5 resultados para Bayesian hierarchical models
em Indian Institute of Science - Bangalore - Índia
Bayesian parameter identification in dynamic state space models using modified measurement equations
Resumo:
When Markov chain Monte Carlo (MCMC) samplers are used in problems of system parameter identification, one would face computational difficulties in dealing with large amount of measurement data and (or) low levels of measurement noise. Such exigencies are likely to occur in problems of parameter identification in dynamical systems when amount of vibratory measurement data and number of parameters to be identified could be large. In such cases, the posterior probability density function of the system parameters tends to have regions of narrow supports and a finite length MCMC chain is unlikely to cover pertinent regions. The present study proposes strategies based on modification of measurement equations and subsequent corrections, to alleviate this difficulty. This involves artificial enhancement of measurement noise, assimilation of transformed packets of measurements, and a global iteration strategy to improve the choice of prior models. Illustrative examples cover laboratory studies on a time variant dynamical system and a bending-torsion coupled, geometrically non-linear building frame under earthquake support motions. (C) 2015 Elsevier Ltd. All rights reserved.
Resumo:
Non-Gaussianity of signals/noise often results in significant performance degradation for systems, which are designed using the Gaussian assumption. So non-Gaussian signals/noise require a different modelling and processing approach. In this paper, we discuss a new Bayesian estimation technique for non-Gaussian signals corrupted by colored non Gaussian noise. The method is based on using zero mean finite Gaussian Mixture Models (GMMs) for signal and noise. The estimation is done using an adaptive non-causal nonlinear filtering technique. The method involves deriving an estimator in terms of the GMM parameters, which are in turn estimated using the EM algorithm. The proposed filter is of finite length and offers computational feasibility. The simulations show that the proposed method gives a significant improvement compared to the linear filter for a wide variety of noise conditions, including impulsive noise. We also claim that the estimation of signal using the correlation with past and future samples leads to reduced mean squared error as compared to signal estimation based on past samples only.
Resumo:
Representation and quantification of uncertainty in climate change impact studies are a difficult task. Several sources of uncertainty arise in studies of hydrologic impacts of climate change, such as those due to choice of general circulation models (GCMs), scenarios and downscaling methods. Recently, much work has focused on uncertainty quantification and modeling in regional climate change impacts. In this paper, an uncertainty modeling framework is evaluated, which uses a generalized uncertainty measure to combine GCM, scenario and downscaling uncertainties. The Dempster-Shafer (D-S) evidence theory is used for representing and combining uncertainty from various sources. A significant advantage of the D-S framework over the traditional probabilistic approach is that it allows for the allocation of a probability mass to sets or intervals, and can hence handle both aleatory or stochastic uncertainty, and epistemic or subjective uncertainty. This paper shows how the D-S theory can be used to represent beliefs in some hypotheses such as hydrologic drought or wet conditions, describe uncertainty and ignorance in the system, and give a quantitative measurement of belief and plausibility in results. The D-S approach has been used in this work for information synthesis using various evidence combination rules having different conflict modeling approaches. A case study is presented for hydrologic drought prediction using downscaled streamflow in the Mahanadi River at Hirakud in Orissa, India. Projections of n most likely monsoon streamflow sequences are obtained from a conditional random field (CRF) downscaling model, using an ensemble of three GCMs for three scenarios, which are converted to monsoon standardized streamflow index (SSFI-4) series. This range is used to specify the basic probability assignment (bpa) for a Dempster-Shafer structure, which represents uncertainty associated with each of the SSFI-4 classifications. These uncertainties are then combined across GCMs and scenarios using various evidence combination rules given by the D-S theory. A Bayesian approach is also presented for this case study, which models the uncertainty in projected frequencies of SSFI-4 classifications by deriving a posterior distribution for the frequency of each classification, using an ensemble of GCMs and scenarios. Results from the D-S and Bayesian approaches are compared, and relative merits of each approach are discussed. Both approaches show an increasing probability of extreme, severe and moderate droughts and decreasing probability of normal and wet conditions in Orissa as a result of climate change. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
This paper presents an improved hierarchical clustering algorithm for land cover mapping problem using quasi-random distribution. Initially, Niche Particle Swarm Optimization (NPSO) with pseudo/quasi-random distribution is used for splitting the data into number of cluster centers by satisfying Bayesian Information Criteria (BIC). Themain objective is to search and locate the best possible number of cluster and its centers. NPSO which highly depends on the initial distribution of particles in search space is not been exploited to its full potential. In this study, we have compared more uniformly distributed quasi-random with pseudo-random distribution with NPSO for splitting data set. Here to generate quasi-random distribution, Faure method has been used. Performance of previously proposed methods namely K-means, Mean Shift Clustering (MSC) and NPSO with pseudo-random is compared with the proposed approach - NPSO with quasi distribution(Faure). These algorithms are used on synthetic data set and multi-spectral satellite image (Landsat 7 thematic mapper). From the result obtained we conclude that use of quasi-random sequence with NPSO for hierarchical clustering algorithm results in a more accurate data classification.
Resumo:
T-cell responses in humans are initiated by the binding of a peptide antigen to a human leukocyte antigen (HLA) molecule. The peptide-HLA complex then recruits an appropriate T cell, leading to cell-mediated immunity. More than 2000 HLA class-I alleles are known in humans, and they vary only in their peptide-binding grooves. The polymorphism they exhibit enables them to bind a wide range of peptide antigens from diverse sources. HLA molecules and peptides present a complex molecular recognition pattern, as many peptides bind to a given allele and a given peptide can be recognized by many alleles. A powerful grouping scheme that not only provides an insightful classification, but is also capable of dissecting the physicochemical basis of recognition specificity is necessary to address this complexity. We present a hierarchical classification of 2010 class-I alleles by using a systematic divisive clustering method. All-pair distances of alleles were obtained by comparing binding pockets in the structural models. By varying the similarity thresholds, a multilevel classification was obtained, with 7 supergroups, each further subclassifying to yield 72 groups. An independent clustering performed based only on similarities in their epitope pools correlated highly with pocket-based clustering. Physicochemical feature combinations that best explain the basis of clustering are identified. Mutual information calculated for the set of peptide ligands enables identification of binding site residues contributing to peptide specificity. The grouping of HLA molecules achieved here will be useful for rational vaccine design, understanding disease susceptibilities and predicting risk of organ transplants.