论文标题

使用高斯流程的贝叶斯校准流量基本图

Bayesian calibration of traffic flow fundamental diagrams using Gaussian processes

论文作者

Cheng, Zhanhong, Wang, Xudong, Chen, Xinyuan, Trepanier, Martin, Sun, Lijun

论文摘要

建模道路上的车速和密度之间的关系是交通流量理论中的一个基本问题。最近的研究发现,由于样品的分布不平衡,使用最小二乘(LS)方法来校准单重复速度密度模型是偏差的。本文从统计的角度解释了LS方法的问题:偏置校准是由回归残差中的相关性/依赖关系引起的。基于此解释,我们通过通过零均值高斯工艺(GP)对残差的协方差进行建模,提出了一种新的校准方法,以实现单重复速度密度模型。我们的方法可以看作是具有特定协方差结构(即内核函数)的广义最小二乘(GLS)方法,并且是现有LS和加权最小二乘(WLS)方法的概括。接下来,我们使用稀疏的近似来解决GPS的可伸缩性问题,并应用马尔可夫链蒙特卡洛(MCMC)采样方案,以获取用于速度密度模型的参数的后验分布,以及GP核的速度密度模型和超参数(即长度尺度和方差)。最后,我们使用建议的方法校准六个众所周知的单重密度密度模型。结果表明,提出的基于GP的方法(1)显着降低了LS校准中的偏差,(2)实现与WLS方法相似的效果,(3)可以用作非参数速度密度密度模型,(4)提供贝叶斯解决方案来估算参数参数和速度密度功能的后验分布。

Modeling the relationship between vehicle speed and density on the road is a fundamental problem in traffic flow theory. Recent research found that using the least-squares (LS) method to calibrate single-regime speed-density models is biased because of the uneven distribution of samples. This paper explains the issue of the LS method from a statistical perspective: the biased calibration is caused by the correlations/dependencies in regression residuals. Based on this explanation, we propose a new calibration method for single-regime speed-density models by modeling the covariance of residuals via a zero-mean Gaussian Process (GP). Our approach can be viewed as a generalized least-squares (GLS) method with a specific covariance structure (i.e., kernel function) and is a generalization of the existing LS and the weighted least-squares (WLS) methods. Next, we use a sparse approximation to address the scalability issue of GPs and apply a Markov chain Monte Carlo (MCMC) sampling scheme to obtain the posterior distributions of the parameters for speed-density models and the hyperparameters (i.e., length scale and variance) of the GP kernel. Finally, we calibrate six well-known single-regime speed-density models with the proposed method. Results show that the proposed GP-based methods (1) significantly reduce the biases in the LS calibration, (2) achieve a similar effect as the WLS method, (3) can be used as a non-parametric speed-density model, and (4) provide a Bayesian solution to estimate posterior distributions of parameters and speed-density functions.

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