This paper applies an expectation-maximization (EM) based Kalman smoother (KS) approach for single-trial event-related potential (ERP) estimation. Existing studies assume a Markov diffusion process for the dynamics of...
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ISBN:
(纸本)9781457717871
This paper applies an expectation-maximization (EM) based Kalman smoother (KS) approach for single-trial event-related potential (ERP) estimation. Existing studies assume a Markov diffusion process for the dynamics of ERP parameters which is recursively estimated by optimal filtering approaches such as Kalman filter (KF). However, these studies only consider estimation of ERP state parameters while the model parameters are pre-specified using manual tuning, which is time-consuming for practical usage besides giving suboptimal estimates. We extend the KF approach by adding EM based maximum likelihood estimation of the model parameters to obtain more accurate ERP estimates automatically. We also introduce different model variants by allowing flexibility in the covariance structure of model noises. Optimal model selection is performed based on Akaike Information Criterion (AIC). The method is applied to estimation of chirp-evoked auditory brainstem responses (ABRs) for detection of wave V critical for assessment of hearing loss. Results shows that use of more complex covariances are better estimating inter-trial variability.
Graphical lasso is one of the most used estimators for inferring genetic networks. Despite its diffusion, there are several fields in applied research where the limits of detection of modern measurement technologies m...
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The joint parameter and time-delay estimation problems for a class of nonlinear multirate time-delay system with uncertain output delays are addressed in this paper. The practical process typically has time-delay prop...
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The joint parameter and time-delay estimation problems for a class of nonlinear multirate time-delay system with uncertain output delays are addressed in this paper. The practical process typically has time-delay properties and the process data are often multirate, sampled with output data inevitably corrupted by uncertain delays. The linear parameter varying (LPV) finite impulse response (FIR) multirate time-delay model is initially built to describe the considered system. The problems of over-parameterization and the existence of both continuous model parameters and discrete time-delays have made the conventional maximum likelihood difficult to solve the considered problems. In order to handle these problems, the joint parameter and time-delay estimation for the LPV FIR multirate time-delay model are formulated in the expectation-maximization scheme, and the algorithm to estimate the model parameters and time-delays is derived, simultaneously based on multirate process data. The efficacy of the proposed method is verified through a numerical simulation and a practical chemical plant.
With the help of automated fare collection systems in the metro network, more and more smart card (SC) data has been widely accumulated, which includes abundant information (i.e., Big Data). However, its inability to ...
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With the help of automated fare collection systems in the metro network, more and more smart card (SC) data has been widely accumulated, which includes abundant information (i.e., Big Data). However, its inability to record passengers' transfer information and factors affecting passengers' travel behaviors (e.g., socio-demographics) limits further potential applications. In contrast, self-reported Revealed Preference (RP) data can be collected via questionnaire surveys to include those factors;however, its sample size is usually very small in comparison to SC data. The purpose of this study is to propose a new set of approaches of estimating metro passengers' path choices by combining self-reported RP and SC data. These approaches have the following attractive features. The most important feature is to jointly estimate these two data sets based on a nested model structure with a balance parameter by accommodating different scales of the two data sets. The second feature is that a path choice model is built to incorporate stochastic travel time budget and latent individual risk-averse attitude toward travel time variations, where the former is derived from the latter and the latter is further represented based on a latent variable model with observed individual socio-demographics. The third feature is that an algorithm of combining the two types of data is developed by integrating an expectation-maximization algorithm and a nested logit model estimation method. The above-proposed approaches are examined based on data from Guangzhou Metro, China. The results show the superiority of combined data over single data source in terms of both estimation and forecasting performance.
We propose a heuristic approach to address the general class of optimization problems involving the capacitated clustering of observations consisting of variable values that are realizations from respective probabilit...
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We propose a heuristic approach to address the general class of optimization problems involving the capacitated clustering of observations consisting of variable values that are realizations from respective probability distributions. Based on the expectation-maximization algorithm, our approach unifies Gaussian mixture modeling for clustering analysis and cluster capacity constraints using a posterior regularization framework. To test our algorithm, we consider the capacitated p-median problem in which the observations consist of geographic locations of customers and the corresponding demand of these customers. Our heuristic has superior performance compared to classic geometrical clustering heuristics, with robust performance over a collection of instance types. (C) 2018 Elsevier B.V. All rights reserved.
In signal processing, a large number of samples can be generated by a Monte Carlo method and then encoded as a Gaussian mixture model for compactness in computation, storage, and communication. With a large number of ...
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In signal processing, a large number of samples can be generated by a Monte Carlo method and then encoded as a Gaussian mixture model for compactness in computation, storage, and communication. With a large number of samples to learn from, the computational efficiency of Gaussian mixture learning becomes important. In this paper, we propose a new method of Gaussian mixture learning that works both accurately and efficiently for large datasets. The proposed method combines hierarchical clustering with the expectation-maximization algorithm, with hierarchical clustering providing an initial guess for the expectation-maximization algorithm. We also propose adaptive splitting for hierarchical clustering, which enhances the quality of the initial guess and thus improves both the accuracy and efficiency of the combination. We validate the performance of the proposed method in comparison with existing methods through numerical examples of Gaussian mixture learning and its application to distributed particle filtering. (C) 2018 Elsevier B.V. All rights reserved.
In this paper, the problem of the direction of arrival (DOA) estimation for the multiple input multiple output (MIMO) array system is considered as a real-valued sparse signal recover procedure under the condition of ...
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In this paper, the problem of the direction of arrival (DOA) estimation for the multiple input multiple output (MIMO) array system is considered as a real-valued sparse signal recover procedure under the condition of unknown nonuniform noise. Then, a real-valued covariance vector-based sparse Bayesian learning framework is proposed, in which the reduced dimensional (RD) transformation is utilized to remove the redundant elements of MIMO array system, and a linear transformation is applied to eliminate the influence of unknown non-uniform noise. Then by supposing that the source powers follow an independent prior Gaussian distribution with zero-mean, a real-valued covariance vector-based sparse Bayesian model is formulated. And considering its unknown variance as hyperparameters, they can be estimated by adopting the expectation-maximization algorithm. Finally, the DOA can be achieved according to the spatial spectrum of hyperparameters. Simulation results have demonstrated that our proposed method not only achieves more superior performance but also provides robustness against nonuniform noise, compared with other recently reported sparse signal representation based methods.
In the design process of advanced semiconductor devices, statistical leakage analysis has emerged as a major step due to uncertainties in the leakage current caused by the process variations. In this paper, a novel st...
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In the design process of advanced semiconductor devices, statistical leakage analysis has emerged as a major step due to uncertainties in the leakage current caused by the process variations. In this paper, a novel statistical leakage analysis which uses Gaussian mixture model (GMM) as the density function of leakage current is proposed. To estimate the probability density function, our proposed method clusters the rapidly converged leakage data using the GMM. The GMM can represent any distributions, so it is suitable to estimate the leakage distribution, which varies as the technology node or operating condition changes. In addition, our proposed method (SLA-GMM) defines a terminating condition that guarantees the convergence of the leakage data and prevents the underfitting or overfitting in the GMM modeling process. With sequential addition, SLA-GMM significantly reduced the error that can occur during the addition process. In studies with a goodness-of-fit test, SLA-GMM achieved up to 98% and 94% improvements in the Chi-square static and the K-S static compared with the previous method based on an analytic model.
This paper introduces a robust identification solution for the linear parameter varying Autoregressive Exogenous systems with outlier-contaminated outputs. The Laplace distribution with heavy tails and the expectation...
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This paper introduces a robust identification solution for the linear parameter varying Autoregressive Exogenous systems with outlier-contaminated outputs. The Laplace distribution with heavy tails and the expectationmaximizationalgorithm are combined to build the robust system identification framework. To overcome the obstacles brought by the outliers, the Laplace distribution which can be decomposed into infinite Gaussian components, is applied to mathematically model the system noise. The problem of parameter estimation is solved using the expectationmaximizationalgorithm, and the equations to infer the system model and noise parameters are simultaneously provided in the developed identification method. Finally, the verification tests performed on a numerical example and a mechanical unit are used to prove the validity of the developed identification method.
In this paper, we propose a method to model the relationship between degradation and failure time for a simple step-stress test where the underlying degradation path is linear and different causes of failure are possi...
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In this paper, we propose a method to model the relationship between degradation and failure time for a simple step-stress test where the underlying degradation path is linear and different causes of failure are possible. It is assumed that the intensity function depends only on the degradation value. No assumptions are made about the distribution of the failure times. A simple step-stress test is used to induce failure experimentally and a tampered failure rate model is proposed to describe the effect of the changing stress on the intensities. We assume that some of the products that fail during the test have a cause of failure that is only known to belong to a certain subset of all possible failures. This case is known as masking. In the presence of masking, the maximum likelihood estimates of the model parameters are obtained through the expectation-maximization algorithm by treating the causes of failure as missing values. The effect of incomplete information on the estimation of parameters is studied through a Monte-Carlo simulation. Finally, a real-world example is analysed to illustrate the application of the proposed methods.
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