One of the difficult issues in detection theory is to design a robust detector that takes into account the actual distribution of the original data. The most commonly used statistical detection model for blind detection is Gaussian distribution. Specifically, linear correlation is an optimal detection method in the presence of Gaussian distributed features. This has been found to be sub-optimal detection metric when density deviates completely from Gaussian distributions. Hence, we formulate a detection algorithm that enhances detection probability by exploiting the true characterises of the original data. To understand the underlying distribution function of data, we employed the estimation techniques such as parametric model called approximated density ratio logistic regression model and semiparameric estimations. Semiparametric model has the advantages of yielding density ratios as well as individual densities. Both methods are applicable to signals such as watermark embedded in spatial domain and outperform the conventional linear correlation non-Gaussian distributed.

One of the difficult issues in detection theory is to design a robust detector that takes into account the actual distribution of the original data. The most commonly used statistical detection model for blind detection is Gaussian distribution. Specifically, linear correlation is an optimal detection method in the presence of Gaussian distributed features. This has been found to be sub-optimal detection metric when density deviates completely from Gaussian distributions. Hence, we formulate a detection algorithm that enhances detection probability by exploiting the true characterises of the original data. To understand the underlying distribution function of data, we employed the estimation techniques such as parametric model called approximated density ratio logistic regression model and semiparameric estimations. Semiparametric model has the advantages of yielding density ratios as well as individual densities. Both methods are applicable to signals such as watermark embedded in spatial domain and outperform the conventional linear correlation non-Gaussian distributed.

<p> Generative models form powerful tools for learning data distributions and simulating new samples. Recent years have seen significant advances in the flexibility and applicability of such models, with Bayesian approaches like nonparametric Bayesian models and deep neural network models such as Variational Autoencoders (VAEs) and Generative Adversarial Networks (GANs) finding use in a wide range of domains. However, the black-box nature of these models means that they are often hard to interpret, and they often come with modeling implications that are inconsistent with side knowledge resulting from domain knowledge. This thesis studies situations where the modeler has side knowledge represented as probability distributions on functionals of the objects being modeled, and we study methods to incorporate this particular kind of side knowledge into flexible generative models. This dissertation covers three main parts. </p> <p><br></p> <p>The first part focuses on incorporating a special case of the aforementioned side knowledge into flexible nonparametric Bayesian models. Many times, practitioners have additional distributional information about a subset of the coordinates of the observations being modeled. The flexibility of nonparametric Bayesian models usually implies incompatibility with this side information. Such inconsistency triggers the necessity of developing methods to incorporate this side knowledge into flexible nonparametric Bayesian models. We design a specialized generative process to build in this side knowledge and propose a novel sigmoid Gaussian process conditional model. We also develop a corresponding posterior sampling method based on data augmentation to overcome a doubly intractable problem. We illustrate the efficacy of our proposed constrained nonparametric Bayesian model in a variety of real-world scenarios including modeling environmental and earthquake data. </p> <p><br></p> <p>The second part of the dissertation discusses neural network approaches to satisfying the said general side knowledge. Further, the generative models considered in this part broaden into black-box models. We formulate this side knowledge incorporation problem as a constrained divergence minimization problem and propose two scalable neural network approaches as its solution. We demonstrate their practicality using various synthetic and real examples. </p> <p><br></p> <p> The third part of the dissertation concentrates on a specific generative model of individual pixels of the fMRI data constructed from a latent group image. Usually there is two-fold side knowledge about the latent group image: spatial structure and partial activation zones. The former can be captured by modeling the prior for the group image with Markov random fields. The latter, which is often obtained from previous related studies, is left for future research. We propose a novel Bayesian model with Markov random fields and aim to estimate the maximum a posteriori for the group image. We also derive a variational Bayes algorithm to overcome local optima in the optimization.</p>

The estimation of the ratio of two probability densities is an important statistical tool in supervised machine learning. In this work, we introduce new methods of density ratio estimation based on the solution of a multidimensional integral equation involving cumulative distribution functions. The resulting methods use the novel V -matrix, a concept that does not appear in previous density ratio estimation methods. Experiments demonstrate the good potential of this new approach against previous methods. Mutual Information - MI - estimation is a key component in feature selection and essentially depends on density ratio estimation. Using one of the methods of density ratio estimation proposed in this work, we derive a new estimator - VMI - and compare it experimentally to previously proposed MI estimators. Experiments conducted solely on mutual information estimation show that VMI compares favorably to previous estimators. Experiments applying MI estimation to feature selection in classification tasks evidence that better MI estimation leads to better feature selection performance. Parameter selection greatly impacts the classification accuracy of the kernel-based Support Vector Machines - SVM. However, this step is often overlooked in experimental comparisons, for it is time consuming and requires familiarity with the inner workings of SVM. In this work, we propose procedures for SVM parameter selection which are economic in their running time. In addition, we propose the use of a non-linear kernel function - the min kernel - that can be applied to both low- and high-dimensional cases without adding another parameter to the selection process. The combination of the proposed parameter selection procedures and the min kernel yields a convenient way of economically extracting good classification performance from SVM. The Regularized Least Squares - RLS - regression method is another kernel method that depends on proper selection of its parameters. When training data is scarce, traditional parameter selection often leads to poor regression estimation. In order to mitigate this issue, we explore a kernel that is less susceptible to overfitting - the additive INK-splines kernel. Then, we consider alternative parameter selection methods to cross-validation that have been shown to perform well for other regression methods. Experiments conducted on real-world datasets show that the additive INK-splines kernel outperforms both the RBF and the previously proposed multiplicative INK-splines kernel. They also show that the alternative parameter selection procedures fail to consistently improve performance. Still, we find that the Finite Prediction Error method with the additive INK-splines kernel performs comparably to cross-validation. / A estimação da razão entre duas densidades de probabilidade é uma importante ferramenta no aprendizado de máquina supervisionado. Neste trabalho, novos métodos de estimação da razão de densidades são propostos baseados na solução de uma equação integral multidimensional. Os métodos resultantes usam o conceito de matriz-V , o qual não aparece em métodos anteriores de estimação da razão de densidades. Experimentos demonstram o bom potencial da nova abordagem com relação a métodos anteriores. A estimação da Informação Mútua - IM - é um componente importante em seleção de atributos e depende essencialmente da estimação da razão de densidades. Usando o método de estimação da razão de densidades proposto neste trabalho, um novo estimador - VMI - é proposto e comparado experimentalmente a estimadores de IM anteriores. Experimentos conduzidos na estimação de IM mostram que VMI atinge melhor desempenho na estimação do que métodos anteriores. Experimentos que aplicam estimação de IM em seleção de atributos para classificação evidenciam que uma melhor estimação de IM leva as melhorias na seleção de atributos. A tarefa de seleção de parâmetros impacta fortemente o classificador baseado em kernel Support Vector Machines - SVM. Contudo, esse passo é frequentemente deixado de lado em avaliações experimentais, pois costuma consumir tempo computacional e requerer familiaridade com as engrenagens de SVM. Neste trabalho, procedimentos de seleção de parâmetros para SVM são propostos de tal forma a serem econômicos em gasto de tempo computacional. Além disso, o uso de um kernel não linear - o chamado kernel min - é proposto de tal forma que possa ser aplicado a casos de baixa e alta dimensionalidade e sem adicionar um outro parâmetro a ser selecionado. A combinação dos procedimentos de seleção de parâmetros propostos com o kernel min produz uma maneira conveniente de se extrair economicamente um classificador SVM com boa performance. O método de regressão Regularized Least Squares - RLS - é um outro método baseado em kernel que depende de uma seleção de parâmetros adequada. Quando dados de treinamento são escassos, uma seleção de parâmetros tradicional em RLS frequentemente leva a uma estimação ruim da função de regressão. Para aliviar esse problema, é explorado neste trabalho um kernel menos suscetível a superajuste - o kernel INK-splines aditivo. Após, são explorados métodos de seleção de parâmetros alternativos à validação cruzada e que obtiveram bom desempenho em outros métodos de regressão. Experimentos conduzidos em conjuntos de dados reais mostram que o kernel INK-splines aditivo tem desempenho superior ao kernel RBF e ao kernel INK-splines multiplicativo previamente proposto. Os experimentos também mostram que os procedimentos alternativos de seleção de parâmetros considerados não melhoram consistentemente o desempenho. Ainda assim, o método Finite Prediction Error com o kernel INK-splines aditivo possui desempenho comparável à validação cruzada.

The estimation of the ratio of two probability densities is an important statistical tool in supervised machine learning. In this work, we introduce new methods of density ratio estimation based on the solution of a multidimensional integral equation involving cumulative distribution functions. The resulting methods use the novel V -matrix, a concept that does not appear in previous density ratio estimation methods. Experiments demonstrate the good potential of this new approach against previous methods. Mutual Information - MI - estimation is a key component in feature selection and essentially depends on density ratio estimation. Using one of the methods of density ratio estimation proposed in this work, we derive a new estimator - VMI - and compare it experimentally to previously proposed MI estimators. Experiments conducted solely on mutual information estimation show that VMI compares favorably to previous estimators. Experiments applying MI estimation to feature selection in classification tasks evidence that better MI estimation leads to better feature selection performance. Parameter selection greatly impacts the classification accuracy of the kernel-based Support Vector Machines - SVM. However, this step is often overlooked in experimental comparisons, for it is time consuming and requires familiarity with the inner workings of SVM. In this work, we propose procedures for SVM parameter selection which are economic in their running time. In addition, we propose the use of a non-linear kernel function - the min kernel - that can be applied to both low- and high-dimensional cases without adding another parameter to the selection process. The combination of the proposed parameter selection procedures and the min kernel yields a convenient way of economically extracting good classification performance from SVM. The Regularized Least Squares - RLS - regression method is another kernel method that depends on proper selection of its parameters. When training data is scarce, traditional parameter selection often leads to poor regression estimation. In order to mitigate this issue, we explore a kernel that is less susceptible to overfitting - the additive INK-splines kernel. Then, we consider alternative parameter selection methods to cross-validation that have been shown to perform well for other regression methods. Experiments conducted on real-world datasets show that the additive INK-splines kernel outperforms both the RBF and the previously proposed multiplicative INK-splines kernel. They also show that the alternative parameter selection procedures fail to consistently improve performance. Still, we find that the Finite Prediction Error method with the additive INK-splines kernel performs comparably to cross-validation. / A estimação da razão entre duas densidades de probabilidade é uma importante ferramenta no aprendizado de máquina supervisionado. Neste trabalho, novos métodos de estimação da razão de densidades são propostos baseados na solução de uma equação integral multidimensional. Os métodos resultantes usam o conceito de matriz-V , o qual não aparece em métodos anteriores de estimação da razão de densidades. Experimentos demonstram o bom potencial da nova abordagem com relação a métodos anteriores. A estimação da Informação Mútua - IM - é um componente importante em seleção de atributos e depende essencialmente da estimação da razão de densidades. Usando o método de estimação da razão de densidades proposto neste trabalho, um novo estimador - VMI - é proposto e comparado experimentalmente a estimadores de IM anteriores. Experimentos conduzidos na estimação de IM mostram que VMI atinge melhor desempenho na estimação do que métodos anteriores. Experimentos que aplicam estimação de IM em seleção de atributos para classificação evidenciam que uma melhor estimação de IM leva as melhorias na seleção de atributos. A tarefa de seleção de parâmetros impacta fortemente o classificador baseado em kernel Support Vector Machines - SVM. Contudo, esse passo é frequentemente deixado de lado em avaliações experimentais, pois costuma consumir tempo computacional e requerer familiaridade com as engrenagens de SVM. Neste trabalho, procedimentos de seleção de parâmetros para SVM são propostos de tal forma a serem econômicos em gasto de tempo computacional. Além disso, o uso de um kernel não linear - o chamado kernel min - é proposto de tal forma que possa ser aplicado a casos de baixa e alta dimensionalidade e sem adicionar um outro parâmetro a ser selecionado. A combinação dos procedimentos de seleção de parâmetros propostos com o kernel min produz uma maneira conveniente de se extrair economicamente um classificador SVM com boa performance. O método de regressão Regularized Least Squares - RLS - é um outro método baseado em kernel que depende de uma seleção de parâmetros adequada. Quando dados de treinamento são escassos, uma seleção de parâmetros tradicional em RLS frequentemente leva a uma estimação ruim da função de regressão. Para aliviar esse problema, é explorado neste trabalho um kernel menos suscetível a superajuste - o kernel INK-splines aditivo. Após, são explorados métodos de seleção de parâmetros alternativos à validação cruzada e que obtiveram bom desempenho em outros métodos de regressão. Experimentos conduzidos em conjuntos de dados reais mostram que o kernel INK-splines aditivo tem desempenho superior ao kernel RBF e ao kernel INK-splines multiplicativo previamente proposto. Os experimentos também mostram que os procedimentos alternativos de seleção de parâmetros considerados não melhoram consistentemente o desempenho. Ainda assim, o método Finite Prediction Error com o kernel INK-splines aditivo possui desempenho comparável à validação cruzada.