scholarly journals Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes

2018 ◽  
Vol 40 (1) ◽  
pp. B168-B195 ◽  
Author(s):  
Majid K. Vakilzadeh ◽  
James L. Beck ◽  
Thomas Abrahamsson
Keyword(s):  
State Space ◽  
Approximate Bayesian Computation ◽  
State Space Model ◽  
Dynamic State ◽  
Bayesian Computation ◽  
Subset Simulation ◽  
Space Model ◽  
Approximate Bayesian

scholarly journals Using approximate Bayesian inference for a “steps and turns” continuous-time random walk observed at regular time intervals

PeerJ ◽  
2020 ◽  
Vol 8 ◽  
pp. e8452
Author(s):  
Sofia Ruiz-Suarez ◽  
Vianey Leos-Barajas ◽  
Ignacio Alvarez-Castro ◽  
Juan Manuel Morales
Keyword(s):  
State Space ◽  
Continuous Time ◽  
Time Scale ◽  
Animal Movement ◽  
State Space Model ◽  
Movement Direction ◽  
Time Intervals ◽  
Space Model ◽  
Regular Time ◽  
Approximate Bayesian

The study of animal movement is challenging because movement is a process modulated by many factors acting at different spatial and temporal scales. In order to describe and analyse animal movement, several models have been proposed which differ primarily in the temporal conceptualization, namely continuous and discrete time formulations. Naturally, animal movement occurs in continuous time but we tend to observe it at fixed time intervals. To account for the temporal mismatch between observations and movement decisions, we used a state-space model where movement decisions (steps and turns) are made in continuous time. That is, at any time there is a non-zero probability of making a change in movement direction. The movement process is then observed at regular time intervals. As the likelihood function of this state-space model turned out to be intractable yet simulating data is straightforward, we conduct inference using different variations of Approximate Bayesian Computation (ABC). We explore the applicability of this approach as a function of the discrepancy between the temporal scale of the observations and that of the movement process in a simulation study. Simulation results suggest that the model parameters can be recovered if the observation time scale is moderately close to the average time between changes in movement direction. Good estimates were obtained when the scale of observation was up to five times that of the scale of changes in direction. We demonstrate the application of this model to a trajectory of a sheep that was reconstructed in high resolution using information from magnetometer and GPS devices. The state-space model used here allowed us to connect the scales of the observations and movement decisions in an intuitive and easy to interpret way. Our findings underscore the idea that the time scale at which animal movement decisions are made needs to be considered when designing data collection protocols. In principle, ABC methods allow to make inferences about movement processes defined in continuous time but in terms of easily interpreted steps and turns.

scholarly journals Probabilistic Updating of Structural Models for Damage Assessment Using Approximate Bayesian Computation

Sensors ◽  
2020 ◽  
Vol 20 (11) ◽  
pp. 3197 ◽  
Author(s):  
Zhouquan Feng ◽  
Yang Lin ◽  
Wenzan Wang ◽  
Xugang Hua ◽  
Zhengqing Chen
Keyword(s):  
Damage Assessment ◽  
Approximate Bayesian Computation ◽  
Model Updating ◽  
Likelihood Function ◽  
Probabilistic Approach ◽  
Model Parameters ◽  
Bayesian Computation ◽  
The Novel ◽  
Subset Simulation ◽  
Approximate Bayesian

A novel probabilistic approach for model updating based on approximate Bayesian computation with subset simulation (ABC-SubSim) is proposed for damage assessment of structures using modal data. The ABC-SubSim is a likelihood-free Bayesian approach in which the explicit expression of likelihood function is avoided and the posterior samples of model parameters are obtained using the technique of subset simulation. The novel contributions of this paper are on three fronts: one is the introduction of some new stopping criteria to find an appropriate tolerance level for the metric used in the ABC-SubSim; the second one is the employment of a hybrid optimization scheme to find finer optimal values for the model parameters; and the last one is the adoption of an iterative approach to determine the optimal weighting factors related to the residuals of modal frequency and mode shape in the metric. The effectiveness of this approach is demonstrated using three illustrative examples.

A New Dynamic State Space Model for the Cylindrical Grinding Process

2005 ◽  
Author(s):  
Cheol W. Lee
Keyword(s):  
Surface Roughness ◽  
State Space ◽  
State Space Model ◽  
Dynamic State ◽  
Grinding Process ◽  
Cylindrical Grinding ◽  
Space Model ◽  
Proposed Model ◽  
Grinding Power ◽  
Actual Part

A new dynamic state space model is proposed for the in-process estimation and prediction of part qualities in the plunge cylindrical grinding process. A through review on various grinding models in literature reveals a hidden dynamic relationship among the grinding conditions, the grinding power, the surface roughness, and the part size due to the machine dynamics and the wheel wear, based on which a nonlinear state space equation is derived. After the model parameters are determined according to the reported values in literature, several simulations are run to verify that the model makes good physical sense. Since some of the output variables, such as the actual part size, may or may not be measured in industry applications, the observability is tested for different sets of outputs in order to see how each set of on-line sensors affects the observability of the model. The proposed model opens a new way of estimating the part qualities such as the surface roughness and the actual part size based on application of the state estimation algorithm to the measured outputs such as the grinding power. In addition, a long term prediction of the part qualities in batch grinding processes would be realized by simulation of the proposed model. Possible applications to monitoring and control of grinding processes are discussed along with several technical challenges lying ahead.

scholarly journals Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models

2019 ◽  
Vol 28 (3) ◽  
pp. 508-522 ◽  
Author(s):  
Gael M. Martin ◽  
Brendan P. M. McCabe ◽  
David T. Frazier ◽  
Worapree Maneesoonthorn ◽  
Christian P. Robert
Keyword(s):  
State Space ◽  
Approximate Bayesian Computation ◽  
State Space Models ◽  
Bayesian Computation ◽  
Approximate Bayesian
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