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Frank Wood

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57 papers
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57

AAAI Conference 2025 Conference Paper

Constrained Generative Modeling with Manually Bridged Diffusion Models

  • Saeid Naderiparizi
  • Xiaoxuan Liang
  • Berend Zwartsenberg
  • Frank Wood

In this paper we describe a novel framework for diffusion-based generative modeling on constrained spaces. In particular, we introduce manual bridges, a framework that expands the kinds of constraints that can be practically used to form so-called diffusion bridges. We develop a mechanism for combining multiple such constraints so that the resulting multiply-constrained model remains a manual bridge that respects all constraints. We also develop a mechanism for training a diffusion model that respects such multiple constraints while also adapting it to match a data distribution. We develop and extend theory demonstrating the mathematical validity of our mechanisms. Additionally, we demonstrate our mechanism in constrained generative modeling tasks, highlighting a particular high-value application in modeling trajectory initializations for path planning and control in autonomous vehicles.

TMLR Journal 2025 Journal Article

Daphne: Multi-Pass Compilation of Probabilistic Programs into Graphical Models and Neural Networks

  • Christian Dietrich Weilbach
  • Frank Wood

Daphne is a probabilistic programming system that provides an expressive syntax to denote a large, but restricted, class of probabilistic models. Programs written in the Daphne language can be compiled into a general graph data structure of a corresponding probabilistic graphical model with simple link functions that can easily be implemented in a wide range of programming environments. Alternatively Daphne can also further compile such a graphical model into understandable and vectorized PyTorch code that can be used to train neural networks for inference. The Daphne compiler is structured in a layered multi-pass compiler framework that allows independent and easy extension of the syntax by adding additional passes. It leverages extensive partial evaluation to reduce all syntax extensions to the graphical model at compile time.

TMLR Journal 2025 Journal Article

On the Challenges and Opportunities in Generative AI

  • Laura Manduchi
  • Clara Meister
  • Kushagra Pandey
  • Robert Bamler
  • Ryan Cotterell
  • Sina Däubener
  • Sophie Fellenz
  • Asja Fischer

The field of deep generative modeling has grown rapidly in the last few years. With the availability of massive amounts of training data coupled with advances in scalable unsupervised learning paradigms, recent large-scale generative models show tremendous promise in synthesizing high-resolution images and text, as well as structured data such as videos and molecules. However, we argue that current large-scale generative AI models exhibit several fundamental shortcomings that hinder their widespread adoption across domains. In this work, our objective is to identify these issues and highlight key unresolved challenges in modern generative AI paradigms that should be addressed to further enhance their capabilities, versatility, and reliability. By identifying these challenges, we aim to provide researchers with insights for exploring fruitful research directions, thus fostering the development of more robust and accessible generative AI solutions.

ICML Conference 2025 Conference Paper

Towards a Mechanistic Explanation of Diffusion Model Generalization

  • Matthew Niedoba
  • Berend Zwartsenberg
  • Kevin Murphy 0002
  • Frank Wood

We propose a simple, training-free mechanism which explains the generalization behaviour of diffusion models. By comparing pre-trained diffusion models to their theoretically optimal empirical counterparts, we identify a shared local inductive bias across a variety of network architectures. From this observation, we hypothesize that network denoisers generalize through localized denoising operations, as these operations approximate the training objective well over much of the training distribution. To validate our hypothesis, we introduce novel denoising algorithms which aggregate local empirical denoisers to replicate network behaviour. Comparing these algorithms to network denoisers across forward and reverse diffusion processes, our approach exhibits consistent visual similarity to neural network outputs, with lower mean squared error than previously proposed methods.

ICML Conference 2024 Conference Paper

All-in-one simulation-based inference

  • Manuel Glöckler
  • Michael Deistler
  • Christian Weilbach
  • Frank Wood
  • Jakob H. Macke

Amortized Bayesian inference trains neural networks to solve stochastic inference problems using model simulations, thereby making it possible to rapidly perform Bayesian inference for any newly observed data. However, current simulation-based amortized inference methods are simulation-hungry and inflexible: They require the specification of a fixed parametric prior, simulator, and inference tasks ahead of time. Here, we present a new amortized inference method—the Simformer—which overcomes these limitations. By training a probabilistic diffusion model with transformer architectures, the Simformer outperforms current state-of-the-art amortized inference approaches on benchmark tasks and is substantially more flexible: It can be applied to models with function-valued parameters, it can handle inference scenarios with missing or unstructured data, and it can sample arbitrary conditionals of the joint distribution of parameters and data, including both posterior and likelihood. We showcase the performance and flexibility of the Simformer on simulators from ecology, epidemiology, and neuroscience, and demonstrate that it opens up new possibilities and application domains for amortized Bayesian inference on simulation-based models.

ICML Conference 2024 Conference Paper

Don't be so Negative! Score-based Generative Modeling with Oracle-assisted Guidance

  • Saeid Naderiparizi
  • Xiaoxuan Liang 0001
  • Setareh Cohan
  • Berend Zwartsenberg
  • Frank Wood

Score-based diffusion models are a powerful class of generative models, widely utilized across diverse domains. Despite significant advancements in large-scale tasks such as text-to-image generation, their application to constrained domains has received considerably less attention. This work addresses model learning in a setting where, in addition to the training dataset, there further exists side-information in the form of an oracle that can label samples as being outside the support of the true data generating distribution. Specifically we develop a new denoising diffusion probabilistic modeling methodology, Gen-neG, that leverages this additional side-information. Gen-neG builds on classifier guidance in diffusion models to guide the generation process towards the positive support region indicated by the oracle. We empirically establish the utility of Gen-neG in applications including collision avoidance in self-driving simulators and safety-guarded human motion generation.

ICML Conference 2024 Conference Paper

Layerwise Proximal Replay: A Proximal Point Method for Online Continual Learning

  • Jinsoo Yoo
  • Yunpeng Liu 0007
  • Frank Wood
  • Geoff Pleiss

In online continual learning, a neural network incrementally learns from a non-i. i. d. data stream. Nearly all online continual learning methods employ experience replay to simultaneously prevent catastrophic forgetting and underfitting on past data. Our work demonstrates a limitation of this approach: neural networks trained with experience replay tend to have unstable optimization trajectories, impeding their overall accuracy. Surprisingly, these instabilities persist even when the replay buffer stores all previous training examples, suggesting that this issue is orthogonal to catastrophic forgetting. We minimize these instabilities through a simple modification of the optimization geometry. Our solution, Layerwise Proximal Replay (LPR), balances learning from new and replay data while only allowing for gradual changes in the hidden activation of past data. We demonstrate that LPR consistently improves replay-based online continual learning across multiple problem settings, regardless of the amount of available replay memory.

ICML Conference 2024 Conference Paper

Nearest Neighbour Score Estimators for Diffusion Generative Models

  • Matthew Niedoba
  • Dylan Green
  • Saeid Naderiparizi
  • Vasileios Lioutas
  • Jonathan Wilder Lavington
  • Xiaoxuan Liang 0001
  • Yunpeng Liu 0007
  • Ke Zhang

Score function estimation is the cornerstone of both training and sampling from diffusion generative models. Despite this fact, the most commonly used estimators are either biased neural network approximations or high variance Monte Carlo estimators based on the conditional score. We introduce a novel nearest neighbour score function estimator which utilizes multiple samples from the training set to dramatically decrease estimator variance. We leverage our low variance estimator in two compelling applications. Training consistency models with our estimator, we report a significant increase in both convergence speed and sample quality. In diffusion models, we show that our estimator can replace a learned network for probability-flow ODE integration, opening promising new avenues of future research. Code will be released upon paper acceptance.

NeurIPS Conference 2023 Conference Paper

A Diffusion-Model of Joint Interactive Navigation

  • Matthew Niedoba
  • Jonathan Lavington
  • Yunpeng Liu
  • Vasileios Lioutas
  • Justice Sefas
  • Xiaoxuan Liang
  • Dylan Green
  • Setareh Dabiri

Simulation of autonomous vehicle systems requires that simulated traffic participants exhibit diverse and realistic behaviors. The use of prerecorded real-world traffic scenarios in simulation ensures realism but the rarity of safety critical events makes large scale collection of driving scenarios expensive. In this paper, we present DJINN -- a diffusion based method of generating traffic scenarios. Our approach jointly diffuses the trajectories of all agents, conditioned on a flexible set of state observations from the past, present, or future. On popular trajectory forecasting datasets, we report state of the art performance on joint trajectory metrics. In addition, we demonstrate how DJINN flexibly enables direct test-time sampling from a variety of valuable conditional distributions including goal-based sampling, behavior-class sampling, and scenario editing.

TMLR Journal 2023 Journal Article

Conditional Permutation Invariant Flows

  • Berend Zwartsenberg
  • Adam Scibior
  • Matthew Niedoba
  • Vasileios Lioutas
  • Justice Sefas
  • Yunpeng Liu
  • Setareh Dabiri
  • Jonathan Wilder Lavington

We present a conditional generative probabilistic model of set-valued data with a tractable log density. This model is a continuous normalizing flow governed by permutation equivariant dynamics. These dynamics are driven by a learnable per-set-element term and pairwise interactions, both parametrized by deep neural networks. We illustrate the utility of this model via applications including (1) complex traffic scene generation conditioned on visually specified map information, and (2) object bounding box generation conditioned directly on images. We train our model by maximizing the expected likelihood of labeled conditional data under our flow, with the aid of a penalty that ensures the dynamics are smooth and hence efficiently solvable. Our method significantly outperforms non-permutation invariant baselines in terms of log likelihood and domain-specific metrics (offroad, collision, and combined infractions), yielding realistic samples that are difficult to distinguish from data.

ICLR Conference 2023 Conference Paper

Critic Sequential Monte Carlo

  • Vasileios Lioutas
  • Jonathan Wilder Lavington
  • Justice Sefas
  • Matthew Niedoba
  • Yunpeng Liu 0007
  • Berend Zwartsenberg
  • Setareh Dabiri
  • Frank Wood

We introduce CriticSMC, a new algorithm for planning as inference built from a composition of sequential Monte Carlo with learned Soft-Q function heuristic factors. These heuristic factors, obtained from parametric approximations of the marginal likelihood ahead, more effectively guide SMC towards the desired target distribution, which is particularly helpful for planning in environments with hard constraints placed sparsely in time. Compared with previous work, we modify the placement of such heuristic factors, which allows us to cheaply propose and evaluate large numbers of putative action particles, greatly increasing inference and planning efficiency. CriticSMC is compatible with informative priors, whose density function need not be known, and can be used as a model-free control algorithm. Our experiments on collision avoidance in a high-dimensional simulated driving task show that CriticSMC significantly reduces collision rates at a low computational cost while maintaining realism and diversity of driving behaviors across vehicles and environment scenarios.

ICML Conference 2023 Conference Paper

Graphically Structured Diffusion Models

  • Christian Weilbach
  • William Harvey 0002
  • Frank Wood

We introduce a framework for automatically defining and learning deep generative models with problem-specific structure. We tackle problem domains that are more traditionally solved by algorithms such as sorting, constraint satisfaction for Sudoku, and matrix factorization. Concretely, we train diffusion models with an architecture tailored to the problem specification. This problem specification should contain a graphical model describing relationships between variables, and often benefits from explicit representation of subcomputations. Permutation invariances can also be exploited. Across a diverse set of experiments we improve the scaling relationship between problem dimension and our model’s performance, in terms of both training time and final accuracy. Our code can be found at https: //github. com/plai-group/gsdm.

ICML Conference 2023 Conference Paper

Uncertain Evidence in Probabilistic Models and Stochastic Simulators

  • Andreas Munk 0001
  • Alexander Mead
  • Frank Wood

We consider the problem of performing Bayesian inference in probabilistic models where observations are accompanied by uncertainty, referred to as "uncertain evidence. ” We explore how to interpret uncertain evidence, and by extension the importance of proper interpretation as it pertains to inference about latent variables. We consider a recently-proposed method "distributional evidence” as well as revisit two older methods: Jeffrey’s rule and virtual evidence. We devise guidelines on how to account for uncertain evidence and we provide new insights, particularly regarding consistency. To showcase the impact of different interpretations of the same uncertain evidence, we carry out experiments in which one interpretation is defined as "correct. ” We then compare inference results from each different interpretation illustrating the importance of careful consideration of uncertain evidence.

NeurIPS Conference 2022 Conference Paper

BayesPCN: A Continually Learnable Predictive Coding Associative Memory

  • Jinsoo Yoo
  • Frank Wood

Associative memory plays an important role in human intelligence and its mechanisms have been linked to attention in machine learning. While the machine learning community's interest in associative memories has recently been rekindled, most work has focused on memory recall ($read$) over memory learning ($write$). In this paper, we present BayesPCN, a hierarchical associative memory capable of performing continual one-shot memory writes without meta-learning. Moreover, BayesPCN is able to gradually forget past observations ($forget$) to free its memory. Experiments show that BayesPCN can recall corrupted i. i. d. high-dimensional data observed hundreds to a thousand ``timesteps'' ago without a large drop in recall ability compared to the state-of-the-art offline-learned parametric memory models.

ICLR Conference 2022 Conference Paper

Conditional Image Generation by Conditioning Variational Auto-Encoders

  • William Harvey 0002
  • Saeid Naderiparizi
  • Frank Wood

We present a conditional variational auto-encoder (VAE) which, to avoid the substantial cost of training from scratch, uses an architecture and training objective capable of leveraging a foundation model in the form of a pretrained unconditional VAE. To train the conditional VAE, we only need to train an artifact to perform amortized inference over the unconditional VAE's latent variables given a conditioning input. We demonstrate our approach on tasks including image inpainting, for which it outperforms state-of-the-art GAN-based approaches at faithfully representing the inherent uncertainty. We conclude by describing a possible application of our inpainting model, in which it is used to perform Bayesian experimental design for the purpose of guiding a sensor.

NeurIPS Conference 2022 Conference Paper

Flexible Diffusion Modeling of Long Videos

  • William Harvey
  • Saeid Naderiparizi
  • Vaden Masrani
  • Christian Weilbach
  • Frank Wood

We present a framework for video modeling based on denoising diffusion probabilistic models that produces long-duration video completions in a variety of realistic environments. We introduce a generative model that can at test-time sample any arbitrary subset of video frames conditioned on any other subset and present an architecture adapted for this purpose. Doing so allows us to efficiently compare and optimize a variety of schedules for the order in which frames in a long video are sampled and use selective sparse and long-range conditioning on previously sampled frames. We demonstrate improved video modeling over prior work on a number of datasets and sample temporally coherent videos over 25 minutes in length. We additionally release a new video modeling dataset and semantically meaningful metrics based on videos generated in the CARLA autonomous driving simulator.

UAI Conference 2022 Conference Paper

Probabilistic surrogate networks for simulators with unbounded randomness

  • Andreas Munk 0001
  • Berend Zwartsenberg
  • Adam Scibior
  • Atilim Günes Baydin
  • Andrew Stewart
  • Goran Fernlund
  • Anoush Poursartip
  • Frank Wood

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and control flow of the reference simulator. Our surrogates target stochastic simulators where the number of random variables itself can be stochastic and potentially unbounded. Our framework further enables an automatic replacement of the reference simulator with the surrogate when undertaking amortized inference. The fidelity and speed of our surrogates allow for both faster stochastic simulation and accurate and substantially faster posterior inference. Using an illustrative yet non-trivial example we show our surrogates’ ability to accurately model a probabilistic program with an unbounded number of random variables. We then proceed with an example that shows our surrogates are able to accurately model a complex structure like an unbounded stack in a program synthesis example. We further demonstrate how our surrogate modeling technique makes amortized inference in complex black-box simulators an order of magnitude faster. Specifically, we do simulator-based materials quality testing, inferring safety-critical latent internal temperature profiles of composite materials undergoing curing.

TMLR Journal 2022 Journal Article

TITRATED: Learned Human Driving Behavior without Infractions via Amortized Inference

  • Vasileios Lioutas
  • Adam Scibior
  • Frank Wood

Models of human driving behavior have long been used for prediction in autonomous vehicles, but recently have also started being used to create non-playable characters for driving simulations. While such models are in many respects realistic, they tend to suffer from unacceptably high rates of driving infractions, such as collisions or off-road driving, particularly when deployed in map locations with road geometries dissimilar to the training dataset. In this paper we present a novel method for fine-tuning a foundation model of human driving behavior to novel locations where human demonstrations are not available which reduces the incidence of such infractions. The method relies on inference in the foundation model to generate infraction-free trajectories as well as additional penalties applied when fine-tuning the amortized inference behavioral model. We demonstrate this "titration" technique using the ITRA foundation behavior model trained on the INTERACTION dataset when transferring to CARLA map locations. We demonstrate a 76-86% reduction in infraction rate and provide evidence that further gains are possible with more computation or better inference algorithms.

IROS Conference 2022 Conference Paper

Vehicle Type Specific Waypoint Generation

  • Yunpeng Liu 0007
  • Jonathan Wilder Lavington
  • Adam Scibior
  • Frank Wood

We develop a generic mechanism for generating vehicle-type specific sequences of waypoints from a probabilistic foundation model of driving behavior. Many foundation behavior models are trained on data that does not include vehicle information, which limits their utility in downstream applications such as planning. Our novel methodology conditionally specializes such a behavior predictive model to a vehicle-type by utilizing byproducts of the reinforcement learning algorithms used to produce vehicle specific controllers. We show how to compose a vehicle specific value function estimate with a generic probabilistic behavior model to generate vehicle-type specific waypoint sequences that are more likely to be physically plausible then their vehicle-agnostic counterparts.

UAI Conference 2021 Conference Paper

q-Paths: Generalizing the geometric annealing path using power means

  • Vaden Masrani
  • Rob Brekelmans
  • Thang Bui
  • Frank Nielsen
  • Aram Galstyan
  • Greg Ver Steeg
  • Frank Wood

Many common machine learning methods involve the geometric annealing path, a sequence of intermediate densities between two distributions of interest constructed using the geometric average. While alternatives such as the moment-averaging path have demonstrated performance gains in some settings, their practical applicability remains limited by exponential family endpoint assumptions and a lack of closed form energy function. In this work, we introduce $q$-paths, a family of paths which is derived from a generalized notion of the mean, includes the geometric and arithmetic mixtures as special cases, and admits a simple closed form involving the deformed logarithm function from nonextensive thermodynamics. Following previous analysis of the geometric path, we interpret our $q$-paths as corresponding to a $q$-exponential family of distributions, and provide a variational representation of intermediate densities as minimizing a mixture of $\alpha$-divergences to the endpoints. We show that small deviations away from the geometric path yield empirical gains for Bayesian inference using Sequential Monte Carlo and generative model evaluation using Annealed Importance Sampling.

ICML Conference 2021 Conference Paper

Robust Asymmetric Learning in POMDPs

  • Andrew Warrington
  • Jonathan Wilder Lavington
  • Adam Scibior
  • Mark Schmidt 0001
  • Frank Wood

Policies for partially observed Markov decision processes can be efficiently learned by imitating expert policies generated using asymmetric information. Unfortunately, existing approaches for this kind of imitation learning have a serious flaw: the expert does not know what the trainee cannot see, and as a result may encourage actions that are sub-optimal or unsafe under partial information. To address this issue, we derive an update which, when applied iteratively to an expert, maximizes the expected reward of the trainee’s policy. Using this update, we construct a computationally efficient algorithm, adaptive asymmetric DAgger (A2D), that jointly trains the expert and trainee policies. We then show that A2D allows the trainee to safely imitate the modified expert, and outperforms policies learned either by imitating a fixed expert or through direct reinforcement learning.

UAI Conference 2021 Conference Paper

Sequential core-set Monte Carlo

  • Boyan Beronov
  • Christian Weilbach
  • Frank Wood
  • Trevor Campbell

Sequential Monte Carlo (SMC) is a general-purpose methodology for recursive Bayesian inference, and is widely used in state space modeling and probabilistic programming. Its resample-move variant reduces the variance of posterior estimates by interleaving Markov chain Monte Carlo (MCMC) steps for particle “rejuvenation”; but this requires accessing all past observations and leads to linearly growing memory size and quadratic computation cost. Under the assumption of exchangeability, we introduce sequential core-set Monte Carlo (SCMC), which achieves constant space and linear time by rejuvenating based on sparse, weighted subsets of past data. In contrast to earlier approaches, which uniformly subsample or throw away observations, SCMC uses a novel online version of a state-of-the-art Bayesian core-set algorithm to incrementally construct a nonparametric, data- and model-dependent variational representation of the unnormalized target density. Experiments demonstrate significantly reduced approximation errors at negligible additional cost.

ICML Conference 2020 Conference Paper

All in the Exponential Family: Bregman Duality in Thermodynamic Variational Inference

  • Rob Brekelmans
  • Vaden Masrani
  • Frank Wood
  • Greg Ver Steeg
  • Aram Galstyan

The recently proposed Thermodynamic Variational Objective (TVO) leverages thermodynamic integration to provide a family of variational inference objectives, which both tighten and generalize the ubiquitous Evidence Lower Bound (ELBO). However, the tightness of TVO bounds was not previously known, an expensive grid search was used to choose a “schedule” of intermediate distributions, and model learning suffered with ostensibly tighter bounds. In this work, we propose an exponential family interpretation of the geometric mixture curve underlying the TVO and various path sampling methods, which allows us to characterize the gap in TVO likelihood bounds as a sum of KL divergences. We propose to choose intermediate distributions using equal spacing in the moment parameters of our exponential family, which matches grid search performance and allows the schedule to adaptively update over the course of training. Finally, we derive a doubly reparameterized gradient estimator which improves model learning and allows the TVO to benefit from more refined bounds. To further contextualize our contributions, we provide a unified framework for understanding thermodynamic integration and the TVO using Taylor series remainders.

NeurIPS Conference 2020 Conference Paper

Gaussian Process Bandit Optimization of the Thermodynamic Variational Objective

  • Vu Nguyen
  • Vaden Masrani
  • Rob Brekelmans
  • Michael Osborne
  • Frank Wood

Achieving the full promise of the Thermodynamic Variational Objective (TVO), a recently proposed variational inference objective that lower-bounds the log evidence via one-dimensional Riemann integration, requires choosing a ``schedule'' of sorted discretization points. This paper introduces a bespoke Gaussian process bandit optimization method for automatically choosing these points. Our approach not only automates their one-time selection, but also dynamically adapts their positions over the course of optimization, leading to improved model learning and inference. We provide theoretical guarantees that our bandit optimization converges to the regret-minimizing choice of integration points. Empirical validation of our algorithm is provided in terms of improved learning and inference in Variational Autoencoders and sigmoid belief networks.

UAI Conference 2020 Conference Paper

Semi-supervised Sequential Generative Models

  • Michael Teng
  • Tuan Anh Le 0001
  • Adam Scibior
  • Frank Wood

We introduce a novel objective for training deep generative time-series models with discrete latent variables for which supervision is only sparsely available. This instance of semi-supervised learning is challenging for existing methods, because the exponential number of possible discrete latent configurations results in high variance gradient estimators. We first overcome this problem by extending the standard semi-supervised generative modeling objective with reweighted wake-sleep. However, we find that this approach still suffers when the frequency of available labels varies between training sequences. Finally, we introduce a unified objective inspired by teacher-forcing and show that this approach is robust to variable length supervision. We call the resulting method caffeinated wake-sleep (CWS) to emphasize its additional dependence on real data. We demonstrate its effectiveness with experiments on MNIST, handwriting, and fruit fly trajectory data.

JMLR Journal 2020 Journal Article

Target–Aware Bayesian Inference: How to Beat Optimal Conventional Estimators

  • Tom Rainforth
  • Adam Golinski
  • Frank Wood
  • Sheheryar Zaidi

Standard approaches for Bayesian inference focus solely on approximating the posterior distribution. Typically, this approximation is, in turn, used to calculate expectations for one or more target functions—a computational pipeline that is inefficient when the target function(s) are known upfront. We address this inefficiency by introducing a framework for target–aware Bayesian inference (TABI) that estimates these expectations directly. While conventional Monte Carlo estimators have a fundamental limit on the error they can achieve for a given sample size, our TABI framework is able to breach this limit; it can theoretically produce arbitrarily accurate estimators using only three samples, while we show empirically that it can also breach this limit in practice. We utilize our TABI framework by combining it with adaptive importance sampling approaches and show both theoretically and empirically that the resulting estimators are capable of converging faster than the standard $\mathcal{O}(1/N)$ Monte Carlo rate, potentially producing rates as fast as $\mathcal{O}(1/N^2)$. We further combine our TABI framework with amortized inference methods, to produce a method for amortizing the cost of calculating expectations. Finally, we show how TABI can be used to convert any marginal likelihood estimator into a target aware inference scheme and demonstrate the substantial benefits this can yield. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2020. ( edit, beta )

ICML Conference 2019 Conference Paper

Amortized Monte Carlo Integration

  • Adam Golinski
  • Frank Wood
  • Tom Rainforth

Current approaches to amortizing Bayesian inference focus solely on approximating the posterior distribution. Typically, this approximation is, in turn, used to calculate expectations for one or more target functions{—}a computational pipeline which is inefficient when the target function(s) are known upfront. In this paper, we address this inefficiency by introducing AMCI, a method for amortizing Monte Carlo integration directly. AMCI operates similarly to amortized inference but produces three distinct amortized proposals, each tailored to a different component of the overall expectation calculation. At runtime, samples are produced separately from each amortized proposal, before being combined to an overall estimate of the expectation. We show that while existing approaches are fundamentally limited in the level of accuracy they can achieve, AMCI can theoretically produce arbitrarily small errors for any integrable target function using only a single sample from each proposal at runtime. We further show that it is able to empirically outperform the theoretically optimal selfnormalized importance sampler on a number of example problems. Furthermore, AMCI allows not only for amortizing over datasets but also amortizing over target functions.

NeurIPS Conference 2019 Conference Paper

Efficient Probabilistic Inference in the Quest for Physics Beyond the Standard Model

  • Atilim Gunes Baydin
  • Lei Shao
  • Wahid Bhimji
  • Lukas Heinrich
  • Saeid Naderiparizi
  • Andreas Munk
  • Jialin Liu
  • Bradley Gram-Hansen

We present a novel probabilistic programming framework that couples directly to existing large-scale simulators through a cross-platform probabilistic execution protocol, which allows general-purpose inference engines to record and control random number draws within simulators in a language-agnostic way. The execution of existing simulators as probabilistic programs enables highly interpretable posterior inference in the structured model defined by the simulator code base. We demonstrate the technique in particle physics, on a scientifically accurate simulation of the tau lepton decay, which is a key ingredient in establishing the properties of the Higgs boson. Inference efficiency is achieved via inference compilation where a deep recurrent neural network is trained to parameterize proposal distributions and control the stochastic simulator in a sequential importance sampling scheme, at a fraction of the computational cost of a Markov chain Monte Carlo baseline.

UAI Conference 2019 Conference Paper

Revisiting Reweighted Wake-Sleep for Models with Stochastic Control Flow

  • Tuan Anh Le 0001
  • Adam R. Kosiorek
  • N. Siddharth 0001
  • Yee Whye Teh
  • Frank Wood

Stochastic control-flow models (SCFMs) are a class of generative models that involve branching on choices from discrete random variables. Amortized gradient-based learning of SCFMs is challenging as most approaches targeting discrete variables rely on their continuous relaxations—which can be intractable in SCFMs, as branching on relaxations requires evaluating all (exponentially many) branching paths. Tractable alternatives mainly combine REINFORCE with complex control-variate schemes to improve the variance of naive estimators. Here, we revisit the reweighted wake-sleep (RWS) [5] algorithm, and through extensive evaluations, show that it outperforms current state-of-the-art methods in learning SCFMs. Further, in contrast to the importance weighted autoencoder, we observe that RWS learns better models and inference networks with increasing numbers of particles. Our results suggest that RWS is a competitive, often preferable, alternative for learning SCFMs.

NeurIPS Conference 2019 Conference Paper

The Thermodynamic Variational Objective

  • Vaden Masrani
  • Tuan Anh Le
  • Frank Wood

We introduce the thermodynamic variational objective (TVO) for learning in both continuous and discrete deep generative models. The TVO arises from a key connection between variational inference and thermodynamic integration that results in a tighter lower bound to the log marginal likelihood than the standard variational evidence lower bound (ELBO) while remaining as broadly applicable. We provide a computationally efficient gradient estimator for the TVO that applies to continuous, discrete, and non-reparameterizable distributions and show that the objective functions used in variational inference, variational autoencoders, wake sleep, and inference compilation are all special cases of the TVO. We use the TVO to learn both discrete and continuous deep generative models and empirically demonstrate state of the art model and inference network learning.

NeurIPS Conference 2018 Conference Paper

Bayesian Distributed Stochastic Gradient Descent

  • Michael Teng
  • Frank Wood

We introduce Bayesian distributed stochastic gradient descent (BDSGD), a high-throughput algorithm for training deep neural networks on parallel clusters. This algorithm uses amortized inference in a deep generative model to perform joint posterior predictive inference of mini-batch gradient computation times in a compute cluster specific manner. Specifically, our algorithm mitigates the straggler effect in synchronous, gradient-based optimization by choosing an optimal cutoff beyond which mini-batch gradient messages from slow workers are ignored. In our experiments, we show that eagerly discarding the mini-batch gradient computations of stragglers not only increases throughput but actually increases the overall rate of convergence as a function of wall-clock time by virtue of eliminating idleness. The principal novel contribution and finding of this work goes beyond this by demonstrating that using the predicted run-times from a generative model of cluster worker performance improves substantially over the static-cutoff prior art, leading to reduced deep neural net training times on large computer clusters.

ICML Conference 2018 Conference Paper

Deep Variational Reinforcement Learning for POMDPs

  • Maximilian Igl
  • Luisa M. Zintgraf
  • Tuan Anh Le 0001
  • Frank Wood
  • Shimon Whiteson

Many real-world sequential decision making problems are partially observable by nature, and the environment model is typically unknown. Consequently, there is great need for reinforcement learning methods that can tackle such problems given only a stream of rewards and incomplete and noisy observations. In this paper, we propose deep variational reinforcement learning (DVRL), which introduces an inductive bias that allows an agent to learn a generative model of the environment and perform inference in that model to effectively aggregate the available information. We develop an n-step approximation to the evidence lower bound (ELBO), allowing the model to be trained jointly with the policy. This ensures that the latent state representation is suitable for the control task. In experiments on Mountain Hike and flickering Atari we show that our method outperforms previous approaches relying on recurrent neural networks to encode the past.

NeurIPS Conference 2018 Conference Paper

Faithful Inversion of Generative Models for Effective Amortized Inference

  • Stefan Webb
  • Adam Golinski
  • Rob Zinkov
  • Siddharth N
  • Tom Rainforth
  • Yee Whye Teh
  • Frank Wood

Inference amortization methods share information across multiple posterior-inference problems, allowing each to be carried out more efficiently. Generally, they require the inversion of the dependency structure in the generative model, as the modeller must learn a mapping from observations to distributions approximating the posterior. Previous approaches have involved inverting the dependency structure in a heuristic way that fails to capture these dependencies correctly, thereby limiting the achievable accuracy of the resulting approximations. We introduce an algorithm for faithfully, and minimally, inverting the graphical model structure of any generative model. Such inverses have two crucial properties: (a) they do not encode any independence assertions that are absent from the model and; (b) they are local maxima for the number of true independencies encoded. We prove the correctness of our approach and empirically show that the resulting minimally faithful inverses lead to better inference amortization than existing heuristic approaches.

ICML Conference 2018 Conference Paper

Tighter Variational Bounds are Not Necessarily Better

  • Tom Rainforth
  • Adam R. Kosiorek
  • Tuan Anh Le 0001
  • Chris J. Maddison
  • Maximilian Igl
  • Frank Wood
  • Yee Whye Teh

We provide theoretical and empirical evidence that using tighter evidence lower bounds (ELBOs) can be detrimental to the process of learning an inference network by reducing the signal-to-noise ratio of the gradient estimator. Our results call into question common implicit assumptions that tighter ELBOs are better variational objectives for simultaneous model learning and inference amortization schemes. Based on our insights, we introduce three new algorithms: the partially importance weighted auto-encoder (PIWAE), the multiply importance weighted auto-encoder (MIWAE), and the combination importance weighted autoencoder (CIWAE), each of which includes the standard importance weighted auto-encoder (IWAE) as a special case. We show that each can deliver improvements over IWAE, even when performance is measured by the IWAE target itself. Furthermore, our results suggest that PIWAE may be able to deliver simultaneous improvements in the training of both the inference and generative networks.

JMLR Journal 2017 Journal Article

Generalized Pólya Urn for Time-Varying Pitman-Yor Processes

  • François Caron
  • Willie Neiswanger
  • Frank Wood
  • Arnaud Doucet
  • Manuel Davy

This article introduces a class of first-order stationary time- varying Pitman-Yor processes. Subsuming our construction of time-varying Dirichlet processes presented in (Caron et al., 2007), these models can be used for time-dynamic density estimation and clustering. Our intuitive and simple construction relies on a generalized Pólya urn scheme. Significantly, this construction yields marginal distributions at each time point that can be explicitly characterized and easily controlled. Inference is performed using Markov chain Monte Carlo and sequential Monte Carlo methods. We demonstrate our models and algorithms on epidemiological and video tracking data. [abs] [ pdf ][ bib ] &copy JMLR 2017. ( edit, beta )

UAI Conference 2017 Conference Paper

Interpreting Lion Behaviour as Probabilistic Programs

  • Neil Dhir
  • Matthijs Vákár
  • Matthew Wijers
  • Andrew Markham
  • Frank Wood

We consider the problem of unsupervised learning of meaningful behavioural segments of high-dimensional time-series observations, collected from a pride of African lions1. We demonstrate, by way of a probabilistic programming system (PPS), a methodology which allows for quick iteration over models and Bayesian inferences, which enables us to learn meaningful behavioural segments. We introduce a new Bayesian nonparametric (BNP) state-space model, which extends the hierarchical Dirichlet process (HDP) hidden Markov model (HMM) with an explicit BNP treatment of duration distributions, to deal with different levels of granularity of the latent behavioural space of the lions. The ease with which this is done exemplifies the flexibility that a PPS gives a scientist2. Furthermore, we combine this approach with unsupervised feature learning, using variational autoencoders.

NeurIPS Conference 2017 Conference Paper

Learning Disentangled Representations with Semi-Supervised Deep Generative Models

  • Siddharth N
  • Brooks Paige
  • Jan-Willem van de Meent
  • Alban Desmaison
  • Noah Goodman
  • Pushmeet Kohli
  • Frank Wood
  • Philip Torr

Variational autoencoders (VAEs) learn representations of data by jointly training a probabilistic encoder and decoder network. Typically these models encode all features of the data into a single variable. Here we are interested in learning disentangled representations that encode distinct aspects of the data into separate variables. We propose to learn such representations using model architectures that generalise from standard VAEs, employing a general graphical model structure in the encoder and decoder. This allows us to train partially-specified models that make relatively strong assumptions about a subset of interpretable variables and rely on the flexibility of neural networks to learn representations for the remaining variables. We further define a general objective for semi-supervised learning in this model class, which can be approximated using an importance sampling procedure. We evaluate our framework's ability to learn disentangled representations, both by qualitative exploration of its generative capacity, and quantitative evaluation of its discriminative ability on a variety of models and datasets.

NeurIPS Conference 2016 Conference Paper

Bayesian Optimization for Probabilistic Programs

  • Tom Rainforth
  • Tuan Anh Le
  • Jan-Willem van de Meent
  • Michael Osborne
  • Frank Wood

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any graphical model, can be optimized with respect to an arbitrary subset of its sampled variables. To carry out this optimization, we develop the first Bayesian optimization package to directly exploit the source code of its target, leading to innovations in problem-independent hyperpriors, unbounded optimization, and implicit constraint satisfaction; delivering significant performance improvements over prominent existing packages. We present applications of our method to a number of tasks including engineering design and parameter optimization.

ICML Conference 2016 Conference Paper

Inference Networks for Sequential Monte Carlo in Graphical Models

  • Brooks Paige
  • Frank Wood

We introduce a new approach for amortizing inference in directed graphical models by learning heuristic approximations to stochastic inverses, designed specifically for use as proposal distributions in sequential Monte Carlo methods. We describe a procedure for constructing and learning a structured neural network which represents an inverse factorization of the graphical model, resulting in a conditional density estimator that takes as input particular values of the observed random variables, and returns an approximation to the distribution of the latent variables. This recognition model can be learned offline, independent from any particular dataset, prior to performing inference. The output of these networks can be used as automatically-learned high-quality proposal distributions to accelerate sequential Monte Carlo across a diverse range of problem settings.

ICML Conference 2016 Conference Paper

Interacting Particle Markov Chain Monte Carlo

  • Tom Rainforth
  • Christian A. Naesseth
  • Fredrik Lindsten
  • Brooks Paige
  • Jan-Willem van de Meent
  • Arnaud Doucet
  • Frank Wood

We introduce interacting particle Markov chain Monte Carlo (iPMCMC), a PMCMC method based on an interacting pool of standard and conditional sequential Monte Carlo samplers. Like related methods, iPMCMC is a Markov chain Monte Carlo sampler on an extended space. We present empirical results that show significant improvements in mixing rates relative to both non-interacting PMCMC samplers and a single PMCMC sampler with an equivalent memory and computational budget. An additional advantage of the iPMCMC method is that it is suitable for distributed and multi-core architectures.

IROS Conference 2016 Conference Paper

Nonparametric Bayesian models for unsupervised activity recognition and tracking

  • Neil Dhir
  • Yura N. Perov
  • Frank Wood

Human locomotion and activity recognition systems form a critical part in a robot's ability to safely and effectively operate in a environment populated with human end users. Previous work in this area relies upon strong assumptions about the labels in the training data; e. g. that are noise-free and that they exist at all. Our approach does not predefine the relevant behaviours or their number, as both are learned directly from observations, similar to real-world human-robot interactions, where labels are neither available. Instead we introduce models that make no assumptions about the state space, by presenting a fully unsupervised nonparametric Bayesian recognition approach, in which we leverage recent advances in state space modelling with automatic inference using probabilistic programming. We demonstrate the utility of full model optimisation using Bayesian optimisation and validate our approach on several challenging problems, using different feature modalities.

UAI Conference 2016 Conference Paper

Super-Sampling with a Reservoir

  • Brooks Paige
  • Dino Sejdinovic
  • Frank Wood

We introduce an alternative to reservoir sampling, a classic and popular algorithm for drawing a fixed-size subsample from streaming data in a single pass. Rather than draw a random sample, our approach performs an online optimization which aims to select the subset that provides the best overall approximation to the full data set, as judged using a kernel two-sample test. This produces subsets which minimize the worst-case relative error when computing expectations of functions in a specified function class, using just the samples from the subset. Kernel functions are approximated using random Fourier features, and the subset of samples itself is stored in a random projection tree. The resulting algorithm runs in a single pass through the whole data set, and has a per-iteration computational complexity logarithmic in the size of the subset. These “supersamples” subsampled from the full data provide a concise summary, as demonstrated empirically on mixture models and the MNIST dataset.

SoCS Conference 2015 Conference Paper

Maximum a Posteriori Estimation by Search in Probabilistic Programs

  • David Tolpin
  • Frank Wood

We introduce an approximate search algorithm for fast maximum a posteriori probability estimation in probabilistic programs, which we call Bayesian ascent Monte Carlo (BaMC). Probabilistic programs represent probabilistic models with varying number of mutually dependent finite, countable, and continuous random variables. BaMC is an anytime MAP search algorithm applicable to any combination of random variables and dependencies. We compare BaMC to other MAP estimation algorithms and show that BaMC is faster and more robust on a range of probabilistic models.

ICML Conference 2014 Conference Paper

A Compilation Target for Probabilistic Programming Languages

  • Brooks Paige
  • Frank Wood

Forward inference techniques such as sequential Monte Carlo and particle Markov chain Monte Carlo for probabilistic programming can be implemented in any programming language by creative use of standardized operating system functionality including processes, forking, mutexes, and shared memory. Exploiting this we have defined, developed, and tested a probabilistic programming language intermediate representation language we call probabilistic C, which itself can be compiled to machine code by standard compilers and linked to operating system libraries yielding an efficient, scalable, portable probabilistic programming compilation target. This opens up a new hardware and systems research path for optimizing probabilistic programming systems.

NeurIPS Conference 2014 Conference Paper

Asynchronous Anytime Sequential Monte Carlo

  • Brooks Paige
  • Frank Wood
  • Arnaud Doucet
  • Yee Whye Teh

We introduce a new sequential Monte Carlo algorithm we call the particle cascade. The particle cascade is an asynchronous, anytime alternative to traditional sequential Monte Carlo algorithms that is amenable to parallel and distributed implementations. It uses no barrier synchronizations which leads to improved particle throughput and memory efficiency. It is an anytime algorithm in the sense that it can be run forever to emit an unbounded number of particles while keeping within a fixed memory budget. We prove that the particle cascade provides an unbiased marginal likelihood estimator which can be straightforwardly plugged into existing pseudo-marginal methods.

ICML Conference 2013 Conference Paper

Hierarchically-coupled hidden Markov models for learning kinetic rates from single-molecule data

  • Jan-Willem van de Meent
  • Jonathan E. Bronson
  • Frank Wood
  • Ruben L. Gonzalez
  • Chris Wiggins 0001

We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we consider single-molecule experiments which indirectly measure the distinct steps in a biomolecular process via observations of noisy time-dependent signals such as a fluorescence intensity or bead position. Straightforward hidden Markov model (HMM) analyses attempt to characterize such processes in terms of a set of conformational states, the transitions that can occur between these states, and the associated rates at which those transitions occur; but require ad-hoc post-processing steps to combine multiple signals. Here we develop a hierarchically coupled HMM that allows experimentalists to deal with inter-signal variability in a principled and automatic way. Our approach is a generalized expectation maximization hyperparameter point estimation procedure with variational Bayes at the level of individual time series that learns an single interpretable representation of the overall data generating process.

NeurIPS Conference 2011 Conference Paper

Hierarchically Supervised Latent Dirichlet Allocation

  • Adler Perotte
  • Frank Wood
  • Noemie Elhadad
  • Nicholas Bartlett

We introduce hierarchically supervised latent Dirichlet allocation (HSLDA), a model for hierarchically and multiply labeled bag-of-word data. Examples of such data include web pages and their placement in directories, product descriptions and associated categories from product hierarchies, and free-text clinical records and their assigned diagnosis codes. Out-of-sample label prediction is the primary goal of this work, but improved lower-dimensional representations of the bag-of-word data are also of interest. We demonstrate HSLDA on large-scale data from clinical document labeling and retail product categorization tasks. We show that leveraging the structure from hierarchical labels improves out-of-sample label prediction substantially when compared to models that do not.

NeurIPS Conference 2010 Conference Paper

Probabilistic Deterministic Infinite Automata

  • David Pfau
  • Nicholas Bartlett
  • Frank Wood

We propose a novel Bayesian nonparametric approach to learning with probabilistic deterministic finite automata (PDFA). We define and develop and sampler for a PDFA with an infinite number of states which we call the probabilistic deterministic infinite automata (PDIA). Posterior predictive inference in this model, given a finite training sequence, can be interpreted as averaging over multiple PDFAs of varying structure, where each PDFA is biased towards having few states. We suggest that our method for averaging over PDFAs is a novel approach to predictive distribution smoothing. We test PDIA inference both on PDFA structure learning and on both natural language and DNA data prediction tasks. The results suggest that the PDIA presents an attractive compromise between the computational cost of hidden Markov models and the storage requirements of hierarchically smoothed Markov models.

NeurIPS Conference 2008 Conference Paper

Characterizing neural dependencies with copula models

  • Pietro Berkes
  • Frank Wood
  • Jonathan Pillow

The coding of information by neural populations depends critically on the statistical dependencies between neuronal responses. However, there is no simple model that combines the observations that (1) marginal distributions over single-neuron spike counts are often approximately Poisson; and (2) joint distributions over the responses of multiple neurons are often strongly dependent. Here, we show that both marginal and joint properties of neural responses can be captured using Poisson copula models. Copulas are joint distributions that allow random variables with arbitrary marginals to be combined while incorporating arbitrary dependencies between them. Different copulas capture different kinds of dependencies, allowing for a richer and more detailed description of dependencies than traditional summary statistics, such as correlation coefficients. We explore a variety of Poisson copula models for joint neural response distributions, and derive an efficient maximum likelihood procedure for estimating them. We apply these models to neuronal data collected in and macaque motor cortex, and quantify the improvement in coding accuracy afforded by incorporating the dependency structure between pairs of neurons.

NeurIPS Conference 2008 Conference Paper

Dependent Dirichlet Process Spike Sorting

  • Jan Gasthaus
  • Frank Wood
  • Dilan Gorur
  • Yee Teh

In this paper we propose a new incremental spike sorting model that automatically eliminates refractory period violations, accounts for action potential waveform drift, and can handle appearance" and "disappearance" of neurons. Our approach is to augment a known time-varying Dirichlet process that ties together a sequence of infinite Gaussian mixture models, one per action potential waveform observation, with an interspike-interval-dependent likelihood that prohibits refractory period violations. We demonstrate this model by showing results from sorting two publicly available neural data recordings for which the a partial ground truth labeling is known. "

YNIMG Journal 2007 Journal Article

Biological parametric mapping: A statistical toolbox for multimodality brain image analysis

  • Ramon Casanova
  • Ryali Srikanth
  • Aaron Baer
  • Paul J. Laurienti
  • Jonathan H. Burdette
  • Satoru Hayasaka
  • Lynn Flowers
  • Frank Wood

In recent years, multiple brain MR imaging modalities have emerged; however, analysis methodologies have mainly remained modality-specific. In addition, when comparing across imaging modalities, most researchers have been forced to rely on simple region-of-interest type analyses, which do not allow the voxel-by-voxel comparisons necessary to answer more sophisticated neuroscience questions. To overcome these limitations, we developed a toolbox for multimodal image analysis called biological parametric mapping (BPM), based on a voxel-wise use of the general linear model. The BPM toolbox incorporates information obtained from other modalities as regressors in a voxel-wise analysis, thereby permitting investigation of more sophisticated hypotheses. The BPM toolbox has been developed in Matlab with a user-friendly interface for performing analyses, including voxel-wise multimodal correlation, ANCOVA, and multiple regression. It has a high degree of integration with the SPM (statistical parametric mapping) software relying on it for visualization and statistical inference. Furthermore, statistical inference for a correlation field, rather than a widely used T-field, has been implemented in the correlation analysis for more accurate results. An example with in vivo data is presented, demonstrating the potential of the BPM methodology as a tool for multimodal image analysis.

UAI Conference 2006 Conference Paper

A Non-Parametric Bayesian Method for Inferring Hidden Causes

  • Frank Wood
  • Thomas L. Griffiths 0001
  • Zoubin Ghahramani

We present a non-parametric Bayesian approach to structure learning with hidden causes. Previous Bayesian treatments of this problem define a prior over the number of hidden causes and use algorithms such as reversible jump Markov chain Monte Carlo to move between solutions. In contrast, we assume that the number of hidden causes is unbounded, but only a finite number influence observable variables. This makes it possible to use a Gibbs sampler to approximate the distribution over causal structures. We evaluate the performance of both approaches in discovering hidden causes in simulated data, and use our non-parametric approach to discover hidden causes in a real medical dataset.

NeurIPS Conference 2006 Conference Paper

Particle Filtering for Nonparametric Bayesian Matrix Factorization

  • Frank Wood
  • Thomas Griffiths

Many unsupervised learning problems can be expressed as a form of matrix factorization, reconstructing an observed data matrix as the product of two matrices of latent variables. A standard challenge in solving these problems is determining the dimensionality of the latent matrices. Nonparametric Bayesian matrix factorization is one way of dealing with this challenge, yielding a posterior distribution over possible factorizations of unbounded dimensionality. A drawback to this approach is that posterior estimation is typically done using Gibbs sampling, which can be slow for large problems and when conjugate priors cannot be used. As an alternative, we present a particle filter for posterior estimation in nonparametric Bayesian matrix factorization models. We illustrate this approach with two matrix factorization models and show favorable performance relative to Gibbs sampling.

NeurIPS Conference 2005 Conference Paper

Modeling Neural Population Spiking Activity with Gibbs Distributions

  • Frank Wood
  • Stefan Roth
  • Michael Black

Probabilistic modeling of correlated neural population firing activity is central to understanding the neural code and building practical decoding algorithms. No parametric models currently exist for modeling multivariate correlated neural data and the high dimensional nature of the data makes fully non-parametric methods impractical. To address these problems we propose an energy-based model in which the joint probability of neural activity is represented using learned functions of the 1D marginal histograms of the data. The parameters of the model are learned using contrastive divergence and an optimization procedure for finding appropriate marginal directions. We evaluate the method using real data recorded from a population of motor cortical neurons. In particular, we model the joint probability of population spiking times and 2D hand position and show that the likelihood of test data under our model is significantly higher than under other models. These results suggest that our model captures correlations in the firing activity. Our rich probabilistic model of neural population activity is a step towards both measurement of the importance of correlations in neural coding and improved decoding of population activity.

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