15,202 research outputs found
Simultaneous inference for misaligned multivariate functional data
We consider inference for misaligned multivariate functional data that
represents the same underlying curve, but where the functional samples have
systematic differences in shape. In this paper we introduce a new class of
generally applicable models where warping effects are modeled through nonlinear
transformation of latent Gaussian variables and systematic shape differences
are modeled by Gaussian processes. To model cross-covariance between sample
coordinates we introduce a class of low-dimensional cross-covariance structures
suitable for modeling multivariate functional data. We present a method for
doing maximum-likelihood estimation in the models and apply the method to three
data sets. The first data set is from a motion tracking system where the
spatial positions of a large number of body-markers are tracked in
three-dimensions over time. The second data set consists of height and weight
measurements for Danish boys. The third data set consists of three-dimensional
spatial hand paths from a controlled obstacle-avoidance experiment. We use the
developed method to estimate the cross-covariance structure, and use a
classification setup to demonstrate that the method outperforms
state-of-the-art methods for handling misaligned curve data.Comment: 44 pages in total including tables and figures. Additional 9 pages of
supplementary material and reference
Behavioral Modelling of Digital Devices Via Composite Local-Linear State-Space Relations
This paper addresses the generation of accurate and efficient behavioral models of digital ICs. The proposed approach is based on the approximation of the device port characteristics by means of composite local linear state-space relations whose parameters can effectively be estimated from device port transient responses via well-established system identification techniques. The proposedmodels have been proven to overcome some inherent limitations of the state-of-the-art models used so far, and they can effectively be implemented in any commercial tool as Simulation Program with Integrated Circuit Emphasis (SPICE) subcircuits or VHDL-AMS hardware descriptions. A systematic study of the performances of the proposed state-space models is carried out on a synthetic test device. The effectiveness of the proposed approach has been demonstrated on a real application problem involving commercial devices and a data link of a mobile phon
Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models
This tutorial provides a gentle introduction to the particle
Metropolis-Hastings (PMH) algorithm for parameter inference in nonlinear
state-space models together with a software implementation in the statistical
programming language R. We employ a step-by-step approach to develop an
implementation of the PMH algorithm (and the particle filter within) together
with the reader. This final implementation is also available as the package
pmhtutorial in the CRAN repository. Throughout the tutorial, we provide some
intuition as to how the algorithm operates and discuss some solutions to
problems that might occur in practice. To illustrate the use of PMH, we
consider parameter inference in a linear Gaussian state-space model with
synthetic data and a nonlinear stochastic volatility model with real-world
data.Comment: 41 pages, 7 figures. In press for Journal of Statistical Software.
Source code for R, Python and MATLAB available at:
https://github.com/compops/pmh-tutoria
Machine Learning and Integrative Analysis of Biomedical Big Data.
Recent developments in high-throughput technologies have accelerated the accumulation of massive amounts of omics data from multiple sources: genome, epigenome, transcriptome, proteome, metabolome, etc. Traditionally, data from each source (e.g., genome) is analyzed in isolation using statistical and machine learning (ML) methods. Integrative analysis of multi-omics and clinical data is key to new biomedical discoveries and advancements in precision medicine. However, data integration poses new computational challenges as well as exacerbates the ones associated with single-omics studies. Specialized computational approaches are required to effectively and efficiently perform integrative analysis of biomedical data acquired from diverse modalities. In this review, we discuss state-of-the-art ML-based approaches for tackling five specific computational challenges associated with integrative analysis: curse of dimensionality, data heterogeneity, missing data, class imbalance and scalability issues
Spatio-temporal learning with the online finite and infinite echo-state Gaussian processes
Successful biological systems adapt to change. In this paper, we are principally concerned with adaptive systems that operate in environments where data arrives sequentially and is multivariate in nature, for example, sensory streams in robotic systems. We contribute two reservoir inspired methods: 1) the online echostate Gaussian process (OESGP) and 2) its infinite variant, the online infinite echostate Gaussian process (OIESGP) Both algorithms are iterative fixed-budget methods that learn from noisy time series. In particular, the OESGP combines the echo-state network with Bayesian online learning for Gaussian processes. Extending this to infinite reservoirs yields the OIESGP, which uses a novel recursive kernel with automatic relevance determination that enables spatial and temporal feature weighting. When fused with stochastic natural gradient descent, the kernel hyperparameters are iteratively adapted to better model the target system. Furthermore, insights into the underlying system can be gleamed from inspection of the resulting hyperparameters. Experiments on noisy benchmark problems (one-step prediction and system identification) demonstrate that our methods yield high accuracies relative to state-of-the-art methods, and standard kernels with sliding windows, particularly on problems with irrelevant dimensions. In addition, we describe two case studies in robotic learning-by-demonstration involving the Nao humanoid robot and the Assistive Robot Transport for Youngsters (ARTY) smart wheelchair
- ā¦