A Personal Journey: From Signals and Systems to Graphical Models

author: Alan Willsky, Stochastic Systems Group, Massachusetts Institute of Technology, MIT
published: Jan. 13, 2011,   recorded: December 2010,   views: 724
Categories

Slides

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography

Description

This talk outlines a meandering line of research, started in 1988, that began with some signal processors and control theorists trying to make statistical sense of the emerging field of wavelet analysis and, to the speaker's surprise, moved into areas that certainly take advantage of his S&S/CT background but evolved into topics in a variety of fields involving efficient numerical methods for large-scale data assimilation and mapping and, eventually, a rapprochement with graphical models and machine learning.

The talk will touch on our early work on multiresolution tree models (motivated by wavelets but only indirectly relevant to them), the way control theorists think of inference and approximate modeling / stochastic realization, with at least one application that rings of the way a machine learning researcher might build a model – but not a mathematical physicist! I’ll provide (finally) a real rapprochement with wavelets and then turn to approximate inference on loopy graphs.

The first approach builds on an idea used in the solution of PDEs, namely nested dissection, but with some machine learning twists, and some control-theoretic stability issues (showing how control might have a few things to provide to inference algorithm designers). I will then turn to a topic again related to the ways in which numerical linear algebraists think about solving sparse systems of equations, but in the context of graphical models, this leads to the idea of walk-sum analysis, a surprisingly useful (and at least I think intuitive) idea. Walk-sum analysis then allows us to say some fairly strong things about a variety of iterative algorithms (generally known as either Richardson iterations, Jacobi iterations, or Gauss-Seidel iterations), including adaptive algorithms to guide iterations for fast convergence. Walk-sum analysis is also key in another approach with linear algebraic interpretations, involving so-called feedback vertex sets. I will also touch on an alarmingly accurate method for computing variances in graphical models that involves using a low-rank approximation to the identity matrix(!) and then return to multiresolution models but now looking at models motivated by two quite different classes of numerical algorithms: multigrid algorithms and multipole algorithms. These algorithms motivate two quite different classes of models, the latter of which requires the introduction of what we refer to as conjugate graphs. If I have any time and energy left, I will comment on some prospective topics.

See Also:

Download slides icon Download slides: nipsworkshops2010_willsky_pjf_01.pdf (1.8 MB)


Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: