A new parallel expectation-maximization （EM） algorithm is proposed for large databases. The purpose of the algorithm is to accelerate the operation of the EM algorithm. As a well-known algorithm for estimation in ge...A new parallel expectation-maximization （EM） algorithm is proposed for large databases. The purpose of the algorithm is to accelerate the operation of the EM algorithm. As a well-known algorithm for estimation in generic statistical problems, the EM algorithm has been widely used in many domains. But it often requires significant computational resources. So it is needed to develop more elaborate methods to adapt the databases to a large number of records or large dimensionality. The parallel EM algorithm is based on partial Esteps which has the standard convergence guarantee of EM. The algorithm utilizes fully the advantage of parallel computation. It was confirmed that the algorithm obtains about 2.6 speedups in contrast with the standard EM algorithm through its application to large databases. The running time will decrease near linearly when the number of processors increasing.展开更多
An iterative receiver is proposed based on the EM (Expectation-Maximization)algorithm for an OFDM-SDMA (Orthogonal Frequency Division Multiplexing-Space Division Multiple Access) system. By using a few pilots in every...An iterative receiver is proposed based on the EM (Expectation-Maximization)algorithm for an OFDM-SDMA (Orthogonal Frequency Division Multiplexing-Space Division Multiple Access) system. By using a few pilots in every OFDM symbol, both channel estimation and multiuser detection can be simultaneously obtained by iteration. The computer simulation results show this receiver can track channel variations and detect multiuser symbols for different number of users under time-varying multipath channels.展开更多
Efficient iterative unsupervised machine learning involving probabilistic clustering analysis with the expectation-maximization(EM)clustering algorithm is applied to categorize reservoir facies by exploiting latent an...Efficient iterative unsupervised machine learning involving probabilistic clustering analysis with the expectation-maximization(EM)clustering algorithm is applied to categorize reservoir facies by exploiting latent and observable well-log variables from a clastic reservoir in the Majnoon oilfield,southern Iraq.The observable well-log variables consist of conventional open-hole,well-log data and the computer-processed interpretation of gamma rays,bulk density,neutron porosity,compressional sonic,deep resistivity,shale volume,total porosity,and water saturation,from three wells located in the Nahr Umr reservoir.The latent variables include shale volume and water saturation.The EM algorithm efficiently characterizes electrofacies through iterative machine learning to identify the local maximum likelihood estimates(MLE)of the observable and latent variables in the studied dataset.The optimized EM model developed successfully predicts the core-derived facies classification in two of the studied wells.The EM model clusters the data into three distinctive reservoir electrofacies(F1,F2,and F3).F1 represents a gas-bearing electrofacies with low shale volume(Vsh)and water saturation(Sw)and high porosity and permeability values identifying it as an attractive reservoir target.The results of the EM model are validated using nuclear magnetic resonance(NMR)data from the third studied well for which no cores were recovered.The NMR results confirm the effectiveness and accuracy of the EM model in predicting electrofacies.The utilization of the EM algorithm for electrofacies classification/cluster analysis is innovative.Specifically,the clusters it establishes are less rigidly constrained than those derived from the more commonly used K-means clustering method.The EM methodology developed generates dependable electrofacies estimates in the studied reservoir intervals where core samples are not available.Therefore,once calibrated with core data in some wells,the model is suitable for application to other wells that lack core data.展开更多
In standard interval mapping (IM) of quantitative trait loci (QTL), the QTL effect is described by a normal mixture model. When this assumption of normality is violated, the most commonly adopted strategy is to use th...In standard interval mapping (IM) of quantitative trait loci (QTL), the QTL effect is described by a normal mixture model. When this assumption of normality is violated, the most commonly adopted strategy is to use the previous model after data transformation. However, an appropriate transformation may not exist or may be difficult to find. Also this approach can raise interpretation issues. An interesting alternative is to consider a skew-normal mixture model in standard IM, and the resulting method is here denoted as skew-normal IM. This flexible model that includes the usual symmetric normal distribution as a special case is important, allowing continuous variation from normality to non-normality. In this paper we briefly introduce the main peculiarities of the skew-normal distribution. The maximum likelihood estimates of parameters of the skew-normal distribution are obtained by the expectation-maximization (EM) algorithm. The proposed model is illustrated with real data from an intercross experiment that shows a significant departure from the normality assumption. The performance of the skew-normal IM is assessed via stochastic simulation. The results indicate that the skew-normal IM has higher power for QTL detection and better precision of QTL location as compared to standard IM and nonparametric IM.展开更多
We propose a robust visual tracking framework based on particle filter to deal with the object appearance changes due to varying illumination, pose variantions, and occlusions. We mainly improve the observation model ...We propose a robust visual tracking framework based on particle filter to deal with the object appearance changes due to varying illumination, pose variantions, and occlusions. We mainly improve the observation model and re-sampling process in a particle filter. We use on-line updating appearance model, affine transformation, and M-estimation to construct an adaptive observation model. On-line updating appearance model can adapt to the changes of illumination partially. Affine transformation-based similarity measurement is introduced to tackle pose variantions, and M-estimation is used to handle the occluded object in computing observation likelihood. To take advantage of the most recent observation and produce a suboptimal Gaussian proposal distribution, we incorporate Kalman filter into a particle filter to enhance the performance of the resampling process. To estimate the posterior probability density properly with lower computational complexity, we only employ a single Kalman filter to propagate Gaussian distribution. Experimental results have demonstrated the effectiveness and robustness of the proposed algorithm by tracking visual objects in the recorded video sequences.展开更多
This paper is concerned about studying modeling-based methods in cluster analysis to classify data elements into clusters and thus dealing with time series in view of this classification to choose the appropriate mixe...This paper is concerned about studying modeling-based methods in cluster analysis to classify data elements into clusters and thus dealing with time series in view of this classification to choose the appropriate mixed model. The mixture-model cluster analysis technique under different covariance structures of the component densities is presented. This model is used to capture the compactness, orientation, shape, and the volume of component clusters in one expert system to handle Gaussian high dimensional heterogeneous data set. To achieve flexibility in currently practiced cluster analysis techniques. The Expectation-Maximization (EM) algorithm is considered to estimate the parameter of the covariance matrix. To judge the goodness of the models, some criteria are used. These criteria are for the covariance matrix produced by the simulation. These models have not been tackled in previous studies. The results showed the superiority criterion ICOMP PEU to other criteria.<span> </span><span>This is in addition to the success of the model based on Gaussian clusters in the prediction by using covariance matrices used in this study. The study also found the possibility of determining the optimal number of clusters by choosing the number of clusters corresponding to lower values </span><span><span><span>for the different criteria used in the study</span></span></span><span><span><span>.展开更多
In target tracking, the measurements collected by sensors can be biased in some real scenarios, e.g., due to systematic error. To accurately estimate the target trajectory, it is essential that the measurement bias be...In target tracking, the measurements collected by sensors can be biased in some real scenarios, e.g., due to systematic error. To accurately estimate the target trajectory, it is essential that the measurement bias be identified in the first place. We investigate the iterative bias estimation process based on the expectation-maximization（EM）algorithm, for cases where sufficiently large numbers of measurements are at hand. With the assistance of extended Kalman filtering and smoothing, we derive two EM estimation processes to estimate the measurement bias which is formulated as a random variable in one state-space model and a constant value in another. More importantly,we theoretically derive the global convergence result of the EM-based measurement bias estimation and reveal the link between the two proposed EM estimation processes in the respective state-space models. It is found that the bias estimate in the second state-space model is more accurate and of less complexity. Furthermore, the EM-based iterative estimation converges faster in the second state-space model than in the first one. As a byproduct, the target trajectory can be simultaneously estimated with the measurement bias, after processing a batch of measurements.These results are confirmed by our simulations.展开更多
Sea-crossing bridges have attracted considerable attention in recent years as an increasing number of projects have been constructed worldwide.Situated in the coastal area,sea-crossing bridges are subjected to a harsh...Sea-crossing bridges have attracted considerable attention in recent years as an increasing number of projects have been constructed worldwide.Situated in the coastal area,sea-crossing bridges are subjected to a harsh environment(e.g.strong winds,possible ship collisions,and tidal waves)and their performance can deteriorate quickly and severely.To enhance safety and serviceability,it is a routine process to conduct vibration tests to identify modal properties(e.g.natural frequencies,damping ratios,and mode shapes)and to monitor their long-term variation for the purpose of early-damage alert.Operational modal analysis(OMA)provides a feasible way to investigate the modal properties even when the cross-sea bridges are in their operation condition.In this study,we focus on the OMA of cable-stayed bridges,because they are usually long-span and flexible to have extremely low natural frequencies.It challenges experimental capability(e.g.instrumentation and budgeting)and modal identification techniques(e.g.low frequency and closely spaced modes).This paper presents a modal survey of a cable-stayed sea-crossing bridge spanning 218 m+620 m+218 m.The bridge is located in the typhoon-prone area of the northwestern Pacific Ocean.Ambient vibration data was collected for 24 h.A Bayesian fast Fourier transform modal identification method incorporating an expectation-maximization algorithm is applied for modal analysis,in which the modal parameters and associated identification uncertainties are both addressed.Nineteen modes,including 15 translational modes and four torsional modes,are identified within the frequency range of[0,2.5 Hz].展开更多
基金the National Natural Science Foundation of China(79990584)
文摘A new parallel expectation-maximization （EM） algorithm is proposed for large databases. The purpose of the algorithm is to accelerate the operation of the EM algorithm. As a well-known algorithm for estimation in generic statistical problems, the EM algorithm has been widely used in many domains. But it often requires significant computational resources. So it is needed to develop more elaborate methods to adapt the databases to a large number of records or large dimensionality. The parallel EM algorithm is based on partial Esteps which has the standard convergence guarantee of EM. The algorithm utilizes fully the advantage of parallel computation. It was confirmed that the algorithm obtains about 2.6 speedups in contrast with the standard EM algorithm through its application to large databases. The running time will decrease near linearly when the number of processors increasing.
基金Supported by the National Natural Science Foundation of China (No. 60272079)
文摘An iterative receiver is proposed based on the EM (Expectation-Maximization)algorithm for an OFDM-SDMA (Orthogonal Frequency Division Multiplexing-Space Division Multiple Access) system. By using a few pilots in every OFDM symbol, both channel estimation and multiuser detection can be simultaneously obtained by iteration. The computer simulation results show this receiver can track channel variations and detect multiuser symbols for different number of users under time-varying multipath channels.
文摘Efficient iterative unsupervised machine learning involving probabilistic clustering analysis with the expectation-maximization(EM)clustering algorithm is applied to categorize reservoir facies by exploiting latent and observable well-log variables from a clastic reservoir in the Majnoon oilfield,southern Iraq.The observable well-log variables consist of conventional open-hole,well-log data and the computer-processed interpretation of gamma rays,bulk density,neutron porosity,compressional sonic,deep resistivity,shale volume,total porosity,and water saturation,from three wells located in the Nahr Umr reservoir.The latent variables include shale volume and water saturation.The EM algorithm efficiently characterizes electrofacies through iterative machine learning to identify the local maximum likelihood estimates(MLE)of the observable and latent variables in the studied dataset.The optimized EM model developed successfully predicts the core-derived facies classification in two of the studied wells.The EM model clusters the data into three distinctive reservoir electrofacies(F1,F2,and F3).F1 represents a gas-bearing electrofacies with low shale volume(Vsh)and water saturation(Sw)and high porosity and permeability values identifying it as an attractive reservoir target.The results of the EM model are validated using nuclear magnetic resonance(NMR)data from the third studied well for which no cores were recovered.The NMR results confirm the effectiveness and accuracy of the EM model in predicting electrofacies.The utilization of the EM algorithm for electrofacies classification/cluster analysis is innovative.Specifically,the clusters it establishes are less rigidly constrained than those derived from the more commonly used K-means clustering method.The EM methodology developed generates dependable electrofacies estimates in the studied reservoir intervals where core samples are not available.Therefore,once calibrated with core data in some wells,the model is suitable for application to other wells that lack core data.
基金Project supported in part by Foundation for Science and Technology(FCT) (No.SFRD/BD/5987/2001)the Operational ProgramScience,Technology,and Innovation of the FCT,co-financed by theEuropean Regional Development Fund (ERDF)
文摘In standard interval mapping (IM) of quantitative trait loci (QTL), the QTL effect is described by a normal mixture model. When this assumption of normality is violated, the most commonly adopted strategy is to use the previous model after data transformation. However, an appropriate transformation may not exist or may be difficult to find. Also this approach can raise interpretation issues. An interesting alternative is to consider a skew-normal mixture model in standard IM, and the resulting method is here denoted as skew-normal IM. This flexible model that includes the usual symmetric normal distribution as a special case is important, allowing continuous variation from normality to non-normality. In this paper we briefly introduce the main peculiarities of the skew-normal distribution. The maximum likelihood estimates of parameters of the skew-normal distribution are obtained by the expectation-maximization (EM) algorithm. The proposed model is illustrated with real data from an intercross experiment that shows a significant departure from the normality assumption. The performance of the skew-normal IM is assessed via stochastic simulation. The results indicate that the skew-normal IM has higher power for QTL detection and better precision of QTL location as compared to standard IM and nonparametric IM.
基金supported by National Natural Science Foundation of China (No.40627001)the 985 Innovation Project on Information Technique of Xiamen University (2004–2008)
文摘We propose a robust visual tracking framework based on particle filter to deal with the object appearance changes due to varying illumination, pose variantions, and occlusions. We mainly improve the observation model and re-sampling process in a particle filter. We use on-line updating appearance model, affine transformation, and M-estimation to construct an adaptive observation model. On-line updating appearance model can adapt to the changes of illumination partially. Affine transformation-based similarity measurement is introduced to tackle pose variantions, and M-estimation is used to handle the occluded object in computing observation likelihood. To take advantage of the most recent observation and produce a suboptimal Gaussian proposal distribution, we incorporate Kalman filter into a particle filter to enhance the performance of the resampling process. To estimate the posterior probability density properly with lower computational complexity, we only employ a single Kalman filter to propagate Gaussian distribution. Experimental results have demonstrated the effectiveness and robustness of the proposed algorithm by tracking visual objects in the recorded video sequences.
文摘This paper is concerned about studying modeling-based methods in cluster analysis to classify data elements into clusters and thus dealing with time series in view of this classification to choose the appropriate mixed model. The mixture-model cluster analysis technique under different covariance structures of the component densities is presented. This model is used to capture the compactness, orientation, shape, and the volume of component clusters in one expert system to handle Gaussian high dimensional heterogeneous data set. To achieve flexibility in currently practiced cluster analysis techniques. The Expectation-Maximization (EM) algorithm is considered to estimate the parameter of the covariance matrix. To judge the goodness of the models, some criteria are used. These criteria are for the covariance matrix produced by the simulation. These models have not been tackled in previous studies. The results showed the superiority criterion ICOMP PEU to other criteria.<span> </span><span>This is in addition to the success of the model based on Gaussian clusters in the prediction by using covariance matrices used in this study. The study also found the possibility of determining the optimal number of clusters by choosing the number of clusters corresponding to lower values </span><span><span><span>for the different criteria used in the study</span></span></span><span><span><span>.
基金supported by the National Natural Science Foundation of China(No.61601254)the KC Wong Magna Fund of Ningbo University,China
文摘In target tracking, the measurements collected by sensors can be biased in some real scenarios, e.g., due to systematic error. To accurately estimate the target trajectory, it is essential that the measurement bias be identified in the first place. We investigate the iterative bias estimation process based on the expectation-maximization（EM）algorithm, for cases where sufficiently large numbers of measurements are at hand. With the assistance of extended Kalman filtering and smoothing, we derive two EM estimation processes to estimate the measurement bias which is formulated as a random variable in one state-space model and a constant value in another. More importantly,we theoretically derive the global convergence result of the EM-based measurement bias estimation and reveal the link between the two proposed EM estimation processes in the respective state-space models. It is found that the bias estimate in the second state-space model is more accurate and of less complexity. Furthermore, the EM-based iterative estimation converges faster in the second state-space model than in the first one. As a byproduct, the target trajectory can be simultaneously estimated with the measurement bias, after processing a batch of measurements.These results are confirmed by our simulations.
基金supported by the Start-up Fund from Zhejiang University(No.130000-171207704/018)the National Natural Science Foundation of China(Nos.U1709207,51578506 and 51908494)。
文摘Sea-crossing bridges have attracted considerable attention in recent years as an increasing number of projects have been constructed worldwide.Situated in the coastal area,sea-crossing bridges are subjected to a harsh environment(e.g.strong winds,possible ship collisions,and tidal waves)and their performance can deteriorate quickly and severely.To enhance safety and serviceability,it is a routine process to conduct vibration tests to identify modal properties(e.g.natural frequencies,damping ratios,and mode shapes)and to monitor their long-term variation for the purpose of early-damage alert.Operational modal analysis(OMA)provides a feasible way to investigate the modal properties even when the cross-sea bridges are in their operation condition.In this study,we focus on the OMA of cable-stayed bridges,because they are usually long-span and flexible to have extremely low natural frequencies.It challenges experimental capability(e.g.instrumentation and budgeting)and modal identification techniques(e.g.low frequency and closely spaced modes).This paper presents a modal survey of a cable-stayed sea-crossing bridge spanning 218 m+620 m+218 m.The bridge is located in the typhoon-prone area of the northwestern Pacific Ocean.Ambient vibration data was collected for 24 h.A Bayesian fast Fourier transform modal identification method incorporating an expectation-maximization algorithm is applied for modal analysis,in which the modal parameters and associated identification uncertainties are both addressed.Nineteen modes,including 15 translational modes and four torsional modes,are identified within the frequency range of[0,2.5 Hz].
