Download or read book Improving and Accelerating Particle based Probabilistic Inference written by Michael Hongyu Zhu and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic inference is a powerful approach for reasoning under uncertainty that goes beyond point estimation of model parameters to full estimation of the posterior distribution. However, approximating intractable posterior distributions and estimating expectations involving high-dimensional integrals pose algorithmic and computational challenges, especially for large-scale datasets. Two main approaches are sampling-based approaches, such as Markov Chain Monte Carlo (MCMC) and Particle Filters, and optimization-based approaches, like Variational Inference. This thesis presents research on improving and accelerating particle-based probabilistic inference in the areas of MCMC, Particle Filters, Particle-Based Variational Inference, and discrete graphical models. First, we present Sample Adaptive MCMC, a particle-based adaptive MCMC algorithm. We demonstrate how Sample Adaptive MCMC does not require any tuning of the proposal distribution, potentially automating the sampling procedure, and employs global proposals, potentially leading to large speedups over existing MCMC methods. Second, we present a pathwise derivative estimator for Particle Filters including the resampling step. The problem preventing a fully differentiable Particle Filter is the non-differentiability of the discrete particle resampling step. The key idea of our proposed method is to reformulate the Particle Filter algorithm in such a way that eliminates the discrete particle resampling step and makes the reformulated Particle Filter completely continuous and fully differentiable. Third, we propose stochastic variance reduction and quasi-Newton methods for Particle-Based Variational Inference. The insight of our work is that for accurate posterior inference, highly accurate solutions to the Particle-Based Variational Inference optimization problem are needed, so we leverage ideas from large-scale optimization. Lastly, we introduce a meta-algorithm for probabilistic inference in discrete graphical models based on random projections. The key idea is to run approximate inference algorithms for an exponentially large number of samples obtained by random projections. The number of samples used controls the trade-off between the accuracy of the approximate inference algorithm and the variance of the estimator.

Download or read book Accelerating Monte Carlo methods for Bayesian inference in dynamical models written by Johan Dahlin and published by Linköping University Electronic Press. This book was released on 2016-03-22 with total page 139 pages. Available in PDF, EPUB and Kindle. Book excerpt: Making decisions and predictions from noisy observations are two important and challenging problems in many areas of society. Some examples of applications are recommendation systems for online shopping and streaming services, connecting genes with certain diseases and modelling climate change. In this thesis, we make use of Bayesian statistics to construct probabilistic models given prior information and historical data, which can be used for decision support and predictions. The main obstacle with this approach is that it often results in mathematical problems lacking analytical solutions. To cope with this, we make use of statistical simulation algorithms known as Monte Carlo methods to approximate the intractable solution. These methods enjoy well-understood statistical properties but are often computational prohibitive to employ. The main contribution of this thesis is the exploration of different strategies for accelerating inference methods based on sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). That is, strategies for reducing the computational effort while keeping or improving the accuracy. A major part of the thesis is devoted to proposing such strategies for the MCMC method known as the particle Metropolis-Hastings (PMH) algorithm. We investigate two strategies: (i) introducing estimates of the gradient and Hessian of the target to better tailor the algorithm to the problem and (ii) introducing a positive correlation between the point-wise estimates of the target. Furthermore, we propose an algorithm based on the combination of SMC and Gaussian process optimisation, which can provide reasonable estimates of the posterior but with a significant decrease in computational effort compared with PMH. Moreover, we explore the use of sparseness priors for approximate inference in over-parametrised mixed effects models and autoregressive processes. This can potentially be a practical strategy for inference in the big data era. Finally, we propose a general method for increasing the accuracy of the parameter estimates in non-linear state space models by applying a designed input signal. Borde Riksbanken höja eller sänka reporäntan vid sitt nästa möte för att nå inflationsmålet? Vilka gener är förknippade med en viss sjukdom? Hur kan Netflix och Spotify veta vilka filmer och vilken musik som jag vill lyssna på härnäst? Dessa tre problem är exempel på frågor där statistiska modeller kan vara användbara för att ge hjälp och underlag för beslut. Statistiska modeller kombinerar teoretisk kunskap om exempelvis det svenska ekonomiska systemet med historisk data för att ge prognoser av framtida skeenden. Dessa prognoser kan sedan användas för att utvärdera exempelvis vad som skulle hända med inflationen i Sverige om arbetslösheten sjunker eller hur värdet på mitt pensionssparande förändras när Stockholmsbörsen rasar. Tillämpningar som dessa och många andra gör statistiska modeller viktiga för många delar av samhället. Ett sätt att ta fram statistiska modeller bygger på att kontinuerligt uppdatera en modell allteftersom mer information samlas in. Detta angreppssätt kallas för Bayesiansk statistik och är särskilt användbart när man sedan tidigare har bra insikter i modellen eller tillgång till endast lite historisk data för att bygga modellen. En nackdel med Bayesiansk statistik är att de beräkningar som krävs för att uppdatera modellen med den nya informationen ofta är mycket komplicerade. I sådana situationer kan man istället simulera utfallet från miljontals varianter av modellen och sedan jämföra dessa mot de historiska observationerna som finns till hands. Man kan sedan medelvärdesbilda över de varianter som gav bäst resultat för att på så sätt ta fram en slutlig modell. Det kan därför ibland ta dagar eller veckor för att ta fram en modell. Problemet blir särskilt stort när man använder mer avancerade modeller som skulle kunna ge bättre prognoser men som tar för lång tid för att bygga. I denna avhandling använder vi ett antal olika strategier för att underlätta eller förbättra dessa simuleringar. Vi föreslår exempelvis att ta hänsyn till fler insikter om systemet och därmed minska antalet varianter av modellen som behöver undersökas. Vi kan således redan utesluta vissa modeller eftersom vi har en bra uppfattning om ungefär hur en bra modell ska se ut. Vi kan också förändra simuleringen så att den enklare rör sig mellan olika typer av modeller. På detta sätt utforskas rymden av alla möjliga modeller på ett mer effektivt sätt. Vi föreslår ett antal olika kombinationer och förändringar av befintliga metoder för att snabba upp anpassningen av modellen till observationerna. Vi visar att beräkningstiden i vissa fall kan minska ifrån några dagar till någon timme. Förhoppningsvis kommer detta i framtiden leda till att man i praktiken kan använda mer avancerade modeller som i sin tur resulterar i bättre prognoser och beslut.

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

Download or read book Inference and Learning from Data Volume 3 written by Ali H. Sayed and published by Cambridge University Press. This book was released on 2022-12-22 with total page 1082 pages. Available in PDF, EPUB and Kindle. Book excerpt: This extraordinary three-volume work, written in an engaging and rigorous style by a world authority in the field, provides an accessible, comprehensive introduction to the full spectrum of mathematical and statistical techniques underpinning contemporary methods in data-driven learning and inference. This final volume, Learning, builds on the foundational topics established in volume I to provide a thorough introduction to learning methods, addressing techniques such as least-squares methods, regularization, online learning, kernel methods, feedforward and recurrent neural networks, meta-learning, and adversarial attacks. A consistent structure and pedagogy is employed throughout this volume to reinforce student understanding, with over 350 end-of-chapter problems (including complete solutions for instructors), 280 figures, 100 solved examples, datasets and downloadable Matlab code. Supported by sister volumes Foundations and Inference, and unique in its scale and depth, this textbook sequence is ideal for early-career researchers and graduate students across many courses in signal processing, machine learning, data and inference.

Download or read book A learning based computer vision approach for the inference of articulated motion written by Cristóbal Curio and published by ibidem-Verlag / ibidem Press. This book was released on 2012-02-13 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer vision approaches to human motion analysis have received considerable attention from different research areas over the past couple of years. The strong interest is largely due to their various applications in surveillance, driver assistance systems, human-computer interfaces, marker-less motion capture, biomedical engineering and computer graphics. This thesis investigates the computational integration of different visual representations for the detection of human bodies and the analysis of their movements in both indoor and unconstrained outdoor envi-ronments. New image coding schemes are presented in combination with methods from machine learning and dynamic filtering to address issues of complexity, robustness and generalization.

Download or read book Handbook of Approximate Bayesian Computation written by Scott A. Sisson and published by CRC Press. This book was released on 2018-09-03 with total page 679 pages. Available in PDF, EPUB and Kindle. Book excerpt: As the world becomes increasingly complex, so do the statistical models required to analyse the challenging problems ahead. For the very first time in a single volume, the Handbook of Approximate Bayesian Computation (ABC) presents an extensive overview of the theory, practice and application of ABC methods. These simple, but powerful statistical techniques, take Bayesian statistics beyond the need to specify overly simplified models, to the setting where the model is defined only as a process that generates data. This process can be arbitrarily complex, to the point where standard Bayesian techniques based on working with tractable likelihood functions would not be viable. ABC methods finesse the problem of model complexity within the Bayesian framework by exploiting modern computational power, thereby permitting approximate Bayesian analyses of models that would otherwise be impossible to implement. The Handbook of ABC provides illuminating insight into the world of Bayesian modelling for intractable models for both experts and newcomers alike. It is an essential reference book for anyone interested in learning about and implementing ABC techniques to analyse complex models in the modern world.

Download or read book Inference and Learning from Data Volume 2 written by Ali H. Sayed and published by Cambridge University Press. This book was released on 2022-12-22 with total page 1166 pages. Available in PDF, EPUB and Kindle. Book excerpt: This extraordinary three-volume work, written in an engaging and rigorous style by a world authority in the field, provides an accessible, comprehensive introduction to the full spectrum of mathematical and statistical techniques underpinning contemporary methods in data-driven learning and inference. This second volume, Inference, builds on the foundational topics established in volume I to introduce students to techniques for inferring unknown variables and quantities, including Bayesian inference, Monte Carlo Markov Chain methods, maximum-likelihood estimation, hidden Markov models, Bayesian networks, and reinforcement learning. A consistent structure and pedagogy is employed throughout this volume to reinforce student understanding, with over 350 end-of-chapter problems (including solutions for instructors), 180 solved examples, almost 200 figures, datasets and downloadable Matlab code. Supported by sister volumes Foundations and Learning, and unique in its scale and depth, this textbook sequence is ideal for early-career researchers and graduate students across many courses in signal processing, machine learning, statistical analysis, data science and inference.

Download or read book Multisensor Data Fusion written by Hassen Fourati and published by CRC Press. This book was released on 2017-12-19 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multisensor Data Fusion: From Algorithms and Architectural Design to Applications covers the contemporary theory and practice of multisensor data fusion, from fundamental concepts to cutting-edge techniques drawn from a broad array of disciplines. Featuring contributions from the world’s leading data fusion researchers and academicians, this authoritative book: Presents state-of-the-art advances in the design of multisensor data fusion algorithms, addressing issues related to the nature, location, and computational ability of the sensors Describes new materials and achievements in optimal fusion and multisensor filters Discusses the advantages and challenges associated with multisensor data fusion, from extended spatial and temporal coverage to imperfection and diversity in sensor technologies Explores the topology, communication structure, computational resources, fusion level, goals, and optimization of multisensor data fusion system architectures Showcases applications of multisensor data fusion in fields such as medicine, transportation's traffic, defense, and navigation Multisensor Data Fusion: From Algorithms and Architectural Design to Applications is a robust collection of modern multisensor data fusion methodologies. The book instills a deeper understanding of the basics of multisensor data fusion as well as a practical knowledge of the problems that can be faced during its execution.

Download or read book Sequential Monte Carlo Methods in Practice written by Arnaud Doucet and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.

Download or read book Statistical Rethinking written by Richard McElreath and published by CRC Press. This book was released on 2018-01-03 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Rethinking: A Bayesian Course with Examples in R and Stan builds readers’ knowledge of and confidence in statistical modeling. Reflecting the need for even minor programming in today’s model-based statistics, the book pushes readers to perform step-by-step calculations that are usually automated. This unique computational approach ensures that readers understand enough of the details to make reasonable choices and interpretations in their own modeling work. The text presents generalized linear multilevel models from a Bayesian perspective, relying on a simple logical interpretation of Bayesian probability and maximum entropy. It covers from the basics of regression to multilevel models. The author also discusses measurement error, missing data, and Gaussian process models for spatial and network autocorrelation. By using complete R code examples throughout, this book provides a practical foundation for performing statistical inference. Designed for both PhD students and seasoned professionals in the natural and social sciences, it prepares them for more advanced or specialized statistical modeling. Web Resource The book is accompanied by an R package (rethinking) that is available on the author’s website and GitHub. The two core functions (map and map2stan) of this package allow a variety of statistical models to be constructed from standard model formulas.

Download or read book Techniques of Decision Making Uncertain Reasoning and Regression Analysis Under the Hesitant Fuzzy Environment and Their Applications written by Chenyang Song and published by Springer Nature. This book was released on 2021-10-03 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book mainly introduces some techniques of decision-making, uncertain reasoning and regression analysis under the hesitant fuzzy environment and expands the applications of hesitant fuzzy sets in solving practical problems. The book pursues three major objectives: (1) to introduce some techniques about decision-making, uncertain reasoning and regression analysis under the hesitant fuzzy environment, (2) to prove these techniques theoretically and (3) to apply the involved techniques to practical problems. The book is especially valuable for readers to understand how hesitant fuzzy set could be employed in decision-making, uncertain reasoning and regression analysis and motivates researchers to expand more application fields of hesitant fuzzy set.

Download or read book Inference and Learning from Data Volume 1 written by Ali H. Sayed and published by Cambridge University Press. This book was released on 2022-12-22 with total page 1106 pages. Available in PDF, EPUB and Kindle. Book excerpt: This extraordinary three-volume work, written in an engaging and rigorous style by a world authority in the field, provides an accessible, comprehensive introduction to the full spectrum of mathematical and statistical techniques underpinning contemporary methods in data-driven learning and inference. This first volume, Foundations, introduces core topics in inference and learning, such as matrix theory, linear algebra, random variables, convex optimization and stochastic optimization, and prepares students for studying their practical application in later volumes. A consistent structure and pedagogy is employed throughout this volume to reinforce student understanding, with over 600 end-of-chapter problems (including solutions for instructors), 100 figures, 180 solved examples, datasets and downloadable Matlab code. Supported by sister volumes Inference and Learning, and unique in its scale and depth, this textbook sequence is ideal for early-career researchers and graduate students across many courses in signal processing, machine learning, statistical analysis, data science and inference.

Download or read book Transformer Ageing written by Tapan Kumar Saha and published by John Wiley & Sons. This book was released on 2017-08-28 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: A one-stop guide to transformer ageing, presenting industrially relevant state-of-the-art diagnostic techniques backed by extensive research data Offers a comprehensive coverage of transformer ageing topics including insulation materials, condition monitoring and diagnostic techniques Features chapters on smart transformer monitoring frameworks, transformer life estimation and biodegradable oil Highlights industrially relevant techniques adopted in electricity utilities, backed by extensive research

Download or read book Towards Autonomous Robotic Systems written by Fumiya Iida and published by Springer Nature. This book was released on 2023-09-07 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 24th Annual Conference Towards Autonomous Robotic Systems, TAROS 2023, held in Cambridge, UK, during September 13–15, 2023. The 40 full papers presented in this book were carefully reviewed and selected from 70 submissions. They cover a wide range of different topics such as: agri-food robotics; autonomy; collaborative and service robotics; locomotion and manipulation; machine vision; multi-robot systems; soft robotics; tactile sensing; and teleoperation.

Download or read book Neural Approaches to Conversational AI Question Answering Task Oriented Dialogues and Social Chatbots written by Jianfeng Gao and published by Foundations and Trends(r) in I. This book was released on 2019-02-21 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is the first survey of neural approaches to conversational AI that targets Natural Language Processing and Information Retrieval audiences. It provides a comprehensive survey of the neural approaches to conversational AI that have been developed in the last few years, covering QA, task-oriented and social bots with a unified view of optimal decision making.The authors draw connections between modern neural approaches and traditional approaches, allowing readers to better understand why and how the research has evolved and to shed light on how they can move forward. They also present state-of-the-art approaches to training dialogue agents using both supervised and reinforcement learning. Finally, the authors sketch out the landscape of conversational systems developed in the research community and released in industry, demonstrating via case studies the progress that has been made and the challenges that are still being faced.Neural Approaches to Conversational AI is a valuable resource for students, researchers, and software developers. It provides a unified view, as well as a detailed presentation of the important ideas and insights needed to understand and create modern dialogue agents that will be instrumental to making world knowledge and services accessible to millions of users in ways that seem natural and intuitive.

Download or read book Bayesian Filtering and Smoothing written by Simo Särkkä and published by Cambridge University Press. This book was released on 2013-09-05 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

Download or read book Visual Information Processing in Wireless Sensor Networks Technology Trends and Applications written by Ang, Li-Minn and published by IGI Global. This book was released on 2011-09-30 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book provides a central source of reference on visual information processing in wireless sensor network environments and its technology, application, and society issues"--