• 제목/요약/키워드: Gaussian prior

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Power Investigation of the Entropy-Based Test of Fit for Inverse Gaussian Distribution by the Information Discrimination Index

  • Choi, Byungjin
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.837-847
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    • 2012
  • Inverse Gaussian distribution is widely used in applications to analyze and model right-skewed data. To assess the appropriateness of the distribution prior to data analysis, Mudholkar and Tian (2002) proposed an entropy-based test of fit. The test is based on the entropy power fraction(EPF) index suggested by Gokhale (1983). The simulation results report that the power of the entropy-based test is superior compared to other goodness-of-fit tests; however, this observation is based on the small-scale simulation results on the standard exponential, Weibull W(1; 2) and lognormal LN(0:5; 1) distributions. A large-scale simulation should be performed against various alternative distributions to evaluate the power of the entropy-based test; however, the use of a theoretical method is more effective to investigate the powers. In this paper, utilizing the information discrimination(ID) index defined by Ehsan et al. (1995) as a mathematical tool, we scrutinize the power of the entropy-based test. The selected alternative distributions are the gamma, Weibull and lognormal distributions, which are widely used in data analysis as an alternative to inverse Gaussian distribution. The study results are provided and an illustrative example is analyzed.

New Inference for a Multiclass Gaussian Process Classification Model using a Variational Bayesian EM Algorithm and Laplace Approximation

  • Cho, Wanhyun;Kim, Sangkyoon;Park, Soonyoung
    • IEIE Transactions on Smart Processing and Computing
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    • v.4 no.4
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    • pp.202-208
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    • 2015
  • In this study, we propose a new inference algorithm for a multiclass Gaussian process classification model using a variational EM framework and the Laplace approximation (LA) technique. This is performed in two steps, called expectation and maximization. First, in the expectation step (E-step), using Bayes' theorem and the LA technique, we derive the approximate posterior distribution of the latent function, indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. In the maximization step, we compute the maximum likelihood estimators for hyper-parameters of a covariance matrix necessary to define the prior distribution of the latent function by using the posterior distribution derived in the E-step. These steps iteratively repeat until a convergence condition is satisfied. Moreover, we conducted the experiments by using synthetic data and Iris data in order to verify the performance of the proposed algorithm. Experimental results reveal that the proposed algorithm shows good performance on these datasets.

A long-term tunnel settlement prediction model based on BO-GPBE with SHM data

  • Yang Ding;Yu-Jun Wei;Pei-Sen Xi;Peng-Peng Ang;Zhen Han
    • Smart Structures and Systems
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    • v.33 no.1
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    • pp.17-26
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    • 2024
  • The new metro crossing the existing metro will cause the settlement or floating of the existing structures, which will have safety problems for the operation of the existing metro and the construction of the new metro. Therefore, it is necessary to monitor and predict the settlement of the existing metro caused by the construction of the new metro in real time. Considering the complexity and uncertainty of metro settlement, a Gaussian Prior Bayesian Emulator (GPBE) probability prediction model based on Bayesian optimization (BO) is proposed, that is, BO-GPBE. Firstly, the settlement monitoring data are analyzed to get the influence of the new metro on the settlement of the existing metro. Then, five different acquisition functions, that is, expected improvement (EI), expected improvement per second (EIPS), expected improvement per second plus (EIPSP), lower confidence bound (LCB), probability of improvement (PI) are selected to construct BO model, and then BO-GPBE model is established. Finally, three years settlement monitoring data were collected by structural health monitoring (SHM) system installed on Nanjing Metro Line 10 are employed to demonstrate the effectiveness of BO-GPBE for forecasting the settlement.

A Study on the Prediction of Power Consumption in the Air-Conditioning System by Using the Gaussian Process (정규 확률과정을 사용한 공조 시스템의 전력 소모량 예측에 관한 연구)

  • Lee, Chang-Yong;Song, Gensoo;Kim, Jinho
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.1
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    • pp.64-72
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    • 2016
  • In this paper, we utilize a Gaussian process to predict the power consumption in the air-conditioning system. As the power consumption in the air-conditioning system takes a form of a time-series and the prediction of the power consumption becomes very important from the perspective of the efficient energy management, it is worth to investigate the time-series model for the prediction of the power consumption. To this end, we apply the Gaussian process to predict the power consumption, in which the Gaussian process provides a prior probability to every possible function and higher probabilities are given to functions that are more likely consistent with the empirical data. We also discuss how to estimate the hyper-parameters, which are parameters in the covariance function of the Gaussian process model. We estimated the hyper-parameters with two different methods (marginal likelihood and leave-one-out cross validation) and obtained a model that pertinently describes the data and the results are more or less independent of the estimation method of hyper-parameters. We validated the prediction results by the error analysis of the mean relative error and the mean absolute error. The mean relative error analysis showed that about 3.4% of the predicted value came from the error, and the mean absolute error analysis confirmed that the error in within the standard deviation of the predicted value. We also adopt the non-parametric Wilcoxon's sign-rank test to assess the fitness of the proposed model and found that the null hypothesis of uniformity was accepted under the significance level of 5%. These results can be applied to a more elaborate control of the power consumption in the air-conditioning system.

Robust Watermarking for Digital Images in Geometric Distortions Using FP-ICA of Secant Method (할선법의 FP-ICA를 이용한 기하학적 변형에 강건한 디지털영상 워터마킹)

  • Cho Yong-Hyun
    • The KIPS Transactions:PartB
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    • v.11B no.7 s.96
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    • pp.813-820
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    • 2004
  • This paper proposes a digital image watermarking which is robust to geometric distortions using an independent component analysis(ICA) of fixed-point(FP) algorithm based on secant method. The FP algorithm of secant method is applied for better performance in a separation time and rate, and ICA is applied to reject the prior knowledges for original image, key, and watermark such as locations and size, etc. The proposed method embeds the watermark into the spatial domain of original image The proposed watermarking technique has been applied to lena, key, and two watermarks(text and Gaussian noise) respectively. The simulation results show that the proposed method has higher speed and better rate for extracting the original images than the FP algorithm of Newton method. And the proposed method has a watermarking which is robust to geometric distortions such as resizing, rotation, and cropping. Especially, the watermark of images with Gaussian noise has better extraction performance than the watermark with text since Gaussian noise has lower correlation coefficient than the text to the original and key images. The watermarking of ICA doesn't require the prior knowledge for the original images.

A Statistical Analysis of Edge Enhancing Filters and Their Effects on Edge Detection (에지개선 필터들의 통계적 분석과 에지검출에 대한 영향)

  • 박순영
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.18 no.11
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    • pp.1635-1644
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    • 1993
  • In this paper, we examine the statistical characteristics of edge enhancing filters and their efficacy as preprocessing operator before edge detection. In particular, edge enhancing filters called the Comparison and Selection(CS), Hachimura-kuwahara(HK), and Selective Average(SA) filters are considered. These filters can reduce noise while producing step-type edges, thus seem to be effective for preprocessing noisy images prior to applying edge detecors. The ability of edge enhancing filters to suppress white Gaussian noise and the error probabilities occured during the edge detection following SA prefiltering are evaluated statistically through numerical analysis. The effect of prefiltering on edge detection is assessed by applying the edge enhancing fitters to a noise image degraded by additive white noise prior to applying the Sobel operator and the Laplacian of Gaussian( LoG ) operator, respectively. It is shown that the edge enhancing filters tend to produce ideal step-type edges while reducing the noise reasonably well, and the use of edge enhancing filters prior to edge detection can improve the performance of subsequent edge detector.

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Acoustic based Two Dimensional Underwater Localization Considering Directional Ambiguity (방향 모호성을 고려한 수중 음향 기반의 2차원 위치 추정 기술 개발)

  • Choi, Jinwoo;Lee, Yeongjun;Jung, Jongdae;Park, Jeonghong;Choi, Hyun-Taek
    • The Journal of Korea Robotics Society
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    • v.12 no.4
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    • pp.402-410
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    • 2017
  • Acoustic based localization is essential to operate autonomous robotic systems in underwater environment where the use of sensorial data is limited. This paper proposes a localization method using artificial underwater acoustic sources. The proposed method acquires directional angles of acoustic sources using time difference of arrivals of two hydrophones. For this purpose, a probabilistic approach is used for accurate estimation of the time delay. Then, Gaussian sum filter based SLAM technique is used to localize both acoustic sources and underwater vehicle. It is performed by using bearing of acoustic sources as measurement and inertial sensors as prediction model. The proposed method can handle directional ambiguity of time difference based source localization by generating Gaussian models corresponding to possible locations of both front and back sides. Through these processes, the proposed method can provide reliable localization method for underwater vehicles without any prior information of source locations. The performance of the proposed method is verified by experimental results conducted in a real sea environment.

A Collaborative and Predictive Localization Algorithm for Wireless Sensor Networks

  • Liu, Yuan;Chen, Junjie
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.7
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    • pp.3480-3500
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    • 2017
  • Accurate locating for the mobile target remains a challenge in various applications of wireless sensor networks (WSNs). Unfortunately, most of the typical localization algorithms perform well only in the WSN with densely distributed sensor nodes. The non-localizable problem is prone to happening when a target moves into the WSN with sparsely distributed sensor nodes. To solve this problem, we propose a collaborative and predictive localization algorithm (CPLA). The Gaussian mixture model (GMM) is introduced to predict the posterior trajectory for a mobile target by training its prior trajectory. In addition, the collaborative and predictive schemes are designed to solve the non-localizable problems in the two-anchor nodes locating, one-anchor node locating and non-anchor node locating situations. Simulation results prove that the CPLA exhibits higher localization accuracy than other tested predictive localization algorithms either in the WSN with sparsely distributed sensor nodes or in the WSN with densely distributed sensor nodes.

An On-Line Adaptive Control of Underwater Vehicles Using Neural Network

  • Kim, Myung-Hyun;Kang, Sung-Won;Lee, Jae-Myung
    • Journal of Ocean Engineering and Technology
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    • v.18 no.2
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    • pp.33-38
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    • 2004
  • All adaptive neural network controller has been developed for a model of an underwater vehicle. This controller combines a radial basis neural network and sliding mode control techniques. No prior off-line training phase is required, and this scheme exploits the advantages of both neural network control and sliding mode control. An on-line stable adaptive law is derived using Lyapunov theory. The number of neurons and the width of Gaussian function should be chosen carefully. Performance of the controller is demonstrated through computer simulation.

Computationally efficient variational Bayesian method for PAPR reduction in multiuser MIMO-OFDM systems

  • Singh, Davinder;Sarin, Rakesh Kumar
    • ETRI Journal
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    • v.41 no.3
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    • pp.298-307
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    • 2019
  • This paper investigates the use of the inverse-free sparse Bayesian learning (SBL) approach for peak-to-average power ratio (PAPR) reduction in orthogonal frequency-division multiplexing (OFDM)-based multiuser massive multiple-input multiple-output (MIMO) systems. The Bayesian inference method employs a truncated Gaussian mixture prior for the sought-after low-PAPR signal. To learn the prior signal, associated hyperparameters and underlying statistical parameters, we use the variational expectation-maximization (EM) iterative algorithm. The matrix inversion involved in the expectation step (E-step) is averted by invoking a relaxed evidence lower bound (relaxed-ELBO). The resulting inverse-free SBL algorithm has a much lower complexity than the standard SBL algorithm. Numerical experiments confirm the substantial improvement over existing methods in terms of PAPR reduction for different MIMO configurations.