978 resultados para Approximate Bayesian Computation
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Wavefront coding can be used to extend the depth of field of incoherent imaging systems and is a powerful system-level technique. In order to assess the performance of a wavefront-coded imaging system, defocused optical transfer function (OTF) is the metric frequently used. Unfortunately, to the best of our knowledge, among all types of phase masks, it is usually difficult to obtain the analytical OTF except the cubic one. Although numerical computation seems good enough for performance evaluation, the approximate analytical OTF is still indispensable because it can reflect the relationship between mask parameters and system frequency response in a clearer way. Thus, a method is proposed to derive the approximate analytical OTF for two-dimensional rectangularly separable phase masks. The analytical results are well consistent with the direct numerical computations, but the proposed method can be accepted only from engineering point of view and needs rigorous proof in future. (c) 2010 Society of Photo-Optical Instrumentation Engineers. [DOI: 10.1117/1.3485759]
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J. Keppens, Q. Shen and B. Schafer. Probabilistic abductive computation of evidence collection strategies in crime investigation. Proceedings of the 10th International Conference on Artificial Intelligence and Law, pages 215-225.
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We present new, simple, efficient data structures for approximate reconciliation of set differences, a useful standalone primitive for peer-to-peer networks and a natural subroutine in methods for exact reconciliation. In the approximate reconciliation problem, peers A and B respectively have subsets of elements SA and SB of a large universe U. Peer A wishes to send a short message M to peer B with the goal that B should use M to determine as many elements in the set SB–SA as possible. To avoid the expense of round trip communication times, we focus on the situation where a single message M is sent. We motivate the performance tradeoffs between message size, accuracy and computation time for this problem with a straightforward approach using Bloom filters. We then introduce approximation reconciliation trees, a more computationally efficient solution that combines techniques from Patricia tries, Merkle trees, and Bloom filters. We present an analysis of approximation reconciliation trees and provide experimental results comparing the various methods proposed for approximate reconciliation.
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Technological advances in genotyping have given rise to hypothesis-based association studies of increasing scope. As a result, the scientific hypotheses addressed by these studies have become more complex and more difficult to address using existing analytic methodologies. Obstacles to analysis include inference in the face of multiple comparisons, complications arising from correlations among the SNPs (single nucleotide polymorphisms), choice of their genetic parametrization and missing data. In this paper we present an efficient Bayesian model search strategy that searches over the space of genetic markers and their genetic parametrization. The resulting method for Multilevel Inference of SNP Associations, MISA, allows computation of multilevel posterior probabilities and Bayes factors at the global, gene and SNP level, with the prior distribution on SNP inclusion in the model providing an intrinsic multiplicity correction. We use simulated data sets to characterize MISA's statistical power, and show that MISA has higher power to detect association than standard procedures. Using data from the North Carolina Ovarian Cancer Study (NCOCS), MISA identifies variants that were not identified by standard methods and have been externally "validated" in independent studies. We examine sensitivity of the NCOCS results to prior choice and method for imputing missing data. MISA is available in an R package on CRAN.
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Gaussian factor models have proven widely useful for parsimoniously characterizing dependence in multivariate data. There is a rich literature on their extension to mixed categorical and continuous variables, using latent Gaussian variables or through generalized latent trait models acommodating measurements in the exponential family. However, when generalizing to non-Gaussian measured variables the latent variables typically influence both the dependence structure and the form of the marginal distributions, complicating interpretation and introducing artifacts. To address this problem we propose a novel class of Bayesian Gaussian copula factor models which decouple the latent factors from the marginal distributions. A semiparametric specification for the marginals based on the extended rank likelihood yields straightforward implementation and substantial computational gains. We provide new theoretical and empirical justifications for using this likelihood in Bayesian inference. We propose new default priors for the factor loadings and develop efficient parameter-expanded Gibbs sampling for posterior computation. The methods are evaluated through simulations and applied to a dataset in political science. The models in this paper are implemented in the R package bfa.
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This chapter presents a model averaging approach in the M-open setting using sample re-use methods to approximate the predictive distribution of future observations. It first reviews the standard M-closed Bayesian Model Averaging approach and decision-theoretic methods for producing inferences and decisions. It then reviews model selection from the M-complete and M-open perspectives, before formulating a Bayesian solution to model averaging in the M-open perspective. It constructs optimal weights for MOMA:M-open Model Averaging using a decision-theoretic framework, where models are treated as part of the ‘action space’ rather than unknown states of nature. Using ‘incompatible’ retrospective and prospective models for data from a case-control study, the chapter demonstrates that MOMA gives better predictive accuracy than the proxy models. It concludes with open questions and future directions.
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A silicon implementation of the Approximate Rotations algorithm capable of carrying the computational load of algorithms such as QRD and SVD, within the real-time realisation of applications such as Adaptive Beamforming, is described. A modification to the original Approximate Rotations algorithm to simplify the method of optimal angle selection is proposed. Analysis shows that fewer iterations of the Approximate Rotations algorithm are required compared with the conventional CORDIC algorithm to achieve similar degrees of accuracy. The silicon design studies undertaken provide direct practical evidence of superior performance with the Approximate Rotations algorithm, requiring approximately 40% of the total computation time of the conventional CORDIC algorithm, for a similar silicon area cost. © 2004 IEEE.
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This paper proposes a method to assess the small signal stability of a power system network by selective determination of the modal eigenvalues. This uses an accelerating polynomial transform, designed using approximate eigenvalues
obtained from a wavelet approximation. Application to the IEEE 14 bus network model produced computational savings of 20%,over the QR algorithm.
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In this paper, we propose a design paradigm for energy efficient and variation-aware operation of next-generation multicore heterogeneous platforms. The main idea behind the proposed approach lies on the observation that not all operations are equally important in shaping the output quality of various applications and of the overall system. Based on such an observation, we suggest that all levels of the software design stack, including the programming model, compiler, operating system (OS) and run-time system should identify the critical tasks and ensure correct operation of such tasks by assigning them to dynamically adjusted reliable cores/units. Specifically, based on error rates and operating conditions identified by a sense-and-adapt (SeA) unit, the OS selects and sets the right mode of operation of the overall system. The run-time system identifies the critical/less-critical tasks based on special directives and schedules them to the appropriate units that are dynamically adjusted for highly-accurate/approximate operation by tuning their voltage/frequency. Units that execute less significant operations can operate at voltages less than what is required for correct operation and consume less power, if required, since such tasks do not need to be always exact as opposed to the critical ones. Such scheme can lead to energy efficient and reliable operation, while reducing the design cost and overheads of conventional circuit/micro-architecture level techniques.
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In a Bayesian learning setting, the posterior distribution of a predictive model arises from a trade-off between its prior distribution and the conditional likelihood of observed data. Such distribution functions usually rely on additional hyperparameters which need to be tuned in order to achieve optimum predictive performance; this operation can be efficiently performed in an Empirical Bayes fashion by maximizing the posterior marginal likelihood of the observed data. Since the score function of this optimization problem is in general characterized by the presence of local optima, it is necessary to resort to global optimization strategies, which require a large number of function evaluations. Given that the evaluation is usually computationally intensive and badly scaled with respect to the dataset size, the maximum number of observations that can be treated simultaneously is quite limited. In this paper, we consider the case of hyperparameter tuning in Gaussian process regression. A straightforward implementation of the posterior log-likelihood for this model requires O(N^3) operations for every iteration of the optimization procedure, where N is the number of examples in the input dataset. We derive a novel set of identities that allow, after an initial overhead of O(N^3), the evaluation of the score function, as well as the Jacobian and Hessian matrices, in O(N) operations. We prove how the proposed identities, that follow from the eigendecomposition of the kernel matrix, yield a reduction of several orders of magnitude in the computation time for the hyperparameter optimization problem. Notably, the proposed solution provides computational advantages even with respect to state of the art approximations that rely on sparse kernel matrices.
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Credal nets are probabilistic graphical models which extend Bayesian nets to cope with sets of distributions. An algorithm for approximate credal network updating is presented. The problem in its general formulation is a multilinear optimization task, which can be linearized by an appropriate rule for fixing all the local models apart from those of a single variable. This simple idea can be iterated and quickly leads to accurate inferences. A transformation is also derived to reduce decision making in credal networks based on the maximality criterion to updating. The decision task is proved to have the same complexity of standard inference, being NPPP-complete for general credal nets and NP-complete for polytrees. Similar results are derived for the E-admissibility criterion. Numerical experiments confirm a good performance of the method.
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Credal networks generalize Bayesian networks by relaxing the requirement of precision of probabilities. Credal networks are considerably more expressive than Bayesian networks, but this makes belief updating NP-hard even on polytrees. We develop a new efficient algorithm for approximate belief updating in credal networks. The algorithm is based on an important representation result we prove for general credal networks: that any credal network can be equivalently reformulated as a credal network with binary variables; moreover, the transformation, which is considerably more complex than in the Bayesian case, can be implemented in polynomial time. The equivalent binary credal network is then updated by L2U, a loopy approximate algorithm for binary credal networks. Overall, we generalize L2U to non-binary credal networks, obtaining a scalable algorithm for the general case, which is approximate only because of its loopy nature. The accuracy of the inferences with respect to other state-of-the-art algorithms is evaluated by extensive numerical tests.
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Credal nets generalize Bayesian nets by relaxing the requirement of precision of probabilities. Credal nets are considerably more expressive than Bayesian nets, but this makes belief updating NP-hard even on polytrees. We develop a new efficient algorithm for approximate belief updating in credal nets. The algorithm is based on an important representation result we prove for general credal nets: that any credal net can be equivalently reformulated as a credal net with binary variables; moreover, the transformation, which is considerably more complex than in the Bayesian case, can be implemented in polynomial time. The equivalent binary credal net is updated by L2U, a loopy approximate algorithm for binary credal nets. Thus, we generalize L2U to non-binary credal nets, obtaining an accurate and scalable algorithm for the general case, which is approximate only because of its loopy nature. The accuracy of the inferences is evaluated by empirical tests.
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This paper investigates a representation language with flexibility inspired by probabilistic logic and compactness inspired by relational Bayesian networks. The goal is to handle propositional and first-order constructs together with precise, imprecise, indeterminate and qualitative probabilistic assessments. The paper shows how this can be achieved through the theory of credal networks. New exact and approximate inference algorithms based on multilinear programming and iterated/loopy propagation of interval probabilities are presented; their superior performance, compared to existing ones, is shown empirically.
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Approximate execution is a viable technique for environments with energy constraints, provided that applications are given the mechanisms to produce outputs of the highest possible quality within the available energy budget. This paper introduces a framework for energy-constrained execution with controlled and graceful quality loss. A simple programming model allows developers to structure the computation in different tasks, and to express the relative importance of these tasks for the quality of the end result. For non-significant tasks, the developer can also supply less costly, approximate versions. The target energy consumption for a given execution is specified when the application is launched. A significance-aware runtime system employs an application-specific analytical energy model to decide how many cores to use for the execution, the operating frequency for these cores, as well as the degree of task approximation, so as to maximize the quality of the output while meeting the user-specified energy constraints. Evaluation on a dual-socket 16-core Intel platform using 9 benchmark kernels shows that the proposed framework picks the optimal configuration with high accuracy. Also, a comparison with loop perforation (a well-known compile-time approximation technique), shows that the proposed framework results in significantly higher quality for the same energy budget.