Distributed multi-agent Gaussian regression via finite-dimensional approximations

We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with limited computational and communication capabilities and to gather $M$ noisy measurements in total on input locations independently drawn from a known common probability density. The optimal solution would require agents to exchange all the $M$ input locations and measurements and then invert an $M \times M$ matrix, a non-scalable task. Differently, we propose two suboptimal approaches using the first $E$ orthonormal eigenfunctions obtained from the \ac{KL} expansion of the chosen kernel, where typically $E \ll M$. The benefits are that the computation and communication complexities scale with $E$ and not with $M$, and computing the required statistics can be performed via standard average consensus algorithms. We obtain probabilistic non-asymptotic bounds that determine a priori the desired level of estimation accuracy, and new distributed strategies relying on Stein's unbiased risk estimate (SURE) paradigms for tuning the regularization parameters and applicable to generic basis functions (thus not necessarily kernel eigenfunctions) and that can again be implemented via average consensus. The proposed estimators and bounds are finally tested on both synthetic and real field data

Decision-making with gaussian processes: sampling strategies and monte carlo methods

We study Gaussian processes and their application to decision-making in the real world. We begin by reviewing the foundations of Bayesian decision theory and show how these ideas give rise to methods such as Bayesian optimization. We investigate practical techniques for carrying out these strategies, with an emphasis on estimating and maximizing acquisition functions. Finally, we introduce pathwise approaches to conditioning Gaussian processes and demonstrate key benefits for representing random variables in this manner.Open Acces

Machine Learning Aided Stochastic Elastoplastic and Damage Analysis of Functionally Graded Structures

The elastoplastic and damage analyses, which serve as key indicators for the nonlinear performances of engineering structures, have been extensively investigated during the past decades. However, with the development of advanced composite material, such as the functionally graded material (FGM), the nonlinear behaviour evaluations of such advantageous materials still remain tough challenges. Moreover, despite of the assumption that structural system parameters are widely adopted as deterministic, it is already illustrated that the inevitable and mercurial uncertainties of these system properties inherently associate with the concerned structural models and nonlinear analysis process. The existence of such fluctuations potentially affects the actual elastoplastic and damage behaviours of the FGM structures, which leads to the inadequacy between the approximation results with the actual structural safety conditions. Consequently, it is requisite to establish a robust stochastic nonlinear analysis framework complied with the requirements of modern composite engineering practices. In this dissertation, a novel uncertain nonlinear analysis framework, namely the machine leaning aided stochastic elastoplastic and damage analysis framework, is presented herein for FGM structures. The proposed approach is a favorable alternative to determine structural reliability when full-scale testing is not achievable, thus leading to significant eliminations of manpower and computational efforts spent in practical engineering applications. Within the developed framework, a novel extended support vector regression (X-SVR) with Dirichlet feature mapping approach is introduced and then incorporated for the subsequent uncertainty quantification. By successfully establishing the governing relationship between the uncertain system parameters and any concerned structural output, a comprehensive probabilistic profile including means, standard deviations, probability density functions (PDFs), and cumulative distribution functions (CDFs) of the structural output can be effectively established through a sampling scheme. Consequently, by adopting the machine learning aided stochastic elastoplastic and damage analysis framework into real-life engineering application, the advantages of the next generation uncertainty quantification analysis can be highlighted, and appreciable contributions can be delivered to both structural safety evaluation and structural design fields

Autour de la quantification fonctionnelle de processus gaussiens

Cette thèse a pour objectif principal l'étude de résultats asymptotiques autour de la quantification fonctionnelle. Après les résultats obtenus pour Sagna sur le rayon maximal du quantifier optimal en dimension finie, nous cherchons l'asymptotique du rayon maximal en dimension infinie, spécifiquement pour le mouvement brownien. Nous présentons aussi un nouvel algorithme stochastique en dimension finie pour trouver des quantifiers stationnaires. Nous proposons une nouvelle méthode d'estimation pour le paramètre de Hurst dans des processus gaussiens fractionnaires plus robuste pour le calcul numérique que le maximum de vraisemblance en utilisant la décomposition de Karhunen-Loève des processus gaussiens.The purpose of the present thesis is to study the theory of functional quantization for some Gaussian process. Our goal is to investigate some general asymptotic properties of the quantization error and concepts related as the maximal radius of the optimal quantizer. We also develop a new method based on the Karhunen-Loève expansion of fractional Gaussian process to estimate the Hurst parameter associated to this processes. We derive a new stochastic algorithm mainly based on the Competitive Learning Vector Quantization (CLVQ). We examine the convergence of this method and present some numerical results of it behaviour