959 resultados para Variational Bayes


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Blind deconvolution is the problem of recovering a sharp image and a blur kernel from a noisy blurry image. Recently, there has been a significant effort on understanding the basic mechanisms to solve blind deconvolution. While this effort resulted in the deployment of effective algorithms, the theoretical findings generated contrasting views on why these approaches worked. On the one hand, one could observe experimentally that alternating energy minimization algorithms converge to the desired solution. On the other hand, it has been shown that such alternating minimization algorithms should fail to converge and one should instead use a so-called Variational Bayes approach. To clarify this conundrum, recent work showed that a good image and blur prior is instead what makes a blind deconvolution algorithm work. Unfortunately, this analysis did not apply to algorithms based on total variation regularization. In this manuscript, we provide both analysis and experiments to get a clearer picture of blind deconvolution. Our analysis reveals the very reason why an algorithm based on total variation works. We also introduce an implementation of this algorithm and show that, in spite of its extreme simplicity, it is very robust and achieves a performance comparable to the top performing algorithms.

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This work introduces a new variational Bayes data assimilation method for the stochastic estimation of precipitation dynamics using radar observations for short term probabilistic forecasting (nowcasting). A previously developed spatial rainfall model based on the decomposition of the observed precipitation field using a basis function expansion captures the precipitation intensity from radar images as a set of ‘rain cells’. The prior distributions for the basis function parameters are carefully chosen to have a conjugate structure for the precipitation field model to allow a novel variational Bayes method to be applied to estimate the posterior distributions in closed form, based on solving an optimisation problem, in a spirit similar to 3D VAR analysis, but seeking approximations to the posterior distribution rather than simply the most probable state. A hierarchical Kalman filter is used to estimate the advection field based on the assimilated precipitation fields at two times. The model is applied to tracking precipitation dynamics in a realistic setting, using UK Met Office radar data from both a summer convective event and a winter frontal event. The performance of the model is assessed both traditionally and using probabilistic measures of fit based on ROC curves. The model is shown to provide very good assimilation characteristics, and promising forecast skill. Improvements to the forecasting scheme are discussed

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Bayesian algorithms pose a limit to the performance learning algorithms can achieve. Natural selection should guide the evolution of information processing systems towards those limits. What can we learn from this evolution and what properties do the intermediate stages have? While this question is too general to permit any answer, progress can be made by restricting the class of information processing systems under study. We present analytical and numerical results for the evolution of on-line algorithms for learning from examples for neural network classifiers, which might include or not a hidden layer. The analytical results are obtained by solving a variational problem to determine the learning algorithm that leads to maximum generalization ability. Simulations using evolutionary programming, for programs that implement learning algorithms, confirm and expand the results. The principal result is not just that the evolution is towards a Bayesian limit. Indeed it is essentially reached. In addition we find that evolution is driven by the discovery of useful structures or combinations of variables and operators. In different runs the temporal order of the discovery of such combinations is unique. The main result is that combinations that signal the surprise brought by an example arise always before combinations that serve to gauge the performance of the learning algorithm. This latter structures can be used to implement annealing schedules. The temporal ordering can be understood analytically as well by doing the functional optimization in restricted functional spaces. We also show that there is data suggesting that the appearance of these traits also follows the same temporal ordering in biological systems. © 2006 American Institute of Physics.

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This paper addresses the development of several alternative novel hybrid/multi-field variational formulations of the geometrically exact three-dimensional elastostatic beam boundary-value problem. In the framework of the complementary energy-based formulations, a Legendre transformation is used to introduce the complementary energy density in the variational statements as a function of stresses only. The corresponding variational principles are shown to feature stationarity within the framework of the boundary-value problem. Both weak and linearized weak forms of the principles are presented. The main features of the principles are highlighted, giving special emphasis to their relationships from both theoretical and computational standpoints. (C) 2010 Elsevier Ltd. All rights reserved.

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FAPESP, the Sao Paulo State Research Foundation[04/04611-5]

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Some results are obtained for non-compact cases in topological vector spaces for the existence problem of solutions for some set-valued variational inequalities with quasi-monotone and lower hemi-continuous operators, and with quasi-semi-monotone and upper hemi-continuous operators. Some applications are given in non-reflexive Banach spaces for these existence problems of solutions and for perturbation problems for these set-valued variational inequalities with quasi-monotone and quasi-semi-monotone operators.

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We perform a comparison between the fractional iteration and decomposition methods applied to the wave equation on Cantor set. The operators are taken in the local sense. The results illustrate the significant features of the two methods which are both very effective and straightforward for solving the differential equations with local fractional derivative.

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The local fractional Poisson equations in two independent variables that appear in mathematical physics involving the local fractional derivatives are investigated in this paper. The approximate solutions with the nondifferentiable functions are obtained by using the local fractional variational iteration method.

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The local fractional Poisson equations in two independent variables that appear in mathematical physics involving the local fractional derivatives are investigated in this paper. The approximate solutions with the nondifferentiable functions are obtained by using the local fractional variational iteration method.

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We study the existence theory for parabolic variational inequalities in weighted L2 spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for finite and infinite dimensional diffusions as a generalized solution of such a variational inequality. The weighted L2 setting allows us to cover some singular cases, such as optimal stopping for stochastic equations with degenerate diffusion coeficient. As an application of the theory, we consider the pricing of American-style contingent claims. Among others, we treat the cases of assets with stochastic volatility and with path-dependent payoffs.

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"Vegeu el resum a l'inici del document del fitxer adjunt."