• 제목/요약/키워드: Robust Bayesian inference

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A Methodology for Estimating the Uncertainty in Model Parameters Applying the Robust Bayesian Inferences

  • Kim, Joo Yeon;Lee, Seung Hyun;Park, Tai Jin
    • Journal of Radiation Protection and Research
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    • 제41권2호
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    • pp.149-154
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    • 2016
  • Background: Any real application of Bayesian inference must acknowledge that both prior distribution and likelihood function have only been specified as more or less convenient approximations to whatever the analyzer's true belief might be. If the inferences from the Bayesian analysis are to be trusted, it is important to determine that they are robust to such variations of prior and likelihood as might also be consistent with the analyzer's stated beliefs. Materials and Methods: The robust Bayesian inference was applied to atmospheric dispersion assessment using Gaussian plume model. The scopes of contaminations were specified as the uncertainties of distribution type and parametric variability. The probabilistic distribution of model parameters was assumed to be contaminated as the symmetric unimodal and unimodal distributions. The distribution of the sector-averaged relative concentrations was then calculated by applying the contaminated priors to the model parameters. Results and Discussion: The sector-averaged concentrations for stability class were compared by applying the symmetric unimodal and unimodal priors, respectively, as the contaminated one based on the class of ${\varepsilon}$-contamination. Though ${\varepsilon}$ was assumed as 10%, the medians reflecting the symmetric unimodal priors were nearly approximated within 10% compared with ones reflecting the plausible ones. However, the medians reflecting the unimodal priors were approximated within 20% for a few downwind distances compared with ones reflecting the plausible ones. Conclusion: The robustness has been answered by estimating how the results of the Bayesian inferences are robust to reasonable variations of the plausible priors. From these robust inferences, it is reasonable to apply the symmetric unimodal priors for analyzing the robustness of the Bayesian inferences.

종 분화 진화 알고리즘을 이용한 안정된 베이지안 네트워크 앙상블 구축 (Construction of Robust Bayesian Network Ensemble using a Speciated Evolutionary Algorithm)

  • 유지오;김경중;조성배
    • 한국정보과학회논문지:소프트웨어및응용
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    • 제31권12호
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    • pp.1569-1580
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    • 2004
  • 베이지안 네트워크는 불확실한 상황을 모델링하기 위한 확률 기반의 모델로서 확실한 수학적 토대를 가지고 있다. 베이지안 네트워크의 구조론 자동 학습하기 위한 연구가 많이 있었고, 최근에는 진화 알고리즘을 이용한 연구가 많이 진행되고 있다. 그러나 대부분은 마지막 세대의 가장 좋은 개체만을 이용하고 있다. 시스템이 요구하는 다양한 요구 조건을 하나의 적합도 평가 수식으로 나타내기 어렵기 때문에, 마지막 세대의 가장 좋은 개체는 종종 편향되거나 변화하는 환경에 덜 적응적일 수 있다. 본 논문에서는 적합도 공유 방법으로 다양한 베이지안 네트워크를 생성하고, 이를 베이즈 규칙을 통해 결합하여 변화하는 환경에 적응적인 추론 모델을 구축할 수 있는 방법을 제안한다. 성능 평가를 위해 ASIA와 ALARM 네트워크에서 인공적으로 생성한 데이타를 이용한 구조 학습 및 추론 실험을 수행하였다. 다양한 조건에서 학습된 네트워크를 실험한 결과, 제안한 방법이 변화하는 환경에서 더욱 강건하고 적응적인 모델을 생성할 수 있음을 알 수 있었다.

보행자 기반의 변분 베이지안 감시 카메라 자가 보정 (Pedestrian-Based Variational Bayesian Self-Calibration of Surveillance Cameras)

  • 임종빈
    • 한국정보통신학회논문지
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    • 제23권9호
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    • pp.1060-1069
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    • 2019
  • 보행자 기반의 카메라 자가 보정 방법들은 복잡한 보정 장치나 절차가 필요하지 않기 때문에 비디오 감시 시스템에 적합하다. 하지만 임의 보행자를 보정 대상으로 사용하는 경우 보행자들의 키를 모르기 때문에 보정 정확도가 저하될 수 있다. 본 논문은 실제 감시 환경에서 이 문제를 해결하기 위한 베이지안 보정 방법을 제안한다. 제안하는 방법에서는 감시 지역 사람들의 키에 대한 통계가 있다고 가정하고, 발-머리 호몰로지(foot-head homology)를 사용하여, 발과 머리의 좌표와 보행자 키의 불확실성을 모두 고려하는 확률 모델을 구성한다. 이 확률 모델을 직접 푸는 것은 난해하므로, 본 연구에서는 근사적 방법인 변분 베이지안 추론(variational Bayesian inference)을 사용한다. 따라서, 이를 통해 관측된 보행자들의 키를 추정함과 동시에 정확한 카메라 파라미터를 구할 수 있다. 다양한 실험을 통해 제안된 방법이 노이즈에 강하며, 보정에 대한 정확한 신뢰도를 제공함을 보였다.

Vision based place recognition using Bayesian inference with feedback of image retrieval

  • Yi, Hu;Lee, Chang-Woo
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2006년도 추계학술발표대회
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    • pp.19-22
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    • 2006
  • In this paper we present a vision based place recognition method which uses Bayesian method with feed back of image retrieval. Both Bayesian method and image retrieval method are based on interest features that are invariant to many image transformations. The interest features are detected using Harris-Laplacian detector and then descriptors are generated from the image patches centered at the features' position in the same manner of SIFT. The Bayesian method contains two stages: learning and recognition. The image retrieval result is fed back to the Bayesian recognition to achieve robust and confidence. The experimental results show the effectiveness of our method.

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Posterior density estimation for structural parameters using improved differential evolution adaptive Metropolis algorithm

  • Zhou, Jin;Mita, Akira;Mei, Liu
    • Smart Structures and Systems
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    • 제15권3호
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    • pp.735-749
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    • 2015
  • The major difficulty of using Bayesian probabilistic inference for system identification is to obtain the posterior probability density of parameters conditioned by the measured response. The posterior density of structural parameters indicates how plausible each model is when considering the uncertainty of prediction errors. The Markov chain Monte Carlo (MCMC) method is a widespread medium for posterior inference but its convergence is often slow. The differential evolution adaptive Metropolis-Hasting (DREAM) algorithm boasts a population-based mechanism, which nms multiple different Markov chains simultaneously, and a global optimum exploration ability. This paper proposes an improved differential evolution adaptive Metropolis-Hasting algorithm (IDREAM) strategy to estimate the posterior density of structural parameters. The main benefit of IDREAM is its efficient MCMC simulation through its use of the adaptive Metropolis (AM) method with a mutation strategy for ensuring quick convergence and robust solutions. Its effectiveness was demonstrated in simulations on identifying the structural parameters with limited output data and noise polluted measurements.

Robust Bayesian inference in finite population sampling with auxiliary information under balanced loss function

  • Kim, Eunyoung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • 제25권3호
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    • pp.685-696
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    • 2014
  • In this paper, we develop Bayesian inference of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation in the presence of auxiliary information under the balanced loss function. We compare the performance of the optimal Bayes estimator under the balanced loss function with ones of the classical ratio estimator and the usual Bayes estimator in terms of the posterior expected losses, risks and Bayes risks.

The Bivariate Kumaraswamy Weibull regression model: a complete classical and Bayesian analysis

  • Fachini-Gomes, Juliana B.;Ortega, Edwin M.M.;Cordeiro, Gauss M.;Suzuki, Adriano K.
    • Communications for Statistical Applications and Methods
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    • 제25권5호
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    • pp.523-544
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    • 2018
  • Bivariate distributions play a fundamental role in survival and reliability studies. We consider a regression model for bivariate survival times under right-censored based on the bivariate Kumaraswamy Weibull (Cordeiro et al., Journal of the Franklin Institute, 347, 1399-1429, 2010) distribution to model the dependence of bivariate survival data. We describe some structural properties of the marginal distributions. The method of maximum likelihood and a Bayesian procedure are adopted to estimate the model parameters. We use diagnostic measures based on the local influence and Bayesian case influence diagnostics to detect influential observations in the new model. We also show that the estimates in the bivariate Kumaraswamy Weibull regression model are robust to deal with the presence of outliers in the data. In addition, we use some measures of goodness-of-fit to evaluate the bivariate Kumaraswamy Weibull regression model. The methodology is illustrated by means of a real lifetime data set for kidney patients.

Multi-Robot Localization based on Bayesian Multidimensional Scaling

  • Je, Hong-Mo;Kim, Dai-Jin
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2007년도 추계학술대회
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    • pp.357-361
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    • 2007
  • This paper presents a multi-robot localization based on Bayesian Multidimensional Scaling (BMDS). We propose a robust MDS to handle both the incomplete and noisy data, which is applied to solve the multi-robot localization problem. To deal with the incomplete data, we use the Nystr${\ddot{o}}$m approximation which approximates the full distance matrix. To deal with the uncertainty, we formulate a Bayesian framework for MDS which finds the posterior of coordinates of objects by means of statistical inference. We not only verify the performance of MDS-based multi-robot localization by computer simulations, but also implement a real world localization of multi-robot team. Using extensive empirical results, we show that the accuracy of the proposed method is almost similar to that of Monte Carlo Localization(MCL).

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Data mining approach to predicting user's past location

  • Lee, Eun Min;Lee, Kun Chang
    • 한국컴퓨터정보학회논문지
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    • 제22권11호
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    • pp.97-104
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    • 2017
  • Location prediction has been successfully utilized to provide high quality of location-based services to customers in many applications. In its usual form, the conventional type of location prediction is to predict future locations based on user's past movement history. However, as location prediction needs are expanded into much complicated cases, it becomes necessary quite frequently to make inference on the locations that target user visited in the past. Typical cases include the identification of locations that infectious disease carriers may have visited before, and crime suspects may have dropped by on a certain day at a specific time-band. Therefore, primary goal of this study is to predict locations that users visited in the past. Information used for this purpose include user's demographic information and movement histories. Data mining classifiers such as Bayesian network, neural network, support vector machine, decision tree were adopted to analyze 6868 contextual dataset and compare classifiers' performance. Results show that general Bayesian network is the most robust classifier.

Recognizing Hand Digit Gestures Using Stochastic Models

  • Sin, Bong-Kee
    • 한국멀티미디어학회논문지
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    • 제11권6호
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    • pp.807-815
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    • 2008
  • A simple efficient method of spotting and recognizing hand gestures in video is presented using a network of hidden Markov models and dynamic programming search algorithm. The description starts from designing a set of isolated trajectory models which are stochastic and robust enough to characterize highly variable patterns like human motion, handwriting, and speech. Those models are interconnected to form a single big network termed a spotting network or a spotter that models a continuous stream of gestures and non-gestures as well. The inference over the model is based on dynamic programming. The proposed model is highly efficient and can readily be extended to a variety of recurrent pattern recognition tasks. The test result without any engineering has shown the potential for practical application. At the end of the paper we add some related experimental result that has been obtained using a different model - dynamic Bayesian network - which is also a type of stochastic model.

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