Variational Bayesian Inference for Nonlinear Hawkes Process with Gaussian Process Self-Effects

Traditionally, Hawkes processes are used to model time-continuous point processes with history dependence. Here, we propose an extended model where the self-effects are of both excitatory and inhibitory types and follow a Gaussian Process. Whereas previous work either relies on a less flexible parameterization of the model, or requires a large amount of data, our formulation allows for both a flexible model and learning when data are scarce. We continue the line of work of Bayesian inference for Hawkes processes, and derive an inference algorithm by performing inference on an aggregated sum of Gaussian Processes. Approximate Bayesian inference is achieved via data augmentation, and we describe a mean-field variational inference approach to learn the model parameters. To demonstrate the flexibility of the model we apply our methodology on data from different domains and compare it to previously reported results.     

Information Field Theory and Artificial Intelligence

Information field theory (IFT), the information theory for fields, is a mathematical framework for signal reconstruction and non-parametric inverse problems. Artificial intelligence (AI) and machine learning (ML) aim at generating intelligent systems, including such for perception, cognition, and learning. This overlaps with IFT, which is designed to address perception, reasoning, and inference tasks. Here, the relation between concepts and tools in IFT and those in AI and ML research are discussed. In the context of IFT, fields denote physical quantities that change continuously as a function of space (and time) and information theory refers to Bayesian probabilistic logic equipped with the associated entropic information measures. Reconstructing a signal with IFT is a computational problem similar to training a generative neural network (GNN) in ML. In this paper, the process of inference in IFT is reformulated in terms of GNN training. In contrast to classical neural networks, IFT based GNNs can operate without pre-training thanks to incorporating expert knowledge into their architecture. Furthermore, the cross-fertilization of variational inference methods used in IFT and ML are discussed. These discussions suggest that IFT is well suited to address many problems in AI and ML research and application.     

基于混合先验分布的贝叶斯因子分析模型

针对现有因子分析模型不能充分融合模型参数信息问题,通过研究因子分析模型的统计结构,构造了参数的混合先验分布;利用贝叶斯定理证明了模型因子载荷阵的条件后验分布为矩阵t分布,协方差阵的条件后验分布为逆Wishart分布.实证研究表明:由于参数先验分布的作用,贝叶斯因子分析结果与传统的因子分析之间存在明显的差异.     

基于贝叶斯学习的关联向量机及其在软测量中的应用

介绍了一种与支持向量机(SVM)函数形式相同的稀疏概率模型--关联向量机(RVM),其训练是在贝叶斯框架下进行的,在处理具有噪声的函数回归时,RVM具有很出色的性能.与SVM相比不仅解更稀疏,而且无需调整模型参数,核函数选择也不受限制.将RVM应用于PTA装置溶剂脱水塔塔顶塔底组分软测量建模,仿真结果表明:该方法预测精度较高,具有一定的应用价值.     

基于故障树分析和贝叶斯网络方法的液压举升机构故障诊断

为应对液压举升机故障原因复杂,诊断方法准确性不高等问题,提出一种基于故障树和贝叶斯网络的液压举升机故障诊断方法。首先建立液压举升机构故障树,然后将故障树转换为贝叶斯网络,利用三角模糊函数表示举升机底事件发生概率,得到底事件模糊概率,将其做为先验概率计算叶节点发生概率,进而求得根节点后验概率以及概率重要度,可快速诊断出故障点。     

动态贝叶斯网精确推理中联合树算法的改进

基于动态贝叶斯网络处理动态不确定性问题的过程中推理是非常重要的,而推理算法的优劣决定推理的执行效率;文章在分析联合树性质的基础上提出一种较简单的3/2片联合树算法,该算法不需要限制消去顺序且只作一次扩展;讨论了算法的复杂度,并作了试验比较。     

固定效应部分线性单指标面板模型的惩罚二次推断估计

单指标面板模型已广泛应用于各学科领域的研究中,其估计方法较为丰富,然而鲜有估计方法将个体内的相关性考虑在内.基于此,本文研究了一类个体内存在相关性的固定效应部分线性单指标面板模型,采用惩罚二次推断函数法和LSDV法相结合的方法对模型进行估计,证明了所得估计量的一致性和渐近正态性.Monte Carlo模拟结果显示其具有...     

基于贝叶斯网络的中医辨证系统

将贝叶斯网络运用于中医辨证系统的研究,以更加量化中医辨证诊断系统.通过将中医体系中的916个证候,51项证素及其构成的1700条证名构成中医辨证贝叶斯网络的节点集,初步建立起中医辨证数据库并通过网络学习,形成中医辨证贝叶斯网络结构及概率表.利用建立的贝叶斯网络中医辨证系统,进行数据计量分析、推理验证证候—证素—证名间的关系,其结果与中医专家经验有很高的吻合性,尽管其仍未能全面反映中医辨证的思维能力.所以贝叶斯网络是对中医辨证进行信息挖掘处理的一种较好方法,可应用于中医人工智能辨证系统的建立.     

A Probabilistic Re-Intepretation of Confidence Scores in Multi-Exit Models

In this paper, we propose a new approach to train a deep neural network with multiple intermediate auxiliary classifiers, branching from it. These ‘multi-exits’ models can be used to reduce the inference time by performing early exit on the intermediate branches, if the confidence of the prediction is higher than a threshold. They rely on the assumption that not all the samples require the same amount of processing to yield a good prediction. In this paper, we propose a way to train jointly all the branches of a multi-exit model without hyper-parameters, by weighting the predictions from each branch with a trained confidence score. Each confidence score is an approximation of the real one produced by the branch, and it is calculated and regularized while training the rest of the model. We evaluate our proposal on a set of image classification benchmarks, using different neural models and early-exit stopping criteria.     

基于显示连通贝叶斯网络的机场塔台地震易损性分析

将基于性能的多维易损性分析方法,结合显示连通贝叶斯网络,应用于机场塔台的多维易损性分析。考虑地震激励的不确定性,通过非线性时程分析获得结构响应数据;将塔台结构分为三个层次,每个层次按包含的层数分为相应的子层次。根据功能特性确定子层次的评价指标和极限状态,建立服从多元对数正态分布的概率地震需求模型;考虑各种极限状态之间的相关性,建立极限状态方程,确定失效域,通过蒙特卡洛法求得构件的超越概率;建立塔台结构的显示连通贝叶斯网络模型,利用层次分析法获得中间节点的条件概率表,利用MATLAB进行贝叶斯网络的推理计算,实现从单一层次的易损性到整体易损性的推理。