975 resultados para Path-dependent Gaussian processes


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Measuring shallow seismic sources provides a way to reveal processes that cannot be directly observed, but the correct interpretation and value of these signals depend on the ability to distinguish source from propagation effects. Furthermore, seismic signals produced by a resonating source can look almost identical to those produced by impulsive sources, but modified along the path. Distinguishing these two phenomena can be accomplished by examining the wavefield with small aperture arrays or by recording seismicity near to the source when possible. We examine source and path effects in two different environments: Bering Glacier, Alaska and Villarrica Volcano, Chile. Using three 3-element seismic arrays near the terminus of the Bering Glacier, we have identified and located both terminus calving and iceberg breakup events. We show that automated array analysis provided a robust way to locate icequake events using P waves. This analysis also showed that arrivals within the long-period codas were incoherent within the small aperture arrays, demonstrating that these codas previously attributed to crack resonance were in fact a result of a complicated path rather than a source effect. At Villarrica Volcano, seismometers deployed from near the vent to ~10 km revealed that a several cycle long-period source signal recorded at the vent appeared elongated in the far-field. We used data collected from the stations nearest to the vent to invert for the repetitive seismic source, and found it corresponded to a shallow force within the lava lake oriented N75°E and dipping 7° from horizontal. We also used this repetitive signal to search the data for additional seismic and infrasonic properties which included calculating seismic-acoustic delay times, volcano acoustic-seismic ratios and energies, event frequency, and real-time seismic amplitude measurements. These calculations revealed lava lake level and activity fluctuations consistent with lava lake level changes inferred from the persistent infrasonic tremor.

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Purely data-driven approaches for machine learning present difficulties when data are scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to identify and specify all the interactions in the problem at hand (which may not be feasible) and still leave the issue of how to parameterize the system. In this paper, we present a hybrid approach using Gaussian processes and differential equations to combine data-driven modeling with a physical model of the system. We show how different, physically inspired, kernel functions can be developed through sensible, simple, mechanistic assumptions about the underlying system. The versatility of our approach is illustrated with three case studies from motion capture, computational biology, and geostatistics.

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Temporal patterning of biological variables, in the form of oscillations and rhythms on many time scales, is ubiquitous. Altering the temporal pattern of an input variable greatly affects the output of many biological processes. We develop here a conceptual framework for a quantitative understanding of such pattern dependence, focusing particularly on nonlinear, saturable, time-dependent processes that abound in biophysics, biochemistry, and physiology. We show theoretically that pattern dependence is governed by the nonlinearity of the input–output transformation as well as its time constant. As a result, only patterns on certain time scales permit the expression of pattern dependence, and processes with different time constants can respond preferentially to different patterns. This has implications for temporal coding and decoding, and allows differential control of processes through pattern. We show how pattern dependence can be quantitatively predicted using only information from steady, unpatterned input. To apply our ideas, we analyze, in an experimental example, how muscle contraction depends on the pattern of motorneuron firing.

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The Bayesian analysis of neural networks is difficult because the prior over functions has a complex form, leading to implementations that either make approximations or use Monte Carlo integration techniques. In this paper I investigate the use of Gaussian process priors over functions, which permit the predictive Bayesian analysis to be carried out exactly using matrix operations. The method has been tested on two challenging problems and has produced excellent results.

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The Bayesian analysis of neural networks is difficult because a simple prior over weights implies a complex prior distribution over functions. In this paper we investigate the use of Gaussian process priors over functions, which permit the predictive Bayesian analysis for fixed values of hyperparameters to be carried out exactly using matrix operations. Two methods, using optimization and averaging (via Hybrid Monte Carlo) over hyperparameters have been tested on a number of challenging problems and have produced excellent results.

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The main aim of this paper is to provide a tutorial on regression with Gaussian processes. We start from Bayesian linear regression, and show how by a change of viewpoint one can see this method as a Gaussian process predictor based on priors over functions, rather than on priors over parameters. This leads in to a more general discussion of Gaussian processes in section 4. Section 5 deals with further issues, including hierarchical modelling and the setting of the parameters that control the Gaussian process, the covariance functions for neural network models and the use of Gaussian processes in classification problems.

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We consider the problem of assigning an input vector bfx to one of m classes by predicting P(c|bfx) for c = 1, ldots, m. For a two-class problem, the probability of class 1 given bfx is estimated by s(y(bfx)), where s(y) = 1/(1 + e-y). A Gaussian process prior is placed on y(bfx), and is combined with the training data to obtain predictions for new bfx points. We provide a Bayesian treatment, integrating over uncertainty in y and in the parameters that control the Gaussian process prior; the necessary integration over y is carried out using Laplace's approximation. The method is generalized to multi-class problems (m >2) using the softmax function. We demonstrate the effectiveness of the method on a number of datasets.

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In this paper we introduce and illustrate non-trivial upper and lower bounds on the learning curves for one-dimensional Gaussian Processes. The analysis is carried out emphasising the effects induced on the bounds by the smoothness of the random process described by the Modified Bessel and the Squared Exponential covariance functions. We present an explanation of the early, linearly-decreasing behavior of the learning curves and the bounds as well as a study of the asymptotic behavior of the curves. The effects of the noise level and the lengthscale on the tightness of the bounds are also discussed.

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Based on a simple convexity lemma, we develop bounds for different types of Bayesian prediction errors for regression with Gaussian processes. The basic bounds are formulated for a fixed training set. Simpler expressions are obtained for sampling from an input distribution which equals the weight function of the covariance kernel, yielding asymptotically tight results. The results are compared with numerical experiments.

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We discuss the Application of TAP mean field methods known from Statistical Mechanics of disordered systems to Bayesian classification with Gaussian processes. In contrast to previous applications, no knowledge about the distribution of inputs is needed. Simulation results for the Sonar data set are given.

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We derive a mean field algorithm for binary classification with Gaussian processes which is based on the TAP approach originally proposed in Statistical Physics of disordered systems. The theory also yields an approximate leave-one-out estimator for the generalization error which is computed with no extra computational cost. We show that from the TAP approach, it is possible to derive both a simpler 'naive' mean field theory and support vector machines (SVM) as limiting cases. For both mean field algorithms and support vectors machines, simulation results for three small benchmark data sets are presented. They show 1. that one may get state of the art performance by using the leave-one-out estimator for model selection and 2. the built-in leave-one-out estimators are extremely precise when compared to the exact leave-one-out estimate. The latter result is a taken as a strong support for the internal consistency of the mean field approach.

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In this chapter, we elaborate on the well-known relationship between Gaussian processes (GP) and Support Vector Machines (SVM). Secondly, we present approximate solutions for two computational problems arising in GP and SVM. The first one is the calculation of the posterior mean for GP classifiers using a `naive' mean field approach. The second one is a leave-one-out estimator for the generalization error of SVM based on a linear response method. Simulation results on a benchmark dataset show similar performances for the GP mean field algorithm and the SVM algorithm. The approximate leave-one-out estimator is found to be in very good agreement with the exact leave-one-out error.