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We describe a technique for comparing distributions without the need for density estimation as an intermediate step. Our approach relies on mapping the distributions into a reproducing kernel Hilbert space. Applications of this technique can be found in two-sample tests, which are used for determining whether two sets of observations arise from the same(More)
In this paper, we extend the Hilbert space embedding approach to handle <i>conditional</i> distributions. We derive a kernel estimate for the conditional embedding, and show its connection to ordinary embeddings. Conditional embeddings largely extend our ability to manipulate distributions in Hilbert spaces, and as an example, we derive a nonparametric(More)
We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The key idea is that good features should maximise such dependence. Feature selection for various supervised learning problems (including classification and regression) is unified(More)
Hidden Markov Models (HMMs) are important tools for modeling sequence data. However , they are restricted to discrete latent states, and are largely restricted to Gaussian and discrete observations. And, learning algorithms for HMMs have predominantly relied on local search heuristics, with the exception of spectral methods such as those described below. We(More)
Directed graphical models such as Bayesian networks are a favored formalism for modeling the dependency structures in complex multivariate systems such as those encountered in biology and neural science. When a system is undergoing dynamic transformation, temporally rewiring networks are needed for capturing the dynamic causal influences between covariates.(More)
Although kernel measures of independence have been widely applied in machine learning (notably in kernel ICA), there is as yet no method to determine whether they have detected statistically significant dependence. We provide a novel test of the independence hypothesis for one particular kernel independence measure, the Hilbert-Schmidt independence(More)
We introduce a framework of feature selection based on dependence maximization between the selected features and the labels of an estimation problem, using the Hilbert-Schmidt Independence Criterion. The key idea is that good features should be highly dependent on the labels. Our approach leads to a greedy procedure for feature selection. We show that a(More)
If a piece of information is released from a media site, can we predict whether it may spread to one million web pages, in a month ? This influence estimation problem is very challenging since both the time-sensitive nature of the task and the requirement of scalability need to be addressed simultaneously. In this paper, we propose a randomized algorithm(More)
How will the behaviors of individuals in a social network be influenced by their neighbors , the authorities and the communities in a quantitative way? Such critical and valuable knowledge is unfortunately not readily accessible and we tend to only observe its manifestation in the form of recurrent and time-stamped events occurring at the individuals(More)
We tested the proposal that signals of potential threat are given precedence over positive and neutral signals, reflected in earlier and more pronounced changes in neural activity. The temporal sequence ('when') and source localization ('where') of event-related potentials (ERPs) elicited by fearful and happy facial expressions, compared to neutral control(More)