arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1111.1315cs.LGastro-ph.IM
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周期函数的非参数贝叶斯估计

Nonparametric Bayesian Estimation of Periodic Functions

Tufts University(塔夫茨大学);Harvard-Smithsonian Center for Astrophysics(哈佛-史密森尼天体物理中心);Harvard University(哈佛大学)

Yuyang Wang, Roni Khardon, Pavlos Protopapas

摘要:

许多现实世界的问题都表现出具有周期性行为的模式。例如,在天体物理学中,周期性变星在理解我们的宇宙中发挥着关键作用。在分析这些过程的数据时,一个重要的步骤是识别周期的问题:根据在不规则间隔的时间点进行的噪声观测来估计周期函数的周期。尽管在不同学科中进行了广泛的研究,但这个问题仍然是一个困难的挑战。本文对解决这一问题做出了几点贡献。首先,我们提出了一个非参数贝叶斯模型的周期发现,高斯过程(GP)的基础上,不做强假设的周期函数的形状。正如我们的实验表明,新的模型导致显着更好的结果时,目标函数是非正弦的周期估计。其次,我们开发了一种新的算法,用于GP的参数优化,这是有用的,当似然函数是非常敏感的超参数的设置与众多的局部极小值,在周期估计的情况下。该算法结合了梯度优化和网格搜索,并结合了多种机制,以克服与GP推理的高复杂性。第三,我们开发了一种新的方法,使用领域知识,在概率生成模型的形式,并将其纳入周期估计算法。天体物理数据上的实验结果验证了我们的方法,显示出显着的改善,在这一领域的最先进的。

英文摘要:

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the problem of identifying the period: estimating the period of a periodic function based on noisy observations made at irregularly spaced time points. This problem is still a difficult challenge despite extensive study in different disciplines. The paper makes several contributions toward solving this problem. First, we present a nonparametric Bayesian model for period finding, based on Gaussian Processes (GP), that does not make strong assumptions on the shape of the periodic function. As our experiments demonstrate, the new model leads to significantly better results in period estimation when the target function is non-sinusoidal. Second, we develop a new algorithm for parameter optimization for GP which is useful when the likelihood function is very sensitive to the setting of the hyper-parameters with numerous local minima, as in the case of period estimation. The algorithm combines gradient optimization with grid search and incorporates several mechanisms to overcome the high complexity of inference with GP. Third, we develop a novel approach for using domain knowledge, in the form of a probabilistic generative model, and incorporate it into the period estimation algorithm. Experimental results on astrophysics data validate our approach showing significant improvement over the state of the art in this domain.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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