Search results for " Probability"

Group Metropolis Sampling

2017

Monte Carlo (MC) methods are widely used for Bayesian inference and optimization in statistics, signal processing and machine learning. Two well-known class of MC methods are the Importance Sampling (IS) techniques and the Markov Chain Monte Carlo (MCMC) algorithms. In this work, we introduce the Group Importance Sampling (GIS) framework where different sets of weighted samples are properly summarized with one summary particle and one summary weight. GIS facilitates the design of novel efficient MC techniques. For instance, we present the Group Metropolis Sampling (GMS) algorithm which produces a Markov chain of sets of weighted samples. GMS in general outperforms other multiple try schemes…

Recycling Gibbs sampling

2017

Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning and statistics. The key point for the successful application of the Gibbs sampler is the ability to draw samples from the full-conditional probability density functions efficiently. In the general case this is not possible, so in order to speed up the convergence of the chain, it is required to generate auxiliary samples. However, such intermediate information is finally disregarded. In this work, we show that these auxiliary samples can be recycled within the Gibbs estimators, improving their efficiency with no extra cost. Theoretical and exhaustive numerical co…

Additive noise and multiplicative bias as disclosure limitation techniques for continuous microdata: A simulation study

2004

This paper focuses on a combination of two disclosure limitation techniques, additive noise and multiplicative bias, and studies their efficacy in protecting confidentiality of continuous microdata. A Bayesian intruder model is extensively simulated in order to assess the performance of these disclosure limitation techniques as a function of key parameters like the variability amongst profiles in the original data, the amount of users prior information, the amount of bias and noise introduced in the data. The results of the simulation offer insight into the degree of vulnerability of data on continuous random variables and suggests some guidelines for effective protection measures.

CovSel

2018

Ensemble methods combine the predictions of a set of models to reach a better prediction quality compared to a single model's prediction. The ensemble process consists of three steps: 1) the generation phase where the models are created, 2) the selection phase where a set of possible ensembles is composed and one is selected by a selection method, 3) the fusion phase where the individual models' predictions of the selected ensemble are combined to an ensemble's estimate. This paper proposes CovSel, a selection approach for regression problems that ranks ensembles based on the coverage of adequately estimated training points and selects the ensemble with the highest coverage to be used in th…

Incorporating Uncertainties into Traffic Simulators

2007

Efficient anomaly detection on sampled data streams with contaminated phase I data

2020

International audience; Control chart algorithms aim to monitor a process over time. This process consists of two phases. Phase I, also called the learning phase, estimates the normal process parameters, then in Phase II, anomalies are detected. However, the learning phase itself can contain contaminated data such as outliers. If left undetected, they can jeopardize the accuracy of the whole chart by affecting the computed parameters, which leads to faulty classifications and defective data analysis results. This problem becomes more severe when the analysis is done on a sample of the data rather than the whole data. To avoid such a situation, Phase I quality must be guaranteed. The purpose…

Depression Assessment by Fusing High and Low Level Features from Audio, Video, and Text

2016

International audience; Depression is a major cause of disability world-wide. The present paper reports on the results of our participation to the depression sub-challenge of the sixth Audio/Visual Emotion Challenge (AVEC 2016), which was designed to compare feature modalities ( audio, visual, interview transcript-based) in gender-based and gender-independent modes using a variety of classification algorithms. In our approach, both high and low level features were assessed in each modality. Audio features were extracted from the low-level descriptors provided by the challenge organizers. Several visual features were extracted and assessed including dynamic characteristics of facial elements…

Bayesian metanetworks for modelling user preferences in mobile environment

2003

The problem of profiling and filtering is important particularly for mobile information systems where wireless network traffic and mobile terminal’s size are limited comparing to the Internet access from the PC. Dealing with uncertainty in this area is crucial and many researchers apply various probabilistic models. The main challenge of this paper is the multilevel probabilistic model (the Bayesian Metanetwork), which is an extension of traditional Bayesian networks. The extra level(s) in the Metanetwork is used to select the appropriate substructure from the basic network level based on contextual features from user’s profile (e.g. user’s location). Two models of the Metanetwork are consi…

Estimation and visualization of confusability matrices from adaptive measurement data

2010

Abstract We present a simple but effective method based on Luce’s choice axiom [Luce, R.D. (1959). Individual choice behavior: A theoretical analysis. New York: John Wiley & Sons] for consistent estimation of the pairwise confusabilities of items in a multiple-choice recognition task with arbitrarily chosen choice-sets. The method combines the exact (non-asymptotic) Bayesian way of assessing uncertainty with the unbiasedness emphasized in the classical frequentist approach. We apply the method to data collected using an adaptive computer game designed for prevention of reading disability. A player’s estimated confusability of phonemes (or more accurately, phoneme–grapheme connections) and l…

A Bayesian-optimal principle for learner-friendly adaptation in learning games

2010

Abstract Adaptive learning games should provide opportunities for the student to learn as well as motivate playing until goals have been reached. In this paper, we give a mathematically rigorous treatment of the problem in the framework of Bayesian decision theory. To quantify the opportunities for learning, we assume that the learning tasks that yield the most information about the current skills of the student, while being desirable for measurement in their own right, would also be among those that are efficient for learning. Indeed, optimization of the expected information gain appears to naturally avoid tasks that are exceedingly demanding or exceedingly easy as their results are predic…