Abstract: Bayesian approach can be used for parameter identification and extraction in state space models and its ability for analyzing sequence of data in dynamical system is proved in different literatures. In this paper, adaptive Kalman filter with Bayesian approach for identification of variances in measurement parameter noise is developed. Next, it is applied for estimation of the dynamical state and measurement data in discrete linear dynamical system. This algorithm at each step time estimates noise variance in measurement noise and state of system with Kalman filter. Next, approximation is designed at each step separately and consequently sufficient statistics of the state and noise variances are computed with a fixed-point iteration of an adaptive Kalman filter. Different simulations are applied for showing the influence of noise variance in measurement data on algorithm. Firstly, the effect of noise variance and its distribution on detection and identification performance is simulated in Kalman filter without Bayesian formulation. Then, simulation is applied to adaptive Kalman filter with the ability of noise variance tracking in measurement data. In these simulations, the influence of noise distribution of measurement data in each step is estimated, and true variance of data is obtained by algorithm and is compared in different scenarios. Afterwards, one typical modeling of nonlinear state space model with inducing noise measurement is simulated by this approach. Finally, the performance and the important limitations of this algorithm in these simulations are explained.
Abstract: We present a decision-support tool to assist an operator in the detection and tracking of a suspect vehicle traveling to an unknown target destination. Multiple data sources, such as traffic cameras, traffic information, weather, etc., are integrated and processed in real-time to infer a suspect’s intended destination chosen from a list of pre-determined high-value targets. Previously, we presented our work in the detection and tracking of vehicles using traffic and airborne cameras. Here, we focus on the fusion and processing of that information to predict a suspect’s behavior. The network of cameras is represented by a directional graph, where the edges correspond to direct road connections between the nodes and the edge weights are proportional to the average time it takes to travel from one node to another. For our experiments, we construct our graph based on the greater Los Angeles subset of the Caltrans’s “Performance Measurement System” (PeMS) dataset. We propose a Bayesian approach where a posterior probability for each target is continuously updated based on detections of the suspect in the live video feeds. Additionally, we introduce the concept of ‘soft interventions’, inspired by the field of Causal Inference. Soft interventions are herein defined as interventions that do not immediately interfere with the suspect’s movements; rather, a soft intervention may induce the suspect into making a new decision, ultimately making their intent more transparent. For example, a soft intervention could be temporarily closing a road a few blocks from the suspect’s current location, which may require the suspect to change their current course. The objective of these interventions is to gain the maximum amount of information about the suspect’s intent in the shortest possible time. Our system currently operates in a human-on-the-loop mode where at each step, a set of recommendations are presented to the operator to aid in decision-making. In principle, the system could operate autonomously, only prompting the operator for critical decisions, allowing the system to significantly scale up to larger areas and multiple suspects. Once the intended target is identified with sufficient confidence, the vehicle is reported to the authorities to take further action. Other recommendations include a selection of road closures, i.e., soft interventions, or to continue monitoring. We evaluate the performance of the proposed system using simulated scenarios where the suspect, starting at random locations, takes a noisy shortest path to their intended target. In all scenarios, the suspect’s intended target is unknown to our system. The decision thresholds are selected to maximize the chances of determining the suspect’s intended target in the minimum amount of time and with the smallest number of interventions. We conclude by discussing the limitations of our current approach to motivate a machine learning approach, based on reinforcement learning in order to relax some of the current limiting assumptions.
Abstract: In fields such as neuroscience and especially in cognition modeling of mental processes, uncertainty processing in temporal zone of signal is vital. In this paper, Bayesian online inferences in estimation of change-points location in signal are constructed. This method separated the observed signal into independent series and studies the change and variation of the regime of data locally with related statistical characteristics. We give conditions on simulations of the method when the data characteristics of signals vary, and provide empirical evidence to show the performance of method. It is verified that correlation between series around the change point location and its characteristics such as Signal to Noise Ratios and mean value of signal has important factor on fluctuating in finding proper location of change point. And one of the main contributions of this study is related to representing of these influences of signal statistical characteristics for finding abrupt variation in signal. There are two different structures for simulations which in first case one abrupt change in temporal section of signal is considered with variable position and secondly multiple variations are considered. Finally, influence of statistical characteristic for changing the location of change point is explained in details in simulation results with different artificial signals.
Abstract: The Flash Flood Guidance (FFG) provides the rainfall amount of a given duration necessary to cause flooding. The approach is based on the development of rainfall-runoff curves, which helps us to find out the rainfall amount that would cause flooding. An alternative approach, mostly experimented with Italian Alpine catchments, is based on determining threshold discharges from past events and on finding whether or not an oncoming flood has its magnitude more than some critical discharge thresholds found beforehand. Both approaches suffer from large uncertainties in forecasting flash floods as, due to the simplistic approach followed, the same rainfall amount may or may not cause flooding. This uncertainty leads to the question whether a probabilistic model is preferable over a deterministic one in forecasting flash floods. We propose the use of a Bayesian probabilistic approach in flash flood forecasting. A prior probability of flooding is derived based on historical data. Additional information, such as antecedent moisture condition (AMC) and rainfall amount over any rainfall thresholds are used in computing the likelihood of observing these conditions given a flash flood has occurred. Finally, the posterior probability of flooding is computed using the prior probability and the likelihood. The variation of the computed posterior probability with rainfall amount and AMC presents the suitability of the approach in decision making in an uncertain environment. The methodology has been applied to the Posina basin in Italy. From the promising results obtained, we can conclude that the Bayesian approach in flash flood forecasting provides more realistic forecasting over the FFG.
Abstract: In this paper, a variable multiple dependent state (MDS) sampling plan is developed based on the process capability index using Bayesian approach. The optimal parameters of the developed sampling plan with respect to constraints related to the risk of consumer and producer are presented. Two comparison studies have been done. First, the methods of double sampling model, sampling plan for resubmitted lots and repetitive group sampling (RGS) plan are elaborated and average sample numbers of the developed MDS plan and other classical methods are compared. A comparison study between the developed MDS plan based on Bayesian approach and the exact probability distribution is carried out.
Abstract: We explore the relationship between internal migration
and poverty in Tunisia. We present a methodology combining
potential outcomes approach with multiple imputation to highlight the
effect of internal migration on poverty states. We find that probability
of being poor decreases when leaving the poorest regions (the west
areas) to the richer regions (greater Tunis and the east regions).
Abstract: In this paper, we discuss a Bayesian approach to
quantile autoregressive (QAR) time series model estimation and
forecasting. Together with a combining forecasts technique, we then
predict USD to GBP currency exchange rates. Combined forecasts
contain all the information captured by the fitted QAR models
at different quantile levels and are therefore better than those
obtained from individual models. Our results show that an unequally
weighted combining method performs better than other forecasting
methodology. We found that a median AR model can perform well in
point forecasting when the predictive density functions are symmetric.
However, in practice, using the median AR model alone may involve
the loss of information about the data captured by other QAR models.
We recommend that combined forecasts should be used whenever
possible.
Abstract: This paper discusses the effects of using progressive Type-I right censoring on the design of the Simple Step Accelerated Life testing using Bayesian approach for Weibull life products under the assumption of cumulative exposure model. The optimization criterion used in this paper is to minimize the expected pre-posterior variance of the Pth percentile time of failures. The model variables are the stress changing time and the stress value for the first step. A comparison between the conventional and the progressive Type-I right censoring is provided. The results have shown that the progressive Type-I right censoring reduces the cost of testing on the expense of the test precision when the sample size is small. Moreover, the results have shown that using strong priors or large sample size reduces the sensitivity of the test precision to the censoring proportion. Hence, the progressive Type-I right censoring is recommended in these cases as progressive Type-I right censoring reduces the cost of the test and doesn't affect the precision of the test a lot. Moreover, the results have shown that using direct or indirect priors affects the precision of the test.
Abstract: Image restoration involves elimination of noise. Filtering techniques were adopted so far to restore images since last five decades. In this paper, we consider the problem of image restoration degraded by a blur function and corrupted by random noise. A method for reducing additive noise in images by explicit analysis of local image statistics is introduced and compared to other noise reduction methods. The proposed method, which makes use of an a priori noise model, has been evaluated on various types of images. Bayesian based algorithms and technique of image processing have been described and substantiated with experimentation using MATLAB.
Abstract: Face recognition in the infrared spectrum has attracted a lot of interest in recent years. Many of the techniques used in infrared are based on their visible counterpart, especially linear techniques like PCA and LDA. In this work, we introduce a probabilistic Bayesian framework for face recognition in the infrared spectrum. In the infrared spectrum, variations can occur between face images of the same individual due to pose, metabolic, time changes, etc. Bayesian approaches permit to reduce intrapersonal variation, thus making them very interesting for infrared face recognition. This framework is compared with classical linear techniques. Non linear techniques we developed recently for infrared face recognition are also presented and compared to the Bayesian face recognition framework. A new approach for infrared face extraction based on SVM is introduced. Experimental results show that the Bayesian technique is promising and lead to interesting results in the infrared spectrum when a sufficient number of face images is used in an intrapersonal learning process.
Abstract: Recent years have seen a growing trend towards the
integration of multiple information sources to support large-scale
prediction of protein-protein interaction (PPI) networks in model
organisms. Despite advances in computational approaches, the
combination of multiple “omic" datasets representing the same type
of data, e.g. different gene expression datasets, has not been
rigorously studied. Furthermore, there is a need to further investigate
the inference capability of powerful approaches, such as fullyconnected
Bayesian networks, in the context of the prediction of PPI
networks. This paper addresses these limitations by proposing a
Bayesian approach to integrate multiple datasets, some of which
encode the same type of “omic" data to support the identification of
PPI networks. The case study reported involved the combination of
three gene expression datasets relevant to human heart failure (HF).
In comparison with two traditional methods, Naive Bayesian and
maximum likelihood ratio approaches, the proposed technique can
accurately identify known PPI and can be applied to infer potentially
novel interactions.
Abstract: This paper presents Faults Forecasting System (FFS)
that utilizes statistical forecasting techniques in analyzing process
variables data in order to forecast faults occurrences. FFS is
proposing new idea in detecting faults. Current techniques used in
faults detection are based on analyzing the current status of the
system variables in order to check if the current status is fault or not.
FFS is using forecasting techniques to predict future timing for faults
before it happens. Proposed model is applying subset modeling
strategy and Bayesian approach in order to decrease dimensionality
of the process variables and improve faults forecasting accuracy. A
practical experiment, designed and implemented in Okayama
University, Japan, is implemented, and the comparison shows that
our proposed model is showing high forecasting accuracy and
BEFORE-TIME.
Abstract: In large Internet backbones, Service Providers
typically have to explicitly manage the traffic flows in order to
optimize the use of network resources. This process is often referred
to as Traffic Engineering (TE). Common objectives of traffic
engineering include balance traffic distribution across the network
and avoiding congestion hot spots. Raj P H and SVK Raja designed
the Bayesian network approach to identify congestion hors pots in
MPLS. In this approach for every node in the network the
Conditional Probability Distribution (CPD) is specified. Based on
the CPD the congestion hot spots are identified. Then the traffic can
be distributed so that no link in the network is either over utilized or
under utilized. Although the Bayesian network approach has been
implemented in operational networks, it has a number of well known
scaling issues.
This paper proposes a new approach, which we call the Pragati
(means Progress) Node Popularity (PNP) approach to identify the
congestion hot spots with the network topology alone. In the new
Pragati Node Popularity approach, IP routing runs natively over the
physical topology rather than depending on the CPD of each node as
in Bayesian network. We first illustrate our approach with a simple
network, then present a formal analysis of the Pragati Node
Popularity approach. Our PNP approach shows that for any given
network of Bayesian approach, it exactly identifies the same result
with minimum efforts. We further extend the result to a more
generic one: for any network topology and even though the network
is loopy. A theoretical insight of our result is that the optimal routing
is always shortest path routing with respect to some considerations of
hot spots in the networks.
Abstract: In unsupervised segmentation context, we propose a bi-dimensional hidden Markov chain model (X,Y) that we adapt to the image segmentation problem. The bi-dimensional observed process Y = (Y 1, Y 2) is such that Y 1 represents the noisy image and Y 2 represents a noisy supplementary information on the image, for example a noisy proportion of pixels of the same type in a neighborhood of the current pixel. The proposed model can be seen as a competitive alternative to the Hilbert-Peano scan. We propose a bayesian algorithm to estimate parameters of the considered model. The performance of this algorithm is globally favorable, compared to the bi-dimensional EM algorithm through numerical and visual data.