bibtype C - Conference Paper (international conference)
ARLID 0474383
utime 20240103214031.9
mtime 20170505235959.9
SCOPUS 85020008545
WOS 000418403500009
DOI 10.1007/978-3-319-54084-9_9
title (primary) (eng) Linear Inverse Problem with Range Prior on Correlations and Its Variational Bayes Inference
specification
page_count 11 s.
media_type P
serial
ARLID cav_un_epca*0474382
ISBN 978-3-319-54084-9
ISSN 2194-1009
title Bayesian Statistics in Action: BAYSM 2016
page_num 91-101
publisher
place Cham
name Springer International Publishing
year 2017
editor
name1 Argiento
name2 R.
editor
name1 Lanzarone
name2 E.
editor
name1 Villalobos
name2 I.
editor
name1 Mattei
name2 A.
keyword Linear inverse problem
keyword Variational Bayes inference
keyword Convex optimization
keyword Uncertain correlations
keyword Gamma dose rate measurements
keyword Nuclide ratios
author (primary)
ARLID cav_un_auth*0267768
name1 Tichý
name2 Ondřej
full_dept (cz) Adaptivní systémy
full_dept (eng) Department of Adaptive Systems
department (cz) AS
department (eng) AS
institution UTIA-B
full_dept Department of Adaptive Systems
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0101207
name1 Šmídl
name2 Václav
full_dept (cz) Adaptivní systémy
full_dept Department of Adaptive Systems
department (cz) AS
department AS
institution UTIA-B
full_dept Department of Adaptive Systems
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2017/AS/tichy-0474383.pdf
cas_special
project
ARLID cav_un_auth*0318110
project_id 7F14287
agency GA MŠk
country CZ
abstract (eng) The choice of regularization for an ill-conditioned linear inverse problem has significant impact on the resulting estimates. We consider a linear inverse model with on the solution in the form of zero mean Gaussian prior and with covariance matrix represented in modified Cholesky form. Elements of the covariance are considered as hyper-parameters with truncated Gaussian prior. The truncation points are obtained from expert judgment as range on correlations of selected elements of the solution. This model is motivated by estimation of mixture of radionuclides from gamma dose rate measurements under the prior knowledge on range of their ratios. Since we aim at high dimensional problems, we use the Variational Bayes inference procedure to derive approximate inference of the model. The method is illustrated and compared on a simple example and on more realistic 6 hours long release of mixture of 3 radionuclides.
action
ARLID cav_un_auth*0346112
name Bayesian Young Statisticians Meeting 2016
dates 20160619
mrcbC20-s 20160621
place Florence
country IT
RIV BB
FORD0 10000
FORD1 10100
FORD2 10103
reportyear 2018
num_of_auth 2
presentation_type PO
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0271455
confidential S
mrcbC86 3+4 Proceedings Paper Statistics Probability
mrcbC86 3+4 Proceedings Paper Statistics Probability
mrcbC86 3+4 Proceedings Paper Statistics Probability
arlyear 2017
mrcbU14 85020008545 SCOPUS
mrcbU24 PUBMED
mrcbU34 000418403500009 WOS
mrcbU63 cav_un_epca*0474382 Bayesian Statistics in Action: BAYSM 2016 978-3-319-54084-9 2194-1009 2194-1017 91 101 Cham Springer International Publishing 2017 Springer Proceedings in Mathematics & Statistics 194
mrcbU67 340 Argiento R.
mrcbU67 340 Lanzarone E.
mrcbU67 340 Villalobos I.
mrcbU67 340 Mattei A.