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Information value in nonparametric Dirichlet-process Gaussian-process (DPGP) mixture models

  • Hongchuan Wei
  • , Wenjie Lu
  • , Pingping Zhu
  • , Silvia Ferrari
  • , Miao Liu
  • , Robert H. Klein
  • , Shayegan Omidshafiei
  • , Jonathan P. How
  • Duke University
  • Cornell University
  • Massachusetts Institute of Technology

Research output: Contribution to journalArticlepeer-review

Abstract

This paper presents tractable information value functions for Dirichlet-process Gaussian-process (DPGP) mixture models obtained via collocation methods and Monte Carlo integration. Quantifying information value in tractable closed form is key to solving control and estimation problems for autonomous information-gathering systems. The properties of the proposed value functions are analyzed and then demonstrated by planning sensor measurements so as to minimize the uncertainty in DPGP target models that are learned incrementally over time. Simulation results show that sensor planning based on expected KL divergence outperforms algorithms based on mutual information, particle filters, and randomized methods.

Original languageEnglish
Pages (from-to)360-368
Number of pages9
JournalAutomatica
Volume74
DOIs
StatePublished - 1 Dec 2016
Externally publishedYes

Keywords

  • Bayesian nonparametric models
  • Dirichlet process
  • Gaussian process
  • Information gain
  • Information theory

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