高斯渐进贝叶斯滤波器

渐进贝叶斯方法将先验分布到后验分布的演化描述为一阶动态系统,通过在伪时间上连续地引入观测信息实现后验状态估计.该方法的一般形式解,即动态系统的时间导数,是难以得到的.本文提出一种高斯型渐进贝叶斯滤波器.首先在线性高斯条件下推导了时间导数的解析解;然后证明了在该条件下,由该解析解确定的一阶动态系统与常量状态估计的Kalman-Bucy滤波器是一致的,且由此导出的高斯渐进贝叶斯滤波器与卡尔曼滤波器是一致的.最后利用一阶Taylor展开推导了滤波器在非线性高斯条件下的近似解表达式,并采用Monte Carlo方法给出了具体实现方法.通过若干仿真算例表明,新滤波器具有较高的精度,且在一定精度条件下的时间复杂度低于一般粒子滤波器.     

Bayesian robust linear dynamic system approach for dynamic process monitoring

In this paper, a Bayesian robust linear dynamic system approach is proposed for process modeling. Traditional linear dynamic system (LDS) constructed with Kalman filter is designed by Gaussian assumption which can be easily violated in non-Gaussian modeling situations, especially those with outliers. To deal with this issue, the conventional Gaussian-based Kalman filter is modified with heavy tailed Student's t-distribution so as to deal with the non-Gaussian noise and modeling outliers. Then, a variational Bayesian expectation maximization (VBEM) algorithm is developed for learning parameters of the robust linear dynamic system. For process monitoring, traditional monitoring scheme are discussed and the residual space monitoring mechanism has been improved. To explore the feasibility and effectiveness, the proposed method is applied for fault detection, with detailed comparative studies with several other methods through the Tennessee Eastman benchmark.     

基于贝叶斯和谐度的特征选择算法

特征选择是高维数据降维的一种关键技术。传统数据降维技术如PCA,只是转化数据的表达形式,不能表达数据的相关程度。近年来提出信息度量方法,使用评价函数表示数据的不确定性程度,虽然能较好地体现数据之间的相关程度,但并没有充分考虑选取的特征对整个样本空间的影响。针对传统方法的不足,提出一种基于贝叶斯和谐度特征选择算法。贝叶斯和谐度来自贝叶斯阴阳和谐学习理论,可以估计整个数据空间的联合概率分布,选取的特征能够较好地反应整个样本空间的变化。根据和谐度的变化来度量类之间的相似度从而得到冗余度较低的特征组合。与传统方法如ReliefF、FCBF等比较后发现,在取同样特征个数的情况下,和谐度度量得到的特征组合对数据分类更有效。     

基于贝叶斯滤波理论的自主机器人自定位方法研究

针对自主机器人定位问题,研究了基于贝叶斯滤波理论的自定位方法,从概率表达的角度介绍了贝叶斯滤波方法各种不同的实现形式,分析了各种不同定位方法的性能,指出了它们的优缺点,并对每种方法的改进方法进行了探讨和分析,最后总结了定位方法的基本特点,并对贝叶斯滤波理论在自主机器人领域中的应用前景进行了展望,探讨了未来的发展方向。     

Gaussian fields for semi-supervised regression and correspondence learning

Gaussian fields (GF) have recently received considerable attention for dimension reduction and semi-supervised classification. In this paper we show how the GF framework can be used for semi-supervised regression on high-dimensional data. We propose an active learning strategy based on entropy minimization and a maximum likelihood model selection method. Furthermore, we show how a recent generalization of the LLE algorithm for correspondence learning can be cast into the GF framework, which obviates the need to choose a representation dimensionality.     

Hybrid learning of Bayesian multinets for binary classification

We propose a scoring criterion, named mixture-based factorized conditional log-likelihood (mfCLL), which allows for efficient hybrid learning of mixtures of Bayesian networks in binary classification tasks. The learning procedure is decoupled in foreground and background learning, being the foreground the single concept of interest that we want to distinguish from a highly complex background. The overall procedure is hybrid as the foreground is discriminatively learned, whereas the background is generatively learned. The learning algorithm is shown to run in polynomial time for network structures such as trees and consistent κ-graphs. To gauge the performance of the mfCLL scoring criterion, we carry out a comparison with state-of-the-art classifiers. Results obtained with a large suite of benchmark datasets show that mfCLL-trained classifiers are a competitive alternative and should be taken into consideration.     

Wiener 状态滤波器设计新方法

基于经典稳态Kalman滤波理论，应用射影理论，对完全可观完全可控的系统提出了设计Wiener状态滤波器的新方法，可统一处理稳定或不稳定系统的最优预报，滤波和平滑问题，估值器具有ARMA递推形式，且具有渐近稳定性，仿真例子说明了该算法的有效性。     

一种优化的贝叶斯估计多传感器数据融合方法

由于来自多个传感器的测量数据总是有一定程度的不确定性和不一致性,采用多传感器数据融合算法将多个节点的测量数据进行数据融合,利用数据的冗余度来减小这种不确定性,得到高可靠性的数据信息。提出了一种优化的贝叶斯估计多传感器数据融合方法,将贝叶斯估计和卡尔曼滤波器结合起来,应用于无线传感网络数据融合中。根据滤波器应用到传感数据、融合数据或者两者的方式,提出3种不同的技术,即:前向滤波法、后向滤波法和前后向滤波法。通过一个实例研究估计移动机器人的位置,验证算法的有效性。实验表明,在集中式和分布式两个方面数据融合体系结构,结合卡尔曼滤波器的贝叶斯融合算法能够有效地解决数据的不确定性和不一致性。     

GP-BayesFilters: Bayesian filtering using Gaussian process prediction and observation models

Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. Key components of each Bayes filter are probabilistic prediction and observation models. This paper shows how non-parametric Gaussian process (GP) regression can be used for learning such models from training data. We also show how Gaussian process models can be integrated into different versions of Bayes filters, namely particle filters and extended and unscented Kalman filters. The resulting GP-BayesFilters can have several advantages over standard (parametric) filters. Most importantly, GP-BayesFilters do not require an accurate, parametric model of the system. Given enough training data, they enable improved tracking accuracy compared to parametric models, and they degrade gracefully with increased model uncertainty. These advantages stem from the fact that GPs consider both the noise in the system and the uncertainty in the model. If an approximate parametric model is available, it can be incorporated into the GP, resulting in further performance improvements. In experiments, we show different properties of GP-BayesFilters using data collected with an autonomous micro-blimp as well as synthetic data.

Online option price forecasting by using unscented Kalman filters and support vector machines

This study develops a hybrid model that combines unscented Kalman filters (UKFs) and support vector machines (SVMs) to implement an online option price predictor. In the hybrid model, the UKF is used to infer latent variables and make a prediction based on the Black–Scholes formula, while the SVM is employed to model the nonlinear residuals between the actual option prices and the UKF predictions. Taking option data traded in Taiwan Futures Exchange, this study examined the forecasting accuracy of the proposed model, and found that the new hybrid model is superior to pure SVM models or hybrid neural network models in terms of three types of options. This model can help investors for reducing their risk in online trading.     

Breast Cancer Diagnosis Using Feature Selection Approaches and Bayesian Optimization

Breast cancer seriously affects many women. If breast cancer is detected at an early stage, it may be cured. This paper proposes a novel classification model based improved machine learning algorithms for diagnosis of breast cancer at its initial stage. It has been used by combining feature selection and Bayesian optimization approaches to build improved machine learning models. Support Vector Machine, K-Nearest Neighbor, Naive Bayes, Ensemble Learning and Decision Tree approaches were used as machine learning algorithms. All experiments were tested on two different datasets, which are Wisconsin Breast Cancer Dataset (WBCD) and Mammographic Breast Cancer Dataset (MBCD). Experiments were implemented to obtain the best classification process. Relief, Least Absolute Shrinkage and Selection Operator (LASSO) and Sequential Forward Selection were used to determine the most relevant features, respectively. The machine learning models were optimized with the help of Bayesian optimization approach to obtain optimal hyperparameter values. Experimental results showed the unified feature selection-hyperparameter optimization method improved the classification performance in all machine learning algorithms. Among the various experiments, LASSO-BO-SVM showed the highest accuracy, precision, recall and F1-score for two datasets (97.95%, 98.28%, 98.28%, 98.28% for MBCD and 98.95%, 97.17%, 100%, 98.56% for MBCD), yielding outperforming results compared to recent studies.     

贝叶斯分类器的判别式参数学习

为了提高贝叶斯分类器的分类性能,针对贝叶斯网络分类器的构成特征,提出一种基于参数集成的贝叶斯分类器判别式参数学习算法PEBNC。该算法将贝叶斯分类器的参数学习视为回归问题,将加法回归模型应用于贝叶斯网络分类器的参数学习,实现贝叶斯分类器的判别式参数学习。实验结果表明,在大多数实验数据上,PEBNC能够明显提高贝叶斯分类器的分类准确率。此外,与一般的贝叶斯集成分类器相比,PEBNC不必存储成员分类器的参数,空间复杂度大大降低。     

视频跟踪算法研究综述

在许多计算机视觉应用领域中,视频跟踪是最基本的任务。尽管有了大量的跟踪算法,但是跟踪算法的鲁棒性仍是具有挑战性的问题。物体的突然运动、目标或者背景外观的改变、目标与目标以及目标与背景的遮挡、非刚性物体的结构、摄像机抖动等问题都是视频跟踪算法设计过程中需要考虑的因素。介绍了视频跟踪算法及其研究进展,综述了现有基本的目标跟踪算法分类,详细描述了每种表示方法,并指出其优缺点。进一步讨论了跟踪的重要性问题,包括目标检测、特征选择、贝叶斯跟踪、在线学习跟踪等。     

基于贝叶斯网络的Android恶意行为检测方法

Android操作系统是市场占有率最高的移动操作系统,基于Android平台的恶意软件也呈现爆发式的增长,而目前仍然没有有效的手段进行Android恶意行为的检测,通过分析Android恶意行为的特点,采用基于贝叶斯网络的机器学习算法进行Android恶意行为的检测,通过静态分析的方法进行Android文件静态特征的提取,将Android恶意应用的静态分析与贝叶斯网络相结合,最后通过使用提出的方法构建贝叶斯网络模型,通过实验验证了提出的Android恶意行为检测模型的有效性。     

A novel view of the variational Bayesian clustering

We prove that the evaluation function of variational Bayesian (VB) clustering algorithms can be described as the log likelihood of given data minus the Kullback–Leibler (KL) divergence between the prior and the posterior of model parameters. In this novel formalism of VB, the evaluation functions can be explicitly interpreted as information criteria for model selection and the KL divergence imposes a heavy penalty on the posterior far from the prior. We derive the update process of the variational Bayesian clustering with finite mixture Student's t-distribution, taking the penalty term for the degree of freedoms into account.     

Automatic classification of grains via pattern recognition techniques

During production, storage and shipment, a crop of feed grain is often contaminated with admixtures of other grains or foreign material. Failure to meet the contractural limits of purity can result in monetary penalties or may prevent completion of the sales transaction. Presently, purity is established by human inspectors. They subject a carefully selected sample to 100 per cent visual inspection.This paper describes part of the development of a high speed, automatic sorting and grading procedure. A recursive learning pattern classification scheme is described which yields an overall accuracy of about 98 per cent.     

基于统计数据与贝叶斯方法的设备识别模型设计

设备指纹是一种在网络中辨识设备的技术。本文基于应用环境中的统计数据与贝叶斯方法提出了一种通过设备指纹计算可信度并且进行设备识别的模型。模型采取分层的动态学习计算方式在现有的数据基础上计算设备可信度。本模型适用于诸如电子商务认证系统等重要互联网应用。本模型较传统的基于静态字符串匹配的设备指纹匹配度计算具有可以动态学习用户环境中的变化,体现不同指纹元素的差异性等优势。     

贝叶斯学习与强化学习结合技术的研究

强化学习的研究需要解决的重要难点之一是:探索未知的动作和采用已知的最优动作之间的平衡。贝叶斯学习是一种基于已知的概率分布和观察到的数据进行推理,做出最优决策的概率手段。因此,把强化学习和贝叶斯学习相结合,使 Agent 可以根据已有的经验和新学到的知识来选择采用何种策略:探索未知的动作还是采用已知的最优动作。本文分别介绍了单 Agent 贝叶斯强化学习方法和多 Agent 贝叶斯强化学习方法:单 Agent 贝叶斯强化学习包括贝叶斯 Q 学习、贝叶斯模型学习以及贝叶斯动态规划等;多 Agent 贝叶斯强化学习包括贝叶斯模仿模型、贝叶斯协同方法以及在不确定下联合形成的贝叶斯学习等。最后,提出了贝叶斯在强化学习中进一步需要解决的问题。     

A parallel and robust object tracking approach synthesizing adaptive Bayesian learning and improved incremental subspace learning

This paper presents a novel tracking algorithm which integrates two complementary trackers. Firstly, an improved Bayesian tracker(B-tracker) with adaptive learning rate is presented. The classification score of B-tracker reflects tracking reliability, and a low score usually results from large appearance change. Therefore, if the score is low, we decrease the learning rate to update the classifier fast so that B-tracker can adapt to the variation and vice versa. In this way, B-tracker is more suitable than its traditional version to solve appearance change problem. Secondly, we present an improved incremental subspace learning method tracker(Stracker). We propose to calculate projected coordinates using maximum posterior probability, which results in a more accurate reconstruction error than traditional subspace learning tracker. Instead of updating at every time, we present a stopstrategy to deal with occlusion problem. Finally, we present an integrated framework(BAST), in which the pair of trackers run in parallel and return two candidate target states separately. For each candidate state, we define a tracking reliability metrics to measure whether the candidate state is reliable or not, and the reliable candidate state will be chosen as the target state at the end of each frame. Experimental results on challenging sequences show that the proposed approach is very robust and effective in comparison to the state-of-the-art trackers.