Gaussian Processes for Uncertainty Visualization

Korn, Nico
Abstract in English: 
Data is virtually always uncertain in one way or another. Yet, uncertainty information is not routinely included in visualizations and, outside of simple 1D diagrams, there is no established way to do it. One big issue is to find a method that shows the uncertainty without completely cluttering the display. A second important question that needs to be solved, is how uncertainty and interpolation interact. Interpolated values are inherently uncertain, because they are heuristically estimated values – not measurements. But how much more uncertain are they? How can this effect be modeled? In this thesis, we introduce Gaussian processes, a statistical framework that allows for the smooth interpolation of data with heteroscedastic uncertainty through regression. Its theoretical background makes it a convincing method to analyze uncertain data and create a model of the underlying phenomenon and, most importantly, the uncertainty at and in-between the data points. For this reason, it is already popular in the GIS community where it is known as Kriging but has applications in machine learning too. In contrast to traditional interpolation methods, Gaussian processes do not merely create a surface that runs through the data points, but respect the uncertainty in them. This way, noise, errors or outliers in the data do not disturb the model inappropriately. Most importantly, the model shows the variance in the interpolated values, which can be higher but also lower than that of its neighboring data points, providing us with a lot more insight into the quality of our data and how it influences our uncertainty! This enables us to use uncertainty information in algorithms that need to interpolate between data points, which includes almost all visualization algorithms.
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