Non-zero mean Gaussian process prior wind field models

This report outlines the derivation and application of a non-zero mean, polynomial-exponential covariance function based Gaussian process which forms the prior wind field model used in 'autonomous' disambiguation. It is principally used since the non-zero mean permits the computation of realistic local wind vector prior probabilities which are required when applying the scaled-likelihood trick, as the marginals of the full wind field prior. As the full prior is multi-variate normal, these marginals are very simple to compute.

Generalized KPCA by adaptive rules in feature space

Principal component analysis (PCA) is well recognized in dimensionality reduction, and kernel PCA (KPCA) has also been proposed in statistical data analysis. However, KPCA fails to detect the nonlinear structure of data well when outliers exist. To reduce this problem, this paper presents a novel algorithm, named iterative robust KPCA (IRKPCA). IRKPCA works well in dealing with outliers, and can be carried out in an iterative manner, which makes it suitable to process incremental input data. As in the traditional robust PCA (RPCA), a binary field is employed for characterizing the outlier process, and the optimization problem is formulated as maximizing marginal distribution of a Gibbs distribution. In this paper, this optimization problem is solved by stochastic gradient descent techniques. In IRKPCA, the outlier process is in a high-dimensional feature space, and therefore kernel trick is used. IRKPCA can be regarded as a kernelized version of RPCA and a robust form of kernel Hebbian algorithm. Experimental results on synthetic data demonstrate the effectiveness of IRKPCA. © 2010 Taylor & Francis.