Robust filtering and smoothing with gaussian processes

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP) models. GPs are gaining increasing importance in signal processing, machine learning, robotics, and control for representing unknown system functions by posterior probability distributions. This modern way of system identification is more robust than finding point estimates of a parametric function representation. Our principled filtering/smoothing approach for GP dynamic systems is based on analytic moment matching in the context of the forward-backward algorithm. Our numerical evaluations demonstrate the robustness of the proposed approach in situations where other state-of-the-art Gaussian filters and smoothers can fail. © 2011 IEEE.

Approximate Bayesian Computation for Smoothing

We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate Bayesian Computation (ABC) and it involves the introduction of auxiliary variables valued in the same space as the observations. The quality of the approximation may be controlled to arbitrary precision through a parameter ε > 0. We provide theoretical results which quantify, in terms of ε, the ABC error in approximation of expectations of additive functionals with respect to the smoothing distributions. Under regularity assumptions, this error is, where n is the number of time steps over which smoothing is performed. For numerical implementation, we adopt the forward-only sequential Monte Carlo (SMC) scheme of [14] and quantify the combined error from the ABC and SMC approximations. This forms some of the first quantitative results for ABC methods which jointly treat the ABC and simulation errors, with a finite number of data and simulated samples. © Taylor & Francis Group, LLC.

Smoothing LDA Model for Text Categorization

Abstract. Latent Dirichlet Allocation (LDA) is a document level language model. In general, LDA employ the symmetry Dirichlet distribution as prior of the topic-words’ distributions to implement model smoothing. In this paper, we propose a data-driven smoothing strategy in which probability mass is allocated from smoothing-data to latent variables by the intrinsic inference procedure of LDA. In such a way, the arbitrariness of choosing latent variables'priors for the multi-level graphical model is overcome. Following this data-driven strategy,two concrete methods, Laplacian smoothing and Jelinek-Mercer smoothing, are employed to LDA model. Evaluations on different text categorization collections show data-driven smoothing can significantly improve the performance in balanced and unbalanced corpora.

smoothing document language model with local word graph

ACM SIGIR; ACM SIGWEB

LEAST-SQUARES POLYNOMIAL SMOOTHING FOR INDUCTIVELY COUPLED PLASMA ATOMIC EMISSION-SPECTRA

The use of least-squres polynomial smoothing in ICP-AES is discussed and a method of points insertion into spectral scanning intervals is proposed in the present paper. Optimal FWHM/SR ratio can be obtained, and distortion of smoothed spectra can be avoided by use of the recommended method.

Surface Reconstruction from Multiple Views using Rational B-Splines

A method for reconstructing 3D rational B-spline surfaces from multiple views is proposed. The method takes advantage of the projective invariance properties of rational B-splines. Given feature correspondences in multiple views, the 3D surface is reconstructed via a four step framework. First, corresponding features in each view are given an initial surface parameter value (s; t), and a 2D B-spline is fitted in each view. After this initialization, an iterative minimization procedure alternates between updating the 2D B-spline control points and re-estimating each feature's (s; t). Next, a non-linear minimization method is used to upgrade the 2D B-splines to 2D rational B-splines, and obtain a better fit. Finally, a factorization method is used to reconstruct the 3D B-spline surface given 2D B-splines in each view. This surface recovery method can be applied in both the perspective and orthographic case. The orthographic case allows the use of additional constraints in the recovery. Experiments with real and synthetic imagery demonstrate the efficacy of the approach for the orthographic case.

Surface Reconstruction from Multiple Views using Rational B-Splines and Knot Insertion

A method for reconstruction of 3D rational B-spline surfaces from multiple views is proposed. Given corresponding features in multiple views, though not necessarily visible in all views, the surface is reconstructed. First 2D B-spline patches are fitted to each view. The 3D B-splines and projection matricies can then be extracted from the 2D B-splines using factorization methods. The surface fit is then further refined via an iterative procedure. Finally, a hierarchal fitting scheme is proposed to allow modeling of complex surfaces by means of knot insertion. Experiments with real imagery demonstrate the efficacy of the approach.

Local likelihood smoothing of sample extremes

Trends in sample extremes are of interest in many contexts, an example being environmental statistics. Parametric models are often used to model trends in such data, but they may not be suitable for exploratory data analysis. This paper outlines a semiparametric approach to smoothing example extremes, based on local polynomial fitting of the generalized extreme value distribution and related models. The uncertainty of fits is assessed by using resampling methods. The methods are applied to data on extreme temperatures and on record times for the womens 3000m race.

Spatially Resolved Measurements of Laser Filamentation in Long Scale Length Underdense Plasmas with and without Beam Smoothing

The onset of filamentation, following the interaction of a relatively long (tau(L) similar or equal to 1 ns) and intense (I-L similar or equal to 5 x 10(14) W/cm(2)) laser pulse with a neopentane filled gas bag target, has been experimentally studied via the proton radiography technique, in conditions of direct relevance to the indirect drive inertial confinement fusion scheme. The density gradients associated with filamentation onset have been spatially resolved yielding direct and unambiguous evidence of filament formation and quantitative information about the filamentation mechanism in agreement with previous theoretical modelings. Experimental data confirm that, once spatially smoothed laser beams are used, filamentation is not a relevant phenomenon during the heating laser beams propagation through typical hohlraum gas fills.

Plasma surface dynamics and smoothing in the relativistic few-cycle regime

Efficient production of coherent harmonic radiation from solid targets relies critically on the formation of smooth, short density scalelength plasmas. Recent experimental results (Dromey et al 2009 Nat. Phys. 5 146) suggest, however, that the target roughness on the scale of the emitted harmonic wavelength does not result in diffuse reflection-in apparent contradiction to the Rayleigh criterion for coherent reflection. In this paper we show, for the first time, using analytic theory and 2D PIC simulations, that the interaction of relativistically strong laser pulses with corrugated target surfaces results in a highly effective smoothing of the interaction surface and consequently the generation of highly collimated and temporally confined XUV pulses from rough targets, in excellent agreement with experimental observations.

B-splines neural network assisted PID autotuning

This papers describes an extantion of previous works on the subject of neural network proportional, integral and derivative (PID) autotuning. Basically, neural networks are employed to supply the three PID parameters, according to the integral of time multiplied by the absolute error (ITAE) criterion, to a standard PID controller.