Studies on the generalisation of Gaussian processes and Bayesian neural networks

The assessment of the reliability of systems which learn from data is a key issue to investigate thoroughly before the actual application of information processing techniques to real-world problems. Over the recent years Gaussian processes and Bayesian neural networks have come to the fore and in this thesis their generalisation capabilities are analysed from theoretical and empirical perspectives. Upper and lower bounds on the learning curve of Gaussian processes are investigated in order to estimate the amount of data required to guarantee a certain level of generalisation performance. In this thesis we analyse the effects on the bounds and the learning curve induced by the smoothness of stochastic processes described by four different covariance functions. We also explain the early, linearly-decreasing behaviour of the curves and we investigate the asymptotic behaviour of the upper bounds. The effect of the noise and the characteristic lengthscale of the stochastic process on the tightness of the bounds are also discussed. The analysis is supported by several numerical simulations. The generalisation error of a Gaussian process is affected by the dimension of the input vector and may be decreased by input-variable reduction techniques. In conventional approaches to Gaussian process regression, the positive definite matrix estimating the distance between input points is often taken diagonal. In this thesis we show that a general distance matrix is able to estimate the effective dimensionality of the regression problem as well as to discover the linear transformation from the manifest variables to the hidden-feature space, with a significant reduction of the input dimension. Numerical simulations confirm the significant superiority of the general distance matrix with respect to the diagonal one.In the thesis we also present an empirical investigation of the generalisation errors of neural networks trained by two Bayesian algorithms, the Markov Chain Monte Carlo method and the evidence framework; the neural networks have been trained on the task of labelling segmented outdoor images.

Bit-error probability for direct detection of optical RZ signal degraded by ASE noise and timing jitter

We analyze theoretically the interplay between optical return-to-zero signal degradation due to timing jitter and additive amplified-spontaneous-emission noise. The impact of these two factors on the performance of a square-law direct detection receiver is also investigated. We derive an analytical expression for the bit-error probability and quantitatively determine the conditions when the contributions of the effects of timing jitter and additive noise to the bit error rate can be treated separately. The analysis of patterning effects is also presented. © 2007 IEEE.

Optimal design for correlated processes with input-dependent noise

Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined. The motivation stems from the area of computer experiments, where computationally demanding simulators are approximated using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a random output for a given set of model inputs, repeated evaluations are useful, supporting the use of replicate observations in the experimental design. The findings are also applicable to the wider context of experimental design for Gaussian process regression and kriging. Designs are proposed with the aim of minimising the variance of the Gaussian process parameter estimates. A heteroscedastic Gaussian process model is presented which allows for an experimental design technique based on an extension of Fisher information to heteroscedastic models. It is empirically shown that the error of the approximation of the parameter variance by the inverse of the Fisher information is reduced as the number of replicated points is increased. Through a series of simulation experiments on both synthetic data and a systems biology stochastic simulator, optimal designs with replicate observations are shown to outperform space-filling designs both with and without replicate observations. Guidance is provided on best practice for optimal experimental design for stochastic response models. © 2013 Elsevier Inc. All rights reserved.

Calculation of non-Gaussian statistics and bit error rate degradation due to pulse-to-pulse interaction

We develop a theoretical method to calculate jitter statistics of interacting solitons. Applying this approach, we have derived the non-Gaussian probability density function and calculated the bit-error rate as a function of noise level, initial separation and phase difference between solitons.

A probabilistic indirect adaptive control for systems with input-dependent noise

A probabilistic indirect adaptive controller is proposed for the general nonlinear multivariate class of discrete time system. The proposed probabilistic framework incorporates input–dependent noise prediction parameters in the derivation of the optimal control law. Moreover, because noise can be nonstationary in practice, the proposed adaptive control algorithm provides an elegant method for estimating and tracking the noise. For illustration purposes, the developed method is applied to the affine class of nonlinear multivariate discrete time systems and the desired result is obtained: the optimal control law is determined by solving a cubic equation and the distribution of the tracking error is shown to be Gaussian with zero mean. The efficiency of the proposed scheme is demonstrated numerically through the simulation of an affine nonlinear system.

Enhanced information transmission with signal-dependent noise in an array of nonlinear elements

We have investigated information transmission in an array of threshold units that have signal-dependent noise and a common input signal. We demonstrate a phenomenon similar to stochastic resonance and suprathreshold stochastic resonance with additive noise and show that information transmission can be enhanced by a nonzero level of noise. By comparing system performance to one with additive noise we also demonstrate that the information transmission of weak signals is significantly better with signal-dependent noise. Indeed, information rates are not compromised even for arbitrary small input signals. Furthermore, by an appropriate selection of parameters, we observe that the information can be made to be (almost) independent of the level of the noise, thus providing a robust method of transmitting information in the presence of noise. These result could imply that the ability of hair cells to code and transmit sensory information in biological sensory systems is not limited by the level of signal-dependent noise. © 2007 The American Physical Society.