121 research outputs found

    Online approximations for wind-field models

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    We study online approximations to Gaussian process models for spatially distributed systems. We apply our method to the prediction of wind fields over the ocean surface from scatterometer data. Our approach combines a sequential update of a Gaussian approximation to the posterior with a sparse representation that allows to treat problems with a large number of observations

    Sequential design of computer experiments for the estimation of a probability of failure

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    This paper deals with the problem of estimating the volume of the excursion set of a function f:Rd→Rf:\mathbb{R}^d \to \mathbb{R} above a given threshold, under a probability measure on Rd\mathbb{R}^d that is assumed to be known. In the industrial world, this corresponds to the problem of estimating a probability of failure of a system. When only an expensive-to-simulate model of the system is available, the budget for simulations is usually severely limited and therefore classical Monte Carlo methods ought to be avoided. One of the main contributions of this article is to derive SUR (stepwise uncertainty reduction) strategies from a Bayesian-theoretic formulation of the problem of estimating a probability of failure. These sequential strategies use a Gaussian process model of ff and aim at performing evaluations of ff as efficiently as possible to infer the value of the probability of failure. We compare these strategies to other strategies also based on a Gaussian process model for estimating a probability of failure.Comment: This is an author-generated postprint version. The published version is available at http://www.springerlink.co

    Simultaneous model-based clustering and visualization in the Fisher discriminative subspace

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    Clustering in high-dimensional spaces is nowadays a recurrent problem in many scientific domains but remains a difficult task from both the clustering accuracy and the result understanding points of view. This paper presents a discriminative latent mixture (DLM) model which fits the data in a latent orthonormal discriminative subspace with an intrinsic dimension lower than the dimension of the original space. By constraining model parameters within and between groups, a family of 12 parsimonious DLM models is exhibited which allows to fit onto various situations. An estimation algorithm, called the Fisher-EM algorithm, is also proposed for estimating both the mixture parameters and the discriminative subspace. Experiments on simulated and real datasets show that the proposed approach performs better than existing clustering methods while providing a useful representation of the clustered data. The method is as well applied to the clustering of mass spectrometry data

    Genome-assisted prediction of a quantitative trait measured in parents and progeny: application to food conversion rate in chickens

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    Accuracy of prediction of yet-to-be observed phenotypes for food conversion rate (FCR) in broilers was studied in a genome-assisted selection context. Data consisted of FCR measured on the progeny of 394 sires with SNP information. A Bayesian regression model (Bayes A) and a semi-parametric approach (Reproducing kernel Hilbert Spaces regression, RKHS) using all available SNPs (p = 3481) were compared with a standard linear model in which future performance was predicted using pedigree indexes in the absence of genomic data. The RKHS regression was also tested on several sets of pre-selected SNPs (p = 400) using alternative measures of the information gain provided by the SNPs. All analyses were performed using 333 genotyped sires as training set, and predictions were made on 61 birds as testing set, which were sons of sires in the training set. Accuracy of prediction was measured as the Spearman correlation (rÂŻS) between observed and predicted phenotype, with its confidence interval assessed through a bootstrap approach. A large improvement of genome-assisted prediction (up to an almost 4-fold increase in accuracy) was found relative to pedigree index. Bayes A and RKHS regression were equally accurate (rÂŻS = 0.27) when all 3481 SNPs were included in the model. However, RKHS with 400 pre-selected informative SNPs was more accurate than Bayes A with all SNPs
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