Modular Bayesian uncertainty assessment for Structural Health Monitoring

Size: px
Start display at page:

Download "Modular Bayesian uncertainty assessment for Structural Health Monitoring"

Transcription

1 uncertainty assessment for Structural Health Monitoring Warwick Centre for Predictive Modelling André Jesus June 26, 2017 Thesis advisor: Irwanda Laory & Peter Brommer

2 Structural Health Monitoring The BIG picture probabilities Civil and mechanical engineering; Signal processing; Machine learning; Electronics; Information theory; Computer science... André Jesus uncertainty assessment for Structural Health Monitoring 2/14

3 Tasks/Approach/Challenges probabilities Tasks Measurement system design; Damage detection; Structural identification; Data interpretation; Approach Data-driven; Model-based; Challenges Complexity: structure; monitoring; model! uncertainties; Decision-makers need to know how good the model predictions are Model predictions should be accompanied by quantification of uncertainty; André Jesus uncertainty assessment for Structural Health Monitoring 3/14

4 probabilities André Jesus uncertainty assessment for Structural Health Monitoring 4/14

5 Multiple response (mrgp) Workframe for UQ; Reduced computational effort; mrgp: Dataset(X, Y )! non-parametric probabilistic model probabilities Simulations Measurements André Jesus uncertainty assessment for Structural Health Monitoring 5/14

6 Uncertainty quantification probabilities Sources of uncertainty Experimental: Noise; Residual variations Prediction: Parametric; Model discrepancy; Interpolations Bayes Theorem posterior = likelihood prior marginal likelihood specific p( D) = generic p(d )p( ) R p(d )p( )d Y e (X) =Y m (X, ) André Jesus uncertainty assessment for Structural Health Monitoring 6/14

7 Uncertainty quantification André Jesus uncertainty assessment for Structural Health Monitoring 6/14 probabilities Sources of uncertainty Experimental: Noise; Residual variations Prediction: Parametric; Model discrepancy; Interpolations Bayes Theorem posterior = likelihood prior marginal likelihood Measurements Simulations p( D) = Y e (X) =Y m (X, )+ (X)+" Structural Parameters p(d )p( ) R p(d )p( )d Prior information Model Noise Discrepancy Multiple parameters: Markov Chain Monte Carlo methods

8 Setup Experiment TD TC SJ SH, SI, SK SF,SG TB TA, SA SC, SE SB, SD SF 604 TA TC TD SH SI SJ SK SG SA TB SB SC SD 2032 SE 382 probabilities Model André Jesus cross section 406 uncertainty assessment for Structural Health Monitoring [mm] 7/14

9 Results probabilities Strain (µ" B ) Strain (µ" G ) Probability density Prior Likelihood Posterior True K (N/mm) Strain (µ" B ) RMSE (µ") Det. MBA True K (N/mm) PI 95% Prediction Temperature (K) -1-2 PI 95% Prediction -3 Strain (µ" G ) Strain (µ" B ) Strain (µ" G ) PI 95% Prediction true Temperature (K) Temperature (K) PI 95% Prediction -5-5 Measured Temperature (K) Temperature (K) Temperature (K) André Jesus uncertainty assessment for Structural Health Monitoring 8/14

10 Setup André Jesus uncertainty assessment for Structural Health Monitoring 9/14 probabilities Experiment Measurements during a one year span X Temperature; traffic Y Natural frequencies; Mid-span displacement; Model Expansion gap k Side Cables Main Cable Prestress " i SALTASH PLYMOUTH

11 Results probabilities Forces (kn) Year Main cable Side cable Method iterative shape finding iterative shape finding modular A 13% increase in the cables forces was identified André Jesus uncertainty assessment for Structural Health Monitoring 10/14

12 probabilities Credibility of modelling should always be assessed by uncertainty quantification (UQ); Sufficiently informative responses improve UQ of the ; Methodology was applied in reduced and full-scale examples of Structural Health Monitoring, allowing identification of critical parameters; Enhancement of the methodology for multiple parameter identification; Acknowledgementes: EPSRC funding; supervisors & colleagues; Exeter research group; André Jesus uncertainty assessment for Structural Health Monitoring 11/14

13 Thank you for your attention. Questions? André Jesus

14 Workflow André Jesus uncertainty assessment for Structural Health Monitoring 13/14 probabilities 1 Fit model with mrgp Y m (X m, m ) mrgp m 2 Fit discrepancy function with mrgp Z Y e (X e ) mrgp m (X e, )p( )d mrgp 3 Bayes theorem p( D) = p(d )p( ) R p(d )p( )d 4 Predictions with updated metamodel Y e mrgp m +mrgp

15 probabilities André Jesus uncertainty assessment for Structural Health Monitoring 14/14

STA 4273H: Sta-s-cal Machine Learning

STA 4273H: Sta-s-cal Machine Learning STA 4273H: Sta-s-cal Machine Learning Russ Salakhutdinov Department of Computer Science! Department of Statistical Sciences! rsalakhu@cs.toronto.edu! h0p://www.cs.utoronto.ca/~rsalakhu/ Lecture 2 In our

More information

Development of Stochastic Artificial Neural Networks for Hydrological Prediction

Development of Stochastic Artificial Neural Networks for Hydrological Prediction Development of Stochastic Artificial Neural Networks for Hydrological Prediction G. B. Kingston, M. F. Lambert and H. R. Maier Centre for Applied Modelling in Water Engineering, School of Civil and Environmental

More information

A Probabilistic Framework for solving Inverse Problems. Lambros S. Katafygiotis, Ph.D.

A Probabilistic Framework for solving Inverse Problems. Lambros S. Katafygiotis, Ph.D. A Probabilistic Framework for solving Inverse Problems Lambros S. Katafygiotis, Ph.D. OUTLINE Introduction to basic concepts of Bayesian Statistics Inverse Problems in Civil Engineering Probabilistic Model

More information

Bayesian structural identification of a long suspension bridge considering temperature and traffic load effects

Bayesian structural identification of a long suspension bridge considering temperature and traffic load effects Original Article Bayesian structural identification of a long suspension bridge considering temperature and traffic load effects Structural Health Monitoring 1 14 Ó The Author(s) 2018 DOI: 10.1177/1475921718794299

More information

STA414/2104 Statistical Methods for Machine Learning II

STA414/2104 Statistical Methods for Machine Learning II STA414/2104 Statistical Methods for Machine Learning II Murat A. Erdogdu & David Duvenaud Department of Computer Science Department of Statistical Sciences Lecture 3 Slide credits: Russ Salakhutdinov Announcements

More information

Bayesian Regression Linear and Logistic Regression

Bayesian Regression Linear and Logistic Regression When we want more than point estimates Bayesian Regression Linear and Logistic Regression Nicole Beckage Ordinary Least Squares Regression and Lasso Regression return only point estimates But what if we

More information

Overview. Bayesian assimilation of experimental data into simulation (for Goland wing flutter) Why not uncertainty quantification?

Overview. Bayesian assimilation of experimental data into simulation (for Goland wing flutter) Why not uncertainty quantification? Delft University of Technology Overview Bayesian assimilation of experimental data into simulation (for Goland wing flutter), Simao Marques 1. Why not uncertainty quantification? 2. Why uncertainty quantification?

More information

Dynamic System Identification using HDMR-Bayesian Technique

Dynamic System Identification using HDMR-Bayesian Technique Dynamic System Identification using HDMR-Bayesian Technique *Shereena O A 1) and Dr. B N Rao 2) 1), 2) Department of Civil Engineering, IIT Madras, Chennai 600036, Tamil Nadu, India 1) ce14d020@smail.iitm.ac.in

More information

Strong Lens Modeling (II): Statistical Methods

Strong Lens Modeling (II): Statistical Methods Strong Lens Modeling (II): Statistical Methods Chuck Keeton Rutgers, the State University of New Jersey Probability theory multiple random variables, a and b joint distribution p(a, b) conditional distribution

More information

October 2016 v1 12/10/2015 Page 1 of 10

October 2016 v1 12/10/2015 Page 1 of 10 State Section S s Effective October 1, 2016 Overview The tables list the Section S items that will be active on records with a target date on or after October 1, 2016. The active on each item subset code

More information

State Section S Items Effective October 1, 2017

State Section S Items Effective October 1, 2017 State Section S Items Effective October 1, 2017 Overview The tables list the Section S items that will be active on records with a target date on or after October 1, 2017. The active item on each item

More information

Part 1: Expectation Propagation

Part 1: Expectation Propagation Chalmers Machine Learning Summer School Approximate message passing and biomedicine Part 1: Expectation Propagation Tom Heskes Machine Learning Group, Institute for Computing and Information Sciences Radboud

More information

Bayesian Updating: Discrete Priors: Spring

Bayesian Updating: Discrete Priors: Spring Bayesian Updating: Discrete Priors: 18.05 Spring 2017 http://xkcd.com/1236/ Learning from experience Which treatment would you choose? 1. Treatment 1: cured 100% of patients in a trial. 2. Treatment 2:

More information

The connection of dropout and Bayesian statistics

The connection of dropout and Bayesian statistics The connection of dropout and Bayesian statistics Interpretation of dropout as approximate Bayesian modelling of NN http://mlg.eng.cam.ac.uk/yarin/thesis/thesis.pdf Dropout Geoffrey Hinton Google, University

More information

Uncertainty Quantification in Performance Evaluation of Manufacturing Processes

Uncertainty Quantification in Performance Evaluation of Manufacturing Processes Uncertainty Quantification in Performance Evaluation of Manufacturing Processes Manufacturing Systems October 27, 2014 Saideep Nannapaneni, Sankaran Mahadevan Vanderbilt University, Nashville, TN Acknowledgement

More information

Bayesian Networks Inference with Probabilistic Graphical Models

Bayesian Networks Inference with Probabilistic Graphical Models 4190.408 2016-Spring Bayesian Networks Inference with Probabilistic Graphical Models Byoung-Tak Zhang intelligence Lab Seoul National University 4190.408 Artificial (2016-Spring) 1 Machine Learning? Learning

More information

A Statistical Input Pruning Method for Artificial Neural Networks Used in Environmental Modelling

A Statistical Input Pruning Method for Artificial Neural Networks Used in Environmental Modelling A Statistical Input Pruning Method for Artificial Neural Networks Used in Environmental Modelling G. B. Kingston, H. R. Maier and M. F. Lambert Centre for Applied Modelling in Water Engineering, School

More information

Bayesian Inference and MCMC

Bayesian Inference and MCMC Bayesian Inference and MCMC Aryan Arbabi Partly based on MCMC slides from CSC412 Fall 2018 1 / 18 Bayesian Inference - Motivation Consider we have a data set D = {x 1,..., x n }. E.g each x i can be the

More information

Towards a Bayesian model for Cyber Security

Towards a Bayesian model for Cyber Security Towards a Bayesian model for Cyber Security Mark Briers (mbriers@turing.ac.uk) Joint work with Henry Clausen and Prof. Niall Adams (Imperial College London) 27 September 2017 The Alan Turing Institute

More information

The Role of Uncertainty Quantification in Model Verification and Validation. Part 6 NESSUS Exercise Review and Model Calibration

The Role of Uncertainty Quantification in Model Verification and Validation. Part 6 NESSUS Exercise Review and Model Calibration The Role of Uncertainty Quantification in Model Verification and Validation Part 6 NESSUS Exercise Review and Model Calibration 1 Supersolvus Problem Statement 2 Probabilistic Analysis Definition 3 CDF

More information

Approximate Bayesian Computation

Approximate Bayesian Computation Approximate Bayesian Computation Michael Gutmann https://sites.google.com/site/michaelgutmann University of Helsinki and Aalto University 1st December 2015 Content Two parts: 1. The basics of approximate

More information

Application of new Monte Carlo method for inversion of prestack seismic data. Yang Xue Advisor: Dr. Mrinal K. Sen

Application of new Monte Carlo method for inversion of prestack seismic data. Yang Xue Advisor: Dr. Mrinal K. Sen Application of new Monte Carlo method for inversion of prestack seismic data Yang Xue Advisor: Dr. Mrinal K. Sen Overview Motivation Introduction Bayes theorem Stochastic inference methods Methodology

More information

Fast Likelihood-Free Inference via Bayesian Optimization

Fast Likelihood-Free Inference via Bayesian Optimization Fast Likelihood-Free Inference via Bayesian Optimization Michael Gutmann https://sites.google.com/site/michaelgutmann University of Helsinki Aalto University Helsinki Institute for Information Technology

More information

Gaussian Process Approximations of Stochastic Differential Equations

Gaussian Process Approximations of Stochastic Differential Equations Gaussian Process Approximations of Stochastic Differential Equations Cédric Archambeau Centre for Computational Statistics and Machine Learning University College London c.archambeau@cs.ucl.ac.uk CSML

More information

Nonparametric Bayesian Methods (Gaussian Processes)

Nonparametric Bayesian Methods (Gaussian Processes) [70240413 Statistical Machine Learning, Spring, 2015] Nonparametric Bayesian Methods (Gaussian Processes) Jun Zhu dcszj@mail.tsinghua.edu.cn http://bigml.cs.tsinghua.edu.cn/~jun State Key Lab of Intelligent

More information

Bayesian Updating: Discrete Priors: Spring

Bayesian Updating: Discrete Priors: Spring Bayesian Updating: Discrete Priors: 18.05 Spring 2017 http://xkcd.com/1236/ Learning from experience Which treatment would you choose? 1. Treatment 1: cured 100% of patients in a trial. 2. Treatment 2:

More information

Bayesian inference. Fredrik Ronquist and Peter Beerli. October 3, 2007

Bayesian inference. Fredrik Ronquist and Peter Beerli. October 3, 2007 Bayesian inference Fredrik Ronquist and Peter Beerli October 3, 2007 1 Introduction The last few decades has seen a growing interest in Bayesian inference, an alternative approach to statistical inference.

More information

Evaluating the value of structural heath monitoring with longitudinal performance indicators and hazard functions using Bayesian dynamic predictions

Evaluating the value of structural heath monitoring with longitudinal performance indicators and hazard functions using Bayesian dynamic predictions Evaluating the value of structural heath monitoring with longitudinal performance indicators and hazard functions using Bayesian dynamic predictions C. Xing, R. Caspeele, L. Taerwe Ghent University, Department

More information

Assessment of uncertainty in computer experiments: from Universal Kriging to Bayesian Kriging. Céline Helbert, Delphine Dupuy and Laurent Carraro

Assessment of uncertainty in computer experiments: from Universal Kriging to Bayesian Kriging. Céline Helbert, Delphine Dupuy and Laurent Carraro Assessment of uncertainty in computer experiments: from Universal Kriging to Bayesian Kriging., Delphine Dupuy and Laurent Carraro Historical context First introduced in the field of geostatistics (Matheron,

More information

Risk Estimation and Uncertainty Quantification by Markov Chain Monte Carlo Methods

Risk Estimation and Uncertainty Quantification by Markov Chain Monte Carlo Methods Risk Estimation and Uncertainty Quantification by Markov Chain Monte Carlo Methods Konstantin Zuev Institute for Risk and Uncertainty University of Liverpool http://www.liv.ac.uk/risk-and-uncertainty/staff/k-zuev/

More information

Recent Advances in Bayesian Inference Techniques

Recent Advances in Bayesian Inference Techniques Recent Advances in Bayesian Inference Techniques Christopher M. Bishop Microsoft Research, Cambridge, U.K. research.microsoft.com/~cmbishop SIAM Conference on Data Mining, April 2004 Abstract Bayesian

More information

Markov Chain Monte Carlo, Numerical Integration

Markov Chain Monte Carlo, Numerical Integration Markov Chain Monte Carlo, Numerical Integration (See Statistics) Trevor Gallen Fall 2015 1 / 1 Agenda Numerical Integration: MCMC methods Estimating Markov Chains Estimating latent variables 2 / 1 Numerical

More information

Bayesian analysis in nuclear physics

Bayesian analysis in nuclear physics Bayesian analysis in nuclear physics Ken Hanson T-16, Nuclear Physics; Theoretical Division Los Alamos National Laboratory Tutorials presented at LANSCE Los Alamos Neutron Scattering Center July 25 August

More information

Data Analysis Methods

Data Analysis Methods Data Analysis Methods Successes, Opportunities, and Challenges Chad M. Schafer Department of Statistics & Data Science Carnegie Mellon University cschafer@cmu.edu The Astro/Data Science Community LSST

More information

σ(a) = a N (x; 0, 1 2 ) dx. σ(a) = Φ(a) =

σ(a) = a N (x; 0, 1 2 ) dx. σ(a) = Φ(a) = Until now we have always worked with likelihoods and prior distributions that were conjugate to each other, allowing the computation of the posterior distribution to be done in closed form. Unfortunately,

More information

Lecture : Probabilistic Machine Learning

Lecture : Probabilistic Machine Learning Lecture : Probabilistic Machine Learning Riashat Islam Reasoning and Learning Lab McGill University September 11, 2018 ML : Many Methods with Many Links Modelling Views of Machine Learning Machine Learning

More information

This question has three parts, each of which can be answered concisely, but be prepared to explain and justify your concise answer.

This question has three parts, each of which can be answered concisely, but be prepared to explain and justify your concise answer. This question has three parts, each of which can be answered concisely, but be prepared to explain and justify your concise answer. 1. Suppose you have a policy and its action-value function, q, then you

More information

Bayesian rules of probability as principles of logic [Cox] Notation: pr(x I) is the probability (or pdf) of x being true given information I

Bayesian rules of probability as principles of logic [Cox] Notation: pr(x I) is the probability (or pdf) of x being true given information I Bayesian rules of probability as principles of logic [Cox] Notation: pr(x I) is the probability (or pdf) of x being true given information I 1 Sum rule: If set {x i } is exhaustive and exclusive, pr(x

More information

Reliable Condition Assessment of Structures Using Uncertain or Limited Field Modal Data

Reliable Condition Assessment of Structures Using Uncertain or Limited Field Modal Data Reliable Condition Assessment of Structures Using Uncertain or Limited Field Modal Data Mojtaba Dirbaz Mehdi Modares Jamshid Mohammadi 6 th International Workshop on Reliable Engineering Computing 1 Motivation

More information

Tutorial on Probabilistic Programming with PyMC3

Tutorial on Probabilistic Programming with PyMC3 185.A83 Machine Learning for Health Informatics 2017S, VU, 2.0 h, 3.0 ECTS Tutorial 02-04.04.2017 Tutorial on Probabilistic Programming with PyMC3 florian.endel@tuwien.ac.at http://hci-kdd.org/machine-learning-for-health-informatics-course

More information

Bayesian Inference. Anders Gorm Pedersen. Molecular Evolution Group Center for Biological Sequence Analysis Technical University of Denmark (DTU)

Bayesian Inference. Anders Gorm Pedersen. Molecular Evolution Group Center for Biological Sequence Analysis Technical University of Denmark (DTU) Bayesian Inference Anders Gorm Pedersen Molecular Evolution Group Center for Biological Sequence Analysis Technical University of Denmark (DTU) Background: Conditional probability A P (B A) = A,B P (A,

More information

CS Machine Learning Qualifying Exam

CS Machine Learning Qualifying Exam CS Machine Learning Qualifying Exam Georgia Institute of Technology March 30, 2017 The exam is divided into four areas: Core, Statistical Methods and Models, Learning Theory, and Decision Processes. There

More information

Gaussian Processes for Computer Experiments

Gaussian Processes for Computer Experiments Gaussian Processes for Computer Experiments Jeremy Oakley School of Mathematics and Statistics, University of Sheffield www.jeremy-oakley.staff.shef.ac.uk 1 / 43 Computer models Computer model represented

More information

Bayesian Inference: Concept and Practice

Bayesian Inference: Concept and Practice Inference: Concept and Practice fundamentals Johan A. Elkink School of Politics & International Relations University College Dublin 5 June 2017 1 2 3 Bayes theorem In order to estimate the parameters of

More information

Lecture: Gaussian Process Regression. STAT 6474 Instructor: Hongxiao Zhu

Lecture: Gaussian Process Regression. STAT 6474 Instructor: Hongxiao Zhu Lecture: Gaussian Process Regression STAT 6474 Instructor: Hongxiao Zhu Motivation Reference: Marc Deisenroth s tutorial on Robot Learning. 2 Fast Learning for Autonomous Robots with Gaussian Processes

More information

Parameter Estimation. Industrial AI Lab.

Parameter Estimation. Industrial AI Lab. Parameter Estimation Industrial AI Lab. Generative Model X Y w y = ω T x + ε ε~n(0, σ 2 ) σ 2 2 Maximum Likelihood Estimation (MLE) Estimate parameters θ ω, σ 2 given a generative model Given observed

More information

an introduction to bayesian inference

an introduction to bayesian inference with an application to network analysis http://jakehofman.com january 13, 2010 motivation would like models that: provide predictive and explanatory power are complex enough to describe observed phenomena

More information

Density Estimation. Seungjin Choi

Density Estimation. Seungjin Choi Density Estimation Seungjin Choi Department of Computer Science and Engineering Pohang University of Science and Technology 77 Cheongam-ro, Nam-gu, Pohang 37673, Korea seungjin@postech.ac.kr http://mlg.postech.ac.kr/

More information

A variational radial basis function approximation for diffusion processes

A variational radial basis function approximation for diffusion processes A variational radial basis function approximation for diffusion processes Michail D. Vrettas, Dan Cornford and Yuan Shen Aston University - Neural Computing Research Group Aston Triangle, Birmingham B4

More information

Probabilistic Graphical Models

Probabilistic Graphical Models Probabilistic Graphical Models Brown University CSCI 2950-P, Spring 2013 Prof. Erik Sudderth Lecture 13: Learning in Gaussian Graphical Models, Non-Gaussian Inference, Monte Carlo Methods Some figures

More information

Variational Autoencoders

Variational Autoencoders Variational Autoencoders Recap: Story so far A classification MLP actually comprises two components A feature extraction network that converts the inputs into linearly separable features Or nearly linearly

More information

The local dark matter halo density. Riccardo Catena. Institut für Theoretische Physik, Heidelberg

The local dark matter halo density. Riccardo Catena. Institut für Theoretische Physik, Heidelberg The local dark matter halo density Riccardo Catena Institut für Theoretische Physik, Heidelberg 17.05.2010 R. Catena and P. Ullio, arxiv:0907.0018 [astro-ph.co]. To be published in JCAP Riccardo Catena

More information

Variational Methods in Bayesian Deconvolution

Variational Methods in Bayesian Deconvolution PHYSTAT, SLAC, Stanford, California, September 8-, Variational Methods in Bayesian Deconvolution K. Zarb Adami Cavendish Laboratory, University of Cambridge, UK This paper gives an introduction to the

More information

Exercises Tutorial at ICASSP 2016 Learning Nonlinear Dynamical Models Using Particle Filters

Exercises Tutorial at ICASSP 2016 Learning Nonlinear Dynamical Models Using Particle Filters Exercises Tutorial at ICASSP 216 Learning Nonlinear Dynamical Models Using Particle Filters Andreas Svensson, Johan Dahlin and Thomas B. Schön March 18, 216 Good luck! 1 [Bootstrap particle filter for

More information

STAT 499/962 Topics in Statistics Bayesian Inference and Decision Theory Jan 2018, Handout 01

STAT 499/962 Topics in Statistics Bayesian Inference and Decision Theory Jan 2018, Handout 01 STAT 499/962 Topics in Statistics Bayesian Inference and Decision Theory Jan 2018, Handout 01 Nasser Sadeghkhani a.sadeghkhani@queensu.ca There are two main schools to statistical inference: 1-frequentist

More information

Machine Learning. Lecture 4: Regularization and Bayesian Statistics. Feng Li. https://funglee.github.io

Machine Learning. Lecture 4: Regularization and Bayesian Statistics. Feng Li. https://funglee.github.io Machine Learning Lecture 4: Regularization and Bayesian Statistics Feng Li fli@sdu.edu.cn https://funglee.github.io School of Computer Science and Technology Shandong University Fall 207 Overfitting Problem

More information

Learning Bayesian Networks

Learning Bayesian Networks Learning Bayesian Networks Probabilistic Models, Spring 2011 Petri Myllymäki, University of Helsinki V-1 Aspects in learning Learning the parameters of a Bayesian network Marginalizing over all all parameters

More information

A novel determination of the local dark matter density. Riccardo Catena. Institut für Theoretische Physik, Heidelberg

A novel determination of the local dark matter density. Riccardo Catena. Institut für Theoretische Physik, Heidelberg A novel determination of the local dark matter density Riccardo Catena Institut für Theoretische Physik, Heidelberg 28.04.2010 R. Catena and P. Ullio, arxiv:0907.0018 [astro-ph.co]. Riccardo Catena (ITP)

More information

Operational modal analysis using forced excitation and input-output autoregressive coefficients

Operational modal analysis using forced excitation and input-output autoregressive coefficients Operational modal analysis using forced excitation and input-output autoregressive coefficients *Kyeong-Taek Park 1) and Marco Torbol 2) 1), 2) School of Urban and Environment Engineering, UNIST, Ulsan,

More information

Bayesian System Identification based on Hierarchical Sparse Bayesian Learning and Gibbs Sampling with Application to Structural Damage Assessment

Bayesian System Identification based on Hierarchical Sparse Bayesian Learning and Gibbs Sampling with Application to Structural Damage Assessment Bayesian System Identification based on Hierarchical Sparse Bayesian Learning and Gibbs Sampling with Application to Structural Damage Assessment Yong Huang a,b, James L. Beck b,* and Hui Li a a Key Lab

More information

Partially Observable Markov Decision Processes (POMDPs)

Partially Observable Markov Decision Processes (POMDPs) Partially Observable Markov Decision Processes (POMDPs) Sachin Patil Guest Lecture: CS287 Advanced Robotics Slides adapted from Pieter Abbeel, Alex Lee Outline Introduction to POMDPs Locally Optimal Solutions

More information

Introduction Linear Regression Gaussian Process Regression (GPR) Examples Adv. topics Summary. Regression methods

Introduction Linear Regression Gaussian Process Regression (GPR) Examples Adv. topics Summary. Regression methods Regression methods (CIV654 - Machine Learning for Civil Engineers) Professor: James-A. Goulet Département des génies civil, géologique et des mines Chapters 8 Goulet (218). Probabilistic Machine Learning

More information

Introduction to Machine Learning

Introduction to Machine Learning Introduction to Machine Learning Brown University CSCI 1950-F, Spring 2012 Prof. Erik Sudderth Lecture 25: Markov Chain Monte Carlo (MCMC) Course Review and Advanced Topics Many figures courtesy Kevin

More information

Physics 509: Bootstrap and Robust Parameter Estimation

Physics 509: Bootstrap and Robust Parameter Estimation Physics 509: Bootstrap and Robust Parameter Estimation Scott Oser Lecture #20 Physics 509 1 Nonparametric parameter estimation Question: what error estimate should you assign to the slope and intercept

More information

SAMSI Astrostatistics Tutorial. More Markov chain Monte Carlo & Demo of Mathematica software

SAMSI Astrostatistics Tutorial. More Markov chain Monte Carlo & Demo of Mathematica software SAMSI Astrostatistics Tutorial More Markov chain Monte Carlo & Demo of Mathematica software Phil Gregory University of British Columbia 26 Bayesian Logical Data Analysis for the Physical Sciences Contents:

More information

2D Image Processing. Bayes filter implementation: Kalman filter

2D Image Processing. Bayes filter implementation: Kalman filter 2D Image Processing Bayes filter implementation: Kalman filter Prof. Didier Stricker Kaiserlautern University http://ags.cs.uni-kl.de/ DFKI Deutsches Forschungszentrum für Künstliche Intelligenz http://av.dfki.de

More information

Sampling Algorithms for Probabilistic Graphical models

Sampling Algorithms for Probabilistic Graphical models Sampling Algorithms for Probabilistic Graphical models Vibhav Gogate University of Washington References: Chapter 12 of Probabilistic Graphical models: Principles and Techniques by Daphne Koller and Nir

More information

CPSC 540: Machine Learning

CPSC 540: Machine Learning CPSC 540: Machine Learning MCMC and Non-Parametric Bayes Mark Schmidt University of British Columbia Winter 2016 Admin I went through project proposals: Some of you got a message on Piazza. No news is

More information

1 Bayesian Linear Regression (BLR)

1 Bayesian Linear Regression (BLR) Statistical Techniques in Robotics (STR, S15) Lecture#10 (Wednesday, February 11) Lecturer: Byron Boots Gaussian Properties, Bayesian Linear Regression 1 Bayesian Linear Regression (BLR) In linear regression,

More information

Introduction to Systems Analysis and Decision Making Prepared by: Jakub Tomczak

Introduction to Systems Analysis and Decision Making Prepared by: Jakub Tomczak Introduction to Systems Analysis and Decision Making Prepared by: Jakub Tomczak 1 Introduction. Random variables During the course we are interested in reasoning about considered phenomenon. In other words,

More information

CSC 2541: Bayesian Methods for Machine Learning

CSC 2541: Bayesian Methods for Machine Learning CSC 2541: Bayesian Methods for Machine Learning Radford M. Neal, University of Toronto, 2011 Lecture 10 Alternatives to Monte Carlo Computation Since about 1990, Markov chain Monte Carlo has been the dominant

More information

Parametric Models. Dr. Shuang LIANG. School of Software Engineering TongJi University Fall, 2012

Parametric Models. Dr. Shuang LIANG. School of Software Engineering TongJi University Fall, 2012 Parametric Models Dr. Shuang LIANG School of Software Engineering TongJi University Fall, 2012 Today s Topics Maximum Likelihood Estimation Bayesian Density Estimation Today s Topics Maximum Likelihood

More information

Analysis of Regression and Bayesian Predictive Uncertainty Measures

Analysis of Regression and Bayesian Predictive Uncertainty Measures Analysis of and Predictive Uncertainty Measures Dan Lu, Mary C. Hill, Ming Ye Florida State University, dl7f@fsu.edu, mye@fsu.edu, Tallahassee, FL, USA U.S. Geological Survey, mchill@usgs.gov, Boulder,

More information

Machine Learning for Data Science (CS4786) Lecture 24

Machine Learning for Data Science (CS4786) Lecture 24 Machine Learning for Data Science (CS4786) Lecture 24 Graphical Models: Approximate Inference Course Webpage : http://www.cs.cornell.edu/courses/cs4786/2016sp/ BELIEF PROPAGATION OR MESSAGE PASSING Each

More information

Be able to define the following terms and answer basic questions about them:

Be able to define the following terms and answer basic questions about them: CS440/ECE448 Section Q Fall 2017 Final Review Be able to define the following terms and answer basic questions about them: Probability o Random variables, axioms of probability o Joint, marginal, conditional

More information

Learning with Noisy Labels. Kate Niehaus Reading group 11-Feb-2014

Learning with Noisy Labels. Kate Niehaus Reading group 11-Feb-2014 Learning with Noisy Labels Kate Niehaus Reading group 11-Feb-2014 Outline Motivations Generative model approach: Lawrence, N. & Scho lkopf, B. Estimating a Kernel Fisher Discriminant in the Presence of

More information

Lecture 2: From Linear Regression to Kalman Filter and Beyond

Lecture 2: From Linear Regression to Kalman Filter and Beyond Lecture 2: From Linear Regression to Kalman Filter and Beyond Department of Biomedical Engineering and Computational Science Aalto University January 26, 2012 Contents 1 Batch and Recursive Estimation

More information

PART A and ONE question from PART B; or ONE question from PART A and TWO questions from PART B.

PART A and ONE question from PART B; or ONE question from PART A and TWO questions from PART B. Advanced Topics in Machine Learning, GI13, 2010/11 Advanced Topics in Machine Learning, GI13, 2010/11 Answer any THREE questions. Each question is worth 20 marks. Use separate answer books Answer any THREE

More information

SURROGATE PREPOSTERIOR ANALYSES FOR PREDICTING AND ENHANCING IDENTIFIABILITY IN MODEL CALIBRATION

SURROGATE PREPOSTERIOR ANALYSES FOR PREDICTING AND ENHANCING IDENTIFIABILITY IN MODEL CALIBRATION International Journal for Uncertainty Quantification, ():xxx xxx, 0 SURROGATE PREPOSTERIOR ANALYSES FOR PREDICTING AND ENHANCING IDENTIFIABILITY IN MODEL CALIBRATION Zhen Jiang, Daniel W. Apley, & Wei

More information

Bayesian Learning. HT2015: SC4 Statistical Data Mining and Machine Learning. Maximum Likelihood Principle. The Bayesian Learning Framework

Bayesian Learning. HT2015: SC4 Statistical Data Mining and Machine Learning. Maximum Likelihood Principle. The Bayesian Learning Framework HT5: SC4 Statistical Data Mining and Machine Learning Dino Sejdinovic Department of Statistics Oxford http://www.stats.ox.ac.uk/~sejdinov/sdmml.html Maximum Likelihood Principle A generative model for

More information

Learning in Bayesian Networks

Learning in Bayesian Networks Learning in Bayesian Networks Florian Markowetz Max-Planck-Institute for Molecular Genetics Computational Molecular Biology Berlin Berlin: 20.06.2002 1 Overview 1. Bayesian Networks Stochastic Networks

More information

15-780: Graduate Artificial Intelligence. Reinforcement learning (RL)

15-780: Graduate Artificial Intelligence. Reinforcement learning (RL) 15-780: Graduate Artificial Intelligence Reinforcement learning (RL) From MDPs to RL We still use the same Markov model with rewards and actions But there are a few differences: 1. We do not assume we

More information

Bayesian parameter estimation in predictive engineering

Bayesian parameter estimation in predictive engineering Bayesian parameter estimation in predictive engineering Damon McDougall Institute for Computational Engineering and Sciences, UT Austin 14th August 2014 1/27 Motivation Understand physical phenomena Observations

More information

Expectation Propagation for Approximate Bayesian Inference

Expectation Propagation for Approximate Bayesian Inference Expectation Propagation for Approximate Bayesian Inference José Miguel Hernández Lobato Universidad Autónoma de Madrid, Computer Science Department February 5, 2007 1/ 24 Bayesian Inference Inference Given

More information

MCMC: Markov Chain Monte Carlo

MCMC: Markov Chain Monte Carlo I529: Machine Learning in Bioinformatics (Spring 2013) MCMC: Markov Chain Monte Carlo Yuzhen Ye School of Informatics and Computing Indiana University, Bloomington Spring 2013 Contents Review of Markov

More information

VIME: Variational Information Maximizing Exploration

VIME: Variational Information Maximizing Exploration 1 VIME: Variational Information Maximizing Exploration Rein Houthooft, Xi Chen, Yan Duan, John Schulman, Filip De Turck, Pieter Abbeel Reviewed by Zhao Song January 13, 2017 1 Exploration in Reinforcement

More information

COURSE INTRODUCTION. J. Elder CSE 6390/PSYC 6225 Computational Modeling of Visual Perception

COURSE INTRODUCTION. J. Elder CSE 6390/PSYC 6225 Computational Modeling of Visual Perception COURSE INTRODUCTION COMPUTATIONAL MODELING OF VISUAL PERCEPTION 2 The goal of this course is to provide a framework and computational tools for modeling visual inference, motivated by interesting examples

More information

Health utilities' affect you are reported alongside underestimates of uncertainty

Health utilities' affect you are reported alongside underestimates of uncertainty Dr. Kelvin Chan, Medical Oncologist, Associate Scientist, Odette Cancer Centre, Sunnybrook Health Sciences Centre and Dr. Eleanor Pullenayegum, Senior Scientist, Hospital for Sick Children Title: Underestimation

More information

Supplementary Note on Bayesian analysis

Supplementary Note on Bayesian analysis Supplementary Note on Bayesian analysis Structured variability of muscle activations supports the minimal intervention principle of motor control Francisco J. Valero-Cuevas 1,2,3, Madhusudhan Venkadesan

More information

Mobile Robot Localization

Mobile Robot Localization Mobile Robot Localization 1 The Problem of Robot Localization Given a map of the environment, how can a robot determine its pose (planar coordinates + orientation)? Two sources of uncertainty: - observations

More information

Bayesian lithology/fluid inversion comparison of two algorithms

Bayesian lithology/fluid inversion comparison of two algorithms Comput Geosci () 14:357 367 DOI.07/s596-009-9155-9 REVIEW PAPER Bayesian lithology/fluid inversion comparison of two algorithms Marit Ulvmoen Hugo Hammer Received: 2 April 09 / Accepted: 17 August 09 /

More information

Bayesian Networks: Construction, Inference, Learning and Causal Interpretation. Volker Tresp Summer 2016

Bayesian Networks: Construction, Inference, Learning and Causal Interpretation. Volker Tresp Summer 2016 Bayesian Networks: Construction, Inference, Learning and Causal Interpretation Volker Tresp Summer 2016 1 Introduction So far we were mostly concerned with supervised learning: we predicted one or several

More information

CS155: Probability and Computing: Randomized Algorithms and Probabilistic Analysis

CS155: Probability and Computing: Randomized Algorithms and Probabilistic Analysis CS155: Probability and Computing: Randomized Algorithms and Probabilistic Analysis Eli Upfal Eli Upfal@brown.edu Office: 319 TA s: Lorenzo De Stefani and Sorin Vatasoiu cs155tas@cs.brown.edu It is remarkable

More information

Bayesian hierarchical modelling for data assimilation of past observations and numerical model forecasts

Bayesian hierarchical modelling for data assimilation of past observations and numerical model forecasts Bayesian hierarchical modelling for data assimilation of past observations and numerical model forecasts Stan Yip Exeter Climate Systems, University of Exeter c.y.yip@ex.ac.uk Joint work with Sujit Sahu

More information

STA 4273H: Statistical Machine Learning

STA 4273H: Statistical Machine Learning STA 4273H: Statistical Machine Learning Russ Salakhutdinov Department of Statistics! rsalakhu@utstat.toronto.edu! http://www.utstat.utoronto.ca/~rsalakhu/ Sidney Smith Hall, Room 6002 Lecture 7 Approximate

More information

SUPPLEMENTARY INFORMATION

SUPPLEMENTARY INFORMATION SULEENTARY INFORATION doi: 1.138/nmat2469 Supplementary Information for Composite domain walls in a multiferroic perovskite ferrite Yusuke Tokunaga*, Nobuo Furukawa, Hideaki Sakai, Yasujiro Taguchi, Taka-hisa

More information

Bayesian Networks: Construction, Inference, Learning and Causal Interpretation. Volker Tresp Summer 2014

Bayesian Networks: Construction, Inference, Learning and Causal Interpretation. Volker Tresp Summer 2014 Bayesian Networks: Construction, Inference, Learning and Causal Interpretation Volker Tresp Summer 2014 1 Introduction So far we were mostly concerned with supervised learning: we predicted one or several

More information

Principles of Bayesian Inference

Principles of Bayesian Inference Principles of Bayesian Inference Sudipto Banerjee and Andrew O. Finley 2 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department of Forestry & Department

More information

Electricity Demand Probabilistic Forecasting With Quantile Regression Averaging

Electricity Demand Probabilistic Forecasting With Quantile Regression Averaging Electricity Demand Probabilistic Forecasting With Quantile Regression Averaging Bidong Liu, Jakub Nowotarski, Tao Hong, Rafa l Weron Department of Operations Research, Wroc law University of Technology,

More information

Neural Networks for Machine Learning. Lecture 11a Hopfield Nets

Neural Networks for Machine Learning. Lecture 11a Hopfield Nets Neural Networks for Machine Learning Lecture 11a Hopfield Nets Geoffrey Hinton Nitish Srivastava, Kevin Swersky Tijmen Tieleman Abdel-rahman Mohamed Hopfield Nets A Hopfield net is composed of binary threshold

More information