Blog Posts

14 min read

In this year’s ICML, some interesting work was presented on Neural Processes. In this blog post, I discuss what Neural Processes are and how they behave as a prior over functions.

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Selected Work

It would be desirable to construct a joint modelling framework for simultaneous dimensionality reduction and clustering of features. Here, we focus on embedding such capabilities within the Variational Autoencoder (VAE) framework. Specifically, we propose the BasisVAE: a combination of the VAE and a probabilistic clustering prior, which lets us learn a one-hot basis function representation as part of the decoder network. Furthermore, for scenarios where not all features are aligned, we develop an extension to handle translation-invariant basis functions.
Accepted to AISTATS (2020)
Code

The interpretation of high-dimensional data typically requires the use of dimensionality reduction techniques. However, in many real-world problems the extracted low-dimensional representations may not be sufficient to aid interpretation on their own, and it would be desirable to interpret the model in terms of the original features themselves. Our goal is to characterise how feature-level variation depends on latent low-dimensional representations, external covariates, and non-linear interactions between the two. Here, we propose to achieve this through a structured kernel decomposition in a hybrid Gaussian Process model which we call the Covariate Gaussian Process Latent Variable Model (c-GPLVM).
Accepted to ICML (2019)
Link to paper Code Poster Slides Video

Here, we introduce an augmented ensemble MCMC technique to improve on existing poorly mixing samplers for factorial HMMs. This is achieved by combining parallel tempering and an auxiliary variable scheme to exchange information between the chains in an efficient way.
Accepted to AISTATS (2019)
Link to paper Code Poster

Here, we explore whether accurate complex trait predictions can be achieved in practice. Using a genome sequenced population of ∼7,000 yeast strains of high but varying relatedness, we consider a variety of models for predicting growth traits from various sources of information (family information, genetic variants, and growth in other environments).
In Nature communications (2016)
Link to paper Code

Here, we propose a statistical method for identifying differentially methylated regions, based on the minimum description length (MDL) principle. Our method is available as an R package.
In Bioinformatics (2016)
Link to paper Code Poster

More projects

No-U-Turn sampler

NUTS implementation in R

Non-parametric mixture models

Rcpp implementation for DP and MFM mixtures

Bayesian logistic regression via Polya-Gamma latent variables

R package implementing the Polya-Gamma augmentation scheme

Map of Estonian most popular names

Teaching

Course on Data Science and Visualisation

Here you can find course material (in Estonian!) on Data Science and Visualisation, which we created together with Tanel Pärnamaa. This course “Statistiline andmeteadus ja visualiseerimine” is centered around a number of interesting case studies, and it focuses on teaching good practices of data science in R by applying statistical methods to solve these real-life problems.

Teaching experience