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Gaussian Process Model (gaussian + process_model)
Selected AbstractsIdentification of continuous-time nonlinear systems by using a gaussian process modelIEEJ TRANSACTIONS ON ELECTRICAL AND ELECTRONIC ENGINEERING, Issue 6 2008Tomohiro Hachino Member Abstract This paper deals with a nonparametric identification of continuous-time nonlinear systems by using a Gaussian process model. Genetic algorithm is applied to train the Gaussian process prior model by minimizing the negative log marginal likelihood of the identification data. The nonlinear term of the objective system is estimated as the predictive mean function of the Gaussian process, and the confidence measure of the estimated nonlinear function is given by the predictive covariance function of the Gaussian process. Copyright © 2008 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc. [source] Quantifying uncertainty in the biospheric carbon flux for England and WalesJOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES A (STATISTICS IN SOCIETY), Issue 1 2008Marc Kennedy Summary., A crucial issue in the current global warming debate is the effect of vegetation and soils on carbon dioxide (CO2) concentrations in the atmosphere. Vegetation can extract CO2 through photosynthesis, but respiration, decay of soil organic matter and disturbance effects such as fire return it to the atmosphere. The balance of these processes is the net carbon flux. To estimate the biospheric carbon flux for England and Wales, we address the statistical problem of inference for the sum of multiple outputs from a complex deterministic computer code whose input parameters are uncertain. The code is a process model which simulates the carbon dynamics of vegetation and soils, including the amount of carbon that is stored as a result of photosynthesis and the amount that is returned to the atmosphere through respiration. The aggregation of outputs corresponding to multiple sites and types of vegetation in a region gives an estimate of the total carbon flux for that region over a period of time. Expert prior opinions are elicited for marginal uncertainty about the relevant input parameters and for correlations of inputs between sites. A Gaussian process model is used to build emulators of the multiple code outputs and Bayesian uncertainty analysis is then used to propagate uncertainty in the input parameters through to uncertainty on the aggregated output. Numerical results are presented for England and Wales in the year 2000. It is estimated that vegetation and soils in England and Wales constituted a net sink of 7.55 Mt C (1 Mt C = 1012 g of carbon) in 2000, with standard deviation 0.56 Mt C resulting from the sources of uncertainty that are considered. [source] Semiparametric inference on a class of Wiener processesJOURNAL OF TIME SERIES ANALYSIS, Issue 2 2009Xiao Wang Abstract., This article studies the estimation of a nonhomogeneous Wiener process model for degradation data. A pseudo-likelihood method is proposed to estimate the unknown parameters. An attractive algorithm is established to compute the estimator under this pseudo-likelihood formulation. We establish the asymptotic properties of the estimator, including consistency, convergence rate and asymptotic distribution. Random effects can be incorporated into the model to represent the heterogeneity of degradation paths by letting the mean function be random. The Wiener process model is extended naturally to a normal inverse Gaussian process model and similar pseudo-likelihood inference is developed. A score test is used to test the presence of the random effects. Simulation studies are conducted to validate the method and we apply our method to a real data set in the area of health structure monitoring. [source] Design and analysis for the Gaussian process model,QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Issue 5 2009Bradley Jones Abstract In an effort to speed the development of new products and processes, many companies are turning to computer simulations to avoid the time and expense of building prototypes. These computer simulations are often complex, taking hours to complete one run. If there are many variables affecting the results of the simulation, then it makes sense to design an experiment to gain the most information possible from a limited number of computer simulation runs. The researcher can use the results of these runs to build a surrogate model of the computer simulation model. The absence of noise is the key difference between computer simulation experiments and experiments in the real world. Since there is no variability in the results of computer experiments, optimal designs, which are based on reducing the variance of some statistic, have questionable utility. Replication, usually a ,good thing', is clearly undesirable in computer experiments. Thus, a new approach to experimentation is necessary. Published in 2009 by John Wiley & Sons, Ltd. [source] Identification of continuous-time nonlinear systems by using a gaussian process modelIEEJ TRANSACTIONS ON ELECTRICAL AND ELECTRONIC ENGINEERING, Issue 6 2008Tomohiro Hachino Member Abstract This paper deals with a nonparametric identification of continuous-time nonlinear systems by using a Gaussian process model. Genetic algorithm is applied to train the Gaussian process prior model by minimizing the negative log marginal likelihood of the identification data. The nonlinear term of the objective system is estimated as the predictive mean function of the Gaussian process, and the confidence measure of the estimated nonlinear function is given by the predictive covariance function of the Gaussian process. Copyright © 2008 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc. [source] | |||||||||||||