INCORPORATING PRIOR INFORMATION IN MINIMAX ESTIMATION OF THE MEAN OF A GAUSSIAN PROCESS

Author(s):  
Robert Wolpert ◽  
James Berger
2012 ◽  
Vol 01 (04) ◽  
pp. 1250013 ◽  
Author(s):  
IOANA DUMITRIU ◽  
ELLIOT PAQUETTE

We study the global fluctuations for linear statistics of the form [Formula: see text] as n → ∞, for C1 functions f, and λ1, …, λn being the eigenvalues of a (general) β-Jacobi ensemble. The fluctuation from the mean [Formula: see text] turns out to be given asymptotically by a Gaussian process. We compute the covariance matrix for the process and show that it is diagonalized by a shifted Chebyshev polynomial basis; in addition, we analyze the deviation from the predicted mean for polynomial test functions, and we obtain a law of large numbers.


2021 ◽  
Vol 9 ◽  
Author(s):  
Jie Liang ◽  
Zhengyi Shi ◽  
Feifei Zhu ◽  
Wenxin Chen ◽  
Xin Chen ◽  
...  

There is uncertainty in the neuromusculoskeletal system, and deterministic models cannot describe this significant presence of uncertainty, affecting the accuracy of model predictions. In this paper, a knee joint angle prediction model based on surface electromyography (sEMG) signals is proposed. To address the instability of EMG signals and the uncertainty of the neuromusculoskeletal system, a non-parametric probabilistic model is developed using a Gaussian process model combined with the physiological properties of muscle activation. Since the neuromusculoskeletal system is a dynamic system, the Gaussian process model is further combined with a non-linear autoregressive with eXogenous inputs (NARX) model to create a Gaussian process autoregression model. In this paper, the normalized root mean square error (NRMSE) and the correlation coefficient (CC) are compared between the joint angle prediction results of the Gaussian process autoregressive model prediction and the actual joint angle under three test scenarios: speed-dependent, multi-speed and speed-independent. The mean of NRMSE and the mean of CC for all test scenarios in the healthy subjects dataset and the hemiplegic patients dataset outperform the results of the Gaussian process model, with significant differences (p < 0.05 and p < 0.05, p < 0.05 and p < 0.05). From the perspective of uncertainty, a non-parametric probabilistic model for joint angle prediction is established by using Gaussian process autoregressive model to achieve accurate prediction of human movement.


Author(s):  
Z. Cherneva ◽  
C. Guedes Soares

The main goal of the present paper is to study the differences of the descriptors of the wave groups in the nonlinear case in comparison with the same parameters for a Gaussian process. The data analyzed are from a deep water basin of Marintek. They consist of sequence of five identical independent experimental runs of unidirectional waves measured at ten fixed points situated in different distances from the wave maker. Each series contain about 1800 waves. Thus the statistics collected from a given gauge comprise about 9000 waves combined in a number of wave groups. Because the series describe a process significantly different from the Gaussian one, an upper and lower envelopes are introduced as lines which connect the peaks of the crests and the lower points of the troughs respectively. Spline functions are applied to calculate these envelopes. Then, the mean high run and mean group length are estimated for different levels, their ensemble average over five experimental runs is found for every gauge and is compared with the results of the theory of Gaussian process. It is found that the values of the mean time intervals of the groups correlate with coefficient of kurtosis of the process. It is determined also that mean group length is shorter and the mean high run is larger for the nonlinear wave groups in comparison with the Gaussian wave groups. The modification of wave groups in space and time is investigated in the work as well. Wigner time-frequency spectrum with Choi-Williams kernel is applied to describe the process of entire modulation and demodulation of the groups. It is found that before formation of the high wave a wave down-shifting takes place. At this stage the local spectrum is relatively narrow and the group shrinks continuously. Close to the focus the time-frequency spectrum is very wide and the group has a triangle form. Further the high wave breaks and the wave group acquires the form of “three sisters.” The transform of the group continues by its disintegration, the local spectrum stands narrow and an up-shifting is observed.


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