The work of Chun-Chen Tu and Naisyin Wang pointed out a problem with the original GLLiM model that they propose to solve with a divide-remerge method. The proposal seems to be efficient on test data but the resulting procedure does not anymore correspond to the optimization of a single statistical model. The idea of this work is then to discuss the possibility to change the original GLLiM model in order to account for sub-clusters directly. A small change in the definition seems to have such an effect while remaining tractable. However, we will probably have to be careful with potential non-identifiability issue when dealing with clusters and sub-clusters.