Free energy surface reconstruction from umbrella samples using Gaussian process regression

We demonstrate how the Gaussian process regression approach can be used to efficiently reconstruct free energy surfaces from umbrella sampling simulations. By making a prior assumption of smoothness and taking account of the sampling noise in a consistent fashion, we achieve a significant improvement in accuracy over the state of the art in two or more dimensions or, equivalently, a significant cost reduction to obtain the free energy surface within a prescribed tolerance in both regimes of spatially sparse data and short sampling trajectories. Stemming from its Bayesian interpretation the method provides meaningful error bars without significant additional computation. A software implementation is made available on www.libatoms.org.

Free energy surface reconstruction from umbrella samples using Gaussian process regression II: Multiple collective variables

We demonstrate how a prior assumption of smoothness can be used to enhance the reconstruction of free energy profiles from multiple umbrella sampling simulations using the Bayesian Gaussian process regression approach. The method we derive allows the concurrent use of histograms and free energy gradients and can easily be extended to include further data. In Part I we review the necessary theory and test the method for one collective variable. We demonstrate improved performance with respect to the weighted histogram analysis method and obtain meaningful error bars without any significant additional computation. In Part II we consider the case of multiple collective variables and compare to a reconstruction using least squares fitting of radial basis functions. We find substantial improvements in the regimes of spatially sparse data or short sampling trajectories. A software implementation is made available on www.libatoms.org.

Gaussian process volatility model

The prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the evolution of the variance. Moreover, functional parameters are usually learned by maximum likelihood, which can lead to over-fitting. To address these problems we introduce GP-Vol, a novel non-parametric model for time-changing variances based on Gaussian Processes. This new model can capture highly flexible functional relationships for the variances. Furthermore, we introduce a new online algorithm for fast inference in GP-Vol. This method is much faster than current offline inference procedures and it avoids overfitting problems by following a fully Bayesian approach. Experiments with financial data show that GP-Vol performs significantly better than current standard alternatives.

Student-t processes as alternatives to Gaussian processes

We investigate the Student-t process as an alternative to the Gaussian process as a non-parametric prior over functions. We derive closed form expressions for the marginal likelihood and predictive distribution of a Student-t process, by integrating away an inverse Wishart process prior over the co-variance kernel of a Gaussian process model. We show surprising equivalences between different hierarchical Gaussian process models leading to Student-t processes, and derive a new sampling scheme for the inverse Wishart process, which helps elucidate these equivalences. Overall, we show that a Student-t process can retain the attractive properties of a Gaussian process - a nonparamet-ric representation, analytic marginal and predictive distributions, and easy model selection through covariance kernels - but has enhanced flexibility, and predictive covariances that, unlike a Gaussian process, explicitly depend on the values of training observations. We verify empirically that a Student-t process is especially useful in situations where there are changes in covariance structure, or in applications such as Bayesian optimization, where accurate predictive covariances are critical for good performance. These advantages come at no additional computational cost over Gaussian processes.

Calibrating the Gaussian multi-target tracking model

We present novel batch and online (sequential) versions of the expectation-maximisation (EM) algorithm for inferring the static parameters of a multiple target tracking (MTT) model. Online EM is of particular interest as it is a more practical method for long data sets since in batch EM, or a full Bayesian approach, a complete browse of the data is required between successive parameter updates. Online EM is also suited to MTT applications that demand real-time processing of the data. Performance is assessed in numerical examples using simulated data for various scenarios. For batch estimation our method significantly outperforms an existing gradient based maximum likelihood technique, which we show to be significantly biased. © 2014 Springer Science+Business Media New York.

Symmetrical 2-D hermite-gaussian square launch for high bit rate transmission in multimode fiber links

A 2-D Hermite-Gaussian square launch is demonstrated to show improved systems capacity over multimode fiber links. It shows a bandwidth improvement over both center and offset launches and exhibits ±5 ìm misalignment tolerance. © OSA/OFC/NFOEC 2011.

Fault tolerant control using Gaussian processes and model predictive control

Essential ingredients for fault-tolerant control are the ability to represent system behaviour following the occurrence of a fault, and the ability to exploit this representation for deciding control actions. Gaussian processes seem to be very promising candidates for the first of these, and model predictive control has a proven capability for the second. We therefore propose to use the two together to obtain fault-tolerant control functionality. Our proposal is illustrated by several reasonably realistic examples drawn from flight control. © 2013 IEEE.

First principles interatomic potential for tungsten based on Gaussian process regression

An accurate description of atomic interactions, such as that provided by first principles quantum mechanics, is fundamental to realistic prediction of the properties that govern plasticity, fracture or crack propagation in metals. However, the computational complexity associated with modern schemes explicitly based on quantum mechanics limits their applications to systems of a few hundreds of atoms at most. This thesis investigates the application of the Gaussian Approximation Potential (GAP) scheme to atomistic modelling of tungsten - a bcc transition metal which exhibits a brittle-to-ductile transition and whose plasticity behaviour is controlled by the properties of $\frac{1}{2} \langle 111 \rangle$ screw dislocations. We apply Gaussian process regression to interpolate the quantum-mechanical (QM) potential energy surface from a set of points in atomic configuration space. Our training data is based on QM information that is computed directly using density functional theory (DFT). To perform the fitting, we represent atomic environments using a set of rotationally, permutationally and reflection invariant parameters which act as the independent variables in our equations of non-parametric, non-linear regression. We develop a protocol for generating GAP models capable of describing lattice defects in metals by building a series of interatomic potentials for tungsten. We then demonstrate that a GAP potential based on a Smooth Overlap of Atomic Positions (SOAP) covariance function provides a description of the $\frac{1}{2} \langle 111 \rangle$ screw dislocation that is in agreement with the DFT model. We use this potential to simulate the mobility of $\frac{1}{2} \langle 111 \rangle$ screw dislocations by computing the Peierls barrier and model dislocation-vacancy interactions to QM accuracy in a system containing more than 100,000 atoms.

Gaussian processes for POMDP-based dialogue manager optimization

A partially observable Markov decision process (POMDP) has been proposed as a dialog model that enables automatic optimization of the dialog policy and provides robustness to speech understanding errors. Various approximations allow such a model to be used for building real-world dialog systems. However, they require a large number of dialogs to train the dialog policy and hence they typically rely on the availability of a user simulator. They also require significant designer effort to hand-craft the policy representation. We investigate the use of Gaussian processes (GPs) in policy modeling to overcome these problems. We show that GP policy optimization can be implemented for a real world POMDP dialog manager, and in particular: 1) we examine different formulations of a GP policy to minimize variability in the learning process; 2) we find that the use of GP increases the learning rate by an order of magnitude thereby allowing learning by direct interaction with human users; and 3) we demonstrate that designer effort can be substantially reduced by basing the policy directly on the full belief space thereby avoiding ad hoc feature space modeling. Overall, the GP approach represents an important step forward towards fully automatic dialog policy optimization in real world systems. © 2013 IEEE.

20 Gb/s mode-group-division multiplexing employing Hermite-Gaussian launches over worst-case multimode fiber links

For the first time, mode group division multiplexing is achieved in a multimode fiber link using a 2-D Hermite-Gaussian mode launch. 20 Gb/s error-free transmission is achieved over a 250 m worst-case OM1 multimode fiber link. © OSA 2014.

Bayesian inference and learning in Gaussian process state-space models with Particle MCMC

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference and learning (i.e. state estimation and system identification) in nonlinear nonparametric state-space models. We place a Gaussian process prior over the state transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. To enable efficient inference, we marginalize over the transition dynamics function and, instead, infer directly the joint smoothing distribution using specially tailored Particle Markov Chain Monte Carlo samplers. Once a sample from the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. Our approach preserves the full nonparametric expressivity of the model and can make use of sparse Gaussian processes to greatly reduce computational complexity.

Classification using log Gaussian Cox processes

McCullagh and Yang (2006) suggest a family of classification algorithms based on Cox processes. We further investigate the log Gaussian variant which has a number of appealing properties. Conditioned on the covariates, the distribution over labels is given by a type of conditional Markov random field. In the supervised case, computation of the predictive probability of a single test point scales linearly with the number of training points and the multiclass generalization is straightforward. We show new links between the supervised method and classical nonparametric methods. We give a detailed analysis of the pairwise graph representable Markov random field, which we use to extend the model to semi-supervised learning problems, and propose an inference method based on graph min-cuts. We give the first experimental analysis on supervised and semi-supervised datasets and show good empirical performance.

A criterion for local interconvertibility between all-tripartite Gaussian states

We arrive at a necessary and sufficient criterion that can be readily used for interconvertibility between general, all-tripartite Gaussian states under local quantum operation. The derivation involves a systematic reduction that converts the original complex conditions in high-dimensional, 6n x 6n matrix space eventually into 2 x 2 matrix problems.

Conditions for the local manipulation of all bipartite Gaussian states

We provide a general, necessary, and sufficient condition for the possibility of transforming a mixed bipartite Gaussian state with arbitrarily many modes to another one under arbitrary local Gaussian channels, which do not include classical communication. Moreover, by means of this condition we present a necessary criterion that can be used to check the possibility of a state transformation between two mixed Gaussian states. At the same time, we prove that our criterion can be reduced to the Eisert-Plenio criterion when the mode number is chosen as 1 per side.

Conditions for the local manipulation of tripartite Gaussian states

We present the normal form of the covariance matrix for three-mode tripartite Gaussian states. By means of this result, the general form of a necessary and sufficient criterion for the possibility of a state transformation from one tripartite entangled Gaussian state to another with three modes is found. Moreover, we show that the conditions presented include not only inequalities but equalities as well.