Deterministic Bayesian information fusion and the analysis of its performance

DOI10.1093/IMAIAI/IAU009MaRDI QIDQ4603701zbMATH OpenOpenAlexFDO

Authors Gaurav Thakur

Publication date 19 February 2018

Published in Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.3755

zbMATH Keywords

machine learningprobabilistic graphical modelscomputational statisticscalculus of variationssensor data fusionBayes optimal decisions

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05) Bayesian problems; characterization of Bayes procedures (62C10)

Abstract: This paper develops a mathematical and computational framework for analyzing the expected performance of Bayesian data fusion, or joint statistical inference, within a sensor network. We use variational techniques to obtain the posterior expectation as the optimal fusion rule under a deterministic constraint and a quadratic cost, and study the smoothness and other properties of its classification performance. For a certain class of fusion problems, we prove that this fusion rule is also optimal in a much wider sense and satisfies strong asymptotic convergence results. We show how these results apply to a variety of examples with Gaussian, exponential and other statistics, and discuss computational methods for determining the fusion system's performance in more general, large-scale problems. These results are motivated by studying the performance of fusing multi-modal radar and acoustic sensors for detecting explosive substances, but have broad applicability to other Bayesian decision problems.

Recommendations

• Distributed Bayesian hypothesis testing with distributed data fusion
• scientific article; zbMATH DE number 1293311
• scientific article; zbMATH DE number 65644
• scientific article; zbMATH DE number 1241793
• Robust data fusion for multisensor detection systems

Cites work

• scientific article; zbMATH DE number 432664 (Why is no real title available?)
• scientific article; zbMATH DE number 47968 (Why is no real title available?)
• scientific article; zbMATH DE number 700090 (Why is no real title available?)
• scientific article; zbMATH DE number 3367521 (Why is no real title available?)
• Bayesian variable sampling plans for the exponential distribution with type I censoring
• Channel Aware Decision Fusion in Wireless Sensor Networks
• Direct methods in the calculus of variations
• Graphical models
• Minimization of constrained quadratic forms in Hilbert spaces
• Pattern recognition and machine learning.
• Probability and stochastics.
• Sampling-Based Approaches to Calculating Marginal Densities
• Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm

Cited in

(4)

• A mathematical framework to optimize ATR systems with non-declarations and sensor fusion
• scientific article; zbMATH DE number 5927204 (Why is no real title available?)
• Effectiveness of Bayesian filters: an information fusion perspective
• Information space of multi-sensor networks

This page was built for publication: Deterministic Bayesian information fusion and the analysis of its performance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4603701)