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This review examines kernel methods for online learning, in particular, multiclass classification. We examine margin-based approaches, stemming from Rosenblatt's original perceptron algorithm, as well as nonparametric probabilistic approaches that are based on the popular gaussian process framework. We also examine approaches to online learning that use combinations of kernels--online multiple kernel learning. We present empirical validation of a wide range of methods on a protein fold recognition data set, where different biological feature types are available, and two object recognition data sets, Caltech101 and Caltech256, where multiple feature spaces are available in terms of different image feature extraction methods. [ABSTRACT FROM AUTHOR]

This letter considers how a number of modern Markov chain Monte Carlo (MCMC)methods can be applied for parameter estimation and inference in state-space models with point process observations. We quantified the efficiencies of these MCMC methods on synthetic data, and our results suggest that the Reimannian manifold Hamiltonian Monte Carlo method offers the best performance. We further compared such a method with a previously tested variational Bayes method on two experimental data sets. Results indicate similar performance on the large data sets and superior performance on small ones. The work offers an extensive suite of MCMC algorithms evaluated on an important class of models for physiological signal analysis. [ABSTRACT FROM AUTHOR]

It is well known in the statistics literature that augmenting binary and polychotomous response models with gaussian latent variables enables exact Bayesian analysis via Gibbs sampling from the parameter posterior. By adopting such a data augmentation strategy, dispensing with priors over regression coefficients in favor of gaussian process (GP) priors over functions, and employing variational approximations to the full posterior, we obtain efficient computational methods for GP classification in the multiclass setting.1 The model augmentation with additional latent variables ensures full a posteriori class coupling while retaining the simple a priori independent GP covariance structure from which sparse approximations, such as multiclass informative vector machines (IVM), emerge in a natural and straightforward manner. This is the first time that a fully variational Bayesian treatment for multiclass GP classification has been developed without having to resort to additional explicit approximations to the nongaussian likelihood term. Empirical comparisons with exact analysis use Markov Chain Monte Carlo (MCMC) and Laplace approximations illustrate the utility of the variational approximation as a computationally economic alternative to full MCMC and it is shown to be more accurate than the Laplace approximation. [ABSTRACT FROM AUTHOR]

Kernel principal component analysis has been introduced as a method of extracting a set of orthonormal nonlinear features from multivariate data, and many impressive applications are being reported within the literature. This article presents the view that the eigenvalue decomposition of a kernel matrix can also provide the discrete expansion coefficients required for a nonparametric orthogonal series density estimator. In addition to providing novel insights into nonparametric density estimation, this article provides an intuitively appealing interpretation for the nonlinear features extracted from data using kernel principal component analysis. [ABSTRACT FROM AUTHOR]

An expectation-maximization algorithm for learning sparse and overcomplete data representations is presented. The proposed algorithm exploits a variational approximation to a range of heavy-tailed distributions whose limit is the Laplacian. A rigorous lower bound on the sparse prior distribution is derived, which enables the analytic marginalization of a lower bound on the data likelihood. This lower bound enables the development of an expectation-maximization algorithm for learning the overcomplete basis vectors and inferring the most probable basis coefficients. [ABSTRACT FROM AUTHOR]

The proposal of considering nonlinear principal component analysis as a kernel eigenvalue problem has provided an extremely powerful method of extracting nonlinear features for a number of classification and regression applications. Whereas the utilization of Mercer kernels makes the problem of computing principal components in, possibly, infinite-dimensional feature spaces tractable, there are still the attendant numerical problems of diagonalizing large matrices. In this contribution, we propose an expectation-maximization approach for performing kernel principal component analysis and show this to be a computationally efficient method, especially when the number of data points is large. [ABSTRACT FROM AUTHOR]

An extension of the infomax algorithm of Bell and Sejnowski (1995) is presented that is able blindly to separate mixed signals with sub- and supergaussian source distributions. This was achieved by using a simple type of learning rule first derived by Girolami (1997) by choosing negentropy as a projection pursuit index. Parameterized probability distributions that have sub- and supergaussian regimes were used to derive a general learning rule that preserves the simple architecture proposed by Bell and Sejnowski (1995), is optimized using the natural gradient by Amari (1998), and uses the stability analysis of Cardoso and Laheld (1996) to switch between sub- and supergaussian regimes. We demonstrate that the extended infomax algorithm is able to separate 20 sources with a variety of source distributions easily. Applied to high-dimensional data from electroencephalographic recordings, it is effective at separating artifacts such as eye blinks and line noise from weaker electrical signals that arise from sources in the brain. [ABSTRACT FROM AUTHOR]

This article develops an extended independent component analysis algorithm for mixtures of arbitrary subgaussian and supergaussian sources. The gaussian mixture model of Pearson is employed in deriving a closedform generic score function for strictly subgaussian sources. This is combined with the score function for a unimodal supergaussian density to provide a computationally simple yet powerful algorithm for performing independent component analysis on arbitrary mixtures of nongaussian sources. [ABSTRACT FROM AUTHOR]

This letter considers how a number of modern Markov chain Monte Carlo (MCMC) methods can be applied for parameter estimation and inference in state-space models with point process observations. We quantified the efficiencies of these MCMC methods on synthetic data, and our results suggest that the Reimannian manifold Hamiltonian Monte Carlo method offers the best performance. We further compared such a method with a previously tested variational Bayes method on two experimental data sets. Results indicate similar performance on the large data sets and superior performance on small ones. The work offers an extensive suite of MCMC algorithms evaluated on an important class of models for physiological signal analysis.