• Title/Summary/Keyword: gaussian predictive process

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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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    • v.27 no.3
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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.

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

  • Park, Sun-Ho;Choi, Seung-Jin
    • Journal of KIISE:Software and Applications
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    • v.35 no.7
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    • pp.417-423
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    • 2008
  • In this paper we present a probabilistic method for source separation in the case here each source has a certain temporal structure. We tackle the problem of source separation by maximum pseudo-likelihood estimation, representing the latent function which characterizes the temporal structure of each source by a random process with a Gaussian prior. The resulting pseudo-likelihood of the data is Gaussian, determined by a mixing matrix as well as by the predictive mean and covariance matrix that can easily be computed by Gaussian process (GP) regression. Gradient-based optimization is applied to estimate the demixing matrix through maximizing the log-pseudo-likelihood of the data. umerical experiments confirm the useful behavior of our method, compared to existing source separation methods.

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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    • v.48 no.3
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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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    • v.29 no.1
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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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    • v.56 no.4
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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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    • v.8 no.5
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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
    • Journal of Korea Multimedia Society
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    • v.14 no.12
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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.

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

  • Na, Yong Hyoun;Park, Mi Yeon;Jang, Shinwoo
    • Journal of the Society of Disaster Information
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    • v.18 no.1
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    • pp.146-153
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    • 2022
  • Purpose: In the case of domestic port facilities, port structures that have been in use for a long time have many problems in terms of safety performance and functionality due to the enlargement of ships, increased frequency of use, and the effects of natural disasters due to climate change. A big data analysis method was studied to develop an approximate model that can predict the aging pattern of a port facility based on the maintenance history data of the port facility. Method: In this study, member-level maintenance history data for caisson-type quay walls were collected, defined as big data, and based on the data, a predictive approximation model was derived to estimate the aging pattern and deterioration of the facility at the project level. A state-based aging pattern prediction model generated through Gaussian process (GP) and linear interpolation (SLPT) techniques was proposed, and models suitable for big data utilization were compared and proposed through validation. Result: As a result of examining the suitability of the proposed method, the SLPT method has RMSE of 0.9215 and 0.0648, and the predictive model applied with the SLPT method is considered suitable. Conclusion: Through this study, it is expected that the study of predicting performance degradation of big data-based facilities will become an important system in decision-making regarding maintenance.

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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    • v.2 no.1
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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.

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

  • Jung-Eun, Oh;Sang-Ho, Oh
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.34 no.6
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    • pp.315-324
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    • 2022
  • The experimental data obtained in a wave flume were analyzed using machine learning techniques to establish a model that predicts the input wave height of the wavemaker based on the waves that have experienced wave shoaling and to verify the performance of the established model. For this purpose, artificial neural network (NN), the most representative machine learning technique, and Gaussian process regression (GPR), one of the non-parametric regression analysis methods, were applied respectively. Then, the predictive performance of the two models was compared. The analysis was performed independently for the case of using all the data at once and for the case by classifying the data with a criterion related to the occurrence of wave breaking. When the data were not classified, the error between the input wave height at the wavemaker and the measured value was relatively large for both the NN and GPR models. On the other hand, if the data were divided into non-breaking and breaking conditions, the accuracy of predicting the input wave height was greatly improved. Among the two models, the overall performance of the GPR model was better than that of the NN model.