Number of found documents: 796
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Dynamic Bayesian Networks for the Classification of Sleep Stages
Vomlel, Jiří; Kratochvíl, Václav
2018 - English
Human sleep is traditionally classified into five (or six) stages. The manual classification is time consuming since it requires knowledge of an extensive set of rules from manuals and experienced experts. Therefore automatic classification methods appear useful for this task. In this paper we extend the approach based on Hidden Markov Models by relating certain features not only to the current time slice but also to the previous one. Dynamic Bayesian Networks that results from this generalization are thus capable of modeling features related to state transitions. Experiments on real data revealed that in this way we are able to increase the prediction accuracy. Keywords: Dynamic Bayesian Network; Sleep Analysis Fulltext is available at external website.
Dynamic Bayesian Networks for the Classification of Sleep Stages

Human sleep is traditionally classified into five (or six) stages. The manual classification is time consuming since it requires knowledge of an extensive set of rules from manuals and experienced ...

Vomlel, Jiří; Kratochvíl, Václav
Ústav teorie informace a automatizace, 2018

Employing Bayesian Networks for Subjective Well-being Prediction
Švorc, Jan; Vomlel, Jiří
2018 - English
This contribution aims at using Bayesian networks for modelling the relations between the individual subjective well-being (SWB) and the individual material situation. The material situation is approximated by subjective measures (perceived economic strain, subjective evaluation of the income relative to most people in the country and to own past) and objective measures (household’s income, material deprivation, financial problems and housing defects). The suggested Bayesian network represents the relations among SWB and the variables approximating the material situation. The structure is established based on the expertise gained from literature, whereas the parameters are learnt based on empirical data from 3rd edition of European Quality of Life Study for the Czech Republic, Hungary, Poland and Slovakia conducted in 2011. Prediction accuracy of SWB is tested and compared with two benchmark models whose structures are learnt using Gobnilp software and a greedy algorithm built in Hugin software. SWB prediction accuracy of the expert model is 66,83%, which is significantly different from no information rate of 55,16%. It is slightly lower than the two machine learnt benchmark models. Keywords: Subjective well-being; Bayesian networks Fulltext is available at external website.
Employing Bayesian Networks for Subjective Well-being Prediction

This contribution aims at using Bayesian networks for modelling the relations between the individual subjective well-being (SWB) and the individual material situation. The material situation is ...

Švorc, Jan; Vomlel, Jiří
Ústav teorie informace a automatizace, 2018

Gradient Descent Parameter Learning of Bayesian Networks under Monotonicity Restrictions
Plajner, Martin; Vomlel, Jiří
2018 - English
Learning parameters of a probabilistic model is a necessary step in most machine learning modeling tasks. When the model is complex and data volume is small the learning process may fail to provide good results. In this paper we present a method to improve learning results for small data sets by using additional information about the modelled system. This additional information is represented by monotonicity conditions which are restrictions on parameters of the model. Monotonicity simplifies the learning process and also these conditions are often required by the user of the system to hold. \n\nIn this paper we present a generalization of the previously used algorithm for parameter learning of Bayesian Networks under monotonicity conditions. This generalization allows both parents and children in the network to have multiple states. The algorithm is described in detail as well as monotonicity conditions are.\n\nThe presented algorithm is tested on two different data sets. Models are trained on differently sized data subsamples with the proposed method and the general EM algorithm. Learned models are then compared by their ability to fit data. We present empirical results showing the benefit of monotonicity conditions. The difference is especially significant when working with small data samples. The proposed method outperforms the EM algorithm for small sets and provides comparable results for larger sets. Keywords: Bayesian networks; Learning model parameters; monotonicity condition Fulltext is available at external website.
Gradient Descent Parameter Learning of Bayesian Networks under Monotonicity Restrictions

Learning parameters of a probabilistic model is a necessary step in most machine learning modeling tasks. When the model is complex and data volume is small the learning process may fail to provide ...

Plajner, Martin; Vomlel, Jiří
Ústav teorie informace a automatizace, 2018

Analysis of truncated data with application to the operational risk estimation
Volf, Petr
2017 - English
Analysis of operational risk often faces problems arising from the structure of available data, namely of left truncation and occurrence of heavy-tailed loss values. We deal with model given by lognormal dostribution contaminated by the Pareto one and to use of the Cramér-von Mises, Anderson-Darling, and Kolmogorov-Smirnov minimum distance estimators. Analysis is based on MC studies. The main objective is to propose a method of statistical analysis and modeling for the distribution of sum of\nlosses over a given period, particularly of its right quantiles. Keywords: operational risk; statistical analysis; truncated data Fulltext is available at external website.
Analysis of truncated data with application to the operational risk estimation

Analysis of operational risk often faces problems arising from the structure of available data, namely of left truncation and occurrence of heavy-tailed loss values. We deal with model given by ...

Volf, Petr
Ústav teorie informace a automatizace, 2017

Risk-Sensitive Optimality in Markov Games
Sladký, Karel; Martínez Cortés, V. M.
2017 - English
The article is devoted to risk-sensitive optimality in Markov games. Attention is focused on Markov games evolving on communicating Markov chains with two-players with opposite aims. Considering risk-sensitive optimality criteria means that total reward generated by the game is evaluated by exponential utility function with a given risk-sensitive coefficient. In particular, the first player (resp. the secondplayer) tries to maximize (resp. minimize) the long-run risk sensitive average reward. Observe that if the second player is dummy, the problem is reduced to finding optimal policy of the Markov decision chain with the risk-sensitive optimality. Recall that for the risk sensitivity coefficient equal to zero we arrive at traditional optimality criteria. In this article, connections between risk-sensitive and risk-neutral Markov decisionchains and Markov games models are studied using discrepancy functions. Explicit formulae for bounds on the risk-sensitive average long-run reward are reported. Policy iteration algorithm for finding suboptimal policies of both players is suggested. The obtained results are illustrated on numerical example. Keywords: two-person Markov games; communicating Markov chains; risk-sensitive optimality; dynamic programming Fulltext is available at external website.
Risk-Sensitive Optimality in Markov Games

The article is devoted to risk-sensitive optimality in Markov games. Attention is focused on Markov games evolving on communicating Markov chains with two-players with opposite aims. Considering ...

Sladký, Karel; Martínez Cortés, V. M.
Ústav teorie informace a automatizace, 2017

Flexible Moment Invariant Bases for 2D Scalar and Vector Fields
Bujack, R.; Flusser, Jan
2017 - English
Complex moments have been successfully applied to pattern detection tasks in two-dimensional real, complex, and vector valued functions. In this paper, we review the different bases of rotational moment invariants based on the generator approach with complex monomials. We analyze their properties with respect to independence, completeness, and existence and\npresent superior bases that are optimal with respect to all three criteria for both scalar and vector fields. Keywords: Pattern detection; moment invariants; scalar fields; vector fields; flow fields; generator; basis; complex; monomial Fulltext is available at external website.
Flexible Moment Invariant Bases for 2D Scalar and Vector Fields

Complex moments have been successfully applied to pattern detection tasks in two-dimensional real, complex, and vector valued functions. In this paper, we review the different bases of rotational ...

Bujack, R.; Flusser, Jan
Ústav teorie informace a automatizace, 2017

Avoiding overfitting of models: an application to research data on the Internet videos
Jiroušek, Radim; Krejčová, I.
2017 - English
The problem of overfitting is studied from the perspective of information theory. In this context, data-based model learning can be viewed as a transformation process, a process transforming the information contained in data into the information represented by a model. The overfitting of a model often occurs when one considers an unnecessarily complex model, which usually means that the considered model contains more information than the original data. Thus, using one of the basic laws of information theory saying that any transformation cannot increase the amount of information, we get the basic restriction laid on models constructed from data: A model is acceptable if it does not contain more information than the input data file. Keywords: data-based learning; probabilistic models; information theory; MDL principle; lossless encoding Fulltext is available at external website.
Avoiding overfitting of models: an application to research data on the Internet videos

The problem of overfitting is studied from the perspective of information theory. In this context, data-based model learning can be viewed as a transformation process, a process transforming the ...

Jiroušek, Radim; Krejčová, I.
Ústav teorie informace a automatizace, 2017

Various Approaches to Szroeter’s Test for Regression Quantiles
Kalina, Jan; Peštová, B.
2017 - English
Regression quantiles represent an important tool for regression analysis popular in econometric applications, for example for the task of detecting heteroscedasticity in the data. Nevertheless, they need to be accompanied by diagnostic tools for verifying their assumptions. The paper is devoted to heteroscedasticity testing for regression quantiles, while their most important special case is commonly denoted as the regression median. Szroeter’s test, which is one of available heteroscedasticity tests for the least squares, is modified here for the regression median in three different ways: (1) asymptotic test based on the asymptotic representation for regression quantiles, (2) permutation test based on residuals, and (3) exact approximate test, which has a permutation character and represents an approximation to an exact test. All three approaches can be computed in a straightforward way and their principles can be extended also to other heteroscedasticity tests. The theoretical results are expected to be extended to other regression quantiles and mainly to multivariate quantiles. Keywords: Heteroscedasticity; Regression median; Diagnostic tools; Asymptotics Fulltext is available at external website.
Various Approaches to Szroeter’s Test for Regression Quantiles

Regression quantiles represent an important tool for regression analysis popular in econometric applications, for example for the task of detecting heteroscedasticity in the data. Nevertheless, they ...

Kalina, Jan; Peštová, B.
Ústav teorie informace a automatizace, 2017

Exact Inference In Robust Econometrics under Heteroscedasticity
Kalina, Jan; Peštová, B.
2017 - English
The paper is devoted to the least weighted squares estimator, which is one of highly robust estimators for the linear regression model. Novel permutation tests of heteroscedasticity are proposed. Also the asymptotic behavior of the permutation test statistics of the Goldfeld-Quandt and Breusch-Pagan tests is investigated. A numerical experiment on real economic data is presented, which also shows how to perform a robust prediction model under heteroscedasticity. Theoretical results may be simply extended to the context of multivariate quantiles Keywords: heteroscedasticity; robust statistics; regression; diagnostic tools; economic data Fulltext is available at external website.
Exact Inference In Robust Econometrics under Heteroscedasticity

The paper is devoted to the least weighted squares estimator, which is one of highly robust estimators for the linear regression model. Novel permutation tests of heteroscedasticity are proposed. Also ...

Kalina, Jan; Peštová, B.
Ústav teorie informace a automatizace, 2017

Hidden Auto-Conflict in the Theory of Belief Functions
Daniel, M.; Kratochvíl, Václav
2017 - English
Hidden conflicts of belief functions in some cases where the sum of all multiples of conflicting belief masses being equal to zero were observed. Relationships of hidden conflicts and auto-conflicts of belief functions are pointed out. We are focused on hidden auto-conflicts here - on hidden conflicts appearing when three or more numerically same belief functions are combined. Hidden auto-conflict is a kind of internal conflict. Degrees of hidden auto-conflicts and full non-conflictness are defined and analysed. Finally, computational issues of hidden auto-conflicts and non-conflictness are presented. Keywords: Belief functions; Dempster-Shafer theory; Uncertainty; Conflicting belief masses; Internal conflict; Auto-conflict; Hidden-conflict Fulltext is available at external website.
Hidden Auto-Conflict in the Theory of Belief Functions

Hidden conflicts of belief functions in some cases where the sum of all multiples of conflicting belief masses being equal to zero were observed. Relationships of hidden conflicts and auto-conflicts ...

Daniel, M.; Kratochvíl, Václav
Ústav teorie informace a automatizace, 2017

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