Probabilistic Methodology and Techniques for Artefact Conception and Development

The purpose of this paper is to make a state of the art on probabilistic methodology and techniques for artefact conception and development. It is the 8th deliverable of the BIBA (Bayesian Inspired Brain and Artefacts) project. We first present the incompletness problem as the central difficulty that both living creatures and artefacts have to face: how can they perceive, infer, decide and act efficiently with incomplete and uncertain knowledge?. We then introduce a generic probabilistic formalism called Bayesian Programming. This formalism is then used to review the main probabilistic methodology and techniques. This review is organized in 3 parts: first the probabilistic models from Bayesian networks to Kalman filters and from sensor fusion to CAD systems, second the inference techniques and finally the learning and model acquisition and comparison methodologies. We conclude with the perspectives of the BIBA project as they rise from this state of the art

Time Series Analysis of fMRI Data: Spatial Modelling and Bayesian Computation

Time series analysis of fMRI data is an important area of medical statistics for neuroimaging data. The neuroimaging community has embraced mean-field variational Bayes (VB) approximations, which are implemented in Statistical Parametric Mapping (SPM) software. While computationally efficient, the quality of VB approximations remains unclear even though they are commonly used in the analysis of neuroimaging data. For reliable statistical inference, it is important that these approximations be accurate and that users understand the scenarios under which they may not be accurate. We consider this issue for a particular model that includes spatially-varying coefficients. To examine the accuracy of the VB approximation we derive Hamiltonian Monte Carlo (HMC) for this model and conduct simulation studies to compare its performance with VB. As expected we find that the computation time required for VB is considerably less than that for HMC. In settings involving a high or moderate signal-to-noise ratio (SNR) we find that the two approaches produce very similar results suggesting that the VB approximation is useful in this setting. On the other hand, when one considers a low SNR, substantial differences are found, suggesting that the approximation may not be accurate in such cases and we demonstrate that VB produces Bayes estimators with larger mean squared error (MSE). A real application related to face perception is also carried out. Overall, our work clarifies the usefulness of VB for the spatiotemporal analysis of fMRI data, while also pointing out the limitation of VB when the SNR is low and the utility of HMC in this case

Rectified Gaussian Scale Mixtures and the Sparse Non-Negative Least Squares Problem

In this paper, we develop a Bayesian evidence maximization framework to solve the sparse non-negative least squares (S-NNLS) problem. We introduce a family of probability densities referred to as the Rectified Gaussian Scale Mixture (R- GSM) to model the sparsity enforcing prior distribution for the solution. The R-GSM prior encompasses a variety of heavy-tailed densities such as the rectified Laplacian and rectified Student- t distributions with a proper choice of the mixing density. We utilize the hierarchical representation induced by the R-GSM prior and develop an evidence maximization framework based on the Expectation-Maximization (EM) algorithm. Using the EM based method, we estimate the hyper-parameters and obtain a point estimate for the solution. We refer to the proposed method as rectified sparse Bayesian learning (R-SBL). We provide four R- SBL variants that offer a range of options for computational complexity and the quality of the E-step computation. These methods include the Markov chain Monte Carlo EM, linear minimum mean-square-error estimation, approximate message passing and a diagonal approximation. Using numerical experiments, we show that the proposed R-SBL method outperforms existing S-NNLS solvers in terms of both signal and support recovery performance, and is also very robust against the structure of the design matrix.Comment: Under Review by IEEE Transactions on Signal Processin

A General Bayesian Framework for Ellipse-based and Hyperbola-based Damage Localisation in Anisotropic Composite Plates

This paper focuses on Bayesian Lamb wave-based damage localization in structural health monitoring of anisotropic composite materials. A Bayesian framework is applied to take account for uncertainties from experimental time-of-flight measurements and angular dependent group velocity within the composite material. An original parametric analytical expression of the direction dependence of group velocity is proposed and validated numerically and experimentally for anisotropic composite and sandwich plates. This expression is incorporated into time-of-arrival (ToA: ellipse-based) and time-difference-of-arrival (TDoA: hyperbola-based) Bayesian damage localization algorithms. This way, the damage location as well as the group velocity profile are estimated jointly and a priori information taken into consideration. The proposed algorithm is general as it allows to take into account for uncertainties within a Bayesian framework, and to model effects of anisotropy on group velocity. Numerical and experimental results obtained with different damage sizes or locations and for different degrees of anisotropy validate the ability of the proposed algorithm to estimate both the damage location and the group velocity profile as well as the associated confidence intervals. Results highlight the need to consider for anisotropy in order to increase localization accuracy, and to use Bayesian analysis to quantify uncertainties in damage localization.Projet CORALI