Robots such as autonomous underwater vehicles (AUVs) and autonomous surface vehicles (ASVs) have been used for sensing and monitoring aquatic environments such as oceans and lakes. Environmental sampling is a challenging task because the environmental attributes to be observed can vary both spatially and temporally, and the target environment is usually a large and continuous domain whereas the sampling data is typically sparse and limited. The challenges require that the sampling method must be informative and efficient enough to catch up with the environmental dynamics. In this paper we present a planning and learning method that enables a sampling robot to perform persistent monitoring tasks by learning and refining a spatiotemporal environmental model. Our environmental sampling framework consists of two components: to maximize the information collected, we propose an informative planning component that efficiently generates sampling waypoints that contain the maximal information; To alleviate the computational bottleneck caused by large-scale data accumulated, we develop a component based on a sparse Gaussian Process whose hyperparameters are learned online by taking advantage of only a subset of data that provides the greatest contribution. We validate our method with both simulations running on real ocean data and field trials with an ASV in a lake environment. Our experiments show that the proposed framework is both accurate and efficient in learning the spatiotemporal environmental model
Methodologies for environmental sensing and monitoring have also been developed to address challenging problems in different scenarios. For instance, stochastic search has been considered for switching fields @cite_17 , and Markov Chain Monte Carlo (MCMC) techniques have been used to study convergence @cite_19 . Convergence guarantees were also analyzed for control using gradient-aware straight line motions for point-mass vehicles @cite_60 . Distributed control methods based on gradient climbing @cite_28 , consensus @cite_10 , and source seeking under limited communication @cite_53 , have been developed using different optimization techniques. Further work using multiple vehicles @cite_18 took account of simplified turbulent flows @cite_29 and bio-inspired methods with stability guarantees @cite_13 .
@cite_13 @cite_18 @cite_60 @cite_28 @cite_53 @cite_29 @cite_19 @cite_10 @cite_17
2394967154 2186210550 2963153890 2163932785
Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC might suffer from poor mixing rates when random variables exhibit strong couplings under the target densities or big scale differences. In this study, we propose a novel SG-MCMC method that takes the local geometry into account by using ideas from Quasi-Newton optimization methods. These second order methods directly approximate the inverse Hessian by using a limited history of samples and their gradients. Our method uses dense approximations of the inverse Hessian while keeping the time and memory complexities linear with the dimension of the problem. We provide a formal theoretical analysis where we show that the proposed method is asymptotically unbiased and consistent with the posterior expectations. We illustrate the effectiveness of the approach on both synthetic and real datasets. Our experiments on two challenging applications show that our method achieves fast convergence rates similar to Riemannian approaches while at the same time having low computational requirements similar to diagonal preconditioning approaches. Recent advances in Bayesian learning with large-scale data have witnessed emergence of stochastic gradient MCMC algorithms (SG-MCMC), such as stochastic gradient Langevin dynamics (SGLD), stochastic gradient Hamiltonian MCMC (SGHMC), and the stochastic gradient thermostat. While finite-time convergence properties of the SGLD with a 1st-order Euler integrator have recently been studied, corresponding theory for general SG-MCMCs has not been explored. In this paper we consider general SG-MCMCs with high-order integrators, and develop theory to analyze finite-time convergence properties and their asymptotic invariant measures. Our theoretical results show faster convergence rates and more accurate invariant measures for SG-MCMCs with higher-order integrators. For example, with the proposed efficient 2nd-order symmetric splitting integrator, the mean square error (MSE) of the posterior average for the SGHMC achieves an optimal convergence rate of L-4 5 at L iterations, compared to L-2 3 for the SGHMC and SGLD with 1st-order Euler integrators. Furthermore, convergence results of decreasing-step-size SG-MCMCs are also developed, with the same convergence rates as their fixed-step-size counterparts for a specific decreasing sequence. Experiments on both synthetic and real datasets verify our theory, and show advantages of the proposed method in two large-scale real applications. Stochastic gradient Markov chain Monte Carlo (SG-MCMC) methods are Bayesian analogs to popular stochastic optimization methods; however, this connection is not well studied. We explore this relationship by applying simulated annealing to an SGMCMC algorithm. Furthermore, we extend recent SG-MCMC methods with two key components: i) adaptive preconditioners (as in ADAgrad or RMSprop), and ii) adaptive element-wise momentum weights. The zerotemperature limit gives a novel stochastic optimization method with adaptive elementwise momentum weights, while conventional optimization methods only have a shared, static momentum weight. Under certain assumptions, our theoretical analysis suggests the proposed simulated annealing approach converges close to the global optima. Experiments on several deep neural network models show state-of-the-art results compared to related stochastic optimization algorithms. Received 28 May 2002; revised 18 September 2002; accepted 24 September 2002; published 14 February 2003. [1] When an inverse problem is solved to estimate an unknown function such as the hydraulic conductivity in an aquifer or the contamination history at a site, one constraint is that the unknown function is known to be everywhere nonnegative. In this work, we develop a statistically rigorous method for enforcing function nonnegativity in Bayesian inverse problems. The proposed method behaves similarly to a Gaussian process with a linear variogram (i.e., unrestricted Brownian motion) for parameter values significantly greater than zero. The method uses the method of images to define a prior probability density function based on reflected Brownian motion that implicitly enforces nonnegativity. This work focuses on problems where the unknown is a function of a single variable (e.g., time). A Markov chain Monte Carlo (MCMC) method, specifically, a highly efficient Gibbs sampler, is implemented to generate conditional realizations of the unknown function. The new method is applied to the estimation of the trichloroethylene (TCE) and perchloroethylene (PCE) contamination history in an aquifer at Dover Air Force Base, Delaware, based on concentration profiles obtained from an underlying aquitard. INDEX TERMS: 1831 Hydrology: Groundwater quality; 1869 Hydrology: Stochastic processes; 3260 Mathematical Geophysics: Inverse theory; KEYWORDS: stochastic inverse modeling, contaminant source identification, inference under constraints, Markov chain Monte Carlo (MCMC), Gibbs sampling, Bayesian inference