bibtype A - Abstract
ARLID 0468989
utime 20240111140932.0
mtime 20170112235959.9
title (primary) (eng) Bayesian estimation of linear regression model with unknown prior and noise covariance matrix
specification
page_count 1 s.
media_type E
serial
ARLID cav_un_epca*0468988
ISBN 9-788884-679833
title ISBA 2016 Book of Abstracts
page_num 410-410
publisher
place Cagliari
name CUEC
year 2016
editor
name1 Cabras
name2 Stefano
editor
name1 Guindani
name2 Michele
keyword bayesian statistics
keyword atmospheric transport model
keyword inverse modeling
author (primary)
ARLID cav_un_auth*0341005
full_dept (cz) Adaptivní systémy
full_dept (eng) Department of Adaptive Systems
department (cz) AS
department (eng) AS
full_dept Department of Adaptive Systems
name1 Ulrych
name2 Lukáš
institution UTIA-B
country CZ
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0101207
full_dept (cz) Adaptivní systémy
full_dept Department of Adaptive Systems
department (cz) AS
department AS
full_dept Department of Adaptive Systems
name1 Šmídl
name2 Václav
institution UTIA-B
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
source_type pdf
url http://library.utia.cas.cz/separaty/2016/AS/smidl-0468989.pdf
cas_special
project
ARLID cav_un_auth*0318110
project_id 7F14287
agency GA MŠk
country CZ
abstract (eng) The problem of determination of a source of atmospheric release of pollutant can be formalized as a linear regression problem, y = Mx+e, with two specific features. First, the matrix M is poorly conditioned which require to define prior on the unknown source, x. Second, the covariance matrix of the measurement noise, cov(e) is typically unknown. In this contribution, we study structures of hierarchical priors that could be used to improve estimates of the parameter of interest, x. Inference of all unknowns from the available measurement is not feasible. Therefore, several restrictive parameterizations of the priors are proposed and approximate inference methods are derived for each of them. Specifically, we design models of the measurement covariance matrix with diagonal and block diagonal unknown elements, and with parametric form taking into account possible temporal and spacial correlations. The prior model for x is designed to promote sparse solution, using zero-mean prior with unknown variance. Parameter inference is derived using variational methods and Gibbs sampling. Different variants of the models are them compared using standard model selection techniques on real data from the European tracer experiment.
action
ARLID cav_un_auth*0341006
name ISBA 2016 World meeting
dates 20160613
mrcbC20-s 20160617
place Sardinia
country IT
reportyear 2017
num_of_auth 2
mrcbC52 4 O 4o 20231122142159.9
presentation_type PO
permalink http://hdl.handle.net/11104/0269441
confidential S
arlyear 2016
mrcbTft \nSoubory v repozitáři: 0468989.pdf
mrcbU14 SCOPUS
mrcbU24 PUBMED
mrcbU34 WOS
mrcbU56 pdf
mrcbU63 ISBA 2016 Book of Abstracts CUEC 2016 Cagliari 410 410 9-788884-679833 cav_un_epca*0468988
mrcbU67 340 Cabras Stefano
mrcbU67 340 Guindani Michele