7,646 research outputs found
GP-SUM. Gaussian Processes Filtering of non-Gaussian Beliefs
This work studies the problem of stochastic dynamic filtering and state
propagation with complex beliefs. The main contribution is GP-SUM, a filtering
algorithm tailored to dynamic systems and observation models expressed as
Gaussian Processes (GP), and to states represented as a weighted sum of
Gaussians. The key attribute of GP-SUM is that it does not rely on
linearizations of the dynamic or observation models, or on unimodal Gaussian
approximations of the belief, hence enables tracking complex state
distributions. The algorithm can be seen as a combination of a sampling-based
filter with a probabilistic Bayes filter. On the one hand, GP-SUM operates by
sampling the state distribution and propagating each sample through the dynamic
system and observation models. On the other hand, it achieves effective
sampling and accurate probabilistic propagation by relying on the GP form of
the system, and the sum-of-Gaussian form of the belief. We show that GP-SUM
outperforms several GP-Bayes and Particle Filters on a standard benchmark. We
also demonstrate its use in a pushing task, predicting with experimental
accuracy the naturally occurring non-Gaussian distributions.Comment: WAFR 2018, 16 pages, 7 figure
Predicting Skin Permeability by means of Computational Approaches : Reliability and Caveats in Pharmaceutical Studies
© 2019 American Chemical Society.The skin is the main barrier between the internal body environment and the external one. The characteristics of this barrier and its properties are able to modify and affect drug delivery and chemical toxicity parameters. Therefore, it is not surprising that permeability of many different compounds has been measured through several in vitro and in vivo techniques. Moreover, many different in silico approaches have been used to identify the correlation between the structure of the permeants and their permeability, to reproduce the skin behavior, and to predict the ability of specific chemicals to permeate this barrier. A significant number of issues, like interlaboratory variability, experimental conditions, data set building rationales, and skin site of origin and hydration, still prevent us from obtaining a definitive predictive skin permeability model. This review wants to show the main advances and the principal approaches in computational methods used to predict this property, to enlighten the main issues that have arisen, and to address the challenges to develop in future research.Peer reviewedFinal Accepted Versio
Random Finite Set Theory and Optimal Control of Large Collaborative Swarms
Controlling large swarms of robotic agents has many challenges including, but
not limited to, computational complexity due to the number of agents,
uncertainty in the functionality of each agent in the swarm, and uncertainty in
the swarm's configuration. This work generalizes the swarm state using Random
Finite Set (RFS) theory and solves the control problem using Model Predictive
Control (MPC) to overcome the aforementioned challenges. Computationally
efficient solutions are obtained via the Iterative Linear Quadratic Regulator
(ILQR). Information divergence is used to define the distance between the swarm
RFS and the desired swarm configuration. Then, a stochastic optimal control
problem is formulated using a modified L2^2 distance. Simulation results using
MPC and ILQR show that swarm intensities converge to a target destination, and
the RFS control formulation can vary in the number of target destinations. ILQR
also provides a more computationally efficient solution to the RFS swarm
problem when compared to the MPC solution. Lastly, the RFS control solution is
applied to a spacecraft relative motion problem showing the viability for this
real-world scenario.Comment: arXiv admin note: text overlap with arXiv:1801.0731
Bayesian Inference on Dynamic Models with Latent Factors
In time series analysis, latent factors are often introduced to model the heterogeneous time evolution of the observed processes. The presence of unobserved components makes the maximum likelihood estimation method more difficult to apply. A Bayesian approach can sometimes be preferable since it permits to treat general state space models and makes easier the simulation based approach to parameters estimation and latent factors filtering. The paper examines economic time series models in a Bayesian perspective focusing, through some examples, on the extraction of the business cycle components. We briefly review some general univariate Bayesian dynamic models and discuss the simulation based techniques, such as Gibbs sampling, adaptive importance sampling and finally suggest the use of the particle filter, for parameter estimation and latent factor extraction.Bayesian Dynamic Models, Simulation Based Inference, Particle Filters, Latent Factors, Business Cycle
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