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Transformation of measurement uncertainties into low-dimensional feature vector space
A Alexiadis1, S Ferson2, E A Patterson1
1School of Engineering, University of Liverpool, The Quadrangle, Brownlow Hill, Liverpool L69 3GH, UK.
This study introduces a novel method to map measurement uncertainty into low-dimensional spaces using approximate Bayesian computation. This approach enables robust statistical inferences for high-resolution datasets, crucial for reliable decision-making.
Area of Science:
- Data Science
- Statistical Modeling
- Geophysics
Background:
- High-resolution datasets require uncertainty quantification for reliable decision-making.
- Dimensionality reduction techniques often neglect the propagation of measurement uncertainty.
- Existing methods lack a unified approach to represent uncertainty in transformed data spaces.
Purpose of the Study:
- To develop a method for mapping measurement uncertainty into low-dimensional spaces.
- To enable statistical inferences from transformed datasets while accounting for uncertainty.
- To provide a versatile tool applicable across various scientific domains.
Main Methods:
- Utilizes approximate Bayesian computation to propagate uncertainty.
- Develops a method independent of feature extraction processes.
- Applies Chebyshev polynomials and principal component analysis for dimensionality reduction.
Main Results:
- Successfully maps measurement uncertainty into equivalent low-dimensional spaces.
- Generates uncertainty distributions for statistical inference without distribution assumptions.
- Demonstrates applicability across structural displacements, soil moisture, and global ocean temperature data.
Conclusions:
- The proposed method offers a robust way to handle uncertainty in dimensionality reduction.
- Enables improved decision-making in model validation, calibration, and condition monitoring.
- Facilitates accurate characterization of phenomena like the El Niño Southern Oscillation.
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