Joint Probability Distribution
In the study of probability, given at least two random variables X, Y, …, that are defined on a probability space, the joint probability distribution for X, Y, … is a probability distribution that gives the probability that each of X, Y, … falls in any particular range or discrete set of values specified for that variable. In the case of only two random variables, this is called a bivariate distribution, but the concept generalizes to any number of random variables, giving a multivariate distribution. …

Generalized Probability Smoothing
In this work we consider a generalized version of Probability Smoothing, the core elementary model for sequential prediction in the state of the art PAQ family of data compression algorithms. Our main contribution is a code length analysis that considers the redundancy of Probability Smoothing with respect to a Piecewise Stationary Source. The analysis holds for a finite alphabet and expresses redundancy in terms of the total variation in probability mass of the stationary distributions of a Piecewise Stationary Source. By choosing parameters appropriately Probability Smoothing has redundancy $O(S\cdot\sqrt{T\log T})$ for sequences of length $T$ with respect to a Piecewise Stationary Source with $S$ segments. …

Grid Spectral Mixture Kernel (GSM)
Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter optimization are still hard and to a large extend open problems. In this paper, we consider the task of GP regression for time series modeling and analysis. The underlying stationary kernel can be approximated arbitrarily close by a new proposed grid spectral mixture (GSM) kernel, which turns out to be a linear combination of low-rank sub-kernels. In the case where a large number of the sub-kernels are used, either the Nystr\'{o}m or the random Fourier feature approximations can be adopted to deal efficiently with the computational demands. The unknown GP hyper-parameters consist of the non-negative weights of all sub-kernels as well as the noise variance; their estimation is performed via the maximum-likelihood (ML) estimation framework. Two efficient numerical optimization methods for solving the unknown hyper-parameters are derived, including a sequential majorization-minimization (MM) method and a non-linearly constrained alternating direction of multiplier method (ADMM). The MM matches perfectly with the proven low-rank property of the proposed GSM sub-kernels and turns out to be a part of efficiency, stable, and efficient solver, while the ADMM has the potential to generate better local minimum in terms of the test MSE. Experimental results, based on various classic time series data sets, corroborate that the proposed GSM kernel-based GP regression model outperforms several salient competitors of similar kind in terms of prediction mean-squared-error and numerical stability. …

Expedition
Archives are an important source of study for various scholars. Digitization and the web have made archives more accessible and led to the development of several time-aware exploratory search systems. However these systems have been designed for more general users rather than scholars. Scholars have more complex information needs in comparison to general users. They also require support for corpus creation during their exploration process. In this paper we present Expedition – a time-aware exploratory search system that addresses the requirements and information needs of scholars. Expedition possesses a suite of ad-hoc and diversity based retrieval models to address complex information needs; a newspaper-style user interface to allow for larger textual previews and comparisons; entity filters to more naturally refine a result list and an interactive annotated timeline which can be used to better identify periods of importance. …