Ensemble Bayesian method for parameter distribution inference:application to reactor physics

The estimation of model parameters is an important subject in engineering.In this area of work,the prevailing approach is to estimate or calculate these as deterministic parameters.In this study,we consider the model parameters from the perspective of random variables and describe the general form of the parameter distribution inference problem.Under this framework,we propose an ensemble Bayesian method by introducing Bayesian inference and the Markov chain Monte Carlo(MCMC)method.Experiments on a finite cylindrical reactor and a 2D IAEA benchmark problem show that the proposed method converges quickly and can estimate parameters effectively,even for several correlated parameters simultaneously.Our experiments include cases of engineering software calls,demonstrating that the method can be applied to engineering,such as nuclear reactor engineering.

Uncertainty analysis of strain modal parameters by Bayesian method using frequency response function

Structural strain modes are able to detect changes in local structural performance, but errors are inevitably intermixed in the measured data. In this paper, strain modal parameters are considered as random variables, and their uncertainty is analyzed by a Bayesian method based on the structural frequency response function （FRF）. The estimates of strain modal parameters with maximal posterior probability are determined. Several independent measurements of the FRF of a four-story reinforced concrete flame structural model were performed in the laboratory. The ability to identify the stiffness change in a concrete column using the strain mode was verified. It is shown that the uncertainty of the natural frequency is very small. Compared with the displacement mode shape, the variations of strain mode shapes at each point are quite different. The damping ratios are more affected by the types of test systems. Except for the case where a high order strain mode does not identify local damage, the first order strain mode can provide an exact indication of the damage location.

Improvement of X-Band Polarization Radar Melting Layer Recognition by the Bayesian Method and ITS Impact on Hydrometeor Classification

Using melting layer(ML)and non-melting layer(NML)data observed with the X-band dual linear polarization Doppler weather radar(X-POL)in Shunyi,Beijing,the reflectivity(ZH),differential reflectivity(ZDR),and correlation coefficient(CC)in the ML and NML are obtained in several stable precipitation processes.The prior probability density distributions(PDDs)of the ZH,ZDR and CC are calculated first,and then the probabilities of ZH,ZDR and CC at each radar gate are determined(PBB in the ML and PNB in the NML)by the Bayesian method.When PBB>PNB the gate belongs to the ML,and when PBB<PNB the gate belongs to the NML.The ML identification results with the Bayesian method are contrasUsing melting layer(ML)and non-melting layer(NML)data observed with the X-band dual linear polarization Doppler weather radar(X-POL)in Shunyi,Beijing,the reflectivity(ZH),differential reflectivity(ZDR),and correlation coefficient(CC)in the ML and NML are obtained in several stable precipitation processes.The prior probability density distributions(PDDs)of the ZH,ZDR and CC are calculated first,and then the probabilities of ZH,ZDR and CC at each radar gate are determined(PBB in the ML and PNB in the NML)by the Bayesian method.When PBB>PNB the gate belongs to the ML,and when PBB<PNB the gate belongs to the NML.The ML identification results with the Bayesian method are contrasted under the conditions of the independent PDDs and joint PDDs of the ZH,ZDR and CC.The results suggest that MLs can be identified effectively,although there are slight differences between the two methods.Because the values of the polarization parameters are similar in light rain and dry snow,it is difficult for the polarization radar to distinguish them.After using the Bayesian method to identify the ML,light rain and dry snow can be effectively separated with the X-POL observed data.ted under the conditions of the independent PDDs and joint PDDs of the ZH,ZDR and CC.The results suggest that MLs can be identified effectively,although there are slight differences between the two methods.Because the values of the polarization parameters are similar in light rain and dry snow,it is difficult for the polarization radar to distinguish them.After using the Bayesian method to identify the ML,light rain and dry snow can be effectively separated with the X-POL observed data.

Application of a Bayesian method to data-poor stock assessment by using Indian Ocean albacore (Thunnus alalunga) stock assessment as an example

It is widely recognized that assessments of the status of data-poor fish stocks are challenging and that Bayesian analysis is one of the methods which can be used to improve the reliability of stock assessments in data-poor situations through borrowing strength from prior information deduced from species with good-quality data or other known information. Because there is considerable uncertainty remaining in the stock assessment of albacore tuna（Thunnus alalunga） in the Indian Ocean due to the limited and low-quality data, we investigate the advantages of a Bayesian method in data-poor stock assessment by using Indian Ocean albacore stock assessment as an example. Eight Bayesian biomass dynamics models with different prior assumptions and catch data series were developed to assess the stock. The results show（1） the rationality of choice of catch data series and assumption of parameters could be enhanced by analyzing the posterior distribution of the parameters;（2） the reliability of the stock assessment could be improved by using demographic methods to construct a prior for the intrinsic rate of increase（r）. Because we can make use of more information to improve the rationality of parameter estimation and the reliability of the stock assessment compared with traditional statistical methods by incorporating any available knowledge into the informative priors and analyzing the posterior distribution based on Bayesian framework in data-poor situations, we suggest that the Bayesian method should be an alternative method to be applied in data-poor species stock assessment, such as Indian Ocean albacore.

Performance analysis of empirical models for predicting rock mass deformation modulus using regression and Bayesian methods

Deformation modulus of rock mass is one of the input parameters to most rock engineering designs and constructions.The field tests for determination of deformation modulus are cumbersome,expensive and time-consuming.This has prompted the development of various regression equations to estimate deformation modulus from results of rock mass classifications,with rock mass rating(RMR)being one of the frequently used classifications.The regression equations are of different types ranging from linear to nonlinear functions like power and exponential.Bayesian method has recently been developed to incorporate regression equations into a Bayesian framework to provide better estimates of geotechnical properties.The question of whether Bayesian method improves the estimation of geotechnical properties in all circumstances remains open.Therefore,a comparative study was conducted to assess the performances of regression and Bayesian methods when they are used to characterize deformation modulus from the same set of RMR data obtained from two project sites.The study also investigated the performance of different types of regression equations in estimation of the deformation modulus.Statistics,probability distributions and prediction indicators were used to assess the performances of regression and Bayesian methods and different types of regression equations.It was found that power and exponential types of regression equations provide a better estimate than linear regression equations.In addition,it was discovered that the ability of the Bayesian method to provide better estimates of deformation modulus than regression method depends on the quality and quantity of input data as well as the type of the regression equation.

Stochastic back analysis of permeability coefficient using generalized Bayesian method

Owing to the fact that the conventional deterministic back analysis of the permeability coefficient cannot reflect the uncertainties of parameters, including the hydraulic head at the boundary, the permeability coefficient and measured hydraulic head, a stochastic back analysis taking consideration of uncertainties of parameters was performed using the generalized Bayesian method. Based on the stochastic finite element method （SFEM） for a seepage field, the variable metric algorithm and the generalized Bayesian method, formulas for stochastic back analysis of the permeability coefficient were derived. A case study of seepage analysis of a sluice foundation was performed to illustrate the proposed method. The results indicate that, with the generalized Bayesian method that considers the uncertainties of measured hydraulic head, the permeability coefficient and the hydraulic head at the boundary, both the mean and standard deviation of the permeability coefficient can be obtained and the standard deviation is less than that obtained by the conventional Bayesian method. Therefore, the present method is valid and applicable.

Bayesian Method Reliability of Flight Simulator

This paper introduces the basic viewpoints and characteristics of Bayesian statistics. Which provides a theoretical basis for solving the problem of small sample of flight simulator using Bayesian method. A series of formulas were derived to establish the Bayesian reliability modeling and evaluation model for flight simulation equipment. The two key problems of Bayesian method were pointed out as follows： obtaining the prior distribution of WeibuU parameter, calculating the parameter a posterior distribution and parameter estimation without analytic solution, and proposing the corresponding solution scheme.

Research on Test Data Distribution of Strapdown Inertial Measurement Unit Based on Bayesian Method

Aiming at that the successive test data set of the strapdown inertial measurement unit is always small,a Bayesian method is used to study its statistical characteristics.Its prior and posterior distributions are set up by the method and the pretest,sample and population information.Some statistical inferences can be made based on the posterior distribution.It can reduce the statistical analysis error in the case of small sample set.

Comparison of the Bayesian Methods on Interval-Censored Data for Weibull Distribution

This study considers the estimation of Maximum Likelihood Estimator and the Bayesian Estimator of the Weibull distribution with interval-censored data. The Bayesian estimation can’t be used to solve the parameters analytically and therefore Markov Chain Monte Carlo is used, where the full conditional distribution for the scale and shape parameters are obtained via Metropolis-Hastings algorithm. Also Lindley’s approximation is used. The two methods are compared to maximum likelihood counterparts and the comparisons are made with respect to the mean square error (MSE) to determine the best for estimating of the scale and shape parameters.

Comparative Study of Probabilistic and Least-Squares Methods for Developing Predictive Models

This article explores the comparison between the probability method and the least squares method in the design of linear predictive models. It points out that these two approaches have distinct theoretical foundations and can lead to varied or similar results in terms of precision and performance under certain assumptions. The article underlines the importance of comparing these two approaches to choose the one best suited to the context, available data and modeling objectives.

A Bayesian method for comprehensive water quality evaluation of the Danjiangkou Reservoir water source area, for the middle route of the South-to-North Water Diversion Project in China

The Danjiangkou Reservoir is the water source for the middle route of the South-to-North Water Diversion Project in China. Thus, its water quality status is of great concern. Five water quality indicators （dissolved oxygen, permanganate index, ammonia nitrogen, total nitrogen, and total phosphorus）, were measured at three monitoring sites （the Danjiangkou Reservoir dam, the Hejiawan and the Jiangbei bridge）, to investigate changing trends, and spatiotemporal characteristics of water quality in the Danjiangkou Reservoir area from January 2006 to May 2012. We then applied a Bayesian statistical method to evaluate the water quality comprehensively. The normal distribution sampling method was used to calculate likelihood, and the entropy weight method was used to determine indicator weights for variables of interest in to the study. The results indicated that concentrations of all five indicators increased during the last six years. In addition, the water quality in the reservoir was worse during the wet season （from May to October）, than during the dry season （from November to April of the next year）. Overall, the probability of the water＇s belonging to quality category of type lI, according to environmental quality standards for surface water in China, was 27.7%-33.7%, larger than that of its belonging to the other four water quality types. The increasing concentrations of nutrients could result in eutrophication of the Danjiangkou Reser- voir. This method reduced the subjectivity that is commonly associated with determining indicator weights and artificial classifications, achieving more reliable results. These results indicate that it is important for the interbasin water diversion project to implement integrated water quality management in the Danjiangkou Reservoir area.

A Bayesian Updating Method for Non-Probabilistic Reliability Assessment of Structures with Performance Test Data

For structures that only the predicted bounds of uncertainties are available,this study proposes a Bayesianmethod to logically evaluate the nonprobabilistic reliability of structures based on multi-ellipsoid convex model and performance test data.According to the given interval ranges of uncertainties,we determine the initial characteristic parameters of a multi-ellipsoid convex set.Moreover,to update the plausibility of characteristic parameters,a Bayesian network for the information fusion of prior uncertainty knowledge and subsequent performance test data is constructed.Then,an updated multi-ellipsoid set with the maximum likelihood of the performance test data can be achieved.The credible non-probabilistic reliability index is calculated based on the Kriging-based surrogate model of the performance function.Several numerical examples are presented to validate the proposed Bayesian updating method.

Packet Cache-Forward Method Based on Improved Bayesian Outlier Detection for Mobile Handover in Satellite Networks

In this paper, we propose a Packet Cache-Forward(PCF) method based on improved Bayesian outlier detection to eliminate out-of-order packets caused by transmission path drastically degradation during handover events in the moving satellite networks, for improving the performance of TCP. The proposed method uses an access node satellite to cache all received packets in a short time when handover occurs and forward them out in order. To calculate the cache time accurately, this paper establishes the Bayesian based mixture model for detecting delay outliers of the entire handover scheme. In view of the outliers' misjudgment, an updated classification threshold and the sliding window has been suggested to correct category collections and model parameters for the purpose of quickly identifying exact compensation delay in the varied network load statuses. Simulation shows that, comparing to average processing delay detection method, the average accuracy rate was scaled up by about 4.0%, and there is about 5.5% cut in error rate in the meantime. It also behaves well even though testing with big dataset. Benefiting from the advantage of the proposed scheme in terms of performance, comparing to conventional independent handover and network controlled synchronizedhandover in simulated LEO satellite networks, the proposed independent handover with PCF eliminates packet out-of-order issue to get better improvement on congestion window. Eventually the average delay decreases more than 70% and TCP performance has improved more than 300%.

BAM: A Block-Based Bayesian Method for Detecting Genome-Wide Associations with Multiple Diseases

Many human diseases involve multiple genes in complex interactions.Large Genome-Wide Association Studies (GWASs) have been considered to hold promise for unraveling such interactions.However,statistic tests for high-order epistatic interactions (≥2 Single Nucleotide Polymorphisms (SNPs)) raise enormous computational and analytical challenges.It is well known that the block-wise structure exists in the human genome due to Linkage Disequilibrium (LD) between adjacent SNPs.In this paper,we propose a novel Bayesian method,named BAM,for simultaneously partitioning SNPs into LD-blocks and detecting genome-wide multi-locus epistatic interactions that are associated with multiple diseases.Experimental results on the simulated datasets demonstrate that BAM is powerful and efficient.We also applied BAM on two GWAS datasets from WTCCC,i.e.,Rheumatoid Arthritis and Type 1 Diabetes,and accurately recovered the LD-block structure.Therefore,we believe that BAM is suitable and efficient for the full-scale analysis of multi-disease-related interactions in GWASs.

Robust SLAM localization method based on improved variational Bayesian filtering

Aimed at the problem that the state estimation in the measurement update of the simultaneous localization and mapping(SLAM)method is incorrect or even not convergent because of the non-Gaussian measurement noise,outliers,or unknown and time-varying noise statistical characteristics,a robust SLAM method based on the improved variational Bayesian adaptive Kalman filtering(IVBAKF)is proposed.First,the measurement noise covariance is estimated using the variable Bayesian adaptive filtering algorithm.Then,the estimated covariance matrix is robustly processed through the weight function constructed in the form of a reweighted average.Finally,the system updates are iterated multiple times to further gradually correct the state estimation error.Furthermore,to observe features at different depths,a feature measurement model containing depth parameters is constructed.Experimental results show that when the measurement noise does not obey the Gaussian distribution and there are outliers in the measurement information,compared with the variational Bayesian adaptive SLAM method,the positioning accuracy of the proposed method is improved by 17.23%,20.46%,and 17.76%,which has better applicability and robustness to environmental disturbance.

Some results of classification problem by Bayesian method and application incredit operation

This study proposes some results in classifying by Bayesian method. There are upper and lowerbounds of the Bayes error as well as its determination in case of one dimension and multidimensions. Based on the proposals for estimating of probability density functions, calculatingthe Bayes error and determining the prior probability, we establish an algorithm to evaluateability of customers to pay debts at banks. This algorithm has been performed by the Matlabprocedure that can be applied well with real data. The proposed algorithm is tested by the realapplication at a bank in Viet Nam that obtains the best results in comparing with the existingapproaches.

基于Bayesian Bootstrap法水泥土力学性能指标演化规律区间回归分析

为探究水泥土力学性能指标的演化规律,并建立各个力学性能指标对应的演化方程,首先对现有文献中黏性土水泥土的抗剪强度指标(即黏聚力c、内摩擦角φ)、模量(包括弹性模量E、割线模量E 50和变形模量E 0)等力学性能指标的试验数据进行挖掘,获得了水泥掺入比在10%~25%之间、龄期在3~90 d范围内各力学性能指标的原始样本数据;然后,基于Bayes‐ian Bootstrap方法,对不同龄期下上述力学性能指标的均值及置信水平为95%的置信区间进行估计;最后,基于本文提出的改进区间回归方法,通过区间回归分析得到了上述力学性能指标的均值和置信水平为95%的置信区间上、下限的双曲线函数型演化方程,并分别给出了各演化方程中模型参数的取值范围建议值.研究成果可为水泥土相关工程设计计算中参数取值提供可靠的依据.

Comparison of two Bayesian-point-estimation methods in multiple-source localization

Environmental uncertainty represents the limiting factor in matched-field localization. Within a Bayesian framework, both the environmental parameters, and the source parameters are considered to be unknown variables. However, including environmental parameters in multiple-source localization greatly increases the complexity and computational demands of the inverse problem. In the paper, the closed-form maximumlikelihood expressions for source strengths and noise variance at each frequency allow these parameters to be sampled implicitly, substantially reducing the dimensionality and difficulty of the inversion. This paper compares two Bayesian-point-estimation methods： the maximum a posteriori（MAP） approach and the marginal posterior probability density（PPD） approach to source localization. The MAP approach determines the sources locations by maximizing the PPD over all source and environmental parameters. The marginal PPD approach integrates the PPD over the unknowns to obtain a sequence of marginal probability distribution over source range or depth.Monte Carlo analysis of the two approaches for a test case involving both geoacoustic and water-column uncertainties indicates that：（1） For sensitive parameters such as source range, water depth and water sound speed, the MAP solution is better than the marginal PPD solution.（2） For the less sensitive parameters, such as,bottom sound speed, bottom density, bottom attenuation and water sound speed, when the SNR is low, the marginal PPD solution can better smooth the noise, which leads to better performance than the MAP solution.Since the source range and depth are sensitive parameters, the research shows that the MAP approach provides a slightly more reliable method to locate multiple sources in an unknown environment.

Research on Freezing of Gait Recognition Method Based on Variational Mode Decomposition

Freezing of Gait(FOG)is the most common and disabling gait disorder in patients with Parkinson’s Disease(PD),which seriously affects the life quality and social function of patients.This paper proposes a FOG recognition method based on the Variational Mode Decomposition(VMD).Firstly,VMD instead of the traditional time-frequency analysis method to complete adaptive decomposition to the FOG signal.Secondly,to improve the accuracy and speed of the recognition algorithm,use the CART model as the base classifier and perform the feature dimension reduction.Then use the RUSBoost ensemble algorithm to solve the problem of unbalanced sample size and considerable limitations of a single classifier.Finally,the hyperparam-eters of the ensemble classifier are optimized by Bayesian optimization,and the experiment proves that the RUSBoost algorithm can complete the gait recognition task well.Compared with the Adaboost,Tomeklinks-Adaboost and ROS-Adaboost ensemble algorithms,the RUSBoost ensemble algorithm can complete the FOG recognition task more efficiently.When the maximum number of splits is 1023,and the number of base classifiers is 100,the performance of the RUSBoost ensemble algorithm can reach the best.The accuracy of the time recognition algorithm was 87.8%,the sensitivity was 89.7%,and the specificity was 87.5%.

一种高斯-重尾切换分布鲁棒卡尔曼滤波器

为降低实际应用中由强未知干扰和仪器故障对观测造成的影响,减轻随机和未建模干扰对系统的侵蚀,从而提升系统在非高斯噪声环境下的状态估计精度,提高滤波器的鲁棒性能,提出了一种基于高斯-重尾切换分布的鲁棒卡尔曼滤波器(Gaussian-heavy-tailed switching distribution based robust Kalman filter,GHTSRKF)。首先,通过自适应学习高斯分布和一种重尾分布之间的切换概率将噪声建模为GHTS(Gaussian-heavy-tailed switching)分布,所设计的GHTS分布可以通过在线调整高斯分布和新的重尾分布之间的切换概率来对非平稳重尾噪声进行建模,具有虚拟协方差的高斯分布用于处理协方差矩阵不准确的高斯噪声。其次,引入两个分别服从Categorical分布与伯努利分布的辅助参数将GHTS分布表示为一个分层高斯形式,进一步利用变分贝叶斯方法推导了GHTSRKF。最后,利用一个仿真场景对几种不同的RKFs(robust Kalman filters)进行了对比验证。结果表明,所提出的GHTSRKF算法的估计精度对初始状态的选取不敏感,精度优于其他RKFs,它的RMSEs最接近噪声信息准确的KFTNC(KF with true noise covariances)的RMSEs(root mean square errors),且当系统与量测噪声是未知时变高斯噪声时,相比于现有的滤波器,GHTSRKF具有更好的估计性能,从而验证了GHTSRKF的有效性。