David Cohn's current address is: Harlequin, Inc., One Cambridge Center, Cambridge, MA 02142 USA. Zoubin Ghahramani's current address is: Department of Computer Science, University of Toronto, Toronto, Ontario M5S 1A4 CANADA. This work was funded by NSF grant CDA-9309300, the McDonnell-Pew Foundation, ATR Human Information Processing Laboratories and Siemens Corporate Research. We are deeply indebted to Michael Titterington and Jim Kay, whose careful attention and continued kind help allowed us to make several corrections to an earlier version of this paper.