• 제목/요약/키워드: gaussian predictive process

검색결과 19건 처리시간 0.022초

Spatio-temporal models for generating a map of high resolution NO2 level

  • Yoon, Sanghoo;Kim, Mingyu
    • Journal of the Korean Data and Information Science Society
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    • 제27권3호
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    • pp.803-814
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    • 2016
  • Recent times have seen an exponential increase in the amount of spatial data, which is in many cases associated with temporal data. Recent advances in computer technology and computation of hierarchical Bayesian models have enabled to analyze complex spatio-temporal data. Our work aims at modeling data of daily average nitrogen dioxide (NO2) levels obtained from 25 air monitoring sites in Seoul between 2003 and 2010. We considered an independent Gaussian process model and an auto-regressive model and carried out estimation within a hierarchical Bayesian framework with Markov chain Monte Carlo techniques. A Gaussian predictive process approximation has shown the better prediction performance rather than a Hierarchical auto-regressive model for the illustrative NO2 concentration levels at any unmonitored location.

유사-가능도 최대화를 통한 가우시안 프로세스 기반 음원분리 (Gaussian Processes for Source Separation: Pseudo-likelihood Maximization)

  • 박선호;최승진
    • 한국정보과학회논문지:소프트웨어및응용
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    • 제35권7호
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    • pp.417-423
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    • 2008
  • 본 논문에서는 각 음원이 시간적 구조를 가졌을 경우 음원들을 분리해내는 확률적 음원분리 방법을 제안한다. 이를 위해 각 음원의 시간적 구조를 가우시안 프로세스(Gaussian process)로 모델링하고 기존의 음원분리 문제를 유사-가능도 최대화 문제(pseudo-likelihood maximization)로 공식화한다. 본 알고리즘을 통해 얻어진 데이타의 유사-가능도는 정규 분포이며 이는 가우시안 프로세스 회귀방법(Gaussian process regression)을 통해 쉽게 계산이 가능하다. 음원분리의 역혼합 행렬은 경도(gradient) 기반최적화 기법을 통해 데이타의 유사-가능도를 최대화하는 해를 찾음으로써 구해진다. 여러 실험을 통하여 제안 알고리듬이 몇 가지 특정 상황에서 기존의 분리 알고리듬들에 비해 우수한 성능을 보임을 확인 할 수 있다.

Implicit Treatment of Technical Specification and Thermal Hydraulic Parameter Uncertainties in Gaussian Process Model to Estimate Safety Margin

  • Fynan, Douglas A.;Ahn, Kwang-Il
    • Nuclear Engineering and Technology
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    • 제48권3호
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    • pp.684-701
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    • 2016
  • The Gaussian process model (GPM) is a flexible surrogate model that can be used for nonparametric regression for multivariate problems. A unique feature of the GPM is that a prediction variance is automatically provided with the regression function. In this paper, we estimate the safety margin of a nuclear power plant by performing regression on the output of best-estimate simulations of a large-break loss-of-coolant accident with sampling of safety system configuration, sequence timing, technical specifications, and thermal hydraulic parameter uncertainties. The key aspect of our approach is that the GPM regression is only performed on the dominant input variables, the safety injection flow rate and the delay time for AC powered pumps to start representing sequence timing uncertainty, providing a predictive model for the peak clad temperature during a reflood phase. Other uncertainties are interpreted as contributors to the measurement noise of the code output and are implicitly treated in the GPM in the noise variance term, providing local uncertainty bounds for the peak clad temperature. We discuss the applicability of the foregoing method to reduce the use of conservative assumptions in best estimate plus uncertainty (BEPU) and Level 1 probabilistic safety assessment (PSA) success criteria definitions while dealing with a large number of uncertainties.

Grid-based Gaussian process models for longitudinal genetic data

  • Chung, Wonil
    • Communications for Statistical Applications and Methods
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    • 제29권1호
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    • pp.65-83
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    • 2022
  • Although various statistical methods have been developed to map time-dependent genetic factors, most identified genetic variants can explain only a small portion of the estimated genetic variation in longitudinal traits. Gene-gene and gene-time/environment interactions are known to be important putative sources of the missing heritability. However, mapping epistatic gene-gene interactions is extremely difficult due to the very large parameter spaces for models containing such interactions. In this paper, we develop a Gaussian process (GP) based nonparametric Bayesian variable selection method for longitudinal data. It maps multiple genetic markers without restricting to pairwise interactions. Rather than modeling each main and interaction term explicitly, the GP model measures the importance of each marker, regardless of whether it is mostly due to a main effect or some interaction effect(s), via an unspecified function. To improve the flexibility of the GP model, we propose a novel grid-based method for the within-subject dependence structure. The proposed method can accurately approximate complex covariance structures. The dimension of the covariance matrix depends only on the number of fixed grid points although each subject may have different numbers of measurements at different time points. The deviance information criterion (DIC) and the Bayesian predictive information criterion (BPIC) are proposed for selecting an optimal number of grid points. To efficiently draw posterior samples, we combine a hybrid Monte Carlo method with a partially collapsed Gibbs (PCG) sampler. We apply the proposed GP model to a mouse dataset on age-related body weight.

A Gaussian process-based response surface method for structural reliability analysis

  • Su, Guoshao;Jiang, Jianqing;Yu, Bo;Xiao, Yilong
    • Structural Engineering and Mechanics
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    • 제56권4호
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    • pp.549-567
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    • 2015
  • A first-order moment method (FORM) reliability analysis is commonly used for structural stability analysis. It requires the values and partial derivatives of the performance to function with respect to the random variables for the design. These calculations can be cumbersome when the performance functions are implicit. A Gaussian process (GP)-based response surface is adopted in this study to approximate the limit state function. By using a trained GP model, a large number of values and partial derivatives of the performance functions can be obtained for conventional reliability analysis with a FORM, thereby reducing the number of stability analysis calculations. This dynamic renewed knowledge source can provide great assistance in improving the predictive capacity of GP during the iterative process, particularly from the view of machine learning. An iterative algorithm is therefore proposed to improve the precision of GP approximation around the design point by constantly adding new design points to the initial training set. Examples are provided to illustrate the GP-based response surface for both structural and non-structural reliability analyses. The results show that the proposed approach is applicable to structural reliability analyses that involve implicit performance functions and structural response evaluations that entail time-consuming finite element analyses.

Disjoint Particle Filter to Track Multiple Objects in Real-time

  • Chai, YoungJoon;Hong, Hyunki;Kim, TaeYong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제8권5호
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    • pp.1711-1725
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    • 2014
  • Multi-target tracking is the main purpose of many video surveillance applications. Recently, multi-target tracking based on the particle filter method has achieved robust results by using the data association process. However, this method requires many calculations and it is inadequate for real time applications, because the number of associations exponentially increases with the number of measurements and targets. In this paper, to reduce the computational cost of the data association process, we propose a novel multi-target tracking method that excludes particle samples in the overlapped predictive region between the target to track and marginal targets. Moreover, to resolve the occlusion problem, we define an occlusion mode with the normal dynamic mode. When the targets are occluded, the mode is switched to the occlusion mode and the samples are propagated by Gaussian noise without the sampling process of the particle filter. Experimental results demonstrate the robustness of the proposed multi-target tracking method even in occlusion.

Comparison of Feature Selection Processes for Image Retrieval Applications

  • Choi, Young-Mee;Choo, Moon-Won
    • 한국멀티미디어학회논문지
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    • 제14권12호
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    • pp.1544-1548
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    • 2011
  • A process of choosing a subset of original features, so called feature selection, is considered as a crucial preprocessing step to image processing applications. There are already large pools of techniques developed for machine learning and data mining fields. In this paper, basically two methods, non-feature selection and feature selection, are investigated to compare their predictive effectiveness of classification. Color co-occurrence feature is used for defining image features. Standard Sequential Forward Selection algorithm are used for feature selection to identify relevant features and redundancy among relevant features. Four color spaces, RGB, YCbCr, HSV, and Gaussian space are considered for computing color co-occurrence features. Gray-level image feature is also considered for the performance comparison reasons. The experimental results are presented.

케이슨식 안벽 항만시설의 성능저하패턴 연구 (A Study on the Performance Degradation Pattern of Caisson-type Quay Wall Port Facilities)

  • 나용현;박미연;장신우
    • 한국재난정보학회 논문집
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    • 제18권1호
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    • pp.146-153
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    • 2022
  • 연구목적: 국내 항만시설의 경우 사용년수가 오래된 항만구조물은 선박의 대형화 및 사용빈도 증가, 기후변화에 따른 자연재해의 영향 등으로 안전과 기능적 측면에서 상당히 많은 문제가 있다. 항만시설의 유지관리 이력 데이터를 기반으로 시설 노후화 패턴을 예측 할 수 있는 근사모델 개발을 위하여 빅데이터 분석 방법을 연구하였다. 연구방법: 본 연구에서는 케이슨식 안벽에 유지관리 데이터 수집하여 빅데이터를 바탕으로 시설물의 노후화 패턴 및 성능저하를 확인하기 위한 예측모델을 도출하였다. 가우시안 프로세스(GP)과 선형보간(SLPT) 기법을 통하여 생성된 상태기반 노후도 패턴 예측모델을 제안하고 유효성 검토를 통해 빅데이터 적용에 적합한 모델을 비교하고 제안하였다. 연구결과: 제안된 기법을 검토한 결과 SLPT기법은 RMSE 및 는 0.9215와 0.0648로 SLPT기법의 예측모델이 보다 더 적합한 것으로 검토 되었다. 결론: 이러한 연구를 통해 빅데이터 기반 시설물 성능저하 예측 연구는 유지관리를 위환 의사결정에서 중요한 체계가 될 것으로 기대된다.

Fuzzy-ART Basis Equalizer for Satellite Nonlinear Channel

  • Lee, Jung-Sik;Hwang, Jae-Jeong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제2권1호
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    • pp.43-48
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    • 2002
  • This paper discusses the application of fuzzy-ARTMAP neural network to compensate the nonlinearity of satellite communication channel. The fuzzy-ARTMAP is the class of ART(adaptive resonance theory) architectures designed fur supervised loaming. It has capabilities not fecund in other neural network approaches, that includes a small number of parameters, no requirements fur the choice of initial weights, automatic increase of hidden units, and capability of adding new data without retraining previously trained data. By a match tracking process with vigilance parameter, fuzzy-ARTMAP neural network achieves a minimax teaming rule that minimizes predictive error and maximizes generalization. Thus, the system automatically leans a minimal number of recognition categories, or hidden units, to meet accuracy criteria. As a input-converting process for implementing fuzzy-ARTMAP equalizer, the sigmoid function is chosen to convert actual channel output to the proper input values of fuzzy-ARTMAP. Simulation studies are performed over satellite nonlinear channels. QPSK signals with Gaussian noise are generated at random from Volterra model. The performance of proposed fuzzy-ARTMAP equalizer is compared with MLP equalizer.

인공신경망과 가우시안 과정 회귀에 의한 규칙파의 조파기 입력파고 추정 (Estimation of the Input Wave Height of the Wave Generator for Regular Waves by Using Artificial Neural Networks and Gaussian Process Regression)

  • 오정은;오상호
    • 한국해안·해양공학회논문집
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    • 제34권6호
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    • pp.315-324
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    • 2022
  • 2차원 조파수조 내에서 취득된 규칙파 실험데이터를 머신러닝 기법으로 분석하여 천수 변형을 경험한 파랑으로부터 조파기의 입력파고를 예측하는 모델을 수립하고 그 성능을 검증하였다. 이를 위해 가장 대표적인 머신러닝 기법인 인공신경망(NN)과 비모수 회귀분석 방법 중 하나인 가우시안 과정 회귀(GPR) 모델을 각각 수립하고 두 모델의 예측 성능을 비교하였다. 전체 실험자료를 모두 한꺼번에 활용한 경우와 쇄파 발생 여부에 따라 자료를 구분한 경우에 대해 독립적으로 분석을 수행하였다. 데이터를 구분하지 않은 경우에는 NN 및 GPR 모델 모두 조파기 입력파고 값과 계측값 사이의 오차가 비교적 크게 나타났다. 반면에 데이터를 비쇄파 및 쇄파 조건으로 구분하면 조파기 입력파고의 예측 정확도가 크게 향상되었다. 두 모델 중에서는 NN 모델보다 GPR 모델의 성능이 전반적으로 더 우수한 것으로 나타났다.