Gaussian regression and optimal finite dimensional linear models

The problem of regression under Gaussian assumptions is treated generally. The relationship between Bayesian prediction, regularization and smoothing is elucidated. The ideal regression is the posterior mean and its computation scales as O(n³), where n is the sample size. We show that the optimal m-dimensional linear model under a given prior is spanned by the first m eigenfunctions of a covariance operator, which is a trace-class operator. This is an infinite dimensional analogue of principal component analysis. The importance of Hilbert space methods to practical statistics is also discussed.

Data visualisation with missing data: A non-linear approach

Exploratory analysis of data in all sciences seeks to find common patterns to gain insights into the structure and distribution of the data. Typically visualisation methods like principal components analysis are used but these methods are not easily able to deal with missing data nor can they capture non-linear structure in the data. One approach to discovering complex, non-linear structure in the data is through the use of linked plots, or brushing, while ignoring the missing data. In this technical report we discuss a complementary approach based on a non-linear probabilistic model. The generative topographic mapping enables the visualisation of the effects of very many variables on a single plot, which is able to incorporate far more structure than a two dimensional principal components plot could, and deal at the same time with missing data. We show that using the generative topographic mapping provides us with an optimal method to explore the data while being able to replace missing values in a dataset, particularly where a large proportion of the data is missing.

Variational Markov Chain Monte Carlo for Bayesian smoothing of non-linear niffusions

In this paper we develop set of novel Markov chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. Flexible blocking strategies are introduced to further improve mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample, applications the algorithm is accurate except in the presence of large observation errors and low observation densities, which lead to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient.

Statnote 19: non-linear regression: fitting an exponential curve to data

Non-linear relationships are common in microbiological research and often necessitate the use of the statistical techniques of non-linear regression or curve fitting. In some circumstances, the investigator may wish to fit an exponential model to the data, i.e., to test the hypothesis that a quantity Y either increases or decays exponentially with increasing X. This type of model is straight forward to fit as taking logarithms of the Y variable linearises the relationship which can then be treated by the methods of linear regression.

Statnote 20: non-linear regression: fitting a general polynomial curve

In some circumstances, there may be no scientific model of the relationship between X and Y that can be specified in advance and indeed the objective of the investigation may be to provide a ‘curve of best fit’ for predictive purposes. In such an example, the fitting of successive polynomials may be the best approach. There are various strategies to decide on the polynomial of best fit depending on the objectives of the investigation.

Data methods in optometry. Part 10: non-linear regression analysis

1. The techniques associated with regression, whether linear or non-linear, are some of the most useful statistical procedures that can be applied in clinical studies in optometry. 2. In some cases, there may be no scientific model of the relationship between X and Y that can be specified in advance and the objective may be to provide a ‘curve of best fit’ for predictive purposes. In such cases, the fitting of a general polynomial type curve may be the best approach. 3. An investigator may have a specific model in mind that relates Y to X and the data may provide a test of this hypothesis. Some of these curves can be reduced to a linear regression by transformation, e.g., the exponential and negative exponential decay curves. 4. In some circumstances, e.g., the asymptotic curve or logistic growth law, a more complex process of curve fitting involving non-linear estimation will be required.

Range of validity of weakly non-linear theory in Rayleigh-Bénard problem

In this paper we examine the equilibrium states of finite amplitude flow in a horizontal fluid layer with differential heating between the two rigid boundaries. The solutions to the Navier-Stokes equations are obtained by means of a perturbation method for evaluating the Landau constants and through a Newton-Raphson iterative method that results from the Fourier expansion of the solutions that bifurcate above the linear stability threshold of infinitesimal disturbances. The results obtained from these two different methods of evaluating the convective flow are compared in the neighborhood of the critical Rayleigh number. We find that for small Prandtl numbers the discrepancy of the two methods is noticeable. © 2009 The Physical Society of Japan.

Non-Linear oil firm force coefficients for a journal bearing operating under aligned and misaligned conditions

It is well established that hydrodynamic journal bearings are responsible for self-excited vibrations and have the effect of lowering the critical speeds of rotor systems. The forces within the oil film wedge, generated by the vibrating journal, may be represented by displacement and velocity coefficient~ thus allowing the dynamical behaviour of the rotor to be analysed both for stability purposes and for anticipating the response to unbalance. However, information describing these coefficients is sparse, misleading, and very often not applicable to industrial type bearings. Results of a combined analytical and experimental investigation into the hydrodynamic oil film coefficients operating in the laminar region are therefore presented, the analysis being applied to a 120 degree partial journal bearing having a 5.0 in diameter journal and a LID ratio of 1.0. The theoretical analysis shows that for this type of popular bearing, the eight linearized coefficients do not accurately describe the behaviour of the vibrating journal based on the theory of small perturbations, due to them being masked by the presence of nonlinearity. A method is developed using the second order terms of Taylor expansion whereby design charts are provided which predict the twentyeight force coefficients for both aligned, and for varying amounts of journal misalignment. The resulting non-linear equations of motion are solved using a modified Newton-Raphson method whereby the whirl trajectories are obtained, thus providing a physical appreciation of the bearing characteristics under dynamically loaded conditions.