952 resultados para Bayesian rationality
Resumo:
We propose an efficient and parameter-free scoring criterion, the factorized conditional log-likelihood (ˆfCLL), for learning Bayesian network classifiers. The proposed score is an approximation of the conditional log-likelihood criterion. The approximation is devised in order to guarantee decomposability over the network structure, as well as efficient estimation of the optimal parameters, achieving the same time and space complexity as the traditional log-likelihood scoring criterion. The resulting criterion has an information-theoretic interpretation based on interaction information, which exhibits its discriminative nature. To evaluate the performance of the proposed criterion, we present an empirical comparison with state-of-the-art classifiers. Results on a large suite of benchmark data sets from the UCI repository show that ˆfCLL-trained classifiers achieve at least as good accuracy as the best compared classifiers, using significantly less computational resources.
Resumo:
Bayesian networks are compact, flexible, and interpretable representations of a joint distribution. When the network structure is unknown but there are observational data at hand, one can try to learn the network structure. This is called structure discovery. This thesis contributes to two areas of structure discovery in Bayesian networks: space--time tradeoffs and learning ancestor relations. The fastest exact algorithms for structure discovery in Bayesian networks are based on dynamic programming and use excessive amounts of space. Motivated by the space usage, several schemes for trading space against time are presented. These schemes are presented in a general setting for a class of computational problems called permutation problems; structure discovery in Bayesian networks is seen as a challenging variant of the permutation problems. The main contribution in the area of the space--time tradeoffs is the partial order approach, in which the standard dynamic programming algorithm is extended to run over partial orders. In particular, a certain family of partial orders called parallel bucket orders is considered. A partial order scheme that provably yields an optimal space--time tradeoff within parallel bucket orders is presented. Also practical issues concerning parallel bucket orders are discussed. Learning ancestor relations, that is, directed paths between nodes, is motivated by the need for robust summaries of the network structures when there are unobserved nodes at work. Ancestor relations are nonmodular features and hence learning them is more difficult than modular features. A dynamic programming algorithm is presented for computing posterior probabilities of ancestor relations exactly. Empirical tests suggest that ancestor relations can be learned from observational data almost as accurately as arcs even in the presence of unobserved nodes.
Resumo:
This paper considers the problem of spectrum sensing, i.e., the detection of whether or not a primary user is transmitting data by a cognitive radio. The Bayesian framework is adopted, with the performance measure being the probability of detection error. A decentralized setup, where N sensors use M observations each to arrive at individual decisions that are combined at a fusion center to form the overall decision is considered. The unknown fading channel between the primary sensor and the cognitive radios makes the individual decision rule computationally complex, hence, a generalized likelihood ratio test (GLRT)-based approach is adopted. Analysis of the probabilities of false alarm and miss detection of the proposed method reveals that the error exponent with respect to M is zero. Also, the fusion of N individual decisions offers a diversity advantage, similar to diversity reception in communication systems, and a tight bound on the error exponent is presented. Through an analysis in the low power regime, the number of observations needed as a function of received power, to achieve a given probability of error is determined. Monte-Carlo simulations confirm the accuracy of the analysis.
Resumo:
The impulse response of a typical wireless multipath channel can be modeled as a tapped delay line filter whose non-zero components are sparse relative to the channel delay spread. In this paper, a novel method of estimating such sparse multipath fading channels for OFDM systems is explored. In particular, Sparse Bayesian Learning (SBL) techniques are applied to jointly estimate the sparse channel and its second order statistics, and a new Bayesian Cramer-Rao bound is derived for the SBL algorithm. Further, in the context of OFDM channel estimation, an enhancement to the SBL algorithm is proposed, which uses an Expectation Maximization (EM) framework to jointly estimate the sparse channel, unknown data symbols and the second order statistics of the channel. The EM-SBL algorithm is able to recover the support as well as the channel taps more efficiently, and/or using fewer pilot symbols, than the SBL algorithm. To further improve the performance of the EM-SBL, a threshold-based pruning of the estimated second order statistics that are input to the algorithm is proposed, and its mean square error and symbol error rate performance is illustrated through Monte-Carlo simulations. Thus, the algorithms proposed in this paper are capable of obtaining efficient sparse channel estimates even in the presence of a small number of pilots.
Resumo:
The lifetime calculation of large dense sensor networks with fixed energy resources and the remaining residual energy have shown that for a constant energy resource in a sensor network the fault rate at the cluster head is network size invariant when using the network layer with no MAC losses.Even after increasing the battery capacities in the nodes the total lifetime does not increase after a max limit of 8 times. As this is a serious limitation lots of research has been done at the MAC layer which allows to adapt to the specific connectivity, traffic and channel polling needs for sensor networks. There have been lots of MAC protocols which allow to control the channel polling of new radios which are available to sensor nodes to communicate. This further reduces the communication overhead by idling and sleep scheduling thus extending the lifetime of the monitoring application. We address the two issues which effects the distributed characteristics and performance of connected MAC nodes. (1) To determine the theoretical minimum rate based on joint coding for a correlated data source at the singlehop, (2a) to estimate cluster head errors using Bayesian rule for routing using persistence clustering when node densities are the same and stored using prior probability at the network layer, (2b) to estimate the upper bound of routing errors when using passive clustering were the node densities at the multi-hop MACS are unknown and not stored at the multi-hop nodes a priori. In this paper we evaluate many MAC based sensor network protocols and study the effects on sensor network lifetime. A renewable energy MAC routing protocol is designed when the probabilities of active nodes are not known a priori. From theoretical derivations we show that for a Bayesian rule with known class densities of omega1, omega2 with expected error P* is bounded by max error rate of P=2P* for single-hop. We study the effects of energy losses using cross-layer simulation of - large sensor network MACS setup, the error rate which effect finding sufficient node densities to have reliable multi-hop communications due to unknown node densities. The simulation results show that even though the lifetime is comparable the expected Bayesian posterior probability error bound is close or higher than Pges2P*.
Broadcast in Adhoc Wireless Networks with Selfish Nodes: A Bayesian Incentive Compatibility Approach
Resumo:
We consider the incentive compatible broadcast (ICB) problem in ad hoc wireless networks with selfish nodes. We design a Bayesian incentive compatible broadcast (BIC-B) protocol to address this problem. VCG mechanism based schemes have been popularly used in the literature to design dominant strategy incentive compatible (DSIC) protocols for ad hoc wireless networks. VCG based mechanisms have two critical limitations: (i) the network is required to be bi-connected, (ii) the resulting protocol is not budget balanced. Our proposed BIC-B protocol overcomes these difficulties. We also prove the optimality of the proposed scheme.
Resumo:
In a computational grid, the presence of grid resource providers who are rational and intelligent could lead to an overall degradation in the efficiency of the grid. In this paper, we design incentive compatible grid resource procurement mechanisms which ensure that the efficiency of the grid is not affected by the rational behavior of resource providers.In particular, we offer three elegant incentive compatible mechanisms for this purpose: (1) G-DSIC (Grid-Dominant Strategy Incentive Compatible) mechanism (2) G-BIC (Grid-Bayesian Nash Incentive Compatible) mechanism (3) G-OPT(Grid-Optimal) mechanism which minimizes the cost to the grid user, satisfying at the same time, (a) Bayesian incentive compatibility and (b) individual rationality. We evaluate the relative merits and demerits of the above three mechanisms using game theoretical analysis and numerical experiments.
Resumo:
In this paper, we develop a low-complexity message passing algorithm for joint support and signal recovery of approximately sparse signals. The problem of recovery of strictly sparse signals from noisy measurements can be viewed as a problem of recovery of approximately sparse signals from noiseless measurements, making the approach applicable to strictly sparse signal recovery from noisy measurements. The support recovery embedded in the approach makes it suitable for recovery of signals with same sparsity profiles, as in the problem of multiple measurement vectors (MMV). Simulation results show that the proposed algorithm, termed as JSSR-MP (joint support and signal recovery via message passing) algorithm, achieves performance comparable to that of sparse Bayesian learning (M-SBL) algorithm in the literature, at one order less complexity compared to the M-SBL algorithm.
Resumo:
The widely used Bayesian classifier is based on the assumption of equal prior probabilities for all the classes. However, inclusion of equal prior probabilities may not guarantee high classification accuracy for the individual classes. Here, we propose a novel technique-Hybrid Bayesian Classifier (HBC)-where the class prior probabilities are determined by unmixing a supplemental low spatial-high spectral resolution multispectral (MS) data that are assigned to every pixel in a high spatial-low spectral resolution MS data in Bayesian classification. This is demonstrated with two separate experiments-first, class abundances are estimated per pixel by unmixing Moderate Resolution Imaging Spectroradiometer data to be used as prior probabilities, while posterior probabilities are determined from the training data obtained from ground. These have been used for classifying the Indian Remote Sensing Satellite LISS-III MS data through Bayesian classifier. In the second experiment, abundances obtained by unmixing Landsat Enhanced Thematic Mapper Plus are used as priors, and posterior probabilities are determined from the ground data to classify IKONOS MS images through Bayesian classifier. The results indicated that HBC systematically exploited the information from two image sources, improving the overall accuracy of LISS-III MS classification by 6% and IKONOS MS classification by 9%. Inclusion of prior probabilities increased the average producer's and user's accuracies by 5.5% and 6.5% in case of LISS-III MS with six classes and 12.5% and 5.4% in IKONOS MS for five classes considered.
Resumo:
In this paper, we derive Hybrid, Bayesian and Marginalized Cramer-Rao lower bounds (HCRB, BCRB and MCRB) for the single and multiple measurement vector Sparse Bayesian Learning (SBL) problem of estimating compressible vectors and their prior distribution parameters. We assume the unknown vector to be drawn from a compressible Student-prior distribution. We derive CRBs that encompass the deterministic or random nature of the unknown parameters of the prior distribution and the regression noise variance. We extend the MCRB to the case where the compressible vector is distributed according to a general compressible prior distribution, of which the generalized Pareto distribution is a special case. We use the derived bounds to uncover the relationship between the compressibility and Mean Square Error (MSE) in the estimates. Further, we illustrate the tightness and utility of the bounds through simulations, by comparing them with the MSE performance of two popular SBL-based estimators. We find that the MCRB is generally the tightest among the bounds derived and that the MSE performance of the Expectation-Maximization (EM) algorithm coincides with the MCRB for the compressible vector. We also illustrate the dependence of the MSE performance of SBL based estimators on the compressibility of the vector for several values of the number of observations and at different signal powers.
Resumo:
This paper analyzes the error exponents in Bayesian decentralized spectrum sensing, i.e., the detection of occupancy of the primary spectrum by a cognitive radio, with probability of error as the performance metric. At the individual sensors, the error exponents of a Central Limit Theorem (CLT) based detection scheme are analyzed. At the fusion center, a K-out-of-N rule is employed to arrive at the overall decision. It is shown that, in the presence of fading, for a fixed number of sensors, the error exponents with respect to the number of observations at both the individual sensors as well as at the fusion center are zero. This motivates the development of the error exponent with a certain probability as a novel metric that can be used to compare different detection schemes in the presence of fading. The metric is useful, for example, in answering the question of whether to sense for a pilot tone in a narrow band (and suffer Rayleigh fading) or to sense the entire wide-band signal (and suffer log-normal shadowing), in terms of the error exponent performance. The error exponents with a certain probability at both the individual sensors and at the fusion center are derived, with both Rayleigh as well as log-normal shadow fading. Numerical results are used to illustrate and provide a visual feel for the theoretical expressions obtained.
Resumo:
Consider a J-component series system which is put on Accelerated Life Test (ALT) involving K stress variables. First, a general formulation of ALT is provided for log-location-scale family of distributions. A general stress translation function of location parameter of the component log-lifetime distribution is proposed which can accommodate standard ones like Arrhenius, power-rule, log-linear model, etc., as special cases. Later, the component lives are assumed to be independent Weibull random variables with a common shape parameter. A full Bayesian methodology is then developed by letting only the scale parameters of the Weibull component lives depend on the stress variables through the general stress translation function. Priors on all the parameters, namely the stress coefficients and the Weibull shape parameter, are assumed to be log-concave and independent of each other. This assumption is to facilitate Gibbs sampling from the joint posterior. The samples thus generated from the joint posterior is then used to obtain the Bayesian point and interval estimates of the system reliability at usage condition.
Resumo:
Consider a J-component series system which is put on Accelerated Life Test (ALT) involving K stress variables. First, a general formulation of ALT is provided for log-location-scale family of distributions. A general stress translation function of location parameter of the component log-lifetime distribution is proposed which can accommodate standard ones like Arrhenius, power-rule, log-linear model, etc., as special cases. Later, the component lives are assumed to be independent Weibull random variables with a common shape parameter. A full Bayesian methodology is then developed by letting only the scale parameters of the Weibull component lives depend on the stress variables through the general stress translation function. Priors on all the parameters, namely the stress coefficients and the Weibull shape parameter, are assumed to be log-concave and independent of each other. This assumption is to facilitate Gibbs sampling from the joint posterior. The samples thus generated from the joint posterior is then used to obtain the Bayesian point and interval estimates of the system reliability at usage condition.