Multivariate Gaussian Process Regression for Evaluating Electromagnetic Profile in Screening Process of Seabed Logging Application

Author(s):  
Muhammad Naeim Mohd Aris ◽  
Hanita Daud ◽  
Khairul Arifin Mohd Noh ◽  
Sarat Chandra Dass
2017 ◽  
Vol 58 ◽  
pp. 11-22 ◽  
Author(s):  
Xiaodan Hong ◽  
Biao Huang ◽  
Yongsheng Ding ◽  
Fan Guo ◽  
Lei Chen ◽  
...  

Author(s):  
Raed Kontar ◽  
Shiyu Zhou ◽  
John Horst

This paper explores the potential of Gaussian process based Metamodels for simulation optimization with multivariate outputs. Specifically we focus on Multivariate Gaussian process models established through separable and non-separable covariance structures. We discuss the advantages and drawbacks of each approach and their potential applicability in manufacturing systems. The advantageous features of the Multivariate Gaussian process models are then demonstrated in a case study for the optimization of manufacturing performance metrics.


Technometrics ◽  
2012 ◽  
Vol 55 (1) ◽  
pp. 47-56 ◽  
Author(s):  
Thomas E. Fricker ◽  
Jeremy E. Oakley ◽  
Nathan M. Urban

Author(s):  
Lucia Castellanos ◽  
Vincent Q. Vu ◽  
Sagi Perel ◽  
Andrew B. Schwartz ◽  
Robert E . Kass

2019 ◽  
Vol 32 (8) ◽  
pp. 3005-3028 ◽  
Author(s):  
Zexun Chen ◽  
Bo Wang ◽  
Alexander N. Gorban

AbstractGaussian process model for vector-valued function has been shown to be useful for multi-output prediction. The existing method for this model is to reformulate the matrix-variate Gaussian distribution as a multivariate normal distribution. Although it is effective in many cases, reformulation is not always workable and is difficult to apply to other distributions because not all matrix-variate distributions can be transformed to respective multivariate distributions, such as the case for matrix-variate Student-t distribution. In this paper, we propose a unified framework which is used not only to introduce a novel multivariate Student-t process regression model (MV-TPR) for multi-output prediction, but also to reformulate the multivariate Gaussian process regression (MV-GPR) that overcomes some limitations of the existing methods. Both MV-GPR and MV-TPR have closed-form expressions for the marginal likelihoods and predictive distributions under this unified framework and thus can adopt the same optimization approaches as used in the conventional GPR. The usefulness of the proposed methods is illustrated through several simulated and real-data examples. In particular, we verify empirically that MV-TPR has superiority for the datasets considered, including air quality prediction and bike rent prediction. At last, the proposed methods are shown to produce profitable investment strategies in the stock markets.


2021 ◽  
Author(s):  
Eirik Myrvoll-Nilsen ◽  
Niklas boers ◽  
Martin Rypdal ◽  
Keno Riechers

<p>Most layer-counting based paleoclimate proxy records have non-negligible uncertainties that arise from both the proxy measurement and the dating processes. Proper knowledge of the dating uncertainties in paleoclimatic ice core records is important for a rigorous propagation to further analyses; for example for identification and dating of stadial-interstadial transitions during glacial intervals, for model-data comparisons in general, or to provide a complete uncertainty quantification of early warning signals. We develop a statistical model that incorporates the dating uncertainties of the Greenland Ice Core Chronology 2005 (GICC05), which includes the uncertainty associated with layer counting. We express the number of layers per depth interval as the sum of a structural component that represents both underlying physical processes and biases in layer counting, described by a linear regression model, and a noise component that represents the internal variation of the underlying physical processes, as well as residual counting errors. We find the residual components to be described well by a Gaussian white noise process that appear to be largely uncorrelated, allowing us to represent the dating uncertainties using a multivariate Gaussian process. This means that we can easily produce simulations as well as incorporate tie-points from other proxy records to match the GICC05 time scale to other chronologies. Moreover, this multivariate Gaussian process exhibits Markov properties which grants a substantial gain in computational efficiency.</p>


Technometrics ◽  
2014 ◽  
Vol 56 (2) ◽  
pp. 145-158 ◽  
Author(s):  
Bledar Konomi ◽  
Georgios Karagiannis ◽  
Avik Sarkar ◽  
Xin Sun ◽  
Guang Lin

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