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时空数据稀疏回归的非参数混合——在气候预测中的应用

Nonparametric Mixture of Sparse Regressions on Spatio-Temporal Data -- An Application to Climate Prediction
课程网址: http://videolectures.net/kdd2019_liu_chen_ganguly/  
主讲教师: Yumin Liu
开课单位: 东北大学
开课时间: 2020-03-02
课程语种: 英语
中文简介:
气候预测是一个非常具有挑战性的问题。世界各地的许多研究所试图通过建立气候模型来预测气候变量,这些模型被称为一般环流模型(GCM),它基于描述物理过程的数学方程。不同GCM的预测能力在不同地区和时间可能会有很大差异。出于确定哪些GCM对特定区域和时间更有用的需要,我们引入了一种结合稀疏线性回归和马尔可夫随机场(MRF)的Dirichlet过程(DP)混合的聚类模型。该模型结合DP自动确定簇数,施加MRF约束以保证时空平滑性,并选择一个子集GCM,这些GCM对具有尖峰和平板先验的每个时空簇内的预测有用。我们推导了该模型的有效吉布斯采样方法。为合成和真实气候数据提供了实验结果。
课程简介: Climate prediction is a very challenging problem. Many institutes around the world try to predict climate variables by building climate models called General Circulation Models (GCMs), which are based on mathematical equations that describe the physical processes. The prediction abilities of different GCMs may vary dramatically across different regions and time. Motivated by the need of identifying which GCMs are more useful for a particular region and time, we introduce a clustering model combining Dirichlet Process (DP) mixture of sparse linear regression with Markov Random Fields (MRFs). This model incorporates DP to automatically determine the number of clusters, imposes MRF constraints to guarantee spatio-temporal smoothness, and selects a subset of GCMs that are useful for prediction within each spatio-temporal cluster with a spike-and-slab prior. We derive an effective Gibbs sampling method for this model. Experimental results are provided for both synthetic and real-world climate data.
关 键 词: 时空数据稀疏回归; 非参数混合; 在气候预测中的应用
课程来源: 视频讲座网
数据采集: 2022-09-19:cyh
最后编审: 2022-09-19:cyh
阅读次数: 22