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分类依据与纠错

AI 根据所提供的论文材料归类:摘要研究工业系统的贝叶斯反问题与计算方法,时间序列数据本身不足以支持宏观或金融细分分类。

反馈分类问题

正在核对关联版本…

代码、数据与补充材料

正在核对对应版本的资源…

关注这篇论文的作者
David N. John
Livia Stohrer
Claudia Schillings
Michael Schick
Vincent Heuveline

电机试验台的分层代理模型近似贝叶斯计算

研究问题
复杂工业系统的似然昂贵或无法显式计算时,如何从含噪时间序列推断变化参数的分布,并降低贝叶斯计算成本?
方法与思路
作者采用分层贝叶斯框架,以摘要统计量降维、以多项式混沌展开替代模拟模型,并比较代理模型ABC与MCMC。
材料陈述的贡献
摘要称所提ABC在类似精度下计算更高效,并在近似前向模型满足一定条件时证明一致性,展示人工数据与电机试验台应用。
阅读关注点
应核对摘要统计量的信息损失、代理模型逼近误差、ABC容差和一致性条件,以及效率比较是否计入代理模型构建成本。
阅读边界
这是arXiv预印本,不能据此声称已同行评审或期刊接收。摘要未列出温和条件、误差标准或计算增益数值,不能认定普遍更高效。

原文摘要

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these uncertain inverse problems. Standard methods used to identify uncertain parameters are Markov Chain Monte Carlo (MCMC) methods with explicit evaluation of a likelihood function. However, if the likelihood is very complex, such that its evaluation is computationally expensive, or even unknown in its explicit form, Approximate Bayesian Computation (ABC) methods provide a promising alternative. In this work both methods are first applied to artificially generated data and second on a real world problem, by using data of an electric motor test bench. We show that both methods are able to infer the distribution of varying parameters with a Bayesian hierarchical approach. But the proposed ABC method is computationally much more efficient in order to achieve results with similar accuracy. We suggest to use summary statistics in order to reduce the dimension of the data which significantly increases the efficiency of the algorithm. Further the simulation model is replaced by a Polynomial Chaos Expansion (PCE) surrogate to speed up model evaluations. We proof consistency for the proposed surrogate-based ABC method with summary statistics under mild conditions on the (approximated) forward model.

笔记与分组
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