Deterministic Bayesian information fusion and the analysis of its performance

DOI10.1093/IMAIAI/IAU009zbMATH Open1383.62067arXiv1311.3755OpenAlexW3101062090MaRDI QIDQ4603701FDOQ4603701

Gaurav Thakur

Publication date: 19 February 2018

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

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.

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

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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)

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Cited In (2)

• Title not available (Why is that?)
• Effectiveness of Bayesian filters: an information fusion perspective

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