Regularised mixture density networks for modelling wind direction

This technical report contains all technical information and results from experiments where Mixture Density Networks (MDN) using an RBF network and fixed kernel means and variances were used to infer the wind direction from satellite data from the ersII weather satellite. The regularisation is based on the evidence framework and three different approximations were used to estimate the regularisation parameter. The results were compared with the results by `early stopping'.

GTM: the generative topographic mapping

Latent variable models represent the probability density of data in a space of several dimensions in terms of a smaller number of latent, or hidden, variables. A familiar example is factor analysis which is based on a linear transformations between the latent space and the data space. In this paper we introduce a form of non-linear latent variable model called the Generative Topographic Mapping, for which the parameters of the model can be determined using the EM algorithm. GTM provides a principled alternative to the widely used Self-Organizing Map (SOM) of Kohonen (1982), and overcomes most of the significant limitations of the SOM. We demonstrate the performance of the GTM algorithm on a toy problem and on simulated data from flow diagnostics for a multi-phase oil pipeline.

Bayesian methods for neural networks

Bayesian techniques have been developed over many years in a range of different fields, but have only recently been applied to the problem of learning in neural networks. As well as providing a consistent framework for statistical pattern recognition, the Bayesian approach offers a number of practical advantages including a potential solution to the problem of over-fitting. This chapter aims to provide an introductory overview of the application of Bayesian methods to neural networks. It assumes the reader is familiar with standard feed-forward network models and how to train them using conventional techniques.

Probabilistic principal component analysis

Principal component analysis (PCA) is a ubiquitous technique for data analysis and processing, but one which is not based upon a probability model. In this paper we demonstrate how the principal axes of a set of observed data vectors may be determined through maximum-likelihood estimation of parameters in a latent variable model closely related to factor analysis. We consider the properties of the associated likelihood function, giving an EM algorithm for estimating the principal subspace iteratively, and discuss the advantages conveyed by the definition of a probability density function for PCA.

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.

Bayesian classification with Gaussian processes

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.

Surface wind fields (on Earth)

This document sets out to clarify the role of fronts and other atmospheric features on the form of surface wind fields. This is intended as a basic meteorological review of the typical features we will encounter in wind fields. Thus there is a strong emphasis on description at a fairly rudimentary level. The document should prove useful as we think about different models we could adopt for wind fields.

Splines and vector splines

The thrust of this report concerns spline theory and some of the background to spline theory and follows the development in (Wahba, 1991). We also review methods for determining hyper-parameters, such as the smoothing parameter, by Generalised Cross Validation. Splines have an advantage over Gaussian Process based procedures in that we can readily impose atmospherically sensible smoothness constraints and maintain computational efficiency. Vector splines enable us to penalise gradients of vorticity and divergence in wind fields. Two similar techniques are summarised and improvements based on robust error functions and restricted numbers of basis functions given. A final, brief discussion of the application of vector splines to the problem of scatterometer data assimilation highlights the problems of ambiguous solutions.

Combining spatially distributed predictions from neural networks

In this report we discuss the problem of combining spatially-distributed predictions from neural networks. An example of this problem is the prediction of a wind vector-field from remote-sensing data by combining bottom-up predictions (wind vector predictions on a pixel-by-pixel basis) with prior knowledge about wind-field configurations. This task can be achieved using the scaled-likelihood method, which has been used by Morgan and Bourlard (1995) and Smyth (1994), in the context of Hidden Markov modelling

NEUROSAT: an overview

This report gives an overview of the work being carried out, as part of the NEUROSAT project, in the Neural Computing Research Group at Aston University. The aim is to give a general review of the work and methods, with reference to other documents which provide the detail. The document is ongoing and will be updated as parts of the project are completed. Thus some of the references are not yet present. In the broadest sense, the Aston part of NEUROSAT is about using neural networks (and other advanced statistical techniques) to extract wind vectors from satellite measurements of ocean surface radar backscatter. The work involves several phases, which are outlined below. A brief summary of the theory and application of satellite scatterometers forms the first section. The next section deals with the forward modelling of the scatterometer data, after which the inverse problem is addressed. Dealiasing (or disambiguation) is discussed, together with proposed solutions. Finally a holistic framework is presented in which the problem can be solved.

Mixture density network training by computation in parameter space

Training Mixture Density Network (MDN) configurations within the NETLAB framework takes time due to the nature of the computation of the error function and the gradient of the error function. By optimising the computation of these functions, so that gradient information is computed in parameter space, training time is decreased by at least a factor of sixty for the example given. Decreased training time increases the spectrum of problems to which MDNs can be practically applied making the MDN framework an attractive method to the applied problem solver.

Flexible Gaussian process wind field models

This technical report builds on previous reports to derive the likelihood and its derivatives for a Gaussian Process with a modified Bessel function based covariance function. The full derivation is shown. The likelihood (with gradient information) can be used in maximum likelihood procedures (i.e. gradient based optimisation) and in Hybrid Monte Carlo sampling (i.e. within a Bayesian framework).

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.

Delay estimation for multivariate time series

Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models (HMMs) to identify the lag (or delay) between different variables for such data. We first present a method using maximum likelihood estimation and propose a simple algorithm which is capable of identifying associations between variables. We also adopt an information-theoretic approach and develop a novel procedure for training HMMs to maximise the mutual information between delayed time series. Both methods are successfully applied to real data. We model the oil drilling process with HMMs and estimate a crucial parameter, namely the lag for return.

Neural network-based wind vector retrieval from satellite scatterometer data

Obtaining wind vectors over the ocean is important for weather forecasting and ocean modelling. Several satellite systems used operationally by meteorological agencies utilise scatterometers to infer wind vectors over the oceans. In this paper we present the results of using novel neural network based techniques to estimate wind vectors from such data. The problem is partitioned into estimating wind speed and wind direction. Wind speed is modelled using a multi-layer perceptron (MLP) and a sum of squares error function. Wind direction is a periodic variable and a multi-valued function for a given set of inputs; a conventional MLP fails at this task, and so we model the full periodic probability density of direction conditioned on the satellite derived inputs using a Mixture Density Network (MDN) with periodic kernel functions. A committee of the resulting MDNs is shown to improve the results.