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Story understanding involves many perceptual and cognitive subprocesses, from perceiving individual words, to parsing sentences, to understanding the relationships among the story characters. We present an integrated computational model of reading that incorporates these and additional subprocesses, simultaneously discovering their fMRI signatures. Our(More)
This paper is about two related decision theoretic problems , nonparametric two-sample testing and independence testing. There is a belief that two recently proposed solutions, based on kernels and distances between pairs of points, behave well in high-dimensional settings. We identify different sources of misconception that give rise to the above belief.(More)
This paper deals with the problem of nonparamet-ric independence testing, a fundamental decision-theoretic problem that asks if two arbitrary (possibly multivariate) random variables X, Y are independent or not, a question that comes up in many fields like causality and neuroscience. While quantities like correlation of X, Y only test for (univari-ate)(More)
Interesting theoretical associations have been established by recent papers between the fields of active learning and stochastic convex optimization due to the common role of feedback in sequential querying mechanisms. In this paper, we continue this thread in two parts by exploiting these relations for the first time to yield novel algorithms in both(More)
We focus on the problem of minimizing a convex function f over a convex set S given T queries to a stochastic first order oracle. We argue that the complexity of convex minimization is only determined by the rate of growth of the function around its minimizer x * f,S , as quantified by a Tsybakov-like noise condition. Specifically, we prove that if f grows(More)
Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current literature is split into two kinds of tests-those which are consistent without any assumptions about how the distributions(More)
We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses smoothed empirical characteristic functions to represent the distributions, the second uses distribution embeddings in a(More)
Nonparametric two sample testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. We refer to the most common settings as mean difference alternatives (MDA), for testing differences only in first moments, and general difference(More)