Fri, 08 May 2009

16:30 - 17:00
DH 3rd floor SR

Analysis of asymmetric stable droplets in a fish patterning model

Thomas Woolley
(University of Oxford)
Abstract
Soliton like structures called “stable droplets” are found to exist within a paradigm reaction
diffusion model which can be used to describe the patterning in a number of fish species. It is
straightforward to analyse this phenomenon in the case when two non-zero stable steady states are
symmetric, however the asymmetric case is more challenging. We use a recently developed
perturbation technique to investigate the weakly asymmetric case.
Thu, 07 May 2009
11:00
DH 3rd floor SR

Bayesian Gaussian Process models for multi-sensor time-series prediction

Michael Osborne
(Oxford University)
Abstract
We propose a powerful prediction algorithm built upon Gaussian
processes (GPs). They are particularly useful for their flexibility,
facilitating accurate prediction even in the absence of strong physical models. GPs further allow us to work within a completely Bayesian framework. As such, we show how the hyperparameters of our system can be marginalised by use of Bayesian Monte Carlo, a principled method of approximate integration. We employ the error bars of the GP's prediction as a means to select only the most informative observations to store. This allows us to introduce an iterative formulation of the GP to give a dynamic, on-line algorithm. We also show how our error bars can be used to perform active data selection, allowing the GP to select where and when it should next take a measurement.

We demonstrate how our methods can be applied to multi-sensor prediction problems where data may be missing, delayed and/or correlated. In particular, we present a real network of weather sensors as a testbed for our algorithm.

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