6,795 research outputs found
Coherent frequentism
By representing the range of fair betting odds according to a pair of
confidence set estimators, dual probability measures on parameter space called
frequentist posteriors secure the coherence of subjective inference without any
prior distribution. The closure of the set of expected losses corresponding to
the dual frequentist posteriors constrains decisions without arbitrarily
forcing optimization under all circumstances. This decision theory reduces to
those that maximize expected utility when the pair of frequentist posteriors is
induced by an exact or approximate confidence set estimator or when an
automatic reduction rule is applied to the pair. In such cases, the resulting
frequentist posterior is coherent in the sense that, as a probability
distribution of the parameter of interest, it satisfies the axioms of the
decision-theoretic and logic-theoretic systems typically cited in support of
the Bayesian posterior. Unlike the p-value, the confidence level of an interval
hypothesis derived from such a measure is suitable as an estimator of the
indicator of hypothesis truth since it converges in sample-space probability to
1 if the hypothesis is true or to 0 otherwise under general conditions.Comment: The confidence-measure theory of inference and decision is explicitly
extended to vector parameters of interest. The derivation of upper and lower
confidence levels from valid and nonconservative set estimators is formalize
GP-Localize: Persistent Mobile Robot Localization using Online Sparse Gaussian Process Observation Model
Central to robot exploration and mapping is the task of persistent
localization in environmental fields characterized by spatially correlated
measurements. This paper presents a Gaussian process localization (GP-Localize)
algorithm that, in contrast to existing works, can exploit the spatially
correlated field measurements taken during a robot's exploration (instead of
relying on prior training data) for efficiently and scalably learning the GP
observation model online through our proposed novel online sparse GP. As a
result, GP-Localize is capable of achieving constant time and memory (i.e.,
independent of the size of the data) per filtering step, which demonstrates the
practical feasibility of using GPs for persistent robot localization and
autonomy. Empirical evaluation via simulated experiments with real-world
datasets and a real robot experiment shows that GP-Localize outperforms
existing GP localization algorithms.Comment: 28th AAAI Conference on Artificial Intelligence (AAAI 2014), Extended
version with proofs, 10 page
Estimating the Expected Value of Partial Perfect Information in Health Economic Evaluations using Integrated Nested Laplace Approximation
The Expected Value of Perfect Partial Information (EVPPI) is a
decision-theoretic measure of the "cost" of parametric uncertainty in decision
making used principally in health economic decision making. Despite this
decision-theoretic grounding, the uptake of EVPPI calculations in practice has
been slow. This is in part due to the prohibitive computational time required
to estimate the EVPPI via Monte Carlo simulations. However, recent developments
have demonstrated that the EVPPI can be estimated by non-parametric regression
methods, which have significantly decreased the computation time required to
approximate the EVPPI. Under certain circumstances, high-dimensional Gaussian
Process regression is suggested, but this can still be prohibitively expensive.
Applying fast computation methods developed in spatial statistics using
Integrated Nested Laplace Approximations (INLA) and projecting from a
high-dimensional into a low-dimensional input space allows us to decrease the
computation time for fitting these high-dimensional Gaussian Processes, often
substantially. We demonstrate that the EVPPI calculated using our method for
Gaussian Process regression is in line with the standard Gaussian Process
regression method and that despite the apparent methodological complexity of
this new method, R functions are available in the package BCEA to implement it
simply and efficiently
Coverage and Field Estimation on Bounded Domains by Diffusive Swarms
In this paper, we consider stochastic coverage of bounded domains by a
diffusing swarm of robots that take local measurements of an underlying scalar
field. We introduce three control methodologies with diffusion, advection, and
reaction as independent control inputs. We analyze the diffusion-based control
strategy using standard operator semigroup-theoretic arguments. We show that
the diffusion coefficient can be chosen to be dependent only on the robots'
local measurements to ensure that the swarm density converges to a function
proportional to the scalar field. The boundedness of the domain precludes the
need to impose assumptions on decaying properties of the scalar field at
infinity. Moreover, exponential convergence of the swarm density to the
equilibrium follows from properties of the spectrum of the semigroup generator.
In addition, we use the proposed coverage method to construct a
time-inhomogenous diffusion process and apply the observability of the heat
equation to reconstruct the scalar field over the entire domain from
observations of the robots' random motion over a small subset of the domain. We
verify our results through simulations of the coverage scenario on a 2D domain
and the field estimation scenario on a 1D domain.Comment: To appear in the proceedings of the 55th IEEE Conference on Decision
and Control (CDC 2016
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