Development of an efficient parameter estimation method for the inference of Vohradský's neural network models of genetic networks

Author(s):  
Shuhei Kimura ◽  
Masanao Sato ◽  
Mariko Okada-Hatakeyama
2007 ◽  
Vol 3 ◽  
pp. 153-163 ◽  
Author(s):  
Shuhei Kimura ◽  
Katsuki Sonoda ◽  
Soichiro Yamane ◽  
Koki Matsumura ◽  
Mariko Hatakeyama

Author(s):  
Hongyu Shen ◽  
Eliu Huerta ◽  
Eamonn O’Shea ◽  
Prayush Kumar ◽  
Zhizhen Zhao

Abstract We introduce deep learning models to estimate the masses of the binary components of black hole mergers, (m1, m2), and three astrophysical properties of the post-merger compact remnant, namely, the final spin, af, and the frequency and damping time of the ringdown oscillations of the fundamental (l=m=2) bar mode, (ωR, ωI). Our neural networks combine a modified WaveNet architecture with contrastive learning and normalizing flow. We validate these models against a Gaussian conjugate prior family whose posterior distribution is described by a closed analytical expression. Upon confirming that our models produce statistically consistent results, we used them to estimate the astrophysical parameters (m1, m2, af, ωR, ωI) of five binary black holes: GW150914, GW170104, GW170814, GW190521 and GW190630. We use PyCBC Inference to directly compare traditional Bayesian methodologies for parameter estimation with our deep learning based posterior distributions. Our results show that our neural network models predict posterior distributions that encode physical correlations, and that our data-driven median results and 90\% confidence intervals are similar to those produced with gravitational wave Bayesian analyses. This methodology requires a single V100 NVIDIA GPU to produce median values and posterior distributions within two milliseconds for each event. This neural network, and a tutorial for its use, are available at the Data and Learning Hub for Science.


2020 ◽  
pp. 65-82
Author(s):  
Michael D'Rosario ◽  
Calvin Hsieh

Credit rating migration ranks amongst the most pertinent issues concerning institutional lenders and investors alike. There are a number of studies that have employed both parametric and non-parametric methodologies to forecast credit rating migration, employing machine learning methods; and notably, artificial intelligence methods becoming increasingly popular. The present study extends upon research within the extant literature employing a novel estimation method, a neural network modelling technique, herewith the MPANN (multi-layer neural network). Consistent with the extant literature, the present article identifies that the legal framework and system of taxation enacted within a polity are pertinent to predicting rating migration. However, extending upon traditional estimation techniques the study identifies that a number of different model calibrations achieve greater predictive accuracy than traditional parametric regression. Notably, the method is able to achieve superior goodness of fit and predictive accuracy in determining credit rating migration than models employed within the extant literature.


2018 ◽  
Vol 9 (4) ◽  
pp. 70-85
Author(s):  
Michael D'Rosario ◽  
Calvin Hsieh

Credit rating migration ranks amongst the most pertinent issues concerning institutional lenders and investors alike. There are a number of studies that have employed both parametric and non-parametric methodologies to forecast credit rating migration, employing machine learning methods; and notably, artificial intelligence methods becoming increasingly popular. The present study extends upon research within the extant literature employing a novel estimation method, a neural network modelling technique, herewith the MPANN (multi-layer neural network). Consistent with the extant literature, the present article identifies that the legal framework and system of taxation enacted within a polity are pertinent to predicting rating migration. However, extending upon traditional estimation techniques the study identifies that a number of different model calibrations achieve greater predictive accuracy than traditional parametric regression. Notably, the method is able to achieve superior goodness of fit and predictive accuracy in determining credit rating migration than models employed within the extant literature.


2020 ◽  
Vol 5 ◽  
pp. 140-147 ◽  
Author(s):  
T.N. Aleksandrova ◽  
◽  
E.K. Ushakov ◽  
A.V. Orlova ◽  
◽  
...  

Sign in / Sign up

Export Citation Format

Share Document