检索结果-内蒙古大学图书馆

Bayesian Parameter Inference for Partially Observed Stochastic Volterra Equations

学校读者我要写书评

暂无评论

arXiv 2023年

作者： Jasra, Ajay Ruzayqat, Hamza Wu, Amin Applied Mathematics & Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955 Saudi Arabia

In this article we consider Bayesian parameter inference for a type of partially observed stochastic Volterra equation (SVE). SVEs are found in many areas such as physics and mathematical finance. In the latter field they can be used to represent long memory in unobserved volatility processes. In many cases of practical interest, SVEs must be time-discretized and then parameter inference is based upon the posterior associated to this time-discretized process. Based upon recent studies on time-discretization of SVEs (e.g. [24]) we use Euler-Maruyama methods for the afore-mentioned discretization. We then show how multilevel Markov chain Monte Carlo (MCMC) methods [19] can be applied in this context. In the examples we study, we give a proof that shows that the cost to achieve a 4 mean square error (MSE) of O(ϵ2), ϵ > 0, is O(ϵ− 4/2H+1 ), where H is the Hurst parameter. If one uses a single level MCMC method then the cost is O(ϵ−2(2H+3)/ 2H+1 ) to achieve the same MSE. We illustrate these results in the context of state-space and stochastic volatility models, with the latter applied to real *** Codes 62F15, 62M20, 60J10, 60J22, 65C40 © 2023, CC BY.

关键词： Mean square error

STATISTICAL INFERENCE FOR GAUSSIAN WHITTLE-MATÉRN FIELDS ON METRIC GRAPHS

学校读者我要写书评

暂无评论

arXiv 2023年

作者： Bolin, David Simas, Alexandre B. Wallin, Jonas Statistics Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Saudi Arabia Department of Statistics Lund University Sweden

Whittle-Matérn fields are a recently introduced class of Gaussian processes on metric graphs, which are specified as solutions to a fractional-order stochastic differential equation. Unlike earlier covariance-based approaches for specifying Gaussian fields on metric graphs, the Whittle-Matérn fields are well-defined for any compact metric graph and can provide Gaussian processes with differentiable sample paths. We derive the main statistical properties of the model class, particularly the consistency and asymptotic normality of maximum likelihood estimators of model parameters and the necessary and sufficient conditions for asymptotic optimality properties of linear prediction based on the model with misspecified parameters. The covariance function of the Whittle-Matérn fields is generally unavailable in closed form, and they have therefore been challenging to use for statistical inference. However, we show that for specific values of the fractional exponent, when the fields have Markov properties, likelihood-based inference and spatial prediction can be performed exactly and computationally efficiently. This facilitates using the Whittle-Matérn fields in statistical applications involving big datasets without the need for any approximations. The methods are illustrated via an application to modeling of traffic data, where allowing for differentiable processes dramatically improves the *** Codes Primary 62M30, secondary 62M05, 60G60, 35R02 Copyright © 2023, The Authors. All rights reserved.

关键词： Gaussian distribution

Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes

学校读者我要写书评

暂无评论

arXiv 2023年

作者： Alvarez, Miguel Jasra, Ajay Ruzayqat, Hamza Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955 Saudi Arabia

In this article we consider the filtering problem associated to partially observed diffusions, with observations following a marked point process. In the model, the data form a point process with observation times that have its intensity driven by a diffusion, with the associated marks also depending upon the diffusion process. We assume that one must resort to time-discretizing the diffusion process and develop particle and multilevel particle filters to recursively approximate the filter. In particular, we prove that our multilevel particle filter can achieve a mean square error (MSE) of O(∈2) (∈ > 0 and arbitrary) with a cost of O(∈-2.5) versus using a particle filter which has a cost of O(∈-3) to achieve the same MSE. We then show how this methodology can be extended to give unbiased (that is with no time-discretization error) estimators of the filter, which are proved to have finite variance and with high-probability have finite cost. Finally, we extend our methodology to the problem of online static-parameter estimation. Key words: Unbiased Methods, Multilevel Monte Carlo, Non-Linear Filtering, Point Processes, Parameter *** Codes 60G55, 60G35, 62M20, 62F30 © 2023, CC BY.

关键词： Diffusion

Density Based Spatial Clustering of Applications with Noise and Sentence Bert Embedding for Indonesian Utterance Clustering

学校读者我要写书评

暂无评论

Density Based Spatial Clustering of Applications with Noise ...

computer Science, Information technology and engineering (ICCoSITE), International Conference on

作者： Muhammad Fikri Hasani Yaya Heryadi Yulyani Arifin Lukas Wayan Suparta Computer Science Department BINUS Graduate Program Computer Science School of Computer Science Bina Nusantara University Jakarta Indonesia Computer Science Department BINUS Graduate Program Computer Science Bina Nusantara University Jakarta Indonesia Cognitive Engineering Research Group (CERG) Universitas Katolik Indonesia Atma Jaya Jakarta Indonesia Department of Electrical Engineering Faculty of Industrial Technology Institut Teknologi Nasional Yogyakarta Yogyakarta Indonesia

Task oriented chatbots are a sub-topic related to chatbots, where chatbots will perform certain tasks with specific goals. One part of creating a task-oriented chatbot is doing intent classification. Intent classification is a task of text classification. As in general text classification, the required dataset requires a label to carry out the classification process. To speed up and help the utterance analysis process, there is already a method, namely clustering, and Density-based clustering is a part of clustering that can determine cluster patterns based on arbitrary data, with DBScan as one of its algorithms. This research used 10000 client utterance data of awhatsapp based e-commerce conversation. SentenceBert also used as a state of art sentence embedding. This research yield silhouette score of 0.327 as the best result from eps of 0.1 and MinPts of 95. However, based on the cluster result, sentences labelled as noise can be further clustered. Text Preprocessing, text augmentation and sentence embedding techniques can be explored to increase the cluster performance.

关键词： computer science Art Text categorization Clustering algorithms Oral communication Chatbots Classification algorithms

Generative AI for Unmanned Vehicle Swarms: Challenges, Applications and Opportunities

学校读者我要写书评

暂无评论

arXiv 2024年

作者： Liu, Guangyuan Van Huynh, Nguyen Du, Hongyang Hoang, Dinh Thai Niyato, Dusit Zhu, Kun Kang, Jiawen Xiong, Zehui Jamalipour, Abbas In Kim, Dong The School of Computer Science and Engineering The Energy Research Institute @ NTU Interdisciplinary Graduate Program Nanyang Technological University Singapore The Department of Electrical Engineering and Electronics University of Liverpool Liverpool L69 3GJ United Kingdom The School of Electrical and Data Engineering University of Technology Sydney Australia The School of Computer Science and Engineering Nanyang Technological University Singapore College of Computer Science and Technology Nanjing University of Aeronautics and Astronautics Nanjing China The School of Automation Guangdong University of Technology China The Pillar of Information Systems Technology and Design Singapore University of Technology and Design Singapore The School of Electrical and Information Engineering University of Sydney Australia The College of Information and Communication Engineering Sungkyunkwan University Korea Republic of

With recent advances in artificial intelligence (AI) and robotics, unmanned vehicle swarms have received great attention from both academia and industry due to their potential to provide services that are difficult and dangerous to perform by humans. However, learning and coordinating movements and actions for a large number of unmanned vehicles in complex and dynamic environments introduce significant challenges to conventional AI methods. Generative AI (GAI), with its capabilities in complex data feature extraction, transformation, and enhancement, offers great potential in solving these challenges of unmanned vehicle swarms. For that, this paper aims to provide a comprehensive survey on applications, challenges, and opportunities of GAI in unmanned vehicle swarms. Specifically, we first present an overview of unmanned vehicles and unmanned vehicle swarms as well as their use cases and existing issues. Then, an in-depth background of various GAI techniques together with their capabilities in enhancing unmanned vehicle swarms are provided. After that, we present a comprehensive review on the applications and challenges of GAI in unmanned vehicle swarms with various insights and discussions. Finally, we highlight open issues of GAI in unmanned vehicle swarms and discuss potential research directions. © 2024, CC BY.

关键词： Metadata

Studying Cardiac Electrophysiology via EPSSIM

学校读者我要写书评

暂无评论

Studying Cardiac Electrophysiology via EPSSIM

International Joint Conference on computer Science and Software engineering (JCSSE)

作者： Sujitra Katekarn Noppadon Sisuk Teonchit Nuamchit Kanjana Jittiporn Janjira Payakpate Department of Cardio-thoracic Technology Faculty of Allied Health Sciences Naresuan University Phitsanulok Thailand Program in Computer Engineering Faculty of Industrial Technology Phibunsongkhram Rajabhat University Phitsanulok Thailand Department of Computer Science and Information Technology Faculty of Sciences Naresuan University Phitsanulok Thailand

For Cardio-thoracic technology education program, the focus is on teaching pathophysiology, as well as the interpretation of electrocardiograms (ECG), through case studies. The curriculum includes instruction on treatment options and the use of electrophysiology studies (EP studies) for tachycardia and cardiac ablation. A portion of e-learning resources for ECGs and EP studies are delivered via web-based platforms. However, to date, there have been no e-learning platforms that combine instruction on pathological ECGs, EP study, cardiac ablation, or simulations of EP which would provide a more comprehensive learning experience for students. Therefore, the purpose of this study was to create the electrophysiology study simulator program (EPSSIM), which serves as an e-learning platform for EP studies and ECG. The development started with gathering information about ECG from the medical records of patients at a public hospital. MATLAB was used to generate synthetic heart signals. Microsoft Visual Studio 2019 was used to construct the EPSSIM program. A total of 47 cardio-thoracic technology students who used the program completed a pre-test and post-test and questionnaires. The effectiveness and satisfaction of the EPSSIM program were evaluated. The results showed that participants' scores improved, but the improvement was restricted due to the short time that the students were able to use the system. The participants who completed the satisfaction survey generally indicated satisfaction with the effectiveness of EPSSIM. Overall, the use of the application was beneficial and the application could be successfully used in future to enhance users knowledge.

关键词：

Humming-to-Instrument Conversion based on CycleGAN

学校读者我要写书评

暂无评论

Humming-to-Instrument Conversion based on CycleGAN

2021 International Symposium on Intelligent Signal Processing and Communication Systems, ISPACS 2021

作者： Lai, Wen-Hsing Wang, Siou-Lin Xu, Zhi-Yao National Kaohsiung University of Science and Technology Dept. of Computer and Communication Engineering Kaohsiung Taiwan National Kaohsiung University of Science and Technology Ph.D. Program In Engineering Science and Technology College of Engineering Kaohsiung Taiwan

ISBN: (纸本)9781665419512

In this research, we propose a humming-to-instrument conversion system based on cycle-consistent adversarial networks (CycleGAN) to convert human humming to the sound of viola. This research adjusts the weight of cycle-consistency loss and identity loss to successfully convert the sound. From the experimental results of objective RMSE, the converted audio is more similar to viola compared to the similarity to humming. From the results of subjective MOS, the quality of the converted sound is fair to listeners. © 2021 IEEE.

关键词： Communication systems Signal processing

Identifying New Persons in the Context of the Robocup@Home Competition Using KNN

学校读者我要写书评

暂无评论

Identifying New Persons in the Context of the Robocup@Home C...

IEEE Latin American Robotics Symposium, LARS

作者： David Segalle Gustavo Fardo Armênio Gustavo Fontes Lewin Everson De Souza Silva João Alberto Fabro Computer Engineering Course UTFPR-Federal University of Technology - Paraná Curitiba PR Brazil Computer Engineering Course - UTFPR Curitiba PR Brazil Eletronic Engineering Course - UTFPR Curitiba PR Brazil PPGCA-Graduate Program on Applied Informatics-UTFPR Curitiba PR Brazil

Robocup@Home proposes a challenge related to Person Recognition: after presented, a new ‘operator’ should become ‘immediately’ recognizable by the robot. The presentation procedure may require the operator to correctly interact with the robot, following a certain procedure, as instructed by the robot itself (for example, staying in front of the robot, so that the robot can take pictures of this person). In this paper, we propose the use of the KNN (K-Nearest Neighbor) supervised machine learning algorithm to include a new ‘operator’ in a database of persons recognizable by the robot. This algorithm uses information taken from an image segmentation of the face of the operator. The experiment evaluates how long it takes to include a new operator if the robot has from 1 to 12 current operators, evaluating also how long it takes to include this operator based on 1, 2 or more images of the new operator, taken from slightly different points of view. The results confirm that KNN can be used to ‘present to the robot’ up to 13 new operators, with up to 15 images for each operator, in less than 60 seconds.

关键词：

Predicting the insulating paper state of the power transformer based on XGBoost/LightGBM models

学校读者我要写书评

暂无评论

Scientific Reports 2025年第1期15卷 1-16页

作者： Ghoneim, Sherif S. M. Baz, Mohammed Alzaed, Ali Zewdie, Yohannes Tesfaye Department of Electrical Engineering College of Engineering Taif University Taif 21944 Saudi Arabia Department of Computer Engineering College of Computers and Information Technology Taif University Taif 21944 Saudi Arabia Architectural Engineering Program - Civil Engineering Department Faculty of Engineering Taif University Taif 21944 Saudi Arabia Department of Electrical and Computer Engineering Faculty of Technology Debre Markos University P. BOX 269 Debre Markos Ethiopia

Power transformer plays a crucial role in the power networks. Most of the transformer malfunctions was due to failure in the insulating systems. The utilities keen on the contentious operation of the power network, so early detection of the transformer faults avoiding the undesirable outage of the transformer from the service. The insulating paper state is an indication to the transformer health and aging of it may lead to failure of the transformer, so some periodic and routine test must be performed on the insulting oil to get information about the insulating paper condition. The value of the degree of polymerization (DP) is a key of the insulating paper state. Various recommended tests such as the dissolved gases (DGA), breakdown voltage (BDV), oil interfacial tension (IF), oil acidity (ACI), moisture content (MC), oil color (OC), dielectric loss (Tan δ), and furans concentration specifically (2-furfuraldehyde (2-FAL)) were carried out to correlate between these variables and the DP and then to the insulating oil state. The collected data from these tests were used to supply XGBoost/LightGBM to build artificial intelligence model to predict the insulating paper state. The results indicated that the great ability of the proposed model to predict the insulating state with high accuracy. Of these various configurations for these two classification models, one achieved perfect prediction accuracy (100%) of the insulating paper state prediction accuracy. The other configurations showed accuracy values from 1.0 down to 0.955. © The Author(s) 2025.

关键词： Dissolved gas analysis Furnic compounds Insulating oil Insulating paper Power transformer XGBoost/LightGBM