A Prediction Model for Functional Outcomes in Spinal Cord Disorder Patients Using Gaussian Process Regression.

PubMed

Lee, Sunghoon Ivan; Mortazavi, Bobak; Hoffman, Haydn A; Lu, Derek S; Li, Charles; Paak, Brian H; Garst, Jordan H; Razaghy, Mehrdad; Espinal, Marie; Park, Eunjeong; Lu, Daniel C; Sarrafzadeh, Majid

2016-01-01

Predicting the functional outcomes of spinal cord disorder patients after medical treatments, such as a surgical operation, has always been of great interest. Accurate posttreatment prediction is especially beneficial for clinicians, patients, care givers, and therapists. This paper introduces a prediction method for postoperative functional outcomes by a novel use of Gaussian process regression. The proposed method specifically considers the restricted value range of the target variables by modeling the Gaussian process based on a truncated Normal distribution, which significantly improves the prediction results. The prediction has been made in assistance with target tracking examinations using a highly portable and inexpensive handgrip device, which greatly contributes to the prediction performance. The proposed method has been validated through a dataset collected from a clinical cohort pilot involving 15 patients with cervical spinal cord disorder. The results show that the proposed method can accurately predict postoperative functional outcomes, Oswestry disability index and target tracking scores, based on the patient's preoperative information with a mean absolute error of 0.079 and 0.014 (out of 1.0), respectively.

Multi-fidelity Gaussian process regression for prediction of random fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Parussini, L.; Venturi, D., E-mail: venturi@ucsc.edu; Perdikaris, P.

We propose a new multi-fidelity Gaussian process regression (GPR) approach for prediction of random fields based on observations of surrogate models or hierarchies of surrogate models. Our method builds upon recent work on recursive Bayesian techniques, in particular recursive co-kriging, and extends it to vector-valued fields and various types of covariances, including separable and non-separable ones. The framework we propose is general and can be used to perform uncertainty propagation and quantification in model-based simulations, multi-fidelity data fusion, and surrogate-based optimization. We demonstrate the effectiveness of the proposed recursive GPR techniques through various examples. Specifically, we study the stochastic Burgersmore » equation and the stochastic Oberbeck–Boussinesq equations describing natural convection within a square enclosure. In both cases we find that the standard deviation of the Gaussian predictors as well as the absolute errors relative to benchmark stochastic solutions are very small, suggesting that the proposed multi-fidelity GPR approaches can yield highly accurate results.« less

Modeling Sea-Level Change using Errors-in-Variables Integrated Gaussian Processes

NASA Astrophysics Data System (ADS)

Cahill, Niamh; Parnell, Andrew; Kemp, Andrew; Horton, Benjamin

2014-05-01

We perform Bayesian inference on historical and late Holocene (last 2000 years) rates of sea-level change. The data that form the input to our model are tide-gauge measurements and proxy reconstructions from cores of coastal sediment. To accurately estimate rates of sea-level change and reliably compare tide-gauge compilations with proxy reconstructions it is necessary to account for the uncertainties that characterize each dataset. Many previous studies used simple linear regression models (most commonly polynomial regression) resulting in overly precise rate estimates. The model we propose uses an integrated Gaussian process approach, where a Gaussian process prior is placed on the rate of sea-level change and the data itself is modeled as the integral of this rate process. The non-parametric Gaussian process model is known to be well suited to modeling time series data. The advantage of using an integrated Gaussian process is that it allows for the direct estimation of the derivative of a one dimensional curve. The derivative at a particular time point will be representative of the rate of sea level change at that time point. The tide gauge and proxy data are complicated by multiple sources of uncertainty, some of which arise as part of the data collection exercise. Most notably, the proxy reconstructions include temporal uncertainty from dating of the sediment core using techniques such as radiocarbon. As a result of this, the integrated Gaussian process model is set in an errors-in-variables (EIV) framework so as to take account of this temporal uncertainty. The data must be corrected for land-level change known as glacio-isostatic adjustment (GIA) as it is important to isolate the climate-related sea-level signal. The correction for GIA introduces covariance between individual age and sea level observations into the model. The proposed integrated Gaussian process model allows for the estimation of instantaneous rates of sea-level change and accounts for all available sources of uncertainty in tide-gauge and proxy-reconstruction data. Our response variable is sea level after correction for GIA. By embedding the integrated process in an errors-in-variables (EIV) framework, and removing the estimate of GIA, we can quantify rates with better estimates of uncertainty than previously possible. The model provides a flexible fit and enables us to estimate rates of change at any given time point, thus observing how rates have been evolving from the past to present day.

A subagging regression method for estimating the qualitative and quantitative state of groundwater

NASA Astrophysics Data System (ADS)

Jeong, Jina; Park, Eungyu; Han, Weon Shik; Kim, Kue-Young

2017-08-01

A subsample aggregating (subagging) regression (SBR) method for the analysis of groundwater data pertaining to trend-estimation-associated uncertainty is proposed. The SBR method is validated against synthetic data competitively with other conventional robust and non-robust methods. From the results, it is verified that the estimation accuracies of the SBR method are consistent and superior to those of other methods, and the uncertainties are reasonably estimated; the others have no uncertainty analysis option. To validate further, actual groundwater data are employed and analyzed comparatively with Gaussian process regression (GPR). For all cases, the trend and the associated uncertainties are reasonably estimated by both SBR and GPR regardless of Gaussian or non-Gaussian skewed data. However, it is expected that GPR has a limitation in applications to severely corrupted data by outliers owing to its non-robustness. From the implementations, it is determined that the SBR method has the potential to be further developed as an effective tool of anomaly detection or outlier identification in groundwater state data such as the groundwater level and contaminant concentration.

Estimation of continuous multi-DOF finger joint kinematics from surface EMG using a multi-output Gaussian Process.

PubMed

Ngeo, Jimson; Tamei, Tomoya; Shibata, Tomohiro

2014-01-01

Surface electromyographic (EMG) signals have often been used in estimating upper and lower limb dynamics and kinematics for the purpose of controlling robotic devices such as robot prosthesis and finger exoskeletons. However, in estimating multiple and a high number of degrees-of-freedom (DOF) kinematics from EMG, output DOFs are usually estimated independently. In this study, we estimate finger joint kinematics from EMG signals using a multi-output convolved Gaussian Process (Multi-output Full GP) that considers dependencies between outputs. We show that estimation of finger joints from muscle activation inputs can be improved by using a regression model that considers inherent coupling or correlation within the hand and finger joints. We also provide a comparison of estimation performance between different regression methods, such as Artificial Neural Networks (ANN) which is used by many of the related studies. We show that using a multi-output GP gives improved estimation compared to multi-output ANN and even dedicated or independent regression models.

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

Shi, Xiaoqing; Ye, Ming; Curtis, Gary P.; Miller, Geoffery L.; Meyer, Philip D.; Kohler, Matthias; Yabusaki, Steve; Wu, Jichun

2014-01-01

The validity of using Gaussian assumptions for model residuals in uncertainty quantification of a groundwater reactive transport model was evaluated in this study. Least squares regression methods explicitly assume Gaussian residuals, and the assumption leads to Gaussian likelihood functions, model parameters, and model predictions. While the Bayesian methods do not explicitly require the Gaussian assumption, Gaussian residuals are widely used. This paper shows that the residuals of the reactive transport model are non-Gaussian, heteroscedastic, and correlated in time; characterizing them requires using a generalized likelihood function such as the formal generalized likelihood function developed by Schoups and Vrugt (2010). For the surface complexation model considered in this study for simulating uranium reactive transport in groundwater, parametric uncertainty is quantified using the least squares regression methods and Bayesian methods with both Gaussian and formal generalized likelihood functions. While the least squares methods and Bayesian methods with Gaussian likelihood function produce similar Gaussian parameter distributions, the parameter distributions of Bayesian uncertainty quantification using the formal generalized likelihood function are non-Gaussian. In addition, predictive performance of formal generalized likelihood function is superior to that of least squares regression and Bayesian methods with Gaussian likelihood function. The Bayesian uncertainty quantification is conducted using the differential evolution adaptive metropolis (DREAM(zs)) algorithm; as a Markov chain Monte Carlo (MCMC) method, it is a robust tool for quantifying uncertainty in groundwater reactive transport models. For the surface complexation model, the regression-based local sensitivity analysis and Morris- and DREAM(ZS)-based global sensitivity analysis yield almost identical ranking of parameter importance. The uncertainty analysis may help select appropriate likelihood functions, improve model calibration, and reduce predictive uncertainty in other groundwater reactive transport and environmental modeling.

Bayesian Analysis of Non-Gaussian Long-Range Dependent Processes

NASA Astrophysics Data System (ADS)

Graves, T.; Franzke, C.; Gramacy, R. B.; Watkins, N. W.

2012-12-01

Recent studies have strongly suggested that surface temperatures exhibit long-range dependence (LRD). The presence of LRD would hamper the identification of deterministic trends and the quantification of their significance. It is well established that LRD processes exhibit stochastic trends over rather long periods of time. Thus, accurate methods for discriminating between physical processes that possess long memory and those that do not are an important adjunct to climate modeling. We have used Markov Chain Monte Carlo algorithms to perform a Bayesian analysis of Auto-Regressive Fractionally-Integrated Moving-Average (ARFIMA) processes, which are capable of modeling LRD. Our principal aim is to obtain inference about the long memory parameter, d,with secondary interest in the scale and location parameters. We have developed a reversible-jump method enabling us to integrate over different model forms for the short memory component. We initially assume Gaussianity, and have tested the method on both synthetic and physical time series such as the Central England Temperature. Many physical processes, for example the Faraday time series from Antarctica, are highly non-Gaussian. We have therefore extended this work by weakening the Gaussianity assumption. Specifically, we assume a symmetric α -stable distribution for the innovations. Such processes provide good, flexible, initial models for non-Gaussian processes with long memory. We will present a study of the dependence of the posterior variance σ d of the memory parameter d on the length of the time series considered. This will be compared with equivalent error diagnostics for other measures of d.

Exploration, Sampling, And Reconstruction of Free Energy Surfaces with Gaussian Process Regression.

PubMed

Mones, Letif; Bernstein, Noam; Csányi, Gábor

2016-10-11

Practical free energy reconstruction algorithms involve three separate tasks: biasing, measuring some observable, and finally reconstructing the free energy surface from those measurements. In more than one dimension, adaptive schemes make it possible to explore only relatively low lying regions of the landscape by progressively building up the bias toward the negative of the free energy surface so that free energy barriers are eliminated. Most schemes use the final bias as their best estimate of the free energy surface. We show that large gains in computational efficiency, as measured by the reduction of time to solution, can be obtained by separating the bias used for dynamics from the final free energy reconstruction itself. We find that biasing with metadynamics, measuring a free energy gradient estimator, and reconstructing using Gaussian process regression can give an order of magnitude reduction in computational cost.

An integrated Gaussian process regression for prediction of remaining useful life of slow speed bearings based on acoustic emission

NASA Astrophysics Data System (ADS)

Aye, S. A.; Heyns, P. S.

2017-02-01

This paper proposes an optimal Gaussian process regression (GPR) for the prediction of remaining useful life (RUL) of slow speed bearings based on a novel degradation assessment index obtained from acoustic emission signal. The optimal GPR is obtained from an integration or combination of existing simple mean and covariance functions in order to capture the observed trend of the bearing degradation as well the irregularities in the data. The resulting integrated GPR model provides an excellent fit to the data and improves over the simple GPR models that are based on simple mean and covariance functions. In addition, it achieves a low percentage error prediction of the remaining useful life of slow speed bearings. These findings are robust under varying operating conditions such as loading and speed and can be applied to nonlinear and nonstationary machine response signals useful for effective preventive machine maintenance purposes.

Construction of reactive potential energy surfaces with Gaussian process regression: active data selection

NASA Astrophysics Data System (ADS)

Guan, Yafu; Yang, Shuo; Zhang, Dong H.

2018-04-01

Gaussian process regression (GPR) is an efficient non-parametric method for constructing multi-dimensional potential energy surfaces (PESs) for polyatomic molecules. Since not only the posterior mean but also the posterior variance can be easily calculated, GPR provides a well-established model for active learning, through which PESs can be constructed more efficiently and accurately. We propose a strategy of active data selection for the construction of PESs with emphasis on low energy regions. Through three-dimensional (3D) example of H3, the validity of this strategy is verified. The PESs for two prototypically reactive systems, namely, H + H2O ↔ H2 + OH reaction and H + CH4 ↔ H2 + CH3 reaction are reconstructed. Only 920 and 4000 points are assembled to reconstruct these two PESs respectively. The accuracy of the GP PESs is not only tested by energy errors but also validated by quantum scattering calculations.

Remaining Useful Life Prediction for Lithium-Ion Batteries Based on Gaussian Processes Mixture

PubMed Central

Li, Lingling; Wang, Pengchong; Chao, Kuei-Hsiang; Zhou, Yatong; Xie, Yang

2016-01-01

The remaining useful life (RUL) prediction of Lithium-ion batteries is closely related to the capacity degeneration trajectories. Due to the self-charging and the capacity regeneration, the trajectories have the property of multimodality. Traditional prediction models such as the support vector machines (SVM) or the Gaussian Process regression (GPR) cannot accurately characterize this multimodality. This paper proposes a novel RUL prediction method based on the Gaussian Process Mixture (GPM). It can process multimodality by fitting different segments of trajectories with different GPR models separately, such that the tiny differences among these segments can be revealed. The method is demonstrated to be effective for prediction by the excellent predictive result of the experiments on the two commercial and chargeable Type 1850 Lithium-ion batteries, provided by NASA. The performance comparison among the models illustrates that the GPM is more accurate than the SVM and the GPR. In addition, GPM can yield the predictive confidence interval, which makes the prediction more reliable than that of traditional models. PMID:27632176

A subagging regression method for estimating the qualitative and quantitative state of groundwater

NASA Astrophysics Data System (ADS)

Jeong, J.; Park, E.; Choi, J.; Han, W. S.; Yun, S. T.

2016-12-01

A subagging regression (SBR) method for the analysis of groundwater data pertaining to the estimation of trend and the associated uncertainty is proposed. The SBR method is validated against synthetic data competitively with other conventional robust and non-robust methods. From the results, it is verified that the estimation accuracies of the SBR method are consistent and superior to those of the other methods and the uncertainties are reasonably estimated where the others have no uncertainty analysis option. To validate further, real quantitative and qualitative data are employed and analyzed comparatively with Gaussian process regression (GPR). For all cases, the trend and the associated uncertainties are reasonably estimated by SBR, whereas the GPR has limitations in representing the variability of non-Gaussian skewed data. From the implementations, it is determined that the SBR method has potential to be further developed as an effective tool of anomaly detection or outlier identification in groundwater state data.

Semisupervised Gaussian Process for Automated Enzyme Search.

PubMed

Mellor, Joseph; Grigoras, Ioana; Carbonell, Pablo; Faulon, Jean-Loup

2016-06-17

Synthetic biology is today harnessing the design of novel and greener biosynthesis routes for the production of added-value chemicals and natural products. The design of novel pathways often requires a detailed selection of enzyme sequences to import into the chassis at each of the reaction steps. To address such design requirements in an automated way, we present here a tool for exploring the space of enzymatic reactions. Given a reaction and an enzyme the tool provides a probability estimate that the enzyme catalyzes the reaction. Our tool first considers the similarity of a reaction to known biochemical reactions with respect to signatures around their reaction centers. Signatures are defined based on chemical transformation rules by using extended connectivity fingerprint descriptors. A semisupervised Gaussian process model associated with the similar known reactions then provides the probability estimate. The Gaussian process model uses information about both the reaction and the enzyme in providing the estimate. These estimates were validated experimentally by the application of the Gaussian process model to a newly identified metabolite in Escherichia coli in order to search for the enzymes catalyzing its associated reactions. Furthermore, we show with several pathway design examples how such ability to assign probability estimates to enzymatic reactions provides the potential to assist in bioengineering applications, providing experimental validation to our proposed approach. To the best of our knowledge, the proposed approach is the first application of Gaussian processes dealing with biological sequences and chemicals, the use of a semisupervised Gaussian process framework is also novel in the context of machine learning applied to bioinformatics. However, the ability of an enzyme to catalyze a reaction depends on the affinity between the substrates of the reaction and the enzyme. This affinity is generally quantified by the Michaelis constant KM. Therefore, we also demonstrate using Gaussian process regression to predict KM given a substrate-enzyme pair.

Experimentally testing the dependence of momentum transport on second derivatives using Gaussian process regression

NASA Astrophysics Data System (ADS)

Chilenski, M. A.; Greenwald, M. J.; Hubbard, A. E.; Hughes, J. W.; Lee, J. P.; Marzouk, Y. M.; Rice, J. E.; White, A. E.

2017-12-01

It remains an open question to explain the dramatic change in intrinsic rotation induced by slight changes in electron density (White et al 2013 Phys. Plasmas 20 056106). One proposed explanation is that momentum transport is sensitive to the second derivatives of the temperature and density profiles (Lee et al 2015 Plasma Phys. Control. Fusion 57 125006), but it is widely considered to be impossible to measure these higher derivatives. In this paper, we show that it is possible to estimate second derivatives of electron density and temperature using a nonparametric regression technique known as Gaussian process regression. This technique avoids over-constraining the fit by not assuming an explicit functional form for the fitted curve. The uncertainties, obtained rigorously using Markov chain Monte Carlo sampling, are small enough that it is reasonable to explore hypotheses which depend on second derivatives. It is found that the differences in the second derivatives of n{e} and T{e} between the peaked and hollow rotation cases are rather small, suggesting that changes in the second derivatives are not likely to explain the experimental results.

Improved Linear Algebra Methods for Redshift Computation from Limited Spectrum Data - II

NASA Technical Reports Server (NTRS)

Foster, Leslie; Waagen, Alex; Aijaz, Nabella; Hurley, Michael; Luis, Apolo; Rinsky, Joel; Satyavolu, Chandrika; Gazis, Paul; Srivastava, Ashok; Way, Michael

2008-01-01

Given photometric broadband measurements of a galaxy, Gaussian processes may be used with a training set to solve the regression problem of approximating the redshift of this galaxy. However, in practice solving the traditional Gaussian processes equation is too slow and requires too much memory. We employed several methods to avoid this difficulty using algebraic manipulation and low-rank approximation, and were able to quickly approximate the redshifts in our testing data within 17 percent of the known true values using limited computational resources. The accuracy of one method, the V Formulation, is comparable to the accuracy of the best methods currently used for this problem.

Adaptive smoothing based on Gaussian processes regression increases the sensitivity and specificity of fMRI data.

PubMed

Strappini, Francesca; Gilboa, Elad; Pitzalis, Sabrina; Kay, Kendrick; McAvoy, Mark; Nehorai, Arye; Snyder, Abraham Z

2017-03-01

Temporal and spatial filtering of fMRI data is often used to improve statistical power. However, conventional methods, such as smoothing with fixed-width Gaussian filters, remove fine-scale structure in the data, necessitating a tradeoff between sensitivity and specificity. Specifically, smoothing may increase sensitivity (reduce noise and increase statistical power) but at the cost loss of specificity in that fine-scale structure in neural activity patterns is lost. Here, we propose an alternative smoothing method based on Gaussian processes (GP) regression for single subjects fMRI experiments. This method adapts the level of smoothing on a voxel by voxel basis according to the characteristics of the local neural activity patterns. GP-based fMRI analysis has been heretofore impractical owing to computational demands. Here, we demonstrate a new implementation of GP that makes it possible to handle the massive data dimensionality of the typical fMRI experiment. We demonstrate how GP can be used as a drop-in replacement to conventional preprocessing steps for temporal and spatial smoothing in a standard fMRI pipeline. We present simulated and experimental results that show the increased sensitivity and specificity compared to conventional smoothing strategies. Hum Brain Mapp 38:1438-1459, 2017. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

Model Checking Techniques for Assessing Functional Form Specifications in Censored Linear Regression Models.

PubMed

León, Larry F; Cai, Tianxi

2012-04-01

In this paper we develop model checking techniques for assessing functional form specifications of covariates in censored linear regression models. These procedures are based on a censored data analog to taking cumulative sums of "robust" residuals over the space of the covariate under investigation. These cumulative sums are formed by integrating certain Kaplan-Meier estimators and may be viewed as "robust" censored data analogs to the processes considered by Lin, Wei & Ying (2002). The null distributions of these stochastic processes can be approximated by the distributions of certain zero-mean Gaussian processes whose realizations can be generated by computer simulation. Each observed process can then be graphically compared with a few realizations from the Gaussian process. We also develop formal test statistics for numerical comparison. Such comparisons enable one to assess objectively whether an apparent trend seen in a residual plot reects model misspecification or natural variation. We illustrate the methods with a well known dataset. In addition, we examine the finite sample performance of the proposed test statistics in simulation experiments. In our simulation experiments, the proposed test statistics have good power of detecting misspecification while at the same time controlling the size of the test.

Gaussian process regression for sensor networks under localization uncertainty

USGS Publications Warehouse

Jadaliha, M.; Xu, Yunfei; Choi, Jongeun; Johnson, N.S.; Li, Weiming

2013-01-01

In this paper, we formulate Gaussian process regression with observations under the localization uncertainty due to the resource-constrained sensor networks. In our formulation, effects of observations, measurement noise, localization uncertainty, and prior distributions are all correctly incorporated in the posterior predictive statistics. The analytically intractable posterior predictive statistics are proposed to be approximated by two techniques, viz., Monte Carlo sampling and Laplace's method. Such approximation techniques have been carefully tailored to our problems and their approximation error and complexity are analyzed. Simulation study demonstrates that the proposed approaches perform much better than approaches without considering the localization uncertainty properly. Finally, we have applied the proposed approaches on the experimentally collected real data from a dye concentration field over a section of a river and a temperature field of an outdoor swimming pool to provide proof of concept tests and evaluate the proposed schemes in real situations. In both simulation and experimental results, the proposed methods outperform the quick-and-dirty solutions often used in practice.

Gaussian process regression to accelerate geometry optimizations relying on numerical differentiation

NASA Astrophysics Data System (ADS)

Schmitz, Gunnar; Christiansen, Ove

2018-06-01

We study how with means of Gaussian Process Regression (GPR) geometry optimizations, which rely on numerical gradients, can be accelerated. The GPR interpolates a local potential energy surface on which the structure is optimized. It is found to be efficient to combine results on a low computational level (HF or MP2) with the GPR-calculated gradient of the difference between the low level method and the target method, which is a variant of explicitly correlated Coupled Cluster Singles and Doubles with perturbative Triples correction CCSD(F12*)(T) in this study. Overall convergence is achieved if both the potential and the geometry are converged. Compared to numerical gradient-based algorithms, the number of required single point calculations is reduced. Although introducing an error due to the interpolation, the optimized structures are sufficiently close to the minimum of the target level of theory meaning that the reference and predicted minimum only vary energetically in the μEh regime.

Squared exponential covariance function for prediction of hydrocarbon in seabed logging application

NASA Astrophysics Data System (ADS)

Mukhtar, Siti Mariam; Daud, Hanita; Dass, Sarat Chandra

2016-11-01

Seabed Logging technology (SBL) has progressively emerged as one of the demanding technologies in Exploration and Production (E&P) industry. Hydrocarbon prediction in deep water areas is crucial task for a driller in any oil and gas company as drilling cost is very expensive. Simulation data generated by Computer Software Technology (CST) is used to predict the presence of hydrocarbon where the models replicate real SBL environment. These models indicate that the hydrocarbon filled reservoirs are more resistive than surrounding water filled sediments. Then, as hydrocarbon depth is increased, it is more challenging to differentiate data with and without hydrocarbon. MATLAB is used for data extractions for curve fitting process using Gaussian process (GP). GP can be classified into regression and classification problems, where this work only focuses on Gaussian process regression (GPR) problem. Most popular choice to supervise GPR is squared exponential (SE), as it provides stability and probabilistic prediction in huge amounts of data. Hence, SE is used to predict the presence or absence of hydrocarbon in the reservoir from the data generated.

Spatio-thermal depth correction of RGB-D sensors based on Gaussian processes in real-time

NASA Astrophysics Data System (ADS)

Heindl, Christoph; Pönitz, Thomas; Stübl, Gernot; Pichler, Andreas; Scharinger, Josef

2018-04-01

Commodity RGB-D sensors capture color images along with dense pixel-wise depth information in real-time. Typical RGB-D sensors are provided with a factory calibration and exhibit erratic depth readings due to coarse calibration values, ageing and thermal influence effects. This limits their applicability in computer vision and robotics. We propose a novel method to accurately calibrate depth considering spatial and thermal influences jointly. Our work is based on Gaussian Process Regression in a four dimensional Cartesian and thermal domain. We propose to leverage modern GPUs for dense depth map correction in real-time. For reproducibility we make our dataset and source code publicly available.

Efficient Prediction of Low-Visibility Events at Airports Using Machine-Learning Regression

NASA Astrophysics Data System (ADS)

Cornejo-Bueno, L.; Casanova-Mateo, C.; Sanz-Justo, J.; Cerro-Prada, E.; Salcedo-Sanz, S.

2017-11-01

We address the prediction of low-visibility events at airports using machine-learning regression. The proposed model successfully forecasts low-visibility events in terms of the runway visual range at the airport, with the use of support-vector regression, neural networks (multi-layer perceptrons and extreme-learning machines) and Gaussian-process algorithms. We assess the performance of these algorithms based on real data collected at the Valladolid airport, Spain. We also propose a study of the atmospheric variables measured at a nearby tower related to low-visibility atmospheric conditions, since they are considered as the inputs of the different regressors. A pre-processing procedure of these input variables with wavelet transforms is also described. The results show that the proposed machine-learning algorithms are able to predict low-visibility events well. The Gaussian process is the best algorithm among those analyzed, obtaining over 98% of the correct classification rate in low-visibility events when the runway visual range is {>}1000 m, and about 80% under this threshold. The performance of all the machine-learning algorithms tested is clearly affected in extreme low-visibility conditions ({<}500 m). However, we show improved results of all the methods when data from a neighbouring meteorological tower are included, and also with a pre-processing scheme using a wavelet transform. Also presented are results of the algorithm performance in daytime and nighttime conditions, and for different prediction time horizons.

Gaussian process based intelligent sampling for measuring nano-structure surfaces

NASA Astrophysics Data System (ADS)

Sun, L. J.; Ren, M. J.; Yin, Y. H.

2016-09-01

Nanotechnology is the science and engineering that manipulate matters at nano scale, which can be used to create many new materials and devices with a vast range of applications. As the nanotech product increasingly enters the commercial marketplace, nanometrology becomes a stringent and enabling technology for the manipulation and the quality control of the nanotechnology. However, many measuring instruments, for instance scanning probe microscopy, are limited to relatively small area of hundreds of micrometers with very low efficiency. Therefore some intelligent sampling strategies should be required to improve the scanning efficiency for measuring large area. This paper presents a Gaussian process based intelligent sampling method to address this problem. The method makes use of Gaussian process based Bayesian regression as a mathematical foundation to represent the surface geometry, and the posterior estimation of Gaussian process is computed by combining the prior probability distribution with the maximum likelihood function. Then each sampling point is adaptively selected by determining the position which is the most likely outside of the required tolerance zone among the candidates and then inserted to update the model iteratively. Both simulationson the nominal surface and manufactured surface have been conducted on nano-structure surfaces to verify the validity of the proposed method. The results imply that the proposed method significantly improves the measurement efficiency in measuring large area structured surfaces.

Geographically weighted regression model on poverty indicator

NASA Astrophysics Data System (ADS)

Slamet, I.; Nugroho, N. F. T. A.; Muslich

2017-12-01

In this research, we applied geographically weighted regression (GWR) for analyzing the poverty in Central Java. We consider Gaussian Kernel as weighted function. The GWR uses the diagonal matrix resulted from calculating kernel Gaussian function as a weighted function in the regression model. The kernel weights is used to handle spatial effects on the data so that a model can be obtained for each location. The purpose of this paper is to model of poverty percentage data in Central Java province using GWR with Gaussian kernel weighted function and to determine the influencing factors in each regency/city in Central Java province. Based on the research, we obtained geographically weighted regression model with Gaussian kernel weighted function on poverty percentage data in Central Java province. We found that percentage of population working as farmers, population growth rate, percentage of households with regular sanitation, and BPJS beneficiaries are the variables that affect the percentage of poverty in Central Java province. In this research, we found the determination coefficient R2 are 68.64%. There are two categories of district which are influenced by different of significance factors.

Nested polynomial trends for the improvement of Gaussian process-based predictors

NASA Astrophysics Data System (ADS)

Perrin, G.; Soize, C.; Marque-Pucheu, S.; Garnier, J.

2017-10-01

The role of simulation keeps increasing for the sensitivity analysis and the uncertainty quantification of complex systems. Such numerical procedures are generally based on the processing of a huge amount of code evaluations. When the computational cost associated with one particular evaluation of the code is high, such direct approaches based on the computer code only, are not affordable. Surrogate models have therefore to be introduced to interpolate the information given by a fixed set of code evaluations to the whole input space. When confronted to deterministic mappings, the Gaussian process regression (GPR), or kriging, presents a good compromise between complexity, efficiency and error control. Such a method considers the quantity of interest of the system as a particular realization of a Gaussian stochastic process, whose mean and covariance functions have to be identified from the available code evaluations. In this context, this work proposes an innovative parametrization of this mean function, which is based on the composition of two polynomials. This approach is particularly relevant for the approximation of strongly non linear quantities of interest from very little information. After presenting the theoretical basis of this method, this work compares its efficiency to alternative approaches on a series of examples.

Hybrid approach of selecting hyperparameters of support vector machine for regression.

PubMed

Jeng, Jin-Tsong

2006-06-01

To select the hyperparameters of the support vector machine for regression (SVR), a hybrid approach is proposed to determine the kernel parameter of the Gaussian kernel function and the epsilon value of Vapnik's epsilon-insensitive loss function. The proposed hybrid approach includes a competitive agglomeration (CA) clustering algorithm and a repeated SVR (RSVR) approach. Since the CA clustering algorithm is used to find the nearly "optimal" number of clusters and the centers of clusters in the clustering process, the CA clustering algorithm is applied to select the Gaussian kernel parameter. Additionally, an RSVR approach that relies on the standard deviation of a training error is proposed to obtain an epsilon in the loss function. Finally, two functions, one real data set (i.e., a time series of quarterly unemployment rate for West Germany) and an identification of nonlinear plant are used to verify the usefulness of the hybrid approach.

Gaussian Process Regression (GPR) Representation in Predictive Model Markup Language (PMML)

PubMed Central

Lechevalier, D.; Ak, R.; Ferguson, M.; Law, K. H.; Lee, Y.-T. T.; Rachuri, S.

2017-01-01

This paper describes Gaussian process regression (GPR) models presented in predictive model markup language (PMML). PMML is an extensible-markup-language (XML) -based standard language used to represent data-mining and predictive analytic models, as well as pre- and post-processed data. The previous PMML version, PMML 4.2, did not provide capabilities for representing probabilistic (stochastic) machine-learning algorithms that are widely used for constructing predictive models taking the associated uncertainties into consideration. The newly released PMML version 4.3, which includes the GPR model, provides new features: confidence bounds and distribution for the predictive estimations. Both features are needed to establish the foundation for uncertainty quantification analysis. Among various probabilistic machine-learning algorithms, GPR has been widely used for approximating a target function because of its capability of representing complex input and output relationships without predefining a set of basis functions, and predicting a target output with uncertainty quantification. GPR is being employed to various manufacturing data-analytics applications, which necessitates representing this model in a standardized form for easy and rapid employment. In this paper, we present a GPR model and its representation in PMML. Furthermore, we demonstrate a prototype using a real data set in the manufacturing domain. PMID:29202125

Gaussian Process Regression (GPR) Representation in Predictive Model Markup Language (PMML).

PubMed

Park, J; Lechevalier, D; Ak, R; Ferguson, M; Law, K H; Lee, Y-T T; Rachuri, S

2017-01-01

This paper describes Gaussian process regression (GPR) models presented in predictive model markup language (PMML). PMML is an extensible-markup-language (XML) -based standard language used to represent data-mining and predictive analytic models, as well as pre- and post-processed data. The previous PMML version, PMML 4.2, did not provide capabilities for representing probabilistic (stochastic) machine-learning algorithms that are widely used for constructing predictive models taking the associated uncertainties into consideration. The newly released PMML version 4.3, which includes the GPR model, provides new features: confidence bounds and distribution for the predictive estimations. Both features are needed to establish the foundation for uncertainty quantification analysis. Among various probabilistic machine-learning algorithms, GPR has been widely used for approximating a target function because of its capability of representing complex input and output relationships without predefining a set of basis functions, and predicting a target output with uncertainty quantification. GPR is being employed to various manufacturing data-analytics applications, which necessitates representing this model in a standardized form for easy and rapid employment. In this paper, we present a GPR model and its representation in PMML. Furthermore, we demonstrate a prototype using a real data set in the manufacturing domain.

Structured Kernel Subspace Learning for Autonomous Robot Navigation.

PubMed

Kim, Eunwoo; Choi, Sungjoon; Oh, Songhwai

2018-02-14

This paper considers two important problems for autonomous robot navigation in a dynamic environment, where the goal is to predict pedestrian motion and control a robot with the prediction for safe navigation. While there are several methods for predicting the motion of a pedestrian and controlling a robot to avoid incoming pedestrians, it is still difficult to safely navigate in a dynamic environment due to challenges, such as the varying quality and complexity of training data with unwanted noises. This paper addresses these challenges simultaneously by proposing a robust kernel subspace learning algorithm based on the recent advances in nuclear-norm and l 1 -norm minimization. We model the motion of a pedestrian and the robot controller using Gaussian processes. The proposed method efficiently approximates a kernel matrix used in Gaussian process regression by learning low-rank structured matrix (with symmetric positive semi-definiteness) to find an orthogonal basis, which eliminates the effects of erroneous and inconsistent data. Based on structured kernel subspace learning, we propose a robust motion model and motion controller for safe navigation in dynamic environments. We evaluate the proposed robust kernel learning in various tasks, including regression, motion prediction, and motion control problems, and demonstrate that the proposed learning-based systems are robust against outliers and outperform existing regression and navigation methods.

Estimation of the daily global solar radiation based on the Gaussian process regression methodology in the Saharan climate

NASA Astrophysics Data System (ADS)

Guermoui, Mawloud; Gairaa, Kacem; Rabehi, Abdelaziz; Djafer, Djelloul; Benkaciali, Said

2018-06-01

Accurate estimation of solar radiation is the major concern in renewable energy applications. Over the past few years, a lot of machine learning paradigms have been proposed in order to improve the estimation performances, mostly based on artificial neural networks, fuzzy logic, support vector machine and adaptive neuro-fuzzy inference system. The aim of this work is the prediction of the daily global solar radiation, received on a horizontal surface through the Gaussian process regression (GPR) methodology. A case study of Ghardaïa region (Algeria) has been used in order to validate the above methodology. In fact, several combinations have been tested; it was found that, GPR-model based on sunshine duration, minimum air temperature and relative humidity gives the best results in term of mean absolute bias error (MBE), root mean square error (RMSE), relative mean square error (rRMSE), and correlation coefficient ( r) . The obtained values of these indicators are 0.67 MJ/m2, 1.15 MJ/m2, 5.2%, and 98.42%, respectively.

Gaussian process regression for tool wear prediction

NASA Astrophysics Data System (ADS)

Kong, Dongdong; Chen, Yongjie; Li, Ning

2018-05-01

To realize and accelerate the pace of intelligent manufacturing, this paper presents a novel tool wear assessment technique based on the integrated radial basis function based kernel principal component analysis (KPCA_IRBF) and Gaussian process regression (GPR) for real-timely and accurately monitoring the in-process tool wear parameters (flank wear width). The KPCA_IRBF is a kind of new nonlinear dimension-increment technique and firstly proposed for feature fusion. The tool wear predictive value and the corresponding confidence interval are both provided by utilizing the GPR model. Besides, GPR performs better than artificial neural networks (ANN) and support vector machines (SVM) in prediction accuracy since the Gaussian noises can be modeled quantitatively in the GPR model. However, the existence of noises will affect the stability of the confidence interval seriously. In this work, the proposed KPCA_IRBF technique helps to remove the noises and weaken its negative effects so as to make the confidence interval compressed greatly and more smoothed, which is conducive for monitoring the tool wear accurately. Moreover, the selection of kernel parameter in KPCA_IRBF can be easily carried out in a much larger selectable region in comparison with the conventional KPCA_RBF technique, which helps to improve the efficiency of model construction. Ten sets of cutting tests are conducted to validate the effectiveness of the presented tool wear assessment technique. The experimental results show that the in-process flank wear width of tool inserts can be monitored accurately by utilizing the presented tool wear assessment technique which is robust under a variety of cutting conditions. This study lays the foundation for tool wear monitoring in real industrial settings.

Bayesian Analysis of Non-Gaussian Long-Range Dependent Processes

NASA Astrophysics Data System (ADS)

Graves, Timothy; Watkins, Nicholas; Franzke, Christian; Gramacy, Robert

2013-04-01

Recent studies [e.g. the Antarctic study of Franzke, J. Climate, 2010] have strongly suggested that surface temperatures exhibit long-range dependence (LRD). The presence of LRD would hamper the identification of deterministic trends and the quantification of their significance. It is well established that LRD processes exhibit stochastic trends over rather long periods of time. Thus, accurate methods for discriminating between physical processes that possess long memory and those that do not are an important adjunct to climate modeling. As we briefly review, the LRD idea originated at the same time as H-selfsimilarity, so it is often not realised that a model does not have to be H-self similar to show LRD [e.g. Watkins, GRL Frontiers, 2013]. We have used Markov Chain Monte Carlo algorithms to perform a Bayesian analysis of Auto-Regressive Fractionally-Integrated Moving-Average ARFIMA(p,d,q) processes, which are capable of modeling LRD. Our principal aim is to obtain inference about the long memory parameter, d, with secondary interest in the scale and location parameters. We have developed a reversible-jump method enabling us to integrate over different model forms for the short memory component. We initially assume Gaussianity, and have tested the method on both synthetic and physical time series. Many physical processes, for example the Faraday Antarctic time series, are significantly non-Gaussian. We have therefore extended this work by weakening the Gaussianity assumption, assuming an alpha-stable distribution for the innovations, and performing joint inference on d and alpha. Such a modified FARIMA(p,d,q) process is a flexible, initial model for non-Gaussian processes with long memory. We will present a study of the dependence of the posterior variance of the memory parameter d on the length of the time series considered. This will be compared with equivalent error diagnostics for other measures of d.

Probabilistic Estimates of Global Mean Sea Level and its Underlying Processes

NASA Astrophysics Data System (ADS)

Hay, C.; Morrow, E.; Kopp, R. E.; Mitrovica, J. X.

2015-12-01

Local sea level can vary significantly from the global mean value due to a suite of processes that includes ongoing sea-level changes due to the last ice age, land water storage, ocean circulation changes, and non-uniform sea-level changes that arise when modern-day land ice rapidly melts. Understanding these sources of spatial and temporal variability is critical to estimating past and present sea-level change and projecting future sea-level rise. Using two probabilistic techniques, a multi-model Kalman smoother and Gaussian process regression, we have reanalyzed 20th century tide gauge observations to produce a new estimate of global mean sea level (GMSL). Our methods allow us to extract global information from the sparse tide gauge field by taking advantage of the physics-based and model-derived geometry of the contributing processes. Both methods provide constraints on the sea-level contribution of glacial isostatic adjustment (GIA). The Kalman smoother tests multiple discrete models of glacial isostatic adjustment (GIA), probabilistically computing the most likely GIA model given the observations, while the Gaussian process regression characterizes the prior covariance structure of a suite of GIA models and then uses this structure to estimate the posterior distribution of local rates of GIA-induced sea-level change. We present the two methodologies, the model-derived geometries of the underlying processes, and our new probabilistic estimates of GMSL and GIA.

The Prediction of Length-of-day Variations Based on Gaussian Processes

NASA Astrophysics Data System (ADS)

Lei, Y.; Zhao, D. N.; Gao, Y. P.; Cai, H. B.

2015-01-01

Due to the complicated time-varying characteristics of the length-of-day (LOD) variations, the accuracies of traditional strategies for the prediction of the LOD variations such as the least squares extrapolation model, the time-series analysis model, and so on, have not met the requirements for real-time and high-precision applications. In this paper, a new machine learning algorithm --- the Gaussian process (GP) model is employed to forecast the LOD variations. Its prediction precisions are analyzed and compared with those of the back propagation neural networks (BPNN), general regression neural networks (GRNN) models, and the Earth Orientation Parameters Prediction Comparison Campaign (EOP PCC). The results demonstrate that the application of the GP model to the prediction of the LOD variations is efficient and feasible.

Estimating Mixture of Gaussian Processes by Kernel Smoothing

PubMed Central

Huang, Mian; Li, Runze; Wang, Hansheng; Yao, Weixin

2014-01-01

When the functional data are not homogeneous, e.g., there exist multiple classes of functional curves in the dataset, traditional estimation methods may fail. In this paper, we propose a new estimation procedure for the Mixture of Gaussian Processes, to incorporate both functional and inhomogeneous properties of the data. Our method can be viewed as a natural extension of high-dimensional normal mixtures. However, the key difference is that smoothed structures are imposed for both the mean and covariance functions. The model is shown to be identifiable, and can be estimated efficiently by a combination of the ideas from EM algorithm, kernel regression, and functional principal component analysis. Our methodology is empirically justified by Monte Carlo simulations and illustrated by an analysis of a supermarket dataset. PMID:24976675

Gaussian process based independent analysis for temporal source separation in fMRI.

PubMed

Hald, Ditte Høvenhoff; Henao, Ricardo; Winther, Ole

2017-05-15

Functional Magnetic Resonance Imaging (fMRI) gives us a unique insight into the processes of the brain, and opens up for analyzing the functional activation patterns of the underlying sources. Task-inferred supervised learning with restrictive assumptions in the regression set-up, restricts the exploratory nature of the analysis. Fully unsupervised independent component analysis (ICA) algorithms, on the other hand, can struggle to detect clear classifiable components on single-subject data. We attribute this shortcoming to inadequate modeling of the fMRI source signals by failing to incorporate its temporal nature. fMRI source signals, biological stimuli and non-stimuli-related artifacts are all smooth over a time-scale compatible with the sampling time (TR). We therefore propose Gaussian process ICA (GPICA), which facilitates temporal dependency by the use of Gaussian process source priors. On two fMRI data sets with different sampling frequency, we show that the GPICA-inferred temporal components and associated spatial maps allow for a more definite interpretation than standard temporal ICA methods. The temporal structures of the sources are controlled by the covariance of the Gaussian process, specified by a kernel function with an interpretable and controllable temporal length scale parameter. We propose a hierarchical model specification, considering both instantaneous and convolutive mixing, and we infer source spatial maps, temporal patterns and temporal length scale parameters by Markov Chain Monte Carlo. A companion implementation made as a plug-in for SPM can be downloaded from https://github.com/dittehald/GPICA. Copyright © 2017 Elsevier Inc. All rights reserved.

Human Language Technology: Opportunities and Challenges

DTIC Science & Technology

2005-01-01

because of the connections to and reliance on signal processing. Audio diarization critically includes indexing of speakers [12], since speaker ...to reduce inter- speaker variability in training. Standard techniques include vocal-tract length normalization, adaptation of acoustic models using...maximum likelihood linear regression (MLLR), and speaker -adaptive training based on MLLR. The acoustic models are mixtures of Gaussians, typically with

Non-Gaussian spatiotemporal simulation of multisite daily precipitation: downscaling framework

NASA Astrophysics Data System (ADS)

Ben Alaya, M. A.; Ouarda, T. B. M. J.; Chebana, F.

2018-01-01

Probabilistic regression approaches for downscaling daily precipitation are very useful. They provide the whole conditional distribution at each forecast step to better represent the temporal variability. The question addressed in this paper is: how to simulate spatiotemporal characteristics of multisite daily precipitation from probabilistic regression models? Recent publications point out the complexity of multisite properties of daily precipitation and highlight the need for using a non-Gaussian flexible tool. This work proposes a reasonable compromise between simplicity and flexibility avoiding model misspecification. A suitable nonparametric bootstrapping (NB) technique is adopted. A downscaling model which merges a vector generalized linear model (VGLM as a probabilistic regression tool) and the proposed bootstrapping technique is introduced to simulate realistic multisite precipitation series. The model is applied to data sets from the southern part of the province of Quebec, Canada. It is shown that the model is capable of reproducing both at-site properties and the spatial structure of daily precipitations. Results indicate the superiority of the proposed NB technique, over a multivariate autoregressive Gaussian framework (i.e. Gaussian copula).

Designing Multi-target Compound Libraries with Gaussian Process Models.

PubMed

Bieler, Michael; Reutlinger, Michael; Rodrigues, Tiago; Schneider, Petra; Kriegl, Jan M; Schneider, Gisbert

2016-05-01

We present the application of machine learning models to selecting G protein-coupled receptor (GPCR)-focused compound libraries. The library design process was realized by ant colony optimization. A proprietary Boehringer-Ingelheim reference set consisting of 3519 compounds tested in dose-response assays at 11 GPCR targets served as training data for machine learning and activity prediction. We compared the usability of the proprietary data with a public data set from ChEMBL. Gaussian process models were trained to prioritize compounds from a virtual combinatorial library. We obtained meaningful models for three of the targets (5-HT2c , MCH, A1), which were experimentally confirmed for 12 of 15 selected and synthesized or purchased compounds. Overall, the models trained on the public data predicted the observed assay results more accurately. The results of this study motivate the use of Gaussian process regression on public data for virtual screening and target-focused compound library design. © 2016 The Authors. Published by Wiley-VCH Verlag GmbH & Co. KGaA. This is an open access article under the terms of the Creative Commons Attribution Non-Commercial NoDerivs License, which permits use and distribution in any medium, provided the original work is properly cited, the use is non-commercial and no modifications or adaptations are made.

Vegetation Monitoring with Gaussian Processes and Latent Force Models

NASA Astrophysics Data System (ADS)

Camps-Valls, Gustau; Svendsen, Daniel; Martino, Luca; Campos, Manuel; Luengo, David

2017-04-01

Monitoring vegetation by biophysical parameter retrieval from Earth observation data is a challenging problem, where machine learning is currently a key player. Neural networks, kernel methods, and Gaussian Process (GP) regression have excelled in parameter retrieval tasks at both local and global scales. GP regression is based on solid Bayesian statistics, yield efficient and accurate parameter estimates, and provides interesting advantages over competing machine learning approaches such as confidence intervals. However, GP models are hampered by lack of interpretability, that prevented the widespread adoption by a larger community. In this presentation we will summarize some of our latest developments to address this issue. We will review the main characteristics of GPs and their advantages in vegetation monitoring standard applications. Then, three advanced GP models will be introduced. First, we will derive sensitivity maps for the GP predictive function that allows us to obtain feature ranking from the model and to assess the influence of examples in the solution. Second, we will introduce a Joint GP (JGP) model that combines in situ measurements and simulated radiative transfer data in a single GP model. The JGP regression provides more sensible confidence intervals for the predictions, respects the physics of the underlying processes, and allows for transferability across time and space. Finally, a latent force model (LFM) for GP modeling that encodes ordinary differential equations to blend data-driven modeling and physical models of the system is presented. The LFM performs multi-output regression, adapts to the signal characteristics, is able to cope with missing data in the time series, and provides explicit latent functions that allow system analysis and evaluation. Empirical evidence of the performance of these models will be presented through illustrative examples.

a Gaussian Process Based Multi-Person Interaction Model

NASA Astrophysics Data System (ADS)

Klinger, T.; Rottensteiner, F.; Heipke, C.

2016-06-01

Online multi-person tracking in image sequences is commonly guided by recursive filters, whose predictive models define the expected positions of future states. When a predictive model deviates too much from the true motion of a pedestrian, which is often the case in crowded scenes due to unpredicted accelerations, the data association is prone to fail. In this paper we propose a novel predictive model on the basis of Gaussian Process Regression. The model takes into account the motion of every tracked pedestrian in the scene and the prediction is executed with respect to the velocities of all interrelated persons. As shown by the experiments, the model is capable of yielding more plausible predictions even in the presence of mutual occlusions or missing measurements. The approach is evaluated on a publicly available benchmark and outperforms other state-of-the-art trackers.

Revealing transient strain in geodetic data with Gaussian process regression

NASA Astrophysics Data System (ADS)

Hines, T. T.; Hetland, E. A.

2018-03-01

Transient strain derived from global navigation satellite system (GNSS) data can be used to detect and understand geophysical processes such as slow slip events and post-seismic deformation. Here we propose using Gaussian process regression (GPR) as a tool for estimating transient strain from GNSS data. GPR is a non-parametric, Bayesian method for interpolating scattered data. In our approach, we assume a stochastic prior model for transient displacements. The prior describes how much we expect transient displacements to covary spatially and temporally. A posterior estimate of transient strain is obtained by differentiating the posterior transient displacements, which are formed by conditioning the prior with the GNSS data. As a demonstration, we use GPR to detect transient strain resulting from slow slip events in the Pacific Northwest. Maximum likelihood methods are used to constrain a prior model for transient displacements in this region. The temporal covariance of our prior model is described by a compact Wendland covariance function, which significantly reduces the computational burden that can be associated with GPR. Our results reveal the spatial and temporal evolution of strain from slow slip events. We verify that the transient strain estimated with GPR is in fact geophysical signal by comparing it to the seismic tremor that is associated with Pacific Northwest slow slip events.

Sequencing batch-reactor control using Gaussian-process models.

PubMed

Kocijan, Juš; Hvala, Nadja

2013-06-01

This paper presents a Gaussian-process (GP) model for the design of sequencing batch-reactor (SBR) control for wastewater treatment. The GP model is a probabilistic, nonparametric model with uncertainty predictions. In the case of SBR control, it is used for the on-line optimisation of the batch-phases duration. The control algorithm follows the course of the indirect process variables (pH, redox potential and dissolved oxygen concentration) and recognises the characteristic patterns in their time profile. The control algorithm uses GP-based regression to smooth the signals and GP-based classification for the pattern recognition. When tested on the signals from an SBR laboratory pilot plant, the control algorithm provided a satisfactory agreement between the proposed completion times and the actual termination times of the biodegradation processes. In a set of tested batches the final ammonia and nitrate concentrations were below 1 and 0.5 mg L(-1), respectively, while the aeration time was shortened considerably. Copyright © 2013 Elsevier Ltd. All rights reserved.

Robust nonlinear system identification: Bayesian mixture of experts using the t-distribution

NASA Astrophysics Data System (ADS)

Baldacchino, Tara; Worden, Keith; Rowson, Jennifer

2017-02-01

A novel variational Bayesian mixture of experts model for robust regression of bifurcating and piece-wise continuous processes is introduced. The mixture of experts model is a powerful model which probabilistically splits the input space allowing different models to operate in the separate regions. However, current methods have no fail-safe against outliers. In this paper, a robust mixture of experts model is proposed which consists of Student-t mixture models at the gates and Student-t distributed experts, trained via Bayesian inference. The Student-t distribution has heavier tails than the Gaussian distribution, and so it is more robust to outliers, noise and non-normality in the data. Using both simulated data and real data obtained from the Z24 bridge this robust mixture of experts performs better than its Gaussian counterpart when outliers are present. In particular, it provides robustness to outliers in two forms: unbiased parameter regression models, and robustness to overfitting/complex models.

Gaussian process regression for forecasting battery state of health

NASA Astrophysics Data System (ADS)

Richardson, Robert R.; Osborne, Michael A.; Howey, David A.

2017-07-01

Accurately predicting the future capacity and remaining useful life of batteries is necessary to ensure reliable system operation and to minimise maintenance costs. The complex nature of battery degradation has meant that mechanistic modelling of capacity fade has thus far remained intractable; however, with the advent of cloud-connected devices, data from cells in various applications is becoming increasingly available, and the feasibility of data-driven methods for battery prognostics is increasing. Here we propose Gaussian process (GP) regression for forecasting battery state of health, and highlight various advantages of GPs over other data-driven and mechanistic approaches. GPs are a type of Bayesian non-parametric method, and hence can model complex systems whilst handling uncertainty in a principled manner. Prior information can be exploited by GPs in a variety of ways: explicit mean functions can be used if the functional form of the underlying degradation model is available, and multiple-output GPs can effectively exploit correlations between data from different cells. We demonstrate the predictive capability of GPs for short-term and long-term (remaining useful life) forecasting on a selection of capacity vs. cycle datasets from lithium-ion cells.

[Gaussian process regression and its application in near-infrared spectroscopy analysis].

PubMed

Feng, Ai-Ming; Fang, Li-Min; Lin, Min

2011-06-01

Gaussian process (GP) is applied in the present paper as a chemometric method to explore the complicated relationship between the near infrared (NIR) spectra and ingredients. After the outliers were detected by Monte Carlo cross validation (MCCV) method and removed from dataset, different preprocessing methods, such as multiplicative scatter correction (MSC), smoothing and derivate, were tried for the best performance of the models. Furthermore, uninformative variable elimination (UVE) was introduced as a variable selection technique and the characteristic wavelengths obtained were further employed as input for modeling. A public dataset with 80 NIR spectra of corn was introduced as an example for evaluating the new algorithm. The optimal models for oil, starch and protein were obtained by the GP regression method. The performance of the final models were evaluated according to the root mean square error of calibration (RMSEC), root mean square error of cross-validation (RMSECV), root mean square error of prediction (RMSEP) and correlation coefficient (r). The models give good calibration ability with r values above 0.99 and the prediction ability is also satisfactory with r values higher than 0.96. The overall results demonstrate that GP algorithm is an effective chemometric method and is promising for the NIR analysis.

A novel Gaussian process regression model for state-of-health estimation of lithium-ion battery using charging curve

NASA Astrophysics Data System (ADS)

Yang, Duo; Zhang, Xu; Pan, Rui; Wang, Yujie; Chen, Zonghai

2018-04-01

The state-of-health (SOH) estimation is always a crucial issue for lithium-ion batteries. In order to provide an accurate and reliable SOH estimation, a novel Gaussian process regression (GPR) model based on charging curve is proposed in this paper. Different from other researches where SOH is commonly estimated by cycle life, in this work four specific parameters extracted from charging curves are used as inputs of the GPR model instead of cycle numbers. These parameters can reflect the battery aging phenomenon from different angles. The grey relational analysis method is applied to analyze the relational grade between selected features and SOH. On the other hand, some adjustments are made in the proposed GPR model. Covariance function design and the similarity measurement of input variables are modified so as to improve the SOH estimate accuracy and adapt to the case of multidimensional input. Several aging data from NASA data repository are used for demonstrating the estimation effect by the proposed method. Results show that the proposed method has high SOH estimation accuracy. Besides, a battery with dynamic discharging profile is used to verify the robustness and reliability of this method.

Towards smart energy systems: application of kernel machine regression for medium term electricity load forecasting.

PubMed

Alamaniotis, Miltiadis; Bargiotas, Dimitrios; Tsoukalas, Lefteri H

2016-01-01

Integration of energy systems with information technologies has facilitated the realization of smart energy systems that utilize information to optimize system operation. To that end, crucial in optimizing energy system operation is the accurate, ahead-of-time forecasting of load demand. In particular, load forecasting allows planning of system expansion, and decision making for enhancing system safety and reliability. In this paper, the application of two types of kernel machines for medium term load forecasting (MTLF) is presented and their performance is recorded based on a set of historical electricity load demand data. The two kernel machine models and more specifically Gaussian process regression (GPR) and relevance vector regression (RVR) are utilized for making predictions over future load demand. Both models, i.e., GPR and RVR, are equipped with a Gaussian kernel and are tested on daily predictions for a 30-day-ahead horizon taken from the New England Area. Furthermore, their performance is compared to the ARMA(2,2) model with respect to mean average percentage error and squared correlation coefficient. Results demonstrate the superiority of RVR over the other forecasting models in performing MTLF.

Gaussian Process Regression for Uncertainty Estimation on Ecosystem Data

NASA Astrophysics Data System (ADS)

Menzer, O.; Moffat, A.; Lasslop, G.; Reichstein, M.

2011-12-01

The flow of carbon between terrestrial ecosystems and the atmosphere is mainly driven by nonlinear, complex and time-lagged processes. Understanding the associated ecosystem responses and climatic feedbacks is a key challenge regarding climate change questions such as increasing atmospheric CO2 levels. Usually, the underlying relationships are implemented in models as prescribed functions which interlink numerous meteorological, radiative and gas exchange variables. In contrast, supervised Machine Learning algorithms, such as Artificial Neural Networks or Gaussian Processes, allow for an insight into the relationships directly from a data perspective. Micrometeorological, high resolution measurements at flux towers of the FLUXNET observational network are an essential tool for obtaining quantifications of the ecosystem variables, as they continuously record e.g. CO2 exchange, solar radiation and air temperature. In order to facilitate the investigation of the interactions and feedbacks between these variables, several challenging data properties need to be taken into account: noisy, multidimensional and incomplete (Moffat, Accepted). The task of estimating uncertainties in such micrometeorological measurements can be addressed by Gaussian Processes (GPs), a modern nonparametric method for nonlinear regression. The GP approach has recently been shown to be a powerful modeling tool, regardless of the input dimensionality, the degree of nonlinearity and the noise level (Rasmussen and Williams, 2006). Heteroscedastic Gaussian Processes (HGPs) are a specialized GP method for data with a varying, inhomogeneous noise variance (Goldberg et al., 1998; Kersting et al., 2007), as usually observed in CO2 flux measurements (Richardson et al., 2006). Here, we showed by an evaluation of the HGP performance in several artificial experiments and a comparison to existing nonlinear regression methods, that their outstanding ability is to capture measurement noise levels, concurrently providing reasonable data fits under relatively few assumptions. On the basis of incomplete, half-hourly measured ecosystem data, a HGP was trained to model NEP (Net Ecosystem Production), only with the drivers PPFD (Photosynthetic Photon Flux Density) and Air Temperature. Time information was added to account for the autocorrelation in the flux measurements. Provided with a gap-filled, meteorological time series, NEP and the corresponding random error estimates can then be predicted empirically at high temporal resolution. We report uncertainties in annual sums of CO2 exchange at two flux tower sites in Hainich, Germany and Hesse, France. Similar noise patterns, but different magnitudes between sites were detected, with annual random error estimates of +/- 14.1 gCm^-2yr^-1 and +/- 23.5 gCm^-2yr^-1, respectively, for the year 2001. Existing models calculate uncertainties by evaluating the standard deviation of the model residuals. A comparison to the methods of Reichstein et al. (2005) and Lasslop et al. (2008) showed confidence both in the predictive uncertainties and the annual sums modeled with the HGP approach.

Estimation Methods for Non-Homogeneous Regression - Minimum CRPS vs Maximum Likelihood

NASA Astrophysics Data System (ADS)

Gebetsberger, Manuel; Messner, Jakob W.; Mayr, Georg J.; Zeileis, Achim

2017-04-01

Non-homogeneous regression models are widely used to statistically post-process numerical weather prediction models. Such regression models correct for errors in mean and variance and are capable to forecast a full probability distribution. In order to estimate the corresponding regression coefficients, CRPS minimization is performed in many meteorological post-processing studies since the last decade. In contrast to maximum likelihood estimation, CRPS minimization is claimed to yield more calibrated forecasts. Theoretically, both scoring rules used as an optimization score should be able to locate a similar and unknown optimum. Discrepancies might result from a wrong distributional assumption of the observed quantity. To address this theoretical concept, this study compares maximum likelihood and minimum CRPS estimation for different distributional assumptions. First, a synthetic case study shows that, for an appropriate distributional assumption, both estimation methods yield to similar regression coefficients. The log-likelihood estimator is slightly more efficient. A real world case study for surface temperature forecasts at different sites in Europe confirms these results but shows that surface temperature does not always follow the classical assumption of a Gaussian distribution. KEYWORDS: ensemble post-processing, maximum likelihood estimation, CRPS minimization, probabilistic temperature forecasting, distributional regression models

Screening and clustering of sparse regressions with finite non-Gaussian mixtures.

PubMed

Zhang, Jian

2017-06-01

This article proposes a method to address the problem that can arise when covariates in a regression setting are not Gaussian, which may give rise to approximately mixture-distributed errors, or when a true mixture of regressions produced the data. The method begins with non-Gaussian mixture-based marginal variable screening, followed by fitting a full but relatively smaller mixture regression model to the selected data with help of a new penalization scheme. Under certain regularity conditions, the new screening procedure is shown to possess a sure screening property even when the population is heterogeneous. We further prove that there exists an elbow point in the associated scree plot which results in a consistent estimator of the set of active covariates in the model. By simulations, we demonstrate that the new procedure can substantially improve the performance of the existing procedures in the content of variable screening and data clustering. By applying the proposed procedure to motif data analysis in molecular biology, we demonstrate that the new method holds promise in practice. © 2016, The International Biometric Society.

Semiparametric Identification of Human Arm Dynamics for Flexible Control of a Functional Electrical Stimulation Neuroprosthesis

PubMed Central

Schearer, Eric M.; Liao, Yu-Wei; Perreault, Eric J.; Tresch, Matthew C.; Memberg, William D.; Kirsch, Robert F.; Lynch, Kevin M.

2016-01-01

We present a method to identify the dynamics of a human arm controlled by an implanted functional electrical stimulation neuroprosthesis. The method uses Gaussian process regression to predict shoulder and elbow torques given the shoulder and elbow joint positions and velocities and the electrical stimulation inputs to muscles. We compare the accuracy of torque predictions of nonparametric, semiparametric, and parametric model types. The most accurate of the three model types is a semiparametric Gaussian process model that combines the flexibility of a black box function approximator with the generalization power of a parameterized model. The semiparametric model predicted torques during stimulation of multiple muscles with errors less than 20% of the total muscle torque and passive torque needed to drive the arm. The identified model allows us to define an arbitrary reaching trajectory and approximately determine the muscle stimulations required to drive the arm along that trajectory. PMID:26955041

A model of the human in a cognitive prediction task.

NASA Technical Reports Server (NTRS)

Rouse, W. B.

1973-01-01

The human decision maker's behavior when predicting future states of discrete linear dynamic systems driven by zero-mean Gaussian processes is modeled. The task is on a slow enough time scale that physiological constraints are insignificant compared with cognitive limitations. The model is basically a linear regression system identifier with a limited memory and noisy observations. Experimental data are presented and compared to the model.

Image interpolation and denoising for division of focal plane sensors using Gaussian processes.

PubMed

Gilboa, Elad; Cunningham, John P; Nehorai, Arye; Gruev, Viktor

2014-06-16

Image interpolation and denoising are important techniques in image processing. These methods are inherent to digital image acquisition as most digital cameras are composed of a 2D grid of heterogeneous imaging sensors. Current polarization imaging employ four different pixelated polarization filters, commonly referred to as division of focal plane polarization sensors. The sensors capture only partial information of the true scene, leading to a loss of spatial resolution as well as inaccuracy of the captured polarization information. Interpolation is a standard technique to recover the missing information and increase the accuracy of the captured polarization information. Here we focus specifically on Gaussian process regression as a way to perform a statistical image interpolation, where estimates of sensor noise are used to improve the accuracy of the estimated pixel information. We further exploit the inherent grid structure of this data to create a fast exact algorithm that operates in ����(N(3/2)) (vs. the naive ���� (N³)), thus making the Gaussian process method computationally tractable for image data. This modeling advance and the enabling computational advance combine to produce significant improvements over previously published interpolation methods for polarimeters, which is most pronounced in cases of low signal-to-noise ratio (SNR). We provide the comprehensive mathematical model as well as experimental results of the GP interpolation performance for division of focal plane polarimeter.

Online sparse Gaussian process based human motion intent learning for an electrically actuated lower extremity exoskeleton.

PubMed

Long, Yi; Du, Zhi-Jiang; Chen, Chao-Feng; Dong, Wei; Wang, Wei-Dong

2017-07-01

The most important step for lower extremity exoskeleton is to infer human motion intent (HMI), which contributes to achieve human exoskeleton collaboration. Since the user is in the control loop, the relationship between human robot interaction (HRI) information and HMI is nonlinear and complicated, which is difficult to be modeled by using mathematical approaches. The nonlinear approximation can be learned by using machine learning approaches. Gaussian Process (GP) regression is suitable for high-dimensional and small-sample nonlinear regression problems. GP regression is restrictive for large data sets due to its computation complexity. In this paper, an online sparse GP algorithm is constructed to learn the HMI. The original training dataset is collected when the user wears the exoskeleton system with friction compensation to perform unconstrained movement as far as possible. The dataset has two kinds of data, i.e., (1) physical HRI, which is collected by torque sensors placed at the interaction cuffs for the active joints, i.e., knee joints; (2) joint angular position, which is measured by optical position sensors. To reduce the computation complexity of GP, grey relational analysis (GRA) is utilized to specify the original dataset and provide the final training dataset. Those hyper-parameters are optimized offline by maximizing marginal likelihood and will be applied into online GP regression algorithm. The HMI, i.e., angular position of human joints, will be regarded as the reference trajectory for the mechanical legs. To verify the effectiveness of the proposed algorithm, experiments are performed on a subject at a natural speed. The experimental results show the HMI can be obtained in real time, which can be extended and employed in the similar exoskeleton systems.

Bayesian Travel Time Inversion adopting Gaussian Process Regression

NASA Astrophysics Data System (ADS)

Mauerberger, S.; Holschneider, M.

2017-12-01

A major application in seismology is the determination of seismic velocity models. Travel time measurements are putting an integral constraint on the velocity between source and receiver. We provide insight into travel time inversion from a correlation-based Bayesian point of view. Therefore, the concept of Gaussian process regression is adopted to estimate a velocity model. The non-linear travel time integral is approximated by a 1st order Taylor expansion. A heuristic covariance describes correlations amongst observations and a priori model. That approach enables us to assess a proxy of the Bayesian posterior distribution at ordinary computational costs. No multi dimensional numeric integration nor excessive sampling is necessary. Instead of stacking the data, we suggest to progressively build the posterior distribution. Incorporating only a single evidence at a time accounts for the deficit of linearization. As a result, the most probable model is given by the posterior mean whereas uncertainties are described by the posterior covariance.As a proof of concept, a synthetic purely 1d model is addressed. Therefore a single source accompanied by multiple receivers is considered on top of a model comprising a discontinuity. We consider travel times of both phases - direct and reflected wave - corrupted by noise. Left and right of the interface are assumed independent where the squared exponential kernel serves as covariance.

Mixed kernel function support vector regression for global sensitivity analysis

NASA Astrophysics Data System (ADS)

Cheng, Kai; Lu, Zhenzhou; Wei, Yuhao; Shi, Yan; Zhou, Yicheng

2017-11-01

Global sensitivity analysis (GSA) plays an important role in exploring the respective effects of input variables on an assigned output response. Amongst the wide sensitivity analyses in literature, the Sobol indices have attracted much attention since they can provide accurate information for most models. In this paper, a mixed kernel function (MKF) based support vector regression (SVR) model is employed to evaluate the Sobol indices at low computational cost. By the proposed derivation, the estimation of the Sobol indices can be obtained by post-processing the coefficients of the SVR meta-model. The MKF is constituted by the orthogonal polynomials kernel function and Gaussian radial basis kernel function, thus the MKF possesses both the global characteristic advantage of the polynomials kernel function and the local characteristic advantage of the Gaussian radial basis kernel function. The proposed approach is suitable for high-dimensional and non-linear problems. Performance of the proposed approach is validated by various analytical functions and compared with the popular polynomial chaos expansion (PCE). Results demonstrate that the proposed approach is an efficient method for global sensitivity analysis.

Long-Term Deflection Prediction from Computer Vision-Measured Data History for High-Speed Railway Bridges

PubMed Central

Lee, Jaebeom; Lee, Young-Joo

2018-01-01

Management of the vertical long-term deflection of a high-speed railway bridge is a crucial factor to guarantee traffic safety and passenger comfort. Therefore, there have been efforts to predict the vertical deflection of a railway bridge based on physics-based models representing various influential factors to vertical deflection such as concrete creep and shrinkage. However, it is not an easy task because the vertical deflection of a railway bridge generally involves several sources of uncertainty. This paper proposes a probabilistic method that employs a Gaussian process to construct a model to predict the vertical deflection of a railway bridge based on actual vision-based measurement and temperature. To deal with the sources of uncertainty which may cause prediction errors, a Gaussian process is modeled with multiple kernels and hyperparameters. Once the hyperparameters are identified through the Gaussian process regression using training data, the proposed method provides a 95% prediction interval as well as a predictive mean about the vertical deflection of the bridge. The proposed method is applied to an arch bridge under operation for high-speed trains in South Korea. The analysis results obtained from the proposed method show good agreement with the actual measurement data on the vertical deflection of the example bridge, and the prediction results can be utilized for decision-making on railway bridge maintenance. PMID:29747421

Long-Term Deflection Prediction from Computer Vision-Measured Data History for High-Speed Railway Bridges.

PubMed

Lee, Jaebeom; Lee, Kyoung-Chan; Lee, Young-Joo

2018-05-09

Management of the vertical long-term deflection of a high-speed railway bridge is a crucial factor to guarantee traffic safety and passenger comfort. Therefore, there have been efforts to predict the vertical deflection of a railway bridge based on physics-based models representing various influential factors to vertical deflection such as concrete creep and shrinkage. However, it is not an easy task because the vertical deflection of a railway bridge generally involves several sources of uncertainty. This paper proposes a probabilistic method that employs a Gaussian process to construct a model to predict the vertical deflection of a railway bridge based on actual vision-based measurement and temperature. To deal with the sources of uncertainty which may cause prediction errors, a Gaussian process is modeled with multiple kernels and hyperparameters. Once the hyperparameters are identified through the Gaussian process regression using training data, the proposed method provides a 95% prediction interval as well as a predictive mean about the vertical deflection of the bridge. The proposed method is applied to an arch bridge under operation for high-speed trains in South Korea. The analysis results obtained from the proposed method show good agreement with the actual measurement data on the vertical deflection of the example bridge, and the prediction results can be utilized for decision-making on railway bridge maintenance.

A Gaussian Approximation Potential for Silicon

NASA Astrophysics Data System (ADS)

Bernstein, Noam; Bartók, Albert; Kermode, James; Csányi, Gábor

We present an interatomic potential for silicon using the Gaussian Approximation Potential (GAP) approach, which uses the Gaussian process regression method to approximate the reference potential energy surface as a sum of atomic energies. Each atomic energy is approximated as a function of the local environment around the atom, which is described with the smooth overlap of atomic environments (SOAP) descriptor. The potential is fit to a database of energies, forces, and stresses calculated using density functional theory (DFT) on a wide range of configurations from zero and finite temperature simulations. These include crystalline phases, liquid, amorphous, and low coordination structures, and diamond-structure point defects, dislocations, surfaces, and cracks. We compare the results of the potential to DFT calculations, as well as to previously published models including Stillinger-Weber, Tersoff, modified embedded atom method (MEAM), and ReaxFF. We show that it is very accurate as compared to the DFT reference results for a wide range of properties, including low energy bulk phases, liquid structure, as well as point, line, and plane defects in the diamond structure.

Human motion tracking by temporal-spatial local gaussian process experts.

PubMed

Zhao, Xu; Fu, Yun; Liu, Yuncai

2011-04-01

Human pose estimation via motion tracking systems can be considered as a regression problem within a discriminative framework. It is always a challenging task to model the mapping from observation space to state space because of the high-dimensional characteristic in the multimodal conditional distribution. In order to build the mapping, existing techniques usually involve a large set of training samples in the learning process which are limited in their capability to deal with multimodality. We propose, in this work, a novel online sparse Gaussian Process (GP) regression model to recover 3-D human motion in monocular videos. Particularly, we investigate the fact that for a given test input, its output is mainly determined by the training samples potentially residing in its local neighborhood and defined in the unified input-output space. This leads to a local mixture GP experts system composed of different local GP experts, each of which dominates a mapping behavior with the specific covariance function adapting to a local region. To handle the multimodality, we combine both temporal and spatial information therefore to obtain two categories of local experts. The temporal and spatial experts are integrated into a seamless hybrid system, which is automatically self-initialized and robust for visual tracking of nonlinear human motion. Learning and inference are extremely efficient as all the local experts are defined online within very small neighborhoods. Extensive experiments on two real-world databases, HumanEva and PEAR, demonstrate the effectiveness of our proposed model, which significantly improve the performance of existing models.

Estimating replicate time shifts using Gaussian process regression

PubMed Central

Liu, Qiang; Andersen, Bogi; Smyth, Padhraic; Ihler, Alexander

2010-01-01

Motivation: Time-course gene expression datasets provide important insights into dynamic aspects of biological processes, such as circadian rhythms, cell cycle and organ development. In a typical microarray time-course experiment, measurements are obtained at each time point from multiple replicate samples. Accurately recovering the gene expression patterns from experimental observations is made challenging by both measurement noise and variation among replicates' rates of development. Prior work on this topic has focused on inference of expression patterns assuming that the replicate times are synchronized. We develop a statistical approach that simultaneously infers both (i) the underlying (hidden) expression profile for each gene, as well as (ii) the biological time for each individual replicate. Our approach is based on Gaussian process regression (GPR) combined with a probabilistic model that accounts for uncertainty about the biological development time of each replicate. Results: We apply GPR with uncertain measurement times to a microarray dataset of mRNA expression for the hair-growth cycle in mouse back skin, predicting both profile shapes and biological times for each replicate. The predicted time shifts show high consistency with independently obtained morphological estimates of relative development. We also show that the method systematically reduces prediction error on out-of-sample data, significantly reducing the mean squared error in a cross-validation study. Availability: Matlab code for GPR with uncertain time shifts is available at http://sli.ics.uci.edu/Code/GPRTimeshift/ Contact: ihler@ics.uci.edu PMID:20147305

The modulation transfer function and signal-to-noise ratio of different digital filters: a technical approach.

PubMed

Brüllmann, D D; d'Hoedt, B

2011-05-01

The aim of this study was to illustrate the influence of digital filters on the signal-to-noise ratio (SNR) and modulation transfer function (MTF) of digital images. The article will address image pre-processing that may be beneficial for the production of clinically useful digital radiographs with lower radiation dose. Three filters, an arithmetic mean filter, a median filter and a Gaussian filter (standard deviation (SD) = 0.4), with kernel sizes of 3 × 3 pixels and 5 × 5 pixels were tested. Synthetic images with exactly increasing amounts of Gaussian noise were created to gather linear regression of SNR before and after application of digital filters. Artificial stripe patterns with defined amounts of line pairs per millimetre were used to calculate MTF before and after the application of the digital filters. The Gaussian filter with a 5 × 5 kernel size caused the highest noise suppression (SNR increased from 2.22, measured in the synthetic image, to 11.31 in the filtered image). The smallest noise reduction was found with the 3 × 3 median filter. The application of the median filters resulted in no changes in MTF at the different resolutions but did result in the deletion of smaller structures. The 5 × 5 Gaussian filter and the 5 × 5 arithmetic mean filter showed the strongest changes of MTF. The application of digital filters can improve the SNR of a digital sensor; however, MTF can be adversely affected. As such, imaging systems should not be judged solely on their quoted spatial resolutions because pre-processing may influence image quality.

Two-time correlation function of an open quantum system in contact with a Gaussian reservoir

NASA Astrophysics Data System (ADS)

Ban, Masashi; Kitajima, Sachiko; Shibata, Fumiaki

2018-05-01

An exact formula of a two-time correlation function is derived for an open quantum system which interacts with a Gaussian thermal reservoir. It is provided in terms of functional derivative with respect to fictitious fields. A perturbative expansion and its diagrammatic representation are developed, where the small expansion parameter is related to a correlation time of the Gaussian thermal reservoir. The two-time correlation function of the lowest order is equivalent to that calculated by means of the quantum regression theorem. The result clearly shows that the violation of the quantum regression theorem is caused by a finiteness of the reservoir correlation time. By making use of an exactly solvable model consisting of a two-level system and a set of harmonic oscillators, it is shown that the two-time correlation function up to the first order is a good approximation to the exact one.

The application of feature selection to the development of Gaussian process models for percutaneous absorption.

PubMed

Lam, Lun Tak; Sun, Yi; Davey, Neil; Adams, Rod; Prapopoulou, Maria; Brown, Marc B; Moss, Gary P

2010-06-01

The aim was to employ Gaussian processes to assess mathematically the nature of a skin permeability dataset and to employ these methods, particularly feature selection, to determine the key physicochemical descriptors which exert the most significant influence on percutaneous absorption, and to compare such models with established existing models. Gaussian processes, including automatic relevance detection (GPRARD) methods, were employed to develop models of percutaneous absorption that identified key physicochemical descriptors of percutaneous absorption. Using MatLab software, the statistical performance of these models was compared with single linear networks (SLN) and quantitative structure-permeability relationships (QSPRs). Feature selection methods were used to examine in more detail the physicochemical parameters used in this study. A range of statistical measures to determine model quality were used. The inherently nonlinear nature of the skin data set was confirmed. The Gaussian process regression (GPR) methods yielded predictive models that offered statistically significant improvements over SLN and QSPR models with regard to predictivity (where the rank order was: GPR > SLN > QSPR). Feature selection analysis determined that the best GPR models were those that contained log P, melting point and the number of hydrogen bond donor groups as significant descriptors. Further statistical analysis also found that great synergy existed between certain parameters. It suggested that a number of the descriptors employed were effectively interchangeable, thus questioning the use of models where discrete variables are output, usually in the form of an equation. The use of a nonlinear GPR method produced models with significantly improved predictivity, compared with SLN or QSPR models. Feature selection methods were able to provide important mechanistic information. However, it was also shown that significant synergy existed between certain parameters, and as such it was possible to interchange certain descriptors (i.e. molecular weight and melting point) without incurring a loss of model quality. Such synergy suggested that a model constructed from discrete terms in an equation may not be the most appropriate way of representing mechanistic understandings of skin absorption.

Model-checking techniques based on cumulative residuals.

PubMed

Lin, D Y; Wei, L J; Ying, Z

2002-03-01

Residuals have long been used for graphical and numerical examinations of the adequacy of regression models. Conventional residual analysis based on the plots of raw residuals or their smoothed curves is highly subjective, whereas most numerical goodness-of-fit tests provide little information about the nature of model misspecification. In this paper, we develop objective and informative model-checking techniques by taking the cumulative sums of residuals over certain coordinates (e.g., covariates or fitted values) or by considering some related aggregates of residuals, such as moving sums and moving averages. For a variety of statistical models and data structures, including generalized linear models with independent or dependent observations, the distributions of these stochastic processes tinder the assumed model can be approximated by the distributions of certain zero-mean Gaussian processes whose realizations can be easily generated by computer simulation. Each observed process can then be compared, both graphically and numerically, with a number of realizations from the Gaussian process. Such comparisons enable one to assess objectively whether a trend seen in a residual plot reflects model misspecification or natural variation. The proposed techniques are particularly useful in checking the functional form of a covariate and the link function. Illustrations with several medical studies are provided.

Statistical description of turbulent transport for flux driven toroidal plasmas

NASA Astrophysics Data System (ADS)

Anderson, J.; Imadera, K.; Kishimoto, Y.; Li, J. Q.; Nordman, H.

2017-06-01

A novel methodology to analyze non-Gaussian probability distribution functions (PDFs) of intermittent turbulent transport in global full-f gyrokinetic simulations is presented. In this work, the auto-regressive integrated moving average (ARIMA) model is applied to time series data of intermittent turbulent heat transport to separate noise and oscillatory trends, allowing for the extraction of non-Gaussian features of the PDFs. It was shown that non-Gaussian tails of the PDFs from first principles based gyrokinetic simulations agree with an analytical estimation based on a two fluid model.

Arbitrage with fractional Gaussian processes

NASA Astrophysics Data System (ADS)

Zhang, Xili; Xiao, Weilin

2017-04-01

While the arbitrage opportunity in the Black-Scholes model driven by fractional Brownian motion has a long history, the arbitrage strategy in the Black-Scholes model driven by general fractional Gaussian processes is in its infancy. The development of stochastic calculus with respect to fractional Gaussian processes allowed us to study such models. In this paper, following the idea of Shiryaev (1998), an arbitrage strategy is constructed for the Black-Scholes model driven by fractional Gaussian processes, when the stochastic integral is interpreted in the Riemann-Stieltjes sense. Arbitrage opportunities in some fractional Gaussian processes, including fractional Brownian motion, sub-fractional Brownian motion, bi-fractional Brownian motion, weighted-fractional Brownian motion and tempered fractional Brownian motion, are also investigated.

Estimating Physical Activity Energy Expenditure with the Kinect Sensor in an Exergaming Environment

PubMed Central

Nathan, David; Huynh, Du Q.; Rubenson, Jonas; Rosenberg, Michael

2015-01-01

Active video games that require physical exertion during game play have been shown to confer health benefits. Typically, energy expended during game play is measured using devices attached to players, such as accelerometers, or portable gas analyzers. Since 2010, active video gaming technology incorporates marker-less motion capture devices to simulate human movement into game play. Using the Kinect Sensor and Microsoft SDK this research aimed to estimate the mechanical work performed by the human body and estimate subsequent metabolic energy using predictive algorithmic models. Nineteen University students participated in a repeated measures experiment performing four fundamental movements (arm swings, standing jumps, body-weight squats, and jumping jacks). Metabolic energy was captured using a Cortex Metamax 3B automated gas analysis system with mechanical movement captured by the combined motion data from two Kinect cameras. Estimations of the body segment properties, such as segment mass, length, centre of mass position, and radius of gyration, were calculated from the Zatsiorsky-Seluyanov's equations of de Leva, with adjustment made for posture cost. GPML toolbox implementation of the Gaussian Process Regression, a locally weighted k-Nearest Neighbour Regression, and a linear regression technique were evaluated for their performance on predicting the metabolic cost from new feature vectors. The experimental results show that Gaussian Process Regression outperformed the other two techniques by a small margin. This study demonstrated that physical activity energy expenditure during exercise, using the Kinect camera as a motion capture system, can be estimated from segmental mechanical work. Estimates for high-energy activities, such as standing jumps and jumping jacks, can be made accurately, but for low-energy activities, such as squatting, the posture of static poses should be considered as a contributing factor. When translated into the active video gaming environment, the results could be incorporated into game play to more accurately control the energy expenditure requirements. PMID:26000460

Inverse sequential procedures for the monitoring of time series

NASA Technical Reports Server (NTRS)

Radok, Uwe; Brown, Timothy J.

1995-01-01

When one or more new values are added to a developing time series, they change its descriptive parameters (mean, variance, trend, coherence). A 'change index (CI)' is developed as a quantitative indicator that the changed parameters remain compatible with the existing 'base' data. CI formulate are derived, in terms of normalized likelihood ratios, for small samples from Poisson, Gaussian, and Chi-Square distributions, and for regression coefficients measuring linear or exponential trends. A substantial parameter change creates a rapid or abrupt CI decrease which persists when the length of the bases is changed. Except for a special Gaussian case, the CI has no simple explicit regions for tests of hypotheses. However, its design ensures that the series sampled need not conform strictly to the distribution form assumed for the parameter estimates. The use of the CI is illustrated with both constructed and observed data samples, processed with a Fortran code 'Sequitor'.

Directionality volatility in electroencephalogram time series

NASA Astrophysics Data System (ADS)

Mansor, Mahayaudin M.; Green, David A.; Metcalfe, Andrew V.

2016-06-01

We compare time series of electroencephalograms (EEGs) from healthy volunteers with EEGs from subjects diagnosed with epilepsy. The EEG time series from the healthy group are recorded during awake state with their eyes open and eyes closed, and the records from subjects with epilepsy are taken from three different recording regions of pre-surgical diagnosis: hippocampal, epileptogenic and seizure zone. The comparisons for these 5 categories are in terms of deviations from linear time series models with constant variance Gaussian white noise error inputs. One feature investigated is directionality, and how this can be modelled by either non-linear threshold autoregressive models or non-Gaussian errors. A second feature is volatility, which is modelled by Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) processes. Other features include the proportion of variability accounted for by time series models, and the skewness and the kurtosis of the residuals. The results suggest these comparisons may have diagnostic potential for epilepsy and provide early warning of seizures.

Conditional Density Estimation with HMM Based Support Vector Machines

NASA Astrophysics Data System (ADS)

Hu, Fasheng; Liu, Zhenqiu; Jia, Chunxin; Chen, Dechang

Conditional density estimation is very important in financial engineer, risk management, and other engineering computing problem. However, most regression models have a latent assumption that the probability density is a Gaussian distribution, which is not necessarily true in many real life applications. In this paper, we give a framework to estimate or predict the conditional density mixture dynamically. Through combining the Input-Output HMM with SVM regression together and building a SVM model in each state of the HMM, we can estimate a conditional density mixture instead of a single gaussian. With each SVM in each node, this model can be applied for not only regression but classifications as well. We applied this model to denoise the ECG data. The proposed method has the potential to apply to other time series such as stock market return predictions.

A rational model of function learning.

PubMed

Lucas, Christopher G; Griffiths, Thomas L; Williams, Joseph J; Kalish, Michael L

2015-10-01

Theories of how people learn relationships between continuous variables have tended to focus on two possibilities: one, that people are estimating explicit functions, or two that they are performing associative learning supported by similarity. We provide a rational analysis of function learning, drawing on work on regression in machine learning and statistics. Using the equivalence of Bayesian linear regression and Gaussian processes, which provide a probabilistic basis for similarity-based function learning, we show that learning explicit rules and using similarity can be seen as two views of one solution to this problem. We use this insight to define a rational model of human function learning that combines the strengths of both approaches and accounts for a wide variety of experimental results.

Uncertainty estimation of predictions of peptides' chromatographic retention times in shotgun proteomics.

PubMed

Maboudi Afkham, Heydar; Qiu, Xuanbin; The, Matthew; Käll, Lukas

2017-02-15

Liquid chromatography is frequently used as a means to reduce the complexity of peptide-mixtures in shotgun proteomics. For such systems, the time when a peptide is released from a chromatography column and registered in the mass spectrometer is referred to as the peptide's retention time . Using heuristics or machine learning techniques, previous studies have demonstrated that it is possible to predict the retention time of a peptide from its amino acid sequence. In this paper, we are applying Gaussian Process Regression to the feature representation of a previously described predictor E lude . Using this framework, we demonstrate that it is possible to estimate the uncertainty of the prediction made by the model. Here we show how this uncertainty relates to the actual error of the prediction. In our experiments, we observe a strong correlation between the estimated uncertainty provided by Gaussian Process Regression and the actual prediction error. This relation provides us with new means for assessment of the predictions. We demonstrate how a subset of the peptides can be selected with lower prediction error compared to the whole set. We also demonstrate how such predicted standard deviations can be used for designing adaptive windowing strategies. lukas.kall@scilifelab.se. Our software and the data used in our experiments is publicly available and can be downloaded from https://github.com/statisticalbiotechnology/GPTime . © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com

Assessment of the forecast skill of spring onset in the NMME experiment

NASA Astrophysics Data System (ADS)

Carrillo, C. M.; Ault, T.

2017-12-01

This study assesses the predictability of spring onset using an index of its interannual variability. We use the North American Multi-Model Ensemble (NMME) experiment to assess this predictability. The input dataset to compute spring onset index, SI-x, were treated with a daily joint bias correction (JBC) approach, and the SI-x outputs were post-processed using three ensemble model output statistic (EMOS) approaches—logistic regression, Gaussian Ensemble Dressing, and non-homogeneous Gaussian regression. These EMOS approaches quantify the effect of training period length and ensemble size on forecast skill. The highest range of predictability for the timing spring onset is from 10 to 60 days, and it is located along a narrow band between 35° to 45°N in the US. Using rank probability scores based on quantiles (q), a forecast threshold (q) of 0.5 provides a range of predictability that falls into two categories 10-40 and 40-60 days, which seems to represent the effect of the intra-seasonal scale. Using higher thresholds (q=0.6 and 0.7) predictability shows lower range with values around 10-30 days. The post-processing work using JBC improves the predictability skill by 13% from uncorrected results. Using EMOS, a significant positive change in the skill score is noted in regions where the skill with JBC shows evidence of improvement. The consensus of these techniques shows that regions of better predictability can be expanded.

Regression Models for the Analysis of Longitudinal Gaussian Data from Multiple Sources

PubMed Central

O’Brien, Liam M.; Fitzmaurice, Garrett M.

2006-01-01

We present a regression model for the joint analysis of longitudinal multiple source Gaussian data. Longitudinal multiple source data arise when repeated measurements are taken from two or more sources, and each source provides a measure of the same underlying variable and on the same scale. This type of data generally produces a relatively large number of observations per subject; thus estimation of an unstructured covariance matrix often may not be possible. We consider two methods by which parsimonious models for the covariance can be obtained for longitudinal multiple source data. The methods are illustrated with an example of multiple informant data arising from a longitudinal interventional trial in psychiatry. PMID:15726666

Ridge Regression Signal Processing

NASA Technical Reports Server (NTRS)

Kuhl, Mark R.

1990-01-01

The introduction of the Global Positioning System (GPS) into the National Airspace System (NAS) necessitates the development of Receiver Autonomous Integrity Monitoring (RAIM) techniques. In order to guarantee a certain level of integrity, a thorough understanding of modern estimation techniques applied to navigational problems is required. The extended Kalman filter (EKF) is derived and analyzed under poor geometry conditions. It was found that the performance of the EKF is difficult to predict, since the EKF is designed for a Gaussian environment. A novel approach is implemented which incorporates ridge regression to explain the behavior of an EKF in the presence of dynamics under poor geometry conditions. The basic principles of ridge regression theory are presented, followed by the derivation of a linearized recursive ridge estimator. Computer simulations are performed to confirm the underlying theory and to provide a comparative analysis of the EKF and the recursive ridge estimator.

Height and Weight Estimation From Anthropometric Measurements Using Machine Learning Regressions

PubMed Central

Fernandes, Bruno J. T.; Roque, Alexandre

2018-01-01

Height and weight are measurements explored to tracking nutritional diseases, energy expenditure, clinical conditions, drug dosages, and infusion rates. Many patients are not ambulant or may be unable to communicate, and a sequence of these factors may not allow accurate estimation or measurements; in those cases, it can be estimated approximately by anthropometric means. Different groups have proposed different linear or non-linear equations which coefficients are obtained by using single or multiple linear regressions. In this paper, we present a complete study of the application of different learning models to estimate height and weight from anthropometric measurements: support vector regression, Gaussian process, and artificial neural networks. The predicted values are significantly more accurate than that obtained with conventional linear regressions. In all the cases, the predictions are non-sensitive to ethnicity, and to gender, if more than two anthropometric parameters are analyzed. The learning model analysis creates new opportunities for anthropometric applications in industry, textile technology, security, and health care. PMID:29651366

THE DISTRIBUTION OF COOK’S D STATISTIC

PubMed Central

Muller, Keith E.; Mok, Mario Chen

2013-01-01

Cook (1977) proposed a diagnostic to quantify the impact of deleting an observation on the estimated regression coefficients of a General Linear Univariate Model (GLUM). Simulations of models with Gaussian response and predictors demonstrate that his suggestion of comparing the diagnostic to the median of the F for overall regression captures an erratically varying proportion of the values. We describe the exact distribution of Cook’s statistic for a GLUM with Gaussian predictors and response. We also present computational forms, simple approximations, and asymptotic results. A simulation supports the accuracy of the results. The methods allow accurate evaluation of a single value or the maximum value from a regression analysis. The approximations work well for a single value, but less well for the maximum. In contrast, the cut-point suggested by Cook provides widely varying tail probabilities. As with all diagnostics, the data analyst must use scientific judgment in deciding how to treat highlighted observations. PMID:24363487

Group Additivity Determination for Oxygenates, Oxonium Ions, and Oxygen-Containing Carbenium Ions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dellon, Lauren D.; Sung, Chun-Yi; Robichaud, David J.

Bio-oil produced from biomass fast pyrolysis often requires catalytic upgrading to remove oxygen and acidic species over zeolite catalysts. The elementary reactions in the mechanism for this process involve carbenium and oxonium ions. In order to develop a detailed kinetic model for the catalytic upgrading of biomass, rate constants are required for these elementary reactions. The parameters in the Arrhenius equation can be related to thermodynamic properties through structure-reactivity relationships, such as the Evans-Polanyi relationship. For this relationship, enthalpies of formation of each species are required, which can be reasonably estimated using group additivity. However, the literature previously lacked groupmore » additivity values for oxygenates, oxonium ions, and oxygen-containing carbenium ions. In this work, 71 group additivity values for these types of groups were regressed, 65 of which had not been reported previously and six of which were newly estimated based on regression in the context of the 65 new groups. Heats of formation based on atomization enthalpy calculations for a set of reference molecules and isodesmic reactions for a small set of larger species for which experimental data was available were used to demonstrate the accuracy of the Gaussian-4 quantum mechanical method in estimating enthalpies of formation for species involving the moieties of interest. Isodesmic reactions for a total of 195 species were constructed from the reference molecules to calculate enthalpies of formation that were used to regress the group additivity values. The results showed an average deviation of 1.95 kcal/mol between the values calculated from Gaussian-4 and isodesmic reactions versus those calculated from the group additivity values that were newly regressed. Importantly, the new groups enhance the database for group additivity values, especially those involving oxonium ions.« less

Robust geographically weighted regression of modeling the Air Polluter Standard Index (APSI)

NASA Astrophysics Data System (ADS)

Warsito, Budi; Yasin, Hasbi; Ispriyanti, Dwi; Hoyyi, Abdul

2018-05-01

The Geographically Weighted Regression (GWR) model has been widely applied to many practical fields for exploring spatial heterogenity of a regression model. However, this method is inherently not robust to outliers. Outliers commonly exist in data sets and may lead to a distorted estimate of the underlying regression model. One of solution to handle the outliers in the regression model is to use the robust models. So this model was called Robust Geographically Weighted Regression (RGWR). This research aims to aid the government in the policy making process related to air pollution mitigation by developing a standard index model for air polluter (Air Polluter Standard Index - APSI) based on the RGWR approach. In this research, we also consider seven variables that are directly related to the air pollution level, which are the traffic velocity, the population density, the business center aspect, the air humidity, the wind velocity, the air temperature, and the area size of the urban forest. The best model is determined by the smallest AIC value. There are significance differences between Regression and RGWR in this case, but Basic GWR using the Gaussian kernel is the best model to modeling APSI because it has smallest AIC.

Stable Lévy motion with inverse Gaussian subordinator

NASA Astrophysics Data System (ADS)

Kumar, A.; Wyłomańska, A.; Gajda, J.

2017-09-01

In this paper we study the stable Lévy motion subordinated by the so-called inverse Gaussian process. This process extends the well known normal inverse Gaussian (NIG) process introduced by Barndorff-Nielsen, which arises by subordinating ordinary Brownian motion (with drift) with inverse Gaussian process. The NIG process found many interesting applications, especially in financial data description. We discuss here the main features of the introduced subordinated process, such as distributional properties, existence of fractional order moments and asymptotic tail behavior. We show the connection of the process with continuous time random walk. Further, the governing fractional partial differential equations for the probability density function is also obtained. Moreover, we discuss the asymptotic distribution of sample mean square displacement, the main tool in detection of anomalous diffusion phenomena (Metzler et al., 2014). In order to apply the stable Lévy motion time-changed by inverse Gaussian subordinator we propose a step-by-step procedure of parameters estimation. At the end, we show how the examined process can be useful to model financial time series.

Constraints on the Dynamical Environments of Supermassive Black-Hole Binaries Using Pulsar-Timing Arrays.

PubMed

Taylor, Stephen R; Simon, Joseph; Sampson, Laura

2017-05-05

We introduce a technique for gravitational-wave analysis, where Gaussian process regression is used to emulate the strain spectrum of a stochastic background by training on population-synthesis simulations. This leads to direct Bayesian inference on astrophysical parameters. For pulsar timing arrays specifically, we interpolate over the parameter space of supermassive black-hole binary environments, including three-body stellar scattering, and evolving orbital eccentricity. We illustrate our approach on mock data, and assess the prospects for inference with data similar to the NANOGrav 9-yr data release.

A menu-driven software package of Bayesian nonparametric (and parametric) mixed models for regression analysis and density estimation.

PubMed

Karabatsos, George

2017-02-01

Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected functionals and values of covariates. The software is illustrated through the BNP regression analysis of real data.

A Comparative Investigation of the Combined Effects of Pre-Processing, Wavelength Selection, and Regression Methods on Near-Infrared Calibration Model Performance.

PubMed

Wan, Jian; Chen, Yi-Chieh; Morris, A Julian; Thennadil, Suresh N

2017-07-01

Near-infrared (NIR) spectroscopy is being widely used in various fields ranging from pharmaceutics to the food industry for analyzing chemical and physical properties of the substances concerned. Its advantages over other analytical techniques include available physical interpretation of spectral data, nondestructive nature and high speed of measurements, and little or no need for sample preparation. The successful application of NIR spectroscopy relies on three main aspects: pre-processing of spectral data to eliminate nonlinear variations due to temperature, light scattering effects and many others, selection of those wavelengths that contribute useful information, and identification of suitable calibration models using linear/nonlinear regression . Several methods have been developed for each of these three aspects and many comparative studies of different methods exist for an individual aspect or some combinations. However, there is still a lack of comparative studies for the interactions among these three aspects, which can shed light on what role each aspect plays in the calibration and how to combine various methods of each aspect together to obtain the best calibration model. This paper aims to provide such a comparative study based on four benchmark data sets using three typical pre-processing methods, namely, orthogonal signal correction (OSC), extended multiplicative signal correction (EMSC) and optical path-length estimation and correction (OPLEC); two existing wavelength selection methods, namely, stepwise forward selection (SFS) and genetic algorithm optimization combined with partial least squares regression for spectral data (GAPLSSP); four popular regression methods, namely, partial least squares (PLS), least absolute shrinkage and selection operator (LASSO), least squares support vector machine (LS-SVM), and Gaussian process regression (GPR). The comparative study indicates that, in general, pre-processing of spectral data can play a significant role in the calibration while wavelength selection plays a marginal role and the combination of certain pre-processing, wavelength selection, and nonlinear regression methods can achieve superior performance over traditional linear regression-based calibration.

Large deviation probabilities for correlated Gaussian stochastic processes and daily temperature anomalies

NASA Astrophysics Data System (ADS)

Massah, Mozhdeh; Kantz, Holger

2016-04-01

As we have one and only one earth and no replicas, climate characteristics are usually computed as time averages from a single time series. For understanding climate variability, it is essential to understand how close a single time average will typically be to an ensemble average. To answer this question, we study large deviation probabilities (LDP) of stochastic processes and characterize them by their dependence on the time window. In contrast to iid variables for which there exists an analytical expression for the rate function, the correlated variables such as auto-regressive (short memory) and auto-regressive fractionally integrated moving average (long memory) processes, have not an analytical LDP. We study LDP for these processes, in order to see how correlation affects this probability in comparison to iid data. Although short range correlations lead to a simple correction of sample size, long range correlations lead to a sub-exponential decay of LDP and hence to a very slow convergence of time averages. This effect is demonstrated for a 120 year long time series of daily temperature anomalies measured in Potsdam (Germany).

The Laplace method for probability measures in Banach spaces

NASA Astrophysics Data System (ADS)

Piterbarg, V. I.; Fatalov, V. R.

1995-12-01

Contents §1. Introduction Chapter I. Asymptotic analysis of continual integrals in Banach space, depending on a large parameter §2. The large deviation principle and logarithmic asymptotics of continual integrals §3. Exact asymptotics of Gaussian integrals in Banach spaces: the Laplace method 3.1. The Laplace method for Gaussian integrals taken over the whole Hilbert space: isolated minimum points ([167], I) 3.2. The Laplace method for Gaussian integrals in Hilbert space: the manifold of minimum points ([167], II) 3.3. The Laplace method for Gaussian integrals in Banach space ([90], [174], [176]) 3.4. Exact asymptotics of large deviations of Gaussian norms §4. The Laplace method for distributions of sums of independent random elements with values in Banach space 4.1. The case of a non-degenerate minimum point ([137], I) 4.2. A degenerate isolated minimum point and the manifold of minimum points ([137], II) §5. Further examples 5.1. The Laplace method for the local time functional of a Markov symmetric process ([217]) 5.2. The Laplace method for diffusion processes, a finite number of non-degenerate minimum points ([116]) 5.3. Asymptotics of large deviations for Brownian motion in the Hölder norm 5.4. Non-asymptotic expansion of a strong stable law in Hilbert space ([41]) Chapter II. The double sum method - a version of the Laplace method in the space of continuous functions §6. Pickands' method of double sums 6.1. General situations 6.2. Asymptotics of the distribution of the maximum of a Gaussian stationary process 6.3. Asymptotics of the probability of a large excursion of a Gaussian non-stationary process §7. Probabilities of large deviations of trajectories of Gaussian fields 7.1. Homogeneous fields and fields with constant dispersion 7.2. Finitely many maximum points of dispersion 7.3. Manifold of maximum points of dispersion 7.4. Asymptotics of distributions of maxima of Wiener fields §8. Exact asymptotics of large deviations of the norm of Gaussian vectors and processes with values in the spaces L_k^p and l^2. Gaussian fields with the set of parameters in Hilbert space 8.1 Exact asymptotics of the distribution of the l_k^p-norm of a Gaussian finite-dimensional vector with dependent coordinates, p > 1 8.2. Exact asymptotics of probabilities of high excursions of trajectories of processes of type \\chi^2 8.3. Asymptotics of the probabilities of large deviations of Gaussian processes with a set of parameters in Hilbert space [74] 8.4. Asymptotics of distributions of maxima of the norms of l^2-valued Gaussian processes 8.5. Exact asymptotics of large deviations for the l^2-valued Ornstein-Uhlenbeck process Bibliography

An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Harlim, John, E-mail: jharlim@psu.edu; Mahdi, Adam, E-mail: amahdi@ncsu.edu; Majda, Andrew J., E-mail: jonjon@cims.nyu.edu

2014-01-15

A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partialmore » noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model.« less

Massive-training support vector regression and Gaussian process for false-positive reduction in computer-aided detection of polyps in CT colonography

PubMed Central

Xu, Jian-Wu; Suzuki, Kenji

2011-01-01

Purpose: A massive-training artificial neural network (MTANN) has been developed for the reduction of false positives (FPs) in computer-aided detection (CADe) of polyps in CT colonography (CTC). A major limitation of the MTANN is the long training time. To address this issue, the authors investigated the feasibility of two state-of-the-art regression models, namely, support vector regression (SVR) and Gaussian process regression (GPR) models, in the massive-training framework and developed massive-training SVR (MTSVR) and massive-training GPR (MTGPR) for the reduction of FPs in CADe of polyps. Methods: The authors applied SVR and GPR as volume-processing techniques in the distinction of polyps from FP detections in a CTC CADe scheme. Unlike artificial neural networks (ANNs), both SVR and GPR are memory-based methods that store a part of or the entire training data for testing. Therefore, their training is generally fast and they are able to improve the efficiency of the massive-training methodology. Rooted in a maximum margin property, SVR offers excellent generalization ability and robustness to outliers. On the other hand, GPR approaches nonlinear regression from a Bayesian perspective, which produces both the optimal estimated function and the covariance associated with the estimation. Therefore, both SVR and GPR, as the state-of-the-art nonlinear regression models, are able to offer a performance comparable or potentially superior to that of ANN, with highly efficient training. Both MTSVR and MTGPR were trained directly with voxel values from CTC images. A 3D scoring method based on a 3D Gaussian weighting function was applied to the outputs of MTSVR and MTGPR for distinction between polyps and nonpolyps. To test the performance of the proposed models, the authors compared them to the original MTANN in the distinction between actual polyps and various types of FPs in terms of training time reduction and FP reduction performance. The authors’ CTC database consisted of 240 CTC data sets obtained from 120 patients in the supine and prone positions. The training set consisted of 27 patients, 10 of which had 10 polyps. The authors selected 10 nonpolyps (i.e., FP sources) from the training set. These ten polyps and ten nonpolyps were used for training the proposed models. The testing set consisted of 93 patients, including 19 polyps in 7 patients and 86 negative patients with 474 FPs produced by an original CADe scheme. Results: With the MTSVR, the training time was reduced by a factor of 190, while a FP reduction performance [by-polyp sensitivity of 94.7% (18∕19) with 2.5 (230∕93) FPs∕patient] comparable to that of the original MTANN [the same sensitivity with 2.6 (244∕93) FPs∕patient] was achieved. The classification performance in terms of the area under the receiver-operating-characteristic curve value of the MTGPR (0.82) was statistically significantly higher than that of the original MTANN (0.77), with a two-sided p-value of 0.03. The MTGPR yielded a 94.7% (18∕19) by-polyp sensitivity at a FP rate of 2.5 (235∕93) per patient and reduced the training time by a factor of 1.3. Conclusions: Both MTSVR and MTGPR improve the efficiency of the training in the massive-training framework while maintaining a comparable performance. PMID:21626922

MSEE: Stochastic Cognitive Linguistic Behavior Models for Semantic Sensing

DTIC Science & Technology

2013-09-01

recognition, a Gaussian Process Dynamic Model with Social Network Analysis (GPDM-SNA) for a small human group action recognition, an extended GPDM-SNA...44  3.2. Small Human Group Activity Modeling Based on Gaussian Process Dynamic Model and Social Network Analysis (SN-GPDM...51  Approved for public release; distribution unlimited. 3 3.2.3. Gaussian Process Dynamical Model and

Data from fitting Gaussian process models to various data sets using eight Gaussian process software packages.

PubMed

Erickson, Collin B; Ankenman, Bruce E; Sanchez, Susan M

2018-06-01

This data article provides the summary data from tests comparing various Gaussian process software packages. Each spreadsheet represents a single function or type of function using a particular input sample size. In each spreadsheet, a row gives the results for a particular replication using a single package. Within each spreadsheet there are the results from eight Gaussian process model-fitting packages on five replicates of the surface. There is also one spreadsheet comparing the results from two packages performing stochastic kriging. These data enable comparisons between the packages to determine which package will give users the best results.

Short-term prediction of chaotic time series by using RBF network with regression weights.

PubMed

Rojas, I; Gonzalez, J; Cañas, A; Diaz, A F; Rojas, F J; Rodriguez, M

2000-10-01

We propose a framework for constructing and training a radial basis function (RBF) neural network. The structure of the gaussian functions is modified using a pseudo-gaussian function (PG) in which two scaling parameters sigma are introduced, which eliminates the symmetry restriction and provides the neurons in the hidden layer with greater flexibility with respect to function approximation. We propose a modified PG-BF (pseudo-gaussian basis function) network in which the regression weights are used to replace the constant weights in the output layer. For this purpose, a sequential learning algorithm is presented to adapt the structure of the network, in which it is possible to create a new hidden unit and also to detect and remove inactive units. A salient feature of the network systems is that the method used for calculating the overall output is the weighted average of the output associated with each receptive field. The superior performance of the proposed PG-BF system over the standard RBF are illustrated using the problem of short-term prediction of chaotic time series.

LOCATING NEARBY SOURCES OF AIR POLLUTION BY NONPARAMETRIC REGRESSION OF ATMOSPHERIC CONCENTRATIONS ON WIND DIRECTION. (R826238)

EPA Science Inventory

The relationship of the concentration of air pollutants to wind direction has been determined by nonparametric regression using a Gaussian kernel. The results are smooth curves with error bars that allow for the accurate determination of the wind direction where the concentrat...

Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stein, Michael

Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead tomore » predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the Pacific Ocean, and annual temperature extremes at a site in New York City. In each of these applications, our theoretical and computational innovations were directly motivated by the challenges posed by analyzing these and similar types of data.« less

Reliable probabilities through statistical post-processing of ensemble predictions

NASA Astrophysics Data System (ADS)

Van Schaeybroeck, Bert; Vannitsem, Stéphane

2013-04-01

We develop post-processing or calibration approaches based on linear regression that make ensemble forecasts more reliable. We enforce climatological reliability in the sense that the total variability of the prediction is equal to the variability of the observations. Second, we impose ensemble reliability such that the spread around the ensemble mean of the observation coincides with the one of the ensemble members. In general the attractors of the model and reality are inhomogeneous. Therefore ensemble spread displays a variability not taken into account in standard post-processing methods. We overcome this by weighting the ensemble by a variable error. The approaches are tested in the context of the Lorenz 96 model (Lorenz 1996). The forecasts become more reliable at short lead times as reflected by a flatter rank histogram. Our best method turns out to be superior to well-established methods like EVMOS (Van Schaeybroeck and Vannitsem, 2011) and Nonhomogeneous Gaussian Regression (Gneiting et al., 2005). References [1] Gneiting, T., Raftery, A. E., Westveld, A., Goldman, T., 2005: Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS estimation. Mon. Weather Rev. 133, 1098-1118. [2] Lorenz, E. N., 1996: Predictability - a problem partly solved. Proceedings, Seminar on Predictability ECMWF. 1, 1-18. [3] Van Schaeybroeck, B., and S. Vannitsem, 2011: Post-processing through linear regression, Nonlin. Processes Geophys., 18, 147.

Modeling Array Stations in SIG-VISA

NASA Astrophysics Data System (ADS)

Ding, N.; Moore, D.; Russell, S.

2013-12-01

We add support for array stations to SIG-VISA, a system for nuclear monitoring using probabilistic inference on seismic signals. Array stations comprise a large portion of the IMS network; they can provide increased sensitivity and more accurate directional information compared to single-component stations. Our existing model assumed that signals were independent at each station, which is false when lots of stations are close together, as in an array. The new model removes that assumption by jointly modeling signals across array elements. This is done by extending our existing Gaussian process (GP) regression models, also known as kriging, from a 3-dimensional single-component space of events to a 6-dimensional space of station-event pairs. For each array and each event attribute (including coda decay, coda height, amplitude transfer and travel time), we model the joint distribution across array elements using a Gaussian process that learns the correlation lengthscale across the array, thereby incorporating information of array stations into the probabilistic inference framework. To evaluate the effectiveness of our model, we perform ';probabilistic beamforming' on new events using our GP model, i.e., we compute the event azimuth having highest posterior probability under the model, conditioned on the signals at array elements. We compare the results from our probabilistic inference model to the beamforming currently performed by IMS station processing.

Statistical 21-cm Signal Separation via Gaussian Process Regression Analysis

NASA Astrophysics Data System (ADS)

Mertens, F. G.; Ghosh, A.; Koopmans, L. V. E.

2018-05-01

Detecting and characterizing the Epoch of Reionization and Cosmic Dawn via the redshifted 21-cm hyperfine line of neutral hydrogen will revolutionize the study of the formation of the first stars, galaxies, black holes and intergalactic gas in the infant Universe. The wealth of information encoded in this signal is, however, buried under foregrounds that are many orders of magnitude brighter. These must be removed accurately and precisely in order to reveal the feeble 21-cm signal. This requires not only the modeling of the Galactic and extra-galactic emission, but also of the often stochastic residuals due to imperfect calibration of the data caused by ionospheric and instrumental distortions. To stochastically model these effects, we introduce a new method based on `Gaussian Process Regression' (GPR) which is able to statistically separate the 21-cm signal from most of the foregrounds and other contaminants. Using simulated LOFAR-EoR data that include strong instrumental mode-mixing, we show that this method is capable of recovering the 21-cm signal power spectrum across the entire range k = 0.07 - 0.3 {h cMpc^{-1}}. The GPR method is most optimal, having minimal and controllable impact on the 21-cm signal, when the foregrounds are correlated on frequency scales ≳ 3 MHz and the rms of the signal has σ21cm ≳ 0.1 σnoise. This signal separation improves the 21-cm power-spectrum sensitivity by a factor ≳ 3 compared to foreground avoidance strategies and enables the sensitivity of current and future 21-cm instruments such as the Square Kilometre Array to be fully exploited.

On the potential of models for location and scale for genome-wide DNA methylation data

PubMed Central

2014-01-01

Background With the help of epigenome-wide association studies (EWAS), increasing knowledge on the role of epigenetic mechanisms such as DNA methylation in disease processes is obtained. In addition, EWAS aid the understanding of behavioral and environmental effects on DNA methylation. In terms of statistical analysis, specific challenges arise from the characteristics of methylation data. First, methylation β-values represent proportions with skewed and heteroscedastic distributions. Thus, traditional modeling strategies assuming a normally distributed response might not be appropriate. Second, recent evidence suggests that not only mean differences but also variability in site-specific DNA methylation associates with diseases, including cancer. The purpose of this study was to compare different modeling strategies for methylation data in terms of model performance and performance of downstream hypothesis tests. Specifically, we used the generalized additive models for location, scale and shape (GAMLSS) framework to compare beta regression with Gaussian regression on raw, binary logit and arcsine square root transformed methylation data, with and without modeling a covariate effect on the scale parameter. Results Using simulated and real data from a large population-based study and an independent sample of cancer patients and healthy controls, we show that beta regression does not outperform competing strategies in terms of model performance. In addition, Gaussian models for location and scale showed an improved performance as compared to models for location only. The best performance was observed for the Gaussian model on binary logit transformed β-values, referred to as M-values. Our results further suggest that models for location and scale are specifically sensitive towards violations of the distribution assumption and towards outliers in the methylation data. Therefore, a resampling procedure is proposed as a mode of inference and shown to diminish type I error rate in practically relevant settings. We apply the proposed method in an EWAS of BMI and age and reveal strong associations of age with methylation variability that are validated in an independent sample. Conclusions Models for location and scale are promising tools for EWAS that may help to understand the influence of environmental factors and disease-related phenotypes on methylation variability and its role during disease development. PMID:24994026

Rate Constants for Fine-Structure Excitations in O - H Collisions with Error Bars Obtained by Machine Learning

NASA Astrophysics Data System (ADS)

Vieira, Daniel; Krems, Roman

2017-04-01

Fine-structure transitions in collisions of O(3Pj) with atomic hydrogen are an important cooling mechanism in the interstellar medium; knowledge of the rate coefficients for these transitions has a wide range of astrophysical applications. The accuracy of the theoretical calculation is limited by inaccuracy in the ab initio interaction potentials used in the coupled-channel quantum scattering calculations from which the rate coefficients can be obtained. In this work we use the latest ab initio results for the O(3Pj) + H interaction potentials to improve on previous calculations of the rate coefficients. We further present a machine-learning technique based on Gaussian Process regression to determine the sensitivity of the rate coefficients to variations of the underlying adiabatic interaction potentials. To account for the inaccuracy inherent in the ab initio calculations we compute error bars for the rate coefficients corresponding to 20% variation in each of the interaction potentials. We obtain these error bars by fitting a Gaussian Process model to a data set of potential curves and rate constants. We use the fitted model to do sensitivity analysis, determining the relative importance of individual adiabatic potential curves to a given fine-structure transition. NSERC.

Gaussian process regression of chirplet decomposed ultrasonic B-scans of a simulated design case

NASA Astrophysics Data System (ADS)

Wertz, John; Homa, Laura; Welter, John; Sparkman, Daniel; Aldrin, John

2018-04-01

The US Air Force seeks to implement damage tolerant lifecycle management of composite structures. Nondestructive characterization of damage is a key input to this framework. One approach to characterization is model-based inversion of the ultrasonic response from damage features; however, the computational expense of modeling the ultrasonic waves within composites is a major hurdle to implementation. A surrogate forward model with sufficient accuracy and greater computational efficiency is therefore critical to enabling model-based inversion and damage characterization. In this work, a surrogate model is developed on the simulated ultrasonic response from delamination-like structures placed at different locations within a representative composite layup. The resulting B-scans are decomposed via the chirplet transform, and a Gaussian process model is trained on the chirplet parameters. The quality of the surrogate is tested by comparing the B-scan for a delamination configuration not represented within the training data set. The estimated B-scan has a maximum error of ˜15% for an estimated reduction in computational runtime of ˜95% for 200 function calls. This considerable reduction in computational expense makes full 3D characterization of impact damage tractable.

Penalized gaussian process regression and classification for high-dimensional nonlinear data.

PubMed

Yi, G; Shi, J Q; Choi, T

2011-12-01

The model based on Gaussian process (GP) prior and a kernel covariance function can be used to fit nonlinear data with multidimensional covariates. It has been used as a flexible nonparametric approach for curve fitting, classification, clustering, and other statistical problems, and has been widely applied to deal with complex nonlinear systems in many different areas particularly in machine learning. However, it is a challenging problem when the model is used for the large-scale data sets and high-dimensional data, for example, for the meat data discussed in this article that have 100 highly correlated covariates. For such data, it suffers from large variance of parameter estimation and high predictive errors, and numerically, it suffers from unstable computation. In this article, penalized likelihood framework will be applied to the model based on GPs. Different penalties will be investigated, and their ability in application given to suit the characteristics of GP models will be discussed. The asymptotic properties will also be discussed with the relevant proofs. Several applications to real biomechanical and bioinformatics data sets will be reported. © 2011, The International Biometric Society No claim to original US government works.

Model fitting for small skin permeability data sets: hyperparameter optimisation in Gaussian Process Regression.

PubMed

Ashrafi, Parivash; Sun, Yi; Davey, Neil; Adams, Roderick G; Wilkinson, Simon C; Moss, Gary Patrick

2018-03-01

The aim of this study was to investigate how to improve predictions from Gaussian Process models by optimising the model hyperparameters. Optimisation methods, including Grid Search, Conjugate Gradient, Random Search, Evolutionary Algorithm and Hyper-prior, were evaluated and applied to previously published data. Data sets were also altered in a structured manner to reduce their size, which retained the range, or 'chemical space' of the key descriptors to assess the effect of the data range on model quality. The Hyper-prior Smoothbox kernel results in the best models for the majority of data sets, and they exhibited significantly better performance than benchmark quantitative structure-permeability relationship (QSPR) models. When the data sets were systematically reduced in size, the different optimisation methods generally retained their statistical quality, whereas benchmark QSPR models performed poorly. The design of the data set, and possibly also the approach to validation of the model, is critical in the development of improved models. The size of the data set, if carefully controlled, was not generally a significant factor for these models and that models of excellent statistical quality could be produced from substantially smaller data sets. © 2018 Royal Pharmaceutical Society.

Statistical modelling of networked human-automation performance using working memory capacity.

PubMed

Ahmed, Nisar; de Visser, Ewart; Shaw, Tyler; Mohamed-Ameen, Amira; Campbell, Mark; Parasuraman, Raja

2014-01-01

This study examines the challenging problem of modelling the interaction between individual attentional limitations and decision-making performance in networked human-automation system tasks. Analysis of real experimental data from a task involving networked supervision of multiple unmanned aerial vehicles by human participants shows that both task load and network message quality affect performance, but that these effects are modulated by individual differences in working memory (WM) capacity. These insights were used to assess three statistical approaches for modelling and making predictions with real experimental networked supervisory performance data: classical linear regression, non-parametric Gaussian processes and probabilistic Bayesian networks. It is shown that each of these approaches can help designers of networked human-automated systems cope with various uncertainties in order to accommodate future users by linking expected operating conditions and performance from real experimental data to observable cognitive traits like WM capacity. Practitioner Summary: Working memory (WM) capacity helps account for inter-individual variability in operator performance in networked unmanned aerial vehicle supervisory tasks. This is useful for reliable performance prediction near experimental conditions via linear models; robust statistical prediction beyond experimental conditions via Gaussian process models and probabilistic inference about unknown task conditions/WM capacities via Bayesian network models.

Gaussian Process Regression for Predictive But Interpretable Machine Learning Models: An Example of Predicting Mental Workload across Tasks

PubMed Central

Caywood, Matthew S.; Roberts, Daniel M.; Colombe, Jeffrey B.; Greenwald, Hal S.; Weiland, Monica Z.

2017-01-01

There is increasing interest in real-time brain-computer interfaces (BCIs) for the passive monitoring of human cognitive state, including cognitive workload. Too often, however, effective BCIs based on machine learning techniques may function as “black boxes” that are difficult to analyze or interpret. In an effort toward more interpretable BCIs, we studied a family of N-back working memory tasks using a machine learning model, Gaussian Process Regression (GPR), which was both powerful and amenable to analysis. Participants performed the N-back task with three stimulus variants, auditory-verbal, visual-spatial, and visual-numeric, each at three working memory loads. GPR models were trained and tested on EEG data from all three task variants combined, in an effort to identify a model that could be predictive of mental workload demand regardless of stimulus modality. To provide a comparison for GPR performance, a model was additionally trained using multiple linear regression (MLR). The GPR model was effective when trained on individual participant EEG data, resulting in an average standardized mean squared error (sMSE) between true and predicted N-back levels of 0.44. In comparison, the MLR model using the same data resulted in an average sMSE of 0.55. We additionally demonstrate how GPR can be used to identify which EEG features are relevant for prediction of cognitive workload in an individual participant. A fraction of EEG features accounted for the majority of the model’s predictive power; using only the top 25% of features performed nearly as well as using 100% of features. Subsets of features identified by linear models (ANOVA) were not as efficient as subsets identified by GPR. This raises the possibility of BCIs that require fewer model features while capturing all of the information needed to achieve high predictive accuracy. PMID:28123359

H0 from cosmic chronometers and Type Ia supernovae, with Gaussian Processes and the novel Weighted Polynomial Regression method

NASA Astrophysics Data System (ADS)

Gómez-Valent, Adrià; Amendola, Luca

2018-04-01

In this paper we present new constraints on the Hubble parameter H0 using: (i) the available data on H(z) obtained from cosmic chronometers (CCH); (ii) the Hubble rate data points extracted from the supernovae of Type Ia (SnIa) of the Pantheon compilation and the Hubble Space Telescope (HST) CANDELS and CLASH Multy-Cycle Treasury (MCT) programs; and (iii) the local HST measurement of H0 provided by Riess et al. (2018), H0HST=(73.45±1.66) km/s/Mpc. Various determinations of H0 using the Gaussian processes (GPs) method and the most updated list of CCH data have been recently provided by Yu, Ratra & Wang (2018). Using the Gaussian kernel they find H0=(67.42± 4.75) km/s/Mpc. Here we extend their analysis to also include the most released and complete set of SnIa data, which allows us to reduce the uncertainty by a factor ~ 3 with respect to the result found by only considering the CCH information. We obtain H0=(67.06± 1.68) km/s/Mpc, which favors again the lower range of values for H0 and is in tension with H0HST. The tension reaches the 2.71σ level. We round off the GPs determination too by taking also into account the error propagation of the kernel hyperparameters when the CCH with and without H0HST are used in the analysis. In addition, we present a novel method to reconstruct functions from data, which consists in a weighted sum of polynomial regressions (WPR). We apply it from a cosmographic perspective to reconstruct H(z) and estimate H0 from CCH and SnIa measurements. The result obtained with this method, H0=(68.90± 1.96) km/s/Mpc, is fully compatible with the GPs ones. Finally, a more conservative GPs+WPR value is also provided, H0=(68.45± 2.00) km/s/Mpc, which is still almost 2σ away from H0HST.

Real-time prediction and gating of respiratory motion using an extended Kalman filter and Gaussian process regression

NASA Astrophysics Data System (ADS)

Bukhari, W.; Hong, S.-M.

2015-01-01

Motion-adaptive radiotherapy aims to deliver a conformal dose to the target tumour with minimal normal tissue exposure by compensating for tumour motion in real time. The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting and gating respiratory motion that utilizes a model-based and a model-free Bayesian framework by combining them in a cascade structure. The algorithm, named EKF-GPR+, implements a gating function without pre-specifying a particular region of the patient’s breathing cycle. The algorithm first employs an extended Kalman filter (LCM-EKF) to predict the respiratory motion and then uses a model-free Gaussian process regression (GPR) to correct the error of the LCM-EKF prediction. The GPR is a non-parametric Bayesian algorithm that yields predictive variance under Gaussian assumptions. The EKF-GPR+ algorithm utilizes the predictive variance from the GPR component to capture the uncertainty in the LCM-EKF prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification allows us to pause the treatment beam over such instances. EKF-GPR+ implements the gating function by using simple calculations based on the predictive variance with no additional detection mechanism. A sparse approximation of the GPR algorithm is employed to realize EKF-GPR+ in real time. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPR+. The experimental results show that the EKF-GPR+ algorithm effectively reduces the prediction error in a root-mean-square (RMS) sense by employing the gating function, albeit at the cost of a reduced duty cycle. As an example, EKF-GPR+ reduces the patient-wise RMS error to 37%, 39% and 42% in percent ratios relative to no prediction for a duty cycle of 80% at lookahead lengths of 192 ms, 384 ms and 576 ms, respectively. The experiments also confirm that EKF-GPR+ controls the duty cycle with reasonable accuracy.

Accelerated Changes in Cortical Thickness Measurements with Age in Military Service Members with Traumatic Brain Injury.

PubMed

Savjani, Ricky R; Taylor, Brian A; Acion, Laura; Wilde, Elisabeth A; Jorge, Ricardo E

2017-11-15

Finding objective and quantifiable imaging markers of mild traumatic brain injury (TBI) has proven challenging, especially in the military population. Changes in cortical thickness after injury have been reported in animals and in humans, but it is unclear how these alterations manifest in the chronic phase, and it is difficult to characterize accurately with imaging. We used cortical thickness measures derived from Advanced Normalization Tools (ANTs) to predict a continuous demographic variable: age. We trained four different regression models (linear regression, support vector regression, Gaussian process regression, and random forests) to predict age from healthy control brains from publicly available datasets (n = 762). We then used these models to predict brain age in military Service Members with TBI (n = 92) and military Service Members without TBI (n = 34). Our results show that all four models overpredicted age in Service Members with TBI, and the predicted age difference was significantly greater compared with military controls. These data extend previous civilian findings and show that cortical thickness measures may reveal an association of accelerated changes over time with military TBI.

A computer program for uncertainty analysis integrating regression and Bayesian methods

USGS Publications Warehouse

Lu, Dan; Ye, Ming; Hill, Mary C.; Poeter, Eileen P.; Curtis, Gary

2014-01-01

This work develops a new functionality in UCODE_2014 to evaluate Bayesian credible intervals using the Markov Chain Monte Carlo (MCMC) method. The MCMC capability in UCODE_2014 is based on the FORTRAN version of the differential evolution adaptive Metropolis (DREAM) algorithm of Vrugt et al. (2009), which estimates the posterior probability density function of model parameters in high-dimensional and multimodal sampling problems. The UCODE MCMC capability provides eleven prior probability distributions and three ways to initialize the sampling process. It evaluates parametric and predictive uncertainties and it has parallel computing capability based on multiple chains to accelerate the sampling process. This paper tests and demonstrates the MCMC capability using a 10-dimensional multimodal mathematical function, a 100-dimensional Gaussian function, and a groundwater reactive transport model. The use of the MCMC capability is made straightforward and flexible by adopting the JUPITER API protocol. With the new MCMC capability, UCODE_2014 can be used to calculate three types of uncertainty intervals, which all can account for prior information: (1) linear confidence intervals which require linearity and Gaussian error assumptions and typically 10s–100s of highly parallelizable model runs after optimization, (2) nonlinear confidence intervals which require a smooth objective function surface and Gaussian observation error assumptions and typically 100s–1,000s of partially parallelizable model runs after optimization, and (3) MCMC Bayesian credible intervals which require few assumptions and commonly 10,000s–100,000s or more partially parallelizable model runs. Ready access allows users to select methods best suited to their work, and to compare methods in many circumstances.

A new framework to increase the efficiency of large-scale solar power plants.

NASA Astrophysics Data System (ADS)

Alimohammadi, Shahrouz; Kleissl, Jan P.

2015-11-01

A new framework to estimate the spatio-temporal behavior of solar power is introduced, which predicts the statistical behavior of power output at utility scale Photo-Voltaic (PV) power plants. The framework is based on spatio-temporal Gaussian Processes Regression (Kriging) models, which incorporates satellite data with the UCSD version of the Weather and Research Forecasting model. This framework is designed to improve the efficiency of the large-scale solar power plants. The results are also validated from measurements of the local pyranometer sensors, and some improvements in different scenarios are observed. Solar energy.

Quantum key distillation from Gaussian states by Gaussian operations.

PubMed

Navascués, M; Bae, J; Cirac, J I; Lewestein, M; Sanpera, A; Acín, A

2005-01-14

We study the secrecy properties of Gaussian states under Gaussian operations. Although such operations are useless for quantum distillation, we prove that it is possible to distill a secret key secure against any attack from sufficiently entangled Gaussian states with nonpositive partial transposition. Moreover, all such states allow for key distillation, when Eve is assumed to perform finite-size coherent attacks before the reconciliation process.

Gaussian Process Interpolation for Uncertainty Estimation in Image Registration

PubMed Central

Wachinger, Christian; Golland, Polina; Reuter, Martin; Wells, William

2014-01-01

Intensity-based image registration requires resampling images on a common grid to evaluate the similarity function. The uncertainty of interpolation varies across the image, depending on the location of resampled points relative to the base grid. We propose to perform Bayesian inference with Gaussian processes, where the covariance matrix of the Gaussian process posterior distribution estimates the uncertainty in interpolation. The Gaussian process replaces a single image with a distribution over images that we integrate into a generative model for registration. Marginalization over resampled images leads to a new similarity measure that includes the uncertainty of the interpolation. We demonstrate that our approach increases the registration accuracy and propose an efficient approximation scheme that enables seamless integration with existing registration methods. PMID:25333127

Resource theory of non-Gaussian operations

NASA Astrophysics Data System (ADS)

Zhuang, Quntao; Shor, Peter W.; Shapiro, Jeffrey H.

2018-05-01

Non-Gaussian states and operations are crucial for various continuous-variable quantum information processing tasks. To quantitatively understand non-Gaussianity beyond states, we establish a resource theory for non-Gaussian operations. In our framework, we consider Gaussian operations as free operations, and non-Gaussian operations as resources. We define entanglement-assisted non-Gaussianity generating power and show that it is a monotone that is nonincreasing under the set of free superoperations, i.e., concatenation and tensoring with Gaussian channels. For conditional unitary maps, this monotone can be analytically calculated. As examples, we show that the non-Gaussianity of ideal photon-number subtraction and photon-number addition equal the non-Gaussianity of the single-photon Fock state. Based on our non-Gaussianity monotone, we divide non-Gaussian operations into two classes: (i) the finite non-Gaussianity class, e.g., photon-number subtraction, photon-number addition, and all Gaussian-dilatable non-Gaussian channels; and (ii) the diverging non-Gaussianity class, e.g., the binary phase-shift channel and the Kerr nonlinearity. This classification also implies that not all non-Gaussian channels are exactly Gaussian dilatable. Our resource theory enables a quantitative characterization and a first classification of non-Gaussian operations, paving the way towards the full understanding of non-Gaussianity.

Semiparametric temporal process regression of survival-out-of-hospital.

PubMed

Zhan, Tianyu; Schaubel, Douglas E

2018-05-23

The recurrent/terminal event data structure has undergone considerable methodological development in the last 10-15 years. An example of the data structure that has arisen with increasing frequency involves the recurrent event being hospitalization and the terminal event being death. We consider the response Survival-Out-of-Hospital, defined as a temporal process (indicator function) taking the value 1 when the subject is currently alive and not hospitalized, and 0 otherwise. Survival-Out-of-Hospital is a useful alternative strategy for the analysis of hospitalization/survival in the chronic disease setting, with the response variate representing a refinement to survival time through the incorporation of an objective quality-of-life component. The semiparametric model we consider assumes multiplicative covariate effects and leaves unspecified the baseline probability of being alive-and-out-of-hospital. Using zero-mean estimating equations, the proposed regression parameter estimator can be computed without estimating the unspecified baseline probability process, although baseline probabilities can subsequently be estimated for any time point within the support of the censoring distribution. We demonstrate that the regression parameter estimator is asymptotically normal, and that the baseline probability function estimator converges to a Gaussian process. Simulation studies are performed to show that our estimating procedures have satisfactory finite sample performances. The proposed methods are applied to the Dialysis Outcomes and Practice Patterns Study (DOPPS), an international end-stage renal disease study.

Detecting outliers when fitting data with nonlinear regression – a new method based on robust nonlinear regression and the false discovery rate

PubMed Central

Motulsky, Harvey J; Brown, Ronald E

2006-01-01

Background Nonlinear regression, like linear regression, assumes that the scatter of data around the ideal curve follows a Gaussian or normal distribution. This assumption leads to the familiar goal of regression: to minimize the sum of the squares of the vertical or Y-value distances between the points and the curve. Outliers can dominate the sum-of-the-squares calculation, and lead to misleading results. However, we know of no practical method for routinely identifying outliers when fitting curves with nonlinear regression. Results We describe a new method for identifying outliers when fitting data with nonlinear regression. We first fit the data using a robust form of nonlinear regression, based on the assumption that scatter follows a Lorentzian distribution. We devised a new adaptive method that gradually becomes more robust as the method proceeds. To define outliers, we adapted the false discovery rate approach to handling multiple comparisons. We then remove the outliers, and analyze the data using ordinary least-squares regression. Because the method combines robust regression and outlier removal, we call it the ROUT method. When analyzing simulated data, where all scatter is Gaussian, our method detects (falsely) one or more outlier in only about 1–3% of experiments. When analyzing data contaminated with one or several outliers, the ROUT method performs well at outlier identification, with an average False Discovery Rate less than 1%. Conclusion Our method, which combines a new method of robust nonlinear regression with a new method of outlier identification, identifies outliers from nonlinear curve fits with reasonable power and few false positives. PMID:16526949

Bayesian sensitivity analysis of bifurcating nonlinear models

NASA Astrophysics Data System (ADS)

Becker, W.; Worden, K.; Rowson, J.

2013-01-01

Sensitivity analysis allows one to investigate how changes in input parameters to a system affect the output. When computational expense is a concern, metamodels such as Gaussian processes can offer considerable computational savings over Monte Carlo methods, albeit at the expense of introducing a data modelling problem. In particular, Gaussian processes assume a smooth, non-bifurcating response surface. This work highlights a recent extension to Gaussian processes which uses a decision tree to partition the input space into homogeneous regions, and then fits separate Gaussian processes to each region. In this way, bifurcations can be modelled at region boundaries and different regions can have different covariance properties. To test this method, both the treed and standard methods were applied to the bifurcating response of a Duffing oscillator and a bifurcating FE model of a heart valve. It was found that the treed Gaussian process provides a practical way of performing uncertainty and sensitivity analysis on large, potentially-bifurcating models, which cannot be dealt with by using a single GP, although an open problem remains how to manage bifurcation boundaries that are not parallel to coordinate axes.

MANCOVA for one way classification with homogeneity of regression coefficient vectors

NASA Astrophysics Data System (ADS)

Mokesh Rayalu, G.; Ravisankar, J.; Mythili, G. Y.

2017-11-01

The MANOVA and MANCOVA are the extensions of the univariate ANOVA and ANCOVA techniques to multidimensional or vector valued observations. The assumption of a Gaussian distribution has been replaced with the Multivariate Gaussian distribution for the vectors data and residual term variables in the statistical models of these techniques. The objective of MANCOVA is to determine if there are statistically reliable mean differences that can be demonstrated between groups later modifying the newly created variable. When randomization assignment of samples or subjects to groups is not possible, multivariate analysis of covariance (MANCOVA) provides statistical matching of groups by adjusting dependent variables as if all subjects scored the same on the covariates. In this research article, an extension has been made to the MANCOVA technique with more number of covariates and homogeneity of regression coefficient vectors is also tested.

Some error bounds for K-iterated Gaussian recursive filters

NASA Astrophysics Data System (ADS)

Cuomo, Salvatore; Galletti, Ardelio; Giunta, Giulio; Marcellino, Livia

2016-10-01

Recursive filters (RFs) have achieved a central role in several research fields over the last few years. For example, they are used in image processing, in data assimilation and in electrocardiogram denoising. More in particular, among RFs, the Gaussian RFs are an efficient computational tool for approximating Gaussian-based convolutions and are suitable for digital image processing and applications of the scale-space theory. As is a common knowledge, the Gaussian RFs, applied to signals with support in a finite domain, generate distortions and artifacts, mostly localized at the boundaries. Heuristic and theoretical improvements have been proposed in literature to deal with this issue (namely boundary conditions). They include the case in which a Gaussian RF is applied more than once, i.e. the so called K-iterated Gaussian RFs. In this paper, starting from a summary of the comprehensive mathematical background, we consider the case of the K-iterated first-order Gaussian RF and provide the study of its numerical stability and some component-wise theoretical error bounds.

[Method of correcting sensitivity nonuniformity using gaussian distribution on 3.0 Tesla abdominal MRI].

PubMed

Hayashi, Norio; Miyati, Tosiaki; Takanaga, Masako; Ohno, Naoki; Hamaguchi, Takashi; Kozaka, Kazuto; Sanada, Shigeru; Yamamoto, Tomoyuki; Matsui, Osamu

2011-01-01

In the direction where the phased array coil used in parallel magnetic resonance imaging (MRI) is perpendicular to the arrangement, sensitivity falls significantly. Moreover, in a 3.0 tesla (3T) abdominal MRI, the quality of the image is reduced by changes in the relaxation time, reinforcement of the magnetic susceptibility effect, etc. In a 3T MRI, which has a high resonant frequency, the signal of the depths (central part) is reduced in the trunk part. SCIC, which is sensitivity correction processing, has inadequate correction processing, such as that edges are emphasized and the central part is corrected. Therefore, we used 3T with a Gaussian distribution. The uneven compensation processing for sensitivity of an abdomen MR image was considered. The correction processing consisted of the following methods. 1) The center of gravity of the domain of the human body in an abdomen MR image was calculated. 2) The correction coefficient map was created from the center of gravity using the Gaussian distribution. 3) The sensitivity correction image was created from the correction coefficient map and the original picture image. Using the Gaussian correction to process the image, the uniformity calculated using the NEMA method was improved significantly compared to the original image of a phantom. In a visual evaluation by radiologists, the uniformity was improved significantly using the Gaussian correction processing. Because of the homogeneous improvement of the abdomen image taken using 3T MRI, the Gaussian correction processing is considered to be a very useful technique.

Collaborative simulations and experiments for a novel yield model of coal devolatilization in oxy-coal combustion conditions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Iavarone, Salvatore; Smith, Sean T.; Smith, Philip J.

Oxy-coal combustion is an emerging low-cost “clean coal” technology for emissions reduction and Carbon Capture and Sequestration (CCS). The use of Computational Fluid Dynamics (CFD) tools is crucial for the development of cost-effective oxy-fuel technologies and the minimization of environmental concerns at industrial scale. The coupling of detailed chemistry models and CFD simulations is still challenging, especially for large-scale plants, because of the high computational efforts required. The development of scale-bridging models is therefore necessary, to find a good compromise between computational efforts and the physical-chemical modeling precision. This paper presents a procedure for scale-bridging modeling of coal devolatilization, inmore » the presence of experimental error, that puts emphasis on the thermodynamic aspect of devolatilization, namely the final volatile yield of coal, rather than kinetics. The procedure consists of an engineering approach based on dataset consistency and Bayesian methodology including Gaussian-Process Regression (GPR). Experimental data from devolatilization tests carried out in an oxy-coal entrained flow reactor were considered and CFD simulations of the reactor were performed. Jointly evaluating experiments and simulations, a novel yield model was validated against the data via consistency analysis. In parallel, a Gaussian-Process Regression was performed, to improve the understanding of the uncertainty associated to the devolatilization, based on the experimental measurements. Potential model forms that could predict yield during devolatilization were obtained. The set of model forms obtained via GPR includes the yield model that was proven to be consistent with the data. Finally, the overall procedure has resulted in a novel yield model for coal devolatilization and in a valuable evaluation of uncertainty in the data, in the model form, and in the model parameters.« less

Black-backed woodpecker habitat suitability mapping using conifer snag basal area estimated from airborne laser scanning

NASA Astrophysics Data System (ADS)

Casas Planes, Á.; Garcia, M.; Siegel, R.; Koltunov, A.; Ramirez, C.; Ustin, S.

2015-12-01

Occupancy and habitat suitability models for snag-dependent wildlife species are commonly defined as a function of snag basal area. Although critical for predicting or assessing habitat suitability, spatially distributed estimates of snag basal area are not generally available across landscapes at spatial scales relevant for conservation planning. This study evaluates the use of airborne laser scanning (ALS) to 1) identify individual conifer snags and map their basal area across a recently burned forest, and 2) map habitat suitability for a wildlife species known to be dependent on snag basal area, specifically the black-backed woodpecker (Picoides arcticus). This study focuses on the Rim Fire, a megafire that took place in 2013 in the Sierra Nevada Mountains of California, creating large patches of medium- and high-severity burned forest. We use forest inventory plots, single-tree ALS-derived metrics and Gaussian processes classification and regression to identify conifer snags and estimate their stem diameter and basal area. Then, we use the results to map habitat suitability for the black-backed woodpecker using thresholds for conifer basal area from a previously published habitat suitability model. Local maxima detection and watershed segmentation algorithms resulted in 75% detection of trees with stem diameter larger than 30 cm. Snags are identified with an overall accuracy of 91.8 % and conifer snags are identified with an overall accuracy of 84.8 %. Finally, Gaussian process regression reliably estimated stem diameter (R2 = 0.8) using height and crown area. This work provides a fast and efficient methodology to characterize the extent of a burned forest at the tree level and a critical tool for early wildlife assessment in post-fire forest management and biodiversity conservation.

Collaborative simulations and experiments for a novel yield model of coal devolatilization in oxy-coal combustion conditions

DOE PAGES

Iavarone, Salvatore; Smith, Sean T.; Smith, Philip J.; ...

2017-06-03

Oxy-coal combustion is an emerging low-cost “clean coal” technology for emissions reduction and Carbon Capture and Sequestration (CCS). The use of Computational Fluid Dynamics (CFD) tools is crucial for the development of cost-effective oxy-fuel technologies and the minimization of environmental concerns at industrial scale. The coupling of detailed chemistry models and CFD simulations is still challenging, especially for large-scale plants, because of the high computational efforts required. The development of scale-bridging models is therefore necessary, to find a good compromise between computational efforts and the physical-chemical modeling precision. This paper presents a procedure for scale-bridging modeling of coal devolatilization, inmore » the presence of experimental error, that puts emphasis on the thermodynamic aspect of devolatilization, namely the final volatile yield of coal, rather than kinetics. The procedure consists of an engineering approach based on dataset consistency and Bayesian methodology including Gaussian-Process Regression (GPR). Experimental data from devolatilization tests carried out in an oxy-coal entrained flow reactor were considered and CFD simulations of the reactor were performed. Jointly evaluating experiments and simulations, a novel yield model was validated against the data via consistency analysis. In parallel, a Gaussian-Process Regression was performed, to improve the understanding of the uncertainty associated to the devolatilization, based on the experimental measurements. Potential model forms that could predict yield during devolatilization were obtained. The set of model forms obtained via GPR includes the yield model that was proven to be consistent with the data. Finally, the overall procedure has resulted in a novel yield model for coal devolatilization and in a valuable evaluation of uncertainty in the data, in the model form, and in the model parameters.« less

An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

NASA Technical Reports Server (NTRS)

Carter, M. C.; Madison, M. W.

1973-01-01

The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

Use of probabilistic weights to enhance linear regression myoelectric control

NASA Astrophysics Data System (ADS)

Smith, Lauren H.; Kuiken, Todd A.; Hargrove, Levi J.

2015-12-01

Objective. Clinically available prostheses for transradial amputees do not allow simultaneous myoelectric control of degrees of freedom (DOFs). Linear regression methods can provide simultaneous myoelectric control, but frequently also result in difficulty with isolating individual DOFs when desired. This study evaluated the potential of using probabilistic estimates of categories of gross prosthesis movement, which are commonly used in classification-based myoelectric control, to enhance linear regression myoelectric control. Approach. Gaussian models were fit to electromyogram (EMG) feature distributions for three movement classes at each DOF (no movement, or movement in either direction) and used to weight the output of linear regression models by the probability that the user intended the movement. Eight able-bodied and two transradial amputee subjects worked in a virtual Fitts’ law task to evaluate differences in controllability between linear regression and probability-weighted regression for an intramuscular EMG-based three-DOF wrist and hand system. Main results. Real-time and offline analyses in able-bodied subjects demonstrated that probability weighting improved performance during single-DOF tasks (p < 0.05) by preventing extraneous movement at additional DOFs. Similar results were seen in experiments with two transradial amputees. Though goodness-of-fit evaluations suggested that the EMG feature distributions showed some deviations from the Gaussian, equal-covariance assumptions used in this experiment, the assumptions were sufficiently met to provide improved performance compared to linear regression control. Significance. Use of probability weights can improve the ability to isolate individual during linear regression myoelectric control, while maintaining the ability to simultaneously control multiple DOFs.

Orthogonal Gaussian process models

DOE PAGES

Plumlee, Matthew; Joseph, V. Roshan

2017-01-01

Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads to poor estimation of the coefficients in the mean model, and thus the estimated mean model loses interpretability. This paper introduces a new Gaussian process model whose stochastic part is orthogonal to the mean part to address this issue. As a result, this paper also discusses applications to multi-fidelity simulations using data examples.

Orthogonal Gaussian process models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Plumlee, Matthew; Joseph, V. Roshan

Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads to poor estimation of the coefficients in the mean model, and thus the estimated mean model loses interpretability. This paper introduces a new Gaussian process model whose stochastic part is orthogonal to the mean part to address this issue. As a result, this paper also discusses applications to multi-fidelity simulations using data examples.

Separation of components from a scale mixture of Gaussian white noises

NASA Astrophysics Data System (ADS)

Vamoş, Călin; Crăciun, Maria

2010-05-01

The time evolution of a physical quantity associated with a thermodynamic system whose equilibrium fluctuations are modulated in amplitude by a slowly varying phenomenon can be modeled as the product of a Gaussian white noise {Zt} and a stochastic process with strictly positive values {Vt} referred to as volatility. The probability density function (pdf) of the process Xt=VtZt is a scale mixture of Gaussian white noises expressed as a time average of Gaussian distributions weighted by the pdf of the volatility. The separation of the two components of {Xt} can be achieved by imposing the condition that the absolute values of the estimated white noise be uncorrelated. We apply this method to the time series of the returns of the daily S&P500 index, which has also been analyzed by means of the superstatistics method that imposes the condition that the estimated white noise be Gaussian. The advantage of our method is that this financial time series is processed without partitioning or removal of the extreme events and the estimated white noise becomes almost Gaussian only as result of the uncorrelation condition.

Poly-Gaussian model of randomly rough surface in rarefied gas flow

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aksenova, Olga A.; Khalidov, Iskander A.

2014-12-09

Surface roughness is simulated by the model of non-Gaussian random process. Our results for the scattering of rarefied gas atoms from a rough surface using modified approach to the DSMC calculation of rarefied gas flow near a rough surface are developed and generalized applying the poly-Gaussian model representing probability density as the mixture of Gaussian densities. The transformation of the scattering function due to the roughness is characterized by the roughness operator. Simulating rough surface of the walls by the poly-Gaussian random field expressed as integrated Wiener process, we derive a representation of the roughness operator that can be appliedmore » in numerical DSMC methods as well as in analytical investigations.« less

Gaussian process emulators for quantifying uncertainty in CO2 spreading predictions in heterogeneous media

NASA Astrophysics Data System (ADS)

Tian, Liang; Wilkinson, Richard; Yang, Zhibing; Power, Henry; Fagerlund, Fritjof; Niemi, Auli

2017-08-01

We explore the use of Gaussian process emulators (GPE) in the numerical simulation of CO2 injection into a deep heterogeneous aquifer. The model domain is a two-dimensional, log-normally distributed stochastic permeability field. We first estimate the cumulative distribution functions (CDFs) of the CO2 breakthrough time and the total CO2 mass using a computationally expensive Monte Carlo (MC) simulation. We then show that we can accurately reproduce these CDF estimates with a GPE, using only a small fraction of the computational cost required by traditional MC simulation. In order to build a GPE that can predict the simulator output from a permeability field consisting of 1000s of values, we use a truncated Karhunen-Loève (K-L) expansion of the permeability field, which enables the application of the Bayesian functional regression approach. We perform a cross-validation exercise to give an insight of the optimization of the experiment design for selected scenarios: we find that it is sufficient to use 100s values for the size of training set and that it is adequate to use as few as 15 K-L components. Our work demonstrates that GPE with truncated K-L expansion can be effectively applied to uncertainty analysis associated with modelling of multiphase flow and transport processes in heterogeneous media.

Levels of naturally occurring gamma radiation measured in British homes and their prediction in particular residences.

PubMed

Kendall, G M; Wakeford, R; Athanson, M; Vincent, T J; Carter, E J; McColl, N P; Little, M P

2016-03-01

Gamma radiation from natural sources (including directly ionising cosmic rays) is an important component of background radiation. In the present paper, indoor measurements of naturally occurring gamma rays that were undertaken as part of the UK Childhood Cancer Study are summarised, and it is shown that these are broadly compatible with an earlier UK National Survey. The distribution of indoor gamma-ray dose rates in Great Britain is approximately normal with mean 96 nGy/h and standard deviation 23 nGy/h. Directly ionising cosmic rays contribute about one-third of the total. The expanded dataset allows a more detailed description than previously of indoor gamma-ray exposures and in particular their geographical variation. Various strategies for predicting indoor natural background gamma-ray dose rates were explored. In the first of these, a geostatistical model was fitted, which assumes an underlying geologically determined spatial variation, superimposed on which is a Gaussian stochastic process with Matérn correlation structure that models the observed tendency of dose rates in neighbouring houses to correlate. In the second approach, a number of dose-rate interpolation measures were first derived, based on averages over geologically or administratively defined areas or using distance-weighted averages of measurements at nearest-neighbour points. Linear regression was then used to derive an optimal linear combination of these interpolation measures. The predictive performances of the two models were compared via cross-validation, using a randomly selected 70 % of the data to fit the models and the remaining 30 % to test them. The mean square error (MSE) of the linear-regression model was lower than that of the Gaussian-Matérn model (MSE 378 and 411, respectively). The predictive performance of the two candidate models was also evaluated via simulation; the OLS model performs significantly better than the Gaussian-Matérn model.

Recurrence plots of discrete-time Gaussian stochastic processes

NASA Astrophysics Data System (ADS)

Ramdani, Sofiane; Bouchara, Frédéric; Lagarde, Julien; Lesne, Annick

2016-09-01

We investigate the statistical properties of recurrence plots (RPs) of data generated by discrete-time stationary Gaussian random processes. We analytically derive the theoretical values of the probabilities of occurrence of recurrence points and consecutive recurrence points forming diagonals in the RP, with an embedding dimension equal to 1. These results allow us to obtain theoretical values of three measures: (i) the recurrence rate (REC) (ii) the percent determinism (DET) and (iii) RP-based estimation of the ε-entropy κ(ε) in the sense of correlation entropy. We apply these results to two Gaussian processes, namely first order autoregressive processes and fractional Gaussian noise. For these processes, we simulate a number of realizations and compare the RP-based estimations of the three selected measures to their theoretical values. These comparisons provide useful information on the quality of the estimations, such as the minimum required data length and threshold radius used to construct the RP.

Use of the Box-Cox Transformation in Detecting Changepoints in Daily Precipitation Data Series

NASA Astrophysics Data System (ADS)

Wang, X. L.; Chen, H.; Wu, Y.; Pu, Q.

2009-04-01

This study integrates a Box-Cox power transformation procedure into two statistical tests for detecting changepoints in Gaussian data series, to make the changepoint detection methods applicable to non-Gaussian data series, such as daily precipitation amounts. The detection power aspects of transformed methods in a common trend two-phase regression setting are assessed by Monte Carlo simulations for data of a log-normal or Gamma distribution. The results show that the transformed methods have increased the power of detection, in comparison with the corresponding original (untransformed) methods. The transformed data much better approximate to a Gaussian distribution. As an example of application, the new methods are applied to a series of daily precipitation amounts recorded at a station in Canada, showing satisfactory detection power.

Encrypted data stream identification using randomness sparse representation and fuzzy Gaussian mixture model

NASA Astrophysics Data System (ADS)

Zhang, Hong; Hou, Rui; Yi, Lei; Meng, Juan; Pan, Zhisong; Zhou, Yuhuan

2016-07-01

The accurate identification of encrypted data stream helps to regulate illegal data, detect network attacks and protect users' information. In this paper, a novel encrypted data stream identification algorithm is introduced. The proposed method is based on randomness characteristics of encrypted data stream. We use a l1-norm regularized logistic regression to improve sparse representation of randomness features and Fuzzy Gaussian Mixture Model (FGMM) to improve identification accuracy. Experimental results demonstrate that the method can be adopted as an effective technique for encrypted data stream identification.

Comparison of regression and geostatistical methods for mapping Leaf Area Index (LAI) with Landsat ETM+ data over a boreal forest.

Treesearch

Mercedes Berterretche; Andrew T. Hudak; Warren B. Cohen; Thomas K. Maiersperger; Stith T. Gower; Jennifer Dungan

2005-01-01

This study compared aspatial and spatial methods of using remote sensing and field data to predict maximum growing season leaf area index (LAI) maps in a boreal forest in Manitoba, Canada. The methods tested were orthogonal regression analysis (reduced major axis, RMA) and two geostatistical techniques: kriging with an external drift (KED) and sequential Gaussian...

Probabilistic Space Weather Forecasting: a Bayesian Perspective

NASA Astrophysics Data System (ADS)

Camporeale, E.; Chandorkar, M.; Borovsky, J.; Care', A.

2017-12-01

Most of the Space Weather forecasts, both at operational and research level, are not probabilistic in nature. Unfortunately, a prediction that does not provide a confidence level is not very useful in a decision-making scenario. Nowadays, forecast models range from purely data-driven, machine learning algorithms, to physics-based approximation of first-principle equations (and everything that sits in between). Uncertainties pervade all such models, at every level: from the raw data to finite-precision implementation of numerical methods. The most rigorous way of quantifying the propagation of uncertainties is by embracing a Bayesian probabilistic approach. One of the simplest and most robust machine learning technique in the Bayesian framework is Gaussian Process regression and classification. Here, we present the application of Gaussian Processes to the problems of the DST geomagnetic index forecast, the solar wind type classification, and the estimation of diffusion parameters in radiation belt modeling. In each of these very diverse problems, the GP approach rigorously provide forecasts in the form of predictive distributions. In turn, these distributions can be used as input for ensemble simulations in order to quantify the amplification of uncertainties. We show that we have achieved excellent results in all of the standard metrics to evaluate our models, with very modest computational cost.

A flexible cure rate model for spatially correlated survival data based on generalized extreme value distribution and Gaussian process priors.

PubMed

Li, Dan; Wang, Xia; Dey, Dipak K

2016-09-01

Our present work proposes a new survival model in a Bayesian context to analyze right-censored survival data for populations with a surviving fraction, assuming that the log failure time follows a generalized extreme value distribution. Many applications require a more flexible modeling of covariate information than a simple linear or parametric form for all covariate effects. It is also necessary to include the spatial variation in the model, since it is sometimes unexplained by the covariates considered in the analysis. Therefore, the nonlinear covariate effects and the spatial effects are incorporated into the systematic component of our model. Gaussian processes (GPs) provide a natural framework for modeling potentially nonlinear relationship and have recently become extremely powerful in nonlinear regression. Our proposed model adopts a semiparametric Bayesian approach by imposing a GP prior on the nonlinear structure of continuous covariate. With the consideration of data availability and computational complexity, the conditionally autoregressive distribution is placed on the region-specific frailties to handle spatial correlation. The flexibility and gains of our proposed model are illustrated through analyses of simulated data examples as well as a dataset involving a colon cancer clinical trial from the state of Iowa. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Bayesian Regression with Network Prior: Optimal Bayesian Filtering Perspective

PubMed Central

Qian, Xiaoning; Dougherty, Edward R.

2017-01-01

The recently introduced intrinsically Bayesian robust filter (IBRF) provides fully optimal filtering relative to a prior distribution over an uncertainty class ofjoint random process models, whereas formerly the theory was limited to model-constrained Bayesian robust filters, for which optimization was limited to the filters that are optimal for models in the uncertainty class. This paper extends the IBRF theory to the situation where there are both a prior on the uncertainty class and sample data. The result is optimal Bayesian filtering (OBF), where optimality is relative to the posterior distribution derived from the prior and the data. The IBRF theories for effective characteristics and canonical expansions extend to the OBF setting. A salient focus of the present work is to demonstrate the advantages of Bayesian regression within the OBF setting over the classical Bayesian approach in the context otlinear Gaussian models. PMID:28824268

Quantum entanglement beyond Gaussian criteria

PubMed Central

Gomes, R. M.; Salles, A.; Toscano, F.; Souto Ribeiro, P. H.; Walborn, S. P.

2009-01-01

Most of the attention given to continuous variable systems for quantum information processing has traditionally been focused on Gaussian states. However, non-Gaussianity is an essential requirement for universal quantum computation and entanglement distillation, and can improve the efficiency of other quantum information tasks. Here we report the experimental observation of genuine non-Gaussian entanglement using spatially entangled photon pairs. The quantum correlations are invisible to all second-order tests, which identify only Gaussian entanglement, and are revealed only under application of a higher-order entanglement criterion. Thus, the photons exhibit a variety of entanglement that cannot be reproduced by Gaussian states. PMID:19995963

Quantum entanglement beyond Gaussian criteria.

PubMed

Gomes, R M; Salles, A; Toscano, F; Souto Ribeiro, P H; Walborn, S P

2009-12-22

Most of the attention given to continuous variable systems for quantum information processing has traditionally been focused on Gaussian states. However, non-Gaussianity is an essential requirement for universal quantum computation and entanglement distillation, and can improve the efficiency of other quantum information tasks. Here we report the experimental observation of genuine non-Gaussian entanglement using spatially entangled photon pairs. The quantum correlations are invisible to all second-order tests, which identify only Gaussian entanglement, and are revealed only under application of a higher-order entanglement criterion. Thus, the photons exhibit a variety of entanglement that cannot be reproduced by Gaussian states.

Automatic segmentation and classification of mycobacterium tuberculosis with conventional light microscopy

NASA Astrophysics Data System (ADS)

Xu, Chao; Zhou, Dongxiang; Zhai, Yongping; Liu, Yunhui

2015-12-01

This paper realizes the automatic segmentation and classification of Mycobacterium tuberculosis with conventional light microscopy. First, the candidate bacillus objects are segmented by the marker-based watershed transform. The markers are obtained by an adaptive threshold segmentation based on the adaptive scale Gaussian filter. The scale of the Gaussian filter is determined according to the color model of the bacillus objects. Then the candidate objects are extracted integrally after region merging and contaminations elimination. Second, the shape features of the bacillus objects are characterized by the Hu moments, compactness, eccentricity, and roughness, which are used to classify the single, touching and non-bacillus objects. We evaluated the logistic regression, random forest, and intersection kernel support vector machines classifiers in classifying the bacillus objects respectively. Experimental results demonstrate that the proposed method yields to high robustness and accuracy. The logistic regression classifier performs best with an accuracy of 91.68%.

Prognostics of Power MOSFET

NASA Technical Reports Server (NTRS)

Celaya, Jose Ramon; Saxena, Abhinav; Vashchenko, Vladislay; Saha, Sankalita; Goebel, Kai Frank

2011-01-01

This paper demonstrates how to apply prognostics to power MOSFETs (metal oxide field effect transistor). The methodology uses thermal cycling to age devices and Gaussian process regression to perform prognostics. The approach is validated with experiments on 100V power MOSFETs. The failure mechanism for the stress conditions is determined to be die-attachment degradation. Change in ON-state resistance is used as a precursor of failure due to its dependence on junction temperature. The experimental data is augmented with a finite element analysis simulation that is based on a two-transistor model. The simulation assists in the interpretation of the degradation phenomena and SOA (safe operation area) change.

Separation of the low-frequency atmospheric variability into non-Gaussian multidimensional sources by Independent Subspace Analysis

NASA Astrophysics Data System (ADS)

Pires, Carlos; Ribeiro, Andreia

2016-04-01

An efficient nonlinear method of statistical source separation of space-distributed non-Gaussian distributed data is proposed. The method relies in the so called Independent Subspace Analysis (ISA), being tested on a long time-series of the stream-function field of an atmospheric quasi-geostrophic 3-level model (QG3) simulating the winter's monthly variability of the Northern Hemisphere. ISA generalizes the Independent Component Analysis (ICA) by looking for multidimensional and minimally dependent, uncorrelated and non-Gaussian distributed statistical sources among the rotated projections or subspaces of the multivariate probability distribution of the leading principal components of the working field whereas ICA restrict to scalar sources. The rationale of that technique relies upon the projection pursuit technique, looking for data projections of enhanced interest. In order to accomplish the decomposition, we maximize measures of the sources' non-Gaussianity by contrast functions which are given by squares of nonlinear, cross-cumulant-based correlations involving the variables spanning the sources. Therefore sources are sought matching certain nonlinear data structures. The maximized contrast function is built in such a way that it provides the minimization of the mean square of the residuals of certain nonlinear regressions. The issuing residuals, followed by spherization, provide a new set of nonlinear variable changes that are at once uncorrelated, quasi-independent and quasi-Gaussian, representing an advantage with respect to the Independent Components (scalar sources) obtained by ICA where the non-Gaussianity is concentrated into the non-Gaussian scalar sources. The new scalar sources obtained by the above process encompass the attractor's curvature thus providing improved nonlinear model indices of the low-frequency atmospheric variability which is useful since large circulation indices are nonlinearly correlated. The non-Gaussian tested sources (dyads and triads, respectively of two and three dimensions) lead to a dense data concentration along certain curves or surfaces, nearby which the clusters' centroids of the joint probability density function tend to be located. That favors a better splitting of the QG3 atmospheric model's weather regimes: the positive and negative phases of the Arctic Oscillation and positive and negative phases of the North Atlantic Oscillation. The leading model's non-Gaussian dyad is associated to a positive correlation between: 1) the squared anomaly of the extratropical jet-stream and 2) the meridional jet-stream meandering. Triadic sources coming from maximized third-order cross cumulants between pairwise uncorrelated components reveal situations of triadic wave resonance and nonlinear triadic teleconnections, only possible thanks to joint non-Gaussianity. That kind of triadic synergies are accounted for an Information-Theoretic measure: the Interaction Information. The dominant model's triad occurs between anomalies of: 1) the North Pole anomaly pressure 2) the jet-stream intensity at the Eastern North-American boundary and 3) the jet-stream intensity at the Eastern Asian boundary. Publication supported by project FCT UID/GEO/50019/2013 - Instituto Dom Luiz.

Kinect Posture Reconstruction Based on a Local Mixture of Gaussian Process Models.

PubMed

Liu, Zhiguang; Zhou, Liuyang; Leung, Howard; Shum, Hubert P H

2016-11-01

Depth sensor based 3D human motion estimation hardware such as Kinect has made interactive applications more popular recently. However, it is still challenging to accurately recognize postures from a single depth camera due to the inherently noisy data derived from depth images and self-occluding action performed by the user. In this paper, we propose a new real-time probabilistic framework to enhance the accuracy of live captured postures that belong to one of the action classes in the database. We adopt the Gaussian Process model as a prior to leverage the position data obtained from Kinect and marker-based motion capture system. We also incorporate a temporal consistency term into the optimization framework to constrain the velocity variations between successive frames. To ensure that the reconstructed posture resembles the accurate parts of the observed posture, we embed a set of joint reliability measurements into the optimization framework. A major drawback of Gaussian Process is its cubic learning complexity when dealing with a large database due to the inverse of a covariance matrix. To solve the problem, we propose a new method based on a local mixture of Gaussian Processes, in which Gaussian Processes are defined in local regions of the state space. Due to the significantly decreased sample size in each local Gaussian Process, the learning time is greatly reduced. At the same time, the prediction speed is enhanced as the weighted mean prediction for a given sample is determined by the nearby local models only. Our system also allows incrementally updating a specific local Gaussian Process in real time, which enhances the likelihood of adapting to run-time postures that are different from those in the database. Experimental results demonstrate that our system can generate high quality postures even under severe self-occlusion situations, which is beneficial for real-time applications such as motion-based gaming and sport training.

Nonparametric estimation of stochastic differential equations with sparse Gaussian processes.

PubMed

García, Constantino A; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G

2017-08-01

The application of stochastic differential equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we introduce a nonparametric method for estimating the drift and diffusion terms of SDEs from a densely observed discrete time series. The use of Gaussian processes as priors permits working directly in a function-space view and thus the inference takes place directly in this space. To cope with the computational complexity that requires the use of Gaussian processes, a sparse Gaussian process approximation is provided. This approximation permits the efficient computation of predictions for the drift and diffusion terms by using a distribution over a small subset of pseudosamples. The proposed method has been validated using both simulated data and real data from economy and paleoclimatology. The application of the method to real data demonstrates its ability to capture the behavior of complex systems.

Hyper-Spectral Image Analysis With Partially Latent Regression and Spatial Markov Dependencies

NASA Astrophysics Data System (ADS)

Deleforge, Antoine; Forbes, Florence; Ba, Sileye; Horaud, Radu

2015-09-01

Hyper-spectral data can be analyzed to recover physical properties at large planetary scales. This involves resolving inverse problems which can be addressed within machine learning, with the advantage that, once a relationship between physical parameters and spectra has been established in a data-driven fashion, the learned relationship can be used to estimate physical parameters for new hyper-spectral observations. Within this framework, we propose a spatially-constrained and partially-latent regression method which maps high-dimensional inputs (hyper-spectral images) onto low-dimensional responses (physical parameters such as the local chemical composition of the soil). The proposed regression model comprises two key features. Firstly, it combines a Gaussian mixture of locally-linear mappings (GLLiM) with a partially-latent response model. While the former makes high-dimensional regression tractable, the latter enables to deal with physical parameters that cannot be observed or, more generally, with data contaminated by experimental artifacts that cannot be explained with noise models. Secondly, spatial constraints are introduced in the model through a Markov random field (MRF) prior which provides a spatial structure to the Gaussian-mixture hidden variables. Experiments conducted on a database composed of remotely sensed observations collected from the Mars planet by the Mars Express orbiter demonstrate the effectiveness of the proposed model.

A nonlinear cointegration approach with applications to structural health monitoring

NASA Astrophysics Data System (ADS)

Shi, H.; Worden, K.; Cross, E. J.

2016-09-01

One major obstacle to the implementation of structural health monitoring (SHM) is the effect of operational and environmental variabilities, which may corrupt the signal of structural degradation. Recently, an approach inspired from the community of econometrics, called cointegration, has been employed to eliminate the adverse influence from operational and environmental changes and still maintain sensitivity to structural damage. However, the linear nature of cointegration may limit its application when confronting nonlinear relations between system responses. This paper proposes a nonlinear cointegration method based on Gaussian process regression (GPR); the method is constructed under the Engle-Granger framework, and tests for unit root processes are conducted both before and after the GPR is applied. The proposed approach is examined with real engineering data from the monitoring of the Z24 Bridge.

An empirical model for dissolution profile and its application to floating dosage forms.

PubMed

Weiss, Michael; Kriangkrai, Worawut; Sungthongjeen, Srisagul

2014-06-02

A sum of two inverse Gaussian functions is proposed as a highly flexible empirical model for fitting of in vitro dissolution profiles. The model was applied to quantitatively describe theophylline release from effervescent multi-layer coated floating tablets containing different amounts of the anti-tacking agents talc or glyceryl monostearate. Model parameters were estimated by nonlinear regression (mixed-effects modeling). The estimated parameters were used to determine the mean dissolution time, as well as to reconstruct the time course of release rate for each formulation, whereby the fractional release rate can serve as a diagnostic tool for classification of dissolution processes. The approach allows quantification of dissolution behavior and could provide additional insights into the underlying processes. Copyright © 2014 Elsevier B.V. All rights reserved.

Modelling daily water temperature from air temperature for the Missouri River.

PubMed

Zhu, Senlin; Nyarko, Emmanuel Karlo; Hadzima-Nyarko, Marijana

2018-01-01

The bio-chemical and physical characteristics of a river are directly affected by water temperature, which thereby affects the overall health of aquatic ecosystems. It is a complex problem to accurately estimate water temperature. Modelling of river water temperature is usually based on a suitable mathematical model and field measurements of various atmospheric factors. In this article, the air-water temperature relationship of the Missouri River is investigated by developing three different machine learning models (Artificial Neural Network (ANN), Gaussian Process Regression (GPR), and Bootstrap Aggregated Decision Trees (BA-DT)). Standard models (linear regression, non-linear regression, and stochastic models) are also developed and compared to machine learning models. Analyzing the three standard models, the stochastic model clearly outperforms the standard linear model and nonlinear model. All the three machine learning models have comparable results and outperform the stochastic model, with GPR having slightly better results for stations No. 2 and 3, while BA-DT has slightly better results for station No. 1. The machine learning models are very effective tools which can be used for the prediction of daily river temperature.

Geodesic least squares regression on information manifolds

DOE Office of Scientific and Technical Information (OSTI.GOV)

Verdoolaege, Geert, E-mail: geert.verdoolaege@ugent.be

We present a novel regression method targeted at situations with significant uncertainty on both the dependent and independent variables or with non-Gaussian distribution models. Unlike the classic regression model, the conditional distribution of the response variable suggested by the data need not be the same as the modeled distribution. Instead they are matched by minimizing the Rao geodesic distance between them. This yields a more flexible regression method that is less constrained by the assumptions imposed through the regression model. As an example, we demonstrate the improved resistance of our method against some flawed model assumptions and we apply thismore » to scaling laws in magnetic confinement fusion.« less

High dimensional linear regression models under long memory dependence and measurement error

NASA Astrophysics Data System (ADS)

Kaul, Abhishek

This dissertation consists of three chapters. The first chapter introduces the models under consideration and motivates problems of interest. A brief literature review is also provided in this chapter. The second chapter investigates the properties of Lasso under long range dependent model errors. Lasso is a computationally efficient approach to model selection and estimation, and its properties are well studied when the regression errors are independent and identically distributed. We study the case, where the regression errors form a long memory moving average process. We establish a finite sample oracle inequality for the Lasso solution. We then show the asymptotic sign consistency in this setup. These results are established in the high dimensional setup (p> n) where p can be increasing exponentially with n. Finally, we show the consistency, n½ --d-consistency of Lasso, along with the oracle property of adaptive Lasso, in the case where p is fixed. Here d is the memory parameter of the stationary error sequence. The performance of Lasso is also analysed in the present setup with a simulation study. The third chapter proposes and investigates the properties of a penalized quantile based estimator for measurement error models. Standard formulations of prediction problems in high dimension regression models assume the availability of fully observed covariates and sub-Gaussian and homogeneous model errors. This makes these methods inapplicable to measurement errors models where covariates are unobservable and observations are possibly non sub-Gaussian and heterogeneous. We propose weighted penalized corrected quantile estimators for the regression parameter vector in linear regression models with additive measurement errors, where unobservable covariates are nonrandom. The proposed estimators forgo the need for the above mentioned model assumptions. We study these estimators in both the fixed dimension and high dimensional sparse setups, in the latter setup, the dimensionality can grow exponentially with the sample size. In the fixed dimensional setting we provide the oracle properties associated with the proposed estimators. In the high dimensional setting, we provide bounds for the statistical error associated with the estimation, that hold with asymptotic probability 1, thereby providing the ℓ1-consistency of the proposed estimator. We also establish the model selection consistency in terms of the correctly estimated zero components of the parameter vector. A simulation study that investigates the finite sample accuracy of the proposed estimator is also included in this chapter.

Multivariate decoding of brain images using ordinal regression.

PubMed

Doyle, O M; Ashburner, J; Zelaya, F O; Williams, S C R; Mehta, M A; Marquand, A F

2013-11-01

Neuroimaging data are increasingly being used to predict potential outcomes or groupings, such as clinical severity, drug dose response, and transitional illness states. In these examples, the variable (target) we want to predict is ordinal in nature. Conventional classification schemes assume that the targets are nominal and hence ignore their ranked nature, whereas parametric and/or non-parametric regression models enforce a metric notion of distance between classes. Here, we propose a novel, alternative multivariate approach that overcomes these limitations - whole brain probabilistic ordinal regression using a Gaussian process framework. We applied this technique to two data sets of pharmacological neuroimaging data from healthy volunteers. The first study was designed to investigate the effect of ketamine on brain activity and its subsequent modulation with two compounds - lamotrigine and risperidone. The second study investigates the effect of scopolamine on cerebral blood flow and its modulation using donepezil. We compared ordinal regression to multi-class classification schemes and metric regression. Considering the modulation of ketamine with lamotrigine, we found that ordinal regression significantly outperformed multi-class classification and metric regression in terms of accuracy and mean absolute error. However, for risperidone ordinal regression significantly outperformed metric regression but performed similarly to multi-class classification both in terms of accuracy and mean absolute error. For the scopolamine data set, ordinal regression was found to outperform both multi-class and metric regression techniques considering the regional cerebral blood flow in the anterior cingulate cortex. Ordinal regression was thus the only method that performed well in all cases. Our results indicate the potential of an ordinal regression approach for neuroimaging data while providing a fully probabilistic framework with elegant approaches for model selection. Copyright © 2013. Published by Elsevier Inc.

Simulation of time series by distorted Gaussian processes

NASA Technical Reports Server (NTRS)

Greenhall, C. A.

1977-01-01

Distorted stationary Gaussian process can be used to provide computer-generated imitations of experimental time series. A method of analyzing a source time series and synthesizing an imitation is shown, and an example using X-band radiometer data is given.

Nonturbulent dispersion processes in complex terrain

Treesearch

Michael A. Fosberg; Douglas G. Fox; E.A. Howard; Jack D. Cohen

1976-01-01

Mass divergence influences on plume dispersion modify classic Gaussian calculations by as much as a factor of two in complex terrain. The Gaussian plume was derived in flux form to include this process.Authors' response to comments and criticism received following this publication:

Occupancy mapping and surface reconstruction using local Gaussian processes with Kinect sensors.

PubMed

Kim, Soohwan; Kim, Jonghyuk

2013-10-01

Although RGB-D sensors have been successfully applied to visual SLAM and surface reconstruction, most of the applications aim at visualization. In this paper, we propose a noble method of building continuous occupancy maps and reconstructing surfaces in a single framework for both navigation and visualization. Particularly, we apply a Bayesian nonparametric approach, Gaussian process classification, to occupancy mapping. However, it suffers from high-computational complexity of O(n(3))+O(n(2)m), where n and m are the numbers of training and test data, respectively, limiting its use for large-scale mapping with huge training data, which is common with high-resolution RGB-D sensors. Therefore, we partition both training and test data with a coarse-to-fine clustering method and apply Gaussian processes to each local clusters. In addition, we consider Gaussian processes as implicit functions, and thus extract iso-surfaces from the scalar fields, continuous occupancy maps, using marching cubes. By doing that, we are able to build two types of map representations within a single framework of Gaussian processes. Experimental results with 2-D simulated data show that the accuracy of our approximated method is comparable to previous work, while the computational time is dramatically reduced. We also demonstrate our method with 3-D real data to show its feasibility in large-scale environments.

Laguerre-Gaussian, Hermite-Gaussian, Bessel-Gaussian, and Finite-Energy Airy Beams Carrying Orbital Angular Momentum in Strongly Nonlocal Nonlinear Media

NASA Astrophysics Data System (ADS)

Wu, Zhenkun; Gu, Yuzong

2016-12-01

The propagation of two-dimensional beams is analytically and numerically investigated in strongly nonlocal nonlinear media (SNNM) based on the ABCD matrix. The two-dimensional beams reported in this paper are described by the product of the superposition of generalized Laguerre-Gaussian (LG), Hermite-Gaussian (HG), Bessel-Gaussian (BG), and circular Airy (CA) beams, carrying an orbital angular momentum (OAM). Owing to OAM and the modulation of SNNM, we find that the propagation of these two-dimensional beams exhibits complete rotation and periodic inversion: the spatial intensity profile first extends and then diminishes, and during the propagation the process repeats to form a breath-like phenomenon.

Analysis of randomly time varying systems by gaussian closure technique

NASA Astrophysics Data System (ADS)

Dash, P. K.; Iyengar, R. N.

1982-07-01

The Gaussian probability closure technique is applied to study the random response of multidegree of freedom stochastically time varying systems under non-Gaussian excitations. Under the assumption that the response, the coefficient and the excitation processes are jointly Gaussian, deterministic equations are derived for the first two response moments. It is further shown that this technique leads to the best Gaussian estimate in a minimum mean square error sense. An example problem is solved which demonstrates the capability of this technique for handling non-linearity, stochastic system parameters and amplitude limited responses in a unified manner. Numerical results obtained through the Gaussian closure technique compare well with the exact solutions.

Non-Gaussian Multi-resolution Modeling of Magnetosphere-Ionosphere Coupling Processes

NASA Astrophysics Data System (ADS)

Fan, M.; Paul, D.; Lee, T. C. M.; Matsuo, T.

2016-12-01

The most dynamic coupling between the magnetosphere and ionosphere occurs in the Earth's polar atmosphere. Our objective is to model scale-dependent stochastic characteristics of high-latitude ionospheric electric fields that originate from solar wind magnetosphere-ionosphere interactions. The Earth's high-latitude ionospheric electric field exhibits considerable variability, with increasing non-Gaussian characteristics at decreasing spatio-temporal scales. Accurately representing the underlying stochastic physical process through random field modeling is crucial not only for scientific understanding of the energy, momentum and mass exchanges between the Earth's magnetosphere and ionosphere, but also for modern technological systems including telecommunication, navigation, positioning and satellite tracking. While a lot of efforts have been made to characterize the large-scale variability of the electric field in the context of Gaussian processes, no attempt has been made so far to model the small-scale non-Gaussian stochastic process observed in the high-latitude ionosphere. We construct a novel random field model using spherical needlets as building blocks. The double localization of spherical needlets in both spatial and frequency domains enables the model to capture the non-Gaussian and multi-resolutional characteristics of the small-scale variability. The estimation procedure is computationally feasible due to the utilization of an adaptive Gibbs sampler. We apply the proposed methodology to the computational simulation output from the Lyon-Fedder-Mobarry (LFM) global magnetohydrodynamics (MHD) magnetosphere model. Our non-Gaussian multi-resolution model results in characterizing significantly more energy associated with the small-scale ionospheric electric field variability in comparison to Gaussian models. By accurately representing unaccounted-for additional energy and momentum sources to the Earth's upper atmosphere, our novel random field modeling approach will provide a viable remedy to the current numerical models' systematic biases resulting from the underestimation of high-latitude energy and momentum sources.

Does Nonlinear Modeling Play a Role in Plasmid Bioprocess Monitoring Using Fourier Transform Infrared Spectra?

PubMed

Lopes, Marta B; Calado, Cecília R C; Figueiredo, Mário A T; Bioucas-Dias, José M

2017-06-01

The monitoring of biopharmaceutical products using Fourier transform infrared (FT-IR) spectroscopy relies on calibration techniques involving the acquisition of spectra of bioprocess samples along the process. The most commonly used method for that purpose is partial least squares (PLS) regression, under the assumption that a linear model is valid. Despite being successful in the presence of small nonlinearities, linear methods may fail in the presence of strong nonlinearities. This paper studies the potential usefulness of nonlinear regression methods for predicting, from in situ near-infrared (NIR) and mid-infrared (MIR) spectra acquired in high-throughput mode, biomass and plasmid concentrations in Escherichia coli DH5-α cultures producing the plasmid model pVAX-LacZ. The linear methods PLS and ridge regression (RR) are compared with their kernel (nonlinear) versions, kPLS and kRR, as well as with the (also nonlinear) relevance vector machine (RVM) and Gaussian process regression (GPR). For the systems studied, RR provided better predictive performances compared to the remaining methods. Moreover, the results point to further investigation based on larger data sets whenever differences in predictive accuracy between a linear method and its kernelized version could not be found. The use of nonlinear methods, however, shall be judged regarding the additional computational cost required to tune their additional parameters, especially when the less computationally demanding linear methods herein studied are able to successfully monitor the variables under study.

A Bernoulli Gaussian Watermark for Detecting Integrity Attacks in Control Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Weerakkody, Sean; Ozel, Omur; Sinopoli, Bruno

We examine the merit of Bernoulli packet drops in actively detecting integrity attacks on control systems. The aim is to detect an adversary who delivers fake sensor measurements to a system operator in order to conceal their effect on the plant. Physical watermarks, or noisy additive Gaussian inputs, have been previously used to detect several classes of integrity attacks in control systems. In this paper, we consider the analysis and design of Gaussian physical watermarks in the presence of packet drops at the control input. On one hand, this enables analysis in a more general network setting. On the othermore » hand, we observe that in certain cases, Bernoulli packet drops can improve detection performance relative to a purely Gaussian watermark. This motivates the joint design of a Bernoulli-Gaussian watermark which incorporates both an additive Gaussian input and a Bernoulli drop process. We characterize the effect of such a watermark on system performance as well as attack detectability in two separate design scenarios. Here, we consider a correlation detector for attack recognition. We then propose efficiently solvable optimization problems to intelligently select parameters of the Gaussian input and the Bernoulli drop process while addressing security and performance trade-offs. Finally, we provide numerical results which illustrate that a watermark with packet drops can indeed outperform a Gaussian watermark.« less

Distributed Prognostic Health Management with Gaussian Process Regression

NASA Technical Reports Server (NTRS)

Saha, Sankalita; Saha, Bhaskar; Saxena, Abhinav; Goebel, Kai Frank

2010-01-01

Distributed prognostics architecture design is an enabling step for efficient implementation of health management systems. A major challenge encountered in such design is formulation of optimal distributed prognostics algorithms. In this paper. we present a distributed GPR based prognostics algorithm whose target platform is a wireless sensor network. In addition to challenges encountered in a distributed implementation, a wireless network poses constraints on communication patterns, thereby making the problem more challenging. The prognostics application that was used to demonstrate our new algorithms is battery prognostics. In order to present trade-offs within different prognostic approaches, we present comparison with the distributed implementation of a particle filter based prognostics for the same battery data.

The Ground-Based Transmission Spectrum of HD 189733b as Generated Through Multiple Broadband Filter Observations

NASA Astrophysics Data System (ADS)

Kasper, David; Cole, Jackson L.; Gardner, Cristilyn N.; Garver, Bethany; Jarka, Kyla L.; Kar, Aman; McGough, Aylin M.; PeQueen, David J.; Rivera, Daniel Ivan; Jang-Condell, Hannah; Kobulnicky, Henry A.; Dale, Daniel A.

2018-06-01

We present new multi-broadband transit photometry of HD 189733b observed with the Wyoming Infrared Observatory. With an ensemble of Sloan filter observations across multiple transits we have created an ultra-low resolution transmission spectrum to discern the nature of the exoplanet atmosphere. This data set exemplifies the capabilities of the 2.3 m observatory. The analysis was performed with a Markov-Chain Monte-Carlo method assisted by a Gaussian-processes regression model. These observations were taken as part of the University of Wyoming's 2017 Research Experience for Undergraduates (REU) and represent one of multiple hot Jupiter exoplanet targets for which we have transit event observations in multiple broadband filters.

On the application of Rice's exceedance statistics to atmospheric turbulence.

NASA Technical Reports Server (NTRS)

Chen, W. Y.

1972-01-01

Discrepancies produced by the application of Rice's exceedance statistics to atmospheric turbulence are examined. First- and second-order densities from several data sources have been measured for this purpose. Particular care was paid to each selection of turbulence that provides stationary mean and variance over the entire segment. Results show that even for a stationary segment of turbulence, the process is still highly non-Gaussian, in spite of a Gaussian appearance for its first-order distribution. Data also indicate strongly non-Gaussian second-order distributions. It is therefore concluded that even stationary atmospheric turbulence with a normal first-order distribution cannot be considered a Gaussian process, and consequently the application of Rice's exceedance statistics should be approached with caution.

Edge detection - Image-plane versus digital processing

NASA Technical Reports Server (NTRS)

Huck, Friedrich O.; Fales, Carl L.; Park, Stephen K.; Triplett, Judith A.

1987-01-01

To optimize edge detection with the familiar Laplacian-of-Gaussian operator, it has become common to implement this operator with a large digital convolution mask followed by some interpolation of the processed data to determine the zero crossings that locate edges. It is generally recognized that this large mask causes substantial blurring of fine detail. It is shown that the spatial detail can be improved by a factor of about four with either the Wiener-Laplacian-of-Gaussian filter or an image-plane processor. The Wiener-Laplacian-of-Gaussian filter minimizes the image-gathering degradations if the scene statistics are at least approximately known and also serves as an interpolator to determine the desired zero crossings directly. The image-plane processor forms the Laplacian-of-Gaussian response by properly combining the optical design of the image-gathering system with a minimal three-by-three lateral-inhibitory processing mask. This approach, which is suggested by Marr's model of early processing in human vision, also reduces data processing by about two orders of magnitude and data transmission by up to an order of magnitude.

Quadratic Polynomial Regression using Serial Observation Processing:Implementation within DART

NASA Astrophysics Data System (ADS)

Hodyss, D.; Anderson, J. L.; Collins, N.; Campbell, W. F.; Reinecke, P. A.

2017-12-01

Many Ensemble-Based Kalman ltering (EBKF) algorithms process the observations serially. Serial observation processing views the data assimilation process as an iterative sequence of scalar update equations. What is useful about this data assimilation algorithm is that it has very low memory requirements and does not need complex methods to perform the typical high-dimensional inverse calculation of many other algorithms. Recently, the push has been towards the prediction, and therefore the assimilation of observations, for regions and phenomena for which high-resolution is required and/or highly nonlinear physical processes are operating. For these situations, a basic hypothesis is that the use of the EBKF is sub-optimal and performance gains could be achieved by accounting for aspects of the non-Gaussianty. To this end, we develop here a new component of the Data Assimilation Research Testbed [DART] to allow for a wide-variety of users to test this hypothesis. This new version of DART allows one to run several variants of the EBKF as well as several variants of the quadratic polynomial lter using the same forecast model and observations. Dierences between the results of the two systems will then highlight the degree of non-Gaussianity in the system being examined. We will illustrate in this work the differences between the performance of linear versus quadratic polynomial regression in a hierarchy of models from Lorenz-63 to a simple general circulation model.

Linear regression based on Minimum Covariance Determinant (MCD) and TELBS methods on the productivity of phytoplankton

NASA Astrophysics Data System (ADS)

Gusriani, N.; Firdaniza

2018-03-01

The existence of outliers on multiple linear regression analysis causes the Gaussian assumption to be unfulfilled. If the Least Square method is forcedly used on these data, it will produce a model that cannot represent most data. For that, we need a robust regression method against outliers. This paper will compare the Minimum Covariance Determinant (MCD) method and the TELBS method on secondary data on the productivity of phytoplankton, which contains outliers. Based on the robust determinant coefficient value, MCD method produces a better model compared to TELBS method.

Monthly streamflow forecasting based on hidden Markov model and Gaussian Mixture Regression

NASA Astrophysics Data System (ADS)

Liu, Yongqi; Ye, Lei; Qin, Hui; Hong, Xiaofeng; Ye, Jiajun; Yin, Xingli

2018-06-01

Reliable streamflow forecasts can be highly valuable for water resources planning and management. In this study, we combined a hidden Markov model (HMM) and Gaussian Mixture Regression (GMR) for probabilistic monthly streamflow forecasting. The HMM is initialized using a kernelized K-medoids clustering method, and the Baum-Welch algorithm is then executed to learn the model parameters. GMR derives a conditional probability distribution for the predictand given covariate information, including the antecedent flow at a local station and two surrounding stations. The performance of HMM-GMR was verified based on the mean square error and continuous ranked probability score skill scores. The reliability of the forecasts was assessed by examining the uniformity of the probability integral transform values. The results show that HMM-GMR obtained reasonably high skill scores and the uncertainty spread was appropriate. Different HMM states were assumed to be different climate conditions, which would lead to different types of observed values. We demonstrated that the HMM-GMR approach can handle multimodal and heteroscedastic data.

Gaussian functional regression for output prediction: Model assimilation and experimental design

NASA Astrophysics Data System (ADS)

Nguyen, N. C.; Peraire, J.

2016-03-01

In this paper, we introduce a Gaussian functional regression (GFR) technique that integrates multi-fidelity models with model reduction to efficiently predict the input-output relationship of a high-fidelity model. The GFR method combines the high-fidelity model with a low-fidelity model to provide an estimate of the output of the high-fidelity model in the form of a posterior distribution that can characterize uncertainty in the prediction. A reduced basis approximation is constructed upon the low-fidelity model and incorporated into the GFR method to yield an inexpensive posterior distribution of the output estimate. As this posterior distribution depends crucially on a set of training inputs at which the high-fidelity models are simulated, we develop a greedy sampling algorithm to select the training inputs. Our approach results in an output prediction model that inherits the fidelity of the high-fidelity model and has the computational complexity of the reduced basis approximation. Numerical results are presented to demonstrate the proposed approach.

Dynamic decomposition of spatiotemporal neural signals

PubMed Central

2017-01-01

Neural signals are characterized by rich temporal and spatiotemporal dynamics that reflect the organization of cortical networks. Theoretical research has shown how neural networks can operate at different dynamic ranges that correspond to specific types of information processing. Here we present a data analysis framework that uses a linearized model of these dynamic states in order to decompose the measured neural signal into a series of components that capture both rhythmic and non-rhythmic neural activity. The method is based on stochastic differential equations and Gaussian process regression. Through computer simulations and analysis of magnetoencephalographic data, we demonstrate the efficacy of the method in identifying meaningful modulations of oscillatory signals corrupted by structured temporal and spatiotemporal noise. These results suggest that the method is particularly suitable for the analysis and interpretation of complex temporal and spatiotemporal neural signals. PMID:28558039

Revisiting non-Gaussianity from non-attractor inflation models

NASA Astrophysics Data System (ADS)

Cai, Yi-Fu; Chen, Xingang; Namjoo, Mohammad Hossein; Sasaki, Misao; Wang, Dong-Gang; Wang, Ziwei

2018-05-01

Non-attractor inflation is known as the only single field inflationary scenario that can violate non-Gaussianity consistency relation with the Bunch-Davies vacuum state and generate large local non-Gaussianity. However, it is also known that the non-attractor inflation by itself is incomplete and should be followed by a phase of slow-roll attractor. Moreover, there is a transition process between these two phases. In the past literature, this transition was approximated as instant and the evolution of non-Gaussianity in this phase was not fully studied. In this paper, we follow the detailed evolution of the non-Gaussianity through the transition phase into the slow-roll attractor phase, considering different types of transition. We find that the transition process has important effect on the size of the local non-Gaussianity. We first compute the net contribution of the non-Gaussianities at the end of inflation in canonical non-attractor models. If the curvature perturbations keep evolving during the transition—such as in the case of smooth transition or some sharp transition scenarios—the Script O(1) local non-Gaussianity generated in the non-attractor phase can be completely erased by the subsequent evolution, although the consistency relation remains violated. In extremal cases of sharp transition where the super-horizon modes freeze immediately right after the end of the non-attractor phase, the original non-attractor result can be recovered. We also study models with non-canonical kinetic terms, and find that the transition can typically contribute a suppression factor in the squeezed bispectrum, but the final local non-Gaussianity can still be made parametrically large.

Working covariance model selection for generalized estimating equations.

PubMed

Carey, Vincent J; Wang, You-Gan

2011-11-20

We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice. Copyright © 2011 John Wiley & Sons, Ltd.

Numerical modeling on carbon fiber composite material in Gaussian beam laser based on ANSYS

NASA Astrophysics Data System (ADS)

Luo, Ji-jun; Hou, Su-xia; Xu, Jun; Yang, Wei-jun; Zhao, Yun-fang

2014-02-01

Based on the heat transfer theory and finite element method, the macroscopic ablation model of Gaussian beam laser irradiated surface is built and the value of temperature field and thermal ablation development is calculated and analyzed rationally by using finite element software of ANSYS. Calculation results show that the ablating form of the materials in different irritation is of diversity. The laser irradiated surface is a camber surface rather than a flat surface, which is on the lowest point and owns the highest power density. Research shows that the higher laser power density absorbed by material surface, the faster the irritation surface regressed.

Random Process Simulation for stochastic fatigue analysis. Ph.D. Thesis - Rice Univ., Houston, Tex.

NASA Technical Reports Server (NTRS)

Larsen, Curtis E.

1988-01-01

A simulation technique is described which directly synthesizes the extrema of a random process and is more efficient than the Gaussian simulation method. Such a technique is particularly useful in stochastic fatigue analysis because the required stress range moment E(R sup m), is a function only of the extrema of the random stress process. The family of autoregressive moving average (ARMA) models is reviewed and an autoregressive model is presented for modeling the extrema of any random process which has a unimodal power spectral density (psd). The proposed autoregressive technique is found to produce rainflow stress range moments which compare favorably with those computed by the Gaussian technique and to average 11.7 times faster than the Gaussian technique. The autoregressive technique is also adapted for processes having bimodal psd's. The adaptation involves using two autoregressive processes to simulate the extrema due to each mode and the superposition of these two extrema sequences. The proposed autoregressive superposition technique is 9 to 13 times faster than the Gaussian technique and produces comparable values for E(R sup m) for bimodal psd's having the frequency of one mode at least 2.5 times that of the other mode.

A quick on-line state of health estimation method for Li-ion battery with incremental capacity curves processed by Gaussian filter

NASA Astrophysics Data System (ADS)

Li, Yi; Abdel-Monem, Mohamed; Gopalakrishnan, Rahul; Berecibar, Maitane; Nanini-Maury, Elise; Omar, Noshin; van den Bossche, Peter; Van Mierlo, Joeri

2018-01-01

This paper proposes an advanced state of health (SoH) estimation method for high energy NMC lithium-ion batteries based on the incremental capacity (IC) analysis. IC curves are used due to their ability of detect and quantify battery degradation mechanism. A simple and robust smoothing method is proposed based on Gaussian filter to reduce the noise on IC curves, the signatures associated with battery ageing can therefore be accurately identified. A linear regression relationship is found between the battery capacity with the positions of features of interest (FOIs) on IC curves. Results show that the developed SoH estimation function from one single battery cell is able to evaluate the SoH of other batteries cycled under different cycling depth with less than 2.5% maximum errors, which proves the robustness of the proposed method on SoH estimation. With this technique, partial charging voltage curves can be used for SoH estimation and the testing time can be therefore largely reduced. This method shows great potential to be applied in reality, as it only requires static charging curves and can be easily implemented in battery management system (BMS).

Gyrator transform of generalized sine-Gaussian beams and conversion an edge-dislocation into a vortex

NASA Astrophysics Data System (ADS)

Zhu, Kaicheng; Tang, Huiqin; Tang, Ying; Xia, Hui

2014-12-01

We proposed a scheme that converts a sine-Gaussian beam with an edge dislocation into a dark hollow beam with a vortex. Based on the gyrator transform (GT) relation, the closed-form field distribution of generalized sine-Gaussian beams passing through a GT system is derived; the intensity distribution and the corresponding phase distribution associated with the transforming generalized sine-Gaussian beams are analyzed. According to the numerical method, the distributions are graphically demonstrated and found that, for appropriate beam parameters and the GT angle, dark hollow vortex beams with topological charge 1 can be achieved using sine-Gaussian beams carrying an edge dislocation. Moreover, the orbital angular momentum content of a GT sine-Gaussian beam is analyzed. It is proved that the GT retains the odd- or even-order spiral harmonics structures of generalized sine-Gaussian beams in the transform process. In particular, it is wholly possible to convert an edge dislocation embedded in sine-Gaussian beams into a vortex with GT. The study also reveals that to obtain a dark hollow beam making use of GT of cos-Gaussian beams is impossible.

Effective squeezing enhancement via measurement-induced non-Gaussian operation and its application to the dense coding scheme

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kitagawa, Akira; Takeoka, Masahiro; Sasaki, Masahide

2005-08-15

We study the measurement-induced non-Gaussian operation on the single- and two-mode Gaussian squeezed vacuum states with beam splitters and on-off type photon detectors, with which mixed non-Gaussian states are generally obtained in the conditional process. It is known that the entanglement can be enhanced via this non-Gaussian operation on the two-mode squeezed vacuum state. We show that, in the range of practical squeezing parameters, the conditional outputs are still close to Gaussian states, but their second order variances of quantum fluctuations and correlations are effectively suppressed and enhanced, respectively. To investigate an operational meaning of these states, especially entangled states,more » we also evaluate the quantum dense coding scheme from the viewpoint of the mutual information, and we show that non-Gaussian entangled state can be advantageous compared with the original two-mode squeezed state.« less

Modeling of laser transmission contour welding process using FEA and DoE

NASA Astrophysics Data System (ADS)

Acherjee, Bappa; Kuar, Arunanshu S.; Mitra, Souren; Misra, Dipten

2012-07-01

In this research, a systematic investigation on laser transmission contour welding process is carried out using finite element analysis (FEA) and design of experiments (DoE) techniques. First of all, a three-dimensional thermal model is developed to simulate the laser transmission contour welding process with a moving heat source. The commercial finite element code ANSYS® multi-physics is used to obtain the numerical results by implementing a volumetric Gaussian heat source, and combined convection-radiation boundary conditions. Design of experiments together with regression analysis is then employed to plan the experiments and to develop mathematical models based on simulation results. Four key process parameters, namely power, welding speed, beam diameter, and carbon black content in absorbing polymer, are considered as independent variables, while maximum temperature at weld interface, weld width, and weld depths in transparent and absorbing polymers are considered as dependent variables. Sensitivity analysis is performed to determine how different values of an independent variable affect a particular dependent variable.

Radar modulation classification using time-frequency representation and nonlinear regression

NASA Astrophysics Data System (ADS)

De Luigi, Christophe; Arques, Pierre-Yves; Lopez, Jean-Marc; Moreau, Eric

1999-09-01

In naval electronic environment, pulses emitted by radars are collected by ESM receivers. For most of them the intrapulse signal is modulated by a particular law. To help the classical identification process, a classification and estimation of this modulation law is applied on the intrapulse signal measurements. To estimate with a good accuracy the time-varying frequency of a signal corrupted by an additive noise, one method has been chosen. This method consists on the Wigner distribution calculation, the instantaneous frequency is then estimated by the peak location of the distribution. Bias and variance of the estimator are performed by computed simulations. In a estimated sequence of frequencies, we assume the presence of false and good estimated ones, the hypothesis of Gaussian distribution is made on the errors. A robust non linear regression method, based on the Levenberg-Marquardt algorithm, is thus applied on these estimated frequencies using a Maximum Likelihood Estimator. The performances of the method are tested by using varied modulation laws and different signal to noise ratios.

Renyi entropy measures of heart rate Gaussianity.

PubMed

Lake, Douglas E

2006-01-01

Sample entropy and approximate entropy are measures that have been successfully utilized to study the deterministic dynamics of heart rate (HR). A complementary stochastic point of view and a heuristic argument using the Central Limit Theorem suggests that the Gaussianity of HR is a complementary measure of the physiological complexity of the underlying signal transduction processes. Renyi entropy (or q-entropy) is a widely used measure of Gaussianity in many applications. Particularly important members of this family are differential (or Shannon) entropy (q = 1) and quadratic entropy (q = 2). We introduce the concepts of differential and conditional Renyi entropy rate and, in conjunction with Burg's theorem, develop a measure of the Gaussianity of a linear random process. Robust algorithms for estimating these quantities are presented along with estimates of their standard errors.

MuLoG, or How to Apply Gaussian Denoisers to Multi-Channel SAR Speckle Reduction?

PubMed

Deledalle, Charles-Alban; Denis, Loic; Tabti, Sonia; Tupin, Florence

2017-09-01

Speckle reduction is a longstanding topic in synthetic aperture radar (SAR) imaging. Since most current and planned SAR imaging satellites operate in polarimetric, interferometric, or tomographic modes, SAR images are multi-channel and speckle reduction techniques must jointly process all channels to recover polarimetric and interferometric information. The distinctive nature of SAR signal (complex-valued, corrupted by multiplicative fluctuations) calls for the development of specialized methods for speckle reduction. Image denoising is a very active topic in image processing with a wide variety of approaches and many denoising algorithms available, almost always designed for additive Gaussian noise suppression. This paper proposes a general scheme, called MuLoG (MUlti-channel LOgarithm with Gaussian denoising), to include such Gaussian denoisers within a multi-channel SAR speckle reduction technique. A new family of speckle reduction algorithms can thus be obtained, benefiting from the ongoing progress in Gaussian denoising, and offering several speckle reduction results often displaying method-specific artifacts that can be dismissed by comparison between results.

Neural networks vs Gaussian process regression for representing potential energy surfaces: A comparative study of fit quality and vibrational spectrum accuracy

NASA Astrophysics Data System (ADS)

Kamath, Aditya; Vargas-Hernández, Rodrigo A.; Krems, Roman V.; Carrington, Tucker; Manzhos, Sergei

2018-06-01

For molecules with more than three atoms, it is difficult to fit or interpolate a potential energy surface (PES) from a small number of (usually ab initio) energies at points. Many methods have been proposed in recent decades, each claiming a set of advantages. Unfortunately, there are few comparative studies. In this paper, we compare neural networks (NNs) with Gaussian process (GP) regression. We re-fit an accurate PES of formaldehyde and compare PES errors on the entire point set used to solve the vibrational Schrödinger equation, i.e., the only error that matters in quantum dynamics calculations. We also compare the vibrational spectra computed on the underlying reference PES and the NN and GP potential surfaces. The NN and GP surfaces are constructed with exactly the same points, and the corresponding spectra are computed with the same points and the same basis. The GP fitting error is lower, and the GP spectrum is more accurate. The best NN fits to 625/1250/2500 symmetry unique potential energy points have global PES root mean square errors (RMSEs) of 6.53/2.54/0.86 cm-1, whereas the best GP surfaces have RMSE values of 3.87/1.13/0.62 cm-1, respectively. When fitting 625 symmetry unique points, the error in the first 100 vibrational levels is only 0.06 cm-1 with the best GP fit, whereas the spectrum on the best NN PES has an error of 0.22 cm-1, with respect to the spectrum computed on the reference PES. This error is reduced to about 0.01 cm-1 when fitting 2500 points with either the NN or GP. We also find that the GP surface produces a relatively accurate spectrum when obtained based on as few as 313 points.

Mutual information estimation for irregularly sampled time series

NASA Astrophysics Data System (ADS)

Rehfeld, K.; Marwan, N.; Heitzig, J.; Kurths, J.

2012-04-01

For the automated, objective and joint analysis of time series, similarity measures are crucial. Used in the analysis of climate records, they allow for a complimentary, unbiased view onto sparse datasets. The irregular sampling of many of these time series, however, makes it necessary to either perform signal reconstruction (e.g. interpolation) or to develop and use adapted measures. Standard linear interpolation comes with an inevitable loss of information and bias effects. We have recently developed a Gaussian kernel-based correlation algorithm with which the interpolation error can be substantially lowered, but this would not work should the functional relationship in a bivariate setting be non-linear. We therefore propose an algorithm to estimate lagged auto and cross mutual information from irregularly sampled time series. We have extended the standard and adaptive binning histogram estimators and use Gaussian distributed weights in the estimation of the (joint) probabilities. To test our method we have simulated linear and nonlinear auto-regressive processes with Gamma-distributed inter-sampling intervals. We have then performed a sensitivity analysis for the estimation of actual coupling length, the lag of coupling and the decorrelation time in the synthetic time series and contrast our results to the performance of a signal reconstruction scheme. Finally we applied our estimator to speleothem records. We compare the estimated memory (or decorrelation time) to that from a least-squares estimator based on fitting an auto-regressive process of order 1. The calculated (cross) mutual information results are compared for the different estimators (standard or adaptive binning) and contrasted with results from signal reconstruction. We find that the kernel-based estimator has a significantly lower root mean square error and less systematic sampling bias than the interpolation-based method. It is possible that these encouraging results could be further improved by using non-histogram mutual information estimators, like k-Nearest Neighbor or Kernel-Density estimators, but for short (<1000 points) and irregularly sampled datasets the proposed algorithm is already a great improvement.

Period Estimation for Sparsely-sampled Quasi-periodic Light Curves Applied to Miras

NASA Astrophysics Data System (ADS)

He, Shiyuan; Yuan, Wenlong; Huang, Jianhua Z.; Long, James; Macri, Lucas M.

2016-12-01

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period-luminosity relations.

M-estimation for robust sparse unmixing of hyperspectral images

NASA Astrophysics Data System (ADS)

Toomik, Maria; Lu, Shijian; Nelson, James D. B.

2016-10-01

Hyperspectral unmixing methods often use a conventional least squares based lasso which assumes that the data follows the Gaussian distribution. The normality assumption is an approximation which is generally invalid for real imagery data. We consider a robust (non-Gaussian) approach to sparse spectral unmixing of remotely sensed imagery which reduces the sensitivity of the estimator to outliers and relaxes the linearity assumption. The method consists of several appropriate penalties. We propose to use an lp norm with 0 < p < 1 in the sparse regression problem, which induces more sparsity in the results, but makes the problem non-convex. On the other hand, the problem, though non-convex, can be solved quite straightforwardly with an extensible algorithm based on iteratively reweighted least squares. To deal with the huge size of modern spectral libraries we introduce a library reduction step, similar to the multiple signal classification (MUSIC) array processing algorithm, which not only speeds up unmixing but also yields superior results. In the hyperspectral setting we extend the traditional least squares method to the robust heavy-tailed case and propose a generalised M-lasso solution. M-estimation replaces the Gaussian likelihood with a fixed function ρ(e) that restrains outliers. The M-estimate function reduces the effect of errors with large amplitudes or even assigns the outliers zero weights. Our experimental results on real hyperspectral data show that noise with large amplitudes (outliers) often exists in the data. This ability to mitigate the influence of such outliers can therefore offer greater robustness. Qualitative hyperspectral unmixing results on real hyperspectral image data corroborate the efficacy of the proposed method.

Improved Discrete Approximation of Laplacian of Gaussian

NASA Technical Reports Server (NTRS)

Shuler, Robert L., Jr.

2004-01-01

An improved method of computing a discrete approximation of the Laplacian of a Gaussian convolution of an image has been devised. The primary advantage of the method is that without substantially degrading the accuracy of the end result, it reduces the amount of information that must be processed and thus reduces the amount of circuitry needed to perform the Laplacian-of- Gaussian (LOG) operation. Some background information is necessary to place the method in context. The method is intended for application to the LOG part of a process of real-time digital filtering of digitized video data that represent brightnesses in pixels in a square array. The particular filtering process of interest is one that converts pixel brightnesses to binary form, thereby reducing the amount of information that must be performed in subsequent correlation processing (e.g., correlations between images in a stereoscopic pair for determining distances or correlations between successive frames of the same image for detecting motions). The Laplacian is often included in the filtering process because it emphasizes edges and textures, while the Gaussian is often included because it smooths out noise that might not be consistent between left and right images or between successive frames of the same image.

A feedback control strategy for the airfoil system under non-Gaussian colored noise excitation.

PubMed

Huang, Yong; Tao, Gang

2014-09-01

The stability of a binary airfoil with feedback control under stochastic disturbances, a non-Gaussian colored noise, is studied in this paper. First, based on some approximated theories and methods the non-Gaussian colored noise is simplified to an Ornstein-Uhlenbeck process. Furthermore, via the stochastic averaging method and the logarithmic polar transformation, one dimensional diffusion process can be obtained. At last by applying the boundary conditions, the largest Lyapunov exponent which can determine the almost-sure stability of the system and the effective region of control parameters is calculated.

A feedback control strategy for the airfoil system under non-Gaussian colored noise excitation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Yong, E-mail: hy@njust.edu.cn, E-mail: taogang@njust.edu.cn; Tao, Gang, E-mail: hy@njust.edu.cn, E-mail: taogang@njust.edu.cn

2014-09-01

The stability of a binary airfoil with feedback control under stochastic disturbances, a non-Gaussian colored noise, is studied in this paper. First, based on some approximated theories and methods the non-Gaussian colored noise is simplified to an Ornstein-Uhlenbeck process. Furthermore, via the stochastic averaging method and the logarithmic polar transformation, one dimensional diffusion process can be obtained. At last by applying the boundary conditions, the largest Lyapunov exponent which can determine the almost-sure stability of the system and the effective region of control parameters is calculated.

Neural pulse frequency modulation of an exponentially correlated Gaussian process

NASA Technical Reports Server (NTRS)

Hutchinson, C. E.; Chon, Y.-T.

1976-01-01

The effect of NPFM (Neural Pulse Frequency Modulation) on a stationary Gaussian input, namely an exponentially correlated Gaussian input, is investigated with special emphasis on the determination of the average number of pulses in unit time, known also as the average frequency of pulse occurrence. For some classes of stationary input processes where the formulation of the appropriate multidimensional Markov diffusion model of the input-plus-NPFM system is possible, the average impulse frequency may be obtained by a generalization of the approach adopted. The results are approximate and numerical, but are in close agreement with Monte Carlo computer simulation results.

A Bayesian Semiparametric Latent Variable Model for Mixed Responses

ERIC Educational Resources Information Center

Fahrmeir, Ludwig; Raach, Alexander

2007-01-01

In this paper we introduce a latent variable model (LVM) for mixed ordinal and continuous responses, where covariate effects on the continuous latent variables are modelled through a flexible semiparametric Gaussian regression model. We extend existing LVMs with the usual linear covariate effects by including nonparametric components for nonlinear…

A Nonlinear Regression Model Estimating Single Source Concentrations of Primary and Secondarily Formed 2.5

EPA Science Inventory

Various approaches and tools exist to estimate local and regional PM_2.5 impacts from a single emissions source, ranging from simple screening techniques to Gaussian based dispersion models and complex grid-based Eulerian photochemical transport models. These approache...

HYPOTHESIS TESTING FOR HIGH-DIMENSIONAL SPARSE BINARY REGRESSION

PubMed Central

Mukherjee, Rajarshi; Pillai, Natesh S.; Lin, Xihong

2015-01-01

In this paper, we study the detection boundary for minimax hypothesis testing in the context of high-dimensional, sparse binary regression models. Motivated by genetic sequencing association studies for rare variant effects, we investigate the complexity of the hypothesis testing problem when the design matrix is sparse. We observe a new phenomenon in the behavior of detection boundary which does not occur in the case of Gaussian linear regression. We derive the detection boundary as a function of two components: a design matrix sparsity index and signal strength, each of which is a function of the sparsity of the alternative. For any alternative, if the design matrix sparsity index is too high, any test is asymptotically powerless irrespective of the magnitude of signal strength. For binary design matrices with the sparsity index that is not too high, our results are parallel to those in the Gaussian case. In this context, we derive detection boundaries for both dense and sparse regimes. For the dense regime, we show that the generalized likelihood ratio is rate optimal; for the sparse regime, we propose an extended Higher Criticism Test and show it is rate optimal and sharp. We illustrate the finite sample properties of the theoretical results using simulation studies. PMID:26246645

Providing the Fire Risk Map in Forest Area Using a Geographically Weighted Regression Model with Gaussin Kernel and Modis Images, a Case Study: Golestan Province

NASA Astrophysics Data System (ADS)

Shah-Heydari pour, A.; Pahlavani, P.; Bigdeli, B.

2017-09-01

According to the industrialization of cities and the apparent increase in pollutants and greenhouse gases, the importance of forests as the natural lungs of the earth is felt more than ever to clean these pollutants. Annually, a large part of the forests is destroyed due to the lack of timely action during the fire. Knowledge about areas with a high-risk of fire and equipping these areas by constructing access routes and allocating the fire-fighting equipment can help to eliminate the destruction of the forest. In this research, the fire risk of region was forecasted and the risk map of that was provided using MODIS images by applying geographically weighted regression model with Gaussian kernel and ordinary least squares over the effective parameters in forest fire including distance from residential areas, distance from the river, distance from the road, height, slope, aspect, soil type, land use, average temperature, wind speed, and rainfall. After the evaluation, it was found that the geographically weighted regression model with Gaussian kernel forecasted 93.4% of the all fire points properly, however the ordinary least squares method could forecast properly only 66% of the fire points.

Bayesian Computation for Log-Gaussian Cox Processes: A Comparative Analysis of Methods

PubMed Central

Teng, Ming; Nathoo, Farouk S.; Johnson, Timothy D.

2017-01-01

The Log-Gaussian Cox Process is a commonly used model for the analysis of spatial point pattern data. Fitting this model is difficult because of its doubly-stochastic property, i.e., it is an hierarchical combination of a Poisson process at the first level and a Gaussian Process at the second level. Various methods have been proposed to estimate such a process, including traditional likelihood-based approaches as well as Bayesian methods. We focus here on Bayesian methods and several approaches that have been considered for model fitting within this framework, including Hamiltonian Monte Carlo, the Integrated nested Laplace approximation, and Variational Bayes. We consider these approaches and make comparisons with respect to statistical and computational efficiency. These comparisons are made through several simulation studies as well as through two applications, the first examining ecological data and the second involving neuroimaging data. PMID:29200537

A non-parametric consistency test of the ΛCDM model with Planck CMB data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aghamousa, Amir; Shafieloo, Arman; Hamann, Jan, E-mail: amir@aghamousa.com, E-mail: jan.hamann@unsw.edu.au, E-mail: shafieloo@kasi.re.kr

Non-parametric reconstruction methods, such as Gaussian process (GP) regression, provide a model-independent way of estimating an underlying function and its uncertainty from noisy data. We demonstrate how GP-reconstruction can be used as a consistency test between a given data set and a specific model by looking for structures in the residuals of the data with respect to the model's best-fit. Applying this formalism to the Planck temperature and polarisation power spectrum measurements, we test their global consistency with the predictions of the base ΛCDM model. Our results do not show any serious inconsistencies, lending further support to the interpretation ofmore » the base ΛCDM model as cosmology's gold standard.« less

A prediction model for cognitive performance in health ageing using diffusion tensor imaging with graph theory.

PubMed

Yun, Ruijuan; Lin, Chung-Chih; Wu, Shuicai; Huang, Chu-Chung; Lin, Ching-Po; Chao, Yi-Ping

2013-01-01

In this study, we employed diffusion tensor imaging (DTI) to construct brain structural network and then derive the connection matrices from 96 healthy elderly subjects. The correlation analysis between these topological properties of network based on graph theory and the Cognitive Abilities Screening Instrument (CASI) index were processed to extract the significant network characteristics. These characteristics were then integrated to estimate the models by various machine-learning algorithms to predict user's cognitive performance. From the results, linear regression model and Gaussian processes model showed presented better abilities with lower mean absolute errors of 5.8120 and 6.25 to predict the cognitive performance respectively. Moreover, these extracted topological properties of brain structural network derived from DTI also could be regarded as the bio-signatures for further evaluation of brain degeneration in healthy aged and early diagnosis of mild cognitive impairment (MCI).

Complete hazard ranking to analyze right-censored data: An ALS survival study.

PubMed

Huang, Zhengnan; Zhang, Hongjiu; Boss, Jonathan; Goutman, Stephen A; Mukherjee, Bhramar; Dinov, Ivo D; Guan, Yuanfang

2017-12-01

Survival analysis represents an important outcome measure in clinical research and clinical trials; further, survival ranking may offer additional advantages in clinical trials. In this study, we developed GuanRank, a non-parametric ranking-based technique to transform patients' survival data into a linear space of hazard ranks. The transformation enables the utilization of machine learning base-learners including Gaussian process regression, Lasso, and random forest on survival data. The method was submitted to the DREAM Amyotrophic Lateral Sclerosis (ALS) Stratification Challenge. Ranked first place, the model gave more accurate ranking predictions on the PRO-ACT ALS dataset in comparison to Cox proportional hazard model. By utilizing right-censored data in its training process, the method demonstrated its state-of-the-art predictive power in ALS survival ranking. Its feature selection identified multiple important factors, some of which conflicts with previous studies.

Entanglement and Wigner Function Negativity of Multimode Non-Gaussian States

NASA Astrophysics Data System (ADS)

Walschaers, Mattia; Fabre, Claude; Parigi, Valentina; Treps, Nicolas

2017-11-01

Non-Gaussian operations are essential to exploit the quantum advantages in optical continuous variable quantum information protocols. We focus on mode-selective photon addition and subtraction as experimentally promising processes to create multimode non-Gaussian states. Our approach is based on correlation functions, as is common in quantum statistical mechanics and condensed matter physics, mixed with quantum optics tools. We formulate an analytical expression of the Wigner function after the subtraction or addition of a single photon, for arbitrarily many modes. It is used to demonstrate entanglement properties specific to non-Gaussian states and also leads to a practical and elegant condition for Wigner function negativity. Finally, we analyze the potential of photon addition and subtraction for an experimentally generated multimode Gaussian state.

Entanglement and Wigner Function Negativity of Multimode Non-Gaussian States.

PubMed

Walschaers, Mattia; Fabre, Claude; Parigi, Valentina; Treps, Nicolas

2017-11-03

Non-Gaussian operations are essential to exploit the quantum advantages in optical continuous variable quantum information protocols. We focus on mode-selective photon addition and subtraction as experimentally promising processes to create multimode non-Gaussian states. Our approach is based on correlation functions, as is common in quantum statistical mechanics and condensed matter physics, mixed with quantum optics tools. We formulate an analytical expression of the Wigner function after the subtraction or addition of a single photon, for arbitrarily many modes. It is used to demonstrate entanglement properties specific to non-Gaussian states and also leads to a practical and elegant condition for Wigner function negativity. Finally, we analyze the potential of photon addition and subtraction for an experimentally generated multimode Gaussian state.

A Nonlinear Framework of Delayed Particle Smoothing Method for Vehicle Localization under Non-Gaussian Environment.

PubMed

Xiao, Zhu; Havyarimana, Vincent; Li, Tong; Wang, Dong

2016-05-13

In this paper, a novel nonlinear framework of smoothing method, non-Gaussian delayed particle smoother (nGDPS), is proposed, which enables vehicle state estimation (VSE) with high accuracy taking into account the non-Gaussianity of the measurement and process noises. Within the proposed method, the multivariate Student's t-distribution is adopted in order to compute the probability distribution function (PDF) related to the process and measurement noises, which are assumed to be non-Gaussian distributed. A computation approach based on Ensemble Kalman Filter (EnKF) is designed to cope with the mean and the covariance matrix of the proposal non-Gaussian distribution. A delayed Gibbs sampling algorithm, which incorporates smoothing of the sampled trajectories over a fixed-delay, is proposed to deal with the sample degeneracy of particles. The performance is investigated based on the real-world data, which is collected by low-cost on-board vehicle sensors. The comparison study based on the real-world experiments and the statistical analysis demonstrates that the proposed nGDPS has significant improvement on the vehicle state accuracy and outperforms the existing filtering and smoothing methods.

Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach.

PubMed

Rosso, O A; Zunino, L; Pérez, D G; Figliola, A; Larrondo, H A; Garavaglia, M; Martín, M T; Plastino, A

2007-12-01

By recourse to appropriate information theory quantifiers (normalized Shannon entropy and Martín-Plastino-Rosso intensive statistical complexity measure), we revisit the characterization of Gaussian self-similar stochastic processes from a Bandt-Pompe viewpoint. We show that the ensuing approach exhibits considerable advantages with respect to other treatments. In particular, clear quantifiers gaps are found in the transition between the continuous processes and their associated noises.

Neuro-fuzzy and neural network techniques for forecasting sea level in Darwin Harbor, Australia

NASA Astrophysics Data System (ADS)

Karimi, Sepideh; Kisi, Ozgur; Shiri, Jalal; Makarynskyy, Oleg

2013-03-01

Accurate predictions of sea level with different forecast horizons are important for coastal and ocean engineering applications, as well as in land drainage and reclamation studies. The methodology of tidal harmonic analysis, which is generally used for obtaining a mathematical description of the tides, is data demanding requiring processing of tidal observation collected over several years. In the present study, hourly sea levels for Darwin Harbor, Australia were predicted using two different, data driven techniques, adaptive neuro-fuzzy inference system (ANFIS) and artificial neural network (ANN). Multi linear regression (MLR) technique was used for selecting the optimal input combinations (lag times) of hourly sea level. The input combination comprises current sea level as well as five previous level values found to be optimal. For the ANFIS models, five different membership functions namely triangular, trapezoidal, generalized bell, Gaussian and two Gaussian membership function were tested and employed for predicting sea level for the next 1 h, 24 h, 48 h and 72 h. The used ANN models were trained using three different algorithms, namely, Levenberg-Marquardt, conjugate gradient and gradient descent. Predictions of optimal ANFIS and ANN models were compared with those of the optimal auto-regressive moving average (ARMA) models. The coefficient of determination, root mean square error and variance account statistics were used as comparison criteria. The obtained results indicated that triangular membership function was optimal for predictions with the ANFIS models while adaptive learning rate and Levenberg-Marquardt were most suitable for training the ANN models. Consequently, ANFIS and ANN models gave similar forecasts and performed better than the developed for the same purpose ARMA models for all the prediction intervals.

Real-time prediction and gating of respiratory motion in 3D space using extended Kalman filters and Gaussian process regression network

NASA Astrophysics Data System (ADS)

Bukhari, W.; Hong, S.-M.

2016-03-01

The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the radiation treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting respiratory motion in 3D space and realizing a gating function without pre-specifying a particular phase of the patient’s breathing cycle. The algorithm, named EKF-GPRN+ , first employs an extended Kalman filter (EKF) independently along each coordinate to predict the respiratory motion and then uses a Gaussian process regression network (GPRN) to correct the prediction error of the EKF in 3D space. The GPRN is a nonparametric Bayesian algorithm for modeling input-dependent correlations between the output variables in multi-output regression. Inference in GPRN is intractable and we employ variational inference with mean field approximation to compute an approximate predictive mean and predictive covariance matrix. The approximate predictive mean is used to correct the prediction error of the EKF. The trace of the approximate predictive covariance matrix is utilized to capture the uncertainty in EKF-GPRN+ prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification enables us to pause the treatment beam over such instances. EKF-GPRN+ implements a gating function by using simple calculations based on the trace of the predictive covariance matrix. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPRN+ . The experimental results show that the EKF-GPRN+ algorithm reduces the patient-wise prediction error to 38%, 40% and 40% in root-mean-square, compared to no prediction, at lookahead lengths of 192 ms, 384 ms and 576 ms, respectively. The EKF-GPRN+ algorithm can further reduce the prediction error by employing the gating function, albeit at the cost of reduced duty cycle. The error reduction allows the clinical target volume to planning target volume (CTV-PTV) margin to be reduced, leading to decreased normal-tissue toxicity and possible dose escalation. The CTV-PTV margin is also evaluated to quantify clinical benefits of EKF-GPRN+ prediction.

Coherence degree of the fundamental Bessel-Gaussian beam in turbulent atmosphere

NASA Astrophysics Data System (ADS)

Lukin, Igor P.

2017-11-01

In this article the coherence of a fundamental Bessel-Gaussian optical beam in turbulent atmosphere is analyzed. The problem analysis is based on the solution of the equation for the transverse second-order mutual coherence function of a fundamental Bessel-Gaussian optical beam of optical radiation. The behavior of a coherence degree of a fundamental Bessel-Gaussian optical beam depending on parameters of an optical beam and characteristics of turbulent atmosphere is examined. It was revealed that at low levels of fluctuations in turbulent atmosphere the coherence degree of a fundamental Bessel-Gaussian optical beam has the characteristic oscillating appearance. At high levels of fluctuations in turbulent atmosphere the coherence degree of a fundamental Bessel-Gaussian optical beam is described by an one-scale decreasing curve which in process of increase of level of fluctuations on a line of formation of a laser beam becomes closer to the same characteristic of a spherical optical wave.

Radiation pressure acceleration of corrugated thin foils by Gaussian and super-Gaussian beams

DOE Office of Scientific and Technical Information (OSTI.GOV)

Adusumilli, K.; Goyal, D.; Tripathi, V. K.

Rayleigh-Taylor instability of radiation pressure accelerated ultrathin foils by laser having Gaussian and super-Gaussian intensity distribution is investigated using a single fluid code. The foil is allowed to have ring shaped surface ripples. The radiation pressure force on such a foil is non-uniform with finite transverse component F{sub r}; F{sub r} varies periodically with r. Subsequently, the ripple grows as the foil moves ahead along z. With a Gaussian beam, the foil acquires an overall curvature due to non-uniformity in radiation pressure and gets thinner. In the process, the ripple perturbation is considerably washed off. With super-Gaussian beam, the ripplemore » is found to be more strongly washed out. In order to avoid transmission of the laser through the thinning foil, a criterion on the foil thickness is obtained.« less

Comparison of different modelling approaches of drive train temperature for the purposes of wind turbine failure detection

NASA Astrophysics Data System (ADS)

Tautz-Weinert, J.; Watson, S. J.

2016-09-01

Effective condition monitoring techniques for wind turbines are needed to improve maintenance processes and reduce operational costs. Normal behaviour modelling of temperatures with information from other sensors can help to detect wear processes in drive trains. In a case study, modelling of bearing and generator temperatures is investigated with operational data from the SCADA systems of more than 100 turbines. The focus is here on automated training and testing on a farm level to enable an on-line system, which will detect failures without human interpretation. Modelling based on linear combinations, artificial neural networks, adaptive neuro-fuzzy inference systems, support vector machines and Gaussian process regression is compared. The selection of suitable modelling inputs is discussed with cross-correlation analyses and a sensitivity study, which reveals that the investigated modelling techniques react in different ways to an increased number of inputs. The case study highlights advantages of modelling with linear combinations and artificial neural networks in a feedforward configuration.

Posterior consistency in conditional distribution estimation

PubMed Central

Pati, Debdeep; Dunson, David B.; Tokdar, Surya T.

2014-01-01

A wide variety of priors have been proposed for nonparametric Bayesian estimation of conditional distributions, and there is a clear need for theorems providing conditions on the prior for large support, as well as posterior consistency. Estimation of an uncountable collection of conditional distributions across different regions of the predictor space is a challenging problem, which differs in some important ways from density and mean regression estimation problems. Defining various topologies on the space of conditional distributions, we provide sufficient conditions for posterior consistency focusing on a broad class of priors formulated as predictor-dependent mixtures of Gaussian kernels. This theory is illustrated by showing that the conditions are satisfied for a class of generalized stick-breaking process mixtures in which the stick-breaking lengths are monotone, differentiable functions of a continuous stochastic process. We also provide a set of sufficient conditions for the case where stick-breaking lengths are predictor independent, such as those arising from a fixed Dirichlet process prior. PMID:25067858

Disentangling inhibition-based and retrieval-based aftereffects of distractors: Cognitive versus motor processes.

PubMed

Singh, Tarini; Laub, Ruth; Burgard, Jan Pablo; Frings, Christian

2018-05-01

Selective attention refers to the ability to selectively act upon relevant information at the expense of irrelevant information. Yet, in many experimental tasks, what happens to the representation of the irrelevant information is still debated. Typically, 2 approaches to distractor processing have been suggested, namely distractor inhibition and distractor-based retrieval. However, it is also typical that both processes are hard to disentangle. For instance, in the negative priming literature (for a review Frings, Schneider, & Fox, 2015) this has been a continuous debate since the early 1980s. In the present study, we attempted to prove that both processes exist, but that they reflect distractor processing at different levels of representation. Distractor inhibition impacts stimulus representation, whereas distractor-based retrieval impacts mainly motor processes. We investigated both processes in a distractor-priming task, which enables an independent measurement of both processes. For our argument that both processes impact different levels of distractor representation, we estimated the exponential parameter (τ) and Gaussian components (μ, σ) of the exponential Gaussian reaction-time (RT) distribution, which have previously been used to independently test the effects of cognitive and motor processes (e.g., Moutsopoulou & Waszak, 2012). The distractor-based retrieval effect was evident for the Gaussian component, which is typically discussed as reflecting motor processes, but not for the exponential parameter, whereas the inhibition component was evident for the exponential parameter, which is typically discussed as reflecting cognitive processes, but not for the Gaussian parameter. (PsycINFO Database Record (c) 2018 APA, all rights reserved).

Similarity measure and domain adaptation in multiple mixture model clustering: An application to image processing.

PubMed

Leong, Siow Hoo; Ong, Seng Huat

2017-01-01

This paper considers three crucial issues in processing scaled down image, the representation of partial image, similarity measure and domain adaptation. Two Gaussian mixture model based algorithms are proposed to effectively preserve image details and avoids image degradation. Multiple partial images are clustered separately through Gaussian mixture model clustering with a scan and select procedure to enhance the inclusion of small image details. The local image features, represented by maximum likelihood estimates of the mixture components, are classified by using the modified Bayes factor (MBF) as a similarity measure. The detection of novel local features from MBF will suggest domain adaptation, which is changing the number of components of the Gaussian mixture model. The performance of the proposed algorithms are evaluated with simulated data and real images and it is shown to perform much better than existing Gaussian mixture model based algorithms in reproducing images with higher structural similarity index.

Similarity measure and domain adaptation in multiple mixture model clustering: An application to image processing

PubMed Central

Leong, Siow Hoo

2017-01-01

This paper considers three crucial issues in processing scaled down image, the representation of partial image, similarity measure and domain adaptation. Two Gaussian mixture model based algorithms are proposed to effectively preserve image details and avoids image degradation. Multiple partial images are clustered separately through Gaussian mixture model clustering with a scan and select procedure to enhance the inclusion of small image details. The local image features, represented by maximum likelihood estimates of the mixture components, are classified by using the modified Bayes factor (MBF) as a similarity measure. The detection of novel local features from MBF will suggest domain adaptation, which is changing the number of components of the Gaussian mixture model. The performance of the proposed algorithms are evaluated with simulated data and real images and it is shown to perform much better than existing Gaussian mixture model based algorithms in reproducing images with higher structural similarity index. PMID:28686634

PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS

DOE Office of Scientific and Technical Information (OSTI.GOV)

He, Shiyuan; Huang, Jianhua Z.; Long, James

2016-12-01

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequencymore » parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.« less

Evaluating the effect of a third-party implementation of resolution recovery on the quality of SPECT bone scan imaging using visual grading regression.

PubMed

Hay, Peter D; Smith, Julie; O'Connor, Richard A

2016-02-01

The aim of this study was to evaluate the benefits to SPECT bone scan image quality when applying resolution recovery (RR) during image reconstruction using software provided by a third-party supplier. Bone SPECT data from 90 clinical studies were reconstructed retrospectively using software supplied independent of the gamma camera manufacturer. The current clinical datasets contain 120×10 s projections and are reconstructed using an iterative method with a Butterworth postfilter. Five further reconstructions were created with the following characteristics: 10 s projections with a Butterworth postfilter (to assess intraobserver variation); 10 s projections with a Gaussian postfilter with and without RR; and 5 s projections with a Gaussian postfilter with and without RR. Two expert observers were asked to rate image quality on a five-point scale relative to our current clinical reconstruction. Datasets were anonymized and presented in random order. The benefits of RR on image scores were evaluated using ordinal logistic regression (visual grading regression). The application of RR during reconstruction increased the probability of both observers of scoring image quality as better than the current clinical reconstruction even where the dataset contained half the normal counts. Type of reconstruction and observer were both statistically significant variables in the ordinal logistic regression model. Visual grading regression was found to be a useful method for validating the local introduction of technological developments in nuclear medicine imaging. RR, as implemented by the independent software supplier, improved bone SPECT image quality when applied during image reconstruction. In the majority of clinical cases, acquisition times for bone SPECT intended for the purposes of localization can safely be halved (from 10 s projections to 5 s) when RR is applied.

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models

PubMed Central

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful. PMID:28626348

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models.

PubMed

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful.

Non-Gaussian operations on bosonic modes of light: Photon-added Gaussian channels

NASA Astrophysics Data System (ADS)

Sabapathy, Krishna Kumar; Winter, Andreas

2017-06-01

We present a framework for studying bosonic non-Gaussian channels of continuous-variable systems. Our emphasis is on a class of channels that we call photon-added Gaussian channels, which are experimentally viable with current quantum-optical technologies. A strong motivation for considering these channels is the fact that it is compulsory to go beyond the Gaussian domain for numerous tasks in continuous-variable quantum information processing such as entanglement distillation from Gaussian states and universal quantum computation. The single-mode photon-added channels we consider are obtained by using two-mode beam splitters and squeezing operators with photon addition applied to the ancilla ports giving rise to families of non-Gaussian channels. For each such channel, we derive its operator-sum representation, indispensable in the present context. We observe that these channels are Fock preserving (coherence nongenerating). We then report two examples of activation using our scheme of photon addition, that of quantum-optical nonclassicality at outputs of channels that would otherwise output only classical states and of both the quantum and private communication capacities, hinting at far-reaching applications for quantum-optical communication. Further, we see that noisy Gaussian channels can be expressed as a convex mixture of these non-Gaussian channels. We also present other physical and information-theoretic properties of these channels.

Estimating the expected value of partial perfect information in health economic evaluations using integrated nested Laplace approximation.

PubMed

Heath, Anna; Manolopoulou, Ioanna; Baio, Gianluca

2016-10-15

The Expected Value of Perfect Partial Information (EVPPI) is a decision-theoretic measure of the 'cost' of parametric uncertainty in decision making used principally in health economic decision making. Despite this decision-theoretic grounding, the uptake of EVPPI calculations in practice has been slow. This is in part due to the prohibitive computational time required to estimate the EVPPI via Monte Carlo simulations. However, recent developments have demonstrated that the EVPPI can be estimated by non-parametric regression methods, which have significantly decreased the computation time required to approximate the EVPPI. Under certain circumstances, high-dimensional Gaussian Process (GP) regression is suggested, but this can still be prohibitively expensive. Applying fast computation methods developed in spatial statistics using Integrated Nested Laplace Approximations (INLA) and projecting from a high-dimensional into a low-dimensional input space allows us to decrease the computation time for fitting these high-dimensional GP, often substantially. We demonstrate that the EVPPI calculated using our method for GP regression is in line with the standard GP regression method and that despite the apparent methodological complexity of this new method, R functions are available in the package BCEA to implement it simply and efficiently. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

q-Gaussian distributions and multiplicative stochastic processes for analysis of multiple financial time series

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2010-12-01

This study considers q-Gaussian distributions and stochastic differential equations with both multiplicative and additive noises. In the M-dimensional case a q-Gaussian distribution can be theoretically derived as a stationary probability distribution of the multiplicative stochastic differential equation with both mutually independent multiplicative and additive noises. By using the proposed stochastic differential equation a method to evaluate a default probability under a given risk buffer is proposed.

Gaussian process inference for estimating pharmacokinetic parameters of dynamic contrast-enhanced MR images.

PubMed

Wang, Shijun; Liu, Peter; Turkbey, Baris; Choyke, Peter; Pinto, Peter; Summers, Ronald M

2012-01-01

In this paper, we propose a new pharmacokinetic model for parameter estimation of dynamic contrast-enhanced (DCE) MRI by using Gaussian process inference. Our model is based on the Tofts dual-compartment model for the description of tracer kinetics and the observed time series from DCE-MRI is treated as a Gaussian stochastic process. The parameter estimation is done through a maximum likelihood approach and we propose a variant of the coordinate descent method to solve this likelihood maximization problem. The new model was shown to outperform a baseline method on simulated data. Parametric maps generated on prostate DCE data with the new model also provided better enhancement of tumors, lower intensity on false positives, and better boundary delineation when compared with the baseline method. New statistical parameter maps from the process model were also found to be informative, particularly when paired with the PK parameter maps.

Pretreatment ADC histogram analysis is a predictive imaging biomarker for bevacizumab treatment but not chemotherapy in recurrent glioblastoma.

PubMed

Ellingson, B M; Sahebjam, S; Kim, H J; Pope, W B; Harris, R J; Woodworth, D C; Lai, A; Nghiemphu, P L; Mason, W P; Cloughesy, T F

2014-04-01

Pre-treatment ADC characteristics have been shown to predict response to bevacizumab in recurrent glioblastoma multiforme. However, no studies have examined whether ADC characteristics are specific to this particular treatment. The purpose of the current study was to determine whether ADC histogram analysis is a bevacizumab-specific or treatment-independent biomarker of treatment response in recurrent glioblastoma multiforme. Eighty-nine bevacizumab-treated and 43 chemotherapy-treated recurrent glioblastoma multiformes never exposed to bevacizumab were included in this study. In all patients, ADC values in contrast-enhancing ROIs from MR imaging examinations performed at the time of recurrence, immediately before commencement of treatment for recurrence, were extracted and the resulting histogram was fitted to a mixed model with a double Gaussian distribution. Mean ADC in the lower Gaussian curve was used as the primary biomarker of interest. The Cox proportional hazards model and log-rank tests were used for survival analysis. Cox multivariate regression analysis accounting for the interaction between bevacizumab- and non-bevacizumab-treated patients suggested that the ability of the lower Gaussian curve to predict survival is dependent on treatment (progression-free survival, P = .045; overall survival, P = .003). Patients with bevacizumab-treated recurrent glioblastoma multiforme with a pretreatment lower Gaussian curve > 1.2 μm(2)/ms had a significantly longer progression-free survival and overall survival compared with bevacizumab-treated patients with a lower Gaussian curve < 1.2 μm(2)/ms. No differences in progression-free survival or overall survival were observed in the chemotherapy-treated cohort. Bevacizumab-treated patients with a mean lower Gaussian curve > 1.2 μm(2)/ms had a significantly longer progression-free survival and overall survival compared with chemotherapy-treated patients. The mean lower Gaussian curve from ADC histogram analysis is a predictive imaging biomarker for bevacizumab-treated, not chemotherapy-treated, recurrent glioblastoma multiforme. Patients with recurrent glioblastoma multiforme with a mean lower Gaussian curve > 1.2 μm(2)/ms have a survival advantage when treated with bevacizumab.

Instantaneous global spatial interaction? Exploring the Gaussian inequality, distance and Internet pings in a global network

NASA Astrophysics Data System (ADS)

Baker, R. G. V.

2005-12-01

The Internet has been publicly portrayed as a new technological horizon yielding instantaneous interaction to a point where geography no longer matters. This research aims to dispel this impression by applying a dynamic form of trip modelling to investigate pings in a global computer network compiled by the Stanford Linear Accelerator Centre (SLAC) from 1998 to 2004. Internet flows have been predicted to have the same mathematical operators as trips to a supermarket, since they are both periodic and constrained by a distance metric. Both actual and virtual trips are part of a spectrum of origin-destination pairs in the time-space convergence of trip time-lines. Internet interaction is very near to the convergence of these time-lines (at a very small time scale in milliseconds, but with interactions over thousands of kilometres). There is a lag effect and this is formalised by the derivation of Gaussian and gravity inequalities between the time taken (Δ t) and the partitioning of distance (Δ x). This inequality seems to be robust for a regression of Δ t to Δ x in the SLAC data set for each year (1998 to 2004). There is a constant ‘forbidden zone’ in the interaction, underpinned by the fact that pings do not travel faster than the speed of light. Superimposed upon this zone is the network capacity where a linear regression of Δ t to Δ x is a proxy summarising global Internet connectivity for that year. The results suggest that there has been a substantial improvement in connectivity over the period with R 2 increasing steadily from 0.39 to 0.65 from less Gaussian spreading of the ping latencies. Further, the regression line shifts towards the inequality boundary from 1998 to 2004, where the increased slope shows a greater proportional rise in local connectivity over global connectivity. A conclusion is that national geography still does matter in spatial interaction modelling of the Internet.

Gaussian temporal modulation for the behavior of multi-sinc Schell-model pulses in dispersive media

NASA Astrophysics Data System (ADS)

Liu, Xiayin; Zhao, Daomu; Tian, Kehan; Pan, Weiqing; Zhang, Kouwen

2018-06-01

A new class of pulse source with correlation being modeled by the convolution operation of two legitimate temporal correlation function is proposed. Particularly, analytical formulas for the Gaussian temporally modulated multi-sinc Schell-model (MSSM) pulses generated by such pulse source propagating in dispersive media are derived. It is demonstrated that the average intensity of MSSM pulses on propagation are reshaped from flat profile or a train to a distribution with a Gaussian temporal envelope by adjusting the initial correlation width of the Gaussian pulse. The effects of the Gaussian temporal modulation on the temporal degree of coherence of the MSSM pulse are also analyzed. The results presented here show the potential of coherence modulation for pulse shaping and pulsed laser material processing.

Improved Gaussian Beam-Scattering Algorithm

NASA Technical Reports Server (NTRS)

Lock, James A.

1995-01-01

The localized model of the beam-shape coefficients for Gaussian beam-scattering theory by a spherical particle provides a great simplification in the numerical implementation of the theory. We derive an alternative form for the localized coefficients that is more convenient for computer computations and that provides physical insight into the details of the scattering process. We construct a FORTRAN program for Gaussian beam scattering with the localized model and compare its computer run time on a personal computer with that of a traditional Mie scattering program and with three other published methods for computing Gaussian beam scattering. We show that the analytical form of the beam-shape coefficients makes evident the fact that the excitation rate of morphology-dependent resonances is greatly enhanced for far off-axis incidence of the Gaussian beam.

Gaussian mixture models as flux prediction method for central receivers

NASA Astrophysics Data System (ADS)

Grobler, Annemarie; Gauché, Paul; Smit, Willie

2016-05-01

Flux prediction methods are crucial to the design and operation of central receiver systems. Current methods such as the circular and elliptical (bivariate) Gaussian prediction methods are often used in field layout design and aiming strategies. For experimental or small central receiver systems, the flux profile of a single heliostat often deviates significantly from the circular and elliptical Gaussian models. Therefore a novel method of flux prediction was developed by incorporating the fitting of Gaussian mixture models onto flux profiles produced by flux measurement or ray tracing. A method was also developed to predict the Gaussian mixture model parameters of a single heliostat for a given time using image processing. Recording the predicted parameters in a database ensures that more accurate predictions are made in a shorter time frame.

Automatic selection of atomic fingerprints and reference configurations for machine-learning potentials

NASA Astrophysics Data System (ADS)

Imbalzano, Giulio; Anelli, Andrea; Giofré, Daniele; Klees, Sinja; Behler, Jörg; Ceriotti, Michele

2018-06-01

Machine learning of atomic-scale properties is revolutionizing molecular modeling, making it possible to evaluate inter-atomic potentials with first-principles accuracy, at a fraction of the costs. The accuracy, speed, and reliability of machine learning potentials, however, depend strongly on the way atomic configurations are represented, i.e., the choice of descriptors used as input for the machine learning method. The raw Cartesian coordinates are typically transformed in "fingerprints," or "symmetry functions," that are designed to encode, in addition to the structure, important properties of the potential energy surface like its invariances with respect to rotation, translation, and permutation of like atoms. Here we discuss automatic protocols to select a number of fingerprints out of a large pool of candidates, based on the correlations that are intrinsic to the training data. This procedure can greatly simplify the construction of neural network potentials that strike the best balance between accuracy and computational efficiency and has the potential to accelerate by orders of magnitude the evaluation of Gaussian approximation potentials based on the smooth overlap of atomic positions kernel. We present applications to the construction of neural network potentials for water and for an Al-Mg-Si alloy and to the prediction of the formation energies of small organic molecules using Gaussian process regression.

Research in Stochastic Processes and their Applications

DTIC Science & Technology

1993-01-01

goal is to learn how Gaussian and linear signal processing methodologies should be adapted to deal with non-Gaussian regimes. Part III continues the... smoothi fmictions in /I, ami we have a chain C ... C tir C ... C /I’) C 11_ C ... C 1t_, C_ ... C ¢’, 10 4o = fH,; H =H;, H, (Hilbert space). 4ý is a Fr

Gaussian entanglement generation from coherence using beam-splitters

PubMed Central

Wang, Zhong-Xiao; Wang, Shuhao; Ma, Teng; Wang, Tie-Jun; Wang, Chuan

2016-01-01

The generation and quantification of quantum entanglement is crucial for quantum information processing. Here we study the transition of Gaussian correlation under the effect of linear optical beam-splitters. We find the single-mode Gaussian coherence acts as the resource in generating Gaussian entanglement for two squeezed states as the input states. With the help of consecutive beam-splitters, single-mode coherence and quantum entanglement can be converted to each other. Our results reveal that by using finite number of beam-splitters, it is possible to extract all the entanglement from the single-mode coherence even if the entanglement is wiped out before each beam-splitter. PMID:27892537

A non-gaussian model of continuous atmospheric turbulence for use in aircraft design

NASA Technical Reports Server (NTRS)

Reeves, P. M.; Joppa, R. G.; Ganzer, V. M.

1976-01-01

A non-Gaussian model of atmospheric turbulence is presented and analyzed. The model is restricted to the regions of the atmosphere where the turbulence is steady or continuous, and the assumptions of homogeneity and stationarity are justified. Also spatial distribution of turbulence is neglected, so the model consists of three independent, stationary stochastic processes which represent the vertical, lateral, and longitudinal gust components. The non-Gaussian and Gaussian models are compared with experimental data, and it is shown that the Gaussian model underestimates the number of high velocity gusts which occur in the atmosphere, while the non-Gaussian model can be adjusted to match the observed high velocity gusts more satisfactorily. Application of the proposed model to aircraft response is investigated, with particular attention to the response power spectral density, the probability distribution, and the level crossing frequency. A numerical example is presented which illustrates the application of the non-Gaussian model to the study of an aircraft autopilot system. Listings and sample results of a number of computer programs used in working with the model are included.

An Effective Post-Filtering Framework for 3-D PET Image Denoising Based on Noise and Sensitivity Characteristics

NASA Astrophysics Data System (ADS)

Kim, Ji Hye; Ahn, Il Jun; Nam, Woo Hyun; Ra, Jong Beom

2015-02-01

Positron emission tomography (PET) images usually suffer from a noticeable amount of statistical noise. In order to reduce this noise, a post-filtering process is usually adopted. However, the performance of this approach is limited because the denoising process is mostly performed on the basis of the Gaussian random noise. It has been reported that in a PET image reconstructed by the expectation-maximization (EM), the noise variance of each voxel depends on its mean value, unlike in the case of Gaussian noise. In addition, we observe that the variance also varies with the spatial sensitivity distribution in a PET system, which reflects both the solid angle determined by a given scanner geometry and the attenuation information of a scanned object. Thus, if a post-filtering process based on the Gaussian random noise is applied to PET images without consideration of the noise characteristics along with the spatial sensitivity distribution, the spatially variant non-Gaussian noise cannot be reduced effectively. In the proposed framework, to effectively reduce the noise in PET images reconstructed by the 3-D ordinary Poisson ordered subset EM (3-D OP-OSEM), we first denormalize an image according to the sensitivity of each voxel so that the voxel mean value can represent its statistical properties reliably. Based on our observation that each noisy denormalized voxel has a linear relationship between the mean and variance, we try to convert this non-Gaussian noise image to a Gaussian noise image. We then apply a block matching 4-D algorithm that is optimized for noise reduction of the Gaussian noise image, and reconvert and renormalize the result to obtain a final denoised image. Using simulated phantom data and clinical patient data, we demonstrate that the proposed framework can effectively suppress the noise over the whole region of a PET image while minimizing degradation of the image resolution.

A Nonlinear Framework of Delayed Particle Smoothing Method for Vehicle Localization under Non-Gaussian Environment

PubMed Central

Xiao, Zhu; Havyarimana, Vincent; Li, Tong; Wang, Dong

2016-01-01

In this paper, a novel nonlinear framework of smoothing method, non-Gaussian delayed particle smoother (nGDPS), is proposed, which enables vehicle state estimation (VSE) with high accuracy taking into account the non-Gaussianity of the measurement and process noises. Within the proposed method, the multivariate Student’s t-distribution is adopted in order to compute the probability distribution function (PDF) related to the process and measurement noises, which are assumed to be non-Gaussian distributed. A computation approach based on Ensemble Kalman Filter (EnKF) is designed to cope with the mean and the covariance matrix of the proposal non-Gaussian distribution. A delayed Gibbs sampling algorithm, which incorporates smoothing of the sampled trajectories over a fixed-delay, is proposed to deal with the sample degeneracy of particles. The performance is investigated based on the real-world data, which is collected by low-cost on-board vehicle sensors. The comparison study based on the real-world experiments and the statistical analysis demonstrates that the proposed nGDPS has significant improvement on the vehicle state accuracy and outperforms the existing filtering and smoothing methods. PMID:27187405

An Improved Incremental Learning Approach for KPI Prognosis of Dynamic Fuel Cell System.

PubMed

Yin, Shen; Xie, Xiaochen; Lam, James; Cheung, Kie Chung; Gao, Huijun

2016-12-01

The key performance indicator (KPI) has an important practical value with respect to the product quality and economic benefits for modern industry. To cope with the KPI prognosis issue under nonlinear conditions, this paper presents an improved incremental learning approach based on available process measurements. The proposed approach takes advantage of the algorithm overlapping of locally weighted projection regression (LWPR) and partial least squares (PLS), implementing the PLS-based prognosis in each locally linear model produced by the incremental learning process of LWPR. The global prognosis results including KPI prediction and process monitoring are obtained from the corresponding normalized weighted means of all the local models. The statistical indicators for prognosis are enhanced as well by the design of novel KPI-related and KPI-unrelated statistics with suitable control limits for non-Gaussian data. For application-oriented purpose, the process measurements from real datasets of a proton exchange membrane fuel cell system are employed to demonstrate the effectiveness of KPI prognosis. The proposed approach is finally extended to a long-term voltage prediction for potential reference of further fuel cell applications.

Digital simulation of an arbitrary stationary stochastic process by spectral representation.

PubMed

Yura, Harold T; Hanson, Steen G

2011-04-01

In this paper we present a straightforward, efficient, and computationally fast method for creating a large number of discrete samples with an arbitrary given probability density function and a specified spectral content. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In contrast to previous work, where the analyses were limited to auto regressive and or iterative techniques to obtain satisfactory results, we find that a single application of the inverse transform method yields satisfactory results for a wide class of arbitrary probability distributions. Although a single application of the inverse transform technique does not conserve the power spectra exactly, it yields highly accurate numerical results for a wide range of probability distributions and target power spectra that are sufficient for system simulation purposes and can thus be regarded as an accurate engineering approximation, which can be used for wide range of practical applications. A sufficiency condition is presented regarding the range of parameter values where a single application of the inverse transform method yields satisfactory agreement between the simulated and target power spectra, and a series of examples relevant for the optics community are presented and discussed. Outside this parameter range the agreement gracefully degrades but does not distort in shape. Although we demonstrate the method here focusing on stationary random processes, we see no reason why the method could not be extended to simulate non-stationary random processes. © 2011 Optical Society of America

Bayesian semiparametric estimation of covariate-dependent ROC curves

PubMed Central

Rodríguez, Abel; Martínez, Julissa C.

2014-01-01

Receiver operating characteristic (ROC) curves are widely used to measure the discriminating power of medical tests and other classification procedures. In many practical applications, the performance of these procedures can depend on covariates such as age, naturally leading to a collection of curves associated with different covariate levels. This paper develops a Bayesian heteroscedastic semiparametric regression model and applies it to the estimation of covariate-dependent ROC curves. More specifically, our approach uses Gaussian process priors to model the conditional mean and conditional variance of the biomarker of interest for each of the populations under study. The model is illustrated through an application to the evaluation of prostate-specific antigen for the diagnosis of prostate cancer, which contrasts the performance of our model against alternative models. PMID:24174579

PHYSICS OF NON-GAUSSIAN FIELDS AND THE COSMOLOGICAL GENUS STATISTIC

DOE Office of Scientific and Technical Information (OSTI.GOV)

James, J. Berian, E-mail: berian@berkeley.edu

2012-05-20

We report a technique to calculate the impact of distinct physical processes inducing non-Gaussianity on the cosmological density field. A natural decomposition of the cosmic genus statistic into an orthogonal polynomial sequence allows complete expression of the scale-dependent evolution of the topology of large-scale structure, in which effects including galaxy bias, nonlinear gravitational evolution, and primordial non-Gaussianity may be delineated. The relationship of this decomposition to previous methods for analyzing the genus statistic is briefly considered and the following applications are made: (1) the expression of certain systematics affecting topological measurements, (2) the quantification of broad deformations from Gaussianity thatmore » appear in the genus statistic as measured in the Horizon Run simulation, and (3) the study of the evolution of the genus curve for simulations with primordial non-Gaussianity. These advances improve the treatment of flux-limited galaxy catalogs for use with this measurement and further the use of the genus statistic as a tool for exploring non-Gaussianity.« less

Activation rates for nonlinear stochastic flows driven by non-Gaussian noise

NASA Astrophysics Data System (ADS)

van den Broeck, C.; Hänggi, P.

1984-11-01

Activation rates are calculated for stochastic bistable flows driven by asymmetric dichotomic Markov noise (a two-state Markov process). This noise contains as limits both a particular type of non-Gaussian white shot noise and white Gaussian noise. Apart from investigating the role of colored noise on the escape rates, one can thus also study the influence of the non-Gaussian nature of the noise on these rates. The rate for white shot noise differs in leading order (Arrhenius factor) from the corresponding rate for white Gaussian noise of equal strength. In evaluating the rates we demonstrate the advantage of using transport theory over a mean first-passage time approach for cases with generally non-white and non-Gaussian noise sources. For white shot noise with exponentially distributed weights we succeed in evaluating the mean first-passage time of the corresponding integro-differential master-equation dynamics. The rate is shown to coincide in the weak noise limit with the inverse mean first-passage time.

Quantitative comparison of self-healing ability between Bessel–Gaussian beam and Airy beam

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wen, Wei; Chu, Xiuxiang, E-mail: xiuxiangchu@yahoo.com

The self-healing ability during propagation process is one of the most important properties of non-diffracting beams. This ability has crucial advantages to light sheet-based microscopy to reduce scattering artefacts, increase the quality of the image and enhance the resolution of microscopy. Based on similarity between two infinite-dimensional complex vectors in Hilbert space, the ability to a Bessel–Gaussian beam and an Airy beam have been studied and compared. Comparing the evolution of the similarity of Bessel–Gaussian beam with Airy beam under the same conditions, we find that Bessel–Gaussian beam has stronger self-healing ability and is more stable than that of Airymore » beam. To confirm this result, the intensity profiles of Bessel–Gaussian beam and Airy beam with different similarities are numerically calculated and compared.« less

Conditional and unconditional Gaussian quantum dynamics

NASA Astrophysics Data System (ADS)

Genoni, Marco G.; Lami, Ludovico; Serafini, Alessio

2016-07-01

This article focuses on the general theory of open quantum systems in the Gaussian regime and explores a number of diverse ramifications and consequences of the theory. We shall first introduce the Gaussian framework in its full generality, including a classification of Gaussian (also known as 'general-dyne') quantum measurements. In doing so, we will give a compact proof for the parametrisation of the most general Gaussian completely positive map, which we believe to be missing in the existing literature. We will then move on to consider the linear coupling with a white noise bath, and derive the diffusion equations that describe the evolution of Gaussian states under such circumstances. Starting from these equations, we outline a constructive method to derive general master equations that apply outside the Gaussian regime. Next, we include the general-dyne monitoring of the environmental degrees of freedom and recover the Riccati equation for the conditional evolution of Gaussian states. Our derivation relies exclusively on the standard quantum mechanical update of the system state, through the evaluation of Gaussian overlaps. The parametrisation of the conditional dynamics we obtain is novel and, at variance with existing alternatives, directly ties in to physical detection schemes. We conclude our study with two examples of conditional dynamics that can be dealt with conveniently through our formalism, demonstrating how monitoring can suppress the noise in optical parametric processes as well as stabilise systems subject to diffusive scattering.

Genomic Prediction of Genotype × Environment Interaction Kernel Regression Models.

PubMed

Cuevas, Jaime; Crossa, José; Soberanis, Víctor; Pérez-Elizalde, Sergio; Pérez-Rodríguez, Paulino; Campos, Gustavo de Los; Montesinos-López, O A; Burgueño, Juan

2016-11-01

In genomic selection (GS), genotype × environment interaction (G × E) can be modeled by a marker × environment interaction (M × E). The G × E may be modeled through a linear kernel or a nonlinear (Gaussian) kernel. In this study, we propose using two nonlinear Gaussian kernels: the reproducing kernel Hilbert space with kernel averaging (RKHS KA) and the Gaussian kernel with the bandwidth estimated through an empirical Bayesian method (RKHS EB). We performed single-environment analyses and extended to account for G × E interaction (GBLUP-G × E, RKHS KA-G × E and RKHS EB-G × E) in wheat ( L.) and maize ( L.) data sets. For single-environment analyses of wheat and maize data sets, RKHS EB and RKHS KA had higher prediction accuracy than GBLUP for all environments. For the wheat data, the RKHS KA-G × E and RKHS EB-G × E models did show up to 60 to 68% superiority over the corresponding single environment for pairs of environments with positive correlations. For the wheat data set, the models with Gaussian kernels had accuracies up to 17% higher than that of GBLUP-G × E. For the maize data set, the prediction accuracy of RKHS EB-G × E and RKHS KA-G × E was, on average, 5 to 6% higher than that of GBLUP-G × E. The superiority of the Gaussian kernel models over the linear kernel is due to more flexible kernels that accounts for small, more complex marker main effects and marker-specific interaction effects. Copyright © 2016 Crop Science Society of America.

Gaussian process-based Bayesian nonparametric inference of population size trajectories from gene genealogies.

PubMed

Palacios, Julia A; Minin, Vladimir N

2013-03-01

Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past population dynamics from genomic data. We start with a standard framework based on the coalescent, a stochastic process that generates genealogies connecting randomly sampled individuals from the population of interest. These genealogies serve as a glue between the population demographic history and genomic sequences. It turns out that only the times of genealogical lineage coalescences contain information about population size dynamics. Viewing these coalescent times as a point process, estimating population size trajectories is equivalent to estimating a conditional intensity of this point process. Therefore, our inverse problem is similar to estimating an inhomogeneous Poisson process intensity function. We demonstrate how recent advances in Gaussian process-based nonparametric inference for Poisson processes can be extended to Bayesian nonparametric estimation of population size dynamics under the coalescent. We compare our Gaussian process (GP) approach to one of the state-of-the-art Gaussian Markov random field (GMRF) methods for estimating population trajectories. Using simulated data, we demonstrate that our method has better accuracy and precision. Next, we analyze two genealogies reconstructed from real sequences of hepatitis C and human Influenza A viruses. In both cases, we recover more believed aspects of the viral demographic histories than the GMRF approach. We also find that our GP method produces more reasonable uncertainty estimates than the GMRF method. Copyright © 2013, The International Biometric Society.

The impact of covariance misspecification in multivariate Gaussian mixtures on estimation and inference: an application to longitudinal modeling.

PubMed

Heggeseth, Brianna C; Jewell, Nicholas P

2013-07-20

Multivariate Gaussian mixtures are a class of models that provide a flexible parametric approach for the representation of heterogeneous multivariate outcomes. When the outcome is a vector of repeated measurements taken on the same subject, there is often inherent dependence between observations. However, a common covariance assumption is conditional independence-that is, given the mixture component label, the outcomes for subjects are independent. In this paper, we study, through asymptotic bias calculations and simulation, the impact of covariance misspecification in multivariate Gaussian mixtures. Although maximum likelihood estimators of regression and mixing probability parameters are not consistent under misspecification, they have little asymptotic bias when mixture components are well separated or if the assumed correlation is close to the truth even when the covariance is misspecified. We also present a robust standard error estimator and show that it outperforms conventional estimators in simulations and can indicate that the model is misspecified. Body mass index data from a national longitudinal study are used to demonstrate the effects of misspecification on potential inferences made in practice. Copyright © 2013 John Wiley & Sons, Ltd.

Tilt angle measurement with a Gaussian-shaped laser beam tracking

NASA Astrophysics Data System (ADS)

Šarbort, Martin; Řeřucha, Šimon; Jedlička, Petr; Lazar, Josef; Číp, Ondrej

2014-05-01

We have addressed the challenge to carry out the angular tilt stabilization of a laser guiding mirror which is intended to route a laser beam with a high energy density. Such an application requires good angular accuracy as well as large operating range, long term stability and absolute positioning. We have designed an instrument for such a high precision angular tilt measurement based on a triangulation method where a laser beam with Gaussian profile is reflected off the stabilized mirror and detected by an image sensor. As the angular deflection of the mirror causes a change of the beam spot position, the principal task is to measure the position on the image chip surface. We have employed a numerical analysis of the Gaussian intensity pattern which uses the nonlinear regression algorithm. The feasibility and performance of the method were tested by numeric modeling as well as experimentally. The experimental results indicate that the assembled instrument achieves a measurement error of 0.13 microradian in the range +/-0.65 degrees over the period of one hour. This corresponds to the dynamic range of 1:170 000.

Solid harmonic wavelet scattering for predictions of molecule properties

NASA Astrophysics Data System (ADS)

Eickenberg, Michael; Exarchakis, Georgios; Hirn, Matthew; Mallat, Stéphane; Thiry, Louis

2018-06-01

We present a machine learning algorithm for the prediction of molecule properties inspired by ideas from density functional theory (DFT). Using Gaussian-type orbital functions, we create surrogate electronic densities of the molecule from which we compute invariant "solid harmonic scattering coefficients" that account for different types of interactions at different scales. Multilinear regressions of various physical properties of molecules are computed from these invariant coefficients. Numerical experiments show that these regressions have near state-of-the-art performance, even with relatively few training examples. Predictions over small sets of scattering coefficients can reach a DFT precision while being interpretable.

Performance Evaluation of Satellite Communication Systems Operating in the Q/V/W Bands

DTIC Science & Technology

2013-06-30

cloud liquid water content (blue line = original MODIS data, red line = underlying Gaussian process) and of rainfall ( NIMROD rain rate data) .. 3-22...correlation of rainfall as obtained from an extensive set of rain field collected by the NIMROD weather radar network [Luini and Capsoni, 2012] has been...underlying Gaussian process) Rain ( NIMROD data) Figure 3-21. Decorrelation with distance of the cloud liquid water content (blue line = original

Event rate and reaction time performance in ADHD: Testing predictions from the state regulation deficit hypothesis using an ex-Gaussian model.

PubMed

Metin, Baris; Wiersema, Jan R; Verguts, Tom; Gasthuys, Roos; van Der Meere, Jacob J; Roeyers, Herbert; Sonuga-Barke, Edmund

2016-01-01

According to the state regulation deficit (SRD) account, ADHD is associated with a problem using effort to maintain an optimal activation state under demanding task settings such as very fast or very slow event rates. This leads to a prediction of disrupted performance at event rate extremes reflected in higher Gaussian response variability that is a putative marker of activation during motor preparation. In the current study, we tested this hypothesis using ex-Gaussian modeling, which distinguishes Gaussian from non-Gaussian variability. Twenty-five children with ADHD and 29 typically developing controls performed a simple Go/No-Go task under four different event-rate conditions. There was an accentuated quadratic relationship between event rate and Gaussian variability in the ADHD group compared to the controls. The children with ADHD had greater Gaussian variability at very fast and very slow event rates but not at moderate event rates. The results provide evidence for the SRD account of ADHD. However, given that this effect did not explain all group differences (some of which were independent of event rate) other cognitive and/or motivational processes are also likely implicated in ADHD performance deficits.

An empirical analysis of the distribution of the duration of overshoots in a stationary gaussian stochastic process

NASA Technical Reports Server (NTRS)

Parrish, R. S.; Carter, M. C.

1974-01-01

This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.

Marcus canonical integral for non-Gaussian processes and its computation: pathwise simulation and tau-leaping algorithm.

PubMed

Li, Tiejun; Min, Bin; Wang, Zhiming

2013-03-14

The stochastic integral ensuring the Newton-Leibnitz chain rule is essential in stochastic energetics. Marcus canonical integral has this property and can be understood as the Wong-Zakai type smoothing limit when the driving process is non-Gaussian. However, this important concept seems not well-known for physicists. In this paper, we discuss Marcus integral for non-Gaussian processes and its computation in the context of stochastic energetics. We give a comprehensive introduction to Marcus integral and compare three equivalent definitions in the literature. We introduce the exact pathwise simulation algorithm and give the error analysis. We show how to compute the thermodynamic quantities based on the pathwise simulation algorithm. We highlight the information hidden in the Marcus mapping, which plays the key role in determining thermodynamic quantities. We further propose the tau-leaping algorithm, which advance the process with deterministic time steps when tau-leaping condition is satisfied. The numerical experiments and its efficiency analysis show that it is very promising.

Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets.

PubMed

Datta, Abhirup; Banerjee, Sudipto; Finley, Andrew O; Gelfand, Alan E

2016-01-01

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This article develops a class of highly scalable nearest-neighbor Gaussian process (NNGP) models to provide fully model-based inference for large geostatistical datasets. We establish that the NNGP is a well-defined spatial process providing legitimate finite-dimensional Gaussian densities with sparse precision matrices. We embed the NNGP as a sparsity-inducing prior within a rich hierarchical modeling framework and outline how computationally efficient Markov chain Monte Carlo (MCMC) algorithms can be executed without storing or decomposing large matrices. The floating point operations (flops) per iteration of this algorithm is linear in the number of spatial locations, thereby rendering substantial scalability. We illustrate the computational and inferential benefits of the NNGP over competing methods using simulation studies and also analyze forest biomass from a massive U.S. Forest Inventory dataset at a scale that precludes alternative dimension-reducing methods. Supplementary materials for this article are available online.

Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets

PubMed Central

Datta, Abhirup; Banerjee, Sudipto; Finley, Andrew O.; Gelfand, Alan E.

2018-01-01

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This article develops a class of highly scalable nearest-neighbor Gaussian process (NNGP) models to provide fully model-based inference for large geostatistical datasets. We establish that the NNGP is a well-defined spatial process providing legitimate finite-dimensional Gaussian densities with sparse precision matrices. We embed the NNGP as a sparsity-inducing prior within a rich hierarchical modeling framework and outline how computationally efficient Markov chain Monte Carlo (MCMC) algorithms can be executed without storing or decomposing large matrices. The floating point operations (flops) per iteration of this algorithm is linear in the number of spatial locations, thereby rendering substantial scalability. We illustrate the computational and inferential benefits of the NNGP over competing methods using simulation studies and also analyze forest biomass from a massive U.S. Forest Inventory dataset at a scale that precludes alternative dimension-reducing methods. Supplementary materials for this article are available online. PMID:29720777

SMURC: High-Dimension Small-Sample Multivariate Regression With Covariance Estimation.

PubMed

Bayar, Belhassen; Bouaynaya, Nidhal; Shterenberg, Roman

2017-03-01

We consider a high-dimension low sample-size multivariate regression problem that accounts for correlation of the response variables. The system is underdetermined as there are more parameters than samples. We show that the maximum likelihood approach with covariance estimation is senseless because the likelihood diverges. We subsequently propose a normalization of the likelihood function that guarantees convergence. We call this method small-sample multivariate regression with covariance (SMURC) estimation. We derive an optimization problem and its convex approximation to compute SMURC. Simulation results show that the proposed algorithm outperforms the regularized likelihood estimator with known covariance matrix and the sparse conditional Gaussian graphical model. We also apply SMURC to the inference of the wing-muscle gene network of the Drosophila melanogaster (fruit fly).

Premium analysis for copula model: A case study for Malaysian motor insurance claims

NASA Astrophysics Data System (ADS)

Resti, Yulia; Ismail, Noriszura; Jaaman, Saiful Hafizah

2014-06-01

This study performs premium analysis for copula models with regression marginals. For illustration purpose, the copula models are fitted to the Malaysian motor insurance claims data. In this study, we consider copula models from Archimedean and Elliptical families, and marginal distributions of Gamma and Inverse Gaussian regression models. The simulated results from independent model, which is obtained from fitting regression models separately to each claim category, and dependent model, which is obtained from fitting copula models to all claim categories, are compared. The results show that the dependent model using Frank copula is the best model since the risk premiums estimated under this model are closely approximate to the actual claims experience relative to the other copula models.

Combining Mixture Components for Clustering*

PubMed Central

Baudry, Jean-Patrick; Raftery, Adrian E.; Celeux, Gilles; Lo, Kenneth; Gottardo, Raphaël

2010-01-01

Model-based clustering consists of fitting a mixture model to data and identifying each cluster with one of its components. Multivariate normal distributions are typically used. The number of clusters is usually determined from the data, often using BIC. In practice, however, individual clusters can be poorly fitted by Gaussian distributions, and in that case model-based clustering tends to represent one non-Gaussian cluster by a mixture of two or more Gaussian distributions. If the number of mixture components is interpreted as the number of clusters, this can lead to overestimation of the number of clusters. This is because BIC selects the number of mixture components needed to provide a good approximation to the density, rather than the number of clusters as such. We propose first selecting the total number of Gaussian mixture components, K, using BIC and then combining them hierarchically according to an entropy criterion. This yields a unique soft clustering for each number of clusters less than or equal to K. These clusterings can be compared on substantive grounds, and we also describe an automatic way of selecting the number of clusters via a piecewise linear regression fit to the rescaled entropy plot. We illustrate the method with simulated data and a flow cytometry dataset. Supplemental Materials are available on the journal Web site and described at the end of the paper. PMID:20953302

Generation and propagation of a sine-azimuthal wavefront modulated Gaussian beam

PubMed Central

Lao, Guanming; Zhang, Zhaohui; Luo, Meilan; Zhao, Daomu

2016-01-01

We introduce a method for modulating the Gaussian beam by means of sine-azimuthal wavefront and carry out the experimental generation. The analytical propagation formula of such a beam passing through a paraxial ABCD optical system is derived, by which the intensity properties of the sine-azimuthal wavefront modulated Gaussian (SWMG) beam are examined both theoretically and experimentally. Both of the experimental and theoretical results show that the SWMG beam goes through the process from beam splitting to a Gaussian-like profile, which is closely determined by the phase factor and the propagation distance. Appropriate phase factor and short distance are helpful for the splitting of beam. However, in the cases of large phase factor and focal plane, the intensity distributions tend to take a Gaussian form. Such unique features may be of importance in particle trapping and medical applications. PMID:27443798

An Experimental Study in Determining Energy Expenditure from Treadmill Walking using Hip-Worn Inertial Sensors

PubMed Central

Vathsangam, Harshvardhan; Emken, Adar; Schroeder, E. Todd; Spruijt-Metz, Donna; Sukhatme, Gaurav S.

2011-01-01

This paper describes an experimental study in estimating energy expenditure from treadmill walking using a single hip-mounted triaxial inertial sensor comprised of a triaxial accelerometer and a triaxial gyroscope. Typical physical activity characterization using accelerometer generated counts suffers from two drawbacks - imprecison (due to proprietary counts) and incompleteness (due to incomplete movement description). We address these problems in the context of steady state walking by directly estimating energy expenditure with data from a hip-mounted inertial sensor. We represent the cyclic nature of walking with a Fourier transform of sensor streams and show how one can map this representation to energy expenditure (as measured by V O2 consumption, mL/min) using three regression techniques - Least Squares Regression (LSR), Bayesian Linear Regression (BLR) and Gaussian Process Regression (GPR). We perform a comparative analysis of the accuracy of sensor streams in predicting energy expenditure (measured by RMS prediction accuracy). Triaxial information is more accurate than uniaxial information. LSR based approaches are prone to outlier sensitivity and overfitting. Gyroscopic information showed equivalent if not better prediction accuracy as compared to accelerometers. Combining accelerometer and gyroscopic information provided better accuracy than using either sensor alone. We also analyze the best algorithmic approach among linear and nonlinear methods as measured by RMS prediction accuracy and run time. Nonlinear regression methods showed better prediction accuracy but required an order of magnitude of run time. This paper emphasizes the role of probabilistic techniques in conjunction with joint modeling of triaxial accelerations and rotational rates to improve energy expenditure prediction for steady-state treadmill walking. PMID:21690001

Structural features that predict real-value fluctuations of globular proteins

PubMed Central

Jamroz, Michal; Kolinski, Andrzej; Kihara, Daisuke

2012-01-01

It is crucial to consider dynamics for understanding the biological function of proteins. We used a large number of molecular dynamics trajectories of non-homologous proteins as references and examined static structural features of proteins that are most relevant to fluctuations. We examined correlation of individual structural features with fluctuations and further investigated effective combinations of features for predicting the real-value of residue fluctuations using the support vector regression. It was found that some structural features have higher correlation than crystallographic B-factors with fluctuations observed in molecular dynamics trajectories. Moreover, support vector regression that uses combinations of static structural features showed accurate prediction of fluctuations with an average Pearson’s correlation coefficient of 0.669 and a root mean square error of 1.04 Å. This correlation coefficient is higher than the one observed for the prediction by the Gaussian network model. An advantage of the developed method over the Gaussian network models is that the former predicts the real-value of fluctuation. The results help improve our understanding of relationships between protein structure and fluctuation. Furthermore, the developed method provides a convienient practial way to predict fluctuations of proteins using easily computed static structural features of proteins. PMID:22328193

A real-time multi-scale 2D Gaussian filter based on FPGA

NASA Astrophysics Data System (ADS)

Luo, Haibo; Gai, Xingqin; Chang, Zheng; Hui, Bin

2014-11-01

Multi-scale 2-D Gaussian filter has been widely used in feature extraction (e.g. SIFT, edge etc.), image segmentation, image enhancement, image noise removing, multi-scale shape description etc. However, their computational complexity remains an issue for real-time image processing systems. Aimed at this problem, we propose a framework of multi-scale 2-D Gaussian filter based on FPGA in this paper. Firstly, a full-hardware architecture based on parallel pipeline was designed to achieve high throughput rate. Secondly, in order to save some multiplier, the 2-D convolution is separated into two 1-D convolutions. Thirdly, a dedicate first in first out memory named as CAFIFO (Column Addressing FIFO) was designed to avoid the error propagating induced by spark on clock. Finally, a shared memory framework was designed to reduce memory costs. As a demonstration, we realized a 3 scales 2-D Gaussian filter on a single ALTERA Cyclone III FPGA chip. Experimental results show that, the proposed framework can computing a Multi-scales 2-D Gaussian filtering within one pixel clock period, is further suitable for real-time image processing. Moreover, the main principle can be popularized to the other operators based on convolution, such as Gabor filter, Sobel operator and so on.

Ship Detection in SAR Image Based on the Alpha-stable Distribution

PubMed Central

Wang, Changcheng; Liao, Mingsheng; Li, Xiaofeng

2008-01-01

This paper describes an improved Constant False Alarm Rate (CFAR) ship detection algorithm in spaceborne synthetic aperture radar (SAR) image based on Alpha-stable distribution model. Typically, the CFAR algorithm uses the Gaussian distribution model to describe statistical characteristics of a SAR image background clutter. However, the Gaussian distribution is only valid for multilook SAR images when several radar looks are averaged. As sea clutter in SAR images shows spiky or heavy-tailed characteristics, the Gaussian distribution often fails to describe background sea clutter. In this study, we replace the Gaussian distribution with the Alpha-stable distribution, which is widely used in impulsive or spiky signal processing, to describe the background sea clutter in SAR images. In our proposed algorithm, an initial step for detecting possible ship targets is employed. Then, similar to the typical two-parameter CFAR algorithm, a local process is applied to the pixel identified as possible target. A RADARSAT-1 image is used to validate this Alpha-stable distribution based algorithm. Meanwhile, known ship location data during the time of RADARSAT-1 SAR image acquisition is used to validate ship detection results. Validation results show improvements of the new CFAR algorithm based on the Alpha-stable distribution over the CFAR algorithm based on the Gaussian distribution. PMID:27873794

Permutation entropy of fractional Brownian motion and fractional Gaussian noise

NASA Astrophysics Data System (ADS)

Zunino, L.; Pérez, D. G.; Martín, M. T.; Garavaglia, M.; Plastino, A.; Rosso, O. A.

2008-06-01

We have worked out theoretical curves for the permutation entropy of the fractional Brownian motion and fractional Gaussian noise by using the Bandt and Shiha [C. Bandt, F. Shiha, J. Time Ser. Anal. 28 (2007) 646] theoretical predictions for their corresponding relative frequencies. Comparisons with numerical simulations show an excellent agreement. Furthermore, the entropy-gap in the transition between these processes, observed previously via numerical results, has been here theoretically validated. Also, we have analyzed the behaviour of the permutation entropy of the fractional Gaussian noise for different time delays.

Simulation of the usage of Gaussian mixture models for the purpose of modelling virtual mass spectrometry data.

PubMed

Plechawska, Małgorzata; Polańska, Joanna

2009-01-01

This article presents the method of the processing of mass spectrometry data. Mass spectra are modelled with Gaussian Mixture Models. Every peak of the spectrum is represented by a single Gaussian. Its parameters describe the location, height and width of the corresponding peak of the spectrum. An authorial version of the Expectation Maximisation Algorithm was used to perform all calculations. Errors were estimated with a virtual mass spectrometer. The discussed tool was originally designed to generate a set of spectra within defined parameters.

Extended wavelet transformation to digital holographic reconstruction: application to the elliptical, astigmatic Gaussian beams.

PubMed

Remacha, Clément; Coëtmellec, Sébastien; Brunel, Marc; Lebrun, Denis

2013-02-01

Wavelet analysis provides an efficient tool in numerous signal processing problems and has been implemented in optical processing techniques, such as in-line holography. This paper proposes an improvement of this tool for the case of an elliptical, astigmatic Gaussian (AEG) beam. We show that this mathematical operator allows reconstructing an image of a spherical particle without compression of the reconstructed image, which increases the accuracy of the 3D location of particles and of their size measurement. To validate the performance of this operator we have studied the diffraction pattern produced by a particle illuminated by an AEG beam. This study used mutual intensity propagation, and the particle is defined as a chirped Gaussian sum. The proposed technique was applied and the experimental results are presented.

Parameterization of cloud lidar backscattering profiles by means of asymmetrical Gaussians

NASA Astrophysics Data System (ADS)

del Guasta, Massimo; Morandi, Marco; Stefanutti, Leopoldo

1995-06-01

A fitting procedure for cloud lidar data processing is shown that is based on the computation of the first three moments of the vertical-backscattering (or -extinction) profile. Single-peak clouds or single cloud layers are approximated to asymmetrical Gaussians. The algorithm is particularly stable with respect to noise and processing errors, and it is much faster than the equivalent least-squares approach. Multilayer clouds can easily be treated as a sum of single asymmetrical Gaussian peaks. The method is suitable for cloud-shape parametrization in noisy lidar signatures (like those expected from satellite lidars). It also permits an improvement of cloud radiative-property computations that are based on huge lidar data sets for which storage and careful examination of single lidar profiles can't be carried out.

Evaluation of Shiryaev-Roberts procedure for on-line environmental radiation monitoring.

PubMed

Watson, Mara M; Seliman, Ayman F; Bliznyuk, Valery N; DeVol, Timothy A

2018-04-30

Water can become contaminated as a result of a leak from a nuclear facility, such as a waste facility, or from clandestine nuclear activity. Low-level on-line radiation monitoring is needed to detect these events in real time. A Bayesian control chart method, Shiryaev-Roberts (SR) procedure, was compared with classical methods, 3-σ and cumulative sum (CUSUM), for quantifying an accumulating signal from an extractive scintillating resin flow-cell detection system. Solutions containing 0.10-5.0 Bq/L of 99 Tc, as T99cO 4 - were pumped through a flow cell packed with extractive scintillating resin used in conjunction with a Beta-RAM Model 5 HPLC detector. While T99cO 4 - accumulated on the resin, time series data were collected. Control chart methods were applied to the data using statistical algorithms developed in MATLAB. SR charts were constructed using Poisson (Poisson SR) and Gaussian (Gaussian SR) probability distributions of count data to estimate the likelihood ratio. Poisson and Gaussian SR charts required less volume of radioactive solution at a fixed concentration to exceed the control limit in most cases than 3-σ and CUSUM control charts, particularly solutions with lower activity. SR is thus the ideal control chart for low-level on-line radiation monitoring. Once the control limit was exceeded, activity concentrations were estimated from the SR control chart using the control chart slope on a semi-logarithmic plot. A linear regression fit was applied to averaged slope data for five activity concentration groupings for Poisson and Gaussian SR control charts. A correlation coefficient (R 2 ) of 0.77 for Poisson SR and 0.90 for Gaussian SR suggest this method will adequately estimate activity concentration for an unknown solution. Copyright © 2018 Elsevier Ltd. All rights reserved.

Predicting complex traits using a diffusion kernel on genetic markers with an application to dairy cattle and wheat data

PubMed Central

2013-01-01

Background Arguably, genotypes and phenotypes may be linked in functional forms that are not well addressed by the linear additive models that are standard in quantitative genetics. Therefore, developing statistical learning models for predicting phenotypic values from all available molecular information that are capable of capturing complex genetic network architectures is of great importance. Bayesian kernel ridge regression is a non-parametric prediction model proposed for this purpose. Its essence is to create a spatial distance-based relationship matrix called a kernel. Although the set of all single nucleotide polymorphism genotype configurations on which a model is built is finite, past research has mainly used a Gaussian kernel. Results We sought to investigate the performance of a diffusion kernel, which was specifically developed to model discrete marker inputs, using Holstein cattle and wheat data. This kernel can be viewed as a discretization of the Gaussian kernel. The predictive ability of the diffusion kernel was similar to that of non-spatial distance-based additive genomic relationship kernels in the Holstein data, but outperformed the latter in the wheat data. However, the difference in performance between the diffusion and Gaussian kernels was negligible. Conclusions It is concluded that the ability of a diffusion kernel to capture the total genetic variance is not better than that of a Gaussian kernel, at least for these data. Although the diffusion kernel as a choice of basis function may have potential for use in whole-genome prediction, our results imply that embedding genetic markers into a non-Euclidean metric space has very small impact on prediction. Our results suggest that use of the black box Gaussian kernel is justified, given its connection to the diffusion kernel and its similar predictive performance. PMID:23763755

Modeling absolute differences in life expectancy with a censored skew-normal regression approach

PubMed Central

Clough-Gorr, Kerri; Zwahlen, Marcel

2015-01-01

Parameter estimates from commonly used multivariable parametric survival regression models do not directly quantify differences in years of life expectancy. Gaussian linear regression models give results in terms of absolute mean differences, but are not appropriate in modeling life expectancy, because in many situations time to death has a negative skewed distribution. A regression approach using a skew-normal distribution would be an alternative to parametric survival models in the modeling of life expectancy, because parameter estimates can be interpreted in terms of survival time differences while allowing for skewness of the distribution. In this paper we show how to use the skew-normal regression so that censored and left-truncated observations are accounted for. With this we model differences in life expectancy using data from the Swiss National Cohort Study and from official life expectancy estimates and compare the results with those derived from commonly used survival regression models. We conclude that a censored skew-normal survival regression approach for left-truncated observations can be used to model differences in life expectancy across covariates of interest. PMID:26339544

A fast elitism Gaussian estimation of distribution algorithm and application for PID optimization.

PubMed

Xu, Qingyang; Zhang, Chengjin; Zhang, Li

2014-01-01

Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA.

A Fast Elitism Gaussian Estimation of Distribution Algorithm and Application for PID Optimization

PubMed Central

Xu, Qingyang; Zhang, Chengjin; Zhang, Li

2014-01-01

Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA. PMID:24892059

A brain MRI bias field correction method created in the Gaussian multi-scale space

NASA Astrophysics Data System (ADS)

Chen, Mingsheng; Qin, Mingxin

2017-07-01

A pre-processing step is needed to correct for the bias field signal before submitting corrupted MR images to such image-processing algorithms. This study presents a new bias field correction method. The method creates a Gaussian multi-scale space by the convolution of the inhomogeneous MR image with a two-dimensional Gaussian function. In the multi-Gaussian space, the method retrieves the image details from the differentiation of the original image and convolution image. Then, it obtains an image whose inhomogeneity is eliminated by the weighted sum of image details in each layer in the space. Next, the bias field-corrected MR image is retrieved after the Υ correction, which enhances the contrast and brightness of the inhomogeneity-eliminated MR image. We have tested the approach on T1 MRI and T2 MRI with varying bias field levels and have achieved satisfactory results. Comparison experiments with popular software have demonstrated superior performance of the proposed method in terms of quantitative indices, especially an improvement in subsequent image segmentation.

Active Learning with Statistical Models.

DTIC Science & Technology

1995-01-01

Active Learning with Statistical Models ASC-9217041, NSF CDA-9309300 6. AUTHOR(S) David A. Cohn, Zoubin Ghahramani, and Michael I. Jordan 7. PERFORMING...TERMS 15. NUMBER OF PAGES Al, MIT, Artificial Intelligence, active learning , queries, locally weighted 6 regression, LOESS, mixtures of gaussians...COMPUTATIONAL LEARNING DEPARTMENT OF BRAIN AND COGNITIVE SCIENCES A.I. Memo No. 1522 January 9. 1995 C.B.C.L. Paper No. 110 Active Learning with

SU-G-IeP3-08: Image Reconstruction for Scanning Imaging System Based On Shape-Modulated Point Spreading Function

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Ruixing; Yang, LV; Xu, Kele

Purpose: Deconvolution is a widely used tool in the field of image reconstruction algorithm when the linear imaging system has been blurred by the imperfect system transfer function. However, due to the nature of Gaussian-liked distribution for point spread function (PSF), the components with coherent high frequency in the image are hard to restored in most of the previous scanning imaging system, even the relatively accurate PSF is acquired. We propose a novel method for deconvolution of images which are obtained by using shape-modulated PSF. Methods: We use two different types of PSF - Gaussian shape and donut shape -more » to convolute the original image in order to simulate the process of scanning imaging. By employing deconvolution of the two images with corresponding given priors, the image quality of the deblurred images are compared. Then we find the critical size of the donut shape compared with the Gaussian shape which has similar deconvolution results. Through calculation of tightened focusing process using radially polarized beam, such size of donut is achievable under same conditions. Results: The effects of different relative size of donut and Gaussian shapes are investigated. When the full width at half maximum (FWHM) ratio of donut and Gaussian shape is set about 1.83, similar resolution results are obtained through our deconvolution method. Decreasing the size of donut will favor the deconvolution method. A mask with both amplitude and phase modulation is used to create a donut-shaped PSF compared with the non-modulated Gaussian PSF. Donut with size smaller than our critical value is obtained. Conclusion: The utility of donutshaped PSF are proved useful and achievable in the imaging and deconvolution processing, which is expected to have potential practical applications in high resolution imaging for biological samples.« less

Smooth Scalar-on-Image Regression via Spatial Bayesian Variable Selection

PubMed Central

Goldsmith, Jeff; Huang, Lei; Crainiceanu, Ciprian M.

2013-01-01

We develop scalar-on-image regression models when images are registered multidimensional manifolds. We propose a fast and scalable Bayes inferential procedure to estimate the image coefficient. The central idea is the combination of an Ising prior distribution, which controls a latent binary indicator map, and an intrinsic Gaussian Markov random field, which controls the smoothness of the nonzero coefficients. The model is fit using a single-site Gibbs sampler, which allows fitting within minutes for hundreds of subjects with predictor images containing thousands of locations. The code is simple and is provided in less than one page in the Appendix. We apply this method to a neuroimaging study where cognitive outcomes are regressed on measures of white matter microstructure at every voxel of the corpus callosum for hundreds of subjects. PMID:24729670

Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises

NASA Astrophysics Data System (ADS)

Basin, M.; Maldonado, J. J.; Zendejo, O.

2016-07-01

This paper proposes new mean-square filter and parameter estimator design for linear stochastic systems with unknown parameters over linear observations, where unknown parameters are considered as combinations of Gaussian and Poisson white noises. The problem is treated by reducing the original problem to a filtering problem for an extended state vector that includes parameters as additional states, modelled as combinations of independent Gaussian and Poisson processes. The solution to this filtering problem is based on the mean-square filtering equations for incompletely polynomial states confused with Gaussian and Poisson noises over linear observations. The resulting mean-square filter serves as an identifier for the unknown parameters. Finally, a simulation example shows effectiveness of the proposed mean-square filter and parameter estimator.

Brownian motion under dynamic disorder: effects of memory on the decay of the non-Gaussianity parameter

NASA Astrophysics Data System (ADS)

Tyagi, Neha; Cherayil, Binny J.

2018-03-01

The increasingly widespread occurrence in complex fluids of particle motion that is both Brownian and non-Gaussian has recently been found to be successfully modeled by a process (frequently referred to as ‘diffusing diffusivity’) in which the white noise that governs Brownian diffusion is itself stochastically modulated by either Ornstein–Uhlenbeck dynamics or by two-state noise. But the model has so far not been able to account for an aspect of non-Gaussian Brownian motion that is also commonly observed: a non-monotonic decay of the parameter that quantifies the extent of deviation from Gaussian behavior. In this paper, we show that the inclusion of memory effects in the model—via a generalized Langevin equation—can rationalise this phenomenon.

Dynamics of a Landau-Zener non-dissipative system with fluctuating energy levels

NASA Astrophysics Data System (ADS)

Fai, L. C.; Diffo, J. T.; Ateuafack, M. E.; Tchoffo, M.; Fouokeng, G. C.

2014-12-01

This paper considers a Landau-Zener (two-level) system influenced by a three-dimensional Gaussian and non-Gaussian coloured noise and finds a general form of the time dependent diabatic quantum bit (qubit) flip transition probabilities in the fast, intermediate and slow noise limits. The qubit flip probability is observed to mimic (for low-frequencies noise) that of the standard LZ problem. The qubit flip probability is also observed to be the measure of quantum coherence of states. The transition probability is observed to be tailored by non-Gaussian low-frequency noise and otherwise by Gaussian low-frequency coloured noise. Intermediate and fast noise limits are observed to alter the memory of the system in time and found to improve and control quantum information processing.

Stable radiation pressure acceleration of ions by suppressing transverse Rayleigh-Taylor instability with multiple Gaussian pulses

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou, M. L.; Liu, B.; Hu, R. H.

In the case of a thin plasma slab accelerated by the radiation pressure of an ultra-intense laser pulse, the development of Rayleigh-Taylor instability (RTI) will destroy the acceleration structure and terminate the acceleration process much sooner than theoretical limit. In this paper, a new scheme using multiple Gaussian pulses for ion acceleration in a radiation pressure acceleration regime is investigated with particle-in-cell simulation. We found that with multiple Gaussian pulses, the instability could be efficiently suppressed and the divergence of the ion bunch is greatly reduced, resulting in a longer acceleration time and much more collimated ion bunch with highermore » energy than using a single Gaussian pulse. An analytical model is developed to describe the suppression of RTI at the laser-plasma interface. The model shows that the suppression of RTI is due to the introduction of the long wavelength mode RTI by the multiple Gaussian pulses.« less

An unbiased risk estimator for image denoising in the presence of mixed poisson-gaussian noise.

PubMed

Le Montagner, Yoann; Angelini, Elsa D; Olivo-Marin, Jean-Christophe

2014-03-01

The behavior and performance of denoising algorithms are governed by one or several parameters, whose optimal settings depend on the content of the processed image and the characteristics of the noise, and are generally designed to minimize the mean squared error (MSE) between the denoised image returned by the algorithm and a virtual ground truth. In this paper, we introduce a new Poisson-Gaussian unbiased risk estimator (PG-URE) of the MSE applicable to a mixed Poisson-Gaussian noise model that unifies the widely used Gaussian and Poisson noise models in fluorescence bioimaging applications. We propose a stochastic methodology to evaluate this estimator in the case when little is known about the internal machinery of the considered denoising algorithm, and we analyze both theoretically and empirically the characteristics of the PG-URE estimator. Finally, we evaluate the PG-URE-driven parametrization for three standard denoising algorithms, with and without variance stabilizing transforms, and different characteristics of the Poisson-Gaussian noise mixture.

'A device for being able to book P&L': the organizational embedding of the Gaussian copula.

PubMed

MacKenzie, Donald; Spears, Taylor

2014-06-01

This article, the second of two articles on the Gaussian copula family of models, discusses the attitude of 'quants' (modellers) to these models, showing that contrary to some accounts, those quants were not 'model dopes' who uncritically accepted the outputs of the models. Although sometimes highly critical of Gaussian copulas - even 'othering' them as not really being models --they nevertheless nearly all kept using them, an outcome we explain with reference to the embedding of these models in inter- and intra-organizational processes: communication, risk control and especially the setting of bonuses. The article also examines the role of Gaussian copula models in the 2007-2008 global crisis and in a 2005 episode known as 'the correlation crisis'. We end with the speculation that all widely used derivatives models (and indeed the evaluation culture in which they are embedded) help generate inter-organizational co-ordination, and all that is special in this respect about the Gaussian copula is that its status as 'other' makes this role evident.

A Gaussian Processes Technique for Short-term Load Forecasting with Considerations of Uncertainty

NASA Astrophysics Data System (ADS)

Ohmi, Masataro; Mori, Hiroyuki

In this paper, an efficient method is proposed to deal with short-term load forecasting with the Gaussian Processes. Short-term load forecasting plays a key role to smooth power system operation such as economic load dispatching, unit commitment, etc. Recently, the deregulated and competitive power market increases the degree of uncertainty. As a result, it is more important to obtain better prediction results to save the cost. One of the most important aspects is that power system operator needs the upper and lower bounds of the predicted load to deal with the uncertainty while they require more accurate predicted values. The proposed method is based on the Bayes model in which output is expressed in a distribution rather than a point. To realize the model efficiently, this paper proposes the Gaussian Processes that consists of the Bayes linear model and kernel machine to obtain the distribution of the predicted value. The proposed method is successively applied to real data of daily maximum load forecasting.

Gaussian process tomography for soft x-ray spectroscopy at WEST without equilibrium information

NASA Astrophysics Data System (ADS)

Wang, T.; Mazon, D.; Svensson, J.; Li, D.; Jardin, A.; Verdoolaege, G.

2018-06-01

Gaussian process tomography (GPT) is a recently developed tomography method based on the Bayesian probability theory [J. Svensson, JET Internal Report EFDA-JET-PR(11)24, 2011 and Li et al., Rev. Sci. Instrum. 84, 083506 (2013)]. By modeling the soft X-ray (SXR) emissivity field in a poloidal cross section as a Gaussian process, the Bayesian SXR tomography can be carried out in a robust and extremely fast way. Owing to the short execution time of the algorithm, GPT is an important candidate for providing real-time reconstructions with a view to impurity transport and fast magnetohydrodynamic control. In addition, the Bayesian formalism allows quantifying uncertainty on the inferred parameters. In this paper, the GPT technique is validated using a synthetic data set expected from the WEST tokamak, and the results are shown of its application to the reconstruction of SXR emissivity profiles measured on Tore Supra. The method is compared with the standard algorithm based on minimization of the Fisher information.

Assessment of DPOAE test-retest difference curves via hierarchical Gaussian processes.

PubMed

Bao, Junshu; Hanson, Timothy; McMillan, Garnett P; Knight, Kristin

2017-03-01

Distortion product otoacoustic emissions (DPOAE) testing is a promising alternative to behavioral hearing tests and auditory brainstem response testing of pediatric cancer patients. The central goal of this study is to assess whether significant changes in the DPOAE frequency/emissions curve (DP-gram) occur in pediatric patients in a test-retest scenario. This is accomplished through the construction of normal reference charts, or credible regions, that DP-gram differences lie in, as well as contour probabilities that measure how abnormal (or in a certain sense rare) a test-retest difference is. A challenge is that the data were collected over varying frequencies, at different time points from baseline, and on possibly one or both ears. A hierarchical structural equation Gaussian process model is proposed to handle the different sources of correlation in the emissions measurements, wherein both subject-specific random effects and variance components governing the smoothness and variability of each child's Gaussian process are coupled together. © 2016, The International Biometric Society.

Log-normal distribution from a process that is not multiplicative but is additive.

PubMed

Mouri, Hideaki

2013-10-01

The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal distribution. Although the sum tends eventually to a Gaussian distribution, the distribution of the sum is always close to a log-normal distribution rather than to any Gaussian distribution if the summands are numerous enough. This is in contrast to the current consensus that any log-normal distribution is due to a product of random variables, i.e., a multiplicative process, or equivalently to nonlinearity of the system. In fact, the log-normal distribution is also observable for a sum, i.e., an additive process that is typical of linear systems. We show conditions for such a sum, an analytical example, and an application to random scalar fields such as those of turbulence.

Robust radio interferometric calibration using the t-distribution

NASA Astrophysics Data System (ADS)

Kazemi, S.; Yatawatta, S.

2013-10-01

A major stage of radio interferometric data processing is calibration or the estimation of systematic errors in the data and the correction for such errors. A stochastic error (noise) model is assumed, and in most cases, this underlying model is assumed to be Gaussian. However, outliers in the data due to interference or due to errors in the sky model would have adverse effects on processing based on a Gaussian noise model. Most of the shortcomings of calibration such as the loss in flux or coherence, and the appearance of spurious sources, could be attributed to the deviations of the underlying noise model. In this paper, we propose to improve the robustness of calibration by using a noise model based on Student's t-distribution. Student's t-noise is a special case of Gaussian noise when the variance is unknown. Unlike Gaussian-noise-model-based calibration, traditional least-squares minimization would not directly extend to a case when we have a Student's t-noise model. Therefore, we use a variant of the expectation-maximization algorithm, called the expectation-conditional maximization either algorithm, when we have a Student's t-noise model and use the Levenberg-Marquardt algorithm in the maximization step. We give simulation results to show the robustness of the proposed calibration method as opposed to traditional Gaussian-noise-model-based calibration, especially in preserving the flux of weaker sources that are not included in the calibration model.

Assessing the potential for improving S2S forecast skill through multimodel ensembling

NASA Astrophysics Data System (ADS)

Vigaud, N.; Robertson, A. W.; Tippett, M. K.; Wang, L.; Bell, M. J.

2016-12-01

Non-linear logistic regression is well suited to probability forecasting and has been successfully applied in the past to ensemble weather and climate predictions, providing access to the full probabilities distribution without any Gaussian assumption. However, little work has been done at sub-monthly lead times where relatively small re-forecast ensembles and lengths represent new challenges for which post-processing avenues have yet to be investigated. A promising approach consists in extending the definition of non-linear logistic regression by including the quantile of the forecast distribution as one of the predictors. So-called Extended Logistic Regression (ELR), which enables mutually consistent individual threshold probabilities, is here applied to ECMWF, CFSv2 and CMA re-forecasts from the S2S database in order to produce rainfall probabilities at weekly resolution. The ELR model is trained on seasonally-varying tercile categories computed for lead times of 1 to 4 weeks. It is then tested in a cross-validated manner, i.e. allowing real-time predictability applications, to produce rainfall tercile probabilities from individual weekly hindcasts that are finally combined by equal pooling. Results will be discussed over a broader North American region, where individual and MME forecasts generated out to 4 weeks lead are characterized by good probabilistic reliability but low sharpness, exhibiting systematically more skill in winter than summer.

Integrating multiple fitting regression and Bayes decision for cancer diagnosis with transcriptomic data from tumor-educated blood platelets.

PubMed

Huang, Guangzao; Yuan, Mingshun; Chen, Moliang; Li, Lei; You, Wenjie; Li, Hanjie; Cai, James J; Ji, Guoli

2017-10-07

The application of machine learning in cancer diagnostics has shown great promise and is of importance in clinic settings. Here we consider applying machine learning methods to transcriptomic data derived from tumor-educated platelets (TEPs) from individuals with different types of cancer. We aim to define a reliability measure for diagnostic purposes to increase the potential for facilitating personalized treatments. To this end, we present a novel classification method called MFRB (for Multiple Fitting Regression and Bayes decision), which integrates the process of multiple fitting regression (MFR) with Bayes decision theory. MFR is first used to map multidimensional features of the transcriptomic data into a one-dimensional feature. The probability density function of each class in the mapped space is then adjusted using the Gaussian probability density function. Finally, the Bayes decision theory is used to build a probabilistic classifier with the estimated probability density functions. The output of MFRB can be used to determine which class a sample belongs to, as well as to assign a reliability measure for a given class. The classical support vector machine (SVM) and probabilistic SVM (PSVM) are used to evaluate the performance of the proposed method with simulated and real TEP datasets. Our results indicate that the proposed MFRB method achieves the best performance compared to SVM and PSVM, mainly due to its strong generalization ability for limited, imbalanced, and noisy data.

Reduced Wiener Chaos representation of random fields via basis adaptation and projection

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tsilifis, Panagiotis, E-mail: tsilifis@usc.edu; Department of Civil Engineering, University of Southern California, Los Angeles, CA 90089; Ghanem, Roger G., E-mail: ghanem@usc.edu

2017-07-15

A new characterization of random fields appearing in physical models is presented that is based on their well-known Homogeneous Chaos expansions. We take advantage of the adaptation capabilities of these expansions where the core idea is to rotate the basis of the underlying Gaussian Hilbert space, in order to achieve reduced functional representations that concentrate the induced probability measure in a lower dimensional subspace. For a smooth family of rotations along the domain of interest, the uncorrelated Gaussian inputs are transformed into a Gaussian process, thus introducing a mesoscale that captures intermediate characteristics of the quantity of interest.

Reduced Wiener Chaos representation of random fields via basis adaptation and projection

NASA Astrophysics Data System (ADS)

Tsilifis, Panagiotis; Ghanem, Roger G.

2017-07-01

A new characterization of random fields appearing in physical models is presented that is based on their well-known Homogeneous Chaos expansions. We take advantage of the adaptation capabilities of these expansions where the core idea is to rotate the basis of the underlying Gaussian Hilbert space, in order to achieve reduced functional representations that concentrate the induced probability measure in a lower dimensional subspace. For a smooth family of rotations along the domain of interest, the uncorrelated Gaussian inputs are transformed into a Gaussian process, thus introducing a mesoscale that captures intermediate characteristics of the quantity of interest.

Comparison of Gaussian and non-Gaussian Atmospheric Profile Retrievals from Satellite Microwave Data

NASA Astrophysics Data System (ADS)

Kliewer, A.; Forsythe, J. M.; Fletcher, S. J.; Jones, A. S.

2017-12-01

The Cooperative Institute for Research in the Atmosphere at Colorado State University has recently developed two different versions of a mixed-distribution (lognormal combined with a Gaussian) based microwave temperature and mixing ratio retrieval system as well as the original Gaussian-based approach. These retrieval systems are based upon 1DVAR theory but have been adapted to use different descriptive statistics of the lognormal distribution to minimize the background errors. The input radiance data is from the AMSU-A and MHS instruments on the NOAA series of spacecraft. To help illustrate how the three retrievals are affected by the change in the distribution we are in the process of creating a new website to show the output from the different retrievals. Here we present initial results from different dynamical situations to show how the tool could be used by forecasters as well as for educators. However, as the new retrieved values are from a non-Gaussian based 1DVAR then they will display non-Gaussian behaviors that need to pass a quality control measure that is consistent with this distribution, and these new measures are presented here along with initial results for checking the retrievals.

Determining the Gaussian Modulus and Edge Properties of 2D Materials: From Graphene to Lipid Bilayers

NASA Astrophysics Data System (ADS)

Zelisko, Matthew; Ahmadpoor, Fatemeh; Gao, Huajian; Sharma, Pradeep

2017-08-01

The dominant deformation behavior of two-dimensional materials (bending) is primarily governed by just two parameters: bending rigidity and the Gaussian modulus. These properties also set the energy scale for various important physical and biological processes such as pore formation, cell fission and generally, any event accompanied by a topological change. Unlike the bending rigidity, the Gaussian modulus is, however, notoriously difficult to evaluate via either experiments or atomistic simulations. In this Letter, recognizing that the Gaussian modulus and edge tension play a nontrivial role in the fluctuations of a 2D material edge, we derive closed-form expressions for edge fluctuations. Combined with atomistic simulations, we use the developed approach to extract the Gaussian modulus and edge tension at finite temperatures for both graphene and various types of lipid bilayers. Our results possibly provide the first reliable estimate of this elusive property at finite temperatures and appear to suggest that earlier estimates must be revised. In particular, we show that, if previously estimated properties are employed, the graphene-free edge will exhibit unstable behavior at room temperature. Remarkably, in the case of graphene, we show that the Gaussian modulus and edge tension even change sign at finite temperatures.

Entanglement sensitivity to signal attenuation and amplification

NASA Astrophysics Data System (ADS)

Filippov, Sergey N.; Ziman, Mário

2014-07-01

We analyze general laws of continuous-variable entanglement dynamics during the deterministic attenuation and amplification of the physical signal carrying the entanglement. These processes are inevitably accompanied by noises, so we find fundamental limitations on noise intensities that destroy entanglement of Gaussian and non-Gaussian input states. The phase-insensitive amplification Φ1⊗Φ2⊗⋯ΦN with the power gain κi≥2 (≈3 dB, i =1,...,N) is shown to destroy entanglement of any N-mode Gaussian state even in the case of quantum-limited performance. In contrast, we demonstrate non-Gaussian states with the energy of a few photons such that their entanglement survives within a wide range of noises beyond quantum-limited performance for any degree of attenuation or gain. We detect entanglement preservation properties of the channel Φ1⊗Φ2, where each mode is deterministically attenuated or amplified. Gaussian states of high energy are shown to be robust to very asymmetric attenuations, whereas non-Gaussian states are at an advantage in the case of symmetric attenuation and general amplification. If Φ1=Φ2, the total noise should not exceed 1/2√κ2+1 to guarantee entanglement preservation.

Advances in nowcasting influenza-like illness rates using search query logs

NASA Astrophysics Data System (ADS)

Lampos, Vasileios; Miller, Andrew C.; Crossan, Steve; Stefansen, Christian

2015-08-01

User-generated content can assist epidemiological surveillance in the early detection and prevalence estimation of infectious diseases, such as influenza. Google Flu Trends embodies the first public platform for transforming search queries to indications about the current state of flu in various places all over the world. However, the original model significantly mispredicted influenza-like illness rates in the US during the 2012-13 flu season. In this work, we build on the previous modeling attempt, proposing substantial improvements. Firstly, we investigate the performance of a widely used linear regularized regression solver, known as the Elastic Net. Then, we expand on this model by incorporating the queries selected by the Elastic Net into a nonlinear regression framework, based on a composite Gaussian Process. Finally, we augment the query-only predictions with an autoregressive model, injecting prior knowledge about the disease. We assess predictive performance using five consecutive flu seasons spanning from 2008 to 2013 and qualitatively explain certain shortcomings of the previous approach. Our results indicate that a nonlinear query modeling approach delivers the lowest cumulative nowcasting error, and also suggest that query information significantly improves autoregressive inferences, obtaining state-of-the-art performance.

Advances in nowcasting influenza-like illness rates using search query logs.

PubMed

Lampos, Vasileios; Miller, Andrew C; Crossan, Steve; Stefansen, Christian

2015-08-03

User-generated content can assist epidemiological surveillance in the early detection and prevalence estimation of infectious diseases, such as influenza. Google Flu Trends embodies the first public platform for transforming search queries to indications about the current state of flu in various places all over the world. However, the original model significantly mispredicted influenza-like illness rates in the US during the 2012-13 flu season. In this work, we build on the previous modeling attempt, proposing substantial improvements. Firstly, we investigate the performance of a widely used linear regularized regression solver, known as the Elastic Net. Then, we expand on this model by incorporating the queries selected by the Elastic Net into a nonlinear regression framework, based on a composite Gaussian Process. Finally, we augment the query-only predictions with an autoregressive model, injecting prior knowledge about the disease. We assess predictive performance using five consecutive flu seasons spanning from 2008 to 2013 and qualitatively explain certain shortcomings of the previous approach. Our results indicate that a nonlinear query modeling approach delivers the lowest cumulative nowcasting error, and also suggest that query information significantly improves autoregressive inferences, obtaining state-of-the-art performance.

Can Selforganizing Maps Accurately Predict Photometric Redshifts?

NASA Technical Reports Server (NTRS)

Way, Michael J.; Klose, Christian

2012-01-01

We present an unsupervised machine-learning approach that can be employed for estimating photometric redshifts. The proposed method is based on a vector quantization called the self-organizing-map (SOM) approach. A variety of photometrically derived input values were utilized from the Sloan Digital Sky Survey's main galaxy sample, luminous red galaxy, and quasar samples, along with the PHAT0 data set from the Photo-z Accuracy Testing project. Regression results obtained with this new approach were evaluated in terms of root-mean-square error (RMSE) to estimate the accuracy of the photometric redshift estimates. The results demonstrate competitive RMSE and outlier percentages when compared with several other popular approaches, such as artificial neural networks and Gaussian process regression. SOM RMSE results (using delta(z) = z(sub phot) - z(sub spec)) are 0.023 for the main galaxy sample, 0.027 for the luminous red galaxy sample, 0.418 for quasars, and 0.022 for PHAT0 synthetic data. The results demonstrate that there are nonunique solutions for estimating SOM RMSEs. Further research is needed in order to find more robust estimation techniques using SOMs, but the results herein are a positive indication of their capabilities when compared with other well-known methods

Evaluating Algorithm Performance Metrics Tailored for Prognostics

NASA Technical Reports Server (NTRS)

Saxena, Abhinav; Celaya, Jose; Saha, Bhaskar; Saha, Sankalita; Goebel, Kai

2009-01-01

Prognostics has taken a center stage in Condition Based Maintenance (CBM) where it is desired to estimate Remaining Useful Life (RUL) of the system so that remedial measures may be taken in advance to avoid catastrophic events or unwanted downtimes. Validation of such predictions is an important but difficult proposition and a lack of appropriate evaluation methods renders prognostics meaningless. Evaluation methods currently used in the research community are not standardized and in many cases do not sufficiently assess key performance aspects expected out of a prognostics algorithm. In this paper we introduce several new evaluation metrics tailored for prognostics and show that they can effectively evaluate various algorithms as compared to other conventional metrics. Specifically four algorithms namely; Relevance Vector Machine (RVM), Gaussian Process Regression (GPR), Artificial Neural Network (ANN), and Polynomial Regression (PR) are compared. These algorithms vary in complexity and their ability to manage uncertainty around predicted estimates. Results show that the new metrics rank these algorithms in different manner and depending on the requirements and constraints suitable metrics may be chosen. Beyond these results, these metrics offer ideas about how metrics suitable to prognostics may be designed so that the evaluation procedure can be standardized. 1

HT-FRTC: a fast radiative transfer code using kernel regression

NASA Astrophysics Data System (ADS)

Thelen, Jean-Claude; Havemann, Stephan; Lewis, Warren

2016-09-01

The HT-FRTC is a principal component based fast radiative transfer code that can be used across the electromagnetic spectrum from the microwave through to the ultraviolet to calculate transmittance, radiance and flux spectra. The principal components cover the spectrum at a very high spectral resolution, which allows very fast line-by-line, hyperspectral and broadband simulations for satellite-based, airborne and ground-based sensors. The principal components are derived during a code training phase from line-by-line simulations for a diverse set of atmosphere and surface conditions. The derived principal components are sensor independent, i.e. no extra training is required to include additional sensors. During the training phase we also derive the predictors which are required by the fast radiative transfer code to determine the principal component scores from the monochromatic radiances (or fluxes, transmittances). These predictors are calculated for each training profile at a small number of frequencies, which are selected by a k-means cluster algorithm during the training phase. Until recently the predictors were calculated using a linear regression. However, during a recent rewrite of the code the linear regression was replaced by a Gaussian Process (GP) regression which resulted in a significant increase in accuracy when compared to the linear regression. The HT-FRTC has been trained with a large variety of gases, surface properties and scatterers. Rayleigh scattering as well as scattering by frozen/liquid clouds, hydrometeors and aerosols have all been included. The scattering phase function can be fully accounted for by an integrated line-by-line version of the Edwards-Slingo spherical harmonics radiation code or approximately by a modification to the extinction (Chou scaling).

Evaluating Machine Learning Regression Algorithms for Operational Retrieval of Biophysical Parameters: Opportunities for Sentinel

NASA Astrophysics Data System (ADS)

Verrelst, Jochem; Rivera, J. P.; Alonso, L.; Guanter, L.; Moreno, J.

2012-04-01

ESA’s upcoming satellites Sentinel-2 (S2) and Sentinel-3 (S3) aim to ensure continuity for Landsat 5/7, SPOT- 5, SPOT-Vegetation and Envisat MERIS observations by providing superspectral images of high spatial and temporal resolution. S2 and S3 will deliver near real-time operational products with a high accuracy for land monitoring. This unprecedented data availability leads to an urgent need for developing robust and accurate retrieval methods. Machine learning regression algorithms could be powerful candidates for the estimation of biophysical parameters from satellite reflectance measurements because of their ability to perform adaptive, nonlinear data fitting. By using data from the ESA-led field campaign SPARC (Barrax, Spain), it was recently found [1] that Gaussian processes regression (GPR) outperformed competitive machine learning algorithms such as neural networks, support vector regression) and kernel ridge regression both in terms of accuracy and computational speed. For various Sentinel configurations (S2-10m, S2- 20m, S2-60m and S3-300m) three important biophysical parameters were estimated: leaf chlorophyll content (Chl), leaf area index (LAI) and fractional vegetation cover (FVC). GPR was the only method that reached the 10% precision required by end users in the estimation of Chl. In view of implementing the regressor into operational monitoring applications, here the portability of locally trained GPR models to other images was evaluated. The associated confidence maps proved to be a good indicator for evaluating the robustness of the trained models. Consistent retrievals were obtained across the different images, particularly over agricultural sites. To make the method suitable for operational use, however, the poorer confidences over bare soil areas suggest that the training dataset should be expanded with inputs from various land cover types.

Bayesian non-parametric inference for stochastic epidemic models using Gaussian Processes.

PubMed

Xu, Xiaoguang; Kypraios, Theodore; O'Neill, Philip D

2016-10-01

This paper considers novel Bayesian non-parametric methods for stochastic epidemic models. Many standard modeling and data analysis methods use underlying assumptions (e.g. concerning the rate at which new cases of disease will occur) which are rarely challenged or tested in practice. To relax these assumptions, we develop a Bayesian non-parametric approach using Gaussian Processes, specifically to estimate the infection process. The methods are illustrated with both simulated and real data sets, the former illustrating that the methods can recover the true infection process quite well in practice, and the latter illustrating that the methods can be successfully applied in different settings. © The Author 2016. Published by Oxford University Press.

Deep neural networks to enable real-time multimessenger astrophysics

NASA Astrophysics Data System (ADS)

George, Daniel; Huerta, E. A.

2018-02-01

Gravitational wave astronomy has set in motion a scientific revolution. To further enhance the science reach of this emergent field of research, there is a pressing need to increase the depth and speed of the algorithms used to enable these ground-breaking discoveries. We introduce Deep Filtering—a new scalable machine learning method for end-to-end time-series signal processing. Deep Filtering is based on deep learning with two deep convolutional neural networks, which are designed for classification and regression, to detect gravitational wave signals in highly noisy time-series data streams and also estimate the parameters of their sources in real time. Acknowledging that some of the most sensitive algorithms for the detection of gravitational waves are based on implementations of matched filtering, and that a matched filter is the optimal linear filter in Gaussian noise, the application of Deep Filtering using whitened signals in Gaussian noise is investigated in this foundational article. The results indicate that Deep Filtering outperforms conventional machine learning techniques, achieves similar performance compared to matched filtering, while being several orders of magnitude faster, allowing real-time signal processing with minimal resources. Furthermore, we demonstrate that Deep Filtering can detect and characterize waveform signals emitted from new classes of eccentric or spin-precessing binary black holes, even when trained with data sets of only quasicircular binary black hole waveforms. The results presented in this article, and the recent use of deep neural networks for the identification of optical transients in telescope data, suggests that deep learning can facilitate real-time searches of gravitational wave sources and their electromagnetic and astroparticle counterparts. In the subsequent article, the framework introduced herein is directly applied to identify and characterize gravitational wave events in real LIGO data.

Improvement on Exoplanet Detection Methods and Analysis via Gaussian Process Fitting Techniques

NASA Astrophysics Data System (ADS)

Van Ross, Bryce; Teske, Johanna

2018-01-01

Planetary signals in radial velocity (RV) data are often accompanied by signals coming solely from stellar photo- or chromospheric variation. Such variation can reduce the precision of planet detection and mass measurements, and cause misidentification of planetary signals. Recently, several authors have demonstrated the utility of Gaussian Process (GP) regression for disentangling planetary signals in RV observations (Aigrain et al. 2012; Angus et al. 2017; Czekala et al. 2017; Faria et al. 2016; Gregory 2015; Haywood et al. 2014; Rajpaul et al. 2015; Foreman-Mackey et al. 2017). GP models the covariance of multivariate data to make predictions about likely underlying trends in the data, which can be applied to regions where there are no existing observations. The potency of GP has been used to infer stellar rotation periods; to model and disentangle time series spectra; and to determine physical aspects, populations, and detection of exoplanets, among other astrophysical applications. Here, we implement similar analysis techniques to times series of the Ca-2 H and K activity indicator measured simultaneously with RVs in a small sample of stars from the large Keck/HIRES RV planet search program. Our goal is to characterize the pattern(s) of non-planetary variation to be able to know what is/ is not a planetary signal. We investigated ten different GP kernels and their respective hyperparameters to determine the optimal combination (e.g., the lowest Bayesian Information Criterion value) in each stellar data set. To assess the hyperparameters’ error, we sampled their posterior distributions using Markov chain Monte Carlo (MCMC) analysis on the optimized kernels. Our results demonstrate how GP analysis of stellar activity indicators alone can contribute to exoplanet detection in RV data, and highlight the challenges in applying GP analysis to relatively small, irregularly sampled time series.

An approach for combining airborne LiDAR and high-resolution aerial color imagery using Gaussian processes

NASA Astrophysics Data System (ADS)

Liu, Yansong; Monteiro, Sildomar T.; Saber, Eli

2015-10-01

Changes in vegetation cover, building construction, road network and traffic conditions caused by urban expansion affect the human habitat as well as the natural environment in rapidly developing cities. It is crucial to assess these changes and respond accordingly by identifying man-made and natural structures with accurate classification algorithms. With the increase in use of multi-sensor remote sensing systems, researchers are able to obtain a more complete description of the scene of interest. By utilizing multi-sensor data, the accuracy of classification algorithms can be improved. In this paper, we propose a method for combining 3D LiDAR point clouds and high-resolution color images to classify urban areas using Gaussian processes (GP). GP classification is a powerful non-parametric classification method that yields probabilistic classification results. It makes predictions in a way that addresses the uncertainty of real world. In this paper, we attempt to identify man-made and natural objects in urban areas including buildings, roads, trees, grass, water and vehicles. LiDAR features are derived from the 3D point clouds and the spatial and color features are extracted from RGB images. For classification, we use the Laplacian approximation for GP binary classification on the new combined feature space. The multiclass classification has been implemented by using one-vs-all binary classification strategy. The result of applying support vector machines (SVMs) and logistic regression (LR) classifier is also provided for comparison. Our experiments show a clear improvement of classification results by using the two sensors combined instead of each sensor separately. Also we found the advantage of applying GP approach to handle the uncertainty in classification result without compromising accuracy compared to SVM, which is considered as the state-of-the-art classification method.

Increased intra-individual reaction time variability in cocaine-dependent subjects: role of cocaine-related cues.

PubMed

Liu, Shijing; Lane, Scott D; Schmitz, Joy M; Green, Charles E; Cunningham, Kathryn A; Moeller, F Gerard

2012-02-01

Neuroimaging data suggest that impaired performance on response inhibition and information processing tests in cocaine-dependent subjects is related to prefrontal and frontal cortical dysfunction and that dysfunction in these brain areas may underlie some aspects of cocaine addiction. In subjects with attention-deficit hyperactivity disorder and other psychiatric disorders, the Intra-Individual Reaction Time Variability (IIRTV) has been associated with frontal cortical dysfunction. In the present study, we evaluated IIRTV parameters in cocaine-dependent subjects vs. controls using a cocaine Stroop task. Fifty control and 123 cocaine-dependent subjects compiled from three studies completed a cocaine Stroop task. Standard deviation (SD) and coefficient of variation (CV) for reaction times (RT) were calculated for both trials with neutral and trials with cocaine-related words. The parameters mu, sigma, and tau were calculated using an ex-Gaussian analysis employed to characterize variability in RTs. The ex-Gaussian analysis divides the RTs into normal (mu, sigma) and exponential (tau) components. Using robust regression analysis, cocaine-dependent subjects showed greater SD, CV and Tau on trials with cocaine-related words compared to controls (p<0.05). However, in trials with neutral words, there was no evidence of group differences in any IIRTV parameters (p>0.05). The Wilcoxon matched-pairs signed-rank test showed that for cocaine-dependent subjects, both SD and tau were larger in trials with cocaine-related words than in trials with neutral words (p<0.05). The observation that only cocaine-related words increased IIRTV in cocaine-dependent subjects suggests that cocaine-related stimuli might disrupt information processing subserved by prefrontal and frontal cortical circuits. Copyright © 2011 Elsevier Ltd. All rights reserved.

High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics

PubMed Central

Carvalho, Carlos M.; Chang, Jeffrey; Lucas, Joseph E.; Nevins, Joseph R.; Wang, Quanli; West, Mike

2010-01-01

We describe studies in molecular profiling and biological pathway analysis that use sparse latent factor and regression models for microarray gene expression data. We discuss breast cancer applications and key aspects of the modeling and computational methodology. Our case studies aim to investigate and characterize heterogeneity of structure related to specific oncogenic pathways, as well as links between aggregate patterns in gene expression profiles and clinical biomarkers. Based on the metaphor of statistically derived “factors” as representing biological “subpathway” structure, we explore the decomposition of fitted sparse factor models into pathway subcomponents and investigate how these components overlay multiple aspects of known biological activity. Our methodology is based on sparsity modeling of multivariate regression, ANOVA, and latent factor models, as well as a class of models that combines all components. Hierarchical sparsity priors address questions of dimension reduction and multiple comparisons, as well as scalability of the methodology. The models include practically relevant non-Gaussian/nonparametric components for latent structure, underlying often quite complex non-Gaussianity in multivariate expression patterns. Model search and fitting are addressed through stochastic simulation and evolutionary stochastic search methods that are exemplified in the oncogenic pathway studies. Supplementary supporting material provides more details of the applications, as well as examples of the use of freely available software tools for implementing the methodology. PMID:21218139

Robustness analysis of superpixel algorithms to image blur, additive Gaussian noise, and impulse noise

NASA Astrophysics Data System (ADS)

Brekhna, Brekhna; Mahmood, Arif; Zhou, Yuanfeng; Zhang, Caiming

2017-11-01

Superpixels have gradually become popular in computer vision and image processing applications. However, no comprehensive study has been performed to evaluate the robustness of superpixel algorithms in regard to common forms of noise in natural images. We evaluated the robustness of 11 recently proposed algorithms to different types of noise. The images were corrupted with various degrees of Gaussian blur, additive white Gaussian noise, and impulse noise that either made the object boundaries weak or added extra information to it. We performed a robustness analysis of simple linear iterative clustering (SLIC), Voronoi Cells (VCells), flooding-based superpixel generation (FCCS), bilateral geodesic distance (Bilateral-G), superpixel via geodesic distance (SSS-G), manifold SLIC (M-SLIC), Turbopixels, superpixels extracted via energy-driven sampling (SEEDS), lazy random walk (LRW), real-time superpixel segmentation by DBSCAN clustering, and video supervoxels using partially absorbing random walks (PARW) algorithms. The evaluation process was carried out both qualitatively and quantitatively. For quantitative performance comparison, we used achievable segmentation accuracy (ASA), compactness, under-segmentation error (USE), and boundary recall (BR) on the Berkeley image database. The results demonstrated that all algorithms suffered performance degradation due to noise. For Gaussian blur, Bilateral-G exhibited optimal results for ASA and USE measures, SLIC yielded optimal compactness, whereas FCCS and DBSCAN remained optimal for BR. For the case of additive Gaussian and impulse noises, FCCS exhibited optimal results for ASA, USE, and BR, whereas Bilateral-G remained a close competitor in ASA and USE for Gaussian noise only. Additionally, Turbopixel demonstrated optimal performance for compactness for both types of noise. Thus, no single algorithm was able to yield optimal results for all three types of noise across all performance measures. Conclusively, to solve real-world problems effectively, more robust superpixel algorithms must be developed.

Non-Gaussian effects, space-time decoupling, and mobility bifurcation in glassy hard-sphere fluids and suspensions.

PubMed

Saltzman, Erica J; Schweizer, Kenneth S

2006-12-01

Brownian trajectory simulation methods are employed to fully establish the non-Gaussian fluctuation effects predicted by our nonlinear Langevin equation theory of single particle activated dynamics in glassy hard-sphere fluids. The consequences of stochastic mobility fluctuations associated with the space-time complexities of the transient localization and barrier hopping processes have been determined. The incoherent dynamic structure factor was computed for a range of wave vectors and becomes of an increasingly non-Gaussian form for volume fractions beyond the (naive) ideal mode coupling theory (MCT) transition. The non-Gaussian parameter (NGP) amplitude increases markedly with volume fraction and is well described by a power law in the maximum restoring force of the nonequilibrium free energy profile. The time scale associated with the NGP peak becomes much smaller than the alpha relaxation time for systems characterized by significant entropic barriers. An alternate non-Gaussian parameter that probes the long time alpha relaxation process displays a different shape, peak intensity, and time scale of its maximum. However, a strong correspondence between the classic and alternate NGP amplitudes is predicted which suggests a deep connection between the early and final stages of cage escape. Strong space-time decoupling emerges at high volume fractions as indicated by a nondiffusive wave vector dependence of the relaxation time and growth of the translation-relaxation decoupling parameter. Displacement distributions exhibit non-Gaussian behavior at intermediate times, evolving into a strongly bimodal form with slow and fast subpopulations at high volume fractions. Qualitative and semiquantitative comparisons of the theoretical results with colloid experiments, ideal MCT, and multiple simulation studies are presented.

Parametrization and Optimization of Gaussian Non-Markovian Unravelings for Open Quantum Dynamics

NASA Astrophysics Data System (ADS)

Megier, Nina; Strunz, Walter T.; Viviescas, Carlos; Luoma, Kimmo

2018-04-01

We derive a family of Gaussian non-Markovian stochastic Schrödinger equations for the dynamics of open quantum systems. The different unravelings correspond to different choices of squeezed coherent states, reflecting different measurement schemes on the environment. Consequently, we are able to give a single shot measurement interpretation for the stochastic states and microscopic expressions for the noise correlations of the Gaussian process. By construction, the reduced dynamics of the open system does not depend on the squeezing parameters. They determine the non-Hermitian Gaussian correlation, a wide range of which are compatible with the Markov limit. We demonstrate the versatility of our results for quantum information tasks in the non-Markovian regime. In particular, by optimizing the squeezing parameters, we can tailor unravelings for improving entanglement bounds or for environment-assisted entanglement protection.

Restoration of Static JPEG Images and RGB Video Frames by Means of Nonlinear Filtering in Conditions of Gaussian and Non-Gaussian Noise

NASA Astrophysics Data System (ADS)

Sokolov, R. I.; Abdullin, R. R.

2017-11-01

The use of nonlinear Markov process filtering makes it possible to restore both video stream frames and static photos at the stage of preprocessing. The present paper reflects the results of research in comparison of these types image filtering quality by means of special algorithm when Gaussian or non-Gaussian noises acting. Examples of filter operation at different values of signal-to-noise ratio are presented. A comparative analysis has been performed, and the best filtered kind of noise has been defined. It has been shown the quality of developed algorithm is much better than quality of adaptive one for RGB signal filtering at the same a priori information about the signal. Also, an advantage over median filter takes a place when both fluctuation and pulse noise filtering.

Gaussian Processes for Prediction of Homing Pigeon Flight Trajectories

NASA Astrophysics Data System (ADS)

Mann, Richard; Freeman, Robin; Osborne, Michael; Garnett, Roman; Meade, Jessica; Armstrong, Chris; Biro, Dora; Guilford, Tim; Roberts, Stephen

2009-12-01

We construct and apply a stochastic Gaussian Process (GP) model of flight trajectory generation for pigeons trained to home from specific release sites. The model shows increasing predictive power as the birds become familiar with the sites, mirroring the animal's learning process. We show how the increasing similarity between successive flight trajectories can be used to infer, with increasing accuracy, an idealised route that captures the repeated spatial aspects of the bird's flight. We subsequently use techniques associated with reduced-rank GP approximations to objectively identify the key waypoints used by each bird to memorise its idiosyncratic habitual route between the release site and the home loft.

Cramer-Rao Bound for Gaussian Random Processes and Applications to Radar Processing of Atmospheric Signals

NASA Technical Reports Server (NTRS)

Frehlich, Rod

1993-01-01

Calculations of the exact Cramer-Rao Bound (CRB) for unbiased estimates of the mean frequency, signal power, and spectral width of Doppler radar/lidar signals (a Gaussian random process) are presented. Approximate CRB's are derived using the Discrete Fourier Transform (DFT). These approximate results are equal to the exact CRB when the DFT coefficients are mutually uncorrelated. Previous high SNR limits for CRB's are shown to be inaccurate because the discrete summations cannot be approximated with integration. The performance of an approximate maximum likelihood estimator for mean frequency approaches the exact CRB for moderate signal to noise ratio and moderate spectral width.

Energy pumping in electrical circuits under avalanche noise.

PubMed

Kanazawa, Kiyoshi; Sagawa, Takahiro; Hayakawa, Hisao

2014-07-01

We theoretically study energy pumping processes in an electrical circuit with avalanche diodes, where non-Gaussian athermal noise plays a crucial role. We show that a positive amount of energy (work) can be extracted by an external manipulation of the circuit in a cyclic way, even when the system is spatially symmetric. We discuss the properties of the energy pumping process for both quasistatic and finite-time cases, and analytically obtain formulas for the amounts of the work and the power. Our results demonstrate the significance of the non-Gaussianity in energetics of electrical circuits.

An Imager Gaussian Process Machine Learning Methodology for Cloud Thermodynamic Phase classification

NASA Astrophysics Data System (ADS)

Marchant, B.; Platnick, S. E.; Meyer, K.

2017-12-01

The determination of cloud thermodynamic phase from MODIS and VIIRS instruments is an important first step in cloud optical retrievals, since ice and liquid clouds have different optical properties. To continue improving the cloud thermodynamic phase classification algorithm, a machine-learning approach, based on Gaussian processes, has been developed. The new proposed methodology provides cloud phase uncertainty quantification and improves the algorithm portability between MODIS and VIIRS. We will present new results, through comparisons between MODIS and CALIOP v4, and for VIIRS as well.

Dimension from covariance matrices.

PubMed

Carroll, T L; Byers, J M

2017-02-01

We describe a method to estimate embedding dimension from a time series. This method includes an estimate of the probability that the dimension estimate is valid. Such validity estimates are not common in algorithms for calculating the properties of dynamical systems. The algorithm described here compares the eigenvalues of covariance matrices created from an embedded signal to the eigenvalues for a covariance matrix of a Gaussian random process with the same dimension and number of points. A statistical test gives the probability that the eigenvalues for the embedded signal did not come from the Gaussian random process.

a Geographic Weighted Regression for Rural Highways Crashes Modelling Using the Gaussian and Tricube Kernels: a Case Study of USA Rural Highways

NASA Astrophysics Data System (ADS)

Aghayari, M.; Pahlavani, P.; Bigdeli, B.

2017-09-01

Based on world health organization (WHO) report, driving incidents are counted as one of the eight initial reasons for death in the world. The purpose of this paper is to develop a method for regression on effective parameters of highway crashes. In the traditional methods, it was assumed that the data are completely independent and environment is homogenous while the crashes are spatial events which are occurring in geographic space and crashes have spatial data. Spatial data have spatial features such as spatial autocorrelation and spatial non-stationarity in a way working with them is going to be a bit difficult. The proposed method has implemented on a set of records of fatal crashes that have been occurred in highways connecting eight east states of US. This data have been recorded between the years 2007 and 2009. In this study, we have used GWR method with two Gaussian and Tricube kernels. The Number of casualties has been considered as dependent variable and number of persons in crash, road alignment, number of lanes, pavement type, surface condition, road fence, light condition, vehicle type, weather, drunk driver, speed limitation, harmful event, road profile, and junction type have been considered as explanatory variables according to previous studies in using GWR method. We have compered the results of implementation with OLS method. Results showed that R2 for OLS method is 0.0654 and for the proposed method is 0.9196 that implies the proposed GWR is better method for regression in rural highway crashes.

A qualitative assessment of a random process proposed as an atmospheric turbulence model

NASA Technical Reports Server (NTRS)

Sidwell, K.

1977-01-01

A random process is formed by the product of two Gaussian processes and the sum of that product with a third Gaussian process. The resulting total random process is interpreted as the sum of an amplitude modulated process and a slowly varying, random mean value. The properties of the process are examined, including an interpretation of the process in terms of the physical structure of atmospheric motions. The inclusion of the mean value variation gives an improved representation of the properties of atmospheric motions, since the resulting process can account for the differences in the statistical properties of atmospheric velocity components and their gradients. The application of the process to atmospheric turbulence problems, including the response of aircraft dynamic systems, is examined. The effects of the mean value variation upon aircraft loads are small in most cases, but can be important in the measurement and interpretation of atmospheric turbulence data.

Three-photon Gaussian-Gaussian-Laguerre-Gaussian excitation of a localized atom to a highly excited Rydberg state

NASA Astrophysics Data System (ADS)

Mashhadi, L.

2017-12-01

Optical vortices are currently one of the most intensively studied topics in light-matter interaction. In this work, a three-step axial Doppler- and recoil-free Gaussian-Gaussian-Laguerre-Gaussian (GGLG) excitation of a localized atom to the highly excited Rydberg state is presented. By assuming a large detuning for intermediate states, an effective quadrupole excitation related to the Laguerre-Gaussian (LG) excitation to the highly excited Rydberg state is obtained. This special excitation system radially confines the single highly excited Rydberg atom independently of the trapping system into a sharp potential landscape into the so-called ‘far-off-resonance optical dipole-quadrupole trap’ (FORDQT). The key parameters of the Rydberg excitation to the highly excited state, namely the effective Rabi frequency and the effective detuning including a position-dependent AC Stark shift, are calculated in terms of the basic parameters of the LG beam and of the polarization of the excitation lasers. It is shown that the obtained parameters can be tuned to have a precise excitation of a single atom to the desired Rydberg state as well. The features of transferring the optical orbital and spin angular momentum of the polarized LG beam to the atom via quadrupole Rydberg excitation offer a long-lived and controllable qudit quantum memory. In addition, in contrast to the Gaussian laser beam, the doughnut-shaped LG beam makes it possible to use a high intensity laser beam to increase the signal-to-noise ratio in quadrupole excitation with minimized perturbations coming from stray light broadening in the last Rydberg excitation process.

Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

PubMed

Park, Saerom; Lee, Jaewook; Son, Youngdoo

2016-01-01

Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.

Robust Foregrounds Removal for 21-cm Experiments

NASA Astrophysics Data System (ADS)

Mertens, F.; Ghosh, A.; Koopmans, L. V. E.

2018-05-01

Direct detection of the Epoch of Reionization via the redshifted 21-cm line will have unprecedented implications on the study of structure formation in the early Universe. To fulfill this promise current and future 21-cm experiments will need to detect the weak 21-cm signal over foregrounds several order of magnitude greater. This requires accurate modeling of the galactic and extragalactic emission and of its contaminants due to instrument chromaticity, ionosphere and imperfect calibration. To solve for this complex modeling, we propose a new method based on Gaussian Process Regression (GPR) which is able to cleanly separate the cosmological signal from most of the foregrounds contaminants. We also propose a new imaging method based on a maximum likelihood framework which solves for the interferometric equation directly on the sphere. Using this method, chromatic effects causing the so-called ``wedge'' are effectively eliminated (i.e. deconvolved) in the cylindrical (k⊥, k∥) power spectrum.

Discovering variable fractional orders of advection-dispersion equations from field data using multi-fidelity Bayesian optimization

NASA Astrophysics Data System (ADS)

Pang, Guofei; Perdikaris, Paris; Cai, Wei; Karniadakis, George Em

2017-11-01

The fractional advection-dispersion equation (FADE) can describe accurately the solute transport in groundwater but its fractional order has to be determined a priori. Here, we employ multi-fidelity Bayesian optimization to obtain the fractional order under various conditions, and we obtain more accurate results compared to previously published data. Moreover, the present method is very efficient as we use different levels of resolution to construct a stochastic surrogate model and quantify its uncertainty. We consider two different problem set ups. In the first set up, we obtain variable fractional orders of one-dimensional FADE, considering both synthetic and field data. In the second set up, we identify constant fractional orders of two-dimensional FADE using synthetic data. We employ multi-resolution simulations using two-level and three-level Gaussian process regression models to construct the surrogates.

Estimating the domain of applicability for machine learning QSAR models: a study on aqueous solubility of drug discovery molecules.

PubMed

Schroeter, Timon Sebastian; Schwaighofer, Anton; Mika, Sebastian; Ter Laak, Antonius; Suelzle, Detlev; Ganzer, Ursula; Heinrich, Nikolaus; Müller, Klaus-Robert

2007-12-01

We investigate the use of different Machine Learning methods to construct models for aqueous solubility. Models are based on about 4000 compounds, including an in-house set of 632 drug discovery molecules of Bayer Schering Pharma. For each method, we also consider an appropriate method to obtain error bars, in order to estimate the domain of applicability (DOA) for each model. Here, we investigate error bars from a Bayesian model (Gaussian Process (GP)), an ensemble based approach (Random Forest), and approaches based on the Mahalanobis distance to training data (for Support Vector Machine and Ridge Regression models). We evaluate all approaches in terms of their prediction accuracy (in cross-validation, and on an external validation set of 536 molecules) and in how far the individual error bars can faithfully represent the actual prediction error.

Estimating the domain of applicability for machine learning QSAR models: a study on aqueous solubility of drug discovery molecules.

PubMed

Schroeter, Timon Sebastian; Schwaighofer, Anton; Mika, Sebastian; Ter Laak, Antonius; Suelzle, Detlev; Ganzer, Ursula; Heinrich, Nikolaus; Müller, Klaus-Robert

2007-09-01

We investigate the use of different Machine Learning methods to construct models for aqueous solubility. Models are based on about 4000 compounds, including an in-house set of 632 drug discovery molecules of Bayer Schering Pharma. For each method, we also consider an appropriate method to obtain error bars, in order to estimate the domain of applicability (DOA) for each model. Here, we investigate error bars from a Bayesian model (Gaussian Process (GP)), an ensemble based approach (Random Forest), and approaches based on the Mahalanobis distance to training data (for Support Vector Machine and Ridge Regression models). We evaluate all approaches in terms of their prediction accuracy (in cross-validation, and on an external validation set of 536 molecules) and in how far the individual error bars can faithfully represent the actual prediction error.

Estimating the domain of applicability for machine learning QSAR models: a study on aqueous solubility of drug discovery molecules

NASA Astrophysics Data System (ADS)

Schroeter, Timon Sebastian; Schwaighofer, Anton; Mika, Sebastian; Ter Laak, Antonius; Suelzle, Detlev; Ganzer, Ursula; Heinrich, Nikolaus; Müller, Klaus-Robert

2007-12-01

We investigate the use of different Machine Learning methods to construct models for aqueous solubility. Models are based on about 4000 compounds, including an in-house set of 632 drug discovery molecules of Bayer Schering Pharma. For each method, we also consider an appropriate method to obtain error bars, in order to estimate the domain of applicability (DOA) for each model. Here, we investigate error bars from a Bayesian model (Gaussian Process (GP)), an ensemble based approach (Random Forest), and approaches based on the Mahalanobis distance to training data (for Support Vector Machine and Ridge Regression models). We evaluate all approaches in terms of their prediction accuracy (in cross-validation, and on an external validation set of 536 molecules) and in how far the individual error bars can faithfully represent the actual prediction error.

Estimating the domain of applicability for machine learning QSAR models: a study on aqueous solubility of drug discovery molecules

NASA Astrophysics Data System (ADS)

Schroeter, Timon Sebastian; Schwaighofer, Anton; Mika, Sebastian; Ter Laak, Antonius; Suelzle, Detlev; Ganzer, Ursula; Heinrich, Nikolaus; Müller, Klaus-Robert

2007-09-01

We investigate the use of different Machine Learning methods to construct models for aqueous solubility. Models are based on about 4000 compounds, including an in-house set of 632 drug discovery molecules of Bayer Schering Pharma. For each method, we also consider an appropriate method to obtain error bars, in order to estimate the domain of applicability (DOA) for each model. Here, we investigate error bars from a Bayesian model (Gaussian Process (GP)), an ensemble based approach (Random Forest), and approaches based on the Mahalanobis distance to training data (for Support Vector Machine and Ridge Regression models). We evaluate all approaches in terms of their prediction accuracy (in cross-validation, and on an external validation set of 536 molecules) and in how far the individual error bars can faithfully represent the actual prediction error.

Machine Learning Estimates of Natural Product Conformational Energies

PubMed Central

Rupp, Matthias; Bauer, Matthias R.; Wilcken, Rainer; Lange, Andreas; Reutlinger, Michael; Boeckler, Frank M.; Schneider, Gisbert

2014-01-01

Machine learning has been used for estimation of potential energy surfaces to speed up molecular dynamics simulations of small systems. We demonstrate that this approach is feasible for significantly larger, structurally complex molecules, taking the natural product Archazolid A, a potent inhibitor of vacuolar-type ATPase, from the myxobacterium Archangium gephyra as an example. Our model estimates energies of new conformations by exploiting information from previous calculations via Gaussian process regression. Predictive variance is used to assess whether a conformation is in the interpolation region, allowing a controlled trade-off between prediction accuracy and computational speed-up. For energies of relaxed conformations at the density functional level of theory (implicit solvent, DFT/BLYP-disp3/def2-TZVP), mean absolute errors of less than 1 kcal/mol were achieved. The study demonstrates that predictive machine learning models can be developed for structurally complex, pharmaceutically relevant compounds, potentially enabling considerable speed-ups in simulations of larger molecular structures. PMID:24453952

Predicting Market Impact Costs Using Nonparametric Machine Learning Models

PubMed Central

Park, Saerom; Lee, Jaewook; Son, Youngdoo

2016-01-01

Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance. PMID:26926235

Multi-fidelity machine learning models for accurate bandgap predictions of solids

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pilania, Ghanshyam; Gubernatis, James E.; Lookman, Turab

Here, we present a multi-fidelity co-kriging statistical learning framework that combines variable-fidelity quantum mechanical calculations of bandgaps to generate a machine-learned model that enables low-cost accurate predictions of the bandgaps at the highest fidelity level. Additionally, the adopted Gaussian process regression formulation allows us to predict the underlying uncertainties as a measure of our confidence in the predictions. In using a set of 600 elpasolite compounds as an example dataset and using semi-local and hybrid exchange correlation functionals within density functional theory as two levels of fidelities, we demonstrate the excellent learning performance of the method against actual high fidelitymore » quantum mechanical calculations of the bandgaps. The presented statistical learning method is not restricted to bandgaps or electronic structure methods and extends the utility of high throughput property predictions in a significant way.« less

Multi-fidelity machine learning models for accurate bandgap predictions of solids

DOE PAGES

Pilania, Ghanshyam; Gubernatis, James E.; Lookman, Turab

2016-12-28

Here, we present a multi-fidelity co-kriging statistical learning framework that combines variable-fidelity quantum mechanical calculations of bandgaps to generate a machine-learned model that enables low-cost accurate predictions of the bandgaps at the highest fidelity level. Additionally, the adopted Gaussian process regression formulation allows us to predict the underlying uncertainties as a measure of our confidence in the predictions. In using a set of 600 elpasolite compounds as an example dataset and using semi-local and hybrid exchange correlation functionals within density functional theory as two levels of fidelities, we demonstrate the excellent learning performance of the method against actual high fidelitymore » quantum mechanical calculations of the bandgaps. The presented statistical learning method is not restricted to bandgaps or electronic structure methods and extends the utility of high throughput property predictions in a significant way.« less

OSA severity assessment based on sleep breathing analysis using ambient microphone.

PubMed

Dafna, E; Tarasiuk, A; Zigel, Y

2013-01-01

In this paper, an audio-based system for severity estimation of obstructive sleep apnea (OSA) is proposed. The system estimates the apnea-hypopnea index (AHI), which is the average number of apneic events per hour of sleep. This system is based on a Gaussian mixture regression algorithm that was trained and validated on full-night audio recordings. Feature selection process using a genetic algorithm was applied to select the best features extracted from time and spectra domains. A total of 155 subjects, referred to in-laboratory polysomnography (PSG) study, were recruited. Using the PSG's AHI score as a gold-standard, the performances of the proposed system were evaluated using a Pearson correlation, AHI error, and diagnostic agreement methods. Correlation of R=0.89, AHI error of 7.35 events/hr, and diagnostic agreement of 77.3% were achieved, showing encouraging performances and a reliable non-contact alternative method for OSA severity estimation.

Automated particle identification through regression analysis of size, shape and colour

NASA Astrophysics Data System (ADS)

Rodriguez Luna, J. C.; Cooper, J. M.; Neale, S. L.

2016-04-01

Rapid point of care diagnostic tests and tests to provide therapeutic information are now available for a range of specific conditions from the measurement of blood glucose levels for diabetes to card agglutination tests for parasitic infections. Due to a lack of specificity these test are often then backed up by more conventional lab based diagnostic methods for example a card agglutination test may be carried out for a suspected parasitic infection in the field and if positive a blood sample can then be sent to a lab for confirmation. The eventual diagnosis is often achieved by microscopic examination of the sample. In this paper we propose a computerized vision system for aiding in the diagnostic process; this system used a novel particle recognition algorithm to improve specificity and speed during the diagnostic process. We will show the detection and classification of different types of cells in a diluted blood sample using regression analysis of their size, shape and colour. The first step is to define the objects to be tracked by a Gaussian Mixture Model for background subtraction and binary opening and closing for noise suppression. After subtracting the objects of interest from the background the next challenge is to predict if a given object belongs to a certain category or not. This is a classification problem, and the output of the algorithm is a Boolean value (true/false). As such the computer program should be able to "predict" with reasonable level of confidence if a given particle belongs to the kind we are looking for or not. We show the use of a binary logistic regression analysis with three continuous predictors: size, shape and color histogram. The results suggest this variables could be very useful in a logistic regression equation as they proved to have a relatively high predictive value on their own.

Practical limitation for continuous-variable quantum cryptography using coherent States.

PubMed

Namiki, Ryo; Hirano, Takuya

2004-03-19

In this Letter, first, we investigate the security of a continuous-variable quantum cryptographic scheme with a postselection process against individual beam splitting attack. It is shown that the scheme can be secure in the presence of the transmission loss owing to the postselection. Second, we provide a loss limit for continuous-variable quantum cryptography using coherent states taking into account excess Gaussian noise on quadrature distribution. Since the excess noise is reduced by the loss mechanism, a realistic intercept-resend attack which makes a Gaussian mixture of coherent states gives a loss limit in the presence of any excess Gaussian noise.

On Gaussian feedback capacity

NASA Technical Reports Server (NTRS)

Dembo, Amir

1989-01-01

Pinsker and Ebert (1970) proved that in channels with additive Gaussian noise, feedback at most doubles the capacity. Cover and Pombra (1989) proved that feedback at most adds half a bit per transmission. Following their approach, the author proves that in the limit as signal power approaches either zero (very low SNR) or infinity (very high SNR), feedback does not increase the finite block-length capacity (which for nonstationary Gaussian channels replaces the standard notion of capacity that may not exist). Tighter upper bounds on the capacity are obtained in the process. Specializing these results to stationary channels, the author recovers some of the bounds recently obtained by Ozarow.

Common inputs in subthreshold membrane potential: The role of quiescent states in neuronal activity

NASA Astrophysics Data System (ADS)

Montangie, Lisandro; Montani, Fernando

2018-06-01

Experiments in certain regions of the cerebral cortex suggest that the spiking activity of neuronal populations is regulated by common non-Gaussian inputs across neurons. We model these deviations from random-walk processes with q -Gaussian distributions into simple threshold neurons, and investigate the scaling properties in large neural populations. We show that deviations from the Gaussian statistics provide a natural framework to regulate population statistics such as sparsity, entropy, and specific heat. This type of description allows us to provide an adequate strategy to explain the information encoding in the case of low neuronal activity and its possible implications on information transmission.

Identifying stochastic oscillations in single-cell live imaging time series using Gaussian processes

PubMed Central

Manning, Cerys; Rattray, Magnus

2017-01-01

Multiple biological processes are driven by oscillatory gene expression at different time scales. Pulsatile dynamics are thought to be widespread, and single-cell live imaging of gene expression has lead to a surge of dynamic, possibly oscillatory, data for different gene networks. However, the regulation of gene expression at the level of an individual cell involves reactions between finite numbers of molecules, and this can result in inherent randomness in expression dynamics, which blurs the boundaries between aperiodic fluctuations and noisy oscillators. This underlies a new challenge to the experimentalist because neither intuition nor pre-existing methods work well for identifying oscillatory activity in noisy biological time series. Thus, there is an acute need for an objective statistical method for classifying whether an experimentally derived noisy time series is periodic. Here, we present a new data analysis method that combines mechanistic stochastic modelling with the powerful methods of non-parametric regression with Gaussian processes. Our method can distinguish oscillatory gene expression from random fluctuations of non-oscillatory expression in single-cell time series, despite peak-to-peak variability in period and amplitude of single-cell oscillations. We show that our method outperforms the Lomb-Scargle periodogram in successfully classifying cells as oscillatory or non-oscillatory in data simulated from a simple genetic oscillator model and in experimental data. Analysis of bioluminescent live-cell imaging shows a significantly greater number of oscillatory cells when luciferase is driven by a Hes1 promoter (10/19), which has previously been reported to oscillate, than the constitutive MoMuLV 5’ LTR (MMLV) promoter (0/25). The method can be applied to data from any gene network to both quantify the proportion of oscillating cells within a population and to measure the period and quality of oscillations. It is publicly available as a MATLAB package. PMID:28493880

A Concept for Measuring Electron Distribution Functions Using Collective Thomson Scattering

NASA Astrophysics Data System (ADS)

Milder, A. L.; Froula, D. H.

2017-10-01

A.B. Langdon proposed that stable non-Maxwellian distribution functions are realized in coronal inertial confinement fusion plasmas via inverse bremsstrahlung heating. For Zvosc2 Zvosc2 vth2 > 1 , vth2 > 1 , the inverse bremsstrahlung heating rate is sufficiently fast to compete with electron-electron collisions. This process preferentially heats the subthermal electrons leading to super-Gaussian distribution functions. A method to identify the super-Gaussian order of the distribution functions in these plasmas using collective Thomson scattering will be proposed. By measuring the collective Thomson spectra over a range of angles the density, temperature and super-Gaussian order can be determined. This is accomplished by fitting non-Maxwellian distribution data with a super-Gaussian model; in order to match the density and electron temperature to within 10%, the super-Gaussian order must be varied. This material is based upon work supported by the Department of Energy National Nuclear Security Administration under Award Number DE-NA0001944.

Synthesis and analysis of discriminators under influence of broadband non-Gaussian noise

NASA Astrophysics Data System (ADS)

Artyushenko, V. M.; Volovach, V. I.

2018-01-01

We considered the problems of the synthesis and analysis of discriminators, when the useful signal is exposed to non-Gaussian additive broadband noise. It is shown that in this case, the discriminator of the tracking meter should contain the nonlinear transformation unit, the characteristics of which are determined by the Fisher information relative to the probability density function of the mixture of non-Gaussian broadband noise and mismatch errors. The parameters of the discriminatory and phase characteristics of the discriminators working under the above conditions are obtained. It is shown that the efficiency of non-linear processing depends on the ratio of power of FM noise to the power of Gaussian noise. The analysis of the information loss of signal transformation caused by the linear section of discriminatory characteristics of the unit of nonlinear transformations of the discriminator is carried out. It is shown that the average slope of the nonlinear transformation characteristic is determined by the Fisher information relative to the probability density function of the mixture of non-Gaussian noise and mismatch errors.

Bayesian Treed Multivariate Gaussian Process with Adaptive Design: Application to a Carbon Capture Unit

DOE Office of Scientific and Technical Information (OSTI.GOV)

Konomi, Bledar A.; Karagiannis, Georgios; Sarkar, Avik

2014-05-16

Computer experiments (numerical simulations) are widely used in scientific research to study and predict the behavior of complex systems, which usually have responses consisting of a set of distinct outputs. The computational cost of the simulations at high resolution are often expensive and become impractical for parametric studies at different input values. To overcome these difficulties we develop a Bayesian treed multivariate Gaussian process (BTMGP) as an extension of the Bayesian treed Gaussian process (BTGP) in order to model and evaluate a multivariate process. A suitable choice of covariance function and the prior distributions facilitates the different Markov chain Montemore » Carlo (MCMC) movements. We utilize this model to sequentially sample the input space for the most informative values, taking into account model uncertainty and expertise gained. A simulation study demonstrates the use of the proposed method and compares it with alternative approaches. We apply the sequential sampling technique and BTMGP to model the multiphase flow in a full scale regenerator of a carbon capture unit. The application presented in this paper is an important tool for research into carbon dioxide emissions from thermal power plants.« less

New deconvolution method for microscopic images based on the continuous Gaussian radial basis function interpolation model.

PubMed

Chen, Zhaoxue; Chen, Hao

2014-01-01

A deconvolution method based on the Gaussian radial basis function (GRBF) interpolation is proposed. Both the original image and Gaussian point spread function are expressed as the same continuous GRBF model, thus image degradation is simplified as convolution of two continuous Gaussian functions, and image deconvolution is converted to calculate the weighted coefficients of two-dimensional control points. Compared with Wiener filter and Lucy-Richardson algorithm, the GRBF method has an obvious advantage in the quality of restored images. In order to overcome such a defect of long-time computing, the method of graphic processing unit multithreading or increasing space interval of control points is adopted, respectively, to speed up the implementation of GRBF method. The experiments show that based on the continuous GRBF model, the image deconvolution can be efficiently implemented by the method, which also has a considerable reference value for the study of three-dimensional microscopic image deconvolution.

A median-Gaussian filtering framework for Moiré pattern noise removal from X-ray microscopy image.

PubMed

Wei, Zhouping; Wang, Jian; Nichol, Helen; Wiebe, Sheldon; Chapman, Dean

2012-02-01

Moiré pattern noise in Scanning Transmission X-ray Microscopy (STXM) imaging introduces significant errors in qualitative and quantitative image analysis. Due to the complex origin of the noise, it is difficult to avoid Moiré pattern noise during the image data acquisition stage. In this paper, we introduce a post-processing method for filtering Moiré pattern noise from STXM images. This method includes a semi-automatic detection of the spectral peaks in the Fourier amplitude spectrum by using a local median filter, and elimination of the spectral noise peaks using a Gaussian notch filter. The proposed median-Gaussian filtering framework shows good results for STXM images with the size of power of two, if such parameters as threshold, sizes of the median and Gaussian filters, and size of the low frequency window, have been properly selected. Copyright © 2011 Elsevier Ltd. All rights reserved.

Modelling of composting process of different organic waste at pilot scale: Biodegradability and odor emissions.

PubMed

Gutiérrez, M C; Siles, J A; Diz, J; Chica, A F; Martín, M A

2017-01-01

The composting process of six different compostable substrates and one of these with the addition of bacterial inoculums carried out in a dynamic respirometer was evaluated. Despite the heterogeneity of the compostable substrates, cumulative oxygen demand (OD, mgO 2 kgVS) was fitted adequately to an exponential regression growing until reaching a maximum in all cases. According to the kinetic constant of the reaction (K) values obtained, the wastes that degraded more slowly were those containing lignocellulosic material (green wastes) or less biodegradable wastes (sewage sludge). The odor emissions generated during the composting processes were also fitted in all cases to a Gaussian regression with R 2 values within the range 0.8-0.9. The model was validated representing real odor concentration near the maximum value against predicted odor concentration of each substrate, (R 2 =0.9314; 95% prediction interval). The variables of maximum odor concentration (ou E /m 3 ) and the time (h) at which the maximum was reached were also evaluated statistically using ANOVA and a post-hoc Tukey test taking the substrate as a factor, which allowed homogeneous groups to be obtained according to one or both of these variables. The maximum oxygen consumption rate or organic matter degradation during composting was directly related to the maximum odor emission generation rate (R 2 =0.9024, 95% confidence interval) when only the organic wastes with a low content in lignocellulosic materials and no inoculated waste (HRIO) were considered. Finally, the composting of OFMSW would produce a higher odor impact than the other substrates if this process was carried out without odor control or open systems. Copyright © 2016 Elsevier Ltd. All rights reserved.

Covariances and spectra of the kinematics and dynamics of nonlinear waves

NASA Technical Reports Server (NTRS)

Tung, C. C.; Huang, N. E.

1985-01-01

Using the Stokes waves as a model of nonlinear waves and considering the linear component as a narrow-band Gaussian process, the covariances and spectra of velocity and acceleration components and pressure for points in the vicinity of still water level were derived taking into consideration the effects of free surface fluctuations. The results are compared with those obtained earlier using linear Gaussian waves.

An adaptive confidence limit for periodic non-steady conditions fault detection

NASA Astrophysics Data System (ADS)

Wang, Tianzhen; Wu, Hao; Ni, Mengqi; Zhang, Milu; Dong, Jingjing; Benbouzid, Mohamed El Hachemi; Hu, Xiong

2016-05-01

System monitoring has become a major concern in batch process due to the fact that failure rate in non-steady conditions is much higher than in steady ones. A series of approaches based on PCA have already solved problems such as data dimensionality reduction, multivariable decorrelation, and processing non-changing signal. However, if the data follows non-Gaussian distribution or the variables contain some signal changes, the above approaches are not applicable. To deal with these concerns and to enhance performance in multiperiod data processing, this paper proposes a fault detection method using adaptive confidence limit (ACL) in periodic non-steady conditions. The proposed ACL method achieves four main enhancements: Longitudinal-Standardization could convert non-Gaussian sampling data to Gaussian ones; the multiperiod PCA algorithm could reduce dimensionality, remove correlation, and improve the monitoring accuracy; the adaptive confidence limit could detect faults under non-steady conditions; the fault sections determination procedure could select the appropriate parameter of the adaptive confidence limit. The achieved result analysis clearly shows that the proposed ACL method is superior to other fault detection approaches under periodic non-steady conditions.

Dirichlet Process Gaussian-mixture model: An application to localizing coalescing binary neutron stars with gravitational-wave observations

NASA Astrophysics Data System (ADS)

Del Pozzo, W.; Berry, C. P. L.; Ghosh, A.; Haines, T. S. F.; Singer, L. P.; Vecchio, A.

2018-06-01

We reconstruct posterior distributions for the position (sky area and distance) of a simulated set of binary neutron-star gravitational-waves signals observed with Advanced LIGO and Advanced Virgo. We use a Dirichlet Process Gaussian-mixture model, a fully Bayesian non-parametric method that can be used to estimate probability density functions with a flexible set of assumptions. The ability to reliably reconstruct the source position is important for multimessenger astronomy, as recently demonstrated with GW170817. We show that for detector networks comparable to the early operation of Advanced LIGO and Advanced Virgo, typical localization volumes are ˜104-105 Mpc3 corresponding to ˜102-103 potential host galaxies. The localization volume is a strong function of the network signal-to-noise ratio, scaling roughly ∝ϱnet-6. Fractional localizations improve with the addition of further detectors to the network. Our Dirichlet Process Gaussian-mixture model can be adopted for localizing events detected during future gravitational-wave observing runs, and used to facilitate prompt multimessenger follow-up.

Online estimation of room reverberation time

NASA Astrophysics Data System (ADS)

Ratnam, Rama; Jones, Douglas L.; Wheeler, Bruce C.; Feng, Albert S.

2003-04-01

The reverberation time (RT) is an important parameter for characterizing the quality of an auditory space. Sounds in reverberant environments are subject to coloration. This affects speech intelligibility and sound localization. State-of-the-art signal processing algorithms for hearing aids are expected to have the ability to evaluate the characteristics of the listening environment and turn on an appropriate processing strategy accordingly. Thus, a method for the characterization of room RT based on passively received microphone signals represents an important enabling technology. Current RT estimators, such as Schroeder's method or regression, depend on a controlled sound source, and thus cannot produce an online, blind RT estimate. Here, we describe a method for estimating RT without prior knowledge of sound sources or room geometry. The diffusive tail of reverberation was modeled as an exponentially damped Gaussian white noise process. The time constant of the decay, which provided a measure of the RT, was estimated using a maximum-likelihood procedure. The estimates were obtained continuously, and an order-statistics filter was used to extract the most likely RT from the accumulated estimates. The procedure was illustrated for connected speech. Results obtained for simulated and real room data are in good agreement with the real RT values.

Modeling Polio Data Using the First Order Non-Negative Integer-Valued Autoregressive, INAR(1), Model

NASA Astrophysics Data System (ADS)

Vazifedan, Turaj; Shitan, Mahendran

Time series data may consists of counts, such as the number of road accidents, the number of patients in a certain hospital, the number of customers waiting for service at a certain time and etc. When the value of the observations are large it is usual to use Gaussian Autoregressive Moving Average (ARMA) process to model the time series. However if the observed counts are small, it is not appropriate to use ARMA process to model the observed phenomenon. In such cases we need to model the time series data by using Non-Negative Integer valued Autoregressive (INAR) process. The modeling of counts data is based on the binomial thinning operator. In this paper we illustrate the modeling of counts data using the monthly number of Poliomyelitis data in United States between January 1970 until December 1983. We applied the AR(1), Poisson regression model and INAR(1) model and the suitability of these models were assessed by using the Index of Agreement(I.A.). We found that INAR(1) model is more appropriate in the sense it had a better I.A. and it is natural since the data are counts.

Quantitative analysis and prediction of G-quadruplex forming sequences in double-stranded DNA

PubMed Central

Kim, Minji; Kreig, Alex; Lee, Chun-Ying; Rube, H. Tomas; Calvert, Jacob; Song, Jun S.; Myong, Sua

2016-01-01

Abstract G-quadruplex (GQ) is a four-stranded DNA structure that can be formed in guanine-rich sequences. GQ structures have been proposed to regulate diverse biological processes including transcription, replication, translation and telomere maintenance. Recent studies have demonstrated the existence of GQ DNA in live mammalian cells and a significant number of potential GQ forming sequences in the human genome. We present a systematic and quantitative analysis of GQ folding propensity on a large set of 438 GQ forming sequences in double-stranded DNA by integrating fluorescence measurement, single-molecule imaging and computational modeling. We find that short minimum loop length and the thymine base are two main factors that lead to high GQ folding propensity. Linear and Gaussian process regression models further validate that the GQ folding potential can be predicted with high accuracy based on the loop length distribution and the nucleotide content of the loop sequences. Our study provides important new parameters that can inform the evaluation and classification of putative GQ sequences in the human genome. PMID:27095201

On the analysis of very small samples of Gaussian repeated measurements: an alternative approach.

PubMed

Westgate, Philip M; Burchett, Woodrow W

2017-03-15

The analysis of very small samples of Gaussian repeated measurements can be challenging. First, due to a very small number of independent subjects contributing outcomes over time, statistical power can be quite small. Second, nuisance covariance parameters must be appropriately accounted for in the analysis in order to maintain the nominal test size. However, available statistical strategies that ensure valid statistical inference may lack power, whereas more powerful methods may have the potential for inflated test sizes. Therefore, we explore an alternative approach to the analysis of very small samples of Gaussian repeated measurements, with the goal of maintaining valid inference while also improving statistical power relative to other valid methods. This approach uses generalized estimating equations with a bias-corrected empirical covariance matrix that accounts for all small-sample aspects of nuisance correlation parameter estimation in order to maintain valid inference. Furthermore, the approach utilizes correlation selection strategies with the goal of choosing the working structure that will result in the greatest power. In our study, we show that when accurate modeling of the nuisance correlation structure impacts the efficiency of regression parameter estimation, this method can improve power relative to existing methods that yield valid inference. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Characterizing CDOM Spectral Variability Across Diverse Regions and Spectral Ranges

NASA Astrophysics Data System (ADS)

Grunert, Brice K.; Mouw, Colleen B.; Ciochetto, Audrey B.

2018-01-01

Satellite remote sensing of colored dissolved organic matter (CDOM) has focused on CDOM absorption (aCDOM) at a reference wavelength, as its magnitude provides insight into the underwater light field and large-scale biogeochemical processes. CDOM spectral slope, SCDOM, has been treated as a constant or semiconstant parameter in satellite retrievals of aCDOM despite significant regional and temporal variabilities. SCDOM and other optical metrics provide insights into CDOM composition, processing, food web dynamics, and carbon cycling. To date, much of this work relies on fluorescence techniques or aCDOM in spectral ranges unavailable to current and planned satellite sensors (e.g., <300 nm). In preparation for anticipated future hyperspectral satellite missions, we take the first step here of exploring global variability in SCDOM and fit deviations in the aCDOM spectra using the recently proposed Gaussian decomposition method. From this, we investigate if global variability in retrieved SCDOM and Gaussian components is significant and regionally distinct. We iteratively decreased the spectral range considered and analyzed the number, location, and magnitude of fitted Gaussian components to understand if a reduced spectral range impacts information obtained within a common spectral window. We compared the fitted slope from the Gaussian decomposition method to absorption-based indices that indicate CDOM composition to determine the ability of satellite-derived slope to inform the analysis and modeling of large-scale biogeochemical processes. Finally, we present implications of the observed variability for remote sensing of CDOM characteristics via SCDOM.

The effect of spherical aberration on the phase singularities of focused dark-hollow Gaussian beams

NASA Astrophysics Data System (ADS)

Luo, Yamei; Lü, Baida

2009-06-01

The phase singularities of focused dark-hollow Gaussian beams in the presence of spherical aberration are studied. It is shown that the evolution behavior of phase singularities of focused dark-hollow Gaussian beams in the focal region depends not only on the truncation parameter and beam order, but also on the spherical aberration. The spherical aberration leads to an asymmetric spatial distribution of singularities outside the focal plane and to a shift of singularities near the focal plane. The reorganization process of singularities and spatial distribution of singularities are additionally dependent on the sign of the spherical aberration. The results are illustrated by numerical examples.

Cosmology on ultralarge scales with intensity mapping of the neutral hydrogen 21 cm emission: limits on primordial non-Gaussianity.

PubMed

Camera, Stefano; Santos, Mário G; Ferreira, Pedro G; Ferramacho, Luís

2013-10-25

The large-scale structure of the Universe supplies crucial information about the physical processes at play at early times. Unresolved maps of the intensity of 21 cm emission from neutral hydrogen HI at redshifts z=/~1-5 are the best hope of accessing the ultralarge-scale information, directly related to the early Universe. A purpose-built HI intensity experiment may be used to detect the large scale effects of primordial non-Gaussianity, placing stringent bounds on different models of inflation. We argue that it may be possible to place tight constraints on the non-Gaussianity parameter f(NL), with an error close to σ(f(NL))~1.

Gaussian ancillary bombardment

NASA Astrophysics Data System (ADS)

Grimmer, Daniel; Brown, Eric; Kempf, Achim; Mann, Robert B.; Martín-Martínez, Eduardo

2018-05-01

We analyze in full detail the time evolution of an open Gaussian quantum system rapidly bombarded by Gaussian ancillae. As a particular case this analysis covers the thermalization (or not) of a harmonic oscillator coupled to a thermal reservoir made of harmonic oscillators. We derive general results for this scenario and apply them to the problem of thermalization. We show that only a particular family of system-environment couplings will cause the system to thermalize to the temperature of its environment. We discuss that if we want to understand thermalization as ensuing from the Markovian interaction of a system with the individual microconstituents of its (thermal) environment then the process of thermalization is not as robust as one might expect.

Persistence Probabilities of Two-Sided (Integrated) Sums of Correlated Stationary Gaussian Sequences

NASA Astrophysics Data System (ADS)

Aurzada, Frank; Buck, Micha

2018-02-01

We study the persistence probability for some two-sided, discrete-time Gaussian sequences that are discrete-time analogues of fractional Brownian motion and integrated fractional Brownian motion, respectively. Our results extend the corresponding ones in continuous time in Molchan (Commun Math Phys 205(1):97-111, 1999) and Molchan (J Stat Phys 167(6):1546-1554, 2017) to a wide class of discrete-time processes.

A non-Gaussian option pricing model based on Kaniadakis exponential deformation

NASA Astrophysics Data System (ADS)

Moretto, Enrico; Pasquali, Sara; Trivellato, Barbara

2017-09-01

A way to make financial models effective is by letting them to represent the so called "fat tails", i.e., extreme changes in stock prices that are regarded as almost impossible by the standard Gaussian distribution. In this article, the Kaniadakis deformation of the usual exponential function is used to define a random noise source in the dynamics of price processes capable of capturing such real market phenomena.

Separation of the atmospheric variability into non-Gaussian multidimensional sources by projection pursuit techniques

NASA Astrophysics Data System (ADS)

Pires, Carlos A. L.; Ribeiro, Andreia F. S.

2017-02-01

We develop an expansion of space-distributed time series into statistically independent uncorrelated subspaces (statistical sources) of low-dimension and exhibiting enhanced non-Gaussian probability distributions with geometrically simple chosen shapes (projection pursuit rationale). The method relies upon a generalization of the principal component analysis that is optimal for Gaussian mixed signals and of the independent component analysis (ICA), optimized to split non-Gaussian scalar sources. The proposed method, supported by information theory concepts and methods, is the independent subspace analysis (ISA) that looks for multi-dimensional, intrinsically synergetic subspaces such as dyads (2D) and triads (3D), not separable by ICA. Basically, we optimize rotated variables maximizing certain nonlinear correlations (contrast functions) coming from the non-Gaussianity of the joint distribution. As a by-product, it provides nonlinear variable changes `unfolding' the subspaces into nearly Gaussian scalars of easier post-processing. Moreover, the new variables still work as nonlinear data exploratory indices of the non-Gaussian variability of the analysed climatic and geophysical fields. The method (ISA, followed by nonlinear unfolding) is tested into three datasets. The first one comes from the Lorenz'63 three-dimensional chaotic model, showing a clear separation into a non-Gaussian dyad plus an independent scalar. The second one is a mixture of propagating waves of random correlated phases in which the emergence of triadic wave resonances imprints a statistical signature in terms of a non-Gaussian non-separable triad. Finally the method is applied to the monthly variability of a high-dimensional quasi-geostrophic (QG) atmospheric model, applied to the Northern Hemispheric winter. We find that quite enhanced non-Gaussian dyads of parabolic shape, perform much better than the unrotated variables in which concerns the separation of the four model's centroid regimes (positive and negative phases of the Arctic Oscillation and of the North Atlantic Oscillation). Triads are also likely in the QG model but of weaker expression than dyads due to the imposed shape and dimension. The study emphasizes the existence of nonlinear dyadic and triadic nonlinear teleconnections.

Stochastic search, optimization and regression with energy applications

NASA Astrophysics Data System (ADS)

Hannah, Lauren A.

Designing clean energy systems will be an important task over the next few decades. One of the major roadblocks is a lack of mathematical tools to economically evaluate those energy systems. However, solutions to these mathematical problems are also of interest to the operations research and statistical communities in general. This thesis studies three problems that are of interest to the energy community itself or provide support for solution methods: R&D portfolio optimization, nonparametric regression and stochastic search with an observable state variable. First, we consider the one stage R&D portfolio optimization problem to avoid the sequential decision process associated with the multi-stage. The one stage problem is still difficult because of a non-convex, combinatorial decision space and a non-convex objective function. We propose a heuristic solution method that uses marginal project values---which depend on the selected portfolio---to create a linear objective function. In conjunction with the 0-1 decision space, this new problem can be solved as a knapsack linear program. This method scales well to large decision spaces. We also propose an alternate, provably convergent algorithm that does not exploit problem structure. These methods are compared on a solid oxide fuel cell R&D portfolio problem. Next, we propose Dirichlet Process mixtures of Generalized Linear Models (DPGLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean function estimate. We also give examples for when those conditions hold, including models for compactly supported continuous distributions and a model with continuous covariates and categorical response. We empirically analyze the properties of the DP-GLM and why it provides better results than existing Dirichlet process mixture regression models. We evaluate DP-GLM on several data sets, comparing it to modern methods of nonparametric regression like CART, Bayesian trees and Gaussian processes. Compared to existing techniques, the DP-GLM provides a single model (and corresponding inference algorithms) that performs well in many regression settings. Finally, we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose algorithm to solve this class of problems. We use nonparametric density estimation to take observations from the joint state-outcome distribution and use them to infer the optimal decision for a given query state. We propose two solution methods that depend on the problem characteristics: function-based and gradient-based optimization. We examine two weighting schemes, kernel-based weights and Dirichlet process-based weights, for use with the solution methods. The weights and solution methods are tested on a synthetic multi-product newsvendor problem and the hour-ahead wind commitment problem. Our results show that in some cases Dirichlet process weights offer substantial benefits over kernel based weights and more generally that nonparametric estimation methods provide good solutions to otherwise intractable problems.

A 3D Human-Machine Integrated Design and Analysis Framework for Squat Exercises with a Smith Machine.

PubMed

Lee, Haerin; Jung, Moonki; Lee, Ki-Kwang; Lee, Sang Hun

2017-02-06

In this paper, we propose a three-dimensional design and evaluation framework and process based on a probabilistic-based motion synthesis algorithm and biomechanical analysis system for the design of the Smith machine and squat training programs. Moreover, we implemented a prototype system to validate the proposed framework. The framework consists of an integrated human-machine-environment model as well as a squat motion synthesis system and biomechanical analysis system. In the design and evaluation process, we created an integrated model in which interactions between a human body and machine or the ground are modeled as joints with constraints at contact points. Next, we generated Smith squat motion using the motion synthesis program based on a Gaussian process regression algorithm with a set of given values for independent variables. Then, using the biomechanical analysis system, we simulated joint moments and muscle activities from the input of the integrated model and squat motion. We validated the model and algorithm through physical experiments measuring the electromyography (EMG) signals, ground forces, and squat motions as well as through a biomechanical simulation of muscle forces. The proposed approach enables the incorporation of biomechanics in the design process and reduces the need for physical experiments and prototypes in the development of training programs and new Smith machines.

A 3D Human-Machine Integrated Design and Analysis Framework for Squat Exercises with a Smith Machine

PubMed Central

Lee, Haerin; Jung, Moonki; Lee, Ki-Kwang; Lee, Sang Hun

2017-01-01

In this paper, we propose a three-dimensional design and evaluation framework and process based on a probabilistic-based motion synthesis algorithm and biomechanical analysis system for the design of the Smith machine and squat training programs. Moreover, we implemented a prototype system to validate the proposed framework. The framework consists of an integrated human–machine–environment model as well as a squat motion synthesis system and biomechanical analysis system. In the design and evaluation process, we created an integrated model in which interactions between a human body and machine or the ground are modeled as joints with constraints at contact points. Next, we generated Smith squat motion using the motion synthesis program based on a Gaussian process regression algorithm with a set of given values for independent variables. Then, using the biomechanical analysis system, we simulated joint moments and muscle activities from the input of the integrated model and squat motion. We validated the model and algorithm through physical experiments measuring the electromyography (EMG) signals, ground forces, and squat motions as well as through a biomechanical simulation of muscle forces. The proposed approach enables the incorporation of biomechanics in the design process and reduces the need for physical experiments and prototypes in the development of training programs and new Smith machines. PMID:28178184

Unsupervised Gaussian Mixture-Model With Expectation Maximization for Detecting Glaucomatous Progression in Standard Automated Perimetry Visual Fields.

PubMed

Yousefi, Siamak; Balasubramanian, Madhusudhanan; Goldbaum, Michael H; Medeiros, Felipe A; Zangwill, Linda M; Weinreb, Robert N; Liebmann, Jeffrey M; Girkin, Christopher A; Bowd, Christopher

2016-05-01

To validate Gaussian mixture-model with expectation maximization (GEM) and variational Bayesian independent component analysis mixture-models (VIM) for detecting glaucomatous progression along visual field (VF) defect patterns (GEM-progression of patterns (POP) and VIM-POP). To compare GEM-POP and VIM-POP with other methods. GEM and VIM models separated cross-sectional abnormal VFs from 859 eyes and normal VFs from 1117 eyes into abnormal and normal clusters. Clusters were decomposed into independent axes. The confidence limit (CL) of stability was established for each axis with a set of 84 stable eyes. Sensitivity for detecting progression was assessed in a sample of 83 eyes with known progressive glaucomatous optic neuropathy (PGON). Eyes were classified as progressed if any defect pattern progressed beyond the CL of stability. Performance of GEM-POP and VIM-POP was compared to point-wise linear regression (PLR), permutation analysis of PLR (PoPLR), and linear regression (LR) of mean deviation (MD), and visual field index (VFI). Sensitivity and specificity for detecting glaucomatous VFs were 89.9% and 93.8%, respectively, for GEM and 93.0% and 97.0%, respectively, for VIM. Receiver operating characteristic (ROC) curve areas for classifying progressed eyes were 0.82 for VIM-POP, 0.86 for GEM-POP, 0.81 for PoPLR, 0.69 for LR of MD, and 0.76 for LR of VFI. GEM-POP was significantly more sensitive to PGON than PoPLR and linear regression of MD and VFI in our sample, while providing localized progression information. Detection of glaucomatous progression can be improved by assessing longitudinal changes in localized patterns of glaucomatous defect identified by unsupervised machine learning.

New stochastic approach for extreme response of slow drift motion of moored floating structures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kato, Shunji; Okazaki, Takashi

1995-12-31

A new stochastic method for investigating the flow drift response statistics of moored floating structures is described. Assuming that wave drift excitation process can be driven by a Gaussian white noise process, an exact stochastic equation governing a time evolution of the response Probability Density Function (PDF) is derived on a basis of Projection operator technique in the field of statistical physics. In order to get an approximate solution of the GFP equation, the authors develop the renormalized perturbation technique which is a kind of singular perturbation methods and solve the GFP equation taken into account up to third ordermore » moments of a non-Gaussian excitation. As an example of the present method, a closed form of the joint PDF is derived for linear response in surge motion subjected to a non-Gaussian wave drift excitation and it is represented by the product of a form factor and the quasi-Cauchy PDFs. In this case, the motion displacement and velocity processes are not mutually independent if the excitation process has a significant third order moment. From a comparison between the response PDF by the present solution and the exact one derived by Naess, it is found that the present solution is effective for calculating both the response PDF and the joint PDF. Furthermore it is shown that the displacement-velocity independence is satisfied if the damping coefficient in equation of motion is not so large and that both the non-Gaussian property of excitation and the damping coefficient should be taken into account for estimating the probability exceedance of the response.« less

Domain or not domain? That is the question: longitudinal semantic deterioration in Alzheimer's disease.

PubMed

Moreno-Martínez, F Javier; Goñi-Imízcoz, Miguel; Spitznagel, Mary Beth

2011-10-01

Category specific semantic impairment (e.g. living versus nonliving things) has been reported in association with various pathologies, including herpes simplex encephalitis and semantic dementia. However, evidence is inconsistent regarding whether this effect exists in diseases progressively impacting diverse cortical regions, such as Alzheimer's disease (AD). Ceiling effects producing non-Gaussian distributions and poor control for confounds such as nuisance variables (e.g. familiarity) may contribute to this discrepancy. Fourteen AD patients were longitudinally studied examining category effects on three semantic tasks (picture naming, naming to description and word to picture matching) matched across domain on all known nuisance variables (NV). To address non-Gaussian distributions, we run bootstrap analyses to determine whether NV, semantic domain or control performance best predicted AD patient performance. Multiple hierarchical regression analyses revealed that, whilst NV accounted for most of the explained variance in patients in the three tasks, the influence of semantic domain was substantially lower. Individual logistic regression demonstrated a significant category effect in only a few patients and healthy controls. No significant qualitative changes were observed in patients over time. Our results confirm the importance of NVs as predictors of AD patient performance, suggesting that the role of semantic domain is not a useful predictor of the progressive deterioration in AD. Copyright © 2011 Elsevier Inc. All rights reserved.

Theory and generation of conditional, scalable sub-Gaussian random fields

NASA Astrophysics Data System (ADS)

Panzeri, M.; Riva, M.; Guadagnini, A.; Neuman, S. P.

2016-03-01

Many earth and environmental (as well as a host of other) variables, Y, and their spatial (or temporal) increments, ΔY, exhibit non-Gaussian statistical scaling. Previously we were able to capture key aspects of such non-Gaussian scaling by treating Y and/or ΔY as sub-Gaussian random fields (or processes). This however left unaddressed the empirical finding that whereas sample frequency distributions of Y tend to display relatively mild non-Gaussian peaks and tails, those of ΔY often reveal peaks that grow sharper and tails that become heavier with decreasing separation distance or lag. Recently we proposed a generalized sub-Gaussian model (GSG) which resolves this apparent inconsistency between the statistical scaling behaviors of observed variables and their increments. We presented an algorithm to generate unconditional random realizations of statistically isotropic or anisotropic GSG functions and illustrated it in two dimensions. Most importantly, we demonstrated the feasibility of estimating all parameters of a GSG model underlying a single realization of Y by analyzing jointly spatial moments of Y data and corresponding increments, ΔY. Here, we extend our GSG model to account for noisy measurements of Y at a discrete set of points in space (or time), present an algorithm to generate conditional realizations of corresponding isotropic or anisotropic random fields, introduce two approximate versions of this algorithm to reduce CPU time, and explore them on one and two-dimensional synthetic test cases.

Functional Integration

NASA Astrophysics Data System (ADS)

Cartier, Pierre; DeWitt-Morette, Cecile

2006-11-01

Acknowledgements; List symbols, conventions, and formulary; Part I. The Physical and Mathematical Environment: 1. The physical and mathematical environment; Part II. Quantum Mechanics: 2. First lesson: gaussian integrals; 3. Selected examples; 4. Semiclassical expansion: WKB; 5. Semiclassical expansion: beyond WKB; 6. Quantum dynamics: path integrals and operator formalism; Part III. Methods from Differential Geometry: 7. Symmetries; 8. Homotopy; 9. Grassmann analysis: basics; 10. Grassmann analysis: applications; 11. Volume elements, divergences, gradients; Part IV. Non-Gaussian Applications: 12. Poisson processes in physics; 13. A mathematical theory of Poisson processes; 14. First exit time: energy problems; Part V. Problems in Quantum Field Theory: 15. Renormalization 1: an introduction; 16. Renormalization 2: scaling; 17. Renormalization 3: combinatorics; 18. Volume elements in quantum field theory Bryce DeWitt; Part VI. Projects: 19. Projects; Appendix A. Forward and backward integrals: spaces of pointed paths; Appendix B. Product integrals; Appendix C. A compendium of gaussian integrals; Appendix D. Wick calculus Alexander Wurm; Appendix E. The Jacobi operator; Appendix F. Change of variables of integration; Appendix G. Analytic properties of covariances; Appendix H. Feynman's checkerboard; Bibliography; Index.

Functional Integration

NASA Astrophysics Data System (ADS)

Cartier, Pierre; DeWitt-Morette, Cecile

2010-06-01

Acknowledgements; List symbols, conventions, and formulary; Part I. The Physical and Mathematical Environment: 1. The physical and mathematical environment; Part II. Quantum Mechanics: 2. First lesson: gaussian integrals; 3. Selected examples; 4. Semiclassical expansion: WKB; 5. Semiclassical expansion: beyond WKB; 6. Quantum dynamics: path integrals and operator formalism; Part III. Methods from Differential Geometry: 7. Symmetries; 8. Homotopy; 9. Grassmann analysis: basics; 10. Grassmann analysis: applications; 11. Volume elements, divergences, gradients; Part IV. Non-Gaussian Applications: 12. Poisson processes in physics; 13. A mathematical theory of Poisson processes; 14. First exit time: energy problems; Part V. Problems in Quantum Field Theory: 15. Renormalization 1: an introduction; 16. Renormalization 2: scaling; 17. Renormalization 3: combinatorics; 18. Volume elements in quantum field theory Bryce DeWitt; Part VI. Projects: 19. Projects; Appendix A. Forward and backward integrals: spaces of pointed paths; Appendix B. Product integrals; Appendix C. A compendium of gaussian integrals; Appendix D. Wick calculus Alexander Wurm; Appendix E. The Jacobi operator; Appendix F. Change of variables of integration; Appendix G. Analytic properties of covariances; Appendix H. Feynman's checkerboard; Bibliography; Index.

Log-amplitude statistics for Beck-Cohen superstatistics

NASA Astrophysics Data System (ADS)

Kiyono, Ken; Konno, Hidetoshi

2013-05-01

As a possible generalization of Beck-Cohen superstatistical processes, we study non-Gaussian processes with temporal heterogeneity of local variance. To characterize the variance heterogeneity, we define log-amplitude cumulants and log-amplitude autocovariance and derive closed-form expressions of the log-amplitude cumulants for χ2, inverse χ2, and log-normal superstatistical distributions. Furthermore, we show that χ2 and inverse χ2 superstatistics with degree 2 are closely related to an extreme value distribution, called the Gumbel distribution. In these cases, the corresponding superstatistical distributions result in the q-Gaussian distribution with q=5/3 and the bilateral exponential distribution, respectively. Thus, our finding provides a hypothesis that the asymptotic appearance of these two special distributions may be explained by a link with the asymptotic limit distributions involving extreme values. In addition, as an application of our approach, we demonstrated that non-Gaussian fluctuations observed in a stock index futures market can be well approximated by the χ2 superstatistical distribution with degree 2.

Equivalent peak resolution: characterization of the extent of separation for two components based on their relative peak overlap.

PubMed

Dvořák, Martin; Svobodová, Jana; Dubský, Pavel; Riesová, Martina; Vigh, Gyula; Gaš, Bohuslav

2015-03-01

Although the classical formula of peak resolution was derived to characterize the extent of separation only for Gaussian peaks of equal areas, it is often used even when the peaks follow non-Gaussian distributions and/or have unequal areas. This practice can result in misleading information about the extent of separation in terms of the severity of peak overlap. We propose here the use of the equivalent peak resolution value, a term based on relative peak overlap, to characterize the extent of separation that had been achieved. The definition of equivalent peak resolution is not constrained either by the form(s) of the concentration distribution function(s) of the peaks (Gaussian or non-Gaussian) or the relative area of the peaks. The equivalent peak resolution value and the classically defined peak resolution value are numerically identical when the separated peaks are Gaussian and have identical areas and SDs. Using our new freeware program, Resolution Analyzer, one can calculate both the classically defined and the equivalent peak resolution values. With the help of this tool, we demonstrate here that the classical peak resolution values mischaracterize the extent of peak overlap even when the peaks are Gaussian but have different areas. We show that under ideal conditions of the separation process, the relative peak overlap value is easily accessible by fitting the overall peak profile as the sum of two Gaussian functions. The applicability of the new approach is demonstrated on real separations. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Towards a generalized energy prediction model for machine tools

PubMed Central

Bhinge, Raunak; Park, Jinkyoo; Law, Kincho H.; Dornfeld, David A.; Helu, Moneer; Rachuri, Sudarsan

2017-01-01

Energy prediction of machine tools can deliver many advantages to a manufacturing enterprise, ranging from energy-efficient process planning to machine tool monitoring. Physics-based, energy prediction models have been proposed in the past to understand the energy usage pattern of a machine tool. However, uncertainties in both the machine and the operating environment make it difficult to predict the energy consumption of the target machine reliably. Taking advantage of the opportunity to collect extensive, contextual, energy-consumption data, we discuss a data-driven approach to develop an energy prediction model of a machine tool in this paper. First, we present a methodology that can efficiently and effectively collect and process data extracted from a machine tool and its sensors. We then present a data-driven model that can be used to predict the energy consumption of the machine tool for machining a generic part. Specifically, we use Gaussian Process (GP) Regression, a non-parametric machine-learning technique, to develop the prediction model. The energy prediction model is then generalized over multiple process parameters and operations. Finally, we apply this generalized model with a method to assess uncertainty intervals to predict the energy consumed to machine any part using a Mori Seiki NVD1500 machine tool. Furthermore, the same model can be used during process planning to optimize the energy-efficiency of a machining process. PMID:28652687

Towards a generalized energy prediction model for machine tools.

PubMed

Bhinge, Raunak; Park, Jinkyoo; Law, Kincho H; Dornfeld, David A; Helu, Moneer; Rachuri, Sudarsan

2017-04-01

Energy prediction of machine tools can deliver many advantages to a manufacturing enterprise, ranging from energy-efficient process planning to machine tool monitoring. Physics-based, energy prediction models have been proposed in the past to understand the energy usage pattern of a machine tool. However, uncertainties in both the machine and the operating environment make it difficult to predict the energy consumption of the target machine reliably. Taking advantage of the opportunity to collect extensive, contextual, energy-consumption data, we discuss a data-driven approach to develop an energy prediction model of a machine tool in this paper. First, we present a methodology that can efficiently and effectively collect and process data extracted from a machine tool and its sensors. We then present a data-driven model that can be used to predict the energy consumption of the machine tool for machining a generic part. Specifically, we use Gaussian Process (GP) Regression, a non-parametric machine-learning technique, to develop the prediction model. The energy prediction model is then generalized over multiple process parameters and operations. Finally, we apply this generalized model with a method to assess uncertainty intervals to predict the energy consumed to machine any part using a Mori Seiki NVD1500 machine tool. Furthermore, the same model can be used during process planning to optimize the energy-efficiency of a machining process.

Beyond a Gaussian Denoiser: Residual Learning of Deep CNN for Image Denoising.

PubMed

Zhang, Kai; Zuo, Wangmeng; Chen, Yunjin; Meng, Deyu; Zhang, Lei

2017-07-01

The discriminative model learning for image denoising has been recently attracting considerable attentions due to its favorable denoising performance. In this paper, we take one step forward by investigating the construction of feed-forward denoising convolutional neural networks (DnCNNs) to embrace the progress in very deep architecture, learning algorithm, and regularization method into image denoising. Specifically, residual learning and batch normalization are utilized to speed up the training process as well as boost the denoising performance. Different from the existing discriminative denoising models which usually train a specific model for additive white Gaussian noise at a certain noise level, our DnCNN model is able to handle Gaussian denoising with unknown noise level (i.e., blind Gaussian denoising). With the residual learning strategy, DnCNN implicitly removes the latent clean image in the hidden layers. This property motivates us to train a single DnCNN model to tackle with several general image denoising tasks, such as Gaussian denoising, single image super-resolution, and JPEG image deblocking. Our extensive experiments demonstrate that our DnCNN model can not only exhibit high effectiveness in several general image denoising tasks, but also be efficiently implemented by benefiting from GPU computing.

A general procedure to generate models for urban environmental-noise pollution using feature selection and machine learning methods.

PubMed

Torija, Antonio J; Ruiz, Diego P

2015-02-01

The prediction of environmental noise in urban environments requires the solution of a complex and non-linear problem, since there are complex relationships among the multitude of variables involved in the characterization and modelling of environmental noise and environmental-noise magnitudes. Moreover, the inclusion of the great spatial heterogeneity characteristic of urban environments seems to be essential in order to achieve an accurate environmental-noise prediction in cities. This problem is addressed in this paper, where a procedure based on feature-selection techniques and machine-learning regression methods is proposed and applied to this environmental problem. Three machine-learning regression methods, which are considered very robust in solving non-linear problems, are used to estimate the energy-equivalent sound-pressure level descriptor (LAeq). These three methods are: (i) multilayer perceptron (MLP), (ii) sequential minimal optimisation (SMO), and (iii) Gaussian processes for regression (GPR). In addition, because of the high number of input variables involved in environmental-noise modelling and estimation in urban environments, which make LAeq prediction models quite complex and costly in terms of time and resources for application to real situations, three different techniques are used to approach feature selection or data reduction. The feature-selection techniques used are: (i) correlation-based feature-subset selection (CFS), (ii) wrapper for feature-subset selection (WFS), and the data reduction technique is principal-component analysis (PCA). The subsequent analysis leads to a proposal of different schemes, depending on the needs regarding data collection and accuracy. The use of WFS as the feature-selection technique with the implementation of SMO or GPR as regression algorithm provides the best LAeq estimation (R(2)=0.94 and mean absolute error (MAE)=1.14-1.16 dB(A)). Copyright © 2014 Elsevier B.V. All rights reserved.

ELM: an Algorithm to Estimate the Alpha Abundance from Low-resolution Spectra

NASA Astrophysics Data System (ADS)

Bu, Yude; Zhao, Gang; Pan, Jingchang; Bharat Kumar, Yerra

2016-01-01

We have investigated a novel methodology using the extreme learning machine (ELM) algorithm to determine the α abundance of stars. Applying two methods based on the ELM algorithm—ELM+spectra and ELM+Lick indices—to the stellar spectra from the ELODIE database, we measured the α abundance with a precision better than 0.065 dex. By applying these two methods to the spectra with different signal-to-noise ratios (S/Ns) and different resolutions, we found that ELM+spectra is more robust against degraded resolution and ELM+Lick indices is more robust against variation in S/N. To further validate the performance of ELM, we applied ELM+spectra and ELM+Lick indices to SDSS spectra and estimated α abundances with a precision around 0.10 dex, which is comparable to the results given by the SEGUE Stellar Parameter Pipeline. We further applied ELM to the spectra of stars in Galactic globular clusters (M15, M13, M71) and open clusters (NGC 2420, M67, NGC 6791), and results show good agreement with previous studies (within 1σ). A comparison of the ELM with other widely used methods including support vector machine, Gaussian process regression, artificial neural networks, and linear least-squares regression shows that ELM is efficient with computational resources and more accurate than other methods.

Quantitative prediction of ionization effect on human skin permeability.

PubMed

Baba, Hiromi; Ueno, Yusuke; Hashida, Mitsuru; Yamashita, Fumiyoshi

2017-04-30

Although skin permeability of an active ingredient can be severely affected by its ionization in a dose solution, most of the existing prediction models cannot predict such impacts. To provide reliable predictors, we curated a novel large dataset of in vitro human skin permeability coefficients for 322 entries comprising chemically diverse permeants whose ionization fractions can be calculated. Subsequently, we generated thousands of computational descriptors, including LogD (octanol-water distribution coefficient at a specific pH), and analyzed the dataset using nonlinear support vector regression (SVR) and Gaussian process regression (GPR) combined with greedy descriptor selection. The SVR model was slightly superior to the GPR model, with externally validated squared correlation coefficient, root mean square error, and mean absolute error values of 0.94, 0.29, and 0.21, respectively. These models indicate that Log D is effective for a comprehensive prediction of ionization effects on skin permeability. In addition, the proposed models satisfied the statistical criteria endorsed in recent model validation studies. These models can evaluate virtually generated compounds at any pH; therefore, they can be used for high-throughput evaluations of numerous active ingredients and optimization of their skin permeability with respect to permeant ionization. Copyright © 2017 Elsevier B.V. All rights reserved.

Evaluating the performance of low cost chemical sensors for air pollution research.

PubMed

Lewis, Alastair C; Lee, James D; Edwards, Peter M; Shaw, Marvin D; Evans, Mat J; Moller, Sarah J; Smith, Katie R; Buckley, Jack W; Ellis, Matthew; Gillot, Stefan R; White, Andrew

2016-07-18

Low cost pollution sensors have been widely publicized, in principle offering increased information on the distribution of air pollution and a democratization of air quality measurements to amateur users. We report a laboratory study of commonly-used electrochemical sensors and quantify a number of cross-interferences with other atmospheric chemicals, some of which become significant at typical suburban air pollution concentrations. We highlight that artefact signals from co-sampled pollutants such as CO2 can be greater than the electrochemical sensor signal generated by the measurand. We subsequently tested in ambient air, over a period of three weeks, twenty identical commercial sensor packages alongside standard measurements and report on the degree of agreement between references and sensors. We then explore potential experimental approaches to improve sensor performance, enhancing outputs from qualitative to quantitative, focusing on low cost VOC photoionization sensors. Careful signal handling, for example, was seen to improve limits of detection by one order of magnitude. The quantity, magnitude and complexity of analytical interferences that must be characterised to convert a signal into a quantitative observation, with known uncertainties, make standard individual parameter regression inappropriate. We show that one potential solution to this problem is the application of supervised machine learning approaches such as boosted regression trees and Gaussian processes emulation.

Approximate bandpass and frequency response models of the difference of Gaussian filter

NASA Astrophysics Data System (ADS)

Birch, Philip; Mitra, Bhargav; Bangalore, Nagachetan M.; Rehman, Saad; Young, Rupert; Chatwin, Chris

2010-12-01

The Difference of Gaussian (DOG) filter is widely used in optics and image processing as, among other things, an edge detection and correlation filter. It has important biological applications and appears to be part of the mammalian vision system. In this paper we analyse the filter and provide details of the full width half maximum, bandwidth and frequency response in order to aid the full characterisation of its performance.

Exact evaluations of some Meijer G-functions and probability of all eigenvalues real for the product of two Gaussian matrices

NASA Astrophysics Data System (ADS)

Kumar, Santosh

2015-11-01

We provide a proof to a recent conjecture by Forrester (2014 J. Phys. A: Math. Theor. 47 065202) regarding the algebraic and arithmetic structure of Meijer G-functions which appear in the expression for probability of all eigenvalues real for the product of two real Gaussian matrices. In the process we come across several interesting identities involving Meijer G-functions.

Linear Space-Variant Image Restoration of Photon-Limited Images

DTIC Science & Technology

1978-03-01

levels of performance of the wavefront seisor. The parameter ^ represents the residual rms wavefront error ^measurement noise plus ♦ttting error...known to be optimum only when the signal and noise are uncorrelated stationary random processes «nd when the noise statistics are gaussian. In the...regime of photon-Iimited imaging, the noise is non-gaussian and signaI-dependent, and it is therefore reasonable to assume that tome form of linear

Evolution of CMB spectral distortion anisotropies and tests of primordial non-Gaussianity

NASA Astrophysics Data System (ADS)

Chluba, Jens; Dimastrogiovanni, Emanuela; Amin, Mustafa A.; Kamionkowski, Marc

2017-04-01

Anisotropies in distortions to the frequency spectrum of the cosmic microwave background (CMB) can be created through spatially varying heating processes in the early Universe. For instance, the dissipation of small-scale acoustic modes does create distortion anisotropies, in particular for non-Gaussian primordial perturbations. In this work, we derive approximations that allow describing the associated distortion field. We provide a systematic formulation of the problem using Fourier-space window functions, clarifying and generalizing previous approximations. Our expressions highlight the fact that the amplitudes of the spectral-distortion fluctuations induced by non-Gaussianity depend also on the homogeneous value of those distortions. Absolute measurements are thus required to obtain model-independent distortion constraints on primordial non-Gaussianity. We also include a simple description for the evolution of distortions through photon diffusion, showing that these corrections can usually be neglected. Our formulation provides a systematic framework for computing higher order correlation functions of distortions with CMB temperature anisotropies and can be extended to describe correlations with polarization anisotropies.

Gaussian variational ansatz in the problem of anomalous sea waves: Comparison with direct numerical simulation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ruban, V. P., E-mail: ruban@itp.ac.ru

2015-05-15

The nonlinear dynamics of an obliquely oriented wave packet on a sea surface is analyzed analytically and numerically for various initial parameters of the packet in relation to the problem of the so-called rogue waves. Within the Gaussian variational ansatz applied to the corresponding (1+2)-dimensional hyperbolic nonlinear Schrödinger equation (NLSE), a simplified Lagrangian system of differential equations is derived that describes the evolution of the coefficients of the real and imaginary quadratic forms appearing in the Gaussian. This model provides a semi-quantitative description of the process of nonlinear spatiotemporal focusing, which is one of the most probable mechanisms of roguemore » wave formation in random wave fields. The system of equations is integrated in quadratures, which allows one to better understand the qualitative differences between linear and nonlinear focusing regimes of a wave packet. Predictions of the Gaussian model are compared with the results of direct numerical simulation of fully nonlinear long-crested waves.« less

Suborbital spaceplane optimization using non-stationary Gaussian processes

NASA Astrophysics Data System (ADS)

Dufour, Robin; de Muelenaere, Julien; Elham, Ali

2014-10-01

This paper presents multidisciplinary design optimization of a sub-orbital spaceplane. The optimization includes three disciplines: the aerodynamics, the structure and the trajectory. An Adjoint Euler code is used to calculate the aerodynamic lift and drag of the vehicle as well as their derivatives with respect to the design variables. A new surrogate model has been developed based on a non-stationary Gaussian process. That model was used to estimate the aerodynamic characteristics of the vehicle during the trajectory optimization. The trajectory of thevehicle has been optimized together with its geometry in order to maximize the amount of payload that can be carried by the spaceplane.

Time reversibility of intracranial human EEG recordings in mesial temporal lobe epilepsy

NASA Astrophysics Data System (ADS)

van der Heyden, M. J.; Diks, C.; Pijn, J. P. M.; Velis, D. N.

1996-02-01

Intracranial electroencephalograms from patients suffering from mesial temporal lobe epilepsy were tested for time reversibility. If the recorded time series is irreversible, the input of the recording system cannot be a realisation of a linear Gaussian random process. We confirmed experimentally that the measurement equipment did not introduce irreversibility in the recorded output when the input was a realisation of a linear Gaussian random process. In general, the non-seizure recordings are reversible, whereas the seizure recordings are irreversible. These results suggest that time reversibility is a useful property for the characterisation of human intracranial EEG recordings in mesial temporal lobe epilepsy.

Principles of diffusion kurtosis imaging and its role in early diagnosis of neurodegenerative disorders.

PubMed

Arab, Anas; Wojna-Pelczar, Anna; Khairnar, Amit; Szabó, Nikoletta; Ruda-Kucerova, Jana

2018-05-01

Pathology of neurodegenerative diseases can be correlated with intra-neuronal as well as extracellular changes which lead to neuronal degeneration. The central nervous system (CNS) is a complex structure comprising of many biological barriers. These microstructural barriers might be affected by a variety of pathological processes. Specifically, changes in the brain tissue's microstructure affect the diffusion of water which can be assessed non-invasively by diffusion weighted (DW) magnetic resonance imaging (MRI) techniques. Diffusion tensor imaging (DTI) is a diffusion MRI technique that considers diffusivity as a Gaussian process, i.e. does not account for any diffusion hindrance. However, environment of the brain tissues is characterized by a non-Gaussian diffusion. Therefore, diffusion kurtosis imaging (DKI) was developed as an extension of DTI method in order to quantify the non-Gaussian distribution of water diffusion. This technique represents a promising approach for early diagnosis of neurodegenerative diseases when the neurodegenerative process starts. Hence, the purpose of this article is to summarize the ongoing clinical and preclinical research on Parkinson's, Alzheimer's and Huntington diseases, using DKI and to discuss the role of this technique as an early stage biomarker of neurodegenerative conditions. Copyright © 2018 Elsevier Inc. All rights reserved.

On the Bayesian Treed Multivariate Gaussian Process with Linear Model of Coregionalization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Konomi, Bledar A.; Karagiannis, Georgios; Lin, Guang

2015-02-01

The Bayesian treed Gaussian process (BTGP) has gained popularity in recent years because it provides a straightforward mechanism for modeling non-stationary data and can alleviate computational demands by fitting models to less data. The extension of BTGP to the multivariate setting requires us to model the cross-covariance and to propose efficient algorithms that can deal with trans-dimensional MCMC moves. In this paper we extend the cross-covariance of the Bayesian treed multivariate Gaussian process (BTMGP) to that of linear model of Coregionalization (LMC) cross-covariances. Different strategies have been developed to improve the MCMC mixing and invert smaller matrices in the Bayesianmore » inference. Moreover, we compare the proposed BTMGP with existing multiple BTGP and BTMGP in test cases and multiphase flow computer experiment in a full scale regenerator of a carbon capture unit. The use of the BTMGP with LMC cross-covariance helped to predict the computer experiments relatively better than existing competitors. The proposed model has a wide variety of applications, such as computer experiments and environmental data. In the case of computer experiments we also develop an adaptive sampling strategy for the BTMGP with LMC cross-covariance function.« less

The series product for gaussian quantum input processes

NASA Astrophysics Data System (ADS)

Gough, John E.; James, Matthew R.

2017-02-01

We present a theory for connecting quantum Markov components into a network with quantum input processes in a Gaussian state (including thermal and squeezed). One would expect on physical grounds that the connection rules should be independent of the state of the input to the network. To compute statistical properties, we use a version of Wicks' theorem involving fictitious vacuum fields (Fock space based representation of the fields) and while this aids computation, and gives a rigorous formulation, the various representations need not be unitarily equivalent. In particular, a naive application of the connection rules would lead to the wrong answer. We establish the correct interconnection rules, and show that while the quantum stochastic differential equations of motion display explicitly the covariances (thermal and squeezing parameters) of the Gaussian input fields we introduce the Wick-Stratonovich form which leads to a way of writing these equations that does not depend on these covariances and so corresponds to the universal equations written in terms of formal quantum input processes. We show that a wholly consistent theory of quantum open systems in series can be developed in this way, and as required physically, is universal and in particular representation-free.

A stochastic-geometric model of soil variation in Pleistocene patterned ground

NASA Astrophysics Data System (ADS)

Lark, Murray; Meerschman, Eef; Van Meirvenne, Marc

2013-04-01

In this paper we examine the spatial variability of soil in parent material with complex spatial structure which arises from complex non-linear geomorphic processes. We show that this variability can be better-modelled by a stochastic-geometric model than by a standard Gaussian random field. The benefits of the new model are seen in the reproduction of features of the target variable which influence processes like water movement and pollutant dispersal. Complex non-linear processes in the soil give rise to properties with non-Gaussian distributions. Even under a transformation to approximate marginal normality, such variables may have a more complex spatial structure than the Gaussian random field model of geostatistics can accommodate. In particular the extent to which extreme values of the variable are connected in spatially coherent regions may be misrepresented. As a result, for example, geostatistical simulation generally fails to reproduce the pathways for preferential flow in an environment where coarse infill of former fluvial channels or coarse alluvium of braided streams creates pathways for rapid movement of water. Multiple point geostatistics has been developed to deal with this problem. Multiple point methods proceed by sampling from a set of training images which can be assumed to reproduce the non-Gaussian behaviour of the target variable. The challenge is to identify appropriate sources of such images. In this paper we consider a mode of soil variation in which the soil varies continuously, exhibiting short-range lateral trends induced by local effects of the factors of soil formation which vary across the region of interest in an unpredictable way. The trends in soil variation are therefore only apparent locally, and the soil variation at regional scale appears random. We propose a stochastic-geometric model for this mode of soil variation called the Continuous Local Trend (CLT) model. We consider a case study of soil formed in relict patterned ground with pronounced lateral textural variations arising from the presence of infilled ice-wedges of Pleistocene origin. We show how knowledge of the pedogenetic processes in this environment, along with some simple descriptive statistics, can be used to select and fit a CLT model for the apparent electrical conductivity (ECa) of the soil. We use the model to simulate realizations of the CLT process, and compare these with realizations of a fitted Gaussian random field. We show how statistics that summarize the spatial coherence of regions with small values of ECa, which are expected to have coarse texture and so larger saturated hydraulic conductivity, are better reproduced by the CLT model than by the Gaussian random field. This suggests that the CLT model could be used to generate an unlimited supply of training images to allow multiple point geostatistical simulation or prediction of this or similar variables.

Generation of 2 µm Laguerre-Gaussian mode in a Tm:LuYAG solid-state laser

NASA Astrophysics Data System (ADS)

Liu, Qiyao; Ding, Manman; Zhao, Yongguang; Zhou, Wei; Shen, Deyuan

2018-04-01

In this article, we discuss the first vortex laser in the 2 µm spectral range directly generated from a Tm:LuYAG oscillator, in which a pump beam with annular intensity distribution is employed in line with Laguerre-Gaussian modes. Laser thresholds of different-order Laguerre-Gaussian modes are theoretically analyzed and discussed. Vortex lasers with orbital angular momentum of ħ and  -ħ were experimentally produced with corresponding output powers of 1.75 W and 1.64 W, respectively. This directly emitted vortex laser generated in the ~2 µm region from a compact and robust Tm:LuYAG oscillator has potential applications in the areas of molecular spectroscopy and organic material processing amongst others.

Numerical investigations of non-collinear optical parametric chirped pulse amplification for Laguerre-Gaussian vortex beam

NASA Astrophysics Data System (ADS)

Xu, Lu; Yu, Lianghong; Liang, Xiaoyan

2016-04-01

We present for the first time a scheme to amplify a Laguerre-Gaussian vortex beam based on non-collinear optical parametric chirped pulse amplification (OPCPA). In addition, a three-dimensional numerical model of non-collinear optical parametric amplification was deduced in the frequency domain, in which the effects of non-collinear configuration, temporal and spatial walk-off, group-velocity dispersion and diffraction were also taken into account, to trace the dynamics of the Laguerre-Gaussian vortex beam and investigate its critical parameters in the non-collinear OPCPA process. Based on the numerical simulation results, the scheme shows promise for implementation in a relativistic twisted laser pulse system, which will diversify the light-matter interaction field.

Direct Importance Estimation with Gaussian Mixture Models

NASA Astrophysics Data System (ADS)

Yamada, Makoto; Sugiyama, Masashi

The ratio of two probability densities is called the importance and its estimation has gathered a great deal of attention these days since the importance can be used for various data processing purposes. In this paper, we propose a new importance estimation method using Gaussian mixture models (GMMs). Our method is an extention of the Kullback-Leibler importance estimation procedure (KLIEP), an importance estimation method using linear or kernel models. An advantage of GMMs is that covariance matrices can also be learned through an expectation-maximization procedure, so the proposed method — which we call the Gaussian mixture KLIEP (GM-KLIEP) — is expected to work well when the true importance function has high correlation. Through experiments, we show the validity of the proposed approach.

Heat source reconstruction from noisy temperature fields using an optimised derivative Gaussian filter

NASA Astrophysics Data System (ADS)

Delpueyo, D.; Balandraud, X.; Grédiac, M.

2013-09-01

The aim of this paper is to present a post-processing technique based on a derivative Gaussian filter to reconstruct heat source fields from temperature fields measured by infrared thermography. Heat sources can be deduced from temperature variations thanks to the heat diffusion equation. Filtering and differentiating are key-issues which are closely related here because the temperature fields which are processed are unavoidably noisy. We focus here only on the diffusion term because it is the most difficult term to estimate in the procedure, the reason being that it involves spatial second derivatives (a Laplacian for isotropic materials). This quantity can be reasonably estimated using a convolution of the temperature variation fields with second derivatives of a Gaussian function. The study is first based on synthetic temperature variation fields corrupted by added noise. The filter is optimised in order to reconstruct at best the heat source fields. The influence of both the dimension and the level of a localised heat source is discussed. Obtained results are also compared with another type of processing based on an averaging filter. The second part of this study presents an application to experimental temperature fields measured with an infrared camera on a thin plate in aluminium alloy. Heat sources are generated with an electric heating patch glued on the specimen surface. Heat source fields reconstructed from measured temperature fields are compared with the imposed heat sources. Obtained results illustrate the relevancy of the derivative Gaussian filter to reliably extract heat sources from noisy temperature fields for the experimental thermomechanics of materials.

Gaussian random bridges and a geometric model for information equilibrium

NASA Astrophysics Data System (ADS)

Mengütürk, Levent Ali

2018-03-01

The paper introduces a class of conditioned stochastic processes that we call Gaussian random bridges (GRBs) and proves some of their properties. Due to the anticipative representation of any GRB as the sum of a random variable and a Gaussian (T , 0) -bridge, GRBs can model noisy information processes in partially observed systems. In this spirit, we propose an asset pricing model with respect to what we call information equilibrium in a market with multiple sources of information. The idea is to work on a topological manifold endowed with a metric that enables us to systematically determine an equilibrium point of a stochastic system that can be represented by multiple points on that manifold at each fixed time. In doing so, we formulate GRB-based information diversity over a Riemannian manifold and show that it is pinned to zero over the boundary determined by Dirac measures. We then define an influence factor that controls the dominance of an information source in determining the best estimate of a signal in the L2-sense. When there are two sources, this allows us to construct information equilibrium as a functional of a geodesic-valued stochastic process, which is driven by an equilibrium convergence rate representing the signal-to-noise ratio. This leads us to derive price dynamics under what can be considered as an equilibrium probability measure. We also provide a semimartingale representation of Markovian GRBs associated with Gaussian martingales and a non-anticipative representation of fractional Brownian random bridges that can incorporate degrees of information coupling in a given system via the Hurst exponent.

Multifractal Properties of Process Control Variables

NASA Astrophysics Data System (ADS)

Domański, Paweł D.

2017-06-01

Control system is an inevitable element of any industrial installation. Its quality affects overall process performance significantly. The assessment, whether control system needs any improvement or not, requires relevant and constructive measures. There are various methods, like time domain based, Minimum Variance, Gaussian and non-Gaussian statistical factors, fractal and entropy indexes. Majority of approaches use time series of control variables. They are able to cover many phenomena. But process complexities and human interventions cause effects that are hardly visible for standard measures. It is shown that the signals originating from industrial installations have multifractal properties and such an analysis may extend standard approach to further observations. The work is based on industrial and simulation data. The analysis delivers additional insight into the properties of control system and the process. It helps to discover internal dependencies and human factors, which are hardly detectable.

Is There a Critical Distance for Fickian Transport? - a Statistical Approach to Sub-Fickian Transport Modelling in Porous Media

NASA Astrophysics Data System (ADS)

Most, S.; Nowak, W.; Bijeljic, B.

2014-12-01

Transport processes in porous media are frequently simulated as particle movement. This process can be formulated as a stochastic process of particle position increments. At the pore scale, the geometry and micro-heterogeneities prohibit the commonly made assumption of independent and normally distributed increments to represent dispersion. Many recent particle methods seek to loosen this assumption. Recent experimental data suggest that we have not yet reached the end of the need to generalize, because particle increments show statistical dependency beyond linear correlation and over many time steps. The goal of this work is to better understand the validity regions of commonly made assumptions. We are investigating after what transport distances can we observe: A statistical dependence between increments, that can be modelled as an order-k Markov process, boils down to order 1. This would be the Markovian distance for the process, where the validity of yet-unexplored non-Gaussian-but-Markovian random walks would start. A bivariate statistical dependence that simplifies to a multi-Gaussian dependence based on simple linear correlation (validity of correlated PTRW). Complete absence of statistical dependence (validity of classical PTRW/CTRW). The approach is to derive a statistical model for pore-scale transport from a powerful experimental data set via copula analysis. The model is formulated as a non-Gaussian, mutually dependent Markov process of higher order, which allows us to investigate the validity ranges of simpler models.

Reconstructing latent dynamical noise for better forecasting observables

NASA Astrophysics Data System (ADS)

Hirata, Yoshito

2018-03-01

I propose a method for reconstructing multi-dimensional dynamical noise inspired by the embedding theorem of Muldoon et al. [Dyn. Stab. Syst. 13, 175 (1998)] by regarding multiple predictions as different observables. Then, applying the embedding theorem by Stark et al. [J. Nonlinear Sci. 13, 519 (2003)] for a forced system, I produce time series forecast by supplying the reconstructed past dynamical noise as auxiliary information. I demonstrate the proposed method on toy models driven by auto-regressive models or independent Gaussian noise.

Advances in SCA and RF-DNA Fingerprinting Through Enhanced Linear Regression Attacks and Application of Random Forest Classifiers

DTIC Science & Technology

2014-09-18

Converter AES Advance Encryption Standard ANN Artificial Neural Network APS Application Support AUC Area Under the Curve CPA Correlation Power Analysis ...Importance WGN White Gaussian Noise WPAN Wireless Personal Area Networks XEnv Cross-Environment XRx Cross-Receiver xxi ADVANCES IN SCA AND RF-DNA...based tool called KillerBee was released in 2009 that increases the exposure of ZigBee and other IEEE 802.15.4-based Wireless Personal Area Networks

Approximate message passing for nonconvex sparse regularization with stability and asymptotic analysis

NASA Astrophysics Data System (ADS)

Sakata, Ayaka; Xu, Yingying

2018-03-01

We analyse a linear regression problem with nonconvex regularization called smoothly clipped absolute deviation (SCAD) under an overcomplete Gaussian basis for Gaussian random data. We propose an approximate message passing (AMP) algorithm considering nonconvex regularization, namely SCAD-AMP, and analytically show that the stability condition corresponds to the de Almeida-Thouless condition in spin glass literature. Through asymptotic analysis, we show the correspondence between the density evolution of SCAD-AMP and the replica symmetric (RS) solution. Numerical experiments confirm that for a sufficiently large system size, SCAD-AMP achieves the optimal performance predicted by the replica method. Through replica analysis, a phase transition between replica symmetric and replica symmetry breaking (RSB) region is found in the parameter space of SCAD. The appearance of the RS region for a nonconvex penalty is a significant advantage that indicates the region of smooth landscape of the optimization problem. Furthermore, we analytically show that the statistical representation performance of the SCAD penalty is better than that of \

Using Monte Carlo/Gaussian Based Small Area Estimates to Predict Where Medicaid Patients Reside.

PubMed

Behrens, Jess J; Wen, Xuejin; Goel, Satyender; Zhou, Jing; Fu, Lina; Kho, Abel N

2016-01-01

Electronic Health Records (EHR) are rapidly becoming accepted as tools for planning and population health 1,2 . With the national dialogue around Medicaid expansion 12 , the role of EHR data has become even more important. For their potential to be fully realized and contribute to these discussions, techniques for creating accurate small area estimates is vital. As such, we examined the efficacy of developing small area estimates for Medicaid patients in two locations, Albuquerque and Chicago, by using a Monte Carlo/Gaussian technique that has worked in accurately locating registered voters in North Carolina 11 . The Albuquerque data, which includes patient address, will first be used to assess the accuracy of the methodology. Subsequently, it will be combined with the EHR data from Chicago to develop a regression that predicts Medicaid patients by US Block Group. We seek to create a tool that is effective in translating EHR data's potential for population health studies.

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation.

PubMed

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-09-20

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation

PubMed Central

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-01-01

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm. PMID:27657069

Motion generation of robotic surgical tasks: learning from expert demonstrations.

PubMed

Reiley, Carol E; Plaku, Erion; Hager, Gregory D

2010-01-01

Robotic surgical assistants offer the possibility of automating portions of a task that are time consuming and tedious in order to reduce the cognitive workload of a surgeon. This paper proposes using programming by demonstration to build generative models and generate smooth trajectories that capture the underlying structure of the motion data recorded from expert demonstrations. Specifically, motion data from Intuitive Surgical's da Vinci Surgical System of a panel of expert surgeons performing three surgical tasks are recorded. The trials are decomposed into subtasks or surgemes, which are then temporally aligned through dynamic time warping. Next, a Gaussian Mixture Model (GMM) encodes the experts' underlying motion structure. Gaussian Mixture Regression (GMR) is then used to extract a smooth reference trajectory to reproduce a trajectory of the task. The approach is evaluated through an automated skill assessment measurement. Results suggest that this paper presents a means to (i) extract important features of the task, (ii) create a metric to evaluate robot imitative performance (iii) generate smoother trajectories for reproduction of three common medical tasks.

Performance metrics for the assessment of satellite data products: an ocean color case study

PubMed Central

Seegers, Bridget N.; Stumpf, Richard P.; Schaeffer, Blake A.; Loftin, Keith A.; Werdell, P. Jeremy

2018-01-01

Performance assessment of ocean color satellite data has generally relied on statistical metrics chosen for their common usage and the rationale for selecting certain metrics is infrequently explained. Commonly reported statistics based on mean squared errors, such as the coefficient of determination (r2), root mean square error, and regression slopes, are most appropriate for Gaussian distributions without outliers and, therefore, are often not ideal for ocean color algorithm performance assessment, which is often limited by sample availability. In contrast, metrics based on simple deviations, such as bias and mean absolute error, as well as pair-wise comparisons, often provide more robust and straightforward quantities for evaluating ocean color algorithms with non-Gaussian distributions and outliers. This study uses a SeaWiFS chlorophyll-a validation data set to demonstrate a framework for satellite data product assessment and recommends a multi-metric and user-dependent approach that can be applied within science, modeling, and resource management communities. PMID:29609296

A parametric and non-parametric metamodeling approach for the bias-correction of Satellite Rainfall Estimates using rain gauge measurements. Cases of study: Magdalena Basin (Colombia), Imperial Basin (Chile) and Paraiba do Sul (Brazil).

NASA Astrophysics Data System (ADS)

Rebolledo Coy, M. A.; Villanueva, O. M. B.; Bartz-Beielstein, T.; Ribbe, L.

2017-12-01

Rainfall measurement plays an important role on the understanding and modeling of the water cycle. However, the assessment of scarce data regions using common rain gauge information, cannot be done using a straightforward approach. Some of the main problems concerning rainfall assessment are; the lack of a sufficiently dense grid of ground stations in extensive areas and the unstable spatial accuracy of the Satellite Rainfall Estimates (SREs). Following previous works on SREs analysis and bias-correction, we generate an ensemble model that corrects the bias error on a seasonal and yearly basis using six different state-of-the-art SREs (TRMM 3B42RT, TRMM 3B42v7, PERSIANN-CDR, CHIRPSv2, CMORPH and MSWEPv1.2) in a point-to-pixel approach for the studied period (2003-2015). Three different basins; Magdalena in Colombia, Imperial in Chile and Paraiba do Sul in Brazil are evaluated. Using Gaussian process regression and Bayesian robust regression we model the behavior of the ground stations and evaluate its goodness-of-fit by using the modified Kling-Gupta efficiency (KGE'). Following this evaluation, the models are re-fitted by taking into account the error distribution in each point and the corresponding KGE' is evaluated again. Both models were specified using the probabilistic language STAN. To improve the efficiency of the Gaussian model a clustering of the data was implemented. We also compared the performance of both models in term of uncertainty and stability against the raw input concluding that both models represent better the study areas. The results show that the error displays an exponential behavior for days where precipitation was present, this allows the models to be corrected according to the observed rainfall values. The seasonal evaluations also show improved performance in relation to the yearly evaluations. The use of bias-corrected SREs for hydrologic purposes in scarce data regions is highly recommended in order to merge the punctual values from the ground measurements and the spatial distribution of rainfall from the satellite estimates.

A path integral approach to the Hodgkin-Huxley model

NASA Astrophysics Data System (ADS)

Baravalle, Roman; Rosso, Osvaldo A.; Montani, Fernando

2017-11-01

To understand how single neurons process sensory information, it is necessary to develop suitable stochastic models to describe the response variability of the recorded spike trains. Spikes in a given neuron are produced by the synergistic action of sodium and potassium of the voltage-dependent channels that open or close the gates. Hodgkin and Huxley (HH) equations describe the ionic mechanisms underlying the initiation and propagation of action potentials, through a set of nonlinear ordinary differential equations that approximate the electrical characteristics of the excitable cell. Path integral provides an adequate approach to compute quantities such as transition probabilities, and any stochastic system can be expressed in terms of this methodology. We use the technique of path integrals to determine the analytical solution driven by a non-Gaussian colored noise when considering the HH equations as a stochastic system. The different neuronal dynamics are investigated by estimating the path integral solutions driven by a non-Gaussian colored noise q. More specifically we take into account the correlational structures of the complex neuronal signals not just by estimating the transition probability associated to the Gaussian approach of the stochastic HH equations, but instead considering much more subtle processes accounting for the non-Gaussian noise that could be induced by the surrounding neural network and by feedforward correlations. This allows us to investigate the underlying dynamics of the neural system when different scenarios of noise correlations are considered.

Analysis of Flow and Transport in non-Gaussian Heterogeneous Formations Using a Generalized Sub-Gaussian Model

NASA Astrophysics Data System (ADS)

Guadagnini, A.; Riva, M.; Neuman, S. P.

2016-12-01

Environmental quantities such as log hydraulic conductivity (or transmissivity), Y(x) = ln K(x), and their spatial (or temporal) increments, ΔY, are known to be generally non-Gaussian. Documented evidence of such behavior includes symmetry of increment distributions at all separation scales (or lags) between incremental values of Y with sharp peaks and heavy tails that decay asymptotically as lag increases. This statistical scaling occurs in porous as well as fractured media characterized by either one or a hierarchy of spatial correlation scales. In hierarchical media one observes a range of additional statistical ΔY scaling phenomena, all of which are captured comprehensibly by a novel generalized sub-Gaussian (GSG) model. In this model Y forms a mixture Y(x) = U(x) G(x) of single- or multi-scale Gaussian processes G having random variances, U being a non-negative subordinator independent of G. Elsewhere we developed ways to generate unconditional and conditional random realizations of isotropic or anisotropic GSG fields which can be embedded in numerical Monte Carlo flow and transport simulations. Here we present and discuss expressions for probability distribution functions of Y and ΔY as well as their lead statistical moments. We then focus on a simple flow setting of mean uniform steady state flow in an unbounded, two-dimensional domain, exploring ways in which non-Gaussian heterogeneity affects stochastic flow and transport descriptions. Our expressions represent (a) lead order autocovariance and cross-covariance functions of hydraulic head, velocity and advective particle displacement as well as (b) analogues of preasymptotic and asymptotic Fickian dispersion coefficients. We compare them with corresponding expressions developed in the literature for Gaussian Y.

GaussianCpG: a Gaussian model for detection of CpG island in human genome sequences.

PubMed

Yu, Ning; Guo, Xuan; Zelikovsky, Alexander; Pan, Yi

2017-05-24

As crucial markers in identifying biological elements and processes in mammalian genomes, CpG islands (CGI) play important roles in DNA methylation, gene regulation, epigenetic inheritance, gene mutation, chromosome inactivation and nuclesome retention. The generally accepted criteria of CGI rely on: (a) %G+C content is ≥ 50%, (b) the ratio of the observed CpG content and the expected CpG content is ≥ 0.6, and (c) the general length of CGI is greater than 200 nucleotides. Most existing computational methods for the prediction of CpG island are programmed on these rules. However, many experimentally verified CpG islands deviate from these artificial criteria. Experiments indicate that in many cases %G+C is < 50%, CpG obs /CpG exp varies, and the length of CGI ranges from eight nucleotides to a few thousand of nucleotides. It implies that CGI detection is not just a straightly statistical task and some unrevealed rules probably are hidden. A novel Gaussian model, GaussianCpG, is developed for detection of CpG islands on human genome. We analyze the energy distribution over genomic primary structure for each CpG site and adopt the parameters from statistics of Human genome. The evaluation results show that the new model can predict CpG islands efficiently by balancing both sensitivity and specificity over known human CGI data sets. Compared with other models, GaussianCpG can achieve better performance in CGI detection. Our Gaussian model aims to simplify the complex interaction between nucleotides. The model is computed not by the linear statistical method but by the Gaussian energy distribution and accumulation. The parameters of Gaussian function are not arbitrarily designated but deliberately chosen by optimizing the biological statistics. By using the pseudopotential analysis on CpG islands, the novel model is validated on both the real and artificial data sets.

TH-C-BRD-04: Beam Modeling and Validation with Triple and Double Gaussian Dose Kernel for Spot Scanning Proton Beams

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hirayama, S; Takayanagi, T; Fujii, Y

2014-06-15

Purpose: To present the validity of our beam modeling with double and triple Gaussian dose kernels for spot scanning proton beams in Nagoya Proton Therapy Center. This study investigates the conformance between the measurements and calculation results in absolute dose with two types of beam kernel. Methods: A dose kernel is one of the important input data required for the treatment planning software. The dose kernel is the 3D dose distribution of an infinitesimal pencil beam of protons in water and consists of integral depth doses and lateral distributions. We have adopted double and triple Gaussian model as lateral distributionmore » in order to take account of the large angle scattering due to nuclear reaction by fitting simulated inwater lateral dose profile for needle proton beam at various depths. The fitted parameters were interpolated as a function of depth in water and were stored as a separate look-up table for the each beam energy. The process of beam modeling is based on the method of MDACC [X.R.Zhu 2013]. Results: From the comparison results between the absolute doses calculated by double Gaussian model and those measured at the center of SOBP, the difference is increased up to 3.5% in the high-energy region because the large angle scattering due to nuclear reaction is not sufficiently considered at intermediate depths in the double Gaussian model. In case of employing triple Gaussian dose kernels, the measured absolute dose at the center of SOBP agrees with calculation within ±1% regardless of the SOBP width and maximum range. Conclusion: We have demonstrated the beam modeling results of dose distribution employing double and triple Gaussian dose kernel. Treatment planning system with the triple Gaussian dose kernel has been successfully verified and applied to the patient treatment with a spot scanning technique in Nagoya Proton Therapy Center.« less

Monte Carlo based toy model for fission process

NASA Astrophysics Data System (ADS)

Kurniadi, R.; Waris, A.; Viridi, S.

2014-09-01

There are many models and calculation techniques to obtain visible image of fission yield process. In particular, fission yield can be calculated by using two calculations approach, namely macroscopic approach and microscopic approach. This work proposes another calculation approach in which the nucleus is treated as a toy model. Hence, the fission process does not represent real fission process in nature completely. The toy model is formed by Gaussian distribution of random number that randomizes distance likesthe distance between particle and central point. The scission process is started by smashing compound nucleus central point into two parts that are left central and right central points. These three points have different Gaussian distribution parameters such as mean (μCN, μL, μR), and standard deviation (σCN, σL, σR). By overlaying of three distributions, the number of particles (NL, NR) that are trapped by central points can be obtained. This process is iterated until (NL, NR) become constant numbers. Smashing process is repeated by changing σL and σR, randomly.

Statistical Orbit Determination using the Particle Filter for Incorporating Non-Gaussian Uncertainties

NASA Technical Reports Server (NTRS)

Mashiku, Alinda; Garrison, James L.; Carpenter, J. Russell

2012-01-01

The tracking of space objects requires frequent and accurate monitoring for collision avoidance. As even collision events with very low probability are important, accurate prediction of collisions require the representation of the full probability density function (PDF) of the random orbit state. Through representing the full PDF of the orbit state for orbit maintenance and collision avoidance, we can take advantage of the statistical information present in the heavy tailed distributions, more accurately representing the orbit states with low probability. The classical methods of orbit determination (i.e. Kalman Filter and its derivatives) provide state estimates based on only the second moments of the state and measurement errors that are captured by assuming a Gaussian distribution. Although the measurement errors can be accurately assumed to have a Gaussian distribution, errors with a non-Gaussian distribution could arise during propagation between observations. Moreover, unmodeled dynamics in the orbit model could introduce non-Gaussian errors into the process noise. A Particle Filter (PF) is proposed as a nonlinear filtering technique that is capable of propagating and estimating a more complete representation of the state distribution as an accurate approximation of a full PDF. The PF uses Monte Carlo runs to generate particles that approximate the full PDF representation. The PF is applied in the estimation and propagation of a highly eccentric orbit and the results are compared to the Extended Kalman Filter and Splitting Gaussian Mixture algorithms to demonstrate its proficiency.

A Search for Transits of Proxima b in MOST Photometry

NASA Astrophysics Data System (ADS)

Kipping, David M.

2017-01-01

The recent discovery of a potentially rocky planet in the habitable-zone of our nearest star presents exciting prospects for future detailed characterization of another world. If Proxima b transits its star, the road to characterization would be considerably eased. In 2014 and 2015, we monitored Proxima Centauri with the Canadian space telescope MOST for a total of 43 days. As expected, the star presents considerable photometric variability due to flares, which greatly complicate our analysis. Using Gaussian process regression and Bayesian model selection with informative priors for the time of transit of Proxima b, we do find evidence for a transit of the expected depth. However, relaxing the prior on the transit time to an uninformative one returns a distinct solution highlighting the high false-positive rate induced by flaring. Using ground-based photometry from HATSouth, we show that our candidate transit is unlikely to be genuine although a conclusive answer will likely require infrared photometry, such as that from Spitzer, where flaring should be suppressed.

Accurate interatomic force fields via machine learning with covariant kernels

NASA Astrophysics Data System (ADS)

Glielmo, Aldo; Sollich, Peter; De Vita, Alessandro

2017-06-01

We present a novel scheme to accurately predict atomic forces as vector quantities, rather than sets of scalar components, by Gaussian process (GP) regression. This is based on matrix-valued kernel functions, on which we impose the requirements that the predicted force rotates with the target configuration and is independent of any rotations applied to the configuration database entries. We show that such covariant GP kernels can be obtained by integration over the elements of the rotation group SO (d ) for the relevant dimensionality d . Remarkably, in specific cases the integration can be carried out analytically and yields a conservative force field that can be recast into a pair interaction form. Finally, we show that restricting the integration to a summation over the elements of a finite point group relevant to the target system is sufficient to recover an accurate GP. The accuracy of our kernels in predicting quantum-mechanical forces in real materials is investigated by tests on pure and defective Ni, Fe, and Si crystalline systems.

Studying User Income through Language, Behaviour and Affect in Social Media.

PubMed

Preoţiuc-Pietro, Daniel; Volkova, Svitlana; Lampos, Vasileios; Bachrach, Yoram; Aletras, Nikolaos

2015-01-01

Automatically inferring user demographics from social media posts is useful for both social science research and a range of downstream applications in marketing and politics. We present the first extensive study where user behaviour on Twitter is used to build a predictive model of income. We apply non-linear methods for regression, i.e. Gaussian Processes, achieving strong correlation between predicted and actual user income. This allows us to shed light on the factors that characterise income on Twitter and analyse their interplay with user emotions and sentiment, perceived psycho-demographics and language use expressed through the topics of their posts. Our analysis uncovers correlations between different feature categories and income, some of which reflect common belief e.g. higher perceived education and intelligence indicates higher earnings, known differences e.g. gender and age differences, however, others show novel findings e.g. higher income users express more fear and anger, whereas lower income users express more of the time emotion and opinions.

Machine learning models for lipophilicity and their domain of applicability.

PubMed

Schroeter, Timon; Schwaighofer, Anton; Mika, Sebastian; Laak, Antonius Ter; Suelzle, Detlev; Ganzer, Ursula; Heinrich, Nikolaus; Müller, Klaus-Robert

2007-01-01

Unfavorable lipophilicity and water solubility cause many drug failures; therefore these properties have to be taken into account early on in lead discovery. Commercial tools for predicting lipophilicity usually have been trained on small and neutral molecules, and are thus often unable to accurately predict in-house data. Using a modern Bayesian machine learning algorithm--a Gaussian process model--this study constructs a log D7 model based on 14,556 drug discovery compounds of Bayer Schering Pharma. Performance is compared with support vector machines, decision trees, ridge regression, and four commercial tools. In a blind test on 7013 new measurements from the last months (including compounds from new projects) 81% were predicted correctly within 1 log unit, compared to only 44% achieved by commercial software. Additional evaluations using public data are presented. We consider error bars for each method (model based error bars, ensemble based, and distance based approaches), and investigate how well they quantify the domain of applicability of each model.

The Discovery and Mass Measurement of a New Ultra-short-period Planet: K2-131b

NASA Astrophysics Data System (ADS)

Dai, Fei; Winn, Joshua N.; Gandolfi, Davide; Wang, Sharon X.; Teske, Johanna K.; Burt, Jennifer; Albrecht, Simon; Barragán, Oscar; Cochran, William D.; Endl, Michael; Fridlund, Malcolm; Hatzes, Artie P.; Hirano, Teruyuki; Hirsch, Lea A.; Johnson, Marshall C.; Justesen, Anders Bo; Livingston, John; Persson, Carina M.; Prieto-Arranz, Jorge; Vanderburg, Andrew; Alonso, Roi; Antoniciello, Giuliano; Arriagada, Pamela; Butler, R. P.; Cabrera, Juan; Crane, Jeffrey D.; Cusano, Felice; Csizmadia, Szilárd; Deeg, Hans; Dieterich, Sergio B.; Eigmüller, Philipp; Erikson, Anders; Everett, Mark E.; Fukui, Akihiko; Grziwa, Sascha; Guenther, Eike W.; Henry, Gregory W.; Howell, Steve B.; Johnson, John Asher; Korth, Judith; Kuzuhara, Masayuki; Narita, Norio; Nespral, David; Nowak, Grzegorz; Palle, Enric; Pätzold, Martin; Rauer, Heike; Montañés Rodríguez, Pilar; Shectman, Stephen A.; Smith, Alexis M. S.; Thompson, Ian B.; Van Eylen, Vincent; Williamson, Michael W.; Wittenmyer, Robert A.

2017-12-01

We report the discovery of a new ultra-short-period planet and summarize the properties of all such planets for which the mass and radius have been measured. The new planet, K2-131b, was discovered in K2 Campaign 10. It has a radius of {1.81}-0.12+0.16 {R}\\oplus and orbits a G dwarf with a period of 8.9 hr. Radial velocities obtained with Magellan/PFS and TNG/HARPS-N show evidence for stellar activity along with orbital motion. We determined the planetary mass using two different methods: (1) the “floating chunk offset” method, based only on changes in velocity observed on the same night; and (2) a Gaussian process regression based on both the radial velocity and photometric time series. The results are consistent and lead to a mass measurement of 6.5+/- 1.6 {M}\\oplus and a mean density of {6.0}-2.7+3.0 g cm-3.

Studying User Income through Language, Behaviour and Affect in Social Media

PubMed Central

Preoţiuc-Pietro, Daniel; Volkova, Svitlana; Lampos, Vasileios; Bachrach, Yoram; Aletras, Nikolaos

2015-01-01

Automatically inferring user demographics from social media posts is useful for both social science research and a range of downstream applications in marketing and politics. We present the first extensive study where user behaviour on Twitter is used to build a predictive model of income. We apply non-linear methods for regression, i.e. Gaussian Processes, achieving strong correlation between predicted and actual user income. This allows us to shed light on the factors that characterise income on Twitter and analyse their interplay with user emotions and sentiment, perceived psycho-demographics and language use expressed through the topics of their posts. Our analysis uncovers correlations between different feature categories and income, some of which reflect common belief e.g. higher perceived education and intelligence indicates higher earnings, known differences e.g. gender and age differences, however, others show novel findings e.g. higher income users express more fear and anger, whereas lower income users express more of the time emotion and opinions. PMID:26394145

Contour-Driven Atlas-Based Segmentation

PubMed Central

Wachinger, Christian; Fritscher, Karl; Sharp, Greg; Golland, Polina

2016-01-01

We propose new methods for automatic segmentation of images based on an atlas of manually labeled scans and contours in the image. First, we introduce a Bayesian framework for creating initial label maps from manually annotated training images. Within this framework, we model various registration- and patch-based segmentation techniques by changing the deformation field prior. Second, we perform contour-driven regression on the created label maps to refine the segmentation. Image contours and image parcellations give rise to non-stationary kernel functions that model the relationship between image locations. Setting the kernel to the covariance function in a Gaussian process establishes a distribution over label maps supported by image structures. Maximum a posteriori estimation of the distribution over label maps conditioned on the outcome of the atlas-based segmentation yields the refined segmentation. We evaluate the segmentation in two clinical applications: the segmentation of parotid glands in head and neck CT scans and the segmentation of the left atrium in cardiac MR angiography images. PMID:26068202

Contribution of Modis Satellite Image to Estimate the Daily Air Temperature in the Casablanca City, Morocco

NASA Astrophysics Data System (ADS)

Bahi, Hicham; Rhinane, Hassan; Bensalmia, Ahmed

2016-10-01

Air temperature is considered to be an essential variable for the study and analysis of meteorological regimes and chronics. However, the implementation of a daily monitoring of this variable is very difficult to achieve. It requires sufficient of measurements stations density, meteorological parks and favourable logistics. The present work aims to establish relationship between day and night land surface temperatures from MODIS data and the daily measurements of air temperature acquired between [2011-20112] and provided by the Department of National Meteorology [DMN] of Casablanca, Morocco. The results of the statistical analysis show significant interdependence during night observations with correlation coefficient of R2=0.921 and Root Mean Square Error RMSE=1.503 for Tmin while the physical magnitude estimated from daytime MODIS observation shows a relatively coarse error with R2=0.775 and RMSE=2.037 for Tmax. A method based on Gaussian process regression was applied to compute the spatial distribution of air temperature from MODIS throughout the city of Casablanca.

Signal and noise extraction from analog memory elements for neuromorphic computing.

PubMed

Gong, N; Idé, T; Kim, S; Boybat, I; Sebastian, A; Narayanan, V; Ando, T

2018-05-29

Dense crossbar arrays of non-volatile memory (NVM) can potentially enable massively parallel and highly energy-efficient neuromorphic computing systems. The key requirements for the NVM elements are continuous (analog-like) conductance tuning capability and switching symmetry with acceptable noise levels. However, most NVM devices show non-linear and asymmetric switching behaviors. Such non-linear behaviors render separation of signal and noise extremely difficult with conventional characterization techniques. In this study, we establish a practical methodology based on Gaussian process regression to address this issue. The methodology is agnostic to switching mechanisms and applicable to various NVM devices. We show tradeoff between switching symmetry and signal-to-noise ratio for HfO 2 -based resistive random access memory. Then, we characterize 1000 phase-change memory devices based on Ge 2 Sb 2 Te 5 and separate total variability into device-to-device variability and inherent randomness from individual devices. These results highlight the usefulness of our methodology to realize ideal NVM devices for neuromorphic computing.

An Accurate Mass Determination for Kepler-1655b, a Moderately Irradiated World with a Significant Volatile Envelope

NASA Astrophysics Data System (ADS)

Haywood, Raphaëlle D.; Vanderburg, Andrew; Mortier, Annelies; Giles, Helen A. C.; López-Morales, Mercedes; Lopez, Eric D.; Malavolta, Luca; Charbonneau, David; Collier Cameron, Andrew; Coughlin, Jeffrey L.; Dressing, Courtney D.; Nava, Chantanelle; Latham, David W.; Dumusque, Xavier; Lovis, Christophe; Molinari, Emilio; Pepe, Francesco; Sozzetti, Alessandro; Udry, Stéphane; Bouchy, François; Johnson, John A.; Mayor, Michel; Micela, Giusi; Phillips, David; Piotto, Giampaolo; Rice, Ken; Sasselov, Dimitar; Ségransan, Damien; Watson, Chris; Affer, Laura; Bonomo, Aldo S.; Buchhave, Lars A.; Ciardi, David R.; Fiorenzano, Aldo F.; Harutyunyan, Avet

2018-05-01

We present the confirmation of a small, moderately irradiated (F = 155 ± 7 F ⊕) Neptune with a substantial gas envelope in a P = 11.8728787 ± 0.0000085 day orbit about a quiet, Sun-like G0V star Kepler-1655. Based on our analysis of the Kepler light curve, we determined Kepler-1655b’s radius to be 2.213 ± 0.082 R ⊕. We acquired 95 high-resolution spectra with Telescopio Nazionale Galileo/HARPS-N, enabling us to characterize the host star and determine an accurate mass for Kepler-1655b of 5.0{+/- }2.83.1 {M}\\oplus via Gaussian-process regression. Our mass determination excludes an Earth-like composition with 98% confidence. Kepler-1655b falls on the upper edge of the evaporation valley, in the relatively sparsely occupied transition region between rocky and gas-rich planets. It is therefore part of a population of planets that we should actively seek to characterize further.

Limits of detection and decision. Part 3

NASA Astrophysics Data System (ADS)

Voigtman, E.

2008-02-01

It has been shown that the MARLAP (Multi-Agency Radiological Laboratory Analytical Protocols) for estimating the Currie detection limit, which is based on 'critical values of the non-centrality parameter of the non-central t distribution', is intrinsically biased, even if no calibration curve or regression is used. This completed the refutation of the method, begun in Part 2. With the field cleared of obstructions, the true theory underlying Currie's limits of decision, detection and quantification, as they apply in a simple linear chemical measurement system (CMS) having heteroscedastic, Gaussian measurement noise and using weighted least squares (WLS) processing, was then derived. Extensive Monte Carlo simulations were performed, on 900 million independent calibration curves, for linear, "hockey stick" and quadratic noise precision models (NPMs). With errorless NPM parameters, all the simulation results were found to be in excellent agreement with the derived theoretical expressions. Even with as much as 30% noise on all of the relevant NPM parameters, the worst absolute errors in rates of false positives and false negatives, was only 0.3%.

Automated discovery and construction of surface phase diagrams using machine learning

DOE PAGES

Ulissi, Zachary W.; Singh, Aayush R.; Tsai, Charlie; ...

2016-08-24

Surface phase diagrams are necessary for understanding surface chemistry in electrochemical catalysis, where a range of adsorbates and coverages exist at varying applied potentials. These diagrams are typically constructed using intuition, which risks missing complex coverages and configurations at potentials of interest. More accurate cluster expansion methods are often difficult to implement quickly for new surfaces. We adopt a machine learning approach to rectify both issues. Using a Gaussian process regression model, the free energy of all possible adsorbate coverages for surfaces is predicted for a finite number of adsorption sites. Our result demonstrates a rational, simple, and systematic approachmore » for generating accurate free-energy diagrams with reduced computational resources. Finally, the Pourbaix diagram for the IrO 2(110) surface (with nine coverages from fully hydrogenated to fully oxygenated surfaces) is reconstructed using just 20 electronic structure relaxations, compared to approximately 90 using typical search methods. Similar efficiency is demonstrated for the MoS 2 surface.« less

Novel palmprint representations for palmprint recognition

NASA Astrophysics Data System (ADS)

Li, Hengjian; Dong, Jiwen; Li, Jinping; Wang, Lei

2015-02-01

In this paper, we propose a novel palmprint recognition algorithm. Firstly, the palmprint images are represented by the anisotropic filter. The filters are built on Gaussian functions along one direction, and on second derivative of Gaussian functions in the orthogonal direction. Also, this choice is motivated by the optimal joint spatial and frequency localization of the Gaussian kernel. Therefore,they can better approximate the edge or line of palmprint images. A palmprint image is processed with a bank of anisotropic filters at different scales and rotations for robust palmprint features extraction. Once these features are extracted, subspace analysis is then applied to the feature vectors for dimension reduction as well as class separability. Experimental results on a public palmprint database show that the accuracy could be improved by the proposed novel representations, compared with Gabor.

Determination of Cross-Sectional Area of Focused Picosecond Gaussian Laser Beam

NASA Technical Reports Server (NTRS)

Ledesma, Rodolfo; Fitz-Gerald, James; Palmieri, Frank; Connell, John

2018-01-01

Measurement of the waist diameter of a focused Gaussian-beam at the 1/e(sup 2) intensity, also referred to as spot size, is key to determining the fluence in laser processing experiments. Spot size measurements are also helpful to calculate the threshold energy and threshold fluence of a given material. This work reports an application of a conventional method, by analyzing single laser ablated spots for different laser pulse energies, to determine the cross-sectional area of a focused Gaussian-beam, which has a nominal pulse width of approx. 10 ps. Polished tungsten was used as the target material, due to its low surface roughness and low ablation threshold, to measure the beam waist diameter. From the ablative spot measurements, the ablation threshold fluence of the tungsten substrate was also calculated.

Spatial-temporal event detection in climate parameter imagery.

DOE Office of Scientific and Technical Information (OSTI.GOV)

McKenna, Sean Andrew; Gutierrez, Karen A.

Previously developed techniques that comprise statistical parametric mapping, with applications focused on human brain imaging, are examined and tested here for new applications in anomaly detection within remotely-sensed imagery. Two approaches to analysis are developed: online, regression-based anomaly detection and conditional differences. These approaches are applied to two example spatial-temporal data sets: data simulated with a Gaussian field deformation approach and weekly NDVI images derived from global satellite coverage. Results indicate that anomalies can be identified in spatial temporal data with the regression-based approach. Additionally, la Nina and el Nino climatic conditions are used as different stimuli applied to themore » earth and this comparison shows that el Nino conditions lead to significant decreases in NDVI in both the Amazon Basin and in Southern India.« less

Static and transient performance prediction for CFB boilers using a Bayesian-Gaussian Neural Network

NASA Astrophysics Data System (ADS)

Ye, Haiwen; Ni, Weidou

1997-06-01

A Bayesian-Gaussian Neural Network (BGNN) is put forward in this paper to predict the static and transient performance of Circulating Fluidized Bed (CFB) boilers. The advantages of this network over Back-Propagation Neural Networks (BPNNs), easier determination of topology, simpler and time saving in training process as well as self-organizing ability, make this network more practical in on-line performance prediction for complicated processes. Simulation shows that this network is comparable to the BPNNs in predicting the performance of CFB boilers. Good and practical on-line performance predictions are essential for operation guide and model predictive control of CFB boilers, which are under research by the authors.

Learning Inverse Rig Mappings by Nonlinear Regression.

PubMed

Holden, Daniel; Saito, Jun; Komura, Taku

2017-03-01

We present a framework to design inverse rig-functions-functions that map low level representations of a character's pose such as joint positions or surface geometry to the representation used by animators called the animation rig. Animators design scenes using an animation rig, a framework widely adopted in animation production which allows animators to design character poses and geometry via intuitive parameters and interfaces. Yet most state-of-the-art computer animation techniques control characters through raw, low level representations such as joint angles, joint positions, or vertex coordinates. This difference often stops the adoption of state-of-the-art techniques in animation production. Our framework solves this issue by learning a mapping between the low level representations of the pose and the animation rig. We use nonlinear regression techniques, learning from example animation sequences designed by the animators. When new motions are provided in the skeleton space, the learned mapping is used to estimate the rig controls that reproduce such a motion. We introduce two nonlinear functions for producing such a mapping: Gaussian process regression and feedforward neural networks. The appropriate solution depends on the nature of the rig and the amount of data available for training. We show our framework applied to various examples including articulated biped characters, quadruped characters, facial animation rigs, and deformable characters. With our system, animators have the freedom to apply any motion synthesis algorithm to arbitrary rigging and animation pipelines for immediate editing. This greatly improves the productivity of 3D animation, while retaining the flexibility and creativity of artistic input.

Incorporating Skew into RMS Surface Roughness Probability Distribution

NASA Technical Reports Server (NTRS)

Stahl, Mark T.; Stahl, H. Philip.

2013-01-01

The standard treatment of RMS surface roughness data is the application of a Gaussian probability distribution. This handling of surface roughness ignores the skew present in the surface and overestimates the most probable RMS of the surface, the mode. Using experimental data we confirm the Gaussian distribution overestimates the mode and application of an asymmetric distribution provides a better fit. Implementing the proposed asymmetric distribution into the optical manufacturing process would reduce the polishing time required to meet surface roughness specifications.

On estimating the phase of a periodic waveform in additive Gaussian noise, part 3

NASA Technical Reports Server (NTRS)

Rauch, L. L.

1991-01-01

Motivated by advances in signal processing technology that support more complex algorithms, researchers have taken a new look at the problem of estimating the phase and other parameters of a nearly periodic waveform in additive Gaussian noise, based on observation during a given time interval. Parts 1 and 2 are very briefly reviewed. In part 3, the actual performances of some of the highly nonlinear estimation algorithms of parts 1 and 2 are evaluated by numerical simulation using Monte Carlo techniques.

A Data Pre-processing Method for Liquid Chromatography Mass Spectrometry-based Metabolomics

PubMed Central

Wei, Xiaoli; Shi, Xue; Kim, Seongho; Zhang, Li; Patrick, Jeffrey S.; Binkley, Joe; McClain, Craig; Zhang, Xiang

2012-01-01

A set of data pre-processing algorithms for peak detection and peak list alignment are reported for analysis of LC-MS based metabolomics data. For spectrum deconvolution, peak picking is achieved at selected ion chromatogram (XIC) level. To estimate and remove the noise in XICs, each XIC is first segmented into several peak groups based on the continuity of scan number, and the noise level is estimated by all the XIC signals, except the regions potentially with presence of metabolite ion peaks. After removing noise, the peaks of molecular ions are detected using both the first and the second derivatives, followed by an efficient exponentially modified Gaussian-based peak deconvolution method for peak fitting. A two-stage alignment algorithm is also developed, where the retention times of all peaks are first transferred into z-score domain and the peaks are aligned based on the measure of their mixture scores after retention time correction using a partial linear regression. Analysis of a set of spike-in LC-MS data from three groups of samples containing 16 metabolite standards mixed with metabolite extract from mouse livers, demonstrates that the developed data pre-processing methods performs better than two of the existing popular data analysis packages, MZmine2.6 and XCMS2, for peak picking, peak list alignment and quantification. PMID:22931487

Invariant polarimetric contrast parameters of light with Gaussian fluctuations in three dimensions.

PubMed

Réfrégier, Philippe; Roche, Muriel; Goudail, François

2006-01-01

We propose a rigorous definition of the minimal set of parameters that characterize the difference between two partially polarized states of light whose electric fields vary in three dimensions with Gaussian fluctuations. Although two such states are a priori defined by eighteen parameters, we demonstrate that the performance of processing tasks such as detection, localization, or segmentation of spatial or temporal polarization variations is uniquely determined by three scalar functions of these parameters. These functions define a "polarimetric contrast" that simplifies the analysis and the specification of processing techniques on polarimetric signals and images. This result can also be used to analyze the definition of the degree of polarization of a three-dimensional state of light with Gaussian fluctuations in comparison, with respect to its polarimetric contrast parameters, with a totally depolarized light. We show that these contrast parameters are a simple function of the degrees of polarization previously proposed by Barakat [Opt. Acta 30, 1171 (1983)] and Setälä et al. [Phys. Rev. Lett. 88, 123902 (2002)]. Finally, we analyze the dimension of the set of contrast parameters in different particular situations.

Statistics of a neuron model driven by asymmetric colored noise.

PubMed

Müller-Hansen, Finn; Droste, Felix; Lindner, Benjamin

2015-02-01

Irregular firing of neurons can be modeled as a stochastic process. Here we study the perfect integrate-and-fire neuron driven by dichotomous noise, a Markovian process that jumps between two states (i.e., possesses a non-Gaussian statistics) and exhibits nonvanishing temporal correlations (i.e., represents a colored noise). Specifically, we consider asymmetric dichotomous noise with two different transition rates. Using a first-passage-time formulation, we derive exact expressions for the probability density and the serial correlation coefficient of the interspike interval (time interval between two subsequent neural action potentials) and the power spectrum of the spike train. Furthermore, we extend the model by including additional Gaussian white noise, and we give approximations for the interspike interval (ISI) statistics in this case. Numerical simulations are used to validate the exact analytical results for pure dichotomous noise, and to test the approximations of the ISI statistics when Gaussian white noise is included. The results may help to understand how correlations and asymmetry of noise and signals in nerve cells shape neuronal firing statistics.

A dynamic feedforward neural network based on gaussian particle swarm optimization and its application for predictive control.

PubMed

Han, Min; Fan, Jianchao; Wang, Jun

2011-09-01

A dynamic feedforward neural network (DFNN) is proposed for predictive control, whose adaptive parameters are adjusted by using Gaussian particle swarm optimization (GPSO) in the training process. Adaptive time-delay operators are added in the DFNN to improve its generalization for poorly known nonlinear dynamic systems with long time delays. Furthermore, GPSO adopts a chaotic map with Gaussian function to balance the exploration and exploitation capabilities of particles, which improves the computational efficiency without compromising the performance of the DFNN. The stability of the particle dynamics is analyzed, based on the robust stability theory, without any restrictive assumption. A stability condition for the GPSO+DFNN model is derived, which ensures a satisfactory global search and quick convergence, without the need for gradients. The particle velocity ranges could change adaptively during the optimization process. The results of a comparative study show that the performance of the proposed algorithm can compete with selected algorithms on benchmark problems. Additional simulation results demonstrate the effectiveness and accuracy of the proposed combination algorithm in identifying and controlling nonlinear systems with long time delays.

Linear-Quadratic-Gaussian Regulator Developed for a Magnetic Bearing

NASA Technical Reports Server (NTRS)

Choi, Benjamin B.

2002-01-01

Linear-Quadratic-Gaussian (LQG) control is a modern state-space technique for designing optimal dynamic regulators. It enables us to trade off regulation performance and control effort, and to take into account process and measurement noise. The Structural Mechanics and Dynamics Branch at the NASA Glenn Research Center has developed an LQG control for a fault-tolerant magnetic bearing suspension rig to optimize system performance and to reduce the sensor and processing noise. The LQG regulator consists of an optimal state-feedback gain and a Kalman state estimator. The first design step is to seek a state-feedback law that minimizes the cost function of regulation performance, which is measured by a quadratic performance criterion with user-specified weighting matrices, and to define the tradeoff between regulation performance and control effort. The next design step is to derive a state estimator using a Kalman filter because the optimal state feedback cannot be implemented without full state measurement. Since the Kalman filter is an optimal estimator when dealing with Gaussian white noise, it minimizes the asymptotic covariance of the estimation error.

Parametric adaptive filtering and data validation in the bar GW detector AURIGA

NASA Astrophysics Data System (ADS)

Ortolan, A.; Baggio, L.; Cerdonio, M.; Prodi, G. A.; Vedovato, G.; Vitale, S.

2002-04-01

We report on our experience gained in the signal processing of the resonant GW detector AURIGA. Signal amplitude and arrival time are estimated by means of a matched-adaptive Wiener filter. The detector noise, entering in the filter set-up, is modelled as a parametric ARMA process; to account for slow non-stationarity of the noise, the ARMA parameters are estimated on an hourly basis. A requirement of the set-up of an unbiased Wiener filter is the separation of time spans with 'almost Gaussian' noise from non-Gaussian and/or strongly non-stationary time spans. The separation algorithm consists basically of a variance estimate with the Chauvenet convergence method and a threshold on the Curtosis index. The subsequent validation of data is strictly connected with the separation procedure: in fact, by injecting a large number of artificial GW signals into the 'almost Gaussian' part of the AURIGA data stream, we have demonstrated that the effective probability distributions of the signal-to-noise ratio χ2 and the time of arrival are those that are expected.

Implication of observed cloud variability for parameterizations of microphysical and radiative transfer processes in climate models

NASA Astrophysics Data System (ADS)

Huang, D.; Liu, Y.

2014-12-01

The effects of subgrid cloud variability on grid-average microphysical rates and radiative fluxes are examined by use of long-term retrieval products at the Tropical West Pacific (TWP), Southern Great Plains (SGP), and North Slope of Alaska (NSA) sites of the Department of Energy's Atmospheric Radiation Measurement (ARM) Program. Four commonly used distribution functions, the truncated Gaussian, Gamma, lognormal, and Weibull distributions, are constrained to have the same mean and standard deviation as observed cloud liquid water content. The PDFs are then used to upscale relevant physical processes to obtain grid-average process rates. It is found that the truncated Gaussian representation results in up to 30% mean bias in autoconversion rate whereas the mean bias for the lognormal representation is about 10%. The Gamma and Weibull distribution function performs the best for the grid-average autoconversion rate with the mean relative bias less than 5%. For radiative fluxes, the lognormal and truncated Gaussian representations perform better than the Gamma and Weibull representations. The results show that the optimal choice of subgrid cloud distribution function depends on the nonlinearity of the process of interest and thus there is no single distribution function that works best for all parameterizations. Examination of the scale (window size) dependence of the mean bias indicates that the bias in grid-average process rates monotonically increases with increasing window sizes, suggesting the increasing importance of subgrid variability with increasing grid sizes.

Methodology for the AutoRegressive Planet Search (ARPS) Project

NASA Astrophysics Data System (ADS)

Feigelson, Eric; Caceres, Gabriel; ARPS Collaboration

2018-01-01

The detection of periodic signals of transiting exoplanets is often impeded by the presence of aperiodic photometric variations. This variability is intrinsic to the host star in space-based observations (typically arising from magnetic activity) and from observational conditions in ground-based observations. The most common statistical procedures to remove stellar variations are nonparametric, such as wavelet decomposition or Gaussian Processes regression. However, many stars display variability with autoregressive properties, wherein later flux values are correlated with previous ones. Providing the time series is evenly spaced, parametric autoregressive models can prove very effective. Here we present the methodology of the Autoregessive Planet Search (ARPS) project which uses Autoregressive Integrated Moving Average (ARIMA) models to treat a wide variety of stochastic short-memory processes, as well as nonstationarity. Additionally, we introduce a planet-search algorithm to detect periodic transits in the time-series residuals after application of ARIMA models. Our matched-filter algorithm, the Transit Comb Filter (TCF), replaces the traditional box-fitting step. We construct a periodogram based on the TCF to concentrate the signal of these periodic spikes. Various features of the original light curves, the ARIMA fits, the TCF periodograms, and folded light curves at peaks of the TCF periodogram can then be collected to provide constraints for planet detection. These features provide input into a multivariate classifier when a training set is available. The ARPS procedure has been applied NASA's Kepler mission observations of ~200,000 stars (Caceres, Dissertation Talk, this meeting) and will be applied in the future to other datasets.

3D Cloud Field Prediction using A-Train Data and Machine Learning Techniques

NASA Astrophysics Data System (ADS)

Johnson, C. L.

2017-12-01

Validation of cloud process parameterizations used in global climate models (GCMs) would greatly benefit from observed 3D cloud fields at the size comparable to that of a GCM grid cell. For the highest resolution simulations, surface grid cells are on the order of 100 km by 100 km. CloudSat/CALIPSO data provides 1 km width of detailed vertical cloud fraction profile (CFP) and liquid and ice water content (LWC/IWC). This work utilizes four machine learning algorithms to create nonlinear regressions of CFP, LWC, and IWC data using radiances, surface type and location of measurement as predictors and applies the regression equations to off-track locations generating 3D cloud fields for 100 km by 100 km domains. The CERES-CloudSat-CALIPSO-MODIS (C3M) merged data set for February 2007 is used. Support Vector Machines, Artificial Neural Networks, Gaussian Processes and Decision Trees are trained on 1000 km of continuous C3M data. Accuracy is computed using existing vertical profiles that are excluded from the training data and occur within 100 km of the training data. Accuracy of the four algorithms is compared. Average accuracy for one day of predicted data is 86% for the most successful algorithm. The methodology for training the algorithms, determining valid prediction regions and applying the equations off-track is discussed. Predicted 3D cloud fields are provided as inputs to the Ed4 NASA LaRC Fu-Liou radiative transfer code and resulting TOA radiances compared to observed CERES/MODIS radiances. Differences in computed radiances using predicted profiles and observed radiances are compared.

Gaussian processes with built-in dimensionality reduction: Applications to high-dimensional uncertainty propagation

NASA Astrophysics Data System (ADS)

Tripathy, Rohit; Bilionis, Ilias; Gonzalez, Marcial

2016-09-01

Uncertainty quantification (UQ) tasks, such as model calibration, uncertainty propagation, and optimization under uncertainty, typically require several thousand evaluations of the underlying computer codes. To cope with the cost of simulations, one replaces the real response surface with a cheap surrogate based, e.g., on polynomial chaos expansions, neural networks, support vector machines, or Gaussian processes (GP). However, the number of simulations required to learn a generic multivariate response grows exponentially as the input dimension increases. This curse of dimensionality can only be addressed, if the response exhibits some special structure that can be discovered and exploited. A wide range of physical responses exhibit a special structure known as an active subspace (AS). An AS is a linear manifold of the stochastic space characterized by maximal response variation. The idea is that one should first identify this low dimensional manifold, project the high-dimensional input onto it, and then link the projection to the output. If the dimensionality of the AS is low enough, then learning the link function is a much easier problem than the original problem of learning a high-dimensional function. The classic approach to discovering the AS requires gradient information, a fact that severely limits its applicability. Furthermore, and partly because of its reliance to gradients, it is not able to handle noisy observations. The latter is an essential trait if one wants to be able to propagate uncertainty through stochastic simulators, e.g., through molecular dynamics codes. In this work, we develop a probabilistic version of AS which is gradient-free and robust to observational noise. Our approach relies on a novel Gaussian process regression with built-in dimensionality reduction. In particular, the AS is represented as an orthogonal projection matrix that serves as yet another covariance function hyper-parameter to be estimated from the data. To train the model, we design a two-step maximum likelihood optimization procedure that ensures the orthogonality of the projection matrix by exploiting recent results on the Stiefel manifold, i.e., the manifold of matrices with orthogonal columns. The additional benefit of our probabilistic formulation, is that it allows us to select the dimensionality of the AS via the Bayesian information criterion. We validate our approach by showing that it can discover the right AS in synthetic examples without gradient information using both noiseless and noisy observations. We demonstrate that our method is able to discover the same AS as the classical approach in a challenging one-hundred-dimensional problem involving an elliptic stochastic partial differential equation with random conductivity. Finally, we use our approach to study the effect of geometric and material uncertainties in the propagation of solitary waves in a one dimensional granular system.

Gaussian processes with built-in dimensionality reduction: Applications to high-dimensional uncertainty propagation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tripathy, Rohit, E-mail: rtripath@purdue.edu; Bilionis, Ilias, E-mail: ibilion@purdue.edu; Gonzalez, Marcial, E-mail: marcial-gonzalez@purdue.edu

2016-09-15

Uncertainty quantification (UQ) tasks, such as model calibration, uncertainty propagation, and optimization under uncertainty, typically require several thousand evaluations of the underlying computer codes. To cope with the cost of simulations, one replaces the real response surface with a cheap surrogate based, e.g., on polynomial chaos expansions, neural networks, support vector machines, or Gaussian processes (GP). However, the number of simulations required to learn a generic multivariate response grows exponentially as the input dimension increases. This curse of dimensionality can only be addressed, if the response exhibits some special structure that can be discovered and exploited. A wide range ofmore » physical responses exhibit a special structure known as an active subspace (AS). An AS is a linear manifold of the stochastic space characterized by maximal response variation. The idea is that one should first identify this low dimensional manifold, project the high-dimensional input onto it, and then link the projection to the output. If the dimensionality of the AS is low enough, then learning the link function is a much easier problem than the original problem of learning a high-dimensional function. The classic approach to discovering the AS requires gradient information, a fact that severely limits its applicability. Furthermore, and partly because of its reliance to gradients, it is not able to handle noisy observations. The latter is an essential trait if one wants to be able to propagate uncertainty through stochastic simulators, e.g., through molecular dynamics codes. In this work, we develop a probabilistic version of AS which is gradient-free and robust to observational noise. Our approach relies on a novel Gaussian process regression with built-in dimensionality reduction. In particular, the AS is represented as an orthogonal projection matrix that serves as yet another covariance function hyper-parameter to be estimated from the data. To train the model, we design a two-step maximum likelihood optimization procedure that ensures the orthogonality of the projection matrix by exploiting recent results on the Stiefel manifold, i.e., the manifold of matrices with orthogonal columns. The additional benefit of our probabilistic formulation, is that it allows us to select the dimensionality of the AS via the Bayesian information criterion. We validate our approach by showing that it can discover the right AS in synthetic examples without gradient information using both noiseless and noisy observations. We demonstrate that our method is able to discover the same AS as the classical approach in a challenging one-hundred-dimensional problem involving an elliptic stochastic partial differential equation with random conductivity. Finally, we use our approach to study the effect of geometric and material uncertainties in the propagation of solitary waves in a one dimensional granular system.« less

A Bayesian least squares support vector machines based framework for fault diagnosis and failure prognosis

NASA Astrophysics Data System (ADS)

Khawaja, Taimoor Saleem

A high-belief low-overhead Prognostics and Health Management (PHM) system is desired for online real-time monitoring of complex non-linear systems operating in a complex (possibly non-Gaussian) noise environment. This thesis presents a Bayesian Least Squares Support Vector Machine (LS-SVM) based framework for fault diagnosis and failure prognosis in nonlinear non-Gaussian systems. The methodology assumes the availability of real-time process measurements, definition of a set of fault indicators and the existence of empirical knowledge (or historical data) to characterize both nominal and abnormal operating conditions. An efficient yet powerful Least Squares Support Vector Machine (LS-SVM) algorithm, set within a Bayesian Inference framework, not only allows for the development of real-time algorithms for diagnosis and prognosis but also provides a solid theoretical framework to address key concepts related to classification for diagnosis and regression modeling for prognosis. SVM machines are founded on the principle of Structural Risk Minimization (SRM) which tends to find a good trade-off between low empirical risk and small capacity. The key features in SVM are the use of non-linear kernels, the absence of local minima, the sparseness of the solution and the capacity control obtained by optimizing the margin. The Bayesian Inference framework linked with LS-SVMs allows a probabilistic interpretation of the results for diagnosis and prognosis. Additional levels of inference provide the much coveted features of adaptability and tunability of the modeling parameters. The two main modules considered in this research are fault diagnosis and failure prognosis. With the goal of designing an efficient and reliable fault diagnosis scheme, a novel Anomaly Detector is suggested based on the LS-SVM machines. The proposed scheme uses only baseline data to construct a 1-class LS-SVM machine which, when presented with online data is able to distinguish between normal behavior and any abnormal or novel data during real-time operation. The results of the scheme are interpreted as a posterior probability of health (1 - probability of fault). As shown through two case studies in Chapter 3, the scheme is well suited for diagnosing imminent faults in dynamical non-linear systems. Finally, the failure prognosis scheme is based on an incremental weighted Bayesian LS-SVR machine. It is particularly suited for online deployment given the incremental nature of the algorithm and the quick optimization problem solved in the LS-SVR algorithm. By way of kernelization and a Gaussian Mixture Modeling (GMM) scheme, the algorithm can estimate "possibly" non-Gaussian posterior distributions for complex non-linear systems. An efficient regression scheme associated with the more rigorous core algorithm allows for long-term predictions, fault growth estimation with confidence bounds and remaining useful life (RUL) estimation after a fault is detected. The leading contributions of this thesis are (a) the development of a novel Bayesian Anomaly Detector for efficient and reliable Fault Detection and Identification (FDI) based on Least Squares Support Vector Machines, (b) the development of a data-driven real-time architecture for long-term Failure Prognosis using Least Squares Support Vector Machines, (c) Uncertainty representation and management using Bayesian Inference for posterior distribution estimation and hyper-parameter tuning, and finally (d) the statistical characterization of the performance of diagnosis and prognosis algorithms in order to relate the efficiency and reliability of the proposed schemes.

An adaptive Gaussian process-based method for efficient Bayesian experimental design in groundwater contaminant source identification problems: ADAPTIVE GAUSSIAN PROCESS-BASED INVERSION

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Jiangjiang; Li, Weixuan; Zeng, Lingzao

Surrogate models are commonly used in Bayesian approaches such as Markov Chain Monte Carlo (MCMC) to avoid repetitive CPU-demanding model evaluations. However, the approximation error of a surrogate may lead to biased estimations of the posterior distribution. This bias can be corrected by constructing a very accurate surrogate or implementing MCMC in a two-stage manner. Since the two-stage MCMC requires extra original model evaluations, the computational cost is still high. If the information of measurement is incorporated, a locally accurate approximation of the original model can be adaptively constructed with low computational cost. Based on this idea, we propose amore » Gaussian process (GP) surrogate-based Bayesian experimental design and parameter estimation approach for groundwater contaminant source identification problems. A major advantage of the GP surrogate is that it provides a convenient estimation of the approximation error, which can be incorporated in the Bayesian formula to avoid over-confident estimation of the posterior distribution. The proposed approach is tested with a numerical case study. Without sacrificing the estimation accuracy, the new approach achieves about 200 times of speed-up compared to our previous work using two-stage MCMC.« less

Thermal time constant: optimising the skin temperature predictive modelling in lower limb prostheses using Gaussian processes

PubMed Central

Buis, Arjan

2016-01-01

Elevated skin temperature at the body/device interface of lower-limb prostheses is one of the major factors that affect tissue health. The heat dissipation in prosthetic sockets is greatly influenced by the thermal conductive properties of the hard socket and liner material employed. However, monitoring of the interface temperature at skin level in lower-limb prosthesis is notoriously complicated. This is due to the flexible nature of the interface liners used which requires consistent positioning of sensors during donning and doffing. Predicting the residual limb temperature by monitoring the temperature between socket and liner rather than skin and liner could be an important step in alleviating complaints on increased temperature and perspiration in prosthetic sockets. To predict the residual limb temperature, a machine learning algorithm – Gaussian processes is employed, which utilizes the thermal time constant values of commonly used socket and liner materials. This Letter highlights the relevance of thermal time constant of prosthetic materials in Gaussian processes technique which would be useful in addressing the challenge of non-invasively monitoring the residual limb skin temperature. With the introduction of thermal time constant, the model can be optimised and generalised for a given prosthetic setup, thereby making the predictions more reliable. PMID:27695626

EMG prediction from Motor Cortical Recordings via a Non-Negative Point Process Filter

PubMed Central

Nazarpour, Kianoush; Ethier, Christian; Paninski, Liam; Rebesco, James M.; Miall, R. Chris; Miller, Lee E.

2012-01-01

A constrained point process filtering mechanism for prediction of electromyogram (EMG) signals from multi-channel neural spike recordings is proposed here. Filters from the Kalman family are inherently sub-optimal in dealing with non-Gaussian observations, or a state evolution that deviates from the Gaussianity assumption. To address these limitations, we modeled the non-Gaussian neural spike train observations by using a generalized linear model (GLM) that encapsulates covariates of neural activity, including the neurons’ own spiking history, concurrent ensemble activity, and extrinsic covariates (EMG signals). In order to predict the envelopes of EMGs, we reformulated the Kalman filter (KF) in an optimization framework and utilized a non-negativity constraint. This structure characterizes the non-linear correspondence between neural activity and EMG signals reasonably. The EMGs were recorded from twelve forearm and hand muscles of a behaving monkey during a grip-force task. For the case of limited training data, the constrained point process filter improved the prediction accuracy when compared to a conventional Wiener cascade filter (a linear causal filter followed by a static non-linearity) for different bin sizes and delays between input spikes and EMG output. For longer training data sets, results of the proposed filter and that of the Wiener cascade filter were comparable. PMID:21659018

Thermal time constant: optimising the skin temperature predictive modelling in lower limb prostheses using Gaussian processes.

PubMed

Mathur, Neha; Glesk, Ivan; Buis, Arjan

2016-06-01

Elevated skin temperature at the body/device interface of lower-limb prostheses is one of the major factors that affect tissue health. The heat dissipation in prosthetic sockets is greatly influenced by the thermal conductive properties of the hard socket and liner material employed. However, monitoring of the interface temperature at skin level in lower-limb prosthesis is notoriously complicated. This is due to the flexible nature of the interface liners used which requires consistent positioning of sensors during donning and doffing. Predicting the residual limb temperature by monitoring the temperature between socket and liner rather than skin and liner could be an important step in alleviating complaints on increased temperature and perspiration in prosthetic sockets. To predict the residual limb temperature, a machine learning algorithm - Gaussian processes is employed, which utilizes the thermal time constant values of commonly used socket and liner materials. This Letter highlights the relevance of thermal time constant of prosthetic materials in Gaussian processes technique which would be useful in addressing the challenge of non-invasively monitoring the residual limb skin temperature. With the introduction of thermal time constant, the model can be optimised and generalised for a given prosthetic setup, thereby making the predictions more reliable.

Probabilistic analysis and fatigue damage assessment of offshore mooring system due to non-Gaussian bimodal tension processes

NASA Astrophysics Data System (ADS)

Chang, Anteng; Li, Huajun; Wang, Shuqing; Du, Junfeng

2017-08-01

Both wave-frequency (WF) and low-frequency (LF) components of mooring tension are in principle non-Gaussian due to nonlinearities in the dynamic system. This paper conducts a comprehensive investigation of applicable probability density functions (PDFs) of mooring tension amplitudes used to assess mooring-line fatigue damage via the spectral method. Short-term statistical characteristics of mooring-line tension responses are firstly investigated, in which the discrepancy arising from Gaussian approximation is revealed by comparing kurtosis and skewness coefficients. Several distribution functions based on present analytical spectral methods are selected to express the statistical distribution of the mooring-line tension amplitudes. Results indicate that the Gamma-type distribution and a linear combination of Dirlik and Tovo-Benasciutti formulas are suitable for separate WF and LF mooring tension components. A novel parametric method based on nonlinear transformations and stochastic optimization is then proposed to increase the effectiveness of mooring-line fatigue assessment due to non-Gaussian bimodal tension responses. Using time domain simulation as a benchmark, its accuracy is further validated using a numerical case study of a moored semi-submersible platform.

Multi-Target Tracking Using an Improved Gaussian Mixture CPHD Filter.

PubMed

Si, Weijian; Wang, Liwei; Qu, Zhiyu

2016-11-23

The cardinalized probability hypothesis density (CPHD) filter is an alternative approximation to the full multi-target Bayesian filter for tracking multiple targets. However, although the joint propagation of the posterior intensity and cardinality distribution in its recursion allows more reliable estimates of the target number than the PHD filter, the CPHD filter suffers from the spooky effect where there exists arbitrary PHD mass shifting in the presence of missed detections. To address this issue in the Gaussian mixture (GM) implementation of the CPHD filter, this paper presents an improved GM-CPHD filter, which incorporates a weight redistribution scheme into the filtering process to modify the updated weights of the Gaussian components when missed detections occur. In addition, an efficient gating strategy that can adaptively adjust the gate sizes according to the number of missed detections of each Gaussian component is also presented to further improve the computational efficiency of the proposed filter. Simulation results demonstrate that the proposed method offers favorable performance in terms of both estimation accuracy and robustness to clutter and detection uncertainty over the existing methods.

Studies on system and measuring method of far-field beam divergency in near field by Ronchi ruling

NASA Astrophysics Data System (ADS)

Zhou, Chenbo; Yang, Li; Ma, Wenli; Yan, Peiying; Fan, Tianquan; He, Shangfeng

1996-10-01

Up to now, as large as seven times of Rayleigh-range or more is needed in measuring the far-field Gaussian beam divergency. This method is very inconvenient for the determination of the output beam divergency of the industrial product such as He-Ne lasers and the measuring unit will occupy a large space. The measurement and the measuring accuracy will be greatly influenced by the environment. Application of the Ronchi ruling to the measurement of far-field divergency of Gaussian beam in near-field is analyzed in the paper. The theoretical research and the experiments show that this measuring method is convenient in industrial application. The measuring system consists of a precision mechanical unit which scans Gaussian beam with a microdisplaced Ronchi ruling, a signal sampling system, a single-chip microcomputer data processing system and an electronic unit with microprinter output. The characteristics of the system is stable and the repeatability errors of the system are low. The spot size and far-field divergency of visible Gaussian laser beam can be measured with the system.

Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian

NASA Astrophysics Data System (ADS)

Teneng, Dean

2013-09-01

We fit the normal inverse Gaussian(NIG) distribution to foreign exchange closing prices using the open software package R and select best models by Käärik and Umbleja (2011) proposed strategy. We observe that daily closing prices (12/04/2008 - 07/08/2012) of CHF/JPY, AUD/JPY, GBP/JPY, NZD/USD, QAR/CHF, QAR/EUR, SAR/CHF, SAR/EUR, TND/CHF and TND/EUR are excellent fits while EGP/EUR and EUR/GBP are good fits with a Kolmogorov-Smirnov test p-value of 0.062 and 0.08 respectively. It was impossible to estimate normal inverse Gaussian parameters (by maximum likelihood; computational problem) for JPY/CHF but CHF/JPY was an excellent fit. Thus, while the stochastic properties of an exchange rate can be completely modeled with a probability distribution in one direction, it may be impossible the other way around. We also demonstrate that foreign exchange closing prices can be forecasted with the normal inverse Gaussian (NIG) Lévy process, both in cases where the daily closing prices can and cannot be modeled by NIG distribution.

Soft Mixer Assignment in a Hierarchical Generative Model of Natural Scene Statistics

PubMed Central

Schwartz, Odelia; Sejnowski, Terrence J.; Dayan, Peter

2010-01-01

Gaussian scale mixture models offer a top-down description of signal generation that captures key bottom-up statistical characteristics of filter responses to images. However, the pattern of dependence among the filters for this class of models is prespecified. We propose a novel extension to the gaussian scale mixture model that learns the pattern of dependence from observed inputs and thereby induces a hierarchical representation of these inputs. Specifically, we propose that inputs are generated by gaussian variables (modeling local filter structure), multiplied by a mixer variable that is assigned probabilistically to each input from a set of possible mixers. We demonstrate inference of both components of the generative model, for synthesized data and for different classes of natural images, such as a generic ensemble and faces. For natural images, the mixer variable assignments show invariances resembling those of complex cells in visual cortex; the statistics of the gaussian components of the model are in accord with the outputs of divisive normalization models. We also show how our model helps interrelate a wide range of models of image statistics and cortical processing. PMID:16999575

Yes, the GIGP Really Does Work--And Is Workable!

ERIC Educational Resources Information Center

Burrell, Quentin L.; Fenton, Michael R.

1993-01-01

Discusses the generalized inverse Gaussian-Poisson (GIGP) process for informetric modeling. Negative binomial distribution is discussed, construction of the GIGP process is explained, zero-truncated GIGP is considered, and applications of the process with journals, library circulation statistics, and database index terms are described. (50…

Motion streaks do not influence the perceived position of stationary flashed objects.

PubMed

Pavan, Andrea; Bellacosa Marotti, Rosilari

2012-01-01

In the present study, we investigated whether motion streaks, produced by fast moving dots Geisler 1999, distort the positional map of stationary flashed objects producing the well-known motion-induced position shift illusion (MIPS). The illusion relies on motion-processing mechanisms that induce local distortions in the positional map of the stimulus which is derived by shape-processing mechanisms. To measure the MIPS, two horizontally offset Gaussian blobs, placed above and below a central fixation point, were flashed over two fields of dots moving in opposite directions. Subjects judged the position of the top Gaussian blob relative to the bottom one. The results showed that neither fast (motion streaks) nor slow moving dots influenced the perceived spatial position of the stationary flashed objects, suggesting that background motion does not interact with the shape-processing mechanisms involved in MIPS.

Progress in integrated-circuit horn antennas for receiver applications. Part 1: Antenna design

NASA Technical Reports Server (NTRS)

Eleftheriades, George V.; Ali-Ahmad, Walid Y.; Rebeiz, Gabriel M.

1992-01-01

The purpose of this work is to present a systematic method for the design of multimode quasi-integrated horn antennas. The design methodology is based on the Gaussian beam approach and the structures are optimized for achieving maximum fundamental Gaussian coupling efficiency. For this purpose, a hybrid technique is employed in which the integrated part of the antennas is treated using full-wave analysis, whereas the machined part is treated using an approximate method. This results in a simple and efficient design process. The developed design procedure has been applied for the design of a 20, a 23, and a 25 dB quasi-integrated horn antennas, all with a Gaussian coupling efficiency exceeding 97 percent. The designed antennas have been tested and characterized using both full-wave analysis and 90 GHz/370 GHz measurements.

Evaluation of higher order statistics parameters for multi channel sEMG using different force levels.

PubMed

Naik, Ganesh R; Kumar, Dinesh K

2011-01-01

The electromyograpy (EMG) signal provides information about the performance of muscles and nerves. The shape of the muscle signal and motor unit action potential (MUAP) varies due to the movement of the position of the electrode or due to changes in contraction level. This research deals with evaluating the non-Gaussianity in Surface Electromyogram signal (sEMG) using higher order statistics (HOS) parameters. To achieve this, experiments were conducted for four different finger and wrist actions at different levels of Maximum Voluntary Contractions (MVCs). Our experimental analysis shows that at constant force and for non-fatiguing contractions, probability density functions (PDF) of sEMG signals were non-Gaussian. For lesser MVCs (below 30% of MVC) PDF measures tends to be Gaussian process. The above measures were verified by computing the Kurtosis values for different MVCs.

Nonlinear and non-Gaussian Bayesian based handwriting beautification

NASA Astrophysics Data System (ADS)

Shi, Cao; Xiao, Jianguo; Xu, Canhui; Jia, Wenhua

2013-03-01

A framework is proposed in this paper to effectively and efficiently beautify handwriting by means of a novel nonlinear and non-Gaussian Bayesian algorithm. In the proposed framework, format and size of handwriting image are firstly normalized, and then typeface in computer system is applied to optimize vision effect of handwriting. The Bayesian statistics is exploited to characterize the handwriting beautification process as a Bayesian dynamic model. The model parameters to translate, rotate and scale typeface in computer system are controlled by state equation, and the matching optimization between handwriting and transformed typeface is employed by measurement equation. Finally, the new typeface, which is transformed from the original one and gains the best nonlinear and non-Gaussian optimization, is the beautification result of handwriting. Experimental results demonstrate the proposed framework provides a creative handwriting beautification methodology to improve visual acceptance.

Noise effects in nonlinear biochemical signaling

NASA Astrophysics Data System (ADS)

Bostani, Neda; Kessler, David A.; Shnerb, Nadav M.; Rappel, Wouter-Jan; Levine, Herbert

2012-01-01

It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it is a priori obvious that this approximation can violate physical constraints, such as the positivity of chemical concentrations. Here, we show that even when such nonphysical fluctuations are rare, an exact solution of the Gaussian model shows that the model can yield unphysical results. This is done in the context of a simple incoherent-feedforward model which exhibits perfect adaptation in the deterministic limit. We show how one can use the natural separation of time scales in this model to yield an approximate model, that is analytically solvable, including its dynamical response to an environmental change. Alternatively, one can employ a cutoff procedure to regularize the Gaussian result.

State Estimation for Linear Systems Driven Simultaneously by Wiener and Poisson Processes.

DTIC Science & Technology

1978-12-01

The state estimation problem of linear stochastic systems driven simultaneously by Wiener and Poisson processes is considered, especially the case...where the incident intensities of the Poisson processes are low and the system is observed in an additive white Gaussian noise. The minimum mean squared

Estimation of carbon storage based on individual tree detection in Pinus densiflora stands using a fusion of aerial photography and LiDAR data.

PubMed

Kim, So-Ra; Kwak, Doo-Ahn; Lee, Woo-Kyun; oLee, Woo-Kyun; Son, Yowhan; Bae, Sang-Won; Kim, Choonsig; Yoo, Seongjin

2010-07-01

The objective of this study was to estimate the carbon storage capacity of Pinus densiflora stands using remotely sensed data by combining digital aerial photography with light detection and ranging (LiDAR) data. A digital canopy model (DCM), generated from the LiDAR data, was combined with aerial photography for segmenting crowns of individual trees. To eliminate errors in over and under-segmentation, the combined image was smoothed using a Gaussian filtering method. The processed image was then segmented into individual trees using a marker-controlled watershed segmentation method. After measuring the crown area from the segmented individual trees, the individual tree diameter at breast height (DBH) was estimated using a regression function developed from the relationship observed between the field-measured DBH and crown area. The above ground biomass of individual trees could be calculated by an image-derived DBH using a regression function developed by the Korea Forest Research Institute. The carbon storage, based on individual trees, was estimated by simple multiplication using the carbon conversion index (0.5), as suggested in guidelines from the Intergovernmental Panel on Climate Change. The mean carbon storage per individual tree was estimated and then compared with the field-measured value. This study suggested that the biomass and carbon storage in a large forest area can be effectively estimated using aerial photographs and LiDAR data.

ELM: AN ALGORITHM TO ESTIMATE THE ALPHA ABUNDANCE FROM LOW-RESOLUTION SPECTRA

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bu, Yude; Zhao, Gang; Kumar, Yerra Bharat

We have investigated a novel methodology using the extreme learning machine (ELM) algorithm to determine the α abundance of stars. Applying two methods based on the ELM algorithm—ELM+spectra and ELM+Lick indices—to the stellar spectra from the ELODIE database, we measured the α abundance with a precision better than 0.065 dex. By applying these two methods to the spectra with different signal-to-noise ratios (S/Ns) and different resolutions, we found that ELM+spectra is more robust against degraded resolution and ELM+Lick indices is more robust against variation in S/N. To further validate the performance of ELM, we applied ELM+spectra and ELM+Lick indices to SDSSmore » spectra and estimated α abundances with a precision around 0.10 dex, which is comparable to the results given by the SEGUE Stellar Parameter Pipeline. We further applied ELM to the spectra of stars in Galactic globular clusters (M15, M13, M71) and open clusters (NGC 2420, M67, NGC 6791), and results show good agreement with previous studies (within 1σ). A comparison of the ELM with other widely used methods including support vector machine, Gaussian process regression, artificial neural networks, and linear least-squares regression shows that ELM is efficient with computational resources and more accurate than other methods.« less

DESCRIPTION OF ATMOSPHERIC TRANSPORT PROCESSES IN EULERIAN AIR QUALITY MODELS

EPA Science Inventory

Key differences among many types of air quality models are the way atmospheric advection and turbulent diffusion processes are treated. Gaussian models use analytical solutions of the advection-diffusion equations. Lagrangian models use a hypothetical air parcel concept effecti...

Summary of tracking and identification methods

NASA Astrophysics Data System (ADS)

Blasch, Erik; Yang, Chun; Kadar, Ivan

2014-06-01

Over the last two decades, many solutions have arisen to combine target tracking estimation with classification methods. Target tracking includes developments from linear to non-linear and Gaussian to non-Gaussian processing. Pattern recognition includes detection, classification, recognition, and identification methods. Integrating tracking and pattern recognition has resulted in numerous approaches and this paper seeks to organize the various approaches. We discuss the terminology so as to have a common framework for various standards such as the NATO STANAG 4162 - Identification Data Combining Process. In a use case, we provide a comparative example highlighting that location information (as an example) with additional mission objectives from geographical, human, social, cultural, and behavioral modeling is needed to determine identification as classification alone does not allow determining identification or intent.

Fidelity between Gaussian mixed states with quantum state quadrature variances

NASA Astrophysics Data System (ADS)

Hai-Long, Zhang; Chun, Zhou; Jian-Hong, Shi; Wan-Su, Bao

2016-04-01

In this paper, from the original definition of fidelity in a pure state, we first give a well-defined expansion fidelity between two Gaussian mixed states. It is related to the variances of output and input states in quantum information processing. It is convenient to quantify the quantum teleportation (quantum clone) experiment since the variances of the input (output) state are measurable. Furthermore, we also give a conclusion that the fidelity of a pure input state is smaller than the fidelity of a mixed input state in the same quantum information processing. Project supported by the National Basic Research Program of China (Grant No. 2013CB338002) and the Foundation of Science and Technology on Information Assurance Laboratory (Grant No. KJ-14-001).

Quantum steering of Gaussian states via non-Gaussian measurements

NASA Astrophysics Data System (ADS)

Ji, Se-Wan; Lee, Jaehak; Park, Jiyong; Nha, Hyunchul

2016-07-01

Quantum steering—a strong correlation to be verified even when one party or its measuring device is fully untrusted—not only provides a profound insight into quantum physics but also offers a crucial basis for practical applications. For continuous-variable (CV) systems, Gaussian states among others have been extensively studied, however, mostly confined to Gaussian measurements. While the fulfilment of Gaussian criterion is sufficient to detect CV steering, whether it is also necessary for Gaussian states is a question of fundamental importance in many contexts. This critically questions the validity of characterizations established only under Gaussian measurements like the quantification of steering and the monogamy relations. Here, we introduce a formalism based on local uncertainty relations of non-Gaussian measurements, which is shown to manifest quantum steering of some Gaussian states that Gaussian criterion fails to detect. To this aim, we look into Gaussian states of practical relevance, i.e. two-mode squeezed states under a lossy and an amplifying Gaussian channel. Our finding significantly modifies the characteristics of Gaussian-state steering so far established such as monogamy relations and one-way steering under Gaussian measurements, thus opening a new direction for critical studies beyond Gaussian regime.

Breaking Gaussian incompatibility on continuous variable quantum systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heinosaari, Teiko, E-mail: teiko.heinosaari@utu.fi; Kiukas, Jukka, E-mail: jukka.kiukas@aber.ac.uk; Schultz, Jussi, E-mail: jussi.schultz@gmail.com

2015-08-15

We characterise Gaussian quantum channels that are Gaussian incompatibility breaking, that is, transform every set of Gaussian measurements into a set obtainable from a joint Gaussian observable via Gaussian postprocessing. Such channels represent local noise which renders measurements useless for Gaussian EPR-steering, providing the appropriate generalisation of entanglement breaking channels for this scenario. Understanding the structure of Gaussian incompatibility breaking channels contributes to the resource theory of noisy continuous variable quantum information protocols.

Accounting for Non-Gaussian Sources of Spatial Correlation in Parametric Functional Magnetic Resonance Imaging Paradigms II: A Method to Obtain First-Level Analysis Residuals with Uniform and Gaussian Spatial Autocorrelation Function and Independent and Identically Distributed Time-Series.

PubMed

Gopinath, Kaundinya; Krishnamurthy, Venkatagiri; Lacey, Simon; Sathian, K

2018-02-01

In a recent study Eklund et al. have shown that cluster-wise family-wise error (FWE) rate-corrected inferences made in parametric statistical method-based functional magnetic resonance imaging (fMRI) studies over the past couple of decades may have been invalid, particularly for cluster defining thresholds less stringent than p < 0.001; principally because the spatial autocorrelation functions (sACFs) of fMRI data had been modeled incorrectly to follow a Gaussian form, whereas empirical data suggest otherwise. Hence, the residuals from general linear model (GLM)-based fMRI activation estimates in these studies may not have possessed a homogenously Gaussian sACF. Here we propose a method based on the assumption that heterogeneity and non-Gaussianity of the sACF of the first-level GLM analysis residuals, as well as temporal autocorrelations in the first-level voxel residual time-series, are caused by unmodeled MRI signal from neuronal and physiological processes as well as motion and other artifacts, which can be approximated by appropriate decompositions of the first-level residuals with principal component analysis (PCA), and removed. We show that application of this method yields GLM residuals with significantly reduced spatial correlation, nearly Gaussian sACF and uniform spatial smoothness across the brain, thereby allowing valid cluster-based FWE-corrected inferences based on assumption of Gaussian spatial noise. We further show that application of this method renders the voxel time-series of first-level GLM residuals independent, and identically distributed across time (which is a necessary condition for appropriate voxel-level GLM inference), without having to fit ad hoc stochastic colored noise models. Furthermore, the detection power of individual subject brain activation analysis is enhanced. This method will be especially useful for case studies, which rely on first-level GLM analysis inferences.

Impact of initial pulse shape on the nonlinear spectral compression in optical fibre

NASA Astrophysics Data System (ADS)

Boscolo, Sonia; Chaussard, Frederic; Andresen, Esben; Rigneault, Hervé; Finot, Christophe

2018-02-01

We theoretically study the effects of the temporal intensity profile of the initial pulse on the nonlinear propagation spectral compression process arising from nonlinear propagation in an optical fibre. Various linearly chirped input pulse profiles are considered, and their dynamics is explained with the aid of time-frequency representations. While initially parabolic-shaped pulses show enhanced spectral compression compared to Gaussian pulses, no significant spectral narrowing occurs when initially super-Gaussian pulses are used. Triangular pulses lead to a spectral interference phenomenon similar to the Fresnel bi-prism experiment.

Sensor Fusion of Gaussian Mixtures for Ballistic Target Tracking in the Re-Entry Phase

PubMed Central

Lu, Kelin; Zhou, Rui

2016-01-01

A sensor fusion methodology for the Gaussian mixtures model is proposed for ballistic target tracking with unknown ballistic coefficients. To improve the estimation accuracy, a track-to-track fusion architecture is proposed to fuse tracks provided by the local interacting multiple model filters. During the fusion process, the duplicate information is removed by considering the first order redundant information between the local tracks. With extensive simulations, we show that the proposed algorithm improves the tracking accuracy in ballistic target tracking in the re-entry phase applications. PMID:27537883

Security of coherent-state quantum cryptography in the presence of Gaussian noise

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heid, Matthias; Luetkenhaus, Norbert

2007-08-15

We investigate the security against collective attacks of a continuous variable quantum key distribution scheme in the asymptotic key limit for a realistic setting. The quantum channel connecting the two honest parties is assumed to be lossy and imposes Gaussian noise on the observed quadrature distributions. Secret key rates are given for direct and reverse reconciliation schemes including post-selection in the collective attack scenario. The effect of a nonideal error correction and two-way communication in the classical post-processing step is also taken into account.

Sensor Fusion of Gaussian Mixtures for Ballistic Target Tracking in the Re-Entry Phase.

PubMed

Lu, Kelin; Zhou, Rui

2016-08-15

A sensor fusion methodology for the Gaussian mixtures model is proposed for ballistic target tracking with unknown ballistic coefficients. To improve the estimation accuracy, a track-to-track fusion architecture is proposed to fuse tracks provided by the local interacting multiple model filters. During the fusion process, the duplicate information is removed by considering the first order redundant information between the local tracks. With extensive simulations, we show that the proposed algorithm improves the tracking accuracy in ballistic target tracking in the re-entry phase applications.

Boosting structured additive quantile regression for longitudinal childhood obesity data.

PubMed

Fenske, Nora; Fahrmeir, Ludwig; Hothorn, Torsten; Rzehak, Peter; Höhle, Michael

2013-07-25

Childhood obesity and the investigation of its risk factors has become an important public health issue. Our work is based on and motivated by a German longitudinal study including 2,226 children with up to ten measurements on their body mass index (BMI) and risk factors from birth to the age of 10 years. We introduce boosting of structured additive quantile regression as a novel distribution-free approach for longitudinal quantile regression. The quantile-specific predictors of our model include conventional linear population effects, smooth nonlinear functional effects, varying-coefficient terms, and individual-specific effects, such as intercepts and slopes. Estimation is based on boosting, a computer intensive inference method for highly complex models. We propose a component-wise functional gradient descent boosting algorithm that allows for penalized estimation of the large variety of different effects, particularly leading to individual-specific effects shrunken toward zero. This concept allows us to flexibly estimate the nonlinear age curves of upper quantiles of the BMI distribution, both on population and on individual-specific level, adjusted for further risk factors and to detect age-varying effects of categorical risk factors. Our model approach can be regarded as the quantile regression analog of Gaussian additive mixed models (or structured additive mean regression models), and we compare both model classes with respect to our obesity data.

Mapping soil textural fractions across a large watershed in north-east Florida.

PubMed

Lamsal, S; Mishra, U

2010-08-01

Assessment of regional scale soil spatial variation and mapping their distribution is constrained by sparse data which are collected using field surveys that are labor intensive and cost prohibitive. We explored geostatistical (ordinary kriging-OK), regression (Regression Tree-RT), and hybrid methods (RT plus residual Sequential Gaussian Simulation-SGS) to map soil textural fractions across the Santa Fe River Watershed (3585 km(2)) in north-east Florida. Soil samples collected from four depths (L1: 0-30 cm, L2: 30-60 cm, L3: 60-120 cm, and L4: 120-180 cm) at 141 locations were analyzed for soil textural fractions (sand, silt and clay contents), and combined with textural data (15 profiles) assembled under the Florida Soil Characterization program. Textural fractions in L1 and L2 were autocorrelated, and spatially mapped across the watershed. OK performance was poor, which may be attributed to the sparse sampling. RT model structure varied among textural fractions, and the model explained variations ranged from 25% for L1 silt to 61% for L2 clay content. Regression residuals were simulated using SGS, and the average of simulated residuals were used to approximate regression residual distribution map, which were added to regression trend maps. Independent validation of the prediction maps showed that regression models performed slightly better than OK, and regression combined with average of simulated regression residuals improved predictions beyond the regression model. Sand content >90% in both 0-30 and 30-60 cm covered 80.6% of the watershed area. Copyright 2010 Elsevier Ltd. All rights reserved.

Prediction of temperature and HAZ in thermal-based processes with Gaussian heat source by a hybrid GA-ANN model

NASA Astrophysics Data System (ADS)

Fazli Shahri, Hamid Reza; Mahdavinejad, Ramezanali

2018-02-01

Thermal-based processes with Gaussian heat source often produce excessive temperature which can impose thermally-affected layers in specimens. Therefore, the temperature distribution and Heat Affected Zone (HAZ) of materials are two critical factors which are influenced by different process parameters. Measurement of the HAZ thickness and temperature distribution within the processes are not only difficult but also expensive. This research aims at finding a valuable knowledge on these factors by prediction of the process through a novel combinatory model. In this study, an integrated Artificial Neural Network (ANN) and genetic algorithm (GA) was used to predict the HAZ and temperature distribution of the specimens. To end this, a series of full factorial design of experiments were conducted by applying a Gaussian heat flux on Ti-6Al-4 V at first, then the temperature of the specimen was measured by Infrared thermography. The HAZ width of each sample was investigated through measuring the microhardness. Secondly, the experimental data was used to create a GA-ANN model. The efficiency of GA in design and optimization of the architecture of ANN was investigated. The GA was used to determine the optimal number of neurons in hidden layer, learning rate and momentum coefficient of both output and hidden layers of ANN. Finally, the reliability of models was assessed according to the experimental results and statistical indicators. The results demonstrated that the combinatory model predicted the HAZ and temperature more effective than a trial-and-error ANN model.

GRMDA: Graph Regression for MiRNA-Disease Association Prediction

PubMed Central

Chen, Xing; Yang, Jing-Ru; Guan, Na-Na; Li, Jian-Qiang

2018-01-01

Nowadays, as more and more associations between microRNAs (miRNAs) and diseases have been discovered, miRNA has gradually become a hot topic in the biological field. Because of the high consumption of time and money on carrying out biological experiments, computational method which can help scientists choose the most likely associations between miRNAs and diseases for further experimental studies is desperately needed. In this study, we proposed a method of Graph Regression for MiRNA-Disease Association prediction (GRMDA) which combines known miRNA-disease associations, miRNA functional similarity, disease semantic similarity, and Gaussian interaction profile kernel similarity. We used Gaussian interaction profile kernel similarity to supplement the shortage of miRNA functional similarity and disease semantic similarity. Furthermore, the graph regression was synchronously performed in three latent spaces, including association space, miRNA similarity space, and disease similarity space, by using two matrix factorization approaches called Singular Value Decomposition and Partial Least-Squares to extract important related attributes and filter the noise. In the leave-one-out cross validation and five-fold cross validation, GRMDA obtained the AUCs of 0.8272 and 0.8080 ± 0.0024, respectively. Thus, its performance is better than some previous models. In the case study of Lymphoma using the recorded miRNA-disease associations in HMDD V2.0 database, 88% of top 50 predicted miRNAs were verified by experimental literatures. In order to test the performance of GRMDA on new diseases with no known related miRNAs, we took Breast Neoplasms as an example by regarding all the known related miRNAs as unknown ones. We found that 100% of top 50 predicted miRNAs were verified. Moreover, 84% of top 50 predicted miRNAs in case study for Esophageal Neoplasms based on HMDD V1.0 were verified to have known associations. In conclusion, GRMDA is an effective and practical method for miRNA-disease association prediction. PMID:29515453

GRMDA: Graph Regression for MiRNA-Disease Association Prediction.

PubMed

Chen, Xing; Yang, Jing-Ru; Guan, Na-Na; Li, Jian-Qiang

2018-01-01

Nowadays, as more and more associations between microRNAs (miRNAs) and diseases have been discovered, miRNA has gradually become a hot topic in the biological field. Because of the high consumption of time and money on carrying out biological experiments, computational method which can help scientists choose the most likely associations between miRNAs and diseases for further experimental studies is desperately needed. In this study, we proposed a method of Graph Regression for MiRNA-Disease Association prediction (GRMDA) which combines known miRNA-disease associations, miRNA functional similarity, disease semantic similarity, and Gaussian interaction profile kernel similarity. We used Gaussian interaction profile kernel similarity to supplement the shortage of miRNA functional similarity and disease semantic similarity. Furthermore, the graph regression was synchronously performed in three latent spaces, including association space, miRNA similarity space, and disease similarity space, by using two matrix factorization approaches called Singular Value Decomposition and Partial Least-Squares to extract important related attributes and filter the noise. In the leave-one-out cross validation and five-fold cross validation, GRMDA obtained the AUCs of 0.8272 and 0.8080 ± 0.0024, respectively. Thus, its performance is better than some previous models. In the case study of Lymphoma using the recorded miRNA-disease associations in HMDD V2.0 database, 88% of top 50 predicted miRNAs were verified by experimental literatures. In order to test the performance of GRMDA on new diseases with no known related miRNAs, we took Breast Neoplasms as an example by regarding all the known related miRNAs as unknown ones. We found that 100% of top 50 predicted miRNAs were verified. Moreover, 84% of top 50 predicted miRNAs in case study for Esophageal Neoplasms based on HMDD V1.0 were verified to have known associations. In conclusion, GRMDA is an effective and practical method for miRNA-disease association prediction.

Self-organization comprehensive real-time state evaluation model for oil pump unit on the basis of operating condition classification and recognition

NASA Astrophysics Data System (ADS)

Liang, Wei; Yu, Xuchao; Zhang, Laibin; Lu, Wenqing

2018-05-01

In oil transmission station, the operating condition (OC) of an oil pump unit sometimes switches accordingly, which will lead to changes in operating parameters. If not taking the switching of OCs into consideration while performing a state evaluation on the pump unit, the accuracy of evaluation would be largely influenced. Hence, in this paper, a self-organization Comprehensive Real-Time State Evaluation Model (self-organization CRTSEM) is proposed based on OC classification and recognition. However, the underlying model CRTSEM is built through incorporating the advantages of Gaussian Mixture Model (GMM) and Fuzzy Comprehensive Evaluation Model (FCEM) first. That is to say, independent state models are established for every state characteristic parameter according to their distribution types (i.e. the Gaussian distribution and logistic regression distribution). Meanwhile, Analytic Hierarchy Process (AHP) is utilized to calculate the weights of state characteristic parameters. Then, the OC classification is determined by the types of oil delivery tasks, and CRTSEMs of different standard OCs are built to constitute the CRTSEM matrix. On the other side, the OC recognition is realized by a self-organization model that is established on the basis of Back Propagation (BP) model. After the self-organization CRTSEM is derived through integration, real-time monitoring data can be inputted for OC recognition. At the end, the current state of the pump unit can be evaluated by using the right CRTSEM. The case study manifests that the proposed self-organization CRTSEM can provide reasonable and accurate state evaluation results for the pump unit. Besides, the assumption that the switching of OCs will influence the results of state evaluation is also verified.

Multi-scale Gaussian representation and outline-learning based cell image segmentation.

PubMed

Farhan, Muhammad; Ruusuvuori, Pekka; Emmenlauer, Mario; Rämö, Pauli; Dehio, Christoph; Yli-Harja, Olli

2013-01-01

High-throughput genome-wide screening to study gene-specific functions, e.g. for drug discovery, demands fast automated image analysis methods to assist in unraveling the full potential of such studies. Image segmentation is typically at the forefront of such analysis as the performance of the subsequent steps, for example, cell classification, cell tracking etc., often relies on the results of segmentation. We present a cell cytoplasm segmentation framework which first separates cell cytoplasm from image background using novel approach of image enhancement and coefficient of variation of multi-scale Gaussian scale-space representation. A novel outline-learning based classification method is developed using regularized logistic regression with embedded feature selection which classifies image pixels as outline/non-outline to give cytoplasm outlines. Refinement of the detected outlines to separate cells from each other is performed in a post-processing step where the nuclei segmentation is used as contextual information. We evaluate the proposed segmentation methodology using two challenging test cases, presenting images with completely different characteristics, with cells of varying size, shape, texture and degrees of overlap. The feature selection and classification framework for outline detection produces very simple sparse models which use only a small subset of the large, generic feature set, that is, only 7 and 5 features for the two cases. Quantitative comparison of the results for the two test cases against state-of-the-art methods show that our methodology outperforms them with an increase of 4-9% in segmentation accuracy with maximum accuracy of 93%. Finally, the results obtained for diverse datasets demonstrate that our framework not only produces accurate segmentation but also generalizes well to different segmentation tasks.

Multi-scale Gaussian representation and outline-learning based cell image segmentation

PubMed Central

2013-01-01

Background High-throughput genome-wide screening to study gene-specific functions, e.g. for drug discovery, demands fast automated image analysis methods to assist in unraveling the full potential of such studies. Image segmentation is typically at the forefront of such analysis as the performance of the subsequent steps, for example, cell classification, cell tracking etc., often relies on the results of segmentation. Methods We present a cell cytoplasm segmentation framework which first separates cell cytoplasm from image background using novel approach of image enhancement and coefficient of variation of multi-scale Gaussian scale-space representation. A novel outline-learning based classification method is developed using regularized logistic regression with embedded feature selection which classifies image pixels as outline/non-outline to give cytoplasm outlines. Refinement of the detected outlines to separate cells from each other is performed in a post-processing step where the nuclei segmentation is used as contextual information. Results and conclusions We evaluate the proposed segmentation methodology using two challenging test cases, presenting images with completely different characteristics, with cells of varying size, shape, texture and degrees of overlap. The feature selection and classification framework for outline detection produces very simple sparse models which use only a small subset of the large, generic feature set, that is, only 7 and 5 features for the two cases. Quantitative comparison of the results for the two test cases against state-of-the-art methods show that our methodology outperforms them with an increase of 4-9% in segmentation accuracy with maximum accuracy of 93%. Finally, the results obtained for diverse datasets demonstrate that our framework not only produces accurate segmentation but also generalizes well to different segmentation tasks. PMID:24267488

Comparing Approaches to Deal With Non-Gaussianity of Rainfall Data in Kriging-Based Radar-Gauge Rainfall Merging

NASA Astrophysics Data System (ADS)

Cecinati, F.; Wani, O.; Rico-Ramirez, M. A.

2017-11-01

Merging radar and rain gauge rainfall data is a technique used to improve the quality of spatial rainfall estimates and in particular the use of Kriging with External Drift (KED) is a very effective radar-rain gauge rainfall merging technique. However, kriging interpolations assume Gaussianity of the process. Rainfall has a strongly skewed, positive, probability distribution, characterized by a discontinuity due to intermittency. In KED rainfall residuals are used, implicitly calculated as the difference between rain gauge data and a linear function of the radar estimates. Rainfall residuals are non-Gaussian as well. The aim of this work is to evaluate the impact of applying KED to non-Gaussian rainfall residuals, and to assess the best techniques to improve Gaussianity. We compare Box-Cox transformations with λ parameters equal to 0.5, 0.25, and 0.1, Box-Cox with time-variant optimization of λ, normal score transformation, and a singularity analysis technique. The results suggest that Box-Cox with λ = 0.1 and the singularity analysis is not suitable for KED. Normal score transformation and Box-Cox with optimized λ, or λ = 0.25 produce satisfactory results in terms of Gaussianity of the residuals, probability distribution of the merged rainfall products, and rainfall estimate quality, when validated through cross-validation. However, it is observed that Box-Cox transformations are strongly dependent on the temporal and spatial variability of rainfall and on the units used for the rainfall intensity. Overall, applying transformations results in a quantitative improvement of the rainfall estimates only if the correct transformations for the specific data set are used.

Neural substrates of behavioral variability in attention deficit hyperactivity disorder: based on ex-Gaussian reaction time distribution and diffusion spectrum imaging tractography.

PubMed

Lin, H-Y; Gau, S S-F; Huang-Gu, S L; Shang, C-Y; Wu, Y-H; Tseng, W-Y I

2014-06-01

Increased intra-individual variability (IIV) in reaction time (RT) across various tasks is one ubiquitous neuropsychological finding in attention deficit hyperactivity disorder (ADHD). However, neurobiological underpinnings of IIV in individuals with ADHD have not yet been fully delineated. The ex-Gaussian distribution has been proved to capture IIV in RT. The authors explored the three parameters [μ (mu), σ (sigma), τ (tau)] of an ex-Gaussian RT distribution derived from the Conners' continuous performance test (CCPT) and their correlations with the microstructural integrity of the frontostriatal-caudate tracts and the cingulum bundles. We assessed 28 youths with ADHD (8-17 years; 25 males) and 28 age-, sex-, IQ- and handedness-matched typically developing (TD) youths using the CCPT, Wechsler Intelligence Scale for Children, 3rd edition and magnetic resonance imaging (MRI). Microstructural integrity, indexed by generalized fractional anisotropy (GFA), was measured by diffusion spectrum imaging tractrography on a 3-T MRI system. Youths with ADHD had larger σ (s.d. of Gaussian distribution) and τ (mean of exponential distribution) and reduced GFA in four bilateral frontostriatal tracts. With increased inter-stimulus intervals of CCPT, the magnitude of greater τ in ADHD than TD increased. In ADHD youths, the cingulum bundles and frontostriatal integrity were associated with three ex-Gaussian parameters and with μ (mean of Gaussian distribution) and τ, respectively; while only frontostriatal GFA was associated with μ and τ in TD youths. Our findings suggest the crucial role of the integrity of the cingulum bundles in accounting for IIV in ADHD. Involvement of different brain systems in mediating IIV may relate to a distinctive pathophysiological processing and/or adaptive compensatory mechanism.

Towards better modelling of drug-loading in solid lipid nanoparticles: Molecular dynamics, docking experiments and Gaussian Processes machine learning.

PubMed

Hathout, Rania M; Metwally, Abdelkader A

2016-11-01

This study represents one of the series applying computer-oriented processes and tools in digging for information, analysing data and finally extracting correlations and meaningful outcomes. In this context, binding energies could be used to model and predict the mass of loaded drugs in solid lipid nanoparticles after molecular docking of literature-gathered drugs using MOE® software package on molecularly simulated tripalmitin matrices using GROMACS®. Consequently, Gaussian processes as a supervised machine learning artificial intelligence technique were used to correlate the drugs' descriptors (e.g. M.W., xLogP, TPSA and fragment complexity) with their molecular docking binding energies. Lower percentage bias was obtained compared to previous studies which allows the accurate estimation of the loaded mass of any drug in the investigated solid lipid nanoparticles by just projecting its chemical structure to its main features (descriptors). Copyright © 2016 Elsevier B.V. All rights reserved.

Dynamic design of ecological monitoring networks for non-Gaussian spatio-temporal data

USGS Publications Warehouse

Wikle, C.K.; Royle, J. Andrew

2005-01-01

Many ecological processes exhibit spatial structure that changes over time in a coherent, dynamical fashion. This dynamical component is often ignored in the design of spatial monitoring networks. Furthermore, ecological variables related to processes such as habitat are often non-Gaussian (e.g. Poisson or log-normal). We demonstrate that a simulation-based design approach can be used in settings where the data distribution is from a spatio-temporal exponential family. The key random component in the conditional mean function from this distribution is then a spatio-temporal dynamic process. Given the computational burden of estimating the expected utility of various designs in this setting, we utilize an extended Kalman filter approximation to facilitate implementation. The approach is motivated by, and demonstrated on, the problem of selecting sampling locations to estimate July brood counts in the prairie pothole region of the U.S.

Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion

NASA Astrophysics Data System (ADS)

Sposini, Vittoria; Chechkin, Aleksei V.; Seno, Flavio; Pagnini, Gianni; Metzler, Ralf

2018-04-01

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time-dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments.

Asymptotics of small deviations of the Bogoliubov processes with respect to a quadratic norm

NASA Astrophysics Data System (ADS)

Pusev, R. S.

2010-10-01

We obtain results on small deviations of Bogoliubov’s Gaussian measure occurring in the theory of the statistical equilibrium of quantum systems. For some random processes related to Bogoliubov processes, we find the exact asymptotic probability of their small deviations with respect to a Hilbert norm.

Value of Information Analysis for Time-lapse Seismic Data by Simulation-Regression

NASA Astrophysics Data System (ADS)

Dutta, G.; Mukerji, T.; Eidsvik, J.

2016-12-01

A novel method to estimate the Value of Information (VOI) of time-lapse seismic data in the context of reservoir development is proposed. VOI is a decision analytic metric quantifying the incremental value that would be created by collecting information prior to making a decision under uncertainty. The VOI has to be computed before collecting the information and can be used to justify its collection. Previous work on estimating the VOI of geophysical data has involved explicit approximation of the posterior distribution of reservoir properties given the data and then evaluating the prospect values for that posterior distribution of reservoir properties. Here, we propose to directly estimate the prospect values given the data by building a statistical relationship between them using regression. Various regression techniques such as Partial Least Squares Regression (PLSR), Multivariate Adaptive Regression Splines (MARS) and k-Nearest Neighbors (k-NN) are used to estimate the VOI, and the results compared. For a univariate Gaussian case, the VOI obtained from simulation-regression has been shown to be close to the analytical solution. Estimating VOI by simulation-regression is much less computationally expensive since the posterior distribution of reservoir properties given each possible dataset need not be modeled and the prospect values need not be evaluated for each such posterior distribution of reservoir properties. This method is flexible, since it does not require rigid model specification of posterior but rather fits conditional expectations non-parametrically from samples of values and data.

Hollow Gaussian beam generation through nonlinear interaction of photons with orbital angular momentum

PubMed Central

Chaitanya, N. Apurv; Jabir, M. V.; Banerji, J.; Samanta, G. K.

2016-01-01

Hollow Gaussian beams (HGB) are a special class of doughnut shaped beams that do not carry orbital angular momentum (OAM). Such beams have a wide range of applications in many fields including atomic optics, bio-photonics, atmospheric science, and plasma physics. Till date, these beams have been generated using linear optical elements. Here, we show a new way of generating HGBs by three-wave mixing in a nonlinear crystal. Based on nonlinear interaction of photons having OAM and conservation of OAM in nonlinear processes, we experimentally generated ultrafast HGBs of order as high as 6 and power >180 mW at 355 nm. This generic concept can be extended to any wavelength, timescales (continuous-wave and ultrafast) and any orders. We show that the removal of azimuthal phase of vortices does not produce Gaussian beam. We also propose a new and only method to characterize the order of the HGBs. PMID:27581625

Image denoising in mixed Poisson-Gaussian noise.

PubMed

Luisier, Florian; Blu, Thierry; Unser, Michael

2011-03-01

We propose a general methodology (PURE-LET) to design and optimize a wide class of transform-domain thresholding algorithms for denoising images corrupted by mixed Poisson-Gaussian noise. We express the denoising process as a linear expansion of thresholds (LET) that we optimize by relying on a purely data-adaptive unbiased estimate of the mean-squared error (MSE), derived in a non-Bayesian framework (PURE: Poisson-Gaussian unbiased risk estimate). We provide a practical approximation of this theoretical MSE estimate for the tractable optimization of arbitrary transform-domain thresholding. We then propose a pointwise estimator for undecimated filterbank transforms, which consists of subband-adaptive thresholding functions with signal-dependent thresholds that are globally optimized in the image domain. We finally demonstrate the potential of the proposed approach through extensive comparisons with state-of-the-art techniques that are specifically tailored to the estimation of Poisson intensities. We also present denoising results obtained on real images of low-count fluorescence microscopy.

Angle-domain common-image gathers from anisotropic Gaussian beam migration and its application to anisotropy-induced imaging errors analysis

NASA Astrophysics Data System (ADS)

Han, Jianguang; Wang, Yun; Yu, Changqing; Chen, Peng

2017-02-01

An approach for extracting angle-domain common-image gathers (ADCIGs) from anisotropic Gaussian beam prestack depth migration (GB-PSDM) is presented in this paper. The propagation angle is calculated in the process of migration using the real-value traveltime information of Gaussian beam. Based on the above, we further investigate the effects of anisotropy on GB-PSDM, where the corresponding ADCIGs are extracted to assess the quality of migration images. The test results of the VTI syncline model and the TTI thrust sheet model show that anisotropic parameters ɛ, δ, and tilt angle 𝜃, have a great influence on the accuracy of the migrated image in anisotropic media, and ignoring any one of them will cause obvious imaging errors. The anisotropic GB-PSDM with the true anisotropic parameters can obtain more accurate seismic images of subsurface structures in anisotropic media.

Approximating high angular resolution apparent diffusion coefficient profiles using spherical harmonics under BiGaussian assumption

NASA Astrophysics Data System (ADS)

Cao, Ning; Liang, Xuwei; Zhuang, Qi; Zhang, Jun

2009-02-01

Magnetic Resonance Imaging (MRI) techniques have achieved much importance in providing visual and quantitative information of human body. Diffusion MRI is the only non-invasive tool to obtain information of the neural fiber networks of the human brain. The traditional Diffusion Tensor Imaging (DTI) is only capable of characterizing Gaussian diffusion. High Angular Resolution Diffusion Imaging (HARDI) extends its ability to model more complex diffusion processes. Spherical harmonic series truncated to a certain degree is used in recent studies to describe the measured non-Gaussian Apparent Diffusion Coefficient (ADC) profile. In this study, we use the sampling theorem on band-limited spherical harmonics to choose a suitable degree to truncate the spherical harmonic series in the sense of Signal-to-Noise Ratio (SNR), and use Monte Carlo integration to compute the spherical harmonic transform of human brain data obtained from icosahedral schema.

Non-Gaussian power grid frequency fluctuations characterized by Lévy-stable laws and superstatistics

NASA Astrophysics Data System (ADS)

Schäfer, Benjamin; Beck, Christian; Aihara, Kazuyuki; Witthaut, Dirk; Timme, Marc

2018-02-01

Multiple types of fluctuations impact the collective dynamics of power grids and thus challenge their robust operation. Fluctuations result from processes as different as dynamically changing demands, energy trading and an increasing share of renewable power feed-in. Here we analyse principles underlying the dynamics and statistics of power grid frequency fluctuations. Considering frequency time series for a range of power grids, including grids in North America, Japan and Europe, we find a strong deviation from Gaussianity best described as Lévy-stable and q-Gaussian distributions. We present a coarse framework to analytically characterize the impact of arbitrary noise distributions, as well as a superstatistical approach that systematically interprets heavy tails and skewed distributions. We identify energy trading as a substantial contribution to today's frequency fluctuations and effective damping of the grid as a controlling factor enabling reduction of fluctuation risks, with enhanced effects for small power grids.

Unbiased free energy estimates in fast nonequilibrium transformations using Gaussian mixtures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Procacci, Piero

2015-04-21

In this paper, we present an improved method for obtaining unbiased estimates of the free energy difference between two thermodynamic states using the work distribution measured in nonequilibrium driven experiments connecting these states. The method is based on the assumption that any observed work distribution is given by a mixture of Gaussian distributions, whose normal components are identical in either direction of the nonequilibrium process, with weights regulated by the Crooks theorem. Using the prototypical example for the driven unfolding/folding of deca-alanine, we show that the predicted behavior of the forward and reverse work distributions, assuming a combination of onlymore » two Gaussian components with Crooks derived weights, explains surprisingly well the striking asymmetry in the observed distributions at fast pulling speeds. The proposed methodology opens the way for a perfectly parallel implementation of Jarzynski-based free energy calculations in complex systems.« less

Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes

PubMed Central

Nakamura, Tomoaki; Nagai, Takayuki; Mochihashi, Daichi; Kobayashi, Ichiro; Asoh, Hideki; Kaneko, Masahide

2017-01-01

Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM) that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM), the emission distributions of which are Gaussian processes (GPs). Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods. PMID:29311889

Photometric redshifts for the next generation of deep radio continuum surveys - II. Gaussian processes and hybrid estimates

NASA Astrophysics Data System (ADS)

Duncan, Kenneth J.; Jarvis, Matt J.; Brown, Michael J. I.; Röttgering, Huub J. A.

2018-07-01

Building on the first paper in this series (Duncan et al. 2018), we present a study investigating the performance of Gaussian process photometric redshift (photo-z) estimates for galaxies and active galactic nuclei (AGNs) detected in deep radio continuum surveys. A Gaussian process redshift code is used to produce photo-z estimates targeting specific subsets of both the AGN population - infrared (IR), X-ray, and optically selected AGNs - and the general galaxy population. The new estimates for the AGN population are found to perform significantly better at z > 1 than the template-based photo-z estimates presented in our previous study. Our new photo-z estimates are then combined with template estimates through hierarchical Bayesian combination to produce a hybrid consensus estimate that outperforms both of the individual methods across all source types. Photo-z estimates for radio sources that are X-ray sources or optical/IR AGNs are significantly improved in comparison to previous template-only estimates - with outlier fractions and robust scatter reduced by up to a factor of ˜4. The ability of our method to combine the strengths of the two input photo-z techniques and the large improvements we observe illustrate its potential for enabling future exploitation of deep radio continuum surveys for both the study of galaxy and black hole coevolution and for cosmological studies.

An adaptive spatio-temporal Gaussian filter for processing cardiac optical mapping data.

PubMed

Pollnow, S; Pilia, N; Schwaderlapp, G; Loewe, A; Dössel, O; Lenis, G

2018-06-04

Optical mapping is widely used as a tool to investigate cardiac electrophysiology in ex vivo preparations. Digital filtering of fluorescence-optical data is an important requirement for robust subsequent data analysis and still a challenge when processing data acquired from thin mammalian myocardium. Therefore, we propose and investigate the use of an adaptive spatio-temporal Gaussian filter for processing optical mapping signals from these kinds of tissue usually having low signal-to-noise ratio (SNR). We demonstrate how filtering parameters can be chosen automatically without additional user input. For systematic comparison of this filter with standard filtering methods from the literature, we generated synthetic signals representing optical recordings from atrial myocardium of a rat heart with varying SNR. Furthermore, all filter methods were applied to experimental data from an ex vivo setup. Our developed filter outperformed the other filter methods regarding local activation time detection at SNRs smaller than 3 dB which are typical noise ratios expected in these signals. At higher SNRs, the proposed filter performed slightly worse than the methods from literature. In conclusion, the proposed adaptive spatio-temporal Gaussian filter is an appropriate tool for investigating fluorescence-optical data with low SNR. The spatio-temporal filter parameters were automatically adapted in contrast to the other investigated filters. Copyright © 2018 Elsevier Ltd. All rights reserved.

Propagation of a general-type beam through a truncated fractional Fourier transform optical system.

PubMed

Zhao, Chengliang; Cai, Yangjian

2010-03-01

Paraxial propagation of a general-type beam through a truncated fractional Fourier transform (FRT) optical system is investigated. Analytical formulas for the electric field and effective beam width of a general-type beam in the FRT plane are derived based on the Collins formula. Our formulas can be used to study the propagation of a variety of laser beams--such as Gaussian, cos-Gaussian, cosh-Gaussian, sine-Gaussian, sinh-Gaussian, flat-topped, Hermite-cosh-Gaussian, Hermite-sine-Gaussian, higher-order annular Gaussian, Hermite-sinh-Gaussian and Hermite-cos-Gaussian beams--through a FRT optical system with or without truncation. The propagation properties of a Hermite-cos-Gaussian beam passing through a rectangularly truncated FRT optical system are studied as a numerical example. Our results clearly show that the truncated FRT optical system provides a convenient way for laser beam shaping.

ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density.

PubMed

Moret-Tatay, Carmen; Gamermann, Daniel; Navarro-Pardo, Esperanza; Fernández de Córdoba Castellá, Pedro

2018-01-01

The study of reaction times and their underlying cognitive processes is an important field in Psychology. Reaction times are often modeled through the ex-Gaussian distribution, because it provides a good fit to multiple empirical data. The complexity of this distribution makes the use of computational tools an essential element. Therefore, there is a strong need for efficient and versatile computational tools for the research in this area. In this manuscript we discuss some mathematical details of the ex-Gaussian distribution and apply the ExGUtils package, a set of functions and numerical tools, programmed for python, developed for numerical analysis of data involving the ex-Gaussian probability density. In order to validate the package, we present an extensive analysis of fits obtained with it, discuss advantages and differences between the least squares and maximum likelihood methods and quantitatively evaluate the goodness of the obtained fits (which is usually an overlooked point in most literature in the area). The analysis done allows one to identify outliers in the empirical datasets and criteriously determine if there is a need for data trimming and at which points it should be done.