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Markov Chain Monte Carlo

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Presentation on theme: "Markov Chain Monte Carlo"— Presentation transcript:

1 Markov Chain Monte Carlo

2 MCMC with Gibbs Sampling
Fix the values of observed variables Set the values of all non-observed variables randomly Perform a random walk through the space of complete variable assignments. On each move: Pick a variable X Calculate Pr(X=true | all other variables) Set X to true with that probability Repeat many times. Frequency with which any variable X is true is it’s posterior probability. Converges to true posterior when frequencies stop changing significantly Time to converge is “mixing time”

3 Markov Blanket Sampling
How to calculate Pr(X=true | all other variables) ? Recall: a variable is independent of all others given it’s Markov Blanket parents children other parents of children So problem becomes calculating Pr(X=true | MB(X)) We solve this sub-problem exactly Fortunately, it is easy to solve

4 Breathing difficulties
Smoking Lung disease Heart disease Breathing difficulties

5 Breathing difficulties
Smoking Lung disease Heart disease Breathing difficulties

6 Breathing difficulties
Smoking Lung disease Heart disease Breathing difficulties

7 Breathing difficulties
Smoking Lung disease Heart disease Breathing difficulties

8 Breathing difficulties
Smoking Lung disease Heart disease Breathing difficulties

9 Breathing difficulties
Smoking Lung disease Heart disease Breathing difficulties

10 Breathing difficulties
Smoking Lung disease Heart disease Breathing difficulties

11 Breathing difficulties
Smoking Lung disease Heart disease Breathing difficulties

12 Breathing difficulties
Smoking Lung disease Heart disease Breathing difficulties Let’s Simulate!

13 Don Patterson, Dieter Fox, Henry Kautz, Matthai Philipose
Expressive, Scalable and Tractable Techniques for Modeling Activities of Daily Living Don Patterson, Dieter Fox, Henry Kautz, Matthai Philipose

14 Our Model of Activities

15 Our Model of Activities
Linear Temporal Ordering of Sub-Activities

16 Our Model of Activities
Unordered Sequence of Object Touches

17 Our Model of Activities
Each object is required with a probability, P(o) (not shown)

18 Our Model of Activities
Optional Gaussian Timing Constraint

19 Expressive Scalable Tractable
General and intuitive way to specify activities Scalable We mine these models from the web Tractable We convert models to Dynamic Bayesian Networks We reason in real-time using stochastic Monte- Carlo techniques (particle filters)

20 Short Demo Long Demo


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