Uncertainty
System identification and modeling for interacting and non-interacting tank systems using intelligent techniques
Bhuvaneswari, N. S., Praveena, R., Divya, R.
System identification from the experimental data plays a vital role for model based controller design. Derivation of process model from first principles is often difficult due to its complexity. The first stage in the development of any control and monitoring system is the identification and modeling of the system. Each model is developed within the context of a specific control problem. Thus, the need for a general system identification framework is warranted. The proposed framework should be able to adapt and emphasize different properties based on the control objective and the nature of the behavior of the system. Therefore, system identification has been a valuable tool in identifying the model of the system based on the input and output data for the design of the controller. The present work is concerned with the identification of transfer function models using statistical model identification, process reaction curve method, ARX model, genetic algorithm and modeling using neural network and fuzzy logic for interacting and non interacting tank process. The identification technique and modeling used is prone to parameter change & disturbance. The proposed methods are used for identifying the mathematical model and intelligent model of interacting and non interacting process from the real time experimental data.
Evolutionary Inference for Function-valued Traits: Gaussian Process Regression on Phylogenies
Jones, Nick S., Moriarty, John
Biological data objects often have both of the following features: (i) they are functions rather than single numbers or vectors, and (ii) they are correlated due to phylogenetic relationships. In this paper we give a flexible statistical model for such data, by combining assumptions from phylogenetics with Gaussian processes. We describe its use as a nonparametric Bayesian prior distribution, both for prediction (placing posterior distributions on ancestral functions) and model selection (comparing rates of evolution across a phylogeny, or identifying the most likely phylogenies consistent with the observed data). Our work is integrative, extending the popular phylogenetic Brownian Motion and Ornstein-Uhlenbeck models to functional data and Bayesian inference, and extending Gaussian Process regression to phylogenies. We provide a brief illustration of the application of our method.
Multidimensional Membership Mixture Models
Jiang, Yun, Lim, Marcus, Saxena, Ashutosh
We present the multidimensional membership mixture (M3) models where every dimension of the membership represents an independent mixture model and each data point is generated from the selected mixture components jointly. This is helpful when the data has a certain shared structure. For example, three unique means and three unique variances can effectively form a Gaussian mixture model with nine components, while requiring only six parameters to fully describe it. In this paper, we present three instantiations of M3 models (together with the learning and inference algorithms): infinite, finite, and hybrid, depending on whether the number of mixtures is fixed or not. They are built upon Dirichlet process mixture models, latent Dirichlet allocation, and a combination respectively. We then consider two applications: topic modeling and learning 3D object arrangements. Our experiments show that our M3 models achieve better performance using fewer topics than many classic topic models. We also observe that topics from the different dimensions of M3 models are meaningful and orthogonal to each other.
Decision Making for Symbolic Probability
Giang, Phan H., Sandilya, Sathyakama
This paper proposes a decision theory for a symbolic generalization of probability theory (SP). Darwiche and Ginsberg [2,3] proposed SP to relax the requirement of using numbers for uncertainty while preserving desirable patterns of Bayesian reasoning. SP represents uncertainty by symbolic supports that are ordered partially rather than completely as in the case of standard probability. We show that a preference relation on acts that satisfies a number of intuitive postulates is represented by a utility function whose domain is a set of pairs of supports. We argue that a subjective interpretation is as useful and appropriate for SP as it is for numerical probability. It is useful because the subjective interpretation provides a basis for uncertainty elicitation. It is appropriate because we can provide a decision theory that explains how preference on acts is based on support comparison.
Riffled Independence for Efficient Inference with Partial Rankings
Huang, J., Kapoor, A., Guestrin, C.
Distributions over rankings are used to model data in a multitude of real world settings such as preference analysis and political elections. Modeling such distributions presents several computational challenges, however, due to the factorial size of the set of rankings over an item set. Some of these challenges are quite familiar to the artificial intelligence community, such as how to compactly represent a distribution over a combinatorially large space, and how to efficiently perform probabilistic inference with these representations. With respect to ranking, however, there is the additional challenge of what we refer to as human task complexity -- users are rarely willing to provide a full ranking over a long list of candidates, instead often preferring to provide partial ranking information. Simultaneously addressing all of these challenges -- i.e., designing a compactly representable model which is amenable to efficient inference and can be learned using partial ranking data -- is a difficult task, but is necessary if we would like to scale to problems with nontrivial size. In this paper, we show that the recently proposed riffled independence assumptions cleanly and efficiently address each of the above challenges. In particular, we establish a tight mathematical connection between the concepts of riffled independence and of partial rankings. This correspondence not only allows us to then develop efficient and exact algorithms for performing inference tasks using riffled independence based representations with partial rankings, but somewhat surprisingly, also shows that efficient inference is not possible for riffle independent models (in a certain sense) with observations which do not take the form of partial rankings. Finally, using our inference algorithm, we introduce the first method for learning riffled independence based models from partially ranked data.
A note on the lack of symmetry in the graphical lasso
Rolfs, Benjamin T., Rajaratnam, Bala
The graphical lasso (glasso) is a widely-used fast algorithm for estimating sparse inverse covariance matrices. The glasso solves an L1 penalized maximum likelihood problem and is available as an R library on CRAN. The output from the glasso, a regularized covariance matrix estimate a sparse inverse covariance matrix estimate, not only identify a graphical model but can also serve as intermediate inputs into multivariate procedures such as PCA, LDA, MANOVA, and others. The glasso indeed produces a covariance matrix estimate which solves the L1 penalized optimization problem in a dual sense; however, the method for producing the inverse covariance matrix estimator after this optimization is inexact and may produce asymmetric estimates. This problem is exacerbated when the amount of L1 regularization that is applied is small, which in turn is more likely to occur if the true underlying inverse covariance matrix is not sparse. The lack of symmetry can potentially have consequences. First, it implies that the covariance and inverse covariance estimates are not numerical inverses of one another, and second, asymmetry can possibly lead to negative or complex eigenvalues,rendering many multivariate procedures which may depend on the inverse covariance estimator unusable. We demonstrate this problem, explain its causes, and propose possible remedies.
Nonlinear spectral unmixing of hyperspectral images using Gaussian processes
Altmann, Yoann, Dobigeon, Nicolas, McLaughlin, Steve, Tourneret, Jean-Yves
This paper presents an unsupervised algorithm for nonlinear unmixing of hyperspectral images. The proposed model assumes that the pixel reflectances result from a nonlinear function of the abundance vectors associated with the pure spectral components. We assume that the spectral signatures of the pure components and the nonlinear function are unknown. The first step of the proposed method consists of the Bayesian estimation of the abundance vectors for all the image pixels and the nonlinear function relating the abundance vectors to the observations. The endmembers are subsequently estimated using Gaussian process regression. The performance of the unmixing strategy is evaluated with simulations conducted on synthetic and real data.
Message-Passing Algorithms for Channel Estimation and Decoding Using Approximate Inference
Badiu, Mihai-Alin, Kirkelund, Gunvor Elisabeth, Manchรณn, Carles Navarro, Riegler, Erwin, Fleury, Bernard Henri
We design iterative receiver schemes for a generic wireless communication system by treating channel estimation and information decoding as an inference problem in graphical models. We introduce a recently proposed inference framework that combines belief propagation (BP) and the mean field (MF) approximation and includes these algorithms as special cases. We also show that the expectation propagation and expectation maximization algorithms can be embedded in the BP-MF framework with slight modifications. By applying the considered inference algorithms to our probabilistic model, we derive four different message-passing receiver schemes. Our numerical evaluation demonstrates that the receiver based on the BP-MF framework and its variant based on BP-EM yield the best compromise between performance, computational complexity and numerical stability among all candidate algorithms.
Statistical Anomaly Detection for Train Fleets
Holst, Anders (Swedish Institute of Computer Science) | Bohlin, Markus (Swedish Institute of Computer Science) | Ekman, Jan (Swedish Institute of Computer Science) | Sellin, Ola (Bombardier Transportation) | Lindstrรถm, Bjรถrn (Addiva Consulting AB) | Larsen, Stefan (Addiva Eduro AB)
We have developed a method for statistical anomaly detection which has been deployed in a tool for condition monitoring of train fleets. The tool is currently used by several railway operators over the world to inspect and visualize the occurrence of event messages generated on the trains. The anomaly detection component helps the operators to quickly find significant deviations from normal behavior and to detect early indications for possible problems. The savings in maintenance costs comes mainly from avoiding costly breakdowns, and have been estimated to several million Euros per year for the tool. In the long run, it is expected that maintenance costs can be reduced with between 5 and 10 % by using the tool.
Teaching Localization in Probabilistic Robotics
Martin, Fred G. (University of Massachusetts Lowell) | Dalphond, James (University of Massachusetts Lowell) | Tuck, Nat (University of Massachusetts Lowell)
In the field of probabilistic robotics, a central problem is to determine a robot's state given knowledge of a time series of control commands and sensor readings. The effects of control commands and the behavior of sensor devices are both modeled probabilistically. A variety of methods are available for deriving the robot's belief state, which is a probabilistic representation of the robot's true state (which cannot be directly known). This paper presents a series of five assignments to teach this material at the advanced undergraduate/graduate level. The theoretical aspect of the work is reinforced by practical implementation exercises using ROS (Robot Operating System), and the Bilibot, an educational robot platform.