论文标题
部分可观测时空混沌系统的无模型预测
Optimal designs for discrete choice models via graph Laplacians
论文作者
论文摘要
储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。
In discrete choice experiments, the information matrix depends on the model parameters. Therefore designing optimally informative experiments for arbitrary initial parameters often yields highly nonlinear optimization problems and makes optimal design infeasible. To overcome such challenges, we connect design theory for discrete choice experiments with Laplacian matrices of undirected graphs, resulting in complexity reduction and feasibility of optimal design. We rewrite the $D$-optimality criterion in terms of Laplacians via Kirchhoff's matrix tree theorem, and show that its dual has a simple description via the Cayley-Menger determinant of the Farris transform of the Laplacian matrix. This results in a drastic reduction of complexity and allows us to implement a gradient descent algorithm to find locally $D$-optimal designs. For the subclass of Bradley-Terry paired comparison models, we find a direct link to maximum likelihood estimation for Laplacian-constrained Gaussian graphical models. Finally, we study the performance of our algorithm and demonstrate its application to real and simulated data.