24 resultados para nonparametric demand model
em Cambridge University Engineering Department Publications Database
Resumo:
One of the main claims of the nonparametric model of random uncertainty introduced by Soize (2000) [3] is its ability to account for model uncertainty. The present paper investigates this claim by examining the statistics of natural frequencies, total energy and underlying dispersion equation yielded by the nonparametric approach for two simple systems: a thin plate in bending and a one-dimensional finite periodic massspring chain. Results for the plate show that the average modal density and the underlying dispersion equation of the structure are gradually and systematically altered with increasing uncertainty. The findings for the massspring chain corroborate the findings for the plate and show that the remote coupling of nonadjacent degrees of freedom induced by the approach suppresses the phenomenon of mode localization. This remote coupling also leads to an instantaneous response of all points in the chain when one mass is excited. In the light of these results, it is argued that the nonparametric approach can deal with a certain type of model uncertainty, in this case the presence of unknown terms of higher or lower order in the governing differential equation, but that certain expectations about the system such as the average modal density may conflict with these results. © 2012 Elsevier Ltd.
Resumo:
We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution defined by a density that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We describe two such MCMC methods. Both methods also allow inference of the hyperparameters of the Gaussian process.
Resumo:
The creation and evolution of millimeter-sized droplets of a Newtonian liquid generated on demand by the action of pressure pulses were studied experimentally and simulated numerically. The velocity response within a model, large-scale printhead was recorded by laser Doppler anemometry, and the waveform was used in Lagrangian finite-element simulations as an input. Droplet shapes and positions were observed by shadowgraphy and compared with their numerically obtained analogues. © 2011 American Physical Society.
Resumo:
The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finitedimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets. Copyright 2009.
Resumo:
The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finite-dimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets.
Resumo:
A nonparametric Bayesian extension of Factor Analysis (FA) is proposed where observed data $\mathbf{Y}$ is modeled as a linear superposition, $\mathbf{G}$, of a potentially infinite number of hidden factors, $\mathbf{X}$. The Indian Buffet Process (IBP) is used as a prior on $\mathbf{G}$ to incorporate sparsity and to allow the number of latent features to be inferred. The model's utility for modeling gene expression data is investigated using randomly generated data sets based on a known sparse connectivity matrix for E. Coli, and on three biological data sets of increasing complexity.
Resumo:
The mixtures of factor analyzers (MFA) model allows data to be modeled as a mixture of Gaussians with a reduced parametrization. We present the formulation of a nonparametric form of the MFA model, the Dirichlet process MFA (DPMFA). The proposed model can be used for density estimation or clustering of high dimensiona data. We utilize the DPMFA for clustering the action potentials of different neurons from extracellular recordings, a problem known as spike sorting. DPMFA model is compared to Dirichlet process mixtures of Gaussians model (DPGMM) which has a higher computational complexity. We show that DPMFA has similar modeling performance in lower dimensions when compared to DPGMM, and is able to work in higher dimensions. ©2009 IEEE.
Resumo:
A previous 1-D model for the shortening of an unbroken drop-on-demand ink-jet ligament has been extended to the case of an arbitrary attached tail mass, and can also include extensional viscosity (which has ∼ 2% effect) as well as linear elasticity in the fluid. Predictions from the improved model are shown to be very similar to results from 2-D axisymmetric numerical simulations of DoD ink-jet ligaments and also to the results of recent experiments on Newtonian fluids jetted without satellite formation.
Resumo:
Current research into the process of engineering design is extending the use of computers towards the acquisition, representation and application of design process knowledge in addition to the existing storage and manipulation of product-based models of design objects. This is a difficult task because the design of mechanical systems is a complex, often unpredictable process involving ill-structured problem solving skills and large amounts of knowledge, some which may be of an incomplete and subjective nature. Design problems require the integration of a variety of modes of working such as numerical, graphical, algorithmic or heuristic and demand products through synthesis, analysis and evaluation activities.
This report presents the results of a feasibility study into the blackboard approach and discusses the development of an initial prototype system that will enable an alphanumeric design dialogue between a designer and an expert to be analysed in a formal way, thus providing real-life protocol data on which to base the blackboard message structures.
Resumo:
We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.
Resumo:
The jetting of dilute polymer solutions in drop-on-demand printing is investigated. A quantitative model is presented which predicts three different regimes of behaviour depending upon the jet Weissenberg number Wi and extensibility of the polymer molecules. In regime I (Wi < ½) the polymer chains are relaxed and the fluid behaves in a Newtonian manner. In regime II (½ < Wi < L) where L is the extensibility of the polymer chain the fluid is viscoelastic, but the polymer do not reach their extensibility limit. In regime III (Wi > L) the chains remain fully extended in the thinning ligament. The maximum polymer concentration at which a jet of a certain speed can be formed scales with molecular weight to the power of (1-3ν), (1-6ν) and -2ν in the three regimes respectively, where ν is the solvent quality coefficient. Experimental data obtained with solutions of mono-disperse polystyrene in diethyl phthalate with molecular weights between 24 - 488 kDa, previous numerical simulations of this system, and previously published data for this and another linear polymer in a variety of “good” solvents, all show good agreement with the scaling predictions of the model.
Resumo:
We present a new haplotype-based approach for inferring local genetic ancestry of individuals in an admixed population. Most existing approaches for local ancestry estimation ignore the latent genetic relatedness between ancestral populations and treat them as independent. In this article, we exploit such information by building an inheritance model that describes both the ancestral populations and the admixed population jointly in a unified framework. Based on an assumption that the common hypothetical founder haplotypes give rise to both the ancestral and the admixed population haplotypes, we employ an infinite hidden Markov model to characterize each ancestral population and further extend it to generate the admixed population. Through an effective utilization of the population structural information under a principled nonparametric Bayesian framework, the resulting model is significantly less sensitive to the choice and the amount of training data for ancestral populations than state-of-the-art algorithms. We also improve the robustness under deviation from common modeling assumptions by incorporating population-specific scale parameters that allow variable recombination rates in different populations. Our method is applicable to an admixed population from an arbitrary number of ancestral populations and also performs competitively in terms of spurious ancestry proportions under a general multiway admixture assumption. We validate the proposed method by simulation under various admixing scenarios and present empirical analysis results from a worldwide-distributed dataset from the Human Genome Diversity Project.