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An Information Value Function for Nonparametric Gaussian Processes

Information Theory 2014-06-13 v1 math.IT

Abstract

This paper presents a novel information value function that can be used in online sensor planning to monitor a spatial phenomenon in which the spatial phenomenon is modeled by nonparametric Gaussian processes. The information value function is derived from the Kullback-Leibler (KL) divergence and represents the information value brought by sensor decision. The sensor decision at every time step is to select the sensing location that maximizes the information value function associated with the measurement taken. Gaussian processes (GPs) are employed to obtain the posterior distribution of the spatial phenomenon given a number of sensor measurements, because GPs have sufficient flexibilities to adopt the complexity from data. Furthermore, a greedy algorithm is designed based on the information value function. By comparing the greedy algorithm with the random algorithm, it is shown that the error decreases faster defined as the difference between the estimated posterior distribution and the true distribution of the spatial phenomenon via the greedy algorithm.

Keywords

Cite

@article{arxiv.1406.3296,
  title  = {An Information Value Function for Nonparametric Gaussian Processes},
  author = {Hongchuan Wei and Wenjie Lu and Silvia Ferrari},
  journal= {arXiv preprint arXiv:1406.3296},
  year   = {2014}
}

Comments

7 pages, 2 figures, 2012 NIPS workshop on Bayesian Nonparametric Models For Reliable Planning And Decision-Making Under Uncertainty

R2 v1 2026-06-22T04:37:21.287Z