moment matching
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2022 ◽  
Vol 168 ◽  
pp. 108697
Author(s):  
Yu Xia ◽  
Changqing Shen ◽  
Dong Wang ◽  
Yongjun Shen ◽  
Weiguo Huang ◽  
...  

2022 ◽  
pp. 0272989X2110730
Author(s):  
Anna Heath

Background The expected value of sample information (EVSI) calculates the value of collecting additional information through a research study with a given design. However, standard EVSI analyses do not account for the slow and often incomplete implementation of the treatment recommendations that follow research. Thus, standard EVSI analyses do not correctly capture the value of the study. Previous research has developed measures to calculate the research value while adjusting for implementation challenges, but estimating these measures is a challenge. Methods Based on a method that assumes the implementation level is related to the strength of evidence in favor of the treatment, 2 implementation-adjusted EVSI calculation methods are developed. These novel methods circumvent the need for analytical calculations, which were restricted to settings in which normality could be assumed. The first method developed in this article uses computationally demanding nested simulations, based on the definition of the implementation-adjusted EVSI. The second method is based on adapting the moment matching method, a recently developed efficient EVSI computation method, to adjust for imperfect implementation. The implementation-adjusted EVSI is then calculated with the 2 methods across 3 examples. Results The maximum difference between the 2 methods is at most 6% in all examples. The efficient computation method is between 6 and 60 times faster than the nested simulation method in this case study and could be used in practice. Conclusions This article permits the calculation of an implementation-adjusted EVSI using realistic assumptions. The efficient estimation method is accurate and can estimate the implementation-adjusted EVSI in practice. By adapting standard EVSI estimation methods, adjustments for imperfect implementation can be made with the same computational cost as a standard EVSI analysis. Highlights Standard expected value of sample information (EVSI) analyses do not account for the fact that treatment implementation following research is often slow and incomplete, meaning they incorrectly capture the value of the study. Two methods, based on nested Monte Carlo sampling and the moment matching EVSI calculation method, are developed to adjust EVSI calculations for imperfect implementation when the speed and level of the implementation of a new treatment depends on the strength of evidence in favor of the treatment. The 2 methods we develop provide similar estimates for the implementation-adjusted EVSI. Our methods extend current EVSI calculation algorithms and thus require limited additional computational complexity.


2022 ◽  
Author(s):  
Y. Peña-Sanchez

Abstract. The dynamics of a floating structure can be expressed in terms of Cummins’ equation, which is an integro-differential equation of the convolution class. In particular, this convolution operator accounts for radiation forces acting on the structure. Considering that the mere existence of this operator is highly inconvenient due to its excessive computational cost, it is commonly replaced by an approximating parametric model. Recently, the Finite Order Approximation by Moment-Matching (FOAMM) toolbox has been developed within the wave energy literature, allowing for an efficient parameterisation of this radiation force convolution term, in terms of a state-space representation. Unlike other parameterisation strategies, FOAMM is based on an interpolation approach, where the user can select a set of interpolation frequencies where the steady-state response of the obtained parametric representation exactly matches the behaviour of the target system. This paper illustrates the application of FOAMM to a UMaine semi-submersible-like floating structure.


Author(s):  
Rui Wang ◽  
Weiguo Huang ◽  
Juanjuan Shi ◽  
Jun Wang ◽  
Changqing Shen ◽  
...  

Abstract Due to the data distribution discrepancy caused by the time-varying working conditions, the intelligent diagnosis methods fail to achieve accurate fault classification in engineering scenarios. To this end, this paper presents a novel higher-order moment matching-based adversarial domain adaptation method (HMMADA) for intelligent bearing fault diagnosis. First, the deep one-dimensional convolution neural network is constructed as the feature extractor to learn the discriminative features of each category through different domains. Then, the distribution discrepancy across domains is significantly reduced by using the joint higher-order moment statistics (HMS) and adversarial learning. In particular, the HMS integrates the first-order and second-order statistics into a unified framework and achieves a fine-grained distribution adaptation between different domains. Finally, the feasibility and effectiveness of the HMMADA are validated by several transfer experiments constructed on two different bearing datasets. The results demonstrate that the HMS is more effective compared with the lower-order statistics.


Entropy ◽  
2021 ◽  
Vol 23 (11) ◽  
pp. 1545
Author(s):  
Chi-Ken Lu ◽  
Patrick Shafto

Deep Gaussian Processes (DGPs) were proposed as an expressive Bayesian model capable of a mathematically grounded estimation of uncertainty. The expressivity of DPGs results from not only the compositional character but the distribution propagation within the hierarchy. Recently, it was pointed out that the hierarchical structure of DGP well suited modeling the multi-fidelity regression, in which one is provided sparse observations with high precision and plenty of low fidelity observations. We propose the conditional DGP model in which the latent GPs are directly supported by the fixed lower fidelity data. Then the moment matching method is applied to approximate the marginal prior of conditional DGP with a GP. The obtained effective kernels are implicit functions of the lower-fidelity data, manifesting the expressivity contributed by distribution propagation within the hierarchy. The hyperparameters are learned via optimizing the approximate marginal likelihood. Experiments with synthetic and high dimensional data show comparable performance against other multi-fidelity regression methods, variational inference, and multi-output GP. We conclude that, with the low fidelity data and the hierarchical DGP structure, the effective kernel encodes the inductive bias for true function allowing the compositional freedom.


2021 ◽  
pp. 57-96
Author(s):  
Peter Benner ◽  
Lihong Feng

Author(s):  
Nicolas Faedo ◽  
Francisco Javier Dores Piuma ◽  
Giuseppe Giorgi ◽  
Giovanni Bracco ◽  
John V. Ringwood ◽  
...  

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