21,691 research outputs found
Modeling and interpolation of the ambient magnetic field by Gaussian processes
Anomalies in the ambient magnetic field can be used as features in indoor
positioning and navigation. By using Maxwell's equations, we derive and present
a Bayesian non-parametric probabilistic modeling approach for interpolation and
extrapolation of the magnetic field. We model the magnetic field components
jointly by imposing a Gaussian process (GP) prior on the latent scalar
potential of the magnetic field. By rewriting the GP model in terms of a
Hilbert space representation, we circumvent the computational pitfalls
associated with GP modeling and provide a computationally efficient and
physically justified modeling tool for the ambient magnetic field. The model
allows for sequential updating of the estimate and time-dependent changes in
the magnetic field. The model is shown to work well in practice in different
applications: we demonstrate mapping of the magnetic field both with an
inexpensive Raspberry Pi powered robot and on foot using a standard smartphone.Comment: 17 pages, 12 figures, to appear in IEEE Transactions on Robotic
Copula Processes
We define a copula process which describes the dependencies between
arbitrarily many random variables independently of their marginal
distributions. As an example, we develop a stochastic volatility model,
Gaussian Copula Process Volatility (GCPV), to predict the latent standard
deviations of a sequence of random variables. To make predictions we use
Bayesian inference, with the Laplace approximation, and with Markov chain Monte
Carlo as an alternative. We find both methods comparable. We also find our
model can outperform GARCH on simulated and financial data. And unlike GARCH,
GCPV can easily handle missing data, incorporate covariates other than time,
and model a rich class of covariance structures.Comment: 11 pages, 1 table, 1 figure. Submitted for publication. Since last
version: minor edits and reformattin
A Manifesto for the Equifinality Thesis.
This essay discusses some of the issues involved in the identification and predictions of hydrological models given some calibration data. The reasons for the incompleteness of traditional calibration methods are discussed. The argument is made that the potential for multiple acceptable models as representations of hydrological and other environmental systems (the equifinality thesis) should be given more serious consideration than hitherto. It proposes some techniques for an extended GLUE methodology to make it more rigorous and outlines some of the research issues still to be resolved
Proceedings of the 2011 New York Workshop on Computer, Earth and Space Science
The purpose of the New York Workshop on Computer, Earth and Space Sciences is
to bring together the New York area's finest Astronomers, Statisticians,
Computer Scientists, Space and Earth Scientists to explore potential synergies
between their respective fields. The 2011 edition (CESS2011) was a great
success, and we would like to thank all of the presenters and participants for
attending. This year was also special as it included authors from the upcoming
book titled "Advances in Machine Learning and Data Mining for Astronomy". Over
two days, the latest advanced techniques used to analyze the vast amounts of
information now available for the understanding of our universe and our planet
were presented. These proceedings attempt to provide a small window into what
the current state of research is in this vast interdisciplinary field and we'd
like to thank the speakers who spent the time to contribute to this volume.Comment: Author lists modified. 82 pages. Workshop Proceedings from CESS 2011
in New York City, Goddard Institute for Space Studie
- …