A clipped latent variable model for spatially correlated ordered categorical data

We propose a model for a point-referenced spatially correlated ordered categorical response and methodology for inference. Models and methods for spatially correlated continuous response data are widespread, but models for spatially correlated categorical data, and especially ordered multi-category data, are less developed. Bayesian models and methodology have been proposed for the analysis of independent and clustered ordered categorical data, and also for binary and count point-referenced spatial data. We combine and extend these methods to describe a Bayesian model for point-referenced (as opposed to lattice) spatially correlated ordered categorical data. We include simulation results and show that our model offers superior predictive performance as compared to a non-spatial cumulative probit model and a more standard Bayesian generalized linear spatial model. We demonstrate the usefulness of our model in a real-world example to predict ordered categories describing stream health within the state of Maryland.     

Using Bayesian networks with rule extraction to infer the risk of weed infestation in a corn-crop

This paper describes the modeling of a weed infestation risk inference system that implements a collaborative inference scheme based on rules extracted from two Bayesian network classifiers. The first Bayesian classifier infers a categorical variable value for the weed–crop competitiveness using as input categorical variables for the total density of weeds and corresponding proportions of narrow and broad-leaved weeds. The inferred categorical variable values for the weed–crop competitiveness along with three other categorical variables extracted from estimated maps for the weed seed production and weed coverage are then used as input for a second Bayesian network classifier to infer categorical variables values for the risk of infestation. Weed biomass and yield loss data samples are used to learn the probability relationship among the nodes of the first and second Bayesian classifiers in a supervised fashion, respectively. For comparison purposes, two types of Bayesian network structures are considered, namely an expert-based Bayesian classifier and a naïve Bayes classifier. The inference system focused on the knowledge interpretation by translating a Bayesian classifier into a set of classification rules. The results obtained for the risk inference in a corn-crop field are presented and discussed.     

A SOM-based hybrid linear-neural model for short-term load forecasting

In this paper, a short-term load forecasting method is considered, which is based upon a flexible smooth transition autoregressive (STAR) model. The described model is a linear model with time varying coefficients, which are the outputs of a single hidden layer feedforward neural network. The hidden layer is responsible for partitioning the input space into multiple sub-spaces through multivariate thresholds and smooth transition between the sub-spaces. In this paper, we propose a new method to smartly initialize the weights of the hidden layer of the neural network before its training. A self-organizing map (SOM) network is applied to split the historical data dynamics into clusters, and the Ho-Kashyap algorithm is then used to obtain the separating planes' equations. Applied to the electricity markets, the proposed method is better able to model the smooth transitions between the different regimes, which are present in the load demand series because of market effects and season effects. We use data from three electricity markets to compare the prediction accuracy of the proposed method with traditional benchmarks and other recent models, and find our results to be competitive.     

基于贝叶斯网的评价数据分析和动态行为建模

随着Web2.0的不断普及和电子商务应用的迅速发展,大规模的在线评价数据不断产生,使用户行为数据分析和用户行为建模成为可能,具有重要意义.考虑到用户评价数据和评价行为的动态性,提出以带有隐变量的贝叶斯网作为各属性间依赖关系及其不确定性表示的基本框架,构建既能刻画用户评价数据中各属性间相互依赖的不确定性、也能描述用户行为动态性的评价行为模型.首先,以贝叶斯信息标准(BIC)分值作为模型与数据拟合度的度量标准,提出基于打分搜索方法来构建各时间片的隐变量模型,并给出基于期望最大(EM)算法的隐变量取值填充方法;其次,基于条件互信息和时序的不可逆性,提出了相邻时间片间隐变量模型的构建方法.建立在MovieLens数据集上的实验结果验证了提出的动态用户行为建模方法的高效性及有效性.     

Probabilistic temporal reasoning and its application to fossil power plant operation

Many real-world applications, such as industrial diagnosis, require an adequate representation and inference mechanism that combines uncertainty and time. In this work, we propose a novel approach for representing dynamic domains under uncertainty based on a probabilistic framework, called temporal nodes Bayesian networks (TNBN). The TNBN model is an extension of a standard Bayesian network, in which each temporal node represents an event or state change of a variable and the arcs represent causal–temporal relationships between nodes. A temporal node has associated a probability distribution for its time of occurrence, where time is discretized in a finite number of temporal intervals; allowing a different number of intervals for each node and a different duration for the intervals within a node (multiple granularity). The main difference with previous probabilistic temporal models is that the representation is based on state changes at different times instead of state values at different times. Given this model, we can reason about the probability of occurrence of certain events, for diagnosis or prediction, using standard probability propagation techniques developed for Bayesian networks. The proposed approach is applied to fossil power plant diagnosis through two detailed case studies: power load increment and control level system failure. The results show that the proposed formalism could help to improve power plant availability through early diagnosis of events and disturbances.     

Conditional co-simulation of continuous and categorical variables for geostatistical applications

The modeling of uncertainty in continuous and categorical regionalized variables is a common issue in the geosciences. We present a hybrid continuous/categorical model, in which the continuous variable is represented by the transform of a Gaussian random field, while the categorical variable is obtained by truncating one or more Gaussian random fields. The dependencies between the continuous and categorical variables are reproduced by assuming that all the Gaussian random fields are spatially cross-correlated. Algorithms and computer programs are proposed to infer the model parameters and to co-simulate the variables, and illustrated through a case study on a mining data set.     

基于数据关联狄利克雷混合模型的电网净负荷不确定性表征研究EI北大核心CSCD

针对电网净负荷时序数据关联的特点,提出基于数据关联的狄利克雷混合模型(Data-relevance Dirichlet process mixture model,DDPMM)来表征净负荷的不确定性.首先,使用狄利克雷混合模型对净负荷的观测数据与预测数据进行拟合,得到其混合概率模型;然后,提出考虑数据关联的变分贝叶斯推断方法,改进后验分布对该混合概率模型进行求解,从而得到混合模型的最优参数;最后,根据净负荷预测值的大小得到其对应的预测误差边缘概率分布,实现不确定性表征.本文基于比利时电网的净负荷数据进行检验,算例结果表明:与传统的狄利克雷混合模型和高斯混合模型(Gaussian mixture model,GMM)等方法相比,所提出的基于数据关联狄利克雷混合模型可以更为有效地表征净负荷的不确定性.     

Learning the structure of dynamic Bayesian networks from time series and steady state measurements

Dynamic Bayesian networks (DBN) are a class of graphical models that has become a standard tool for modeling various stochastic time-varying phenomena. In many applications, the primary goal is to infer the network structure from measurement data. Several efficient learning methods have been introduced for the inference of DBNs from time series measurements. Sometimes, however, it is either impossible or impractical to collect time series data, in which case, a common practice is to model the non-time series observations using static Bayesian networks (BN). Such an approach is obviously sub-optimal if the goal is to gain insight into the underlying dynamical model. Here, we introduce Bayesian methods for the inference of DBNs from steady state measurements. We also consider learning the structure of DBNs from a combination of time series and steady state measurements. We introduce two different methods: one that is based on an approximation and another one that provides exact computation. Simulation results demonstrate that dynamic network structures can be learned to an extent from steady state measurements alone and that inference from a combination of steady state and time series data has the potential to improve learning performance relative to the inference from time series data alone.     

基于三维特征参数的贝叶斯推理电路功耗模型

在功耗与信号统计分析的基础上,采用贝叶斯推理技术建立周期精确的功耗宏模型.通过分析信号特征对电路功耗的影响,选择输入信号密度Pin、输入跳变密度Din和输出跳变密度Dout作为贝叶斯推理的三维特征参数,证明了上述特征参数对信号时间和空间相关性信息的覆盖.实验结果表明,该方法较目前的门级功耗分析速度提高400余倍,周期功耗平均误差可以控制在10%以内.     

A hybrid linear-neural model for time series forecasting

This paper considers a linear model with time varying parameters controlled by a neural network to analyze and forecast nonlinear time series. We show that this formulation, called neural coefficient smooth transition autoregressive model, is in close relation to the threshold autoregressive model and the smooth transition autoregressive model with the advantage of naturally incorporating linear multivariate thresholds and smooth transitions between regimes. In our proposal, the neural-network output is used to induce a partition of the input space, with smooth and multivariate thresholds. This also allows the choice of good initial values for the training algorithm.     

Modeling exchange rates: smooth transitions, neural networks, andlinear models

The goal of this paper is to test and model nonlinearities in several monthly exchange rates time series. We apply two different nonlinear alternatives, namely: the artificial neural-network time series model estimated with Bayesian regularization; and a flexible smooth transition specification, called the neuro-coefficient smooth transition autoregression. The linearity test rejects the null hypothesis of linearity in 10 out of 14 series. We compare, using different measures, the forecasting performance of the nonlinear specifications with the linear autoregression and the random walk models.     

基于变分贝叶斯逼近的前向仿射变换点集匹配方法研究

本文建立了两个点集线性匹配过程的贝叶斯模型框架,并利用变分贝叶斯逼近方法对模型点集到场景点集的仿射参数进行估计。该模型利用一个有向图对映射参数、隐藏变量、模型与场景点集的关系进行了描述,并基于有向图给出了各个参数和变量后验概率的迭代估计算法。而且该模型还利用了一个带有各向异性协方差矩阵的高斯模型对场景点集的离群点进行了估计和推理。实验结果表明该模型在鲁棒性和匹配精度方面均获得了良好的效果。     

A reservoir-driven non-stationary hidden Markov model

In this work, we propose a novel approach towards sequential data modeling that leverages the strengths of hidden Markov models and echo-state networks (ESNs) in the context of non-parametric Bayesian inference approaches. We introduce a non-stationary hidden Markov model, the time-dependent state transition probabilities of which are driven by a high-dimensional signal that encodes the whole history of the modeled observations, namely the state vector of a postulated observations-driven ESN reservoir. We derive an efficient inference algorithm for our model under the variational Bayesian paradigm, and we examine the efficacy of our approach considering a number of sequential data modeling applications.     

Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors

In this paper, we propose an integrated sparse Bayesian variable selection in regressions with a large number of possibly highly correlated macroeconomic predictors. The variable selection is performed through the stochastic search variable selection technique. We assign a sparse prior distribution on the regression parameters and a correlation prior distribution for the binary vector. The performance of the proposed variable selection method is illustrated in forecasting one major macroeconomic time series of the US economy. Empirical results show that in terms of absolute forecast error and log predictive likelihood, our proposed method performs better than other three methods.     

A variational Bayesian strategy for solving the DOA estimation problem in sparse array

This paper reformulates the problem of direction-of-arrival (DOA) estimation for sparse array from a variational Bayesian perspective. In this context, we propose a hierarchical prior for the signal coefficients that amounts marginally to a sparsity-inducing penalty in maximum a posterior (MAP) estimation. Further, the specific hierarchy gives rise to a variational inference technique which operates in latent variable space iteratively. Our hierarchical formulation of the prior allow users to model the sparsity of the unknown signal with a high degree, and the corresponding Bayesian algorithm leads to sparse estimators reflecting posterior information beyond the mode. We provide experimental results with synthetic signals and compare with state-of-the-art DOA estimation algorithm, in order to demonstrate the superior performance of the proposed approach.     

Inference in possibilistic network classifiers under uncertain observations

Possibilistic networks, which are compact representations of possibility distributions, are powerful tools for representing and reasoning with uncertain and incomplete information in the framework of possibility theory. They are like Bayesian networks but lie on possibility theory to deal with uncertainty, imprecision and incompleteness. While classification is a very useful task in many real world applications, possibilistic network-based classification issues are not well investigated in general and possibilistic-based classification inference with uncertain observations in particular. In this paper, we address on one hand the theoretical foundations of inference in possibilistic classifiers under uncertain inputs and propose on the other hand a novel efficient algorithm for the inference in possibilistic network-based classification under uncertain observations. We start by studying and analyzing the counterpart of Jeffrey’s rule in the framework of possibility theory. After that, we address the validity of Markov-blanket criterion in the context of possibilistic networks used for classification with uncertain inputs purposes. Finally, we propose a novel algorithm suitable for possibilistic classifiers with uncertain observations without assuming any independence relations between observations. This algorithm guarantees the same results as if classification were performed using the possibilistic counterpart of Jeffrey’s rule. Classification is achieved in polynomial time if the target variable is binary. The basic idea of our algorithm is to only search for totally plausible class instances through a series of equivalent and polynomial transformations applied on the possibilistic classifier taking into account the uncertain observations.     

Hand gesture recognition based on dynamic Bayesian network framework

In this paper, we propose a new method for recognizing hand gestures in a continuous video stream using a dynamic Bayesian network or DBN model. The proposed method of DBN-based inference is preceded by steps of skin extraction and modelling, and motion tracking. Then we develop a gesture model for one- or two-hand gestures. They are used to define a cyclic gesture network for modeling continuous gesture stream. We have also developed a DP-based real-time decoding algorithm for continuous gesture recognition. In our experiments with 10 isolated gestures, we obtained a recognition rate upwards of 99.59% with cross validation. In the case of recognizing continuous stream of gestures, it recorded 84% with the precision of 80.77% for the spotted gestures. The proposed DBN-based hand gesture model and the design of a gesture network model are believed to have a strong potential for successful applications to other related problems such as sign language recognition although it is a bit more complicated requiring analysis of hand shapes.     

Detecting communities and their evolutions in dynamic social networks—a Bayesian approach

Although a large body of work is devoted to finding communities in static social networks, only a few studies examined the dynamics of communities in evolving social networks. In this paper, we propose a dynamic stochastic block model for finding communities and their evolution in a dynamic social network. The proposed model captures the evolution of communities by explicitly modeling the transition of community memberships for individual nodes in the network. Unlike many existing approaches for modeling social networks that estimate parameters by their most likely values (i.e., point estimation), in this study, we employ a Bayesian treatment for parameter estimation that computes the posterior distributions for all the unknown parameters. This Bayesian treatment allows us to capture the uncertainty in parameter values and therefore is more robust to data noise than point estimation. In addition, an efficient algorithm is developed for Bayesian inference to handle large sparse social networks. Extensive experimental studies based on both synthetic data and real-life data demonstrate that our model achieves higher accuracy and reveals more insights in the data than several state-of-the-art algorithms.     

On Bayesian estimation and model comparison of an integrated structural equation model

In this paper, we introduce a Bayesian approach to the estimation and model comparison of an integrated two-level nonlinear structural equation model with mixed continuous, dichotomous, and ordered categorical data that may be missing at random. This general model can accommodate nonlinearities of latent variables and the effects of fixed covariates on measurement and structural equations in within-groups and between-groups models. A sampling-based algorithm that combines the Gibbs sampler and the Metropolis-Hastings algorithm is proposed for posterior simulation. A procedure that utilizes path sampling is implemented to compute the Bayes factor for model comparison under the framework of the proposed integrated model. Empirical performances of Bayesian methodologies are illustrated via analysis of a real example.