Online approximations for wind-field models

We study online approximations to Gaussian process models for spatially distributed systems. We apply our method to the prediction of wind fields over the ocean surface from scatterometer data. Our approach combines a sequential update of a Gaussian approximation to the posterior with a sparse representation that allows to treat problems with a large number of observations.

A variational approach to learning curves

We combine the replica approach from statistical physics with a variational approach to analyze learning curves analytically. We apply the method to Gaussian process regression. As a main result we derive approximative relations between empirical error measures, the generalization error and the posterior variance.

Conditional distribution modeling for estimating and exploiting uncertainty in control systems

This paper presents a general methodology for estimating and incorporating uncertainty in the controller and forward models for noisy nonlinear control problems. Conditional distribution modeling in a neural network context is used to estimate uncertainty around the prediction of neural network outputs. The developed methodology circumvents the dynamic programming problem by using the predicted neural network uncertainty to localize the possible control solutions to consider. A nonlinear multivariable system with different delays between the input-output pairs is used to demonstrate the successful application of the developed control algorithm. The proposed method is suitable for redundant control systems and allows us to model strongly non Gaussian distributions of control signal as well as processes with hysteresis.

Probability distribution modelling to improve stability in nonlinear MIMO control

We consider the direct adaptive inverse control of nonlinear multivariable systems with different delays between every input-output pair. In direct adaptive inverse control, the inverse mapping is learned from examples of input-output pairs. This makes the obtained controller sub optimal, since the network may have to learn the response of the plant over a larger operational range than necessary. Moreover, in certain applications, the control problem can be redundant, implying that the inverse problem is ill posed. In this paper we propose a new algorithm which allows estimating and exploiting uncertainty in nonlinear multivariable control systems. This approach allows us to model strongly non-Gaussian distribution of control signals as well as processes with hysteresis. The proposed algorithm circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider.

Bayesian inference for wind field retrieval

In many problems in spatial statistics it is necessary to infer a global problem solution by combining local models. A principled approach to this problem is to develop a global probabilistic model for the relationships between local variables and to use this as the prior in a Bayesian inference procedure. We show how a Gaussian process with hyper-parameters estimated from Numerical Weather Prediction Models yields meteorologically convincing wind fields. We use neural networks to make local estimates of wind vector probabilities. The resulting inference problem cannot be solved analytically, but Markov Chain Monte Carlo methods allow us to retrieve accurate wind fields.

Regularisation of mixture density networks

Mixture Density Networks are a principled method to model conditional probability density functions which are non-Gaussian. This is achieved by modelling the conditional distribution for each pattern with a Gaussian Mixture Model for which the parameters are generated by a neural network. This thesis presents a novel method to introduce regularisation in this context for the special case where the mean and variance of the spherical Gaussian Kernels in the mixtures are fixed to predetermined values. Guidelines for how these parameters can be initialised are given, and it is shown how to apply the evidence framework to mixture density networks to achieve regularisation. This also provides an objective stopping criteria that can replace the `early stopping' methods that have previously been used. If the neural network used is an RBF network with fixed centres this opens up new opportunities for improved initialisation of the network weights, which are exploited to start training relatively close to the optimum. The new method is demonstrated on two data sets. The first is a simple synthetic data set while the second is a real life data set, namely satellite scatterometer data used to infer the wind speed and wind direction near the ocean surface. For both data sets the regularisation method performs well in comparison with earlier published results. Ideas on how the constraint on the kernels may be relaxed to allow fully adaptable kernels are presented.

Emulation of random output simulators

Computer models, or simulators, are widely used in a range of scientific fields to aid understanding of the processes involved and make predictions. Such simulators are often computationally demanding and are thus not amenable to statistical analysis. Emulators provide a statistical approximation, or surrogate, for the simulators accounting for the additional approximation uncertainty. This thesis develops a novel sequential screening method to reduce the set of simulator variables considered during emulation. This screening method is shown to require fewer simulator evaluations than existing approaches. Utilising the lower dimensional active variable set simplifies subsequent emulation analysis. For random output, or stochastic, simulators the output dispersion, and thus variance, is typically a function of the inputs. This work extends the emulator framework to account for such heteroscedasticity by constructing two new heteroscedastic Gaussian process representations and proposes an experimental design technique to optimally learn the model parameters. The design criterion is an extension of Fisher information to heteroscedastic variance models. Replicated observations are efficiently handled in both the design and model inference stages. Through a series of simulation experiments on both synthetic and real world simulators, the emulators inferred on optimal designs with replicated observations are shown to outperform equivalent models inferred on space-filling replicate-free designs in terms of both model parameter uncertainty and predictive variance.

A basis function approach to Bayesian inference in diffusion processes

In this paper, we present a framework for Bayesian inference in continuous-time diffusion processes. The new method is directly related to the recently proposed variational Gaussian Process approximation (VGPA) approach to Bayesian smoothing of partially observed diffusions. By adopting a basis function expansion (BF-VGPA), both the time-dependent control parameters of the approximate GP process and its moment equations are projected onto a lower-dimensional subspace. This allows us both to reduce the computational complexity and to eliminate the time discretisation used in the previous algorithm. The new algorithm is tested on an Ornstein-Uhlenbeck process. Our preliminary results show that BF-VGPA algorithm provides a reasonably accurate state estimation using a small number of basis functions.

Seeing edge blur: receptive fields as multiscale neural templates

Edge blur is an important perceptual cue, but how does the visual system encode the degree of blur at edges? Blur could be measured by the width of the luminance gradient profile, peak ^ trough separation in the 2nd derivative profile, or the ratio of 1st-to-3rd derivative magnitudes. In template models, the system would store a set of templates of different sizes and find which one best fits the `signature' of the edge. The signature could be the luminance profile itself, or one of its spatial derivatives. I tested these possibilities in blur-matching experiments. In a 2AFC staircase procedure, observers adjusted the blur of Gaussian edges (30% contrast) to match the perceived blur of various non-Gaussian test edges. In experiment 1, test stimuli were mixtures of 2 Gaussian edges (eg 10 and 30 min of arc blur) at the same location, while in experiment 2, test stimuli were formed from a blurred edge sharpened to different extents by a compressive transformation. Predictions of the various models were tested against the blur-matching data, but only one model was strongly supported. This was the template model, in which the input signature is the 2nd derivative of the luminance profile, and the templates are applied to this signature at the zero-crossings. The templates are Gaussian derivative receptive fields that covary in width and length to form a self-similar set (ie same shape, different sizes). This naturally predicts that shorter edges should look sharper. As edge length gets shorter, responses of longer templates drop more than shorter ones, and so the response distribution shifts towards shorter (smaller) templates, signalling a sharper edge. The data confirmed this, including the scale-invariance implied by self-similarity, and a good fit was obtained from templates with a length-to-width ratio of about 1. The simultaneous analysis of edge blur and edge location may offer a new solution to the multiscale problem in edge detection.

A comparison of variational and Markov chain Monte Carlo methods for inference in partially observed stochastic dynamic systems

In recent work we have developed a novel variational inference method for partially observed systems governed by stochastic differential equations. In this paper we provide a comparison of the Variational Gaussian Process Smoother with an exact solution computed using a Hybrid Monte Carlo approach to path sampling, applied to a stochastic double well potential model. It is demonstrated that the variational smoother provides us a very accurate estimate of mean path while conditional variance is slightly underestimated. We conclude with some remarks as to the advantages and disadvantages of the variational smoother. © 2008 Springer Science + Business Media LLC.

Writing and characterisation methods for UV-photosensitivity based devices and their applications

The underlying work to this thesis focused on the exploitation and investigation of photosensitivity mechanisms in optical fibres and planar waveguides for the fabrication of advanced integrated optical devices for telecoms and sensing applications. One major scope is the improvement of grating fabrication specifications by introducing new writing techniques and the use of advanced characterisation methods for grating testing. For the first time the polarisation control method for advanced grating fabrication has successfully been converted to apodised planar waveguide fabrication and the development of a holographic method for the inscription of chirped gratings at arbitrary wavelength is presented. The latter resulted in the fabrication of gratings for pulse-width suppression and wavelength selection in diode lasers. In co-operation with research partners a number of samples were tested using optical frequency domain and optical low coherence reflectometry for a better insight into the limitations of grating writing techniques. Using a variety of different fabrication methods, custom apodised and chirped fibre Bragg gratings were written for the use as filter elements for multiplexer-demultiplexer devices, as well as for short pulse generation and wavelength selection in telecommunication transmission systems. Long period grating based devices in standard, speciality and tapered fibres are presented, showing great potential for multi-parameter sensing. One particular scope is the development of vectorial curvature and refractive index sensors with potential for medical, chemical and biological sensing. In addition the design of an optically tunable Mach-Zehnder based multiwavelength filter is introduced. The discovery of a Type IA grating type through overexposure of hydrogen loaded standard and Boron-Germanium co-doped fibres strengthened the assumption of UV-photosensitivity being a highly non-linear process. Gratings of this type show a significantly lower thermal sensitivity compared to standard gratings, which makes them useful for sensing applications. An Oxford Lasers copper-vapour laser operating at 255 nm in pulsed mode was used for their inscription, in contrast to previous work using CW-Argon-Ion lasers and contributing to differences in the processes of the photorefractive index change

Sub-critical regime of femtosecond inscription

We apply well known nonlinear diffraction theory governing focusing of a powerful light beam of arbitrary shape in medium with Kerr nonlinearity to the analysis of femtosecond (fs) laser processing of dielectric in sub-critical (input power less than the critical power of selffocusing) regime. Simple analytical expressions are derived for the input beam power and spatial focusing parameter (numerical aperture) that are required for achieving an inscription threshold. Application of non-Gaussian laser beams for better controlled fs inscription at higher powers is also discussed. © 2007 Optical Society of America.

Managing uncertainty in complex stochastic models: design and emulation of a Rabies model

In this paper we present a novel method for emulating a stochastic, or random output, computer model and show its application to a complex rabies model. The method is evaluated both in terms of accuracy and computational efficiency on synthetic data and the rabies model. We address the issue of experimental design and provide empirical evidence on the effectiveness of utilizing replicate model evaluations compared to a space-filling design. We employ the Mahalanobis error measure to validate the heteroscedastic Gaussian process based emulator predictions for both the mean and (co)variance. The emulator allows efficient screening to identify important model inputs and better understanding of the complex behaviour of the rabies model.

The n-tuple network: coping with sub-optimality

The subject of this thesis is the n-tuple net.work (RAMnet). The major advantage of RAMnets is their speed and the simplicity with which they can be implemented in parallel hardware. On the other hand, this method is not a universal approximator and the training procedure does not involve the minimisation of a cost function. Hence RAMnets are potentially sub-optimal. It is important to understand the source of this sub-optimality and to develop the analytical tools that allow us to quantify the generalisation cost of using this model for any given data. We view RAMnets as classifiers and function approximators and try to determine how critical their lack of' universality and optimality is. In order to understand better the inherent. restrictions of the model, we review RAMnets showing their relationship to a number of well established general models such as: Associative Memories, Kamerva's Sparse Distributed Memory, Radial Basis Functions, General Regression Networks and Bayesian Classifiers. We then benchmark binary RAMnet. model against 23 other algorithms using real-world data from the StatLog Project. This large scale experimental study indicates that RAMnets are often capable of delivering results which are competitive with those obtained by more sophisticated, computationally expensive rnodels. The Frequency Weighted version is also benchmarked and shown to perform worse than the binary RAMnet for large values of the tuple size n. We demonstrate that the main issues in the Frequency Weighted RAMnets is adequate probability estimation and propose Good-Turing estimates in place of the more commonly used :Maximum Likelihood estimates. Having established the viability of the method numerically, we focus on providillg an analytical framework that allows us to quantify the generalisation cost of RAMnets for a given datasetL. For the classification network we provide a semi-quantitative argument which is based on the notion of Tuple distance. It gives a good indication of whether the network will fail for the given data. A rigorous Bayesian framework with Gaussian process prior assumptions is given for the regression n-tuple net. We show how to calculate the generalisation cost of this net and verify the results numerically for one dimensional noisy interpolation problems. We conclude that the n-tuple method of classification based on memorisation of random features can be a powerful alternative to slower cost driven models. The speed of the method is at the expense of its optimality. RAMnets will fail for certain datasets but the cases when they do so are relatively easy to determine with the analytical tools we provide.

Fluctuation-induced traffic congestion in heterogeneous networks

In studies of complex heterogeneous networks, particularly of the Internet, significant attention was paid to analyzing network failures caused by hardware faults or overload, where the network reaction was modeled as rerouting of traffic away from failed or congested elements. Here we model another type of the network reaction to congestion - a sharp reduction of the input traffic rate through congested routes which occurs on much shorter time scales. We consider the onset of congestion in the Internet where local mismatch between demand and capacity results in traffic losses and show that it can be described as a phase transition characterized by strong non-Gaussian loss fluctuations at a mesoscopic time scale. The fluctuations, caused by noise in input traffic, are exacerbated by the heterogeneous nature of the network manifested in a scale-free load distribution. They result in the network strongly overreacting to the first signs of congestion by significantly reducing input traffic along the communication paths where congestion is utterly negligible. © Copyright EPLA, 2012.