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.
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.
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
NASA Astrophysics Data System (ADS)
Das, Siddhartha; Siopsis, George; Weedbrook, Christian
2018-02-01
With the significant advancement in quantum computation during the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used technique in supervised classical machine learning. Here we introduce an algorithm for Gaussian process regression using continuous-variable quantum systems that can be realized with technology based on photonic quantum computers under certain assumptions regarding distribution of data and availability of efficient quantum access. Our algorithm shows that by using a continuous-variable quantum computer a dramatic speedup in computing Gaussian process regression can be achieved, i.e., the possibility of exponentially reducing the time to compute. Furthermore, our results also include a continuous-variable quantum-assisted singular value decomposition method of nonsparse low rank matrices and forms an important subroutine in our Gaussian process regression algorithm.
MSEE: Stochastic Cognitive Linguistic Behavior Models for Semantic Sensing
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
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.
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
Quantum key distillation from Gaussian states by Gaussian operations.
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
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.
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.
Gaussian processes: a method for automatic QSAR modeling of ADME properties.
Obrezanova, Olga; Csanyi, Gabor; Gola, Joelle M R; Segall, Matthew D
2007-01-01
In this article, we discuss the application of the Gaussian Process method for the prediction of absorption, distribution, metabolism, and excretion (ADME) properties. On the basis of a Bayesian probabilistic approach, the method is widely used in the field of machine learning but has rarely been applied in quantitative structure-activity relationship and ADME modeling. The method is suitable for modeling nonlinear relationships, does not require subjective determination of the model parameters, works for a large number of descriptors, and is inherently resistant to overtraining. The performance of Gaussian Processes compares well with and often exceeds that of artificial neural networks. Due to these features, the Gaussian Processes technique is eminently suitable for automatic model generation-one of the demands of modern drug discovery. Here, we describe the basic concept of the method in the context of regression problems and illustrate its application to the modeling of several ADME properties: blood-brain barrier, hERG inhibition, and aqueous solubility at pH 7.4. We also compare Gaussian Processes with other modeling techniques.
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.
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.
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.
Orthogonal Gaussian process models
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
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.
Quantum entanglement beyond Gaussian criteria
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.
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.
Kinect Posture Reconstruction Based on a Local Mixture of Gaussian Process Models.
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.
Semisupervised Gaussian Process for Automated Enzyme Search.
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.
Nonparametric estimation of stochastic differential equations with sparse Gaussian processes.
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.
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
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:
Multi-pose facial correction based on Gaussian process with combined kernel function
NASA Astrophysics Data System (ADS)
Shi, Shuyan; Ji, Ruirui; Zhang, Fan
2018-04-01
In order to improve the recognition rate of various postures, this paper proposes a method of facial correction based on Gaussian Process which build a nonlinear regression model between the front and the side face with combined kernel function. The face images with horizontal angle from -45° to +45° can be properly corrected to front faces. Finally, Support Vector Machine is employed for face recognition. Experiments on CAS PEAL R1 face database show that Gaussian process can weaken the influence of pose changes and improve the accuracy of face recognition to certain extent.
Occupancy mapping and surface reconstruction using local Gaussian processes with Kinect sensors.
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.
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.
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.
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
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.
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.
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.
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.
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
Renyi entropy measures of heart rate Gaussianity.
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?
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.
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.
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.
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.
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.
Bayesian Computation for Log-Gaussian Cox Processes: A Comparative Analysis of Methods
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
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.
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.
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.
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.
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
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).
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.
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
GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models
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.
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.
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.
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.
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.
Research in Stochastic Processes and their Applications
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
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.
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.
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
Computationally efficient algorithm for Gaussian Process regression in case of structured samples
NASA Astrophysics Data System (ADS)
Belyaev, M.; Burnaev, E.; Kapushev, Y.
2016-04-01
Surrogate modeling is widely used in many engineering problems. Data sets often have Cartesian product structure (for instance factorial design of experiments with missing points). In such case the size of the data set can be very large. Therefore, one of the most popular algorithms for approximation-Gaussian Process regression-can be hardly applied due to its computational complexity. In this paper a computationally efficient approach for constructing Gaussian Process regression in case of data sets with Cartesian product structure is presented. Efficiency is achieved by using a special structure of the data set and operations with tensors. Proposed algorithm has low computational as well as memory complexity compared to existing algorithms. In this work we also introduce a regularization procedure allowing to take into account anisotropy of the data set and avoid degeneracy of regression model.
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.
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
Real-time model learning using Incremental Sparse Spectrum Gaussian Process Regression.
Gijsberts, Arjan; Metta, Giorgio
2013-05-01
Novel applications in unstructured and non-stationary human environments require robots that learn from experience and adapt autonomously to changing conditions. Predictive models therefore not only need to be accurate, but should also be updated incrementally in real-time and require minimal human intervention. Incremental Sparse Spectrum Gaussian Process Regression is an algorithm that is targeted specifically for use in this context. Rather than developing a novel algorithm from the ground up, the method is based on the thoroughly studied Gaussian Process Regression algorithm, therefore ensuring a solid theoretical foundation. Non-linearity and a bounded update complexity are achieved simultaneously by means of a finite dimensional random feature mapping that approximates a kernel function. As a result, the computational cost for each update remains constant over time. Finally, algorithmic simplicity and support for automated hyperparameter optimization ensures convenience when employed in practice. Empirical validation on a number of synthetic and real-life learning problems confirms that the performance of Incremental Sparse Spectrum Gaussian Process Regression is superior with respect to the popular Locally Weighted Projection Regression, while computational requirements are found to be significantly lower. The method is therefore particularly suited for learning with real-time constraints or when computational resources are limited. Copyright © 2012 Elsevier Ltd. All rights reserved.
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.
Yu, Wenxi; Liu, Yang; Ma, Zongwei; Bi, Jun
2017-08-01
Using satellite-based aerosol optical depth (AOD) measurements and statistical models to estimate ground-level PM 2.5 is a promising way to fill the areas that are not covered by ground PM 2.5 monitors. The statistical models used in previous studies are primarily Linear Mixed Effects (LME) and Geographically Weighted Regression (GWR) models. In this study, we developed a new regression model between PM 2.5 and AOD using Gaussian processes in a Bayesian hierarchical setting. Gaussian processes model the stochastic nature of the spatial random effects, where the mean surface and the covariance function is specified. The spatial stochastic process is incorporated under the Bayesian hierarchical framework to explain the variation of PM 2.5 concentrations together with other factors, such as AOD, spatial and non-spatial random effects. We evaluate the results of our model and compare them with those of other, conventional statistical models (GWR and LME) by within-sample model fitting and out-of-sample validation (cross validation, CV). The results show that our model possesses a CV result (R 2 = 0.81) that reflects higher accuracy than that of GWR and LME (0.74 and 0.48, respectively). Our results indicate that Gaussian process models have the potential to improve the accuracy of satellite-based PM 2.5 estimates.
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.
celerite: Scalable 1D Gaussian Processes in C++, Python, and Julia
NASA Astrophysics Data System (ADS)
Foreman-Mackey, Daniel; Agol, Eric; Ambikasaran, Sivaram; Angus, Ruth
2017-09-01
celerite provides fast and scalable Gaussian Process (GP) Regression in one dimension and is implemented in C++, Python, and Julia. The celerite API is designed to be familiar to users of george and, like george, celerite is designed to efficiently evaluate the marginalized likelihood of a dataset under a GP model. This is then be used alongside a non-linear optimization or posterior inference library for the best results.
Performance Evaluation of Satellite Communication Systems Operating in the Q/V/W Bands
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
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.
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.
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.
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
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
Remaining Useful Life Prediction for Lithium-Ion Batteries Based on Gaussian Processes Mixture
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
Generation and propagation of a sine-azimuthal wavefront modulated Gaussian beam
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
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
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
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.
Flexible link functions in nonparametric binary regression with Gaussian process priors.
Li, Dan; Wang, Xia; Lin, Lizhen; Dey, Dipak K
2016-09-01
In many scientific fields, it is a common practice to collect a sequence of 0-1 binary responses from a subject across time, space, or a collection of covariates. Researchers are interested in finding out how the expected binary outcome is related to covariates, and aim at better prediction in the future 0-1 outcomes. Gaussian processes have been widely used to model nonlinear systems; in particular to model the latent structure in a binary regression model allowing nonlinear functional relationship between covariates and the expectation of binary outcomes. A critical issue in modeling binary response data is the appropriate choice of link functions. Commonly adopted link functions such as probit or logit links have fixed skewness and lack the flexibility to allow the data to determine the degree of the skewness. To address this limitation, we propose a flexible binary regression model which combines a generalized extreme value link function with a Gaussian process prior on the latent structure. Bayesian computation is employed in model estimation. Posterior consistency of the resulting posterior distribution is demonstrated. The flexibility and gains of the proposed model are illustrated through detailed simulation studies and two real data examples. Empirical results show that the proposed model outperforms a set of alternative models, which only have either a Gaussian process prior on the latent regression function or a Dirichlet prior on the link function. © 2015, The International Biometric Society.
Flexible Link Functions in Nonparametric Binary Regression with Gaussian Process Priors
Li, Dan; Lin, Lizhen; Dey, Dipak K.
2015-01-01
Summary In many scientific fields, it is a common practice to collect a sequence of 0-1 binary responses from a subject across time, space, or a collection of covariates. Researchers are interested in finding out how the expected binary outcome is related to covariates, and aim at better prediction in the future 0-1 outcomes. Gaussian processes have been widely used to model nonlinear systems; in particular to model the latent structure in a binary regression model allowing nonlinear functional relationship between covariates and the expectation of binary outcomes. A critical issue in modeling binary response data is the appropriate choice of link functions. Commonly adopted link functions such as probit or logit links have fixed skewness and lack the flexibility to allow the data to determine the degree of the skewness. To address this limitation, we propose a flexible binary regression model which combines a generalized extreme value link function with a Gaussian process prior on the latent structure. Bayesian computation is employed in model estimation. Posterior consistency of the resulting posterior distribution is demonstrated. The flexibility and gains of the proposed model are illustrated through detailed simulation studies and two real data examples. Empirical results show that the proposed model outperforms a set of alternative models, which only have either a Gaussian process prior on the latent regression function or a Dirichlet prior on the link function. PMID:26686333
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.
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.
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.
A fast elitism Gaussian estimation of distribution algorithm and application for PID optimization.
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
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.
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
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.
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.
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.
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.
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.
Shi, J Q; Wang, B; Will, E J; West, R M
2012-11-20
We propose a new semiparametric model for functional regression analysis, combining a parametric mixed-effects model with a nonparametric Gaussian process regression model, namely a mixed-effects Gaussian process functional regression model. The parametric component can provide explanatory information between the response and the covariates, whereas the nonparametric component can add nonlinearity. We can model the mean and covariance structures simultaneously, combining the information borrowed from other subjects with the information collected from each individual subject. We apply the model to dose-response curves that describe changes in the responses of subjects for differing levels of the dose of a drug or agent and have a wide application in many areas. We illustrate the method for the management of renal anaemia. An individual dose-response curve is improved when more information is included by this mechanism from the subject/patient over time, enabling a patient-specific treatment regime. Copyright © 2012 John Wiley & Sons, Ltd.
Assessment of DPOAE test-retest difference curves via hierarchical Gaussian processes.
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.
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.
Recovering Galaxy Properties Using Gaussian Process SED Fitting
NASA Astrophysics Data System (ADS)
Iyer, Kartheik; Awan, Humna
2018-01-01
Information about physical quantities like the stellar mass, star formation rates, and ages for distant galaxies is contained in their spectral energy distributions (SEDs), obtained through photometric surveys like SDSS, CANDELS, LSST etc. However, noise in the photometric observations often is a problem, and using naive machine learning methods to estimate physical quantities can result in overfitting the noise, or converging on solutions that lie outside the physical regime of parameter space.We use Gaussian Process regression trained on a sample of SEDs corresponding to galaxies from a Semi-Analytic model (Somerville+15a) to estimate their stellar masses, and compare its performance to a variety of different methods, including simple linear regression, Random Forests, and k-Nearest Neighbours. We find that the Gaussian Process method is robust to noise and predicts not only stellar masses but also their uncertainties. The method is also robust in the cases where the distribution of the training data is not identical to the target data, which can be extremely useful when generalized to more subtle galaxy properties.
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.
Gaussian process based independent analysis for temporal source separation in fMRI.
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.
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.
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.
Bayesian non-parametric inference for stochastic epidemic models using Gaussian Processes.
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.
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.
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.
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.
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.
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.
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 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.
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.
Practical limitation for continuous-variable quantum cryptography using coherent States.
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.
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.
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
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.
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.
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
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.
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.
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.
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.
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.
Predicting Error Bars for QSAR Models
NASA Astrophysics Data System (ADS)
Schroeter, Timon; Schwaighofer, Anton; Mika, Sebastian; Ter Laak, Antonius; Suelzle, Detlev; Ganzer, Ursula; Heinrich, Nikolaus; Müller, Klaus-Robert
2007-09-01
Unfavorable physicochemical properties often cause drug failures. It is therefore important to take lipophilicity and water solubility into account early on in lead discovery. This study presents log D7 models built using Gaussian Process regression, Support Vector Machines, decision trees and ridge regression algorithms based on 14556 drug discovery compounds of Bayer Schering Pharma. A blind test was conducted using 7013 new measurements from the last months. We also present independent evaluations using public data. Apart from accuracy, we discuss the quality of error bars that can be computed by Gaussian Process models, and ensemble and distance based techniques for the other modelling approaches.
Gaussian Process Regression Model in Spatial Logistic Regression
NASA Astrophysics Data System (ADS)
Sofro, A.; Oktaviarina, A.
2018-01-01
Spatial analysis has developed very quickly in the last decade. One of the favorite approaches is based on the neighbourhood of the region. Unfortunately, there are some limitations such as difficulty in prediction. Therefore, we offer Gaussian process regression (GPR) to accommodate the issue. In this paper, we will focus on spatial modeling with GPR for binomial data with logit link function. The performance of the model will be investigated. We will discuss the inference of how to estimate the parameters and hyper-parameters and to predict as well. Furthermore, simulation studies will be explained in the last section.
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.
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.
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.
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
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.
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.
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.
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
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.
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.
Beyond a Gaussian Denoiser: Residual Learning of Deep CNN for Image Denoising.
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.
High-Dimensional Intrinsic Interpolation Using Gaussian Process Regression and Diffusion Maps
Thimmisetty, Charanraj A.; Ghanem, Roger G.; White, Joshua A.; ...
2017-10-10
This article considers the challenging task of estimating geologic properties of interest using a suite of proxy measurements. The current work recast this task as a manifold learning problem. In this process, this article introduces a novel regression procedure for intrinsic variables constrained onto a manifold embedded in an ambient space. The procedure is meant to sharpen high-dimensional interpolation by inferring non-linear correlations from the data being interpolated. The proposed approach augments manifold learning procedures with a Gaussian process regression. It first identifies, using diffusion maps, a low-dimensional manifold embedded in an ambient high-dimensional space associated with the data. Itmore » relies on the diffusion distance associated with this construction to define a distance function with which the data model is equipped. This distance metric function is then used to compute the correlation structure of a Gaussian process that describes the statistical dependence of quantities of interest in the high-dimensional ambient space. The proposed method is applicable to arbitrarily high-dimensional data sets. Here, it is applied to subsurface characterization using a suite of well log measurements. The predictions obtained in original, principal component, and diffusion space are compared using both qualitative and quantitative metrics. Considerable improvement in the prediction of the geological structural properties is observed with the proposed method.« less
High-Dimensional Intrinsic Interpolation Using Gaussian Process Regression and Diffusion Maps
DOE Office of Scientific and Technical Information (OSTI.GOV)
Thimmisetty, Charanraj A.; Ghanem, Roger G.; White, Joshua A.
This article considers the challenging task of estimating geologic properties of interest using a suite of proxy measurements. The current work recast this task as a manifold learning problem. In this process, this article introduces a novel regression procedure for intrinsic variables constrained onto a manifold embedded in an ambient space. The procedure is meant to sharpen high-dimensional interpolation by inferring non-linear correlations from the data being interpolated. The proposed approach augments manifold learning procedures with a Gaussian process regression. It first identifies, using diffusion maps, a low-dimensional manifold embedded in an ambient high-dimensional space associated with the data. Itmore » relies on the diffusion distance associated with this construction to define a distance function with which the data model is equipped. This distance metric function is then used to compute the correlation structure of a Gaussian process that describes the statistical dependence of quantities of interest in the high-dimensional ambient space. The proposed method is applicable to arbitrarily high-dimensional data sets. Here, it is applied to subsurface characterization using a suite of well log measurements. The predictions obtained in original, principal component, and diffusion space are compared using both qualitative and quantitative metrics. Considerable improvement in the prediction of the geological structural properties is observed with the proposed method.« less
Designing Multi-target Compound Libraries with Gaussian Process Models.
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.
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.
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
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.
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
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.
Gaussian process regression for geometry optimization
NASA Astrophysics Data System (ADS)
Denzel, Alexander; Kästner, Johannes
2018-03-01
We implemented a geometry optimizer based on Gaussian process regression (GPR) to find minimum structures on potential energy surfaces. We tested both a two times differentiable form of the Matérn kernel and the squared exponential kernel. The Matérn kernel performs much better. We give a detailed description of the optimization procedures. These include overshooting the step resulting from GPR in order to obtain a higher degree of interpolation vs. extrapolation. In a benchmark against the Limited-memory Broyden-Fletcher-Goldfarb-Shanno optimizer of the DL-FIND library on 26 test systems, we found the new optimizer to generally reduce the number of required optimization steps.
Predicting Error Bars for QSAR Models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schroeter, Timon; Technische Universitaet Berlin, Department of Computer Science, Franklinstrasse 28/29, 10587 Berlin; Schwaighofer, Anton
2007-09-18
Unfavorable physicochemical properties often cause drug failures. It is therefore important to take lipophilicity and water solubility into account early on in lead discovery. This study presents log D{sub 7} models built using Gaussian Process regression, Support Vector Machines, decision trees and ridge regression algorithms based on 14556 drug discovery compounds of Bayer Schering Pharma. A blind test was conducted using 7013 new measurements from the last months. We also present independent evaluations using public data. Apart from accuracy, we discuss the quality of error bars that can be computed by Gaussian Process models, and ensemble and distance based techniquesmore » for the other modelling approaches.« 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.
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
Revisiting Gaussian Process Regression Modeling for Localization in Wireless Sensor Networks
Richter, Philipp; Toledano-Ayala, Manuel
2015-01-01
Signal strength-based positioning in wireless sensor networks is a key technology for seamless, ubiquitous localization, especially in areas where Global Navigation Satellite System (GNSS) signals propagate poorly. To enable wireless local area network (WLAN) location fingerprinting in larger areas while maintaining accuracy, methods to reduce the effort of radio map creation must be consolidated and automatized. Gaussian process regression has been applied to overcome this issue, also with auspicious results, but the fit of the model was never thoroughly assessed. Instead, most studies trained a readily available model, relying on the zero mean and squared exponential covariance function, without further scrutinization. This paper studies the Gaussian process regression model selection for WLAN fingerprinting in indoor and outdoor environments. We train several models for indoor/outdoor- and combined areas; we evaluate them quantitatively and compare them by means of adequate model measures, hence assessing the fit of these models directly. To illuminate the quality of the model fit, the residuals of the proposed model are investigated, as well. Comparative experiments on the positioning performance verify and conclude the model selection. In this way, we show that the standard model is not the most appropriate, discuss alternatives and present our best candidate. PMID:26370996
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Image interpolation and denoising for division of focal plane sensors using Gaussian processes.
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.
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.
Invariant polarimetric contrast parameters of light with Gaussian fluctuations in three dimensions.
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.
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.
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.
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.
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
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
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
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.
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.
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
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…
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.
Motion streaks do not influence the perceived position of stationary flashed objects.
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.
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.
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
DESCRIPTION OF ATMOSPHERIC TRANSPORT PROCESSES IN EULERIAN AIR QUALITY MODELS
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.
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
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.
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.
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.
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.
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.
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
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.
Bayesian nonparametric regression with varying residual density
Pati, Debdeep; Dunson, David B.
2013-01-01
We consider the problem of robust Bayesian inference on the mean regression function allowing the residual density to change flexibly with predictors. The proposed class of models is based on a Gaussian process prior for the mean regression function and mixtures of Gaussians for the collection of residual densities indexed by predictors. Initially considering the homoscedastic case, we propose priors for the residual density based on probit stick-breaking (PSB) scale mixtures and symmetrized PSB (sPSB) location-scale mixtures. Both priors restrict the residual density to be symmetric about zero, with the sPSB prior more flexible in allowing multimodal densities. We provide sufficient conditions to ensure strong posterior consistency in estimating the regression function under the sPSB prior, generalizing existing theory focused on parametric residual distributions. The PSB and sPSB priors are generalized to allow residual densities to change nonparametrically with predictors through incorporating Gaussian processes in the stick-breaking components. This leads to a robust Bayesian regression procedure that automatically down-weights outliers and influential observations in a locally-adaptive manner. Posterior computation relies on an efficient data augmentation exact block Gibbs sampler. The methods are illustrated using simulated and real data applications. PMID:24465053
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.
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.
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.
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.
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
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
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.
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.
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
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.
Propagation of a general-type beam through a truncated fractional Fourier transform optical system.
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.
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.
Role of excited state solvent fluctuations on time-dependent fluorescence Stokes shift
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, Tanping, E-mail: tanping@lsu.edu, E-mail: revatik@lsu.edu; Kumar, Revati, E-mail: tanping@lsu.edu, E-mail: revatik@lsu.edu
2015-11-07
We explore the connection between the solvation dynamics of a chromophore upon photon excitation and equilibrium fluctuations of the solvent. Using molecular dynamics simulations, fluorescence Stokes shift for the tryptophan in Staphylococcus nuclease was examined using both nonequilibrium calculations and linear response theory. When the perturbed and unperturbed surfaces exhibit different solvent equilibrium fluctuations, the linear response approach on the former surface shows agreement with the nonequilibrium process. This agreement is excellent when the perturbed surface exhibits Gaussian statistics and qualitative in the case of an isomerization induced non-Gaussian statistics. However, the linear response theory on the unperturbed surface breaksmore » down even in the presence of Gaussian fluctuations. Experiments also provide evidence of the connection between the excited state solvent fluctuations and the total fluorescence shift. These observations indicate that the equilibrium statistics on the excited state surface characterize the relaxation dynamics of the fluorescence Stokes shift. Our studies specifically analyze the Gaussian fluctuations of the solvent in the complex protein environment and further confirm the role of solvent fluctuations on the excited state surface. The results are consistent with previous investigations, found in the literature, of solutes dissolved in liquids.« less
ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density
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. PMID:29765345
NASA Astrophysics Data System (ADS)
Bernstein, Leslie R.; Trahiotis, Constantine
2003-06-01
An acoustic pointing task was used to determine whether interaural temporal disparities (ITDs) conveyed by high-frequency ``transposed'' stimuli would produce larger extents of laterality than ITDs conveyed by bands of high-frequency Gaussian noise. The envelopes of transposed stimuli are designed to provide high-frequency channels with information similar to that conveyed by the waveforms of low-frequency stimuli. Lateralization was measured for low-frequency Gaussian noises, the same noises transposed to 4 kHz, and high-frequency Gaussian bands of noise centered at 4 kHz. Extents of laterality obtained with the transposed stimuli were greater than those obtained with bands of Gaussian noise centered at 4 kHz and, in some cases, were equivalent to those obtained with low-frequency stimuli. In a second experiment, the general effects on lateral position produced by imposed combinations of bandwidth, ITD, and interaural phase disparities (IPDs) on low-frequency stimuli remained when those stimuli were transposed to 4 kHz. Overall, the data were fairly well accounted for by a model that computes the cross-correlation subsequent to known stages of peripheral auditory processing augmented by low-pass filtering of the envelopes within the high-frequency channels of each ear.
Yang, Sejung; Lee, Byung-Uk
2015-01-01
In certain image acquisitions processes, like in fluorescence microscopy or astronomy, only a limited number of photons can be collected due to various physical constraints. The resulting images suffer from signal dependent noise, which can be modeled as a Poisson distribution, and a low signal-to-noise ratio. However, the majority of research on noise reduction algorithms focuses on signal independent Gaussian noise. In this paper, we model noise as a combination of Poisson and Gaussian probability distributions to construct a more accurate model and adopt the contourlet transform which provides a sparse representation of the directional components in images. We also apply hidden Markov models with a framework that neatly describes the spatial and interscale dependencies which are the properties of transformation coefficients of natural images. In this paper, an effective denoising algorithm for Poisson-Gaussian noise is proposed using the contourlet transform, hidden Markov models and noise estimation in the transform domain. We supplement the algorithm by cycle spinning and Wiener filtering for further improvements. We finally show experimental results with simulations and fluorescence microscopy images which demonstrate the improved performance of the proposed approach. PMID:26352138
Normal and tumoral melanocytes exhibit q-Gaussian random search patterns.
da Silva, Priscila C A; Rosembach, Tiago V; Santos, Anésia A; Rocha, Márcio S; Martins, Marcelo L
2014-01-01
In multicellular organisms, cell motility is central in all morphogenetic processes, tissue maintenance, wound healing and immune surveillance. Hence, failures in its regulation potentiates numerous diseases. Here, cell migration assays on plastic 2D surfaces were performed using normal (Melan A) and tumoral (B16F10) murine melanocytes in random motility conditions. The trajectories of the centroids of the cell perimeters were tracked through time-lapse microscopy. The statistics of these trajectories was analyzed by building velocity and turn angle distributions, as well as velocity autocorrelations and the scaling of mean-squared displacements. We find that these cells exhibit a crossover from a normal to a super-diffusive motion without angular persistence at long time scales. Moreover, these melanocytes move with non-Gaussian velocity distributions. This major finding indicates that amongst those animal cells supposedly migrating through Lévy walks, some of them can instead perform q-Gaussian walks. Furthermore, our results reveal that B16F10 cells infected by mycoplasmas exhibit essentially the same diffusivity than their healthy counterparts. Finally, a q-Gaussian random walk model was proposed to account for these melanocytic migratory traits. Simulations based on this model correctly describe the crossover to super-diffusivity in the cell migration tracks.
Fast machine-learning online optimization of ultra-cold-atom experiments.
Wigley, P B; Everitt, P J; van den Hengel, A; Bastian, J W; Sooriyabandara, M A; McDonald, G D; Hardman, K S; Quinlivan, C D; Manju, P; Kuhn, C C N; Petersen, I R; Luiten, A N; Hope, J J; Robins, N P; Hush, M R
2016-05-16
We apply an online optimization process based on machine learning to the production of Bose-Einstein condensates (BEC). BEC is typically created with an exponential evaporation ramp that is optimal for ergodic dynamics with two-body s-wave interactions and no other loss rates, but likely sub-optimal for real experiments. Through repeated machine-controlled scientific experimentation and observations our 'learner' discovers an optimal evaporation ramp for BEC production. In contrast to previous work, our learner uses a Gaussian process to develop a statistical model of the relationship between the parameters it controls and the quality of the BEC produced. We demonstrate that the Gaussian process machine learner is able to discover a ramp that produces high quality BECs in 10 times fewer iterations than a previously used online optimization technique. Furthermore, we show the internal model developed can be used to determine which parameters are essential in BEC creation and which are unimportant, providing insight into the optimization process of the system.
Fast machine-learning online optimization of ultra-cold-atom experiments
Wigley, P. B.; Everitt, P. J.; van den Hengel, A.; Bastian, J. W.; Sooriyabandara, M. A.; McDonald, G. D.; Hardman, K. S.; Quinlivan, C. D.; Manju, P.; Kuhn, C. C. N.; Petersen, I. R.; Luiten, A. N.; Hope, J. J.; Robins, N. P.; Hush, M. R.
2016-01-01
We apply an online optimization process based on machine learning to the production of Bose-Einstein condensates (BEC). BEC is typically created with an exponential evaporation ramp that is optimal for ergodic dynamics with two-body s-wave interactions and no other loss rates, but likely sub-optimal for real experiments. Through repeated machine-controlled scientific experimentation and observations our ‘learner’ discovers an optimal evaporation ramp for BEC production. In contrast to previous work, our learner uses a Gaussian process to develop a statistical model of the relationship between the parameters it controls and the quality of the BEC produced. We demonstrate that the Gaussian process machine learner is able to discover a ramp that produces high quality BECs in 10 times fewer iterations than a previously used online optimization technique. Furthermore, we show the internal model developed can be used to determine which parameters are essential in BEC creation and which are unimportant, providing insight into the optimization process of the system. PMID:27180805
Crevillén-García, D
2018-04-01
Time-consuming numerical simulators for solving groundwater flow and dissolution models of physico-chemical processes in deep aquifers normally require some of the model inputs to be defined in high-dimensional spaces in order to return realistic results. Sometimes, the outputs of interest are spatial fields leading to high-dimensional output spaces. Although Gaussian process emulation has been satisfactorily used for computing faithful and inexpensive approximations of complex simulators, these have been mostly applied to problems defined in low-dimensional input spaces. In this paper, we propose a method for simultaneously reducing the dimensionality of very high-dimensional input and output spaces in Gaussian process emulators for stochastic partial differential equation models while retaining the qualitative features of the original models. This allows us to build a surrogate model for the prediction of spatial fields in such time-consuming simulators. We apply the methodology to a model of convection and dissolution processes occurring during carbon capture and storage.
Sequencing batch-reactor control using Gaussian-process models.
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.
The Mass-dependent Star Formation Histories of Disk Galaxies: Infall Model Versus Observations
NASA Astrophysics Data System (ADS)
Chang, R. X.; Hou, J. L.; Shen, S. Y.; Shu, C. G.
2010-10-01
We introduce a simple model to explore the star formation histories of disk galaxies. We assume that the disk originate and grows by continuous gas infall. The gas infall rate is parameterized by the Gaussian formula with one free parameter: the infall-peak time tp . The Kennicutt star formation law is adopted to describe how much cold gas turns into stars. The gas outflow process is also considered in our model. We find that, at a given galactic stellar mass M *, the model adopting a late infall-peak time tp results in blue colors, low-metallicity, high specific star formation rate (SFR), and high gas fraction, while the gas outflow rate mainly influences the gas-phase metallicity and star formation efficiency mainly influences the gas fraction. Motivated by the local observed scaling relations, we "construct" a mass-dependent model by assuming that the low-mass galaxy has a later infall-peak time tp and a larger gas outflow rate than massive systems. It is shown that this model can be in agreement with not only the local observations, but also with the observed correlations between specific SFR and galactic stellar mass SFR/M * ~ M * at intermediate redshifts z < 1. Comparison between the Gaussian-infall model and the exponential-infall model is also presented. It shows that the exponential-infall model predicts a higher SFR at early stage and a lower SFR later than that of Gaussian infall. Our results suggest that the Gaussian infall rate may be more reasonable in describing the gas cooling process than the exponential infall rate, especially for low-mass systems.
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.
NASA Astrophysics Data System (ADS)
Schwartz, Craig R.; Thelen, Brian J.; Kenton, Arthur C.
1995-06-01
A statistical parametric multispectral sensor performance model was developed by ERIM to support mine field detection studies, multispectral sensor design/performance trade-off studies, and target detection algorithm development. The model assumes target detection algorithms and their performance models which are based on data assumed to obey multivariate Gaussian probability distribution functions (PDFs). The applicability of these algorithms and performance models can be generalized to data having non-Gaussian PDFs through the use of transforms which convert non-Gaussian data to Gaussian (or near-Gaussian) data. An example of one such transform is the Box-Cox power law transform. In practice, such a transform can be applied to non-Gaussian data prior to the introduction of a detection algorithm that is formally based on the assumption of multivariate Gaussian data. This paper presents an extension of these techniques to the case where the joint multivariate probability density function of the non-Gaussian input data is known, and where the joint estimate of the multivariate Gaussian statistics, under the Box-Cox transform, is desired. The jointly estimated multivariate Gaussian statistics can then be used to predict the performance of a target detection algorithm which has an associated Gaussian performance model.
NASA Astrophysics Data System (ADS)
Ueno, Tetsuro; Hino, Hideitsu; Hashimoto, Ai; Takeichi, Yasuo; Sawada, Masahiro; Ono, Kanta
2018-01-01
Spectroscopy is a widely used experimental technique, and enhancing its efficiency can have a strong impact on materials research. We propose an adaptive design for spectroscopy experiments that uses a machine learning technique to improve efficiency. We examined X-ray magnetic circular dichroism (XMCD) spectroscopy for the applicability of a machine learning technique to spectroscopy. An XMCD spectrum was predicted by Gaussian process modelling with learning of an experimental spectrum using a limited number of observed data points. Adaptive sampling of data points with maximum variance of the predicted spectrum successfully reduced the total data points for the evaluation of magnetic moments while providing the required accuracy. The present method reduces the time and cost for XMCD spectroscopy and has potential applicability to various spectroscopies.
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
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
Random mechanics: Nonlinear vibrations, turbulences, seisms, swells, fatigue
NASA Astrophysics Data System (ADS)
Kree, P.; Soize, C.
The random modeling of physical phenomena, together with probabilistic methods for the numerical calculation of random mechanical forces, are analytically explored. Attention is given to theoretical examinations such as probabilistic concepts, linear filtering techniques, and trajectory statistics. Applications of the methods to structures experiencing atmospheric turbulence, the quantification of turbulence, and the dynamic responses of the structures are considered. A probabilistic approach is taken to study the effects of earthquakes on structures and to the forces exerted by ocean waves on marine structures. Theoretical analyses by means of vector spaces and stochastic modeling are reviewed, as are Markovian formulations of Gaussian processes and the definition of stochastic differential equations. Finally, random vibrations with a variable number of links and linear oscillators undergoing the square of Gaussian processes are investigated.
Large-deviation probabilities for correlated Gaussian processes and intermittent dynamical systems
NASA Astrophysics Data System (ADS)
Massah, Mozhdeh; Nicol, Matthew; Kantz, Holger
2018-05-01
In its classical version, the theory of large deviations makes quantitative statements about the probability of outliers when estimating time averages, if time series data are identically independently distributed. We study large-deviation probabilities (LDPs) for time averages in short- and long-range correlated Gaussian processes and show that long-range correlations lead to subexponential decay of LDPs. A particular deterministic intermittent map can, depending on a control parameter, also generate long-range correlated time series. We illustrate numerically, in agreement with the mathematical literature, that this type of intermittency leads to a power law decay of LDPs. The power law decay holds irrespective of whether the correlation time is finite or infinite, and hence irrespective of whether the central limit theorem applies or not.
Adaptive Sensing of Time Series with Application to Remote Exploration
NASA Technical Reports Server (NTRS)
Thompson, David R.; Cabrol, Nathalie A.; Furlong, Michael; Hardgrove, Craig; Low, Bryan K. H.; Moersch, Jeffrey; Wettergreen, David
2013-01-01
We address the problem of adaptive informationoptimal data collection in time series. Here a remote sensor or explorer agent throttles its sampling rate in order to track anomalous events while obeying constraints on time and power. This problem is challenging because the agent has limited visibility -- all collected datapoints lie in the past, but its resource allocation decisions require predicting far into the future. Our solution is to continually fit a Gaussian process model to the latest data and optimize the sampling plan on line to maximize information gain. We compare the performance characteristics of stationary and nonstationary Gaussian process models. We also describe an application based on geologic analysis during planetary rover exploration. Here adaptive sampling can improve coverage of localized anomalies and potentially benefit mission science yield of long autonomous traverses.
Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation
NASA Technical Reports Server (NTRS)
Semper, Sean R.; Crassidis, John L.; George, Jemin; Mukherjee, Siddharth; Singla, Puneet
2015-01-01
When dealing with imperfect data and general models of dynamic systems, the best estimate is always sought in the presence of uncertainty or unknown parameters. In many cases, as the first attempt, the Extended Kalman filter (EKF) provides sufficient solutions to handling issues arising from nonlinear and non-Gaussian estimation problems. But these issues may lead unacceptable performance and even divergence. In order to accurately capture the nonlinearities of most real-world dynamic systems, advanced filtering methods have been created to reduce filter divergence while enhancing performance. Approaches, such as Gaussian sum filtering, grid based Bayesian methods and particle filters are well-known examples of advanced methods used to represent and recursively reproduce an approximation to the state probability density function (pdf). Some of these filtering methods were conceptually developed years before their widespread uses were realized. Advanced nonlinear filtering methods currently benefit from the computing advancements in computational speeds, memory, and parallel processing. Grid based methods, multiple-model approaches and Gaussian sum filtering are numerical solutions that take advantage of different state coordinates or multiple-model methods that reduced the amount of approximations used. Choosing an efficient grid is very difficult for multi-dimensional state spaces, and oftentimes expensive computations must be done at each point. For the original Gaussian sum filter, a weighted sum of Gaussian density functions approximates the pdf but suffers at the update step for the individual component weight selections. In order to improve upon the original Gaussian sum filter, Ref. [2] introduces a weight update approach at the filter propagation stage instead of the measurement update stage. This weight update is performed by minimizing the integral square difference between the true forecast pdf and its Gaussian sum approximation. By adaptively updating each component weight during the nonlinear propagation stage an approximation of the true pdf can be successfully reconstructed. Particle filtering (PF) methods have gained popularity recently for solving nonlinear estimation problems due to their straightforward approach and the processing capabilities mentioned above. The basic concept behind PF is to represent any pdf as a set of random samples. As the number of samples increases, they will theoretically converge to the exact, equivalent representation of the desired pdf. When the estimated qth moment is needed, the samples are used for its construction allowing further analysis of the pdf characteristics. However, filter performance deteriorates as the dimension of the state vector increases. To overcome this problem Ref. [5] applies a marginalization technique for PF methods, decreasing complexity of the system to one linear and another nonlinear state estimation problem. The marginalization theory was originally developed by Rao and Blackwell independently. According to Ref. [6] it improves any given estimator under every convex loss function. The improvement comes from calculating a conditional expected value, often involving integrating out a supportive statistic. In other words, Rao-Blackwellization allows for smaller but separate computations to be carried out while reaching the main objective of the estimator. In the case of improving an estimator's variance, any supporting statistic can be removed and its variance determined. Next, any other information that dependents on the supporting statistic is found along with its respective variance. A new approach is developed here by utilizing the strengths of the adaptive Gaussian sum propagation in Ref. [2] and a marginalization approach used for PF methods found in Ref. [7]. In the following sections a modified filtering approach is presented based on a special state-space model within nonlinear systems to reduce the dimensionality of the optimization problem in Ref. [2]. First, the adaptive Gaussian sum propagation is explained and then the new marginalized adaptive Gaussian sum propagation is derived. Finally, an example simulation is presented.
Coherent superposition of propagation-invariant laser beams
NASA Astrophysics Data System (ADS)
Soskind, R.; Soskind, M.; Soskind, Y. G.
2012-10-01
The coherent superposition of propagation-invariant laser beams represents an important beam-shaping technique, and results in new beam shapes which retain the unique property of propagation invariance. Propagation-invariant laser beam shapes depend on the order of the propagating beam, and include Hermite-Gaussian and Laguerre-Gaussian beams, as well as the recently introduced Ince-Gaussian beams which additionally depend on the beam ellipticity parameter. While the superposition of Hermite-Gaussian and Laguerre-Gaussian beams has been discussed in the past, the coherent superposition of Ince-Gaussian laser beams has not received significant attention in literature. In this paper, we present the formation of propagation-invariant laser beams based on the coherent superposition of Hermite-Gaussian, Laguerre-Gaussian, and Ince-Gaussian beams of different orders. We also show the resulting field distributions of the superimposed Ince-Gaussian laser beams as a function of the ellipticity parameter. By changing the beam ellipticity parameter, we compare the various shapes of the superimposed propagation-invariant laser beams transitioning from Laguerre-Gaussian beams at one ellipticity extreme to Hermite-Gaussian beams at the other extreme.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Modak, Viraj P., E-mail: virajmodak@gmail.com; Wyslouzil, Barbara E., E-mail: wyslouzil.1@osu.edu; Department of Chemistry and Biochemistry, Ohio State University, Columbus, Ohio 43210
The crystal-vapor surface free energy γ is an important physical parameter governing physical processes, such as wetting and adhesion. We explore exact and approximate routes to calculate γ based on cleaving an intact crystal into non-interacting sub-systems with crystal-vapor interfaces. We do this by turning off the interactions, ΔV, between the sub-systems. Using the soft-core scheme for turning off ΔV, we find that the free energy varies smoothly with the coupling parameter λ, and a single thermodynamic integration yields the exact γ. We generate another exact method, and a cumulant expansion for γ by expressing the surface free energy inmore » terms of an average of e{sup −βΔV} in the intact crystal. The second cumulant, or Gaussian approximation for γ is surprisingly accurate in most situations, even though we find that the underlying probability distribution for ΔV is clearly not Gaussian. We account for this fact by developing a non-Gaussian theory for γ and find that the difference between the non-Gaussian and Gaussian expressions for γ consist of terms that are negligible in many situations. Exact and approximate methods are applied to the (111) surface of a Lennard-Jones crystal and are also tested for more complex molecular solids, the surface of octane and nonadecane. Alkane surfaces were chosen for study because their crystal-vapor surface free energy has been of particular interest for understanding surface freezing in these systems.« less
Local spectrum analysis of field propagation in an anisotropic medium. Part I. Time-harmonic fields.
Tinkelman, Igor; Melamed, Timor
2005-06-01
The phase-space beam summation is a general analytical framework for local analysis and modeling of radiation from extended source distributions. In this formulation, the field is expressed as a superposition of beam propagators that emanate from all points in the source domain and in all directions. In this Part I of a two-part investigation, the theory is extended to include propagation in anisotropic medium characterized by a generic wave-number profile for time-harmonic fields; in a companion paper [J. Opt. Soc. Am. A 22, 1208 (2005)], the theory is extended to time-dependent fields. The propagation characteristics of the beam propagators in a homogeneous anisotropic medium are considered. With use of Gaussian windows for the local processing of either ordinary or extraordinary electromagnetic field distributions, the field is represented by a phase-space spectral distribution in which the propagating elements are Gaussian beams that are formulated by using Gaussian plane-wave spectral distributions over the extended source plane. By applying saddle-point asymptotics, we extract the Gaussian beam phenomenology in the anisotropic environment. The resulting field is parameterized in terms of the spatial evolution of the beam curvature, beam width, etc., which are mapped to local geometrical properties of the generic wave-number profile. The general results are applied to the special case of uniaxial crystal, and it is found that the asymptotics for the Gaussian beam propagators, as well as the physical phenomenology attached, perform remarkably well.
ENSO's non-stationary and non-Gaussian character: the role of climate shifts
NASA Astrophysics Data System (ADS)
Boucharel, J.; Dewitte, B.; Garel, B.; Du Penhoat, Y.
2009-07-01
El Niño Southern Oscillation (ENSO) is the dominant mode of climate variability in the Pacific, having socio-economic impacts on surrounding regions. ENSO exhibits significant modulation on decadal to inter-decadal time scales which is related to changes in its characteristics (onset, amplitude, frequency, propagation, and predictability). Some of these characteristics tend to be overlooked in ENSO studies, such as its asymmetry (the number and amplitude of warm and cold events are not equal) and the deviation of its statistics from those of the Gaussian distribution. These properties could be related to the ability of the current generation of coupled models to predict ENSO and its modulation. Here, ENSO's non-Gaussian nature and asymmetry are diagnosed from in situ data and a variety of models (from intermediate complexity models to full-physics coupled general circulation models (CGCMs)) using robust statistical tools initially designed for financial mathematics studies. In particular α-stable laws are used as theoretical background material to measure (and quantify) the non-Gaussian character of ENSO time series and to estimate the skill of ``naïve'' statistical models in producing deviation from Gaussian laws and asymmetry. The former are based on non-stationary processes dominated by abrupt changes in mean state and empirical variance. It is shown that the α-stable character of ENSO may result from the presence of climate shifts in the time series. Also, cool (warm) periods are associated with ENSO statistics having a stronger (weaker) tendency towards Gaussianity and lower (greater) asymmetry. This supports the hypothesis of ENSO being rectified by changes in mean state through nonlinear processes. The relationship between changes in mean state and nonlinearity (skewness) is further investigated both in the Zebiak and Cane (1987)'s model and the models of the Intergovernmental Panel for Climate Change (IPCC). Whereas there is a clear relationship in all models between ENSO asymmetry (as measured by skewness or nonlinear advection) and changes in mean state, they exhibit a variety of behaviour with regard to α-stability. This suggests that the dynamics associated with climate shifts and the occurrence of extreme events involve higher-order statistical moments that cannot be accounted for solely by nonlinear advection.
Propagation of elliptic-Gaussian beams in strongly nonlocal nonlinear media
NASA Astrophysics Data System (ADS)
Deng, Dongmei; Guo, Qi
2011-10-01
The propagation of the elliptic-Gaussian beams is studied in strongly nonlocal nonlinear media. The elliptic-Gaussian beams and elliptic-Gaussian vortex beams are obtained analytically and numerically. The patterns of the elegant Ince-Gaussian and the generalized Ince-Gaussian beams are varied periodically when the input power is equal to the critical power. The stability is verified by perturbing the initial beam by noise. By simulating the propagation of the elliptic-Gaussian beams in liquid crystal, we find that when the mode order is not big enough, there exists the quasi-elliptic-Gaussian soliton states.
Effect of beam types on the scintillations: a review
NASA Astrophysics Data System (ADS)
Baykal, Yahya; Eyyuboglu, Halil T.; Cai, Yangjian
2009-02-01
When different incidences are launched in atmospheric turbulence, it is known that the intensity fluctuations exhibit different characteristics. In this paper we review our work done in the evaluations of the scintillation index of general beam types when such optical beams propagate in horizontal atmospheric links in the weak fluctuations regime. Variation of scintillation indices versus the source and medium parameters are examined for flat-topped-Gaussian, cosh- Gaussian, cos-Gaussian, annular, elliptical Gaussian, circular (i.e., stigmatic) and elliptical (i.e., astigmatic) dark hollow, lowest order Bessel-Gaussian and laser array beams. For flat-topped-Gaussian beam, scintillation is larger than the single Gaussian beam scintillation, when the source sizes are much less than the Fresnel zone but becomes smaller for source sizes much larger than the Fresnel zone. Cosh-Gaussian beam has lower on-axis scintillations at smaller source sizes and longer propagation distances as compared to Gaussian beams where focusing imposes more reduction on the cosh- Gaussian beam scintillations than that of the Gaussian beam. Intensity fluctuations of a cos-Gaussian beam show favorable behaviour against a Gaussian beam at lower propagation lengths. At longer propagation lengths, annular beam becomes advantageous. In focused cases, the scintillation index of annular beam is lower than the scintillation index of Gaussian and cos-Gaussian beams starting at earlier propagation distances. Cos-Gaussian beams are advantages at relatively large source sizes while the reverse is valid for annular beams. Scintillations of a stigmatic or astigmatic dark hollow beam can be smaller when compared to stigmatic or astigmatic Gaussian, annular and flat-topped beams under conditions that are closely related to the beam parameters. Intensity fluctuation of an elliptical Gaussian beam can also be smaller than a circular Gaussian beam depending on the propagation length and the ratio of the beam waist size along the long axis to that along the short axis (i.e., astigmatism). Comparing against the fundamental Gaussian beam on equal source size and equal power basis, it is observed that the scintillation index of the lowest order Bessel-Gaussian beam is lower at large source sizes and large width parameters. However, for excessively large width parameters and beyond certain propagation lengths, the advantage of the lowest order Bessel-Gaussian beam seems to be lost. Compared to Gaussian beam, laser array beam exhibits less scintillations at long propagation ranges and at some midrange radial displacement parameters. When compared among themselves, laser array beams tend to have reduced scintillations for larger number of beamlets, longer wavelengths, midrange radial displacement parameters, intermediate Gaussian source sizes, larger inner scales and smaller outer scales of turbulence. The number of beamlets used does not seem to be so effective in this improvement of the scintillations.
Toward the detection of gravitational waves under non-Gaussian noises I. Locally optimal statistic.
Yokoyama, Jun'ichi
2014-01-01
After reviewing the standard hypothesis test and the matched filter technique to identify gravitational waves under Gaussian noises, we introduce two methods to deal with non-Gaussian stationary noises. We formulate the likelihood ratio function under weakly non-Gaussian noises through the Edgeworth expansion and strongly non-Gaussian noises in terms of a new method we call Gaussian mapping where the observed marginal distribution and the two-body correlation function are fully taken into account. We then apply these two approaches to Student's t-distribution which has a larger tails than Gaussian. It is shown that while both methods work well in the case the non-Gaussianity is small, only the latter method works well for highly non-Gaussian case.
Full-wave generalizations of the fundamental Gaussian beam.
Seshadri, S R
2009-12-01
The basic full wave corresponding to the fundamental Gaussian beam was discovered for the outwardly propagating wave in a half-space by the introduction of a source in the complex space. There is a class of extended full waves all of which reduce to the same fundamental Gaussian beam in the appropriate limit. For the extended full Gaussian waves that include the basic full Gaussian wave as a special case, the sources are in the complex space on different planes transverse to the propagation direction. The sources are cylindrically symmetric Gaussian distributions centered at the origin of the transverse planes, the axis of symmetry being the propagation direction. For the special case of the basic full Gaussian wave, the source is a point source. The radiation intensity of the extended full Gaussian waves is determined and their characteristics are discussed and compared with those of the fundamental Gaussian beam. The extended full Gaussian waves are also obtained for the oppositely propagating outwardly directed waves in the second half-space. The radiation intensity distributions in the two half-spaces have reflection symmetry about the midplane. The radiation intensity distributions of the various extended full Gaussian waves are not significantly different. The power carried by the extended full Gaussian waves is evaluated and compared with that of the fundamental Gaussian beam.
Generalized multi-Gaussian correlated Schell-model beam: from theory to experiment.
Wang, Fei; Liang, Chunhao; Yuan, Yangsheng; Cai, Yangjian
2014-09-22
A new kind of partially coherent beam with non-conventional correlation function named generalized multi-Gaussian correlated Schell-model (GMGCSM) beam is proposed. The GMGCSM beam of the first or second kind is capable of producing dark hollow or flat-topped beam profile in the focal plane (or in the far field). Furthermore, we carry out experimental generation of a GMGCSM beam of the first or second kind, and measure its focused intensity. Our experimental results verify theoretical predictions. The GMGCSM beam will be useful for free-space optical communications, material thermal processing, particle or atom trapping.
Preservation of Gaussian state entanglement in a quantum beat laser by reservoir engineering
NASA Astrophysics Data System (ADS)
Qurban, Misbah; Islam, Rameez ul; Ge, Guo-Qin; Ikram, Manzoor
2018-04-01
Quantum beat lasers have been considered as sources of entangled radiation in continuous variables such as Gaussian states. In order to preserve entanglement and to minimize entanglement degradation due to the system’s interaction with the surrounding environment, we propose to engineer environment modes through insertion of another system in between the laser resonator and the environment. This makes the environment surrounding the two-mode laser a structured reservoir. It not only enhances the entanglement among two modes of the laser but also preserves the entanglement for sufficiently longer times, a stringent requirement for quantum information processing tasks.
Parallel Gaussian elimination of a block tridiagonal matrix using multiple microcomputers
NASA Technical Reports Server (NTRS)
Blech, Richard A.
1989-01-01
The solution of a block tridiagonal matrix using parallel processing is demonstrated. The multiprocessor system on which results were obtained and the software environment used to program that system are described. Theoretical partitioning and resource allocation for the Gaussian elimination method used to solve the matrix are discussed. The results obtained from running 1, 2 and 3 processor versions of the block tridiagonal solver are presented. The PASCAL source code for these solvers is given in the appendix, and may be transportable to other shared memory parallel processors provided that the synchronization outlines are reproduced on the target system.
Schlomann, Brandon H
2018-06-06
A central problem in population ecology is understanding the consequences of stochastic fluctuations. Analytically tractable models with Gaussian driving noise have led to important, general insights, but they fail to capture rare, catastrophic events, which are increasingly observed at scales ranging from global fisheries to intestinal microbiota. Due to mathematical challenges, growth processes with random catastrophes are less well characterized and it remains unclear how their consequences differ from those of Gaussian processes. In the face of a changing climate and predicted increases in ecological catastrophes, as well as increased interest in harnessing microbes for therapeutics, these processes have never been more relevant. To better understand them, I revisit here a differential equation model of logistic growth coupled to density-independent catastrophes that arrive as a Poisson process, and derive new analytic results that reveal its statistical structure. First, I derive exact expressions for the model's stationary moments, revealing a single effective catastrophe parameter that largely controls low order statistics. Then, I use weak convergence theorems to construct its Gaussian analog in a limit of frequent, small catastrophes, keeping the stationary population mean constant for normalization. Numerically computing statistics along this limit shows how they transform as the dynamics shifts from catastrophes to diffusions, enabling quantitative comparisons. For example, the mean time to extinction increases monotonically by orders of magnitude, demonstrating significantly higher extinction risk under catastrophes than under diffusions. Together, these results provide insight into a wide range of stochastic dynamical systems important for ecology and conservation. Copyright © 2018 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Xiang, Yu; Xu, Buqing; Mišta, Ladislav; Tufarelli, Tommaso; He, Qiongyi; Adesso, Gerardo
2017-10-01
Einstein-Podolsky-Rosen (EPR) steering is an asymmetric form of correlations which is intermediate between quantum entanglement and Bell nonlocality, and can be exploited as a resource for quantum communication with one untrusted party. In particular, steering of continuous-variable Gaussian states has been extensively studied theoretically and experimentally, as a fundamental manifestation of the EPR paradox. While most of these studies focused on quadrature measurements for steering detection, two recent works revealed that there exist Gaussian states which are only steerable by suitable non-Gaussian measurements. In this paper we perform a systematic investigation of EPR steering of bipartite Gaussian states by pseudospin measurements, complementing and extending previous findings. We first derive the density-matrix elements of two-mode squeezed thermal Gaussian states in the Fock basis, which may be of independent interest. We then use such a representation to investigate steering of these states as detected by a simple nonlinear criterion, based on second moments of the correlation matrix constructed from pseudospin operators. This analysis reveals previously unexplored regimes where non-Gaussian measurements are shown to be more effective than Gaussian ones to witness steering of Gaussian states in the presence of local noise. We further consider an alternative set of pseudospin observables, whose expectation value can be expressed more compactly in terms of Wigner functions for all two-mode Gaussian states. However, according to the adopted criterion, these observables are found to be always less sensitive than conventional Gaussian observables for steering detection. Finally, we investigate continuous-variable Werner states, which are non-Gaussian mixtures of Gaussian states, and find that pseudospin measurements are always more effective than Gaussian ones to reveal their steerability. Our results provide useful insights on the role of non-Gaussian measurements in characterizing quantum correlations of Gaussian and non-Gaussian states of continuous-variable quantum systems.
Toward the detection of gravitational waves under non-Gaussian noises I. Locally optimal statistic
YOKOYAMA, Jun’ichi
2014-01-01
After reviewing the standard hypothesis test and the matched filter technique to identify gravitational waves under Gaussian noises, we introduce two methods to deal with non-Gaussian stationary noises. We formulate the likelihood ratio function under weakly non-Gaussian noises through the Edgeworth expansion and strongly non-Gaussian noises in terms of a new method we call Gaussian mapping where the observed marginal distribution and the two-body correlation function are fully taken into account. We then apply these two approaches to Student’s t-distribution which has a larger tails than Gaussian. It is shown that while both methods work well in the case the non-Gaussianity is small, only the latter method works well for highly non-Gaussian case. PMID:25504231
Reducing Noise by Repetition: Introduction to Signal Averaging
ERIC Educational Resources Information Center
Hassan, Umer; Anwar, Muhammad Sabieh
2010-01-01
This paper describes theory and experiments, taken from biophysics and physiological measurements, to illustrate the technique of signal averaging. In the process, students are introduced to the basic concepts of signal processing, such as digital filtering, Fourier transformation, baseline correction, pink and Gaussian noise, and the cross- and…
USDA-ARS?s Scientific Manuscript database
Cover: The electrospinning technique was employed to obtain conducting nanofibers based on polyaniline and poly(lactic acid). A statistical model was employed to describe how the process factors (solution concentration, applied voltage, and flow rate) govern the fiber dimensions. Nanofibers down to ...
Feasibility study on the least square method for fitting non-Gaussian noise data
NASA Astrophysics Data System (ADS)
Xu, Wei; Chen, Wen; Liang, Yingjie
2018-02-01
This study is to investigate the feasibility of least square method in fitting non-Gaussian noise data. We add different levels of the two typical non-Gaussian noises, Lévy and stretched Gaussian noises, to exact value of the selected functions including linear equations, polynomial and exponential equations, and the maximum absolute and the mean square errors are calculated for the different cases. Lévy and stretched Gaussian distributions have many applications in fractional and fractal calculus. It is observed that the non-Gaussian noises are less accurately fitted than the Gaussian noise, but the stretched Gaussian cases appear to perform better than the Lévy noise cases. It is stressed that the least-squares method is inapplicable to the non-Gaussian noise cases when the noise level is larger than 5%.
A Modularized Efficient Framework for Non-Markov Time Series Estimation
NASA Astrophysics Data System (ADS)
Schamberg, Gabriel; Ba, Demba; Coleman, Todd P.
2018-06-01
We present a compartmentalized approach to finding the maximum a-posteriori (MAP) estimate of a latent time series that obeys a dynamic stochastic model and is observed through noisy measurements. We specifically consider modern signal processing problems with non-Markov signal dynamics (e.g. group sparsity) and/or non-Gaussian measurement models (e.g. point process observation models used in neuroscience). Through the use of auxiliary variables in the MAP estimation problem, we show that a consensus formulation of the alternating direction method of multipliers (ADMM) enables iteratively computing separate estimates based on the likelihood and prior and subsequently "averaging" them in an appropriate sense using a Kalman smoother. As such, this can be applied to a broad class of problem settings and only requires modular adjustments when interchanging various aspects of the statistical model. Under broad log-concavity assumptions, we show that the separate estimation problems are convex optimization problems and that the iterative algorithm converges to the MAP estimate. As such, this framework can capture non-Markov latent time series models and non-Gaussian measurement models. We provide example applications involving (i) group-sparsity priors, within the context of electrophysiologic specrotemporal estimation, and (ii) non-Gaussian measurement models, within the context of dynamic analyses of learning with neural spiking and behavioral observations.
NASA Astrophysics Data System (ADS)
Bagchi, Debarshee; Tsallis, Constantino
2017-04-01
The relaxation to equilibrium of two long-range-interacting Fermi-Pasta-Ulam-like models (β type) in thermal contact is numerically studied. These systems, with different sizes and energy densities, are coupled to each other by a few thermal contacts which are short-range harmonic springs. By using the kinetic definition of temperature, we compute the time evolution of temperature and energy density of the two systems. Eventually, for some time t >teq, the temperature and energy density of the coupled system equilibrate to values consistent with standard Boltzmann-Gibbs thermostatistics. The equilibration time teq depends on the system size N as teq ∼Nγ where γ ≃ 1.8. We compute the velocity distribution P (v) of the oscillators of the two systems during the relaxation process. We find that P (v) is non-Gaussian and is remarkably close to a q-Gaussian distribution for all times before thermal equilibrium is reached. During the relaxation process we observe q > 1 while close to t =teq the value of q converges to unity and P (v) approaches a Gaussian. Thus the relaxation phenomenon in long-ranged systems connected by a thermal contact can be generically described as a crossover from q-statistics to Boltzmann-Gibbs statistics.
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.
NASA Astrophysics Data System (ADS)
Maneri, E.; Gawronski, W.
1999-10-01
The linear quadratic Gaussian (LQG) design algorithms described in [2] and [5] have been used in the controller design of JPL's beam-waveguide [5] and 70-m [6] antennas. This algorithm significantly improves tracking precision in a windy environment. This article describes the graphical user interface (GUI) software for the design LQG controllers. It consists of two parts: the basic LQG design and the fine-tuning of the basic design using a constrained optimization algorithm. The presented GUI was developed to simplify the design process, to make the design process user-friendly, and to enable design of an LQG controller for one with a limited control engineering background. The user is asked to manipulate the GUI sliders and radio buttons to watch the antenna performance. Simple rules are given at the GUI display.
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.
Model selection using cosmic chronometers with Gaussian Processes
NASA Astrophysics Data System (ADS)
Melia, Fulvio; Yennapureddy, Manoj K.
2018-02-01
The use of Gaussian Processes with a measurement of the cosmic expansion rate based solely on the observation of cosmic chronometers provides a completely cosmology-independent reconstruction of the Hubble constant H(z) suitable for testing different models. The corresponding dispersion σH is smaller than ~ 9% over the entire redshift range (lesssim zlesssim 20) of the observations, rivaling many kinds of cosmological measurements available today. We use the reconstructed H(z) function to test six different cosmologies, and show that it favours the Rh=ct universe, which has only one free parameter (i.e., H0) over other models, including Planck ΛCDM . The parameters of the standard model may be re-optimized to improve the fits to the reconstructed H(z) function, but the results have smaller p-values than one finds with Rh=ct.
Efficient, adaptive estimation of two-dimensional firing rate surfaces via Gaussian process methods.
Rad, Kamiar Rahnama; Paninski, Liam
2010-01-01
Estimating two-dimensional firing rate maps is a common problem, arising in a number of contexts: the estimation of place fields in hippocampus, the analysis of temporally nonstationary tuning curves in sensory and motor areas, the estimation of firing rates following spike-triggered covariance analyses, etc. Here we introduce methods based on Gaussian process nonparametric Bayesian techniques for estimating these two-dimensional rate maps. These techniques offer a number of advantages: the estimates may be computed efficiently, come equipped with natural errorbars, adapt their smoothness automatically to the local density and informativeness of the observed data, and permit direct fitting of the model hyperparameters (e.g., the prior smoothness of the rate map) via maximum marginal likelihood. We illustrate the method's flexibility and performance on a variety of simulated and real data.
Andrade, Xavier; Aspuru-Guzik, Alán
2013-10-08
We discuss the application of graphical processing units (GPUs) to accelerate real-space density functional theory (DFT) calculations. To make our implementation efficient, we have developed a scheme to expose the data parallelism available in the DFT approach; this is applied to the different procedures required for a real-space DFT calculation. We present results for current-generation GPUs from AMD and Nvidia, which show that our scheme, implemented in the free code Octopus, can reach a sustained performance of up to 90 GFlops for a single GPU, representing a significant speed-up when compared to the CPU version of the code. Moreover, for some systems, our implementation can outperform a GPU Gaussian basis set code, showing that the real-space approach is a competitive alternative for DFT simulations on GPUs.
NASA Astrophysics Data System (ADS)
Dean, David S.; Majumdar, Satya N.
2002-08-01
We study a fragmentation problem where an initial object of size x is broken into m random pieces provided x > x0 where x0 is an atomic cut-off. Subsequently, the fragmentation process continues for each of those daughter pieces whose sizes are bigger than x0. The process stops when all the fragments have sizes smaller than x0. We show that the fluctuation of the total number of splitting events, characterized by the variance, generically undergoes a nontrivial phase transition as one tunes the branching number m through a critical value m = mc. For m < mc, the fluctuations are Gaussian where as for m > mc they are anomalously large and non-Gaussian. We apply this general result to analyse two different search algorithms in computer science.
Inferring probabilistic stellar rotation periods using Gaussian processes
NASA Astrophysics Data System (ADS)
Angus, Ruth; Morton, Timothy; Aigrain, Suzanne; Foreman-Mackey, Daniel; Rajpaul, Vinesh
2018-02-01
Variability in the light curves of spotted, rotating stars is often non-sinusoidal and quasi-periodic - spots move on the stellar surface and have finite lifetimes, causing stellar flux variations to slowly shift in phase. A strictly periodic sinusoid therefore cannot accurately model a rotationally modulated stellar light curve. Physical models of stellar surfaces have many drawbacks preventing effective inference, such as highly degenerate or high-dimensional parameter spaces. In this work, we test an appropriate effective model: a Gaussian Process with a quasi-periodic covariance kernel function. This highly flexible model allows sampling of the posterior probability density function of the periodic parameter, marginalizing over the other kernel hyperparameters using a Markov Chain Monte Carlo approach. To test the effectiveness of this method, we infer rotation periods from 333 simulated stellar light curves, demonstrating that the Gaussian process method produces periods that are more accurate than both a sine-fitting periodogram and an autocorrelation function method. We also demonstrate that it works well on real data, by inferring rotation periods for 275 Kepler stars with previously measured periods. We provide a table of rotation periods for these and many more, altogether 1102 Kepler objects of interest, and their posterior probability density function samples. Because this method delivers posterior probability density functions, it will enable hierarchical studies involving stellar rotation, particularly those involving population modelling, such as inferring stellar ages, obliquities in exoplanet systems, or characterizing star-planet interactions. The code used to implement this method is available online.
NASA Astrophysics Data System (ADS)
Silversides, Katherine L.; Melkumyan, Arman
2017-03-01
Machine learning techniques such as Gaussian Processes can be used to identify stratigraphically important features in geophysical logs. The marker shales in the banded iron formation hosted iron ore deposits of the Hamersley Ranges, Western Australia, form distinctive signatures in the natural gamma logs. The identification of these marker shales is important for stratigraphic identification of unit boundaries for the geological modelling of the deposit. Machine learning techniques each have different unique properties that will impact the results. For Gaussian Processes (GPs), the output values are inclined towards the mean value, particularly when there is not sufficient information in the library. The impact that these inclinations have on the classification can vary depending on the parameter values selected by the user. Therefore, when applying machine learning techniques, care must be taken to fit the technique to the problem correctly. This study focuses on optimising the settings and choices for training a GPs system to identify a specific marker shale. We show that the final results converge even when different, but equally valid starting libraries are used for the training. To analyse the impact on feature identification, GP models were trained so that the output was inclined towards a positive, neutral or negative output. For this type of classification, the best results were when the pull was towards a negative output. We also show that the GP output can be adjusted by using a standard deviation coefficient that changes the balance between certainty and accuracy in the results.
NASA Astrophysics Data System (ADS)
Cui, Jie; Li, Zhiying; Krems, Roman V.
2015-10-01
We consider a problem of extrapolating the collision properties of a large polyatomic molecule A-H to make predictions of the dynamical properties for another molecule related to A-H by the substitution of the H atom with a small molecular group X, without explicitly computing the potential energy surface for A-X. We assume that the effect of the -H →-X substitution is embodied in a multidimensional function with unknown parameters characterizing the change of the potential energy surface. We propose to apply the Gaussian Process model to determine the dependence of the dynamical observables on the unknown parameters. This can be used to produce an interval of the observable values which corresponds to physical variations of the potential parameters. We show that the Gaussian Process model combined with classical trajectory calculations can be used to obtain the dependence of the cross sections for collisions of C6H5CN with He on the unknown parameters describing the interaction of the He atom with the CN fragment of the molecule. The unknown parameters are then varied within physically reasonable ranges to produce a prediction uncertainty of the cross sections. The results are normalized to the cross sections for He — C6H6 collisions obtained from quantum scattering calculations in order to provide a prediction interval of the thermally averaged cross sections for collisions of C6H5CN with He.
Yang, Jingjing; Cox, Dennis D; Lee, Jong Soo; Ren, Peng; Choi, Taeryon
2017-12-01
Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected on discretized grids with measurement errors. In order to accurately smooth noisy functional observations and deal with the issue of high-dimensional observation grids, we propose a novel Bayesian method based on the Bayesian hierarchical model with a Gaussian-Wishart process prior and basis function representations. We first derive an induced model for the basis-function coefficients of the functional data, and then use this model to conduct posterior inference through Markov chain Monte Carlo methods. Compared to the standard Bayesian inference that suffers serious computational burden and instability in analyzing high-dimensional functional data, our method greatly improves the computational scalability and stability, while inheriting the advantage of simultaneously smoothing raw observations and estimating the mean-covariance functions in a nonparametric way. In addition, our method can naturally handle functional data observed on random or uncommon grids. Simulation and real studies demonstrate that our method produces similar results to those obtainable by the standard Bayesian inference with low-dimensional common grids, while efficiently smoothing and estimating functional data with random and high-dimensional observation grids when the standard Bayesian inference fails. In conclusion, our method can efficiently smooth and estimate high-dimensional functional data, providing one way to resolve the curse of dimensionality for Bayesian functional data analysis with Gaussian-Wishart processes. © 2017, The International Biometric Society.
NASA Astrophysics Data System (ADS)
Magnen, Jacques; Unterberger, Jérémie
2012-03-01
{Let $B=(B_1(t),...,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $\\alpha<1/4$, or more generally a Gaussian process whose paths have the same local regularity. Defining properly iterated integrals of $B$ is a difficult task because of the low H\\"older regularity index of its paths. Yet rough path theory shows it is the key to the construction of a stochastic calculus with respect to $B$, or to solving differential equations driven by $B$. We intend to show in a series of papers how to desingularize iterated integrals by a weak, singular non-Gaussian perturbation of the Gaussian measure defined by a limit in law procedure. Convergence is proved by using "standard" tools of constructive field theory, in particular cluster expansions and renormalization. These powerful tools allow optimal estimates, and call for an extension of Gaussian tools such as for instance the Malliavin calculus. After a first introductory paper \\cite{MagUnt1}, this one concentrates on the details of the constructive proof of convergence for second-order iterated integrals, also known as L\\'evy area.
Zaboikin, Michail; Freter, Carl
2018-01-01
We describe a method for measuring genome editing efficiency from in silico analysis of high-resolution melt curve data. The melt curve data derived from amplicons of genome-edited or unmodified target sites were processed to remove the background fluorescent signal emanating from free fluorophore and then corrected for temperature-dependent quenching of fluorescence of double-stranded DNA-bound fluorophore. Corrected data were normalized and numerically differentiated to obtain the first derivatives of the melt curves. These were then mathematically modeled as a sum or superposition of minimal number of Gaussian components. Using Gaussian parameters determined by modeling of melt curve derivatives of unedited samples, we were able to model melt curve derivatives from genetically altered target sites where the mutant population could be accommodated using an additional Gaussian component. From this, the proportion contributed by the mutant component in the target region amplicon could be accurately determined. Mutant component computations compared well with the mutant frequency determination from next generation sequencing data. The results were also consistent with our earlier studies that used difference curve areas from high-resolution melt curves for determining the efficiency of genome-editing reagents. The advantage of the described method is that it does not require calibration curves to estimate proportion of mutants in amplicons of genome-edited target sites. PMID:29300734
NASA Astrophysics Data System (ADS)
Uchida, Y.; Takada, E.; Fujisaki, A.; Kikuchi, T.; Ogawa, K.; Isobe, M.
2017-08-01
A method to stochastically discriminate neutron and γ-ray signals measured with a stilbene organic scintillator is proposed. Each pulse signal was stochastically categorized into two groups: neutron and γ-ray. In previous work, the Expectation Maximization (EM) algorithm was used with the assumption that the measured data followed a Gaussian mixture distribution. It was shown that probabilistic discrimination between these groups is possible. Moreover, by setting the initial parameters for the Gaussian mixture distribution with a k-means algorithm, the possibility of automatic discrimination was demonstrated. In this study, the Student's t-mixture distribution was used as a probabilistic distribution with the EM algorithm to improve the robustness against the effect of outliers caused by pileup of the signals. To validate the proposed method, the figures of merit (FOMs) were compared for the EM algorithm assuming a t-mixture distribution and a Gaussian mixture distribution. The t-mixture distribution resulted in an improvement of the FOMs compared with the Gaussian mixture distribution. The proposed data processing technique is a promising tool not only for neutron and γ-ray discrimination in fusion experiments but also in other fields, for example, homeland security, cancer therapy with high energy particles, nuclear reactor decommissioning, pattern recognition, and so on.
Generalized Ince Gaussian beams
NASA Astrophysics Data System (ADS)
Bandres, Miguel A.; Gutiérrez-Vega, Julio C.
2006-08-01
In this work we present a detailed analysis of the tree families of generalized Gaussian beams, which are the generalized Hermite, Laguerre, and Ince Gaussian beams. The generalized Gaussian beams are not the solution of a Hermitian operator at an arbitrary z plane. We derived the adjoint operator and the adjoint eigenfunctions. Each family of generalized Gaussian beams forms a complete biorthonormal set with their adjoint eigenfunctions, therefore, any paraxial field can be described as a superposition of a generalized family with the appropriate weighting and phase factors. Each family of generalized Gaussian beams includes the standard and elegant corresponding families as particular cases when the parameters of the generalized families are chosen properly. The generalized Hermite Gaussian and Laguerre Gaussian beams correspond to limiting cases of the generalized Ince Gaussian beams when the ellipticity parameter of the latter tends to infinity or to zero, respectively. The expansion formulas among the three generalized families and their Fourier transforms are also presented.
Gaussian Decomposition of Laser Altimeter Waveforms
NASA Technical Reports Server (NTRS)
Hofton, Michelle A.; Minster, J. Bernard; Blair, J. Bryan
1999-01-01
We develop a method to decompose a laser altimeter return waveform into its Gaussian components assuming that the position of each Gaussian within the waveform can be used to calculate the mean elevation of a specific reflecting surface within the laser footprint. We estimate the number of Gaussian components from the number of inflection points of a smoothed copy of the laser waveform, and obtain initial estimates of the Gaussian half-widths and positions from the positions of its consecutive inflection points. Initial amplitude estimates are obtained using a non-negative least-squares method. To reduce the likelihood of fitting the background noise within the waveform and to minimize the number of Gaussians needed in the approximation, we rank the "importance" of each Gaussian in the decomposition using its initial half-width and amplitude estimates. The initial parameter estimates of all Gaussians ranked "important" are optimized using the Levenburg-Marquardt method. If the sum of the Gaussians does not approximate the return waveform to a prescribed accuracy, then additional Gaussians are included in the optimization procedure. The Gaussian decomposition method is demonstrated on data collected by the airborne Laser Vegetation Imaging Sensor (LVIS) in October 1997 over the Sequoia National Forest, California.
Gaussian vs non-Gaussian turbulence: impact on wind turbine loads
NASA Astrophysics Data System (ADS)
Berg, J.; Mann, J.; Natarajan, A.; Patton, E. G.
2014-12-01
In wind energy applications the turbulent velocity field of the Atmospheric Boundary Layer (ABL) is often characterised by Gaussian probability density functions. When estimating the dynamical loads on wind turbines this has been the rule more than anything else. From numerous studies in the laboratory, in Direct Numerical Simulations, and from in-situ measurements of the ABL we know, however, that turbulence is not purely Gaussian: the smallest and fastest scales often exhibit extreme behaviour characterised by strong non-Gaussian statistics. In this contribution we want to investigate whether these non-Gaussian effects are important when determining wind turbine loads, and hence of utmost importance to the design criteria and lifetime of a wind turbine. We devise a method based on Principal Orthogonal Decomposition where non-Gaussian velocity fields generated by high-resolution pseudo-spectral Large-Eddy Simulation (LES) of the ABL are transformed so that they maintain the exact same second-order statistics including variations of the statistics with height, but are otherwise Gaussian. In that way we can investigate in isolation the question whether it is important for wind turbine loads to include non-Gaussian properties of atmospheric turbulence. As an illustration the Figure show both a non-Gaussian velocity field (left) from our LES, and its transformed Gaussian Counterpart (right). Whereas the horizontal velocity components (top) look close to identical, the vertical components (bottom) are not: the non-Gaussian case is much more fluid-like (like in a sketch by Michelangelo). The question is then: Does the wind turbine see this? Using the load simulation software HAWC2 with both the non-Gaussian and newly constructed Gaussian fields, respectively, we show that the Fatigue loads and most of the Extreme loads are unaltered when using non-Gaussian velocity fields. The turbine thus acts like a low-pass filter which average out the non-Gaussian behaviour on time scales close to and faster than the revolution time of the turbine. For a few of the Extreme load estimations there is, on the other hand, a tendency that non-Gaussian effects increase the overall dynamical load, and hence can be of importance in wind energy load estimations.
NASA Astrophysics Data System (ADS)
Siu-Siu, Guo; Qingxuan, Shi
2017-03-01
In this paper, single-degree-of-freedom (SDOF) systems combined to Gaussian white noise and Gaussian/non-Gaussian colored noise excitations are investigated. By expressing colored noise excitation as a second-order filtered white noise process and introducing colored noise as an additional state variable, the equation of motion for SDOF system under colored noise is then transferred artificially to multi-degree-of-freedom (MDOF) system under white noise excitations with four-coupled first-order differential equations. As a consequence, corresponding Fokker-Planck-Kolmogorov (FPK) equation governing the joint probabilistic density function (PDF) of state variables increases to 4-dimension (4-D). Solution procedure and computer programme become much more sophisticated. The exponential-polynomial closure (EPC) method, widely applied for cases of SDOF systems under white noise excitations, is developed and improved for cases of systems under colored noise excitations and for solving the complex 4-D FPK equation. On the other hand, Monte Carlo simulation (MCS) method is performed to test the approximate EPC solutions. Two examples associated with Gaussian and non-Gaussian colored noise excitations are considered. Corresponding band-limited power spectral densities (PSDs) for colored noise excitations are separately given. Numerical studies show that the developed EPC method provides relatively accurate estimates of the stationary probabilistic solutions, especially the ones in the tail regions of the PDFs. Moreover, statistical parameter of mean-up crossing rate (MCR) is taken into account, which is important for reliability and failure analysis. Hopefully, our present work could provide insights into the investigation of structures under random loadings.
Spatiotemporal dynamics of Gaussian laser pulse in a multi ions plasma
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jafari Milani, M. R., E-mail: mrj.milani@gmail.com
Spatiotemporal evolutions of Gaussian laser pulse propagating through a plasma with multiple charged ions are studied, taking into account the ponderomotive nonlinearity. Coupled differential equations for beam width and pulse length parameters are established and numerically solved using paraxial ray approximation. In one-dimensional geometry, effects of laser and plasma parameters such as laser intensity, plasma density, and temperature on the longitudinal pulse compression and the laser intensity distribution are analyzed for plasmas with singly and doubly charged ions. The results demonstrate that self-compression occurs in a laser intensity range with a turning point intensity in which the self-compression process hasmore » its strongest extent. The results also show that the multiply ionized ions have different effect on the pulse compression above and below turning point intensity. Finally, three-dimensional geometry is used to analyze the simultaneous evolution of both self-focusing and self-compression of Gaussian laser pulse in such plasmas.« less
Langevin dynamics for ramified structures
NASA Astrophysics Data System (ADS)
Méndez, Vicenç; Iomin, Alexander; Horsthemke, Werner; Campos, Daniel
2017-06-01
We propose a generalized Langevin formalism to describe transport in combs and similar ramified structures. Our approach consists of a Langevin equation without drift for the motion along the backbone. The motion along the secondary branches may be described either by a Langevin equation or by other types of random processes. The mean square displacement (MSD) along the backbone characterizes the transport through the ramified structure. We derive a general analytical expression for this observable in terms of the probability distribution function of the motion along the secondary branches. We apply our result to various types of motion along the secondary branches of finite or infinite length, such as subdiffusion, superdiffusion, and Langevin dynamics with colored Gaussian noise and with non-Gaussian white noise. Monte Carlo simulations show excellent agreement with the analytical results. The MSD for the case of Gaussian noise is shown to be independent of the noise color. We conclude by generalizing our analytical expression for the MSD to the case where each secondary branch is n dimensional.
The statistics of peaks of Gaussian random fields. [cosmological density fluctuations
NASA Technical Reports Server (NTRS)
Bardeen, J. M.; Bond, J. R.; Kaiser, N.; Szalay, A. S.
1986-01-01
A set of new mathematical results on the theory of Gaussian random fields is presented, and the application of such calculations in cosmology to treat questions of structure formation from small-amplitude initial density fluctuations is addressed. The point process equation is discussed, giving the general formula for the average number density of peaks. The problem of the proper conditional probability constraints appropriate to maxima are examined using a one-dimensional illustration. The average density of maxima of a general three-dimensional Gaussian field is calculated as a function of heights of the maxima, and the average density of 'upcrossing' points on density contour surfaces is computed. The number density of peaks subject to the constraint that the large-scale density field be fixed is determined and used to discuss the segregation of high peaks from the underlying mass distribution. The machinery to calculate n-point peak-peak correlation functions is determined, as are the shapes of the profiles about maxima.
Robust signal recovery using the prolate spherical wave functions and maximum correntropy criterion
NASA Astrophysics Data System (ADS)
Zou, Cuiming; Kou, Kit Ian
2018-05-01
Signal recovery is one of the most important problem in signal processing. This paper proposes a novel signal recovery method based on prolate spherical wave functions (PSWFs). PSWFs are a kind of special functions, which have been proved having good performance in signal recovery. However, the existing PSWFs based recovery methods used the mean square error (MSE) criterion, which depends on the Gaussianity assumption of the noise distributions. For the non-Gaussian noises, such as impulsive noise or outliers, the MSE criterion is sensitive, which may lead to large reconstruction error. Unlike the existing PSWFs based recovery methods, our proposed PSWFs based recovery method employs the maximum correntropy criterion (MCC), which is independent of the noise distribution. The proposed method can reduce the impact of the large and non-Gaussian noises. The experimental results on synthetic signals with various types of noises show that the proposed MCC based signal recovery method has better robust property against various noises compared to other existing methods.
Propagation and spatiotemporal coupling characteristics of ultra-short Gaussian vortex pulse
NASA Astrophysics Data System (ADS)
Nie, Jianye; Liu, Guodong; Zhang, Rongzhu
2018-05-01
Based on Collins diffraction integral formula, the propagation equation of ultra-short Gaussian vortex pulse beam has been derived. Using the equation, the intensity distribution variations of vortex pulse in the propagation process are calculated. Specially, the spatiotemporal coupling characteristics of ultra-short vortex beams are discussed in detail. The results show that some key parameters, such as transverse distance, transmission distance, pulse width and topological charge number will influence the spatiotemporal coupling characteristics significantly. With the increasing of transverse distance, the waveforms of the pulses distort obviously. And when transmission distance is far than 50 mm, the distribution curve of transverse intensity gradually changes into a Gaussian type. In addition, initial pulse width will affect the distribution of light field, however, when initial pulse width is larger than 3 fs, the spatiotemporal coupling effect will be insignificant. Topological charge number does not affect the time delay characteristics, since with the increasing of topological charge number, the waveform of the pulse distorts gradually but the time delay does not occur.
NASA Astrophysics Data System (ADS)
Fukuda, Kunito; Asakawa, Naoki
2017-02-01
Reported is the observation of dark spin-dependent electrical conduction in a Schottky barrier diode with pentacene (PSBD) using electrically detected magnetic resonance at room temperature. It is suggested that spin-dependent conduction exists in pentacene thin films, which is explored by examining the anisotropic linewidth of the EDMR signal and current density-voltage (J-V) measurements. The EDMR spectrum can be decomposed to Gaussian and Lorentzian components. The dependency of the two signals on the applied voltage was consistent with the current density-voltage (J-V) of the PSBD rather than that of the electron-only device of Al/pentacene/Al, indicating that the spin-dependent conduction is due to bipolaron formation associated with hole polaronic hopping processes. The applied-voltage dependence of the ratio of intensity of the Gaussian line to the Lorentzian may infer that increasing current density should make conducting paths more dispersive, thereby resulting in an increased fraction of the Gaussian line due to the higher dispersive g-factor.
Mabrouk, Rostom; Dubeau, François; Bentabet, Layachi
2013-01-01
Kinetic modeling of metabolic and physiologic cardiac processes in small animals requires an input function (IF) and a tissue time-activity curves (TACs). In this paper, we present a mathematical method based on independent component analysis (ICA) to extract the IF and the myocardium's TACs directly from dynamic positron emission tomography (PET) images. The method assumes a super-Gaussian distribution model for the blood activity, and a sub-Gaussian distribution model for the tissue activity. Our appreach was applied on 22 PET measurement sets of small animals, which were obtained from the three most frequently used cardiac radiotracers, namely: desoxy-fluoro-glucose ((18)F-FDG), [(13)N]-ammonia, and [(11)C]-acetate. Our study was extended to PET human measurements obtained with the Rubidium-82 ((82) Rb) radiotracer. The resolved mathematical IF values compare favorably to those derived from curves extracted from regions of interest (ROI), suggesting that the procedure presents a reliable alternative to serial blood sampling for small-animal cardiac PET studies.
Hermite-Gaussian beams with self-forming spiral phase distribution
NASA Astrophysics Data System (ADS)
Zinchik, Alexander A.; Muzychenko, Yana B.
2014-05-01
Spiral laser beams is a family of laser beams that preserve the structural stability up to scale and rotate with the propagation. Properties of spiral beams are of practical interest for laser technology, medicine and biotechnology. Researchers use a spiral beams for movement and manipulation of microparticles. Spiral beams have a complicated phase distribution in cross section. This paper describes the results of analytical and computer simulation of Hermite-Gaussian beams with self-forming spiral phase distribution. In the simulation used a laser beam consisting of the sum of the two modes HG TEMnm and TEMn1m1. The coefficients n1, n, m1, m were varied. Additional phase depending from the coefficients n, m, m1, n1 imposed on the resulting beam. As a result, formed the Hermite Gaussian beam phase distribution which takes the form of a spiral in the process of distribution. For modeling was used VirtualLab 5.0 (manufacturer LightTrans GmbH).
On the Response of a Nonlinear Structure to High Kurtosis Non-Gaussian Random Loadings
NASA Technical Reports Server (NTRS)
Rizzi, Stephen A.; Przekop, Adam; Turner, Travis L.
2011-01-01
This paper is a follow-on to recent work by the authors in which the response and high-cycle fatigue of a nonlinear structure subject to non-Gaussian loadings was found to vary markedly depending on the nature of the loading. There it was found that a non-Gaussian loading having a steady rate of short-duration, high-excursion peaks produced essentially the same response as would have been incurred by a Gaussian loading. In contrast, a non-Gaussian loading having the same kurtosis, but with bursts of high-excursion peaks was found to elicit a much greater response. This work is meant to answer the question of when consideration of a loading probability distribution other than Gaussian is important. The approach entailed nonlinear numerical simulation of a beam structure under Gaussian and non-Gaussian random excitations. Whether the structure responded in a Gaussian or non-Gaussian manner was determined by adherence to, or violations of, the Central Limit Theorem. Over a practical range of damping, it was found that the linear response to a non-Gaussian loading was Gaussian when the period of the system impulse response is much greater than the rate of peaks in the loading. Lower damping reduced the kurtosis, but only when the linear response was non-Gaussian. In the nonlinear regime, the response was found to be non-Gaussian for all loadings. The effect of a spring-hardening type of nonlinearity was found to limit extreme values and thereby lower the kurtosis relative to the linear response regime. In this case, lower damping gave rise to greater nonlinearity, resulting in lower kurtosis than a higher level of damping.
A mathematical study 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 a local Gaussian process and a random amplitude process, and the sum of that product with an independent mean value process. The mathematical properties of the resulting process are developed, including the first and second order properties and the characteristic function of general order. An approximate method for the analysis of the response of linear dynamic systems to the process is developed. The transition properties of the process are also examined.
USDA-ARS?s Scientific Manuscript database
Fibers of poly(lactic acid) (PLA) blended with p-toluenesulfonic acid-doped polyaniline, PAni.TSA, were obtained by lectrospinning, following a factorial design which was used mainly to study the effect of four process parameters (PLA solution concentration, PAni solution concentration, applied volt...
Fang, Wai-Chi; Huang, Kuan-Ju; Chou, Chia-Ching; Chang, Jui-Chung; Cauwenberghs, Gert; Jung, Tzyy-Ping
2014-01-01
This is a proposal for an efficient very-large-scale integration (VLSI) design, 16-channel on-line recursive independent component analysis (ORICA) processor ASIC for real-time EEG system, implemented with TSMC 40 nm CMOS technology. ORICA is appropriate to be used in real-time EEG system to separate artifacts because of its highly efficient and real-time process features. The proposed ORICA processor is composed of an ORICA processing unit and a singular value decomposition (SVD) processing unit. Compared with previous work [1], this proposed ORICA processor has enhanced effectiveness and reduced hardware complexity by utilizing a deeper pipeline architecture, shared arithmetic processing unit, and shared registers. The 16-channel random signals which contain 8-channel super-Gaussian and 8-channel sub-Gaussian components are used to analyze the dependence of the source components, and the average correlation coefficient is 0.95452 between the original source signals and extracted ORICA signals. Finally, the proposed ORICA processor ASIC is implemented with TSMC 40 nm CMOS technology, and it consumes 15.72 mW at 100 MHz operating frequency.
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.
Gaussian measures of entanglement versus negativities: Ordering of two-mode Gaussian states
DOE Office of Scientific and Technical Information (OSTI.GOV)
Adesso, Gerardo; Illuminati, Fabrizio; INFN Sezione di Napoli-Gruppo Collegato di Salerno, Via S. Allende, 84081 Baronissi, SA
2005-09-15
We study the entanglement of general (pure or mixed) two-mode Gaussian states of continuous-variable systems by comparing the two available classes of computable measures of entanglement: entropy-inspired Gaussian convex-roof measures and positive partial transposition-inspired measures (negativity and logarithmic negativity). We first review the formalism of Gaussian measures of entanglement, adopting the framework introduced in M. M. Wolf et al., Phys. Rev. A 69, 052320 (2004), where the Gaussian entanglement of formation was defined. We compute explicitly Gaussian measures of entanglement for two important families of nonsymmetric two-mode Gaussian state: namely, the states of extremal (maximal and minimal) negativities at fixedmore » global and local purities, introduced in G. Adesso et al., Phys. Rev. Lett. 92, 087901 (2004). This analysis allows us to compare the different orderings induced on the set of entangled two-mode Gaussian states by the negativities and by the Gaussian measures of entanglement. We find that in a certain range of values of the global and local purities (characterizing the covariance matrix of the corresponding extremal states), states of minimum negativity can have more Gaussian entanglement of formation than states of maximum negativity. Consequently, Gaussian measures and negativities are definitely inequivalent measures of entanglement on nonsymmetric two-mode Gaussian states, even when restricted to a class of extremal states. On the other hand, the two families of entanglement measures are completely equivalent on symmetric states, for which the Gaussian entanglement of formation coincides with the true entanglement of formation. Finally, we show that the inequivalence between the two families of continuous-variable entanglement measures is somehow limited. Namely, we rigorously prove that, at fixed negativities, the Gaussian measures of entanglement are bounded from below. Moreover, we provide some strong evidence suggesting that they are as well bounded from above.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schäfer, Joachim; Karpov, Evgueni; Cerf, Nicolas J.
2014-12-04
We seek for a realistic implementation of multimode Gaussian entangled states that can realize the optimal encoding for quantum bosonic Gaussian channels with memory. For a Gaussian channel with classical additive Markovian correlated noise and a lossy channel with non-Markovian correlated noise, we demonstrate the usefulness using Gaussian matrix-product states (GMPS). These states can be generated sequentially, and may, in principle, approximate well any Gaussian state. We show that we can achieve up to 99.9% of the classical Gaussian capacity with GMPS requiring squeezing parameters that are reachable with current technology. This may offer a way towards an experimental realization.
Gaussian memory in kinematic matrix theory for self-propellers.
Nourhani, Amir; Crespi, Vincent H; Lammert, Paul E
2014-12-01
We extend the kinematic matrix ("kinematrix") formalism [Phys. Rev. E 89, 062304 (2014)], which via simple matrix algebra accesses ensemble properties of self-propellers influenced by uncorrelated noise, to treat Gaussian correlated noises. This extension brings into reach many real-world biological and biomimetic self-propellers for which inertia is significant. Applying the formalism, we analyze in detail ensemble behaviors of a 2D self-propeller with velocity fluctuations and orientation evolution driven by an Ornstein-Uhlenbeck process. On the basis of exact results, a variety of dynamical regimes determined by the inertial, speed-fluctuation, orientational diffusion, and emergent disorientation time scales are delineated and discussed.
Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables
NASA Astrophysics Data System (ADS)
Barnett, Lionel; Barrett, Adam B.; Seth, Anil K.
2009-12-01
Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. Developed originally in the field of econometrics, it has since found application in a broader arena, particularly in neuroscience. More recently transfer entropy, an information-theoretic measure of time-directed information transfer between jointly dependent processes, has gained traction in a similarly wide field. While it has been recognized that the two concepts must be related, the exact relationship has until now not been formally described. Here we show that for Gaussian variables, Granger causality and transfer entropy are entirely equivalent, thus bridging autoregressive and information-theoretic approaches to data-driven causal inference.
A continuous mixing model for pdf simulations and its applications to combusting shear flows
NASA Technical Reports Server (NTRS)
Hsu, A. T.; Chen, J.-Y.
1991-01-01
The problem of time discontinuity (or jump condition) in the coalescence/dispersion (C/D) mixing model is addressed in this work. A C/D mixing model continuous in time is introduced. With the continuous mixing model, the process of chemical reaction can be fully coupled with mixing. In the case of homogeneous turbulence decay, the new model predicts a pdf very close to a Gaussian distribution, with finite higher moments also close to that of a Gaussian distribution. Results from the continuous mixing model are compared with both experimental data and numerical results from conventional C/D models.
Parallel logic gates in synthetic gene networks induced by non-Gaussian noise.
Xu, Yong; Jin, Xiaoqin; Zhang, Huiqing
2013-11-01
The recent idea of logical stochastic resonance is verified in synthetic gene networks induced by non-Gaussian noise. We realize the switching between two kinds of logic gates under optimal moderate noise intensity by varying two different tunable parameters in a single gene network. Furthermore, in order to obtain more logic operations, thus providing additional information processing capacity, we obtain in a two-dimensional toggle switch model two complementary logic gates and realize the transformation between two logic gates via the methods of changing different parameters. These simulated results contribute to improve the computational power and functionality of the networks.
Time-resolved measurements of statistics for a Nd:YAG laser.
Hubschmid, W; Bombach, R; Gerber, T
1994-08-20
Time-resolved measurements of the fluctuating intensity of a multimode frequency-doubled Nd:YAG laser have been performed. For various operating conditions the enhancement factors in nonlinear optical processes that use a fluctuating instead of a single-mode laser have been determined up to the sixth order. In the case of reduced flash-lamp excitation and a switched-off laser amplifier, the intensity fluctuations agree with the normalized Gaussian model for the fluctuations of the fundamental frequency, whereas strong deviations are found under usual operating conditions. The frequencydoubled light has in the latter case enhancement factors not so far from values of Gaussian statistics.
Tian, Yuzhen; Guo, Jin; Wang, Rui; Wang, Tingfeng
2011-09-12
In order to research the statistical properties of Gaussian beam propagation through an arbitrary thickness random phase screen for adaptive optics and laser communication application in the laboratory, we establish mathematic models of statistical quantities, which are based on the Rytov method and the thin phase screen model, involved in the propagation process. And the analytic results are developed for an arbitrary thickness phase screen based on the Kolmogorov power spectrum. The comparison between the arbitrary thickness phase screen and the thin phase screen shows that it is more suitable for our results to describe the generalized case, especially the scintillation index.
Ince-Gaussian series representation of the two-dimensional fractional Fourier transform.
Bandres, Miguel A; Gutiérrez-Vega, Julio C
2005-03-01
We introduce the Ince-Gaussian series representation of the two-dimensional fractional Fourier transform in elliptical coordinates. A physical interpretation is provided in terms of field propagation in quadratic graded-index media whose eigenmodes in elliptical coordinates are derived for the first time to our knowledge. The kernel of the new series representation is expressed in terms of Ince-Gaussian functions. The equivalence among the Hermite-Gaussian, Laguerre-Gaussian, and Ince-Gaussian series representations is verified by establishing the relation among the three definitions.
Gaussian Finite Element Method for Description of Underwater Sound Diffraction
NASA Astrophysics Data System (ADS)
Huang, Dehua
A new method for solving diffraction problems is presented in this dissertation. It is based on the use of Gaussian diffraction theory. The Rayleigh integral is used to prove the core of Gaussian theory: the diffraction field of a Gaussian is described by a Gaussian function. The parabolic approximation used by previous authors is not necessary to this proof. Comparison of the Gaussian beam expansion and Fourier series expansion reveals that the Gaussian expansion is a more general and more powerful technique. The method combines the Gaussian beam superposition technique (Wen and Breazeale, J. Acoust. Soc. Am. 83, 1752-1756 (1988)) and the Finite element solution to the parabolic equation (Huang, J. Acoust. Soc. Am. 84, 1405-1413 (1988)). Computer modeling shows that the new method is capable of solving for the sound field even in an inhomogeneous medium, whether the source is a Gaussian source or a distributed source. It can be used for horizontally layered interfaces or irregular interfaces. Calculated results are compared with experimental results by use of a recently designed and improved Gaussian transducer in a laboratory water tank. In addition, the power of the Gaussian Finite element method is demonstrated by comparing numerical results with experimental results from use of a piston transducer in a water tank.
Yuan, Jing; Yeung, David Ka Wai; Mok, Greta S P; Bhatia, Kunwar S; Wang, Yi-Xiang J; Ahuja, Anil T; King, Ann D
2014-01-01
To technically investigate the non-Gaussian diffusion of head and neck diffusion weighted imaging (DWI) at 3 Tesla and compare advanced non-Gaussian diffusion models, including diffusion kurtosis imaging (DKI), stretched-exponential model (SEM), intravoxel incoherent motion (IVIM) and statistical model in the patients with nasopharyngeal carcinoma (NPC). After ethics approval was granted, 16 patients with NPC were examined using DWI performed at 3T employing an extended b-value range from 0 to 1500 s/mm(2). DWI signals were fitted to the mono-exponential and non-Gaussian diffusion models on primary tumor, metastatic node, spinal cord and muscle. Non-Gaussian parameter maps were generated and compared to apparent diffusion coefficient (ADC) maps in NPC. Diffusion in NPC exhibited non-Gaussian behavior at the extended b-value range. Non-Gaussian models achieved significantly better fitting of DWI signal than the mono-exponential model. Non-Gaussian diffusion coefficients were substantially different from mono-exponential ADC both in magnitude and histogram distribution. Non-Gaussian diffusivity in head and neck tissues and NPC lesions could be assessed by using non-Gaussian diffusion models. Non-Gaussian DWI analysis may reveal additional tissue properties beyond ADC and holds potentials to be used as a complementary tool for NPC characterization.
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.
Lin, Chuan-Kai; Wang, Sheng-De
2004-11-01
A new autopilot design for bank-to-turn (BTT) missiles is presented. In the design of autopilot, a ridge Gaussian neural network with local learning capability and fewer tuning parameters than Gaussian neural networks is proposed to model the controlled nonlinear systems. We prove that the proposed ridge Gaussian neural network, which can be a universal approximator, equals the expansions of rotated and scaled Gaussian functions. Although ridge Gaussian neural networks can approximate the nonlinear and complex systems accurately, the small approximation errors may affect the tracking performance significantly. Therefore, by employing the Hinfinity control theory, it is easy to attenuate the effects of the approximation errors of the ridge Gaussian neural networks to a prescribed level. Computer simulation results confirm the effectiveness of the proposed ridge Gaussian neural networks-based autopilot with Hinfinity stabilization.
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.
Distilling Gaussian states with Gaussian operations is impossible.
Eisert, J; Scheel, S; Plenio, M B
2002-09-23
We show that no distillation protocol for Gaussian quantum states exists that relies on (i) arbitrary local unitary operations that preserve the Gaussian character of the state and (ii) homodyne detection together with classical communication and postprocessing by means of local Gaussian unitary operations on two symmetric identically prepared copies. This is in contrast to the finite-dimensional case, where entanglement can be distilled in an iterative protocol using two copies at a time. The ramifications for the distribution of Gaussian states over large distances will be outlined. We also comment on the generality of the approach and sketch the most general form of a Gaussian local operation with classical communication in a bipartite setting.
Tapia, Gustavo; Khairallah, Saad A.; Matthews, Manyalibo J.; ...
2017-09-22
Here, Laser Powder-Bed Fusion (L-PBF) metal-based additive manufacturing (AM) is complex and not fully understood. Successful processing for one material, might not necessarily apply to a different material. This paper describes a workflow process that aims at creating a material data sheet standard that describes regimes where the process can be expected to be robust. The procedure consists of building a Gaussian process-based surrogate model of the L-PBF process that predicts melt pool depth in single-track experiments given a laser power, scan speed, and laser beam size combination. The predictions are then mapped onto a power versus scan speed diagrammore » delimiting the conduction from the keyhole melting controlled regimes. This statistical framework is shown to be robust even for cases where experimental training data might be suboptimal in quality, if appropriate physics-based filters are applied. Additionally, it is demonstrated that a high-fidelity simulation model of L-PBF can equally be successfully used for building a surrogate model, which is beneficial since simulations are getting more efficient and are more practical to study the response of different materials, than to re-tool an AM machine for new material powder.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tapia, Gustavo; Khairallah, Saad A.; Matthews, Manyalibo J.
Here, Laser Powder-Bed Fusion (L-PBF) metal-based additive manufacturing (AM) is complex and not fully understood. Successful processing for one material, might not necessarily apply to a different material. This paper describes a workflow process that aims at creating a material data sheet standard that describes regimes where the process can be expected to be robust. The procedure consists of building a Gaussian process-based surrogate model of the L-PBF process that predicts melt pool depth in single-track experiments given a laser power, scan speed, and laser beam size combination. The predictions are then mapped onto a power versus scan speed diagrammore » delimiting the conduction from the keyhole melting controlled regimes. This statistical framework is shown to be robust even for cases where experimental training data might be suboptimal in quality, if appropriate physics-based filters are applied. Additionally, it is demonstrated that a high-fidelity simulation model of L-PBF can equally be successfully used for building a surrogate model, which is beneficial since simulations are getting more efficient and are more practical to study the response of different materials, than to re-tool an AM machine for new material powder.« less
Throughput-optimal scheduling for broadcast channels
NASA Astrophysics Data System (ADS)
Eryilmaz, Atilla; Srikant, Rayadurgam; Perkins, James R.
2001-07-01
In this paper, we consider a degraded Gaussian broadcast channel, where the transmitter maintains separate queues for each receiver. We present throughput optimal policies that stabilize the queues without knowing the statistics of the arrival processes to these queues.
Exploration, Sampling, And Reconstruction of Free Energy Surfaces with Gaussian Process Regression.
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.
Gaussian process surrogates for failure detection: A Bayesian experimental design approach
NASA Astrophysics Data System (ADS)
Wang, Hongqiao; Lin, Guang; Li, Jinglai
2016-05-01
An important task of uncertainty quantification is to identify the probability of undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian process surrogates for failure detection and failure probability estimation. In particular, we consider the situation that the underlying computer models are extremely expensive, and in this setting, determining the sampling points in the state space is of essential importance. We formulate the problem as an optimal experimental design for Bayesian inferences of the limit state (i.e., the failure boundary) and propose an efficient numerical scheme to solve the resulting optimization problem. In particular, the proposed limit-state inference method is capable of determining multiple sampling points at a time, and thus it is well suited for problems where multiple computer simulations can be performed in parallel. The accuracy and performance of the proposed method is demonstrated by both academic and practical examples.
Reconstructing the interaction between dark energy and dark matter using Gaussian processes
NASA Astrophysics Data System (ADS)
Yang, Tao; Guo, Zong-Kuan; Cai, Rong-Gen
2015-06-01
We present a nonparametric approach to reconstruct the interaction between dark energy and dark matter directly from SNIa Union 2.1 data using Gaussian processes, which is a fully Bayesian approach for smoothing data. In this method, once the equation of state (w ) of dark energy is specified, the interaction can be reconstructed as a function of redshift. For the decaying vacuum energy case with w =-1 , the reconstructed interaction is consistent with the standard Λ CDM model, namely, there is no evidence for the interaction. This also holds for the constant w cases from -0.9 to -1.1 and for the Chevallier-Polarski-Linder (CPL) parametrization case. If the equation of state deviates obviously from -1 , the reconstructed interaction exists at 95% confidence level. This shows the degeneracy between the interaction and the equation of state of dark energy when they get constraints from the observational data.
NASA Astrophysics Data System (ADS)
Kamiński, K.; Dobrowolski, A. P.
2017-04-01
The paper presents the architecture and the results of optimization of selected elements of the Automatic Speaker Recognition (ASR) system that uses Gaussian Mixture Models (GMM) in the classification process. Optimization was performed on the process of selection of individual characteristics using the genetic algorithm and the parameters of Gaussian distributions used to describe individual voices. The system that was developed was tested in order to evaluate the impact of different compression methods used, among others, in landline, mobile, and VoIP telephony systems, on effectiveness of the speaker identification. Also, the results were presented of effectiveness of speaker identification at specific levels of noise with the speech signal and occurrence of other disturbances that could appear during phone calls, which made it possible to specify the spectrum of applications of the presented ASR system.
Feature and contrast enhancement of mammographic image based on multiscale analysis and morphology.
Wu, Shibin; Yu, Shaode; Yang, Yuhan; Xie, Yaoqin
2013-01-01
A new algorithm for feature and contrast enhancement of mammographic images is proposed in this paper. The approach bases on multiscale transform and mathematical morphology. First of all, the Laplacian Gaussian pyramid operator is applied to transform the mammography into different scale subband images. In addition, the detail or high frequency subimages are equalized by contrast limited adaptive histogram equalization (CLAHE) and low-pass subimages are processed by mathematical morphology. Finally, the enhanced image of feature and contrast is reconstructed from the Laplacian Gaussian pyramid coefficients modified at one or more levels by contrast limited adaptive histogram equalization and mathematical morphology, respectively. The enhanced image is processed by global nonlinear operator. The experimental results show that the presented algorithm is effective for feature and contrast enhancement of mammogram. The performance evaluation of the proposed algorithm is measured by contrast evaluation criterion for image, signal-noise-ratio (SNR), and contrast improvement index (CII).
Feature and Contrast Enhancement of Mammographic Image Based on Multiscale Analysis and Morphology
Wu, Shibin; Xie, Yaoqin
2013-01-01
A new algorithm for feature and contrast enhancement of mammographic images is proposed in this paper. The approach bases on multiscale transform and mathematical morphology. First of all, the Laplacian Gaussian pyramid operator is applied to transform the mammography into different scale subband images. In addition, the detail or high frequency subimages are equalized by contrast limited adaptive histogram equalization (CLAHE) and low-pass subimages are processed by mathematical morphology. Finally, the enhanced image of feature and contrast is reconstructed from the Laplacian Gaussian pyramid coefficients modified at one or more levels by contrast limited adaptive histogram equalization and mathematical morphology, respectively. The enhanced image is processed by global nonlinear operator. The experimental results show that the presented algorithm is effective for feature and contrast enhancement of mammogram. The performance evaluation of the proposed algorithm is measured by contrast evaluation criterion for image, signal-noise-ratio (SNR), and contrast improvement index (CII). PMID:24416072
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.
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
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.
Inferring time derivatives including cell growth rates using Gaussian processes
NASA Astrophysics Data System (ADS)
Swain, Peter S.; Stevenson, Keiran; Leary, Allen; Montano-Gutierrez, Luis F.; Clark, Ivan B. N.; Vogel, Jackie; Pilizota, Teuta
2016-12-01
Often the time derivative of a measured variable is of as much interest as the variable itself. For a growing population of biological cells, for example, the population's growth rate is typically more important than its size. Here we introduce a non-parametric method to infer first and second time derivatives as a function of time from time-series data. Our approach is based on Gaussian processes and applies to a wide range of data. In tests, the method is at least as accurate as others, but has several advantages: it estimates errors both in the inference and in any summary statistics, such as lag times, and allows interpolation with the corresponding error estimation. As illustrations, we infer growth rates of microbial cells, the rate of assembly of an amyloid fibril and both the speed and acceleration of two separating spindle pole bodies. Our algorithm should thus be broadly applicable.
Bayesian tomography and integrated data analysis in fusion diagnostics
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, Dong, E-mail: lid@swip.ac.cn; Dong, Y. B.; Deng, Wei
2016-11-15
In this article, a Bayesian tomography method using non-stationary Gaussian process for a prior has been introduced. The Bayesian formalism allows quantities which bear uncertainty to be expressed in the probabilistic form so that the uncertainty of a final solution can be fully resolved from the confidence interval of a posterior probability. Moreover, a consistency check of that solution can be performed by checking whether the misfits between predicted and measured data are reasonably within an assumed data error. In particular, the accuracy of reconstructions is significantly improved by using the non-stationary Gaussian process that can adapt to the varyingmore » smoothness of emission distribution. The implementation of this method to a soft X-ray diagnostics on HL-2A has been used to explore relevant physics in equilibrium and MHD instability modes. This project is carried out within a large size inference framework, aiming at an integrated analysis of heterogeneous diagnostics.« less
Rockfall travel distances theoretical distributions
NASA Astrophysics Data System (ADS)
Jaboyedoff, Michel; Derron, Marc-Henri; Pedrazzini, Andrea
2017-04-01
The probability of propagation of rockfalls is a key part of hazard assessment, because it permits to extrapolate the probability of propagation of rockfall either based on partial data or simply theoretically. The propagation can be assumed frictional which permits to describe on average the propagation by a line of kinetic energy which corresponds to the loss of energy along the path. But loss of energy can also be assumed as a multiplicative process or a purely random process. The distributions of the rockfall block stop points can be deduced from such simple models, they lead to Gaussian, Inverse-Gaussian, Log-normal or exponential negative distributions. The theoretical background is presented, and the comparisons of some of these models with existing data indicate that these assumptions are relevant. The results are either based on theoretical considerations or by fitting results. They are potentially very useful for rockfall hazard zoning and risk assessment. This approach will need further investigations.
Andersson, Jesper L.R.; Sotiropoulos, Stamatios N.
2015-01-01
Diffusion MRI offers great potential in studying the human brain microstructure and connectivity. However, diffusion images are marred by technical problems, such as image distortions and spurious signal loss. Correcting for these problems is non-trivial and relies on having a mechanism that predicts what to expect. In this paper we describe a novel way to represent and make predictions about diffusion MRI data. It is based on a Gaussian process on one or several spheres similar to the Geostatistical method of “Kriging”. We present a choice of covariance function that allows us to accurately predict the signal even from voxels with complex fibre patterns. For multi-shell data (multiple non-zero b-values) the covariance function extends across the shells which means that data from one shell is used when making predictions for another shell. PMID:26236030
Fractional Brownian motion time-changed by gamma and inverse gamma process
NASA Astrophysics Data System (ADS)
Kumar, A.; Wyłomańska, A.; Połoczański, R.; Sundar, S.
2017-02-01
Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian. Therefore there is need to consider new classes of systems to model these kinds of empirical behavior. Motivated by this fact in this paper we analyze two processes which exhibit long range dependence property and have additional interesting characteristics which may be observed in real phenomena. Both of them are constructed as the superposition of fractional Brownian motion (FBM) and other process. In the first case the internal process, which plays role of the time, is the gamma process while in the second case the internal process is its inverse. We present in detail their main properties paying main attention to the long range dependence property. Moreover, we show how to simulate these processes and estimate their parameters. We propose to use a novel method based on rescaled modified cumulative distribution function for estimation of parameters of the second considered process. This method is very useful in description of rounded data, like waiting times of subordinated processes delayed by inverse subordinators. By using the Monte Carlo method we show the effectiveness of proposed estimation procedures. Finally, we present the applications of proposed models to real time series.
Yuan, Jing; Yeung, David Ka Wai; Mok, Greta S. P.; Bhatia, Kunwar S.; Wang, Yi-Xiang J.; Ahuja, Anil T.; King, Ann D.
2014-01-01
Purpose To technically investigate the non-Gaussian diffusion of head and neck diffusion weighted imaging (DWI) at 3 Tesla and compare advanced non-Gaussian diffusion models, including diffusion kurtosis imaging (DKI), stretched-exponential model (SEM), intravoxel incoherent motion (IVIM) and statistical model in the patients with nasopharyngeal carcinoma (NPC). Materials and Methods After ethics approval was granted, 16 patients with NPC were examined using DWI performed at 3T employing an extended b-value range from 0 to 1500 s/mm2. DWI signals were fitted to the mono-exponential and non-Gaussian diffusion models on primary tumor, metastatic node, spinal cord and muscle. Non-Gaussian parameter maps were generated and compared to apparent diffusion coefficient (ADC) maps in NPC. Results Diffusion in NPC exhibited non-Gaussian behavior at the extended b-value range. Non-Gaussian models achieved significantly better fitting of DWI signal than the mono-exponential model. Non-Gaussian diffusion coefficients were substantially different from mono-exponential ADC both in magnitude and histogram distribution. Conclusion Non-Gaussian diffusivity in head and neck tissues and NPC lesions could be assessed by using non-Gaussian diffusion models. Non-Gaussian DWI analysis may reveal additional tissue properties beyond ADC and holds potentials to be used as a complementary tool for NPC characterization. PMID:24466318
The properties of the anti-tumor model with coupling non-Gaussian noise and Gaussian colored noise
NASA Astrophysics Data System (ADS)
Guo, Qin; Sun, Zhongkui; Xu, Wei
2016-05-01
The anti-tumor model with correlation between multiplicative non-Gaussian noise and additive Gaussian-colored noise has been investigated in this paper. The behaviors of the stationary probability distribution demonstrate that the multiplicative non-Gaussian noise plays a dual role in the development of tumor and an appropriate additive Gaussian colored noise can lead to a minimum of the mean value of tumor cell population. The mean first passage time is calculated to quantify the effects of noises on the transition time of tumors between the stable states. An increase in both the non-Gaussian noise intensity and the departure from the Gaussian noise can accelerate the transition from the disease state to the healthy state. On the contrary, an increase in cross-correlated degree will slow down the transition. Moreover, the correlation time can enhance the stability of the disease state.
A wavelet-based Gaussian method for energy dispersive X-ray fluorescence spectrum.
Liu, Pan; Deng, Xiaoyan; Tang, Xin; Shen, Shijian
2017-05-01
This paper presents a wavelet-based Gaussian method (WGM) for the peak intensity estimation of energy dispersive X-ray fluorescence (EDXRF). The relationship between the parameters of Gaussian curve and the wavelet coefficients of Gaussian peak point is firstly established based on the Mexican hat wavelet. It is found that the Gaussian parameters can be accurately calculated by any two wavelet coefficients at the peak point which has to be known. This fact leads to a local Gaussian estimation method for spectral peaks, which estimates the Gaussian parameters based on the detail wavelet coefficients of Gaussian peak point. The proposed method is tested via simulated and measured spectra from an energy X-ray spectrometer, and compared with some existing methods. The results prove that the proposed method can directly estimate the peak intensity of EDXRF free from the background information, and also effectively distinguish overlap peaks in EDXRF spectrum.
Gaussian Process Model for Antarctic Surface Mass Balance and Ice Core Site Selection
NASA Astrophysics Data System (ADS)
White, P. A.; Reese, S.; Christensen, W. F.; Rupper, S.
2017-12-01
Surface mass balance (SMB) is an important factor in the estimation of sea level change, and data are collected to estimate models for prediction of SMB on the Antarctic ice sheet. Using Favier et al.'s (2013) quality-controlled aggregate data set of SMB field measurements, a fully Bayesian spatial model is posed to estimate Antarctic SMB and propose new field measurement locations. Utilizing Nearest-Neighbor Gaussian process (NNGP) models, SMB is estimated over the Antarctic ice sheet. An Antarctic SMB map is rendered using this model and is compared with previous estimates. A prediction uncertainty map is created to identify regions of high SMB uncertainty. The model estimates net SMB to be 2173 Gton yr-1 with 95% credible interval (2021,2331) Gton yr-1. On average, these results suggest lower Antarctic SMB and higher uncertainty than previously purported [Vaughan et al. (1999); Van de Berg et al. (2006); Arthern, Winebrenner and Vaughan (2006); Bromwich et al. (2004); Lenaerts et al. (2012)], even though this model utilizes significantly more observations than previous models. Using the Gaussian process' uncertainty and model parameters, we propose 15 new measurement locations for field study utilizing a maximin space-filling, error-minimizing design; these potential measurements are identied to minimize future estimation uncertainty. Using currently accepted Antarctic mass balance estimates and our SMB estimate, we estimate net mass loss [Shepherd et al. (2012); Jacob et al. (2012)]. Furthermore, we discuss modeling details for both space-time data and combining field measurement data with output from mathematical models using the NNGP framework.
Fractal scaling analysis of groundwater dynamics in confined aquifers
NASA Astrophysics Data System (ADS)
Tu, Tongbi; Ercan, Ali; Kavvas, M. Levent
2017-10-01
Groundwater closely interacts with surface water and even climate systems in most hydroclimatic settings. Fractal scaling analysis of groundwater dynamics is of significance in modeling hydrological processes by considering potential temporal long-range dependence and scaling crossovers in the groundwater level fluctuations. In this study, it is demonstrated that the groundwater level fluctuations in confined aquifer wells with long observations exhibit site-specific fractal scaling behavior. Detrended fluctuation analysis (DFA) was utilized to quantify the monofractality, and multifractal detrended fluctuation analysis (MF-DFA) and multiscale multifractal analysis (MMA) were employed to examine the multifractal behavior. The DFA results indicated that fractals exist in groundwater level time series, and it was shown that the estimated Hurst exponent is closely dependent on the length and specific time interval of the time series. The MF-DFA and MMA analyses showed that different levels of multifractality exist, which may be partially due to a broad probability density distribution with infinite moments. Furthermore, it is demonstrated that the underlying distribution of groundwater level fluctuations exhibits either non-Gaussian characteristics, which may be fitted by the Lévy stable distribution, or Gaussian characteristics depending on the site characteristics. However, fractional Brownian motion (fBm), which has been identified as an appropriate model to characterize groundwater level fluctuation, is Gaussian with finite moments. Therefore, fBm may be inadequate for the description of physical processes with infinite moments, such as the groundwater level fluctuations in this study. It is concluded that there is a need for generalized governing equations of groundwater flow processes that can model both the long-memory behavior and the Brownian finite-memory behavior.
A Stochastic Kinematic Model of Class Averaging in Single-Particle Electron Microscopy
Park, Wooram; Midgett, Charles R.; Madden, Dean R.; Chirikjian, Gregory S.
2011-01-01
Single-particle electron microscopy is an experimental technique that is used to determine the 3D structure of biological macromolecules and the complexes that they form. In general, image processing techniques and reconstruction algorithms are applied to micrographs, which are two-dimensional (2D) images taken by electron microscopes. Each of these planar images can be thought of as a projection of the macromolecular structure of interest from an a priori unknown direction. A class is defined as a collection of projection images with a high degree of similarity, presumably resulting from taking projections along similar directions. In practice, micrographs are very noisy and those in each class are aligned and averaged in order to reduce the background noise. Errors in the alignment process are inevitable due to noise in the electron micrographs. This error results in blurry averaged images. In this paper, we investigate how blurring parameters are related to the properties of the background noise in the case when the alignment is achieved by matching the mass centers and the principal axes of the experimental images. We observe that the background noise in micrographs can be treated as Gaussian. Using the mean and variance of the background Gaussian noise, we derive equations for the mean and variance of translational and rotational misalignments in the class averaging process. This defines a Gaussian probability density on the Euclidean motion group of the plane. Our formulation is validated by convolving the derived blurring function representing the stochasticity of the image alignments with the underlying noiseless projection and comparing with the original blurry image. PMID:21660125
Ziegler, G; Ridgway, G R; Dahnke, R; Gaser, C
2014-08-15
Structural imaging based on MRI is an integral component of the clinical assessment of patients with potential dementia. We here propose an individualized Gaussian process-based inference scheme for clinical decision support in healthy and pathological aging elderly subjects using MRI. The approach aims at quantitative and transparent support for clinicians who aim to detect structural abnormalities in patients at risk of Alzheimer's disease or other types of dementia. Firstly, we introduce a generative model incorporating our knowledge about normative decline of local and global gray matter volume across the brain in elderly. By supposing smooth structural trajectories the models account for the general course of age-related structural decline as well as late-life accelerated loss. Considering healthy subjects' demography and global brain parameters as informative about normal brain aging variability affords individualized predictions in single cases. Using Gaussian process models as a normative reference, we predict new subjects' brain scans and quantify the local gray matter abnormalities in terms of Normative Probability Maps (NPM) and global z-scores. By integrating the observed expectation error and the predictive uncertainty, the local maps and global scores exploit the advantages of Bayesian inference for clinical decisions and provide a valuable extension of diagnostic information about pathological aging. We validate the approach in simulated data and real MRI data. We train the GP framework using 1238 healthy subjects with ages 18-94 years, and predict in 415 independent test subjects diagnosed as healthy controls, Mild Cognitive Impairment and Alzheimer's disease. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.
Ziegler, G.; Ridgway, G.R.; Dahnke, R.; Gaser, C.
2014-01-01
Structural imaging based on MRI is an integral component of the clinical assessment of patients with potential dementia. We here propose an individualized Gaussian process-based inference scheme for clinical decision support in healthy and pathological aging elderly subjects using MRI. The approach aims at quantitative and transparent support for clinicians who aim to detect structural abnormalities in patients at risk of Alzheimer's disease or other types of dementia. Firstly, we introduce a generative model incorporating our knowledge about normative decline of local and global gray matter volume across the brain in elderly. By supposing smooth structural trajectories the models account for the general course of age-related structural decline as well as late-life accelerated loss. Considering healthy subjects' demography and global brain parameters as informative about normal brain aging variability affords individualized predictions in single cases. Using Gaussian process models as a normative reference, we predict new subjects' brain scans and quantify the local gray matter abnormalities in terms of Normative Probability Maps (NPM) and global z-scores. By integrating the observed expectation error and the predictive uncertainty, the local maps and global scores exploit the advantages of Bayesian inference for clinical decisions and provide a valuable extension of diagnostic information about pathological aging. We validate the approach in simulated data and real MRI data. We train the GP framework using 1238 healthy subjects with ages 18–94 years, and predict in 415 independent test subjects diagnosed as healthy controls, Mild Cognitive Impairment and Alzheimer's disease. PMID:24742919
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cui, Jie; Krems, Roman V.; Li, Zhiying
2015-10-21
We consider a problem of extrapolating the collision properties of a large polyatomic molecule A–H to make predictions of the dynamical properties for another molecule related to A–H by the substitution of the H atom with a small molecular group X, without explicitly computing the potential energy surface for A–X. We assume that the effect of the −H →−X substitution is embodied in a multidimensional function with unknown parameters characterizing the change of the potential energy surface. We propose to apply the Gaussian Process model to determine the dependence of the dynamical observables on the unknown parameters. This can bemore » used to produce an interval of the observable values which corresponds to physical variations of the potential parameters. We show that the Gaussian Process model combined with classical trajectory calculations can be used to obtain the dependence of the cross sections for collisions of C{sub 6}H{sub 5}CN with He on the unknown parameters describing the interaction of the He atom with the CN fragment of the molecule. The unknown parameters are then varied within physically reasonable ranges to produce a prediction uncertainty of the cross sections. The results are normalized to the cross sections for He — C{sub 6}H{sub 6} collisions obtained from quantum scattering calculations in order to provide a prediction interval of the thermally averaged cross sections for collisions of C{sub 6}H{sub 5}CN with He.« less
Gaussian intrinsic entanglement for states with partial minimum uncertainty
NASA Astrophysics Data System (ADS)
Mišta, Ladislav; Baksová, Klára
2018-01-01
We develop a recently proposed theory of a quantifier of bipartite Gaussian entanglement called Gaussian intrinsic entanglement (GIE) [L. Mišta, Jr. and R. Tatham, Phys. Rev. Lett. 117, 240505 (2016), 10.1103/PhysRevLett.117.240505]. Gaussian intrinsic entanglement provides a compromise between computable and physically meaningful entanglement quantifiers and so far it has been calculated for two-mode Gaussian states including all symmetric partial minimum-uncertainty states, weakly mixed asymmetric squeezed thermal states with partial minimum uncertainty, and weakly mixed symmetric squeezed thermal states. We improve the method of derivation of GIE and show that all previously derived formulas for GIE of weakly mixed states in fact hold for states with higher mixedness. In addition, we derive analytical formulas for GIE for several other classes of two-mode Gaussian states with partial minimum uncertainty. Finally, we show that, like for all previously known states, also for all currently considered states the GIE is equal to Gaussian Rényi-2 entanglement of formation. This finding strengthens a conjecture about the equivalence of GIE and Gaussian Rényi-2 entanglement of formation for all bipartite Gaussian states.
NASA Astrophysics Data System (ADS)
Guo, Yongfeng; Shen, Yajun; Tan, Jianguo
2016-09-01
The phenomenon of stochastic resonance (SR) in a piecewise nonlinear model driven by a periodic signal and correlated noises for the cases of a multiplicative non-Gaussian noise and an additive Gaussian white noise is investigated. Applying the path integral approach, the unified colored noise approximation and the two-state model theory, the analytical expression of the signal-to-noise ratio (SNR) is derived. It is found that conventional stochastic resonance exists in this system. From numerical computations we obtain that: (i) As a function of the non-Gaussian noise intensity, the SNR is increased when the non-Gaussian noise deviation parameter q is increased. (ii) As a function of the Gaussian noise intensity, the SNR is decreased when q is increased. This demonstrates that the effect of the non-Gaussian noise on SNR is different from that of the Gaussian noise in this system. Moreover, we further discuss the effect of the correlation time of the non-Gaussian noise, cross-correlation strength, the amplitude and frequency of the periodic signal on SR.
Flat-top beam for laser-stimulated pain
NASA Astrophysics Data System (ADS)
McCaughey, Ryan; Nadeau, Valerie; Dickinson, Mark
2005-04-01
One of the main problems during laser stimulation in human pain research is the risk of tissue damage caused by excessive heating of the skin. This risk has been reduced by using a laser beam with a flattop (or superGaussian) intensity profile, instead of the conventional Gaussian beam. A finite difference approximation to the heat conduction equation has been applied to model the temperature distribution in skin as a result of irradiation by flattop and Gaussian profile CO2 laser beams. The model predicts that a 15 mm diameter, 15 W, 100 ms CO2 laser pulse with an order 6 superGaussian profile produces a maximum temperature 6 oC less than a Gaussian beam with the same energy density. A superGaussian profile was created by passing a Gaussian beam through a pair of zinc selenide aspheric lenses which refract the more intense central region of the beam towards the less intense periphery. The profiles of the lenses were determined by geometrical optics. In human pain trials the superGaussian beam required more power than the Gaussian beam to reach sensory and pain thresholds.
Comparing fixed and variable-width Gaussian networks.
Kůrková, Věra; Kainen, Paul C
2014-09-01
The role of width of Gaussians in two types of computational models is investigated: Gaussian radial-basis-functions (RBFs) where both widths and centers vary and Gaussian kernel networks which have fixed widths but varying centers. The effect of width on functional equivalence, universal approximation property, and form of norms in reproducing kernel Hilbert spaces (RKHS) is explored. It is proven that if two Gaussian RBF networks have the same input-output functions, then they must have the same numbers of units with the same centers and widths. Further, it is shown that while sets of input-output functions of Gaussian kernel networks with two different widths are disjoint, each such set is large enough to be a universal approximator. Embedding of RKHSs induced by "flatter" Gaussians into RKHSs induced by "sharper" Gaussians is described and growth of the ratios of norms on these spaces with increasing input dimension is estimated. Finally, large sets of argminima of error functionals in sets of input-output functions of Gaussian RBFs are described. Copyright © 2014 Elsevier Ltd. All rights reserved.
Hirayama, Shusuke; Takayanagi, Taisuke; Fujii, Yusuke; Fujimoto, Rintaro; Fujitaka, Shinichiro; Umezawa, Masumi; Nagamine, Yoshihiko; Hosaka, Masahiro; Yasui, Keisuke; Omachi, Chihiro; Toshito, Toshiyuki
2016-03-01
The main purpose in this study was to present the results of beam modeling and how the authors systematically investigated the influence of double and triple Gaussian proton kernel models on the accuracy of dose calculations for spot scanning technique. The accuracy of calculations was important for treatment planning software (TPS) because the energy, spot position, and absolute dose had to be determined by TPS for the spot scanning technique. The dose distribution was calculated by convolving in-air fluence with the dose kernel. The dose kernel was the in-water 3D dose distribution of an infinitesimal pencil beam and consisted of an integral depth dose (IDD) and a lateral distribution. Accurate modeling of the low-dose region was important for spot scanning technique because the dose distribution was formed by cumulating hundreds or thousands of delivered beams. The authors employed a double Gaussian function as the in-air fluence model of an individual beam. Double and triple Gaussian kernel models were also prepared for comparison. The parameters of the kernel lateral model were derived by fitting a simulated in-water lateral dose profile induced by an infinitesimal proton beam, whose emittance was zero, at various depths using Monte Carlo (MC) simulation. The fitted parameters were interpolated as a function of depth in water and stored as a separate look-up table. These stored parameters for each energy and depth in water were acquired from the look-up table when incorporating them into the TPS. The modeling process for the in-air fluence and IDD was based on the method proposed in the literature. These were derived using MC simulation and measured data. The authors compared the measured and calculated absolute doses at the center of the spread-out Bragg peak (SOBP) under various volumetric irradiation conditions to systematically investigate the influence of the two types of kernel models on the dose calculations. The authors investigated the difference between double and triple Gaussian kernel models. The authors found that the difference between the two studied kernel models appeared at mid-depths and the accuracy of predicting the double Gaussian model deteriorated at the low-dose bump that appeared at mid-depths. When the authors employed the double Gaussian kernel model, the accuracy of calculations for the absolute dose at the center of the SOBP varied with irradiation conditions and the maximum difference was 3.4%. In contrast, the results obtained from calculations with the triple Gaussian kernel model indicated good agreement with the measurements within ±1.1%, regardless of the irradiation conditions. The difference between the results obtained with the two types of studied kernel models was distinct in the high energy region. The accuracy of calculations with the double Gaussian kernel model varied with the field size and SOBP width because the accuracy of prediction with the double Gaussian model was insufficient at the low-dose bump. The evaluation was only qualitative under limited volumetric irradiation conditions. Further accumulation of measured data would be needed to quantitatively comprehend what influence the double and triple Gaussian kernel models had on the accuracy of dose calculations.
NASA Astrophysics Data System (ADS)
Papalexiou, Simon Michael
2018-05-01
Hydroclimatic processes come in all "shapes and sizes". They are characterized by different spatiotemporal correlation structures and probability distributions that can be continuous, mixed-type, discrete or even binary. Simulating such processes by reproducing precisely their marginal distribution and linear correlation structure, including features like intermittency, can greatly improve hydrological analysis and design. Traditionally, modelling schemes are case specific and typically attempt to preserve few statistical moments providing inadequate and potentially risky distribution approximations. Here, a single framework is proposed that unifies, extends, and improves a general-purpose modelling strategy, based on the assumption that any process can emerge by transforming a specific "parent" Gaussian process. A novel mathematical representation of this scheme, introducing parametric correlation transformation functions, enables straightforward estimation of the parent-Gaussian process yielding the target process after the marginal back transformation, while it provides a general description that supersedes previous specific parameterizations, offering a simple, fast and efficient simulation procedure for every stationary process at any spatiotemporal scale. This framework, also applicable for cyclostationary and multivariate modelling, is augmented with flexible parametric correlation structures that parsimoniously describe observed correlations. Real-world simulations of various hydroclimatic processes with different correlation structures and marginals, such as precipitation, river discharge, wind speed, humidity, extreme events per year, etc., as well as a multivariate example, highlight the flexibility, advantages, and complete generality of the method.
Statistics of Advective Stretching in Three-dimensional Incompressible Flows
NASA Astrophysics Data System (ADS)
Subramanian, Natarajan; Kellogg, Louise H.; Turcotte, Donald L.
2009-09-01
We present a method to quantify kinematic stretching in incompressible, unsteady, isoviscous, three-dimensional flows. We extend the method of Kellogg and Turcotte (J. Geophys. Res. 95:421-432, 1990) to compute the axial stretching/thinning experienced by infinitesimal ellipsoidal strain markers in arbitrary three-dimensional incompressible flows and discuss the differences between our method and the computation of Finite Time Lyapunov Exponent (FTLE). We use the cellular flow model developed in Solomon and Mezic (Nature 425:376-380, 2003) to study the statistics of stretching in a three-dimensional unsteady cellular flow. We find that the probability density function of the logarithm of normalised cumulative stretching (log S) for a globally chaotic flow, with spatially heterogeneous stretching behavior, is not Gaussian and that the coefficient of variation of the Gaussian distribution does not decrease with time as t^{-1/2} . However, it is observed that stretching becomes exponential log S˜ t and the probability density function of log S becomes Gaussian when the time dependence of the flow and its three-dimensionality are increased to make the stretching behaviour of the flow more spatially uniform. We term these behaviors weak and strong chaotic mixing respectively. We find that for strongly chaotic mixing, the coefficient of variation of the Gaussian distribution decreases with time as t^{-1/2} . This behavior is consistent with a random multiplicative stretching process.
Schmidt, Nathan W.; Wong, Gerard C. L.
2013-01-01
Short cationic, amphipathic antimicrobial peptides are multi-functional molecules that have roles in host defense as direct microbicides and modulators of the immune response. While a general mechanism of microbicidal activity involves the selective disruption and permeabilization of cell membranes, the relationships between peptide sequence and membrane activity are still under investigation. Here, we review the diverse functions that AMPs collectively have in host defense, and show that these functions can be multiplexed with a membrane mechanism of activity derived from the generation of negative Gaussian membrane curvature. As AMPs preferentially generate this curvature in model bacterial cell membranes, the selective generation of negative Gaussian curvature provides AMPs with a broad mechanism to target microbial membranes. The amino acid constraints placed on AMPs by the geometric requirement to induce negative Gaussian curvature are consistent with known AMP sequences. This ‘saddle-splay curvature selection rule’ is not strongly restrictive so AMPs have significant compositional freedom to multiplex membrane activity with other useful functions. The observation that certain proteins involved in cellular processes which require negative Gaussian curvature contain domains with similar motifs as AMPs, suggests this rule may be applicable to other curvature-generating proteins. Since our saddle-splay curvature design rule is based upon both a mechanism of activity and the existing motifs of natural AMPs, we believe it will assist the development of synthetic antimicrobials. PMID:24778573
Payne, Brennan R; Stine-Morrow, Elizabeth A L
2014-06-01
We report a secondary data analysis investigating age differences in the effects of clause and sentence wrap-up on reading time distributions during sentence comprehension. Residual word-by-word self-paced reading times were fit to the ex-Gaussian distribution to examine age differences in the effects of clause and sentence wrap-up on both the location and shape of participants' reaction time (RT) distributions. The ex-Gaussian distribution showed good fit to the data in both younger and older adults. Sentence wrap-up increased the central tendency, the variability, and the tail of the distribution, and these effects were exaggerated among the old. In contrast, clause wrap-up influenced the tail of the distribution only, and did so differentially for older adults. Effects were confirmed via nonparametric vincentile plots. Individual differences in visual acuity, working memory, speed of processing, and verbal ability were differentially related to ex-Gaussian parameters reflecting wrap-up effects on underlying reading time distributions. These findings argue against simple pause mechanisms to explain end-of-clause and end-of-sentence reading time patterns; rather, the findings are consistent with a cognitively effortful view of wrap-up and suggest that age and individual differences in attentional allocation to semantic integration during reading, as revealed by RT distribution analyses, play an important role in sentence understanding. PsycINFO Database Record (c) 2014 APA, all rights reserved.
NASA Astrophysics Data System (ADS)
Alam, Sabir Ul; Rao, A. Srinivasa; Ghosh, Anirban; Vaity, Pravin; Samanta, G. K.
2018-04-01
We report on a simple experimental scheme to generate and control the orbital angular momentum (OAM) spectrum of the asymmetric vortex beams in a nonlinear frequency conversion process. Using a spiral phase plate (SPP) and adjusting the transverse shift of the SPP with respect to the incident Gaussian beam axis, we have transformed the symmetric (intensity distribution) optical vortex of order l into an asymmetric vortex beam of measured broad spectrum of OAM modes of orders l, l - 1, l - 2, …, 0 (Gaussian mode). While the position of the SPP determines the distribution of the OAM modes, we have also observed that the modal distribution of the vortex beam changes with the shift of the SPP of all orders and finally results in a Gaussian beam (l = 0). Using single-pass frequency doubling of the asymmetric vortices, we have transferred the pump OAM spectra, l, l - 1, l - 2, …, 0, into the broad spectra of higher order OAM modes, 2l, 2l - 1, 2l - 2, …, 0 at green wavelength, owing to OAM conservation in nonlinear processes. We also observed an increase in single-pass conversion efficiency with the increase in asymmetry of the pump vortices producing a higher power vortex beam of mixed OAM modes at a new wavelength than that of the pure OAM mode.
NASA Astrophysics Data System (ADS)
Hampton, E. J.; Medling, A. M.; Groves, B.; Kewley, L.; Dopita, M.; Davies, R.; Ho, I.-T.; Kaasinen, M.; Leslie, S.; Sharp, R.; Sweet, S. M.; Thomas, A. D.; Allen, J.; Bland-Hawthorn, J.; Brough, S.; Bryant, J. J.; Croom, S.; Goodwin, M.; Green, A.; Konstantantopoulos, I. S.; Lawrence, J.; López-Sánchez, Á. R.; Lorente, N. P. F.; McElroy, R.; Owers, M. S.; Richards, S. N.; Shastri, P.
2017-09-01
Integral field spectroscopy (IFS) surveys are changing how we study galaxies and are creating vastly more spectroscopic data available than before. The large number of resulting spectra makes visual inspection of emission line fits an infeasible option. Here, we present a demonstration of an artificial neural network (ANN) that determines the number of Gaussian components needed to describe the complex emission line velocity structures observed in galaxies after being fit with lzifu. We apply our ANN to IFS data for the S7 survey, conducted using the Wide Field Spectrograph on the ANU 2.3 m Telescope, and the SAMI Galaxy Survey, conducted using the SAMI instrument on the 4 m Anglo-Australian Telescope. We use the spectral fitting code lzifu (Ho et al. 2016a) to fit the emission line spectra of individual spaxels from S7 and SAMI data cubes with 1-, 2- and 3-Gaussian components. We demonstrate that using an ANN is comparable to astronomers performing the same visual inspection task of determining the best number of Gaussian components to describe the physical processes in galaxies. The advantage of our ANN is that it is capable of processing the spectra for thousands of galaxies in minutes, as compared to the years this task would take individual astronomers to complete by visual inspection.
NASA Astrophysics Data System (ADS)
Koroloff, Sophie N.; Nevzorov, Alexander A.
2017-01-01
Spectroscopic assignment of NMR spectra for oriented uniformly labeled membrane proteins embedded in their native-like bilayer environment is essential for their structure determination. However, sequence-specific assignment in oriented-sample (OS) NMR is often complicated by insufficient resolution and spectral crowding. Therefore, the assignment process is usually done by a laborious and expensive "shotgun" method involving multiple selective labeling of amino acid residues. Presented here is a strategy to overcome poor spectral resolution in crowded regions of 2D spectra by selecting resolved "seed" residues via soft Gaussian pulses inserted into spin-exchange separated local-field experiments. The Gaussian pulse places the selected polarization along the z-axis while dephasing the other signals before the evolution of the 1H-15N dipolar couplings. The transfer of magnetization is accomplished via mismatched Hartmann-Hahn conditions to the nearest-neighbor peaks via the proton bath. By optimizing the length and amplitude of the Gaussian pulse, one can also achieve a phase inversion of the closest peaks, thus providing an additional phase contrast. From the superposition of the selective spin-exchanged SAMPI4 onto the fully excited SAMPI4 spectrum, the 15N sites that are directly adjacent to the selectively excited residues can be easily identified, thereby providing a straightforward method for initiating the assignment process in oriented membrane proteins.
Temporal scaling and spatial statistical analyses of groundwater level fluctuations
NASA Astrophysics Data System (ADS)
Sun, H.; Yuan, L., Sr.; Zhang, Y.
2017-12-01
Natural dynamics such as groundwater level fluctuations can exhibit multifractionality and/or multifractality due likely to multi-scale aquifer heterogeneity and controlling factors, whose statistics requires efficient quantification methods. This study explores multifractionality and non-Gaussian properties in groundwater dynamics expressed by time series of daily level fluctuation at three wells located in the lower Mississippi valley, after removing the seasonal cycle in the temporal scaling and spatial statistical analysis. First, using the time-scale multifractional analysis, a systematic statistical method is developed to analyze groundwater level fluctuations quantified by the time-scale local Hurst exponent (TS-LHE). Results show that the TS-LHE does not remain constant, implying the fractal-scaling behavior changing with time and location. Hence, we can distinguish the potentially location-dependent scaling feature, which may characterize the hydrology dynamic system. Second, spatial statistical analysis shows that the increment of groundwater level fluctuations exhibits a heavy tailed, non-Gaussian distribution, which can be better quantified by a Lévy stable distribution. Monte Carlo simulations of the fluctuation process also show that the linear fractional stable motion model can well depict the transient dynamics (i.e., fractal non-Gaussian property) of groundwater level, while fractional Brownian motion is inadequate to describe natural processes with anomalous dynamics. Analysis of temporal scaling and spatial statistics therefore may provide useful information and quantification to understand further the nature of complex dynamics in hydrology.
A Surrogate-based Adaptive Sampling Approach for History Matching and Uncertainty Quantification
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, Weixuan; Zhang, Dongxiao; Lin, Guang
A critical procedure in reservoir simulations is history matching (or data assimilation in a broader sense), which calibrates model parameters such that the simulation results are consistent with field measurements, and hence improves the credibility of the predictions given by the simulations. Often there exist non-unique combinations of parameter values that all yield the simulation results matching the measurements. For such ill-posed history matching problems, Bayesian theorem provides a theoretical foundation to represent different solutions and to quantify the uncertainty with the posterior PDF. Lacking an analytical solution in most situations, the posterior PDF may be characterized with a samplemore » of realizations, each representing a possible scenario. A novel sampling algorithm is presented here for the Bayesian solutions to history matching problems. We aim to deal with two commonly encountered issues: 1) as a result of the nonlinear input-output relationship in a reservoir model, the posterior distribution could be in a complex form, such as multimodal, which violates the Gaussian assumption required by most of the commonly used data assimilation approaches; 2) a typical sampling method requires intensive model evaluations and hence may cause unaffordable computational cost. In the developed algorithm, we use a Gaussian mixture model as the proposal distribution in the sampling process, which is simple but also flexible to approximate non-Gaussian distributions and is particularly efficient when the posterior is multimodal. Also, a Gaussian process is utilized as a surrogate model to speed up the sampling process. Furthermore, an iterative scheme of adaptive surrogate refinement and re-sampling ensures sampling accuracy while keeping the computational cost at a minimum level. The developed approach is demonstrated with an illustrative example and shows its capability in handling the above-mentioned issues. Multimodal posterior of the history matching problem is captured and are used to give a reliable production prediction with uncertainty quantification. The new algorithm reveals a great improvement in terms of computational efficiency comparing previously studied approaches for the sample problem.« less
Elegant Ince-Gaussian beams in a quadratic-index medium
NASA Astrophysics Data System (ADS)
Bai, Zhi-Yong; Deng, Dong-Mei; Guo, Qi
2011-09-01
Elegant Ince—Gaussian beams, which are the exact solutions of the paraxial wave equation in a quadratic-index medium, are derived in elliptical coordinates. These kinds of beams are the alternative form of standard Ince—Gaussian beams and they display better symmetry between the Ince-polynomials and the Gaussian function in mathematics. The transverse intensity distribution and the phase of the elegant Ince—Gaussian beams are discussed.
Swings and roundabouts: optical Poincaré spheres for polarization and Gaussian beams
NASA Astrophysics Data System (ADS)
Dennis, M. R.; Alonso, M. A.
2017-02-01
The connection between Poincaré spheres for polarization and Gaussian beams is explored, focusing on the interpretation of elliptic polarization in terms of the isotropic two-dimensional harmonic oscillator in Hamiltonian mechanics, its canonical quantization and semiclassical interpretation. This leads to the interpretation of structured Gaussian modes, the Hermite-Gaussian, Laguerre-Gaussian and generalized Hermite-Laguerre-Gaussian modes as eigenfunctions of operators corresponding to the classical constants of motion of the two-dimensional oscillator, which acquire an extra significance as families of classical ellipses upon semiclassical quantization. This article is part of the themed issue 'Optical orbital angular momentum'.
Local Gaussian operations can enhance continuous-variable entanglement distillation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang Shengli; Loock, Peter van; Institute of Theoretical Physics I, Universitaet Erlangen-Nuernberg, Staudtstrasse 7/B2, DE-91058 Erlangen
2011-12-15
Entanglement distillation is a fundamental building block in long-distance quantum communication. Though known to be useless on their own for distilling Gaussian entangled states, local Gaussian operations may still help to improve non-Gaussian entanglement distillation schemes. Here we show that by applying local squeezing operations both the performance and the efficiency of existing distillation protocols can be enhanced. We find that such an enhancement through local Gaussian unitaries can be obtained even when the initially shared Gaussian entangled states are mixed, as, for instance, after their distribution through a lossy-fiber communication channel.
NASA Astrophysics Data System (ADS)
Eyyuboğlu, Halil T.; Baykal, Yahya; Çil, Celal Z.; Korotkova, Olga; Cai, Yangjian
2010-02-01
In this paper we review our work done in the evaluations of the root mean square (rms) beam wander characteristics of the flat-topped, dark hollow, cos-and cosh Gaussian, J0-Bessel Gaussian and the I0-Bessel Gaussian beams in atmospheric turbulence. Our formulation is based on the wave-treatment approach, where not only the beam sizes but the source beam profiles are taken into account as well. In this approach the first and the second statistical moments are obtained from the Rytov series under weak atmospheric turbulence conditions and the beam size are determined as a function of the propagation distance. It is found that after propagating in atmospheric turbulence, under certain conditions, the collimated flat-topped, dark hollow, cos- and cosh Gaussian, J0-Bessel Gaussian and the I0-Bessel Gaussian beams have smaller rms beam wander compared to that of the Gaussian beam. The beam wander of these beams are analyzed against the propagation distance, source spot sizes, and against specific beam parameters related to the individual beam such as the relative amplitude factors of the constituent beams, the flatness parameters, the beam orders, the displacement parameters, the width parameters, and are compared against the corresponding Gaussian beam.
Propagation of a cosh-Gaussian beam through an optical system in turbulent atmosphere.
Chu, Xiuxiang
2007-12-24
The propagation of a cosh-Gaussian beam through an arbitrary ABCD optical system in turbulent atmosphere has been investigated. The analytical expressions for the average intensity at any receiver plane are obtained. As an elementary example, the average intensity and its radius at the image plane of a cosh-Gaussian beam through a thin lens are studied. To show the effects of a lens on the average intensity and the intensity radius of the laser beam in turbulent atmosphere, the properties of a collimated cosh-Gaussian beam and a focused cosh-Gaussian beam for direct propagation in turbulent atmosphere are studied and numerically calculated. The average intensity profiles of a cosh-Gaussian beam through a lens can have a shape similar to that of the initial beam for a longer propagation distance than that of a collimated cosh-Gaussian beam for direct propagation. With the increment in the propagation distance, the average intensity radius at the image plane of a cosh-Gaussian beam through a thin lens will be smaller than that at the focal plane of a focused cosh-Gaussian beam for direct propagation. Meanwhile, the intensity distributions at the image plane of a cosh-Gaussian beam through a lens with different w(0) and Omega(0) are also studied.
Zhang, Lifu; Li, Chuxin; Zhong, Haizhe; Xu, Changwen; Lei, Dajun; Li, Ying; Fan, Dianyuan
2016-06-27
We have investigated the propagation dynamics of super-Gaussian optical beams in fractional Schrödinger equation. We have identified the difference between the propagation dynamics of super-Gaussian beams and that of Gaussian beams. We show that, the linear propagation dynamics of the super-Gaussian beams with order m > 1 undergo an initial compression phase before they split into two sub-beams. The sub-beams with saddle shape separate each other and their interval increases linearly with propagation distance. In the nonlinear regime, the super-Gaussian beams evolve to become a single soliton, breathing soliton or soliton pair depending on the order of super-Gaussian beams, nonlinearity, as well as the Lévy index. In two dimensions, the linear evolution of super-Gaussian beams is similar to that for one dimension case, but the initial compression of the input super-Gaussian beams and the diffraction of the splitting beams are much stronger than that for one dimension case. While the nonlinear propagation of the super-Gaussian beams becomes much more unstable compared with that for the case of one dimension. Our results show the nonlinear effects can be tuned by varying the Lévy index in the fractional Schrödinger equation for a fixed input power.
Propagation of Ince-Gaussian beams in uniaxial crystals orthogonal to the optical axis
NASA Astrophysics Data System (ADS)
Xu, Y. Q.; Zhou, G. Q.
2012-03-01
An analytical propagation expression of an Ince-Gaussian beam in uniaxial crystals orthogonal to the optical axis is derived. The uniaxial crystal considered here has the property of the extraordinary refractive index being larger than the ordinary refractive index. The Ince-Gaussian beam in the transversal direction along the optical axis spreads more rapidly than that in the other transversal direction. With increasing the ratio of the extraordinary refractive index to the ordinary refractive index, the spreading of the Ince-Gaussian beam in the transversal direction along the optical axis increases and the spreading of the Ince-Gaussian beam in the other transversal direction decreases. The effective beam size in the transversal direction along the optical axis is always larger than that in the other transversal direction. When the even and odd modes of Ince-Gaussian beams exist simultaneously, the effective beam size in the direction along the optical axis of the odd Ince-Gaussian beam is smaller than that of the even Ince-Gaussian beam in the corresponding direction, and the effective beam size in the transversal direction orthogonal to the optical axis of the odd Ince-Gaussian beam is larger than that of the even Ince-Gaussian beam in the corresponding direction.
Probing the cosmological initial conditions using the CMB
NASA Astrophysics Data System (ADS)
Yadav, Amit P. S.
In the last few decades, advances in observational cosmology have given us a standard model of cosmology. The basic cosmological parameters have been laid out to high precision. Cosmologists have started asking questions about the nature of the cosmological initial conditions. Many ambitious experiments such as Planck satellite, EBEX, ACT, CAPMAP, QUaD, BICEP, SPIDER, QUIET, and GEM are underway. Experiments like these will provide us with a wealth of information about CMB polarization, CMB lensing, and polarization foregrounds. These experiments will be complemented with great observational campaigns to map the 3D structure in the Universe and new particle physics constraints from the Large Hadron Collider. In my graduate work I have made explicit how observations of the CMB temperature and E-polarization anisotropies can be combined to provide optimal constraints on models of the early universe at the highest energies. I have developed new ways of constraining models of the early universe using CMB temperature and polarization data. Inflation is one of the most promising theories of the early universe. Different inflationary models predict different amounts of non-Gaussian perturbations. Although any non-Gaussianity predicted by the canonical inflation model is very small, there exist models which can generate significant amounts of non-Gaussianities. Hence any characterization of non-Gaussianity of the primordial perturbations constrains the models of inflation. The information in the bispectrum (or higher order moments) is completely independent of the power spectrum constraints on the amplitude of primordial power spectrum (A), the scalar spectral index of the primordial power spectrum ns, and the running of the primordial power spectrum. My work has made it possible to extract the bispectrum information from large, high resolution CMB temperature and polarization data. We have demonstrated that the primordial adiabatic perturbations can be reconstructed using CMB temperature and E-polarization information (Yadav and Wandelt 2005). One of the main motivations of reconstructing the primordial perturbations is to study the primordial non-Gaussianities. Since the amplitude of primordial non-Gaussianity is very small, any enhancement in sensitivity to the primordial features is useful because it improves the characterization of the primordial non-Gaussianity. Our reconstruction allows us to be more sensitive to the primordial features, whereas most of the current probes of non-Gaussianity do not specifically select for them. We have also developed a fast cubic (bispectrum) estimator of non-Gaussianity f NL of local type, using combined temperature and E-polarization data (Yadavet al. 2007). The estimator is computationally efficient, scaling as O( N 3/2 ) compared to the O( N 5/2 ) scaling of the brute force bispectrum calculation for sky maps with N pixels. For the Planck satellite, this translates into a speed-up by factors of millions, reducing the required computing time from thousands of years to just hours and thus making f NL estimation feasible. The speed of our estimator allows us to study its statistical properties using Monte Carlo simulations. Our estimator in its original form was optimal for homogeneous noise. In order to apply our estimator to realistic data, the estimator needed to be able to deal with inhomogeneous noise. We have generalized the fast polarized estimator to deal with inhomogeneous noise. The generalized estimator is also computationally efficient, scaling as O( N 3/2 ). Furthermore, we have studied and characterized our estimators in the presence of realistic noise, finite resolution, incomplete sky-coverage, and using non-Gaussian CMB maps (Yadavet al. 2008a). We have also developed a numerical code to generate CMB temperature and polarization non-Gaussian maps starting from a given primordial non-Gaussianity (f NL ) (Liguori et al. 2007). In the process of non-Gaussian CMB map making, the code also generates corresponding non-Gaussian primordial curvature perturbations. We use these curvature perturbations to quantify the quality of the tomographic reconstruction method described in (Yadav and Wandelt 2005). We check whether the tomographic reconstruction method preserves the non-Gaussian features, especially the phase information, in the reconstructed curvature perturbations (Yadav et al. in preparation). Finally, using our estimator we found (Yadav and Wandelt 2008) evidence for primordial non-Gaussianity of the local type (f NL ) in the temperature anisotropy of the Cosmic Microwave Background. Analyzing the bispectrum of the WMAP 3-year data up to l max =750 we find 27< f NL <147 (95% CL). This amounts to a rejection of f NL =0 at 2.8s, disfavoring canonical single field slow-roll inflation. The signal is robust to variations in l max , frequency, and masks. No known foreground, instrument systematic, or secondary anisotropy explains it. We explore the impact of several analysis choices on the quoted significance and find 2.5s to be conservative.
Yurko, Joseph P.; Buongiorno, Jacopo; Youngblood, Robert
2015-05-28
System codes for simulation of safety performance of nuclear plants may contain parameters whose values are not known very accurately. New information from tests or operating experience is incorporated into safety codes by a process known as calibration, which reduces uncertainty in the output of the code and thereby improves its support for decision-making. The work reported here implements several improvements on classic calibration techniques afforded by modern analysis techniques. The key innovation has come from development of code surrogate model (or code emulator) construction and prediction algorithms. Use of a fast emulator makes the calibration processes used here withmore » Markov Chain Monte Carlo (MCMC) sampling feasible. This study uses Gaussian Process (GP) based emulators, which have been used previously to emulate computer codes in the nuclear field. The present work describes the formulation of an emulator that incorporates GPs into a factor analysis-type or pattern recognition-type model. This “function factorization” Gaussian Process (FFGP) model allows overcoming limitations present in standard GP emulators, thereby improving both accuracy and speed of the emulator-based calibration process. Calibration of a friction-factor example using a Method of Manufactured Solution is performed to illustrate key properties of the FFGP based process.« less
Modeling methods for merging computational and experimental aerodynamic pressure data
NASA Astrophysics Data System (ADS)
Haderlie, Jacob C.
This research describes a process to model surface pressure data sets as a function of wing geometry from computational and wind tunnel sources and then merge them into a single predicted value. The described merging process will enable engineers to integrate these data sets with the goal of utilizing the advantages of each data source while overcoming the limitations of both; this provides a single, combined data set to support analysis and design. The main challenge with this process is accurately representing each data source everywhere on the wing. Additionally, this effort demonstrates methods to model wind tunnel pressure data as a function of angle of attack as an initial step towards a merging process that uses both location on the wing and flow conditions (e.g., angle of attack, flow velocity or Reynold's number) as independent variables. This surrogate model of pressure as a function of angle of attack can be useful for engineers that need to predict the location of zero-order discontinuities, e.g., flow separation or normal shocks. Because, to the author's best knowledge, there is no published, well-established merging method for aerodynamic pressure data (here, the coefficient of pressure Cp), this work identifies promising modeling and merging methods, and then makes a critical comparison of these methods. Surrogate models represent the pressure data for both data sets. Cubic B-spline surrogate models represent the computational simulation results. Machine learning and multi-fidelity surrogate models represent the experimental data. This research compares three surrogates for the experimental data (sequential--a.k.a. online--Gaussian processes, batch Gaussian processes, and multi-fidelity additive corrector) on the merits of accuracy and computational cost. The Gaussian process (GP) methods employ cubic B-spline CFD surrogates as a model basis function to build a surrogate model of the WT data, and this usage of the CFD surrogate in building the WT data could serve as a "merging" because the resulting WT pressure prediction uses information from both sources. In the GP approach, this model basis function concept seems to place more "weight" on the Cp values from the wind tunnel (WT) because the GP surrogate uses the CFD to approximate the WT data values. Conversely, the computationally inexpensive additive corrector method uses the CFD B-spline surrogate to define the shape of the spanwise distribution of the Cp while minimizing prediction error at all spanwise locations for a given arc length position; this, too, combines information from both sources to make a prediction of the 2-D WT-based Cp distribution, but the additive corrector approach gives more weight to the CFD prediction than to the WT data. Three surrogate models of the experimental data as a function of angle of attack are also compared for accuracy and computational cost. These surrogates are a single Gaussian process model (a single "expert"), product of experts, and generalized product of experts. The merging approach provides a single pressure distribution that combines experimental and computational data. The batch Gaussian process method provides a relatively accurate surrogate that is computationally acceptable, and can receive wind tunnel data from port locations that are not necessarily parallel to a variable direction. On the other hand, the sequential Gaussian process and additive corrector methods must receive a sufficient number of data points aligned with one direction, e.g., from pressure port bands (tap rows) aligned with the freestream. The generalized product of experts best represents wind tunnel pressure as a function of angle of attack, but at higher computational cost than the single expert approach. The format of the application data from computational and experimental sources in this work precluded the merging process from including flow condition variables (e.g., angle of attack) in the independent variables, so the merging process is only conducted in the wing geometry variables of arc length and span. The merging process of Cp data allows a more "hands-off" approach to aircraft design and analysis, (i.e., not as many engineers needed to debate the Cp distribution shape) and generates Cp predictions at any location on the wing. However, the cost with these benefits are engineer time (learning how to build surrogates), computational time in constructing the surrogates, and surrogate accuracy (surrogates introduce error into data predictions). This dissertation effort used the Trap Wing / First AIAA CFD High-Lift Prediction Workshop as a relevant transonic wing with a multi-element high-lift system, and this work identified that the batch GP model for the WT data and the B-spline surrogate for the CFD might best be combined using expert belief weights to describe Cp as a function of location on the wing element surface. (Abstract shortened by ProQuest.).
Truncated Gaussians as tolerance sets
NASA Technical Reports Server (NTRS)
Cozman, Fabio; Krotkov, Eric
1994-01-01
This work focuses on the use of truncated Gaussian distributions as models for bounded data measurements that are constrained to appear between fixed limits. The authors prove that the truncated Gaussian can be viewed as a maximum entropy distribution for truncated bounded data, when mean and covariance are given. The characteristic function for the truncated Gaussian is presented; from this, algorithms are derived for calculation of mean, variance, summation, application of Bayes rule and filtering with truncated Gaussians. As an example of the power of their methods, a derivation of the disparity constraint (used in computer vision) from their models is described. The authors' approach complements results in Statistics, but their proposal is not only to use the truncated Gaussian as a model for selected data; they propose to model measurements as fundamentally in terms of truncated Gaussians.
Gaussian entanglement revisited
NASA Astrophysics Data System (ADS)
Lami, Ludovico; Serafini, Alessio; Adesso, Gerardo
2018-02-01
We present a novel approach to the separability problem for Gaussian quantum states of bosonic continuous variable systems. We derive a simplified necessary and sufficient separability criterion for arbitrary Gaussian states of m versus n modes, which relies on convex optimisation over marginal covariance matrices on one subsystem only. We further revisit the currently known results stating the equivalence between separability and positive partial transposition (PPT) for specific classes of Gaussian states. Using techniques based on matrix analysis, such as Schur complements and matrix means, we then provide a unified treatment and compact proofs of all these results. In particular, we recover the PPT-separability equivalence for: (i) Gaussian states of 1 versus n modes; and (ii) isotropic Gaussian states. In passing, we also retrieve (iii) the recently established equivalence between separability of a Gaussian state and and its complete Gaussian extendability. Our techniques are then applied to progress beyond the state of the art. We prove that: (iv) Gaussian states that are invariant under partial transposition are necessarily separable; (v) the PPT criterion is necessary and sufficient for separability for Gaussian states of m versus n modes that are symmetric under the exchange of any two modes belonging to one of the parties; and (vi) Gaussian states which remain PPT under passive optical operations can not be entangled by them either. This is not a foregone conclusion per se (since Gaussian bound entangled states do exist) and settles a question that had been left unanswered in the existing literature on the subject. This paper, enjoyable by both the quantum optics and the matrix analysis communities, overall delivers technical and conceptual advances which are likely to be useful for further applications in continuous variable quantum information theory, beyond the separability problem.
Removal of EMG and ECG artifacts from EEG based on wavelet transform and ICA.
Zhou, Weidong; Gotman, Jean
2004-01-01
In this study, the methods of wavelet threshold de-noising and independent component analysis (ICA) are introduced. ICA is a novel signal processing technique based on high order statistics, and is used to separate independent components from measurements. The extended ICA algorithm does not need to calculate the higher order statistics, converges fast, and can be used to separate subGaussian and superGaussian sources. A pre-whitening procedure is performed to de-correlate the mixed signals before extracting sources. The experimental results indicate the electromyogram (EMG) and electrocardiograph (ECG) artifacts in electroencephalograph (EEG) can be removed by a combination of wavelet threshold de-noising and ICA.
Equivalent linearization for fatigue life estimates of a nonlinear structure
NASA Technical Reports Server (NTRS)
Miles, R. N.
1989-01-01
An analysis is presented of the suitability of the method of equivalent linearization for estimating the fatigue life of a nonlinear structure. Comparisons are made of the fatigue life of a nonlinear plate as predicted using conventional equivalent linearization and three other more accurate methods. The excitation of the plate is assumed to be Gaussian white noise and the plate response is modeled using a single resonant mode. The methods used for comparison consist of numerical simulation, a probabalistic formulation, and a modification of equivalent linearization which avoids the usual assumption that the response process is Gaussian. Remarkably close agreement is obtained between all four methods, even for cases where the response is significantly linear.
Non-Gaussian probabilistic MEG source localisation based on kernel density estimation☆
Mohseni, Hamid R.; Kringelbach, Morten L.; Woolrich, Mark W.; Baker, Adam; Aziz, Tipu Z.; Probert-Smith, Penny
2014-01-01
There is strong evidence to suggest that data recorded from magnetoencephalography (MEG) follows a non-Gaussian distribution. However, existing standard methods for source localisation model the data using only second order statistics, and therefore use the inherent assumption of a Gaussian distribution. In this paper, we present a new general method for non-Gaussian source estimation of stationary signals for localising brain activity from MEG data. By providing a Bayesian formulation for MEG source localisation, we show that the source probability density function (pdf), which is not necessarily Gaussian, can be estimated using multivariate kernel density estimators. In the case of Gaussian data, the solution of the method is equivalent to that of widely used linearly constrained minimum variance (LCMV) beamformer. The method is also extended to handle data with highly correlated sources using the marginal distribution of the estimated joint distribution, which, in the case of Gaussian measurements, corresponds to the null-beamformer. The proposed non-Gaussian source localisation approach is shown to give better spatial estimates than the LCMV beamformer, both in simulations incorporating non-Gaussian signals, and in real MEG measurements of auditory and visual evoked responses, where the highly correlated sources are known to be difficult to estimate. PMID:24055702
Normal form decomposition for Gaussian-to-Gaussian superoperators
DOE Office of Scientific and Technical Information (OSTI.GOV)
De Palma, Giacomo; INFN, Pisa; Mari, Andrea
2015-05-15
In this paper, we explore the set of linear maps sending the set of quantum Gaussian states into itself. These maps are in general not positive, a feature which can be exploited as a test to check whether a given quantum state belongs to the convex hull of Gaussian states (if one of the considered maps sends it into a non-positive operator, the above state is certified not to belong to the set). Generalizing a result known to be valid under the assumption of complete positivity, we provide a characterization of these Gaussian-to-Gaussian (not necessarily positive) superoperators in terms ofmore » their action on the characteristic function of the inputs. For the special case of one-mode mappings, we also show that any Gaussian-to-Gaussian superoperator can be expressed as a concatenation of a phase-space dilatation, followed by the action of a completely positive Gaussian channel, possibly composed with a transposition. While a similar decomposition is shown to fail in the multi-mode scenario, we prove that it still holds at least under the further hypothesis of homogeneous action on the covariance matrix.« less
Fiori, Aldo; Volpi, Elena; Zarlenga, Antonio; Bohling, Geoffrey C
2015-08-01
The impact of the logconductivity (Y=ln K) distribution fY on transport at the MADE site is analyzed. Our principal interest is in non-Gaussian fY characterized by heavier tails than the Gaussian. Both the logconductivity moments and fY itself are inferred, taking advantage of the detailed measurements of Bohling et al. (2012). The resulting logconductivity distribution displays heavier tails than the Gaussian, although the departure from Gaussianity is not significant. The effect of the logconductivity distribution on the breakthrough curve (BTC) is studied through an analytical, physically based model. It is found that the non-Gaussianity of the MADE logconductivity distribution does not strongly affect the BTC. Counterintuitively, assuming heavier tailed distributions for Y, with same variance, leads to BTCs which are more symmetrical than those for the Gaussian fY, with less pronounced preferential flow. Results indicate that the impact of strongly non-Gaussian, heavy tailed distributions on solute transport in heterogeneous porous formations can be significant, especially in the presence of high heterogeneity, resulting in reduced preferential flow and retarded peak arrivals. Copyright © 2015 Elsevier B.V. All rights reserved.
Gram-Schmidt Orthogonalization by Gauss Elimination.
ERIC Educational Resources Information Center
Pursell, Lyle; Trimble, S. Y.
1991-01-01
Described is the hand-calculation method for the orthogonalization of a given set of vectors through the integration of Gaussian elimination with existing algorithms. Although not numerically preferable, this method adds increased precision as well as organization to the solution process. (JJK)
Zhou, Nan; Wang, Jian
2018-05-23
Bessel-Gaussian beams have distinct properties of suppressed diffraction divergence and self-reconstruction. In this paper, we propose and simulate metasurface-assisted orbital angular momentum (OAM) carrying Bessel-Gaussian laser. The laser can be regarded as a Fabry-Perot cavity formed by one partially transparent output plane mirror and the other metasurface-based reflector mirror. The gain medium of Nd:YVO 4 enables the lasing wavelength at 1064 nm with a 808 nm laser serving as the pump. The sub-wavelength structure of metasurface facilitates flexible spatial light manipulation. The compact metasurface-based reflector provides combined phase functions of an axicon and a spherical mirror. By appropriately selecting the size of output mirror and inserting mode-selection element in the laser cavity, different orders of OAM-carrying Bessel-Gaussian lasing modes are achievable. The lasing Bessel-Gaussian 0 , Bessel-Gaussian 01 + , Bessel-Gaussian 02 + and Bessel-Gaussian 03 + modes have high fidelities of ~0.889, ~0.889, ~0.881 and ~0.879, respectively. The metasurface fabrication tolerance and the dependence of threshold power and output lasing power on the length of gain medium, beam radius of pump and transmittance of output mirror are also discussed. The obtained results show successful implementation of metasurface-assisted OAM-carrying Bessel-Gaussian laser with favorable performance. The metasurface-assisted OAM-carrying Bessel-Gaussian laser may find wide OAM-enabled communication and non-communication applications.
NASA Astrophysics Data System (ADS)
Wen, Xian-Huan; Gómez-Hernández, J. Jaime
1998-03-01
The macrodispersion of an inert solute in a 2-D heterogeneous porous media is estimated numerically in a series of fields of varying heterogeneity. Four different random function (RF) models are used to model log-transmissivity (ln T) spatial variability, and for each of these models, ln T variance is varied from 0.1 to 2.0. The four RF models share the same univariate Gaussian histogram and the same isotropic covariance, but differ from one another in terms of the spatial connectivity patterns at extreme transmissivity values. More specifically, model A is a multivariate Gaussian model for which, by definition, extreme values (both high and low) are spatially uncorrelated. The other three models are non-multi-Gaussian: model B with high connectivity of high extreme values, model C with high connectivity of low extreme values, and model D with high connectivities of both high and low extreme values. Residence time distributions (RTDs) and macrodispersivities (longitudinal and transverse) are computed on ln T fields corresponding to the different RF models, for two different flow directions and at several scales. They are compared with each other, as well as with predicted values based on first-order analytical results. Numerically derived RTDs and macrodispersivities for the multi-Gaussian model are in good agreement with analytically derived values using first-order theories for log-transmissivity variance up to 2.0. The results from the non-multi-Gaussian models differ from each other and deviate largely from the multi-Gaussian results even when ln T variance is small. RTDs in non-multi-Gaussian realizations with high connectivity at high extreme values display earlier breakthrough than in multi-Gaussian realizations, whereas later breakthrough and longer tails are observed for RTDs from non-multi-Gaussian realizations with high connectivity at low extreme values. Longitudinal macrodispersivities in the non-multi-Gaussian realizations are, in general, larger than in the multi-Gaussian ones, while transverse macrodispersivities in the non-multi-Gaussian realizations can be larger or smaller than in the multi-Gaussian ones depending on the type of connectivity at extreme values. Comparing the numerical results for different flow directions, it is confirmed that macrodispersivities in multi-Gaussian realizations with isotropic spatial correlation are not flow direction-dependent. Macrodispersivities in the non-multi-Gaussian realizations, however, are flow direction-dependent although the covariance of ln T is isotropic (the same for all four models). It is important to account for high connectivities at extreme transmissivity values, a likely situation in some geological formations. Some of the discrepancies between first-order-based analytical results and field-scale tracer test data may be due to the existence of highly connected paths of extreme conductivity values.
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.
Gaussian mixtures on tensor fields for segmentation: applications to medical imaging.
de Luis-García, Rodrigo; Westin, Carl-Fredrik; Alberola-López, Carlos
2011-01-01
In this paper, we introduce a new approach for tensor field segmentation based on the definition of mixtures of Gaussians on tensors as a statistical model. Working over the well-known Geodesic Active Regions segmentation framework, this scheme presents several interesting advantages. First, it yields a more flexible model than the use of a single Gaussian distribution, which enables the method to better adapt to the complexity of the data. Second, it can work directly on tensor-valued images or, through a parallel scheme that processes independently the intensity and the local structure tensor, on scalar textured images. Two different applications have been considered to show the suitability of the proposed method for medical imaging segmentation. First, we address DT-MRI segmentation on a dataset of 32 volumes, showing a successful segmentation of the corpus callosum and favourable comparisons with related approaches in the literature. Second, the segmentation of bones from hand radiographs is studied, and a complete automatic-semiautomatic approach has been developed that makes use of anatomical prior knowledge to produce accurate segmentation results. Copyright © 2010 Elsevier Ltd. All rights reserved.
Cheng, Mingjian; Guo, Ya; Li, Jiangting; Zheng, Xiaotong; Guo, Lixin
2018-04-20
We introduce an alternative distribution to the gamma-gamma (GG) distribution, called inverse Gaussian gamma (IGG) distribution, which can efficiently describe moderate-to-strong irradiance fluctuations. The proposed stochastic model is based on a modulation process between small- and large-scale irradiance fluctuations, which are modeled by gamma and inverse Gaussian distributions, respectively. The model parameters of the IGG distribution are directly related to atmospheric parameters. The accuracy of the fit among the IGG, log-normal, and GG distributions with the experimental probability density functions in moderate-to-strong turbulence are compared, and results indicate that the newly proposed IGG model provides an excellent fit to the experimental data. As the receiving diameter is comparable with the atmospheric coherence radius, the proposed IGG model can reproduce the shape of the experimental data, whereas the GG and LN models fail to match the experimental data. The fundamental channel statistics of a free-space optical communication system are also investigated in an IGG-distributed turbulent atmosphere, and a closed-form expression for the outage probability of the system is derived with Meijer's G-function.
NASA Technical Reports Server (NTRS)
Rino, C. L.; Livingston, R. C.; Whitney, H. E.
1976-01-01
This paper presents an analysis of ionospheric scintillation data which shows that the underlying statistical structure of the signal can be accurately modeled by the additive complex Gaussian perturbation predicted by the Born approximation in conjunction with an application of the central limit theorem. By making use of this fact, it is possible to estimate the in-phase, phase quadrature, and cophased scattered power by curve fitting to measured intensity histograms. By using this procedure, it is found that typically more than 80% of the scattered power is in phase quadrature with the undeviated signal component. Thus, the signal is modeled by a Gaussian, but highly non-Rician process. From simultaneous UHF and VHF data, only a weak dependence of this statistical structure on changes in the Fresnel radius is deduced. The signal variance is found to have a nonquadratic wavelength dependence. It is hypothesized that this latter effect is a subtle manifestation of locally homogeneous irregularity structures, a mathematical model proposed by Kolmogorov (1941) in his early studies of incompressible fluid turbulence.
Generation of Stationary Non-Gaussian Time Histories with a Specified Cross-spectral Density
Smallwood, David O.
1997-01-01
The paper reviews several methods for the generation of stationary realizations of sampled time histories with non-Gaussian distributions and introduces a new method which can be used to control the cross-spectral density matrix and the probability density functions (pdfs) of the multiple input problem. Discussed first are two methods for the specialized case of matching the auto (power) spectrum, the skewness, and kurtosis using generalized shot noise and using polynomial functions. It is then shown that the skewness and kurtosis can also be controlled by the phase of a complex frequency domain description of the random process. The general casemore » of matching a target probability density function using a zero memory nonlinear (ZMNL) function is then covered. Next methods for generating vectors of random variables with a specified covariance matrix for a class of spherically invariant random vectors (SIRV) are discussed. Finally the general case of matching the cross-spectral density matrix of a vector of inputs with non-Gaussian marginal distributions is presented.« less
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.
Noise Estimation and Quality Assessment of Gaussian Noise Corrupted Images
NASA Astrophysics Data System (ADS)
Kamble, V. M.; Bhurchandi, K.
2018-03-01
Evaluating the exact quantity of noise present in an image and quality of an image in the absence of reference image is a challenging task. We propose a near perfect noise estimation method and a no reference image quality assessment method for images corrupted by Gaussian noise. The proposed methods obtain initial estimate of noise standard deviation present in an image using the median of wavelet transform coefficients and then obtains a near to exact estimate using curve fitting. The proposed noise estimation method provides the estimate of noise within average error of +/-4%. For quality assessment, this noise estimate is mapped to fit the Differential Mean Opinion Score (DMOS) using a nonlinear function. The proposed methods require minimum training and yields the noise estimate and image quality score. Images from Laboratory for image and Video Processing (LIVE) database and Computational Perception and Image Quality (CSIQ) database are used for validation of the proposed quality assessment method. Experimental results show that the performance of proposed quality assessment method is at par with the existing no reference image quality assessment metric for Gaussian noise corrupted images.
On the characterization of flowering curves using Gaussian mixture models.
Proïa, Frédéric; Pernet, Alix; Thouroude, Tatiana; Michel, Gilles; Clotault, Jérémy
2016-08-07
In this paper, we develop a statistical methodology applied to the characterization of flowering curves using Gaussian mixture models. Our study relies on a set of rosebushes flowering data, and Gaussian mixture models are mainly used to quantify the reblooming properties of each one. In this regard, we also suggest our own selection criterion to take into account the lack of symmetry of most of the flowering curves. Three classes are created on the basis of a principal component analysis conducted on a set of reblooming indicators, and a subclassification is made using a longitudinal k-means algorithm which also highlights the role played by the precocity of the flowering. In this way, we obtain an overview of the correlations between the features we decided to retain on each curve. In particular, results suggest the lack of correlation between reblooming and flowering precocity. The pertinent indicators obtained in this study will be a first step towards the comprehension of the environmental and genetic control of these biological processes. Copyright © 2016 Elsevier Ltd. All rights reserved.
Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C
2016-02-01
A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam.
Comparisons of non-Gaussian statistical models in DNA methylation analysis.
Ma, Zhanyu; Teschendorff, Andrew E; Yu, Hong; Taghia, Jalil; Guo, Jun
2014-06-16
As a key regulatory mechanism of gene expression, DNA methylation patterns are widely altered in many complex genetic diseases, including cancer. DNA methylation is naturally quantified by bounded support data; therefore, it is non-Gaussian distributed. In order to capture such properties, we introduce some non-Gaussian statistical models to perform dimension reduction on DNA methylation data. Afterwards, non-Gaussian statistical model-based unsupervised clustering strategies are applied to cluster the data. Comparisons and analysis of different dimension reduction strategies and unsupervised clustering methods are presented. Experimental results show that the non-Gaussian statistical model-based methods are superior to the conventional Gaussian distribution-based method. They are meaningful tools for DNA methylation analysis. Moreover, among several non-Gaussian methods, the one that captures the bounded nature of DNA methylation data reveals the best clustering performance.
Comparisons of Non-Gaussian Statistical Models in DNA Methylation Analysis
Ma, Zhanyu; Teschendorff, Andrew E.; Yu, Hong; Taghia, Jalil; Guo, Jun
2014-01-01
As a key regulatory mechanism of gene expression, DNA methylation patterns are widely altered in many complex genetic diseases, including cancer. DNA methylation is naturally quantified by bounded support data; therefore, it is non-Gaussian distributed. In order to capture such properties, we introduce some non-Gaussian statistical models to perform dimension reduction on DNA methylation data. Afterwards, non-Gaussian statistical model-based unsupervised clustering strategies are applied to cluster the data. Comparisons and analysis of different dimension reduction strategies and unsupervised clustering methods are presented. Experimental results show that the non-Gaussian statistical model-based methods are superior to the conventional Gaussian distribution-based method. They are meaningful tools for DNA methylation analysis. Moreover, among several non-Gaussian methods, the one that captures the bounded nature of DNA methylation data reveals the best clustering performance. PMID:24937687
Nonstationary stochastic charge fluctuations of a dust particle in plasmas.
Shotorban, B
2011-06-01
Stochastic charge fluctuations of a dust particle that are due to discreteness of electrons and ions in plasmas can be described by a one-step process master equation [T. Matsoukas and M. Russell, J. Appl. Phys. 77, 4285 (1995)] with no exact solution. In the present work, using the system size expansion method of Van Kampen along with the linear noise approximation, a Fokker-Planck equation with an exact Gaussian solution is developed by expanding the master equation. The Gaussian solution has time-dependent mean and variance governed by two ordinary differential equations modeling the nonstationary process of dust particle charging. The model is tested via the comparison of its results to the results obtained by solving the master equation numerically. The electron and ion currents are calculated through the orbital motion limited theory. At various times of the nonstationary process of charging, the model results are in a very good agreement with the master equation results. The deviation is more significant when the standard deviation of the charge is comparable to the mean charge in magnitude.
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.
NASA Astrophysics Data System (ADS)
Du, Zhanwei; Yang, Yongjian; Bai, Yuan; Wang, Lijun; Su, Le; Chen, Yong; Li, Xianchang; Zhou, Xiaodong; Jia, Jun; Shen, Aiguo; Hu, Jiming
2013-03-01
The existing methods for early and differential diagnosis of oral cancer are limited due to the unapparent early symptoms and the imperfect imaging examination methods. In this paper, the classification models of oral adenocarcinoma, carcinoma tissues and a control group with just four features are established by utilizing the hybrid Gaussian process (HGP) classification algorithm, with the introduction of the mechanisms of noise reduction and posterior probability. HGP shows much better performance in the experimental results. During the experimental process, oral tissues were divided into three groups, adenocarcinoma (n = 87), carcinoma (n = 100) and the control group (n = 134). The spectral data for these groups were collected. The prospective application of the proposed HGP classification method improved the diagnostic sensitivity to 56.35% and the specificity to about 70.00%, and resulted in a Matthews correlation coefficient (MCC) of 0.36. It is proved that the utilization of HGP in LRS detection analysis for the diagnosis of oral cancer gives accurate results. The prospect of application is also satisfactory.
Model-checking techniques based on cumulative residuals.
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.
The Ensemble Kalman filter: a signal processing perspective
NASA Astrophysics Data System (ADS)
Roth, Michael; Hendeby, Gustaf; Fritsche, Carsten; Gustafsson, Fredrik
2017-12-01
The ensemble Kalman filter (EnKF) is a Monte Carlo-based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear, and non-Gaussian state estimation problems. Its ability to handle state dimensions in the order of millions has made the EnKF a popular algorithm in different geoscientific disciplines. Despite a similarly vital need for scalable algorithms in signal processing, e.g., to make sense of the ever increasing amount of sensor data, the EnKF is hardly discussed in our field. This self-contained review is aimed at signal processing researchers and provides all the knowledge to get started with the EnKF. The algorithm is derived in a KF framework, without the often encountered geoscientific terminology. Algorithmic challenges and required extensions of the EnKF are provided, as well as relations to sigma point KF and particle filters. The relevant EnKF literature is summarized in an extensive survey and unique simulation examples, including popular benchmark problems, complement the theory with practical insights. The signal processing perspective highlights new directions of research and facilitates the exchange of potentially beneficial ideas, both for the EnKF and high-dimensional nonlinear and non-Gaussian filtering in general.
Helgesson, P; Sjöstrand, H
2017-11-01
Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r 1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r 1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r 1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.
NASA Astrophysics Data System (ADS)
Mazzoleni, Paolo; Matta, Fabio; Zappa, Emanuele; Sutton, Michael A.; Cigada, Alfredo
2015-03-01
This paper discusses the effect of pre-processing image blurring on the uncertainty of two-dimensional digital image correlation (DIC) measurements for the specific case of numerically-designed speckle patterns having particles with well-defined and consistent shape, size and spacing. Such patterns are more suitable for large measurement surfaces on large-scale specimens than traditional spray-painted random patterns without well-defined particles. The methodology consists of numerical simulations where Gaussian digital filters with varying standard deviation are applied to a reference speckle pattern. To simplify the pattern application process for large areas and increase contrast to reduce measurement uncertainty, the speckle shape, mean size and on-center spacing were selected to be representative of numerically-designed patterns that can be applied on large surfaces through different techniques (e.g., spray-painting through stencils). Such 'designer patterns' are characterized by well-defined regions of non-zero frequency content and non-zero peaks, and are fundamentally different from typical spray-painted patterns whose frequency content exhibits near-zero peaks. The effect of blurring filters is examined for constant, linear, quadratic and cubic displacement fields. Maximum strains between ±250 and ±20,000 με are simulated, thus covering a relevant range for structural materials subjected to service and ultimate stresses. The robustness of the simulation procedure is verified experimentally using a physical speckle pattern subjected to constant displacements. The stability of the relation between standard deviation of the Gaussian filter and measurement uncertainty is assessed for linear displacement fields at varying image noise levels, subset size, and frequency content of the speckle pattern. It is shown that bias error as well as measurement uncertainty are minimized through Gaussian pre-filtering. This finding does not apply to typical spray-painted patterns without well-defined particles, for which image blurring is only beneficial in reducing bias errors.
NASA Astrophysics Data System (ADS)
Helgesson, P.; Sjöstrand, H.
2017-11-01
Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.
Distillation and purification of symmetric entangled Gaussian states
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fiurasek, Jaromir
2010-10-15
We propose an entanglement distillation and purification scheme for symmetric two-mode entangled Gaussian states that allows to asymptotically extract a pure entangled Gaussian state from any input entangled symmetric Gaussian state. The proposed scheme is a modified and extended version of the entanglement distillation protocol originally developed by Browne et al. [Phys. Rev. A 67, 062320 (2003)]. A key feature of the present protocol is that it utilizes a two-copy degaussification procedure that involves a Mach-Zehnder interferometer with single-mode non-Gaussian filters inserted in its two arms. The required non-Gaussian filtering operations can be implemented by coherently combining two sequences ofmore » single-photon addition and subtraction operations.« less
NASA Astrophysics Data System (ADS)
Xiang, Shao-Hua; Wen, Wei; Zhao, Yu-Jing; Song, Ke-Hui
2018-04-01
We study the properties of the cumulants of multimode boson operators and introduce the phase-averaged quadrature cumulants as the measure of the non-Gaussianity of multimode quantum states. Using this measure, we investigate the non-Gaussianity of two classes of two-mode non-Gaussian states: photon-number entangled states and entangled coherent states traveling in a bosonic memory quantum channel. We show that such a channel can skew the distribution of two-mode quadrature variables, giving rise to a strongly non-Gaussian correlation. In addition, we provide a criterion to determine whether the distributions of these states are super- or sub-Gaussian.
Gaussian mass optimization for kernel PCA parameters
NASA Astrophysics Data System (ADS)
Liu, Yong; Wang, Zulin
2011-10-01
This paper proposes a novel kernel parameter optimization method based on Gaussian mass, which aims to overcome the current brute force parameter optimization method in a heuristic way. Generally speaking, the choice of kernel parameter should be tightly related to the target objects while the variance between the samples, the most commonly used kernel parameter, doesn't possess much features of the target, which gives birth to Gaussian mass. Gaussian mass defined in this paper has the property of the invariance of rotation and translation and is capable of depicting the edge, topology and shape information. Simulation results show that Gaussian mass leads a promising heuristic optimization boost up for kernel method. In MNIST handwriting database, the recognition rate improves by 1.6% compared with common kernel method without Gaussian mass optimization. Several promising other directions which Gaussian mass might help are also proposed at the end of the paper.
Huh, Joonsuk; Yung, Man-Hong
2017-08-07
Molecular vibroic spectroscopy, where the transitions involve non-trivial Bosonic correlation due to the Duschinsky Rotation, is strongly believed to be in a similar complexity class as Boson Sampling. At finite temperature, the problem is represented as a Boson Sampling experiment with correlated Gaussian input states. This molecular problem with temperature effect is intimately related to the various versions of Boson Sampling sharing the similar computational complexity. Here we provide a full description to this relation in the context of Gaussian Boson Sampling. We find a hierarchical structure, which illustrates the relationship among various Boson Sampling schemes. Specifically, we show that every instance of Gaussian Boson Sampling with an initial correlation can be simulated by an instance of Gaussian Boson Sampling without initial correlation, with only a polynomial overhead. Since every Gaussian state is associated with a thermal state, our result implies that every sampling problem in molecular vibronic transitions, at any temperature, can be simulated by Gaussian Boson Sampling associated with a product of vacuum modes. We refer such a generalized Gaussian Boson Sampling motivated by the molecular sampling problem as Vibronic Boson Sampling.
Axial acoustic radiation force on a sphere in Gaussian field
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wu, Rongrong; Liu, Xiaozhou, E-mail: xzliu@nju.edu.cn; Gong, Xiufen
2015-10-28
Based on the finite series method, the acoustical radiation force resulting from a Gaussian beam incident on a spherical object is investigated analytically. When the position of the particles deviating from the center of the beam, the Gaussian beam is expanded as a spherical function at the center of the particles and the expanded coefficients of the Gaussian beam is calculated. The analytical expression of the acoustic radiation force on spherical particles deviating from the Gaussian beam center is deduced. The acoustic radiation force affected by the acoustic frequency and the offset distance from the Gaussian beam center is investigated.more » Results have been presented for Gaussian beams with different wavelengths and it has been shown that the interaction of a Gaussian beam with a sphere can result in attractive axial force under specific operational conditions. Results indicate the capability of manipulating and separating spherical spheres based on their mechanical and acoustical properties, the results provided here may provide a theoretical basis for development of single-beam acoustical tweezers.« less
NASA Astrophysics Data System (ADS)
Mu, Hongqian; Wang, Muguang; Tang, Yu; Zhang, Jing; Jian, Shuisheng
2018-03-01
A novel scheme for the generation of FCC-compliant UWB pulse is proposed based on modified Gaussian quadruplet and incoherent wavelength-to-time conversion. The modified Gaussian quadruplet is synthesized based on linear sum of a broad Gaussian pulse and two narrow Gaussian pulses with the same pulse-width and amplitude peak. Within specific parameter range, FCC-compliant UWB with spectral power efficiency of higher than 39.9% can be achieved. In order to realize the designed waveform, a UWB generator based on spectral shaping and incoherent wavelength-to-time mapping is proposed. The spectral shaper is composed of a Gaussian filter and a programmable filter. Single-mode fiber functions as both dispersion device and transmission medium. Balanced photodetection is employed to combine linearly the broad Gaussian pulse and two narrow Gaussian pulses, and at same time to suppress pulse pedestals that result in low-frequency components. The proposed UWB generator can be reconfigured for UWB doublet by operating the programmable filter as a single-band Gaussian filter. The feasibility of proposed UWB generator is demonstrated experimentally. Measured UWB pulses match well with simulation results. FCC-compliant quadruplet with 10-dB bandwidth of 6.88-GHz, fractional bandwidth of 106.8% and power efficiency of 51% is achieved.
Liu, Chengyu; Zheng, Dingchang; Zhao, Lina; Liu, Changchun
2014-01-01
It has been reported that Gaussian functions could accurately and reliably model both carotid and radial artery pressure waveforms (CAPW and RAPW). However, the physiological relevance of the characteristic features from the modeled Gaussian functions has been little investigated. This study thus aimed to determine characteristic features from the Gaussian functions and to make comparisons of them between normal subjects and heart failure patients. Fifty-six normal subjects and 51 patients with heart failure were studied with the CAPW and RAPW signals recorded simultaneously. The two signals were normalized first and then modeled by three positive Gaussian functions, with their peak amplitude, peak time, and half-width determined. Comparisons of these features were finally made between the two groups. Results indicated that the peak amplitude of the first Gaussian curve was significantly decreased in heart failure patients compared with normal subjects (P<0.001). Significantly increased peak amplitude of the second Gaussian curves (P<0.001) and significantly shortened peak times of the second and third Gaussian curves (both P<0.001) were also presented in heart failure patients. These results were true for both CAPW and RAPW signals, indicating the clinical significance of the Gaussian modeling, which should provide essential tools for further understanding the underlying physiological mechanisms of the artery pressure waveform.
Assessment of parametric uncertainty for groundwater reactive transport modeling,
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.
NASA Astrophysics Data System (ADS)
Troncossi, M.; Di Sante, R.; Rivola, A.
2016-10-01
In the field of vibration qualification testing, random excitations are typically imposed on the tested system in terms of a power spectral density (PSD) profile. This is the one of the most popular ways to control the shaker or slip table for durability tests. However, these excitations (and the corresponding system responses) exhibit a Gaussian probability distribution, whereas not all real-life excitations are Gaussian, causing the response to be also non-Gaussian. In order to introduce non-Gaussian peaks, a further parameter, i.e., kurtosis, has to be controlled in addition to the PSD. However, depending on the specimen behaviour and input signal characteristics, the use of non-Gaussian excitations with high kurtosis and a given PSD does not automatically imply a non-Gaussian stress response. For an experimental investigation of these coupled features, suitable measurement methods need to be developed in order to estimate the stress amplitude response at critical failure locations and consequently evaluate the input signals most representative for real-life, non-Gaussian excitations. In this paper, a simple test rig with a notched cantilevered specimen was developed to measure the response and examine the kurtosis values in the case of stationary Gaussian, stationary non-Gaussian, and burst non-Gaussian excitation signals. The laser Doppler vibrometry technique was used in this type of test for the first time, in order to estimate the specimen stress amplitude response as proportional to the differential displacement measured at the notch section ends. A method based on the use of measurements using accelerometers to correct for the occasional signal dropouts occurring during the experiment is described. The results demonstrate the ability of the test procedure to evaluate the output signal features and therefore to select the most appropriate input signal for the fatigue test.
Multi-task Gaussian process for imputing missing data in multi-trait and multi-environment trials.
Hori, Tomoaki; Montcho, David; Agbangla, Clement; Ebana, Kaworu; Futakuchi, Koichi; Iwata, Hiroyoshi
2016-11-01
A method based on a multi-task Gaussian process using self-measuring similarity gave increased accuracy for imputing missing phenotypic data in multi-trait and multi-environment trials. Multi-environmental trial (MET) data often encounter the problem of missing data. Accurate imputation of missing data makes subsequent analysis more effective and the results easier to understand. Moreover, accurate imputation may help to reduce the cost of phenotyping for thinned-out lines tested in METs. METs are generally performed for multiple traits that are correlated to each other. Correlation among traits can be useful information for imputation, but single-trait-based methods cannot utilize information shared by traits that are correlated. In this paper, we propose imputation methods based on a multi-task Gaussian process (MTGP) using self-measuring similarity kernels reflecting relationships among traits, genotypes, and environments. This framework allows us to use genetic correlation among multi-trait multi-environment data and also to combine MET data and marker genotype data. We compared the accuracy of three MTGP methods and iterative regularized PCA using rice MET data. Two scenarios for the generation of missing data at various missing rates were considered. The MTGP performed a better imputation accuracy than regularized PCA, especially at high missing rates. Under the 'uniform' scenario, in which missing data arise randomly, inclusion of marker genotype data in the imputation increased the imputation accuracy at high missing rates. Under the 'fiber' scenario, in which missing data arise in all traits for some combinations between genotypes and environments, the inclusion of marker genotype data decreased the imputation accuracy for most traits while increasing the accuracy in a few traits remarkably. The proposed methods will be useful for solving the missing data problem in MET data.
Clinical time series prediction: Toward a hierarchical dynamical system framework.
Liu, Zitao; Hauskrecht, Milos
2015-09-01
Developing machine learning and data mining algorithms for building temporal models of clinical time series is important for understanding of the patient condition, the dynamics of a disease, effect of various patient management interventions and clinical decision making. In this work, we propose and develop a novel hierarchical framework for modeling clinical time series data of varied length and with irregularly sampled observations. Our hierarchical dynamical system framework for modeling clinical time series combines advantages of the two temporal modeling approaches: the linear dynamical system and the Gaussian process. We model the irregularly sampled clinical time series by using multiple Gaussian process sequences in the lower level of our hierarchical framework and capture the transitions between Gaussian processes by utilizing the linear dynamical system. The experiments are conducted on the complete blood count (CBC) panel data of 1000 post-surgical cardiac patients during their hospitalization. Our framework is evaluated and compared to multiple baseline approaches in terms of the mean absolute prediction error and the absolute percentage error. We tested our framework by first learning the time series model from data for the patients in the training set, and then using it to predict future time series values for the patients in the test set. We show that our model outperforms multiple existing models in terms of its predictive accuracy. Our method achieved a 3.13% average prediction accuracy improvement on ten CBC lab time series when it was compared against the best performing baseline. A 5.25% average accuracy improvement was observed when only short-term predictions were considered. A new hierarchical dynamical system framework that lets us model irregularly sampled time series data is a promising new direction for modeling clinical time series and for improving their predictive performance. Copyright © 2014 Elsevier B.V. All rights reserved.
Langevin equation with fluctuating diffusivity: A two-state model
NASA Astrophysics Data System (ADS)
Miyaguchi, Tomoshige; Akimoto, Takuma; Yamamoto, Eiji
2016-07-01
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though the origins of these behaviors are still elusive. Here, as a model to describe such phenomena, we investigate a Langevin equation with diffusivity fluctuating between a fast and a slow state. Namely, the diffusivity follows a dichotomous stochastic process. We assume that the sojourn time distributions of these two states are given by power laws. It is shown that, for a nonequilibrium ensemble, the ensemble-averaged mean-square displacement (MSD) shows transient subdiffusion. In contrast, the time-averaged MSD shows normal diffusion, but an effective diffusion coefficient transiently shows aging behavior. The propagator is non-Gaussian for short time and converges to a Gaussian distribution in a long-time limit; this convergence to Gaussian is extremely slow for some parameter values. For equilibrium ensembles, both ensemble-averaged and time-averaged MSDs show only normal diffusion and thus we cannot detect any traces of the fluctuating diffusivity with these MSDs. Therefore, as an alternative approach to characterizing the fluctuating diffusivity, the relative standard deviation (RSD) of the time-averaged MSD is utilized and it is shown that the RSD exhibits slow relaxation as a signature of the long-time correlation in the fluctuating diffusivity. Furthermore, it is shown that the RSD is related to a non-Gaussian parameter of the propagator. To obtain these theoretical results, we develop a two-state renewal theory as an analytical tool.
NGMIX: Gaussian mixture models for 2D images
NASA Astrophysics Data System (ADS)
Sheldon, Erin
2015-08-01
NGMIX implements Gaussian mixture models for 2D images. Both the PSF profile and the galaxy are modeled using mixtures of Gaussians. Convolutions are thus performed analytically, resulting in fast model generation as compared to methods that perform the convolution in Fourier space. For the galaxy model, NGMIX supports exponential disks and de Vaucouleurs and Sérsic profiles; these are implemented approximately as a sum of Gaussians using the fits from Hogg & Lang (2013). Additionally, any number of Gaussians can be fit, either completely free or constrained to be cocentric and co-elliptical.
Propagation of Ince-Gaussian beams in a thermal lens medium
NASA Astrophysics Data System (ADS)
Xu, Ting; Wang, Shaomin
2006-09-01
The propagation of Ince-Gaussian beams in a thermal lens medium is studied in this paper. Based on the ABCD matrix for Gaussian beams passing through a thermal lens medium, distinct expressions for the beam transverse intensity distributions and the longitudinal phase shift are deduced and discussed. Similar to Laguerre and Hermite-Gaussian beams, Ince-Gaussian beams, which constitute the third complete family of exact and orthogonal solutions of the paraxial wave equation, can also be used in other inhomogeneous media such as lenslike media and saturated absorption media.
NASA Astrophysics Data System (ADS)
Liu, Pusheng; Lü, Baida
2007-04-01
By using the vectorial Debye diffraction theory, phase singularities of high numerical aperture (NA) dark-hollow Gaussian beams in the focal region are studied. The dependence of phase singularities on the truncation parameter δ and semi-aperture angle α (or equally, NA) is illustrated numerically. A comparison of phase singularities of high NA dark-hollow Gaussian beams with those of scalar paraxial Gaussian beams and high NA Gaussian beams is made. For high NA dark-hollow Gaussian beams the beam order n additionally affects the spatial distribution of phase singularities, and there exist phase singularities outside the focal plane, which may be created or annihilated by variation of the semi-aperture angle in a certain region.
Hamilton, Craig S; Kruse, Regina; Sansoni, Linda; Barkhofen, Sonja; Silberhorn, Christine; Jex, Igor
2017-10-27
Boson sampling has emerged as a tool to explore the advantages of quantum over classical computers as it does not require universal control over the quantum system, which favors current photonic experimental platforms. Here, we introduce Gaussian Boson sampling, a classically hard-to-solve problem that uses squeezed states as a nonclassical resource. We relate the probability to measure specific photon patterns from a general Gaussian state in the Fock basis to a matrix function called the Hafnian, which answers the last remaining question of sampling from Gaussian states. Based on this result, we design Gaussian Boson sampling, a #P hard problem, using squeezed states. This demonstrates that Boson sampling from Gaussian states is possible, with significant advantages in the photon generation probability, compared to existing protocols.
Self-accelerating Airy-Ince-Gaussian and Airy-Helical-Ince-Gaussian light bullets in free space.
Peng, Yulian; Chen, Bo; Peng, Xi; Zhou, Meiling; Zhang, Liping; Li, Dongdong; Deng, Dongmei
2016-08-22
The evolution of the three-dimensional (3D) self-accelerating Airy-Ince-Gaussian (AiIG) and Airy-Helical-Ince-Gaussian (AiHIG) light bullets is investigated by solving the (3+1)D linear spatiotemporal evolution equation of an optical field analytically. As far as we know, the numerical experimental demonstrations of the Ince-Gaussian (IG) and Helical-Ince-Gaussian (HIG) beams in various modes are first developed to study the evolution characteristics of the different 3D spatiotemporal light bullets. A conclusion can be drawn that the different photoelastics, pulse stacked, boundary, elliptical ring and physically separated in-line vortices can be achieved by adjusting the ellipticity, the evolution distance and the mode-number of light bullets.
Quantification of Gaussian quantum steering.
Kogias, Ioannis; Lee, Antony R; Ragy, Sammy; Adesso, Gerardo
2015-02-13
Einstein-Podolsky-Rosen steering incarnates a useful nonclassical correlation which sits between entanglement and Bell nonlocality. While a number of qualitative steering criteria exist, very little has been achieved for what concerns quantifying steerability. We introduce a computable measure of steering for arbitrary bipartite Gaussian states of continuous variable systems. For two-mode Gaussian states, the measure reduces to a form of coherent information, which is proven never to exceed entanglement, and to reduce to it on pure states. We provide an operational connection between our measure and the key rate in one-sided device-independent quantum key distribution. We further prove that Peres' conjecture holds in its stronger form within the fully Gaussian regime: namely, steering bound entangled Gaussian states by Gaussian measurements is impossible.
Multipartite Gaussian steering: Monogamy constraints and quantum cryptography applications
NASA Astrophysics Data System (ADS)
Xiang, Yu; Kogias, Ioannis; Adesso, Gerardo; He, Qiongyi
2017-01-01
We derive laws for the distribution of quantum steering among different parties in multipartite Gaussian states under Gaussian measurements. We prove that a monogamy relation akin to the generalized Coffman-Kundu-Wootters inequality holds quantitatively for a recently introduced measure of Gaussian steering. We then define the residual Gaussian steering, stemming from the monogamy inequality, as an indicator of collective steering-type correlations. For pure three-mode Gaussian states, the residual acts as a quantifier of genuine multipartite steering, and is interpreted operationally in terms of the guaranteed key rate in the task of secure quantum secret sharing. Optimal resource states for the latter protocol are identified, and their possible experimental implementation discussed. Our results pin down the role of multipartite steering for quantum communication.
NASA Astrophysics Data System (ADS)
Manjanaik, N.; Parameshachari, B. D.; Hanumanthappa, S. N.; Banu, Reshma
2017-08-01
Intra prediction process of H.264 video coding standard used to code first frame i.e. Intra frame of video to obtain good coding efficiency compare to previous video coding standard series. More benefit of intra frame coding is to reduce spatial pixel redundancy with in current frame, reduces computational complexity and provides better rate distortion performance. To code Intra frame it use existing process Rate Distortion Optimization (RDO) method. This method increases computational complexity, increases in bit rate and reduces picture quality so it is difficult to implement in real time applications, so the many researcher has been developed fast mode decision algorithm for coding of intra frame. The previous work carried on Intra frame coding in H.264 standard using fast decision mode intra prediction algorithm based on different techniques was achieved increased in bit rate, degradation of picture quality(PSNR) for different quantization parameters. Many previous approaches of fast mode decision algorithms on intra frame coding achieved only reduction of computational complexity or it save encoding time and limitation was increase in bit rate with loss of quality of picture. In order to avoid increase in bit rate and loss of picture quality a better approach was developed. In this paper developed a better approach i.e. Gaussian pulse for Intra frame coding using diagonal down left intra prediction mode to achieve higher coding efficiency in terms of PSNR and bitrate. In proposed method Gaussian pulse is multiplied with each 4x4 frequency domain coefficients of 4x4 sub macro block of macro block of current frame before quantization process. Multiplication of Gaussian pulse for each 4x4 integer transformed coefficients at macro block levels scales the information of the coefficients in a reversible manner. The resulting signal would turn abstract. Frequency samples are abstract in a known and controllable manner without intermixing of coefficients, it avoids picture getting bad hit for higher values of quantization parameters. The proposed work was implemented using MATLAB and JM 18.6 reference software. The proposed work measure the performance parameters PSNR, bit rate and compression of intra frame of yuv video sequences in QCIF resolution under different values of quantization parameter with Gaussian value for diagonal down left intra prediction mode. The simulation results of proposed algorithm are tabulated and compared with previous algorithm i.e. Tian et al method. The proposed algorithm achieved reduced in bit rate averagely 30.98% and maintain consistent picture quality for QCIF sequences compared to previous algorithm i.e. Tian et al method.
ERIC Educational Resources Information Center
Starns, Jeffrey J.; Rotello, Caren M.; Hautus, Michael J.
2014-01-01
We tested the dual process and unequal variance signal detection models by jointly modeling recognition and source confidence ratings. The 2 approaches make unique predictions for the slope of the recognition memory zROC function for items with correct versus incorrect source decisions. The standard bivariate Gaussian version of the unequal…
DOE Office of Scientific and Technical Information (OSTI.GOV)
Olivares, Stefano
We investigate the performance of a selective cloning machine based on linear optical elements and Gaussian measurements, which allows one to clone at will one of the two incoming input states. This machine is a complete generalization of a 1{yields}2 cloning scheme demonstrated by Andersen et al. [Phys. Rev. Lett. 94, 240503 (2005)]. The input-output fidelity is studied for a generic Gaussian input state, and the effect of nonunit quantum efficiency is also taken into account. We show that, if the states to be cloned are squeezed states with known squeezing parameter, then the fidelity can be enhanced using amore » third suitable squeezed state during the final stage of the cloning process. A binary communication protocol based on the selective cloning machine is also discussed.« less
Relativistic (2,3)-threshold quantum secret sharing
NASA Astrophysics Data System (ADS)
Ahmadi, Mehdi; Wu, Ya-Dong; Sanders, Barry C.
2017-09-01
In quantum secret sharing protocols, the usual presumption is that the distribution of quantum shares and players' collaboration are both performed inertially. Here we develop a quantum secret sharing protocol that relaxes these assumptions wherein we consider the effects due to the accelerating motion of the shares. Specifically, we solve the (2,3)-threshold continuous-variable quantum secret sharing in noninertial frames. To this aim, we formulate the effect of relativistic motion on the quantum field inside a cavity as a bosonic quantum Gaussian channel. We investigate how the fidelity of quantum secret sharing is affected by nonuniform motion of the quantum shares. Furthermore, we fully characterize the canonical form of the Gaussian channel, which can be utilized in quantum-information-processing protocols to include relativistic effects.
White Gaussian Noise - Models for Engineers
NASA Astrophysics Data System (ADS)
Jondral, Friedrich K.
2018-04-01
This paper assembles some information about white Gaussian noise (WGN) and its applications. It starts from a description of thermal noise, i. e. the irregular motion of free charge carriers in electronic devices. In a second step, mathematical models of WGN processes and their most important parameters, especially autocorrelation functions and power spectrum densities, are introduced. In order to proceed from mathematical models to simulations, we discuss the generation of normally distributed random numbers. The signal-to-noise ratio as the most important quality measure used in communications, control or measurement technology is accurately introduced. As a practical application of WGN, the transmission of quadrature amplitude modulated (QAM) signals over additive WGN channels together with the optimum maximum likelihood (ML) detector is considered in a demonstrative and intuitive way.
NASA Astrophysics Data System (ADS)
Bugaev, Edgar; Klimai, Peter
2012-05-01
We consider the process of primordial black hole (PBH) formation originated from primordial curvature perturbations produced during waterfall transition (with tachyonic instability), at the end of hybrid inflation. It is known that in such inflation models, rather large values of curvature perturbation amplitudes can be reached, which can potentially cause a significant PBH production in the early Universe. The probability distributions of density perturbation amplitudes in this case can be strongly non-Gaussian, which requires a special treatment. We calculated PBH abundances and PBH mass spectra for the model and analyzed their dependence on model parameters. We obtained the constraints on the parameters of the inflationary potential, using the available limits on βPBH.
Controllability in tunable chains of coupled harmonic oscillators
NASA Astrophysics Data System (ADS)
Buchmann, L. F.; Mølmer, K.; Petrosyan, D.
2018-04-01
We prove that temporal control of the strengths of springs connecting N harmonic oscillators in a chain provides complete access to all Gaussian states of N -1 collective modes. The proof relies on the construction of a suitable basis of cradle modes for the system. An iterative algorithm to reach any desired Gaussian state requires at most 3 N (N -1 )/2 operations. We illustrate this capability by engineering squeezed pseudo-phonon states—highly nonlocal, strongly correlated states that may result from various nonlinear processes. Tunable chains of coupled harmonic oscillators can be implemented by a number of current state-of-the-art experimental platforms, including cold atoms in lattice potentials, arrays of mechanical micro-oscillators, and coupled optical waveguides.
Peebles, P. J. E.
1998-01-01
It is argued that within the standard Big Bang cosmological model the bulk of the mass of the luminous parts of the large galaxies likely had been assembled by redshift z ∼ 10. Galaxy assembly this early would be difficult to fit in the widely discussed adiabatic cold dark matter model for structure formation, but it could agree with an isocurvature version in which the cold dark matter is the remnant of a massive scalar field frozen (or squeezed) from quantum fluctuations during inflation. The squeezed field fluctuations would be Gaussian with zero mean, and the distribution of the field mass therefore would be the square of a random Gaussian process. This offers a possibly interesting new direction for the numerical exploration of models for cosmic structure formation. PMID:9419326
Slowing Quantum Decoherence by Squeezing in Phase Space
NASA Astrophysics Data System (ADS)
Le Jeannic, H.; Cavaillès, A.; Huang, K.; Filip, R.; Laurat, J.
2018-02-01
Non-Gaussian states, and specifically the paradigmatic cat state, are well known to be very sensitive to losses. When propagating through damping channels, these states quickly lose their nonclassical features and the associated negative oscillations of their Wigner function. However, by squeezing the superposition states, the decoherence process can be qualitatively changed and substantially slowed down. Here, as a first example, we experimentally observe the reduced decoherence of squeezed optical coherent-state superpositions through a lossy channel. To quantify the robustness of states, we introduce a combination of a decaying value and a rate of decay of the Wigner function negativity. This work, which uses squeezing as an ancillary Gaussian resource, opens new possibilities to protect and manipulate quantum superpositions in phase space.
An efficient background modeling approach based on vehicle detection
NASA Astrophysics Data System (ADS)
Wang, Jia-yan; Song, Li-mei; Xi, Jiang-tao; Guo, Qing-hua
2015-10-01
The existing Gaussian Mixture Model(GMM) which is widely used in vehicle detection suffers inefficiency in detecting foreground image during the model phase, because it needs quite a long time to blend the shadows in the background. In order to overcome this problem, an improved method is proposed in this paper. First of all, each frame is divided into several areas(A, B, C and D), Where area A, B, C and D are decided by the frequency and the scale of the vehicle access. For each area, different new learning rate including weight, mean and variance is applied to accelerate the elimination of shadows. At the same time, the measure of adaptive change for Gaussian distribution is taken to decrease the total number of distributions and save memory space effectively. With this method, different threshold value and different number of Gaussian distribution are adopted for different areas. The results show that the speed of learning and the accuracy of the model using our proposed algorithm surpass the traditional GMM. Probably to the 50th frame, interference with the vehicle has been eliminated basically, and the model number only 35% to 43% of the standard, the processing speed for every frame approximately has a 20% increase than the standard. The proposed algorithm has good performance in terms of elimination of shadow and processing speed for vehicle detection, it can promote the development of intelligent transportation, which is very meaningful to the other Background modeling methods.
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.
NASA Astrophysics Data System (ADS)
Starshynov, I.; Paniagua-Diaz, A. M.; Fayard, N.; Goetschy, A.; Pierrat, R.; Carminati, R.; Bertolotti, J.
2018-04-01
The propagation of monochromatic light through a scattering medium produces speckle patterns in reflection and transmission, and the apparent randomness of these patterns prevents direct imaging through thick turbid media. Yet, since elastic multiple scattering is fundamentally a linear and deterministic process, information is not lost but distributed among many degrees of freedom that can be resolved and manipulated. Here, we demonstrate experimentally that the reflected and transmitted speckle patterns are robustly correlated, and we unravel all the complex and unexpected features of this fundamentally non-Gaussian and long-range correlation. In particular, we show that it is preserved even for opaque media with thickness much larger than the scattering mean free path, proving that information survives the multiple scattering process and can be recovered. The existence of correlations between the two sides of a scattering medium opens up new possibilities for the control of transmitted light without any feedback from the target side, but using only information gathered from the reflected speckle.
Gaussian processes with optimal kernel construction for neuro-degenerative clinical onset prediction
NASA Astrophysics Data System (ADS)
Canas, Liane S.; Yvernault, Benjamin; Cash, David M.; Molteni, Erika; Veale, Tom; Benzinger, Tammie; Ourselin, Sébastien; Mead, Simon; Modat, Marc
2018-02-01
Gaussian Processes (GP) are a powerful tool to capture the complex time-variations of a dataset. In the context of medical imaging analysis, they allow a robust modelling even in case of highly uncertain or incomplete datasets. Predictions from GP are dependent of the covariance kernel function selected to explain the data variance. To overcome this limitation, we propose a framework to identify the optimal covariance kernel function to model the data.The optimal kernel is defined as a composition of base kernel functions used to identify correlation patterns between data points. Our approach includes a modified version of the Compositional Kernel Learning (CKL) algorithm, in which we score the kernel families using a new energy function that depends both the Bayesian Information Criterion (BIC) and the explained variance score. We applied the proposed framework to model the progression of neurodegenerative diseases over time, in particular the progression of autosomal dominantly-inherited Alzheimer's disease, and use it to predict the time to clinical onset of subjects carrying genetic mutation.
Gaussian process regression for sensor networks under localization uncertainty
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.
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.
Test of the cosmic evolution using Gaussian processes
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Ming-Jian; Xia, Jun-Qing, E-mail: zhangmj@ihep.ac.cn, E-mail: xiajq@bnu.edu.cn
2016-12-01
Much focus was on the possible slowing down of cosmic acceleration under the dark energy parametrization. In the present paper, we investigate this subject using the Gaussian processes (GP), without resorting to a particular template of dark energy. The reconstruction is carried out by abundant data including luminosity distance from Union2, Union2.1 compilation and gamma-ray burst, and dynamical Hubble parameter. It suggests that slowing down of cosmic acceleration cannot be presented within 95% C.L., in considering the influence of spatial curvature and Hubble constant. In order to reveal the reason of tension between our reconstruction and previous parametrization constraint formore » Union2 data, we compare them and find that slowing down of acceleration in some parametrization is only a ''mirage'. Although these parameterizations fits well with the observational data, their tension can be revealed by high order derivative of distance D. Instead, GP method is able to faithfully model the cosmic expansion history.« less
Airborne Detection and Tracking of Geologic Leakage Sites
NASA Astrophysics Data System (ADS)
Jacob, Jamey; Allamraju, Rakshit; Axelrod, Allan; Brown, Calvin; Chowdhary, Girish; Mitchell, Taylor
2014-11-01
Safe storage of CO2 to reduce greenhouse gas emissions without adversely affecting energy use or hindering economic growth requires development of monitoring technology that is capable of validating storage permanence while ensuring the integrity of sequestration operations. Soil gas monitoring has difficulty accurately distinguishing gas flux signals related to leakage from those associated with meteorologically driven changes of soil moisture and temperature. Integrated ground and airborne monitoring systems are being deployed capable of directly detecting CO2 concentration in storage sites. Two complimentary approaches to detecting leaks in the carbon sequestration fields are presented. The first approach focuses on reducing the requisite network communication for fusing individual Gaussian Process (GP) CO2 sensing models into a global GP CO2 model. The GP fusion approach learns how to optimally allocate the static and mobile sensors. The second approach leverages a hierarchical GP-Sigmoidal Gaussian Cox Process for airborne predictive mission planning to optimally reducing the entropy of the global CO2 model. Results from the approaches will be presented.
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.
NON-GAUSSIANITIES IN THE LOCAL CURVATURE OF THE FIVE-YEAR WMAP DATA
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rudjord, Oeystein; Groeneboom, Nicolaas E.; Hansen, Frode K.
Using the five-year WMAP data, we re-investigate claims of non-Gaussianities and asymmetries detected in local curvature statistics of the one-year WMAP data. In Hansen et al., it was found that the northern ecliptic hemisphere was non-Gaussian at the {approx}1% level testing the densities of hill, lake, and saddle points based on the second derivatives of the cosmic microwave background temperature map. The five-year WMAP data have a much lower noise level and better control of systematics. Using these, we find that the anomalies are still present at a consistent level. Also the direction of maximum non-Gaussianity remains. Due to limitedmore » availability of computer resources, Hansen et al. were unable to calculate the full covariance matrix for the {chi}{sup 2}-test used. Here, we apply the full covariance matrix instead of the diagonal approximation and find that the non-Gaussianities disappear and there is no preferred non-Gaussian direction. We compare with simulations of weak lensing to see if this may cause the observed non-Gaussianity when using a diagonal covariance matrix. We conclude that weak lensing does not produce non-Gaussianity in the local curvature statistics at the scales investigated in this paper. The cause of the non-Gaussian detection in the case of a diagonal matrix remains unclear.« less
Non-Gaussian statistics of soliton timing jitter induced by amplifier noise.
Ho, Keang-Po
2003-11-15
Based on first-order perturbation theory of the soliton, the Gordon-Haus timing jitter induced by amplifier noise is found to be non-Gaussian distributed. Both frequency and timing jitter have larger tail probabilities than Gaussian distribution given by the linearized perturbation theory. The timing jitter has a larger discrepancy from Gaussian distribution than does the frequency jitter.
Li, Derong; Lv, Xiaohua; Bowlan, Pamela; Du, Rui; Zeng, Shaoqun; Luo, Qingming
2009-09-14
The evolution of the frequency chirp of a laser pulse inside a classical pulse compressor is very different for plane waves and Gaussian beams, although after propagating through the last (4th) dispersive element, the two models give the same results. In this paper, we have analyzed the evolution of the frequency chirp of Gaussian pulses and beams using a method which directly obtains the spectral phase acquired by the compressor. We found the spatiotemporal couplings in the phase to be the fundamental reason for the difference in the frequency chirp acquired by a Gaussian beam and a plane wave. When the Gaussian beam propagates, an additional frequency chirp will be introduced if any spatiotemporal couplings (i.e. angular dispersion, spatial chirp or pulse front tilt) are present. However, if there are no couplings present, the chirp of the Gaussian beam is the same as that of a plane wave. When the Gaussian beam is well collimated, the introduced frequency chirp predicted by the plane wave and Gaussian beam models are in closer agreement. This work improves our understanding of pulse compressors and should be helpful for optimizing dispersion compensation schemes in many applications of femtosecond laser pulses.
Synchronic interval Gaussian mixed-integer programming for air quality management.
Cheng, Guanhui; Huang, Guohe Gordon; Dong, Cong
2015-12-15
To reveal the synchronism of interval uncertainties, the tradeoff between system optimality and security, the discreteness of facility-expansion options, the uncertainty of pollutant dispersion processes, and the seasonality of wind features in air quality management (AQM) systems, a synchronic interval Gaussian mixed-integer programming (SIGMIP) approach is proposed in this study. A robust interval Gaussian dispersion model is developed for approaching the pollutant dispersion process under interval uncertainties and seasonal variations. The reflection of synchronic effects of interval uncertainties in the programming objective is enabled through introducing interval functions. The proposition of constraint violation degrees helps quantify the tradeoff between system optimality and constraint violation under interval uncertainties. The overall optimality of system profits of an SIGMIP model is achieved based on the definition of an integrally optimal solution. Integer variables in the SIGMIP model are resolved by the existing cutting-plane method. Combining these efforts leads to an effective algorithm for the SIGMIP model. An application to an AQM problem in a region in Shandong Province, China, reveals that the proposed SIGMIP model can facilitate identifying the desired scheme for AQM. The enhancement of the robustness of optimization exercises may be helpful for increasing the reliability of suggested schemes for AQM under these complexities. The interrelated tradeoffs among control measures, emission sources, flow processes, receptors, influencing factors, and economic and environmental goals are effectively balanced. Interests of many stakeholders are reasonably coordinated. The harmony between economic development and air quality control is enabled. Results also indicate that the constraint violation degree is effective at reflecting the compromise relationship between constraint-violation risks and system optimality under interval uncertainties. This can help decision makers mitigate potential risks, e.g. insufficiency of pollutant treatment capabilities, exceedance of air quality standards, deficiency of pollution control fund, or imbalance of economic or environmental stress, in the process of guiding AQM. Copyright © 2015 Elsevier B.V. All rights reserved.
NASA Astrophysics Data System (ADS)
Gacal, G. F. B.; Lagrosas, N.
2016-12-01
Nowadays, cameras are commonly used by students. In this study, we use this instrument to look at moon signals and relate these signals to Gaussian functions. To implement this as a classroom activity, students need computers, computer software to visualize signals, and moon images. A normalized Gaussian function is often used to represent probability density functions of normal distribution. It is described by its mean m and standard deviation s. The smaller standard deviation implies less spread from the mean. For the 2-dimensional Gaussian function, the mean can be described by coordinates (x0, y0), while the standard deviations can be described by sx and sy. In modelling moon signals obtained from sky-cameras, the position of the mean (x0, y0) is solved by locating the coordinates of the maximum signal of the moon. The two standard deviations are the mean square weighted deviation based from the sum of total pixel values of all rows/columns. If visualized in three dimensions, the 2D Gaussian function appears as a 3D bell surface (Fig. 1a). This shape is similar to the pixel value distribution of moon signals as captured by a sky-camera. An example of this is illustrated in Fig 1b taken around 22:20 (local time) of January 31, 2015. The local time is 8 hours ahead of coordinated universal time (UTC). This image is produced by a commercial camera (Canon Powershot A2300) with 1s exposure time, f-stop of f/2.8, and 5mm focal length. One has to chose a camera with high sensitivity when operated at nighttime to effectively detect these signals. Fig. 1b is obtained by converting the red-green-blue (RGB) photo to grayscale values. The grayscale values are then converted to a double data type matrix. The last conversion process is implemented for the purpose of having the same scales for both Gaussian model and pixel distribution of raw signals. Subtraction of the Gaussian model from the raw data produces a moonless image as shown in Fig. 1c. This moonless image can be used for quantifying cloud cover as captured by ordinary cameras (Gacal et al, 2016). Cloud cover can be defined as the ratio of number of pixels whose values exceeds 0.07 and the total number of pixels. In this particular image, cloud cover value is 0.67.
NASA Astrophysics Data System (ADS)
Zhou, GuoQuan; Cai, YangJian; Dai, ChaoQing
2013-05-01
A kind of hollow vortex Gaussian beam is introduced. Based on the Collins integral, an analytical propagation formula of a hollow vortex Gaussian beam through a paraxial ABCD optical system is derived. Due to the special distribution of the optical field, which is caused by the initial vortex phase, the dark region of a hollow vortex Gaussian beam will not disappear upon propagation. The analytical expressions for the beam propagation factor, the kurtosis parameter, and the orbital angular momentum density of a hollow vortex Gaussian beam passing through a paraxial ABCD optical system are also derived, respectively. The beam propagation factor is determined by the beam order and the topological charge. The kurtosis parameter and the orbital angular momentum density depend on beam order n, topological charge m, parameter γ, and transfer matrix elements A and D. As a numerical example, the propagation properties of a hollow vortex Gaussian beam in free space are demonstrated. The hollow vortex Gaussian beam has eminent propagation stability and has crucial application prospects in optical micromanipulation.
Back to Normal! Gaussianizing posterior distributions for cosmological probes
NASA Astrophysics Data System (ADS)
Schuhmann, Robert L.; Joachimi, Benjamin; Peiris, Hiranya V.
2014-05-01
We present a method to map multivariate non-Gaussian posterior probability densities into Gaussian ones via nonlinear Box-Cox transformations, and generalizations thereof. This is analogous to the search for normal parameters in the CMB, but can in principle be applied to any probability density that is continuous and unimodal. The search for the optimally Gaussianizing transformation amongst the Box-Cox family is performed via a maximum likelihood formalism. We can judge the quality of the found transformation a posteriori: qualitatively via statistical tests of Gaussianity, and more illustratively by how well it reproduces the credible regions. The method permits an analytical reconstruction of the posterior from a sample, e.g. a Markov chain, and simplifies the subsequent joint analysis with other experiments. Furthermore, it permits the characterization of a non-Gaussian posterior in a compact and efficient way. The expression for the non-Gaussian posterior can be employed to find analytic formulae for the Bayesian evidence, and consequently be used for model comparison.
The area of isodensity contours in cosmological models and galaxy surveys
NASA Technical Reports Server (NTRS)
Ryden, Barbara S.; Melott, Adrian L.; Craig, David A.; Gott, J. Richard, III; Weinberg, David H.
1989-01-01
The contour crossing statistic, defined as the mean number of times per unit length that a straight line drawn through the field crosses a given contour, is applied to model density fields and to smoothed samples of galaxies. Models in which the matter is in a bubble structure, in a filamentary net, or in clusters can be distinguished from Gaussian density distributions. The shape of the contour crossing curve in the initially Gaussian fields considered remains Gaussian after gravitational evolution and biasing, as long as the smoothing length is longer than the mass correlation length. With a smoothing length of 5/h Mpc, models containing cosmic strings are indistinguishable from Gaussian distributions. Cosmic explosion models are significantly non-Gaussian, having a bubbly structure. Samples from the CfA survey and the Haynes and Giovanelli (1986) survey are more strongly non-Gaussian at a smoothing length of 6/h Mpc than any of the models examined. At a smoothing length of 12/h Mpc, the Haynes and Giovanelli sample appears Gaussian.
Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion
NASA Astrophysics Data System (ADS)
Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin
2018-02-01
Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.
Skewness in large-scale structure and non-Gaussian initial conditions
NASA Technical Reports Server (NTRS)
Fry, J. N.; Scherrer, Robert J.
1994-01-01
We compute the skewness of the galaxy distribution arising from the nonlinear evolution of arbitrary non-Gaussian intial conditions to second order in perturbation theory including the effects of nonlinear biasing. The result contains a term identical to that for a Gaussian initial distribution plus terms which depend on the skewness and kurtosis of the initial conditions. The results are model dependent; we present calculations for several toy models. At late times, the leading contribution from the initial skewness decays away relative to the other terms and becomes increasingly unimportant, but the contribution from initial kurtosis, previously overlooked, has the same time dependence as the Gaussian terms. Observations of a linear dependence of the normalized skewness on the rms density fluctuation therefore do not necessarily rule out initially non-Gaussian models. We also show that with non-Gaussian initial conditions the first correction to linear theory for the mean square density fluctuation is larger than for Gaussian models.
Multi-variate joint PDF for non-Gaussianities: exact formulation and generic approximations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Verde, Licia; Jimenez, Raul; Alvarez-Gaume, Luis
2013-06-01
We provide an exact expression for the multi-variate joint probability distribution function of non-Gaussian fields primordially arising from local transformations of a Gaussian field. This kind of non-Gaussianity is generated in many models of inflation. We apply our expression to the non-Gaussianity estimation from Cosmic Microwave Background maps and the halo mass function where we obtain analytical expressions. We also provide analytic approximations and their range of validity. For the Cosmic Microwave Background we give a fast way to compute the PDF which is valid up to more than 7σ for f{sub NL} values (both true and sampled) not ruledmore » out by current observations, which consists of expressing the PDF as a combination of bispectrum and trispectrum of the temperature maps. The resulting expression is valid for any kind of non-Gaussianity and is not limited to the local type. The above results may serve as the basis for a fully Bayesian analysis of the non-Gaussianity parameter.« less
NASA Astrophysics Data System (ADS)
Liu, Peng; Wang, Yanfei
2018-04-01
We study problems associated with seismic data decomposition and migration imaging. We first represent the seismic data utilizing Gaussian beam basis functions, which have nonzero curvature, and then consider the sparse decomposition technique. The sparse decomposition problem is an l0-norm constrained minimization problem. In solving the l0-norm minimization, a polynomial Radon transform is performed to achieve sparsity, and a fast gradient descent method is used to calculate the waveform functions. The waveform functions can subsequently be used for sparse Gaussian beam migration. Compared with traditional sparse Gaussian beam methods, the seismic data can be properly reconstructed employing fewer Gaussian beams with nonzero initial curvature. The migration approach described in this paper is more efficient than the traditional sparse Gaussian beam migration.
Extremality of Gaussian quantum states.
Wolf, Michael M; Giedke, Geza; Cirac, J Ignacio
2006-03-03
We investigate Gaussian quantum states in view of their exceptional role within the space of all continuous variables states. A general method for deriving extremality results is provided and applied to entanglement measures, secret key distillation and the classical capacity of bosonic quantum channels. We prove that for every given covariance matrix the distillable secret key rate and the entanglement, if measured appropriately, are minimized by Gaussian states. This result leads to a clearer picture of the validity of frequently made Gaussian approximations. Moreover, it implies that Gaussian encodings are optimal for the transmission of classical information through bosonic channels, if the capacity is additive.
Modified Gaussian influence function of deformable mirror actuators.
Huang, Linhai; Rao, Changhui; Jiang, Wenhan
2008-01-07
A new deformable mirror influence function based on a Gaussian function is introduced to analyze the fitting capability of a deformable mirror. The modified expressions for both azimuthal and radial directions are presented based on the analysis of the residual error between a measured influence function and a Gaussian influence function. With a simplex search method, we further compare the fitting capability of our proposed influence function to fit the data produced by a Zygo interferometer with that of a Gaussian influence function. The result indicates that the modified Gaussian influence function provides much better performance in data fitting.
Mean intensity of the vortex Bessel-Gaussian beam in turbulent atmosphere
NASA Astrophysics Data System (ADS)
Lukin, Igor P.
2017-11-01
In this work the question of stability of the vortex Bessel-Gaussian optical beams formed in turbulent atmosphere is theoretically considered. The detailed analysis of features of spatial structure of distribution of mean intensity of vortex Bessel-Gaussian optical beams in turbulent atmosphere are analyzed. The quantitative criterion of possibility of formation of vortex Bessel-Gaussian optical beams in turbulent atmosphere is derived. It is shown that stability of the form of a vortex Bessel-Gaussian optical beam during propagation in turbulent atmosphere increases with increase of value of a topological charge of this optical beam.
Gaussian beam and physical optics iteration technique for wideband beam waveguide feed design
NASA Technical Reports Server (NTRS)
Veruttipong, W.; Chen, J. C.; Bathker, D. A.
1991-01-01
The Gaussian beam technique has become increasingly popular for wideband beam waveguide (BWG) design. However, it is observed that the Gaussian solution is less accurate for smaller mirrors (approximately less than 30 lambda in diameter). Therefore, a high-performance wideband BWG design cannot be achieved by using the Gaussian beam technique alone. This article demonstrates a new design approach by iterating Gaussian beam and BWG parameters simultaneously at various frequencies to obtain a wideband BWG. The result is further improved by comparing it with physical optics results and repeating the iteration.
The electrostatic interaction is a critical component of intermolecular interactions in biological processes. Rapid methods for the computation and characterization of the molecular electrostatic potential (MEP) that segment the molecular charge distribution and replace this cont...
Meng, Fan; Yang, Xiaomei; Zhou, Chenghu
2014-01-01
This paper studies the problem of the restoration of images corrupted by mixed Gaussian-impulse noise. In recent years, low-rank matrix reconstruction has become a research hotspot in many scientific and engineering domains such as machine learning, image processing, computer vision and bioinformatics, which mainly involves the problem of matrix completion and robust principal component analysis, namely recovering a low-rank matrix from an incomplete but accurate sampling subset of its entries and from an observed data matrix with an unknown fraction of its entries being arbitrarily corrupted, respectively. Inspired by these ideas, we consider the problem of recovering a low-rank matrix from an incomplete sampling subset of its entries with an unknown fraction of the samplings contaminated by arbitrary errors, which is defined as the problem of matrix completion from corrupted samplings and modeled as a convex optimization problem that minimizes a combination of the nuclear norm and the -norm in this paper. Meanwhile, we put forward a novel and effective algorithm called augmented Lagrange multipliers to exactly solve the problem. For mixed Gaussian-impulse noise removal, we regard it as the problem of matrix completion from corrupted samplings, and restore the noisy image following an impulse-detecting procedure. Compared with some existing methods for mixed noise removal, the recovery quality performance of our method is dominant if images possess low-rank features such as geometrically regular textures and similar structured contents; especially when the density of impulse noise is relatively high and the variance of Gaussian noise is small, our method can outperform the traditional methods significantly not only in the simultaneous removal of Gaussian noise and impulse noise, and the restoration ability for a low-rank image matrix, but also in the preservation of textures and details in the image. PMID:25248103
Large Footprint LiDAR Data Processing for Ground Detection and Biomass Estimation
NASA Astrophysics Data System (ADS)
Zhuang, Wei
Ground detection in large footprint waveform Light Detection And Ranging (LiDAR) data is important in calculating and estimating downstream products, especially in forestry applications. For example, tree heights are calculated as the difference between the ground peak and first returned signal in a waveform. Forest attributes, such as aboveground biomass, are estimated based on the tree heights. This dissertation investigated new metrics and algorithms for estimating aboveground biomass and extracting ground peak location in large footprint waveform LiDAR data. In the first manuscript, an accurate and computationally efficient algorithm, named Filtering and Clustering Algorithm (FICA), was developed based on a set of multiscale second derivative filters for automatically detecting the ground peak in an waveform from Land, Vegetation and Ice Sensor. Compared to existing ground peak identification algorithms, FICA was tested in different land cover type plots and showed improved accuracy in ground detections of the vegetation plots and similar accuracy in developed area plots. Also, FICA adopted a peak identification strategy rather than following a curve-fitting process, and therefore, exhibited improved efficiency. In the second manuscript, an algorithm was developed specifically for shrub waveforms. The algorithm only partially fitted the shrub canopy reflection and detected the ground peak by investigating the residual signal, which was generated by deducting a Gaussian fitting function from the raw waveform. After the deduction, the overlapping ground peak was identified as the local maximum of the residual signal. In addition, an applicability model was built for determining waveforms where the proposed PCF algorithm should be applied. In the third manuscript, a new set of metrics was developed to increase accuracy in biomass estimation models. The metrics were based on the results of Gaussian decomposition. They incorporated both waveform intensity represented by the area covered by a Gaussian function and its associated heights, which was the centroid of the Gaussian function. By considering signal reflection of different vegetation layers, the developed metrics obtained better estimation accuracy in aboveground biomass when compared to existing metrics. In addition, the new developed metrics showed strong correlation with other forest structural attributes, such as mean Diameter at Breast Height (DBH) and stem density. In sum, the dissertation investigated the various techniques for large footprint waveform LiDAR processing for detecting the ground peak and estimating biomass. The novel techniques developed in this dissertation showed better performance than existing methods or metrics.
Mean Field Variational Bayesian Data Assimilation
NASA Astrophysics Data System (ADS)
Vrettas, M.; Cornford, D.; Opper, M.
2012-04-01
Current data assimilation schemes propose a range of approximate solutions to the classical data assimilation problem, particularly state estimation. Broadly there are three main active research areas: ensemble Kalman filter methods which rely on statistical linearization of the model evolution equations, particle filters which provide a discrete point representation of the posterior filtering or smoothing distribution and 4DVAR methods which seek the most likely posterior smoothing solution. In this paper we present a recent extension to our variational Bayesian algorithm which seeks the most probably posterior distribution over the states, within the family of non-stationary Gaussian processes. Our original work on variational Bayesian approaches to data assimilation sought the best approximating time varying Gaussian process to the posterior smoothing distribution for stochastic dynamical systems. This approach was based on minimising the Kullback-Leibler divergence between the true posterior over paths, and our Gaussian process approximation. So long as the observation density was sufficiently high to bring the posterior smoothing density close to Gaussian the algorithm proved very effective, on lower dimensional systems. However for higher dimensional systems, the algorithm was computationally very demanding. We have been developing a mean field version of the algorithm which treats the state variables at a given time as being independent in the posterior approximation, but still accounts for their relationships between each other in the mean solution arising from the original dynamical system. In this work we present the new mean field variational Bayesian approach, illustrating its performance on a range of classical data assimilation problems. We discuss the potential and limitations of the new approach. We emphasise that the variational Bayesian approach we adopt, in contrast to other variational approaches, provides a bound on the marginal likelihood of the observations given parameters in the model which also allows inference of parameters such as observation errors, and parameters in the model and model error representation, particularly if this is written as a deterministic form with small additive noise. We stress that our approach can address very long time window and weak constraint settings. However like traditional variational approaches our Bayesian variational method has the benefit of being posed as an optimisation problem. We finish with a sketch of the future directions for our approach.
Gaussian-input Gaussian mixture model for representing density maps and atomic models.
Kawabata, Takeshi
2018-07-01
A new Gaussian mixture model (GMM) has been developed for better representations of both atomic models and electron microscopy 3D density maps. The standard GMM algorithm employs an EM algorithm to determine the parameters. It accepted a set of 3D points with weights, corresponding to voxel or atomic centers. Although the standard algorithm worked reasonably well; however, it had three problems. First, it ignored the size (voxel width or atomic radius) of the input, and thus it could lead to a GMM with a smaller spread than the input. Second, the algorithm had a singularity problem, as it sometimes stopped the iterative procedure due to a Gaussian function with almost zero variance. Third, a map with a large number of voxels required a long computation time for conversion to a GMM. To solve these problems, we have introduced a Gaussian-input GMM algorithm, which considers the input atoms or voxels as a set of Gaussian functions. The standard EM algorithm of GMM was extended to optimize the new GMM. The new GMM has identical radius of gyration to the input, and does not suddenly stop due to the singularity problem. For fast computation, we have introduced a down-sampled Gaussian functions (DSG) by merging neighboring voxels into an anisotropic Gaussian function. It provides a GMM with thousands of Gaussian functions in a short computation time. We also have introduced a DSG-input GMM: the Gaussian-input GMM with the DSG as the input. This new algorithm is much faster than the standard algorithm. Copyright © 2018 The Author(s). Published by Elsevier Inc. All rights reserved.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Smallwood, D.O.
It is recognized that some dynamic and noise environments are characterized by time histories which are not Gaussian. An example is high intensity acoustic noise. Another example is some transportation vibration. A better simulation of these environments can be generated if a zero mean non-Gaussian time history can be reproduced with a specified auto (or power) spectral density (ASD or PSD) and a specified probability density function (pdf). After the required time history is synthesized, the waveform can be used for simulation purposes. For example, modem waveform reproduction techniques can be used to reproduce the waveform on electrodynamic or electrohydraulicmore » shakers. Or the waveforms can be used in digital simulations. A method is presented for the generation of realizations of zero mean non-Gaussian random time histories with a specified ASD, and pdf. First a Gaussian time history with the specified auto (or power) spectral density (ASD) is generated. A monotonic nonlinear function relating the Gaussian waveform to the desired realization is then established based on the Cumulative Distribution Function (CDF) of the desired waveform and the known CDF of a Gaussian waveform. The established function is used to transform the Gaussian waveform to a realization of the desired waveform. Since the transformation preserves the zero-crossings and peaks of the original Gaussian waveform, and does not introduce any substantial discontinuities, the ASD is not substantially changed. Several methods are available to generate a realization of a Gaussian distributed waveform with a known ASD. The method of Smallwood and Paez (1993) is an example. However, the generation of random noise with a specified ASD but with a non-Gaussian distribution is less well known.« less
NASA Astrophysics Data System (ADS)
Kang, Yan-Mei; Chen, Xi; Lin, Xu-Dong; Tan, Ning
The mean first passage time (MFPT) in a phenomenological gene transcriptional regulatory model with non-Gaussian noise is analytically investigated based on the singular perturbation technique. The effect of the non-Gaussian noise on the phenomenon of stochastic resonance (SR) is then disclosed based on a new combination of adiabatic elimination and linear response approximation. Compared with the results in the Gaussian noise case, it is found that bounded non-Gaussian noise inhibits the transition between different concentrations of protein, while heavy-tailed non-Gaussian noise accelerates the transition. It is also found that the optimal noise intensity for SR in the heavy-tailed noise case is smaller, while the optimal noise intensity in the bounded noise case is larger. These observations can be explained by the heavy-tailed noise easing random transitions.
Non-gaussianity versus nonlinearity of cosmological perturbations.
Verde, L
2001-06-01
Following the discovery of the cosmic microwave background, the hot big-bang model has become the standard cosmological model. In this theory, small primordial fluctuations are subsequently amplified by gravity to form the large-scale structure seen today. Different theories for unified models of particle physics, lead to different predictions for the statistical properties of the primordial fluctuations, that can be divided in two classes: gaussian and non-gaussian. Convincing evidence against or for gaussian initial conditions would rule out many scenarios and point us toward a physical theory for the origin of structures. The statistical distribution of cosmological perturbations, as we observe them, can deviate from the gaussian distribution in several different ways. Even if perturbations start off gaussian, nonlinear gravitational evolution can introduce non-gaussian features. Additionally, our knowledge of the Universe comes principally from the study of luminous material such as galaxies, but galaxies might not be faithful tracers of the underlying mass distribution. The relationship between fluctuations in the mass and in the galaxies distribution (bias), is often assumed to be local, but could well be nonlinear. Moreover, galaxy catalogues use the redshift as third spatial coordinate: the resulting redshift-space map of the galaxy distribution is nonlinearly distorted by peculiar velocities. Nonlinear gravitational evolution, biasing, and redshift-space distortion introduce non-gaussianity, even in an initially gaussian fluctuation field. I investigate the statistical tools that allow us, in principle, to disentangle the above different effects, and the observational datasets we require to do so in practice.
Zhan, Feibiao; Liu, Shenquan
2017-01-01
Electrical activities are ubiquitous neuronal bioelectric phenomena, which have many different modes to encode the expression of biological information, and constitute the whole process of signal propagation between neurons. Therefore, we focus on the electrical activities of neurons, which is also causing widespread concern among neuroscientists. In this paper, we mainly investigate the electrical activities of the Morris-Lecar (M-L) model with electromagnetic radiation or Gaussian white noise, which can restore the authenticity of neurons in realistic neural network. First, we explore dynamical response of the whole system with electromagnetic induction (EMI) and Gaussian white noise. We find that there are slight differences in the discharge behaviors via comparing the response of original system with that of improved system, and electromagnetic induction can transform bursting or spiking state to quiescent state and vice versa. Furthermore, we research bursting transition mode and the corresponding periodic solution mechanism for the isolated neuron model with electromagnetic induction by using one-parameter and bi-parameters bifurcation analysis. Finally, we analyze the effects of Gaussian white noise on the original system and coupled system, which is conducive to understand the actual discharge properties of realistic neurons. PMID:29209192
Zhan, Feibiao; Liu, Shenquan
2017-01-01
Electrical activities are ubiquitous neuronal bioelectric phenomena, which have many different modes to encode the expression of biological information, and constitute the whole process of signal propagation between neurons. Therefore, we focus on the electrical activities of neurons, which is also causing widespread concern among neuroscientists. In this paper, we mainly investigate the electrical activities of the Morris-Lecar (M-L) model with electromagnetic radiation or Gaussian white noise, which can restore the authenticity of neurons in realistic neural network. First, we explore dynamical response of the whole system with electromagnetic induction (EMI) and Gaussian white noise. We find that there are slight differences in the discharge behaviors via comparing the response of original system with that of improved system, and electromagnetic induction can transform bursting or spiking state to quiescent state and vice versa. Furthermore, we research bursting transition mode and the corresponding periodic solution mechanism for the isolated neuron model with electromagnetic induction by using one-parameter and bi-parameters bifurcation analysis. Finally, we analyze the effects of Gaussian white noise on the original system and coupled system, which is conducive to understand the actual discharge properties of realistic neurons.
NASA Astrophysics Data System (ADS)
Almeida, Javier; Velasco, Nelson; Alvarez, Charlens; Romero, Eduardo
2017-11-01
Autism Spectrum Disorder (ASD) is a complex neurological condition characterized by a triad of signs: stereotyped behaviors, verbal and non-verbal communication problems. The scientific community has been interested on quantifying anatomical brain alterations of this disorder. Several studies have focused on measuring brain cortical and sub-cortical volumes. This article presents a fully automatic method which finds out differences among patients diagnosed with autism and control patients. After the usual pre-processing, a template (MNI152) is registered to an evaluated brain which becomes then a set of regions. Each of these regions is the represented by the normalized histogram of intensities which is approximated by mixture of Gaussian (GMM). The gray and white matter are separated to calculate the mean and standard deviation of each Gaussian. These features are then used to train, region per region, a binary SVM classifier. The method was evaluated in an adult population aged from 18 to 35 years, from the public database Autism Brain Imaging Data Exchange (ABIDE). Highest discrimination values were found for the Right Middle Temporal Gyrus, with an Area Under the Curve (AUC) of the Receiver Operating Characteristic (ROC) the curve of 0.72.
A New Non-gaussian Turbulent Wind Field Generator to Estimate Design-Loads of Wind-Turbines
NASA Astrophysics Data System (ADS)
Schaffarczyk, A. P.; Gontier, H.; Kleinhans, D.; Friedrich, R.
Climate change and finite fossil fuel resources make it urgent to turn into electricity generation from mostly renewable energies. One major part will play wind-energy supplied by wind-turbines of rated power up to 10 MW. For their design and development wind field models have to be used. The standard models are based on the empirical spectra, for example by von Karman or Kaimal. From investigation of measured data it is clear that gusts are underrepresented in such models. Based on some fundamental discoveries of the nature of turbulence by Friedrich [1] derived from the Navier-Stokes equation directly, we used the concept of Continuous Time Random Walks to construct three dimensional wind fields obeying non-Gaussian statistics. These wind fields were used to estimate critical fatigue loads necessary within the certification process. Calculations are carried out with an implementation of a beam-model (FLEX5) for two types of state-of-the-art wind turbines The authors considered the edgewise and flapwise blade-root bending moments as well as tilt moment at tower top due to the standard wind field models and our new non-Gaussian wind field model. Clear differences in the loads were found.
A clustering-based fuzzy wavelet neural network model for short-term load forecasting.
Kodogiannis, Vassilis S; Amina, Mahdi; Petrounias, Ilias
2013-10-01
Load forecasting is a critical element of power system operation, involving prediction of the future level of demand to serve as the basis for supply and demand planning. This paper presents the development of a novel clustering-based fuzzy wavelet neural network (CB-FWNN) model and validates its prediction on the short-term electric load forecasting of the Power System of the Greek Island of Crete. The proposed model is obtained from the traditional Takagi-Sugeno-Kang fuzzy system by replacing the THEN part of fuzzy rules with a "multiplication" wavelet neural network (MWNN). Multidimensional Gaussian type of activation functions have been used in the IF part of the fuzzyrules. A Fuzzy Subtractive Clustering scheme is employed as a pre-processing technique to find out the initial set and adequate number of clusters and ultimately the number of multiplication nodes in MWNN, while Gaussian Mixture Models with the Expectation Maximization algorithm are utilized for the definition of the multidimensional Gaussians. The results corresponding to the minimum and maximum power load indicate that the proposed load forecasting model provides significantly accurate forecasts, compared to conventional neural networks models.
Huang, Wenzhu; Zhen, Tengkun; Zhang, Wentao; Zhang, Fusheng; Li, Fang
2015-01-01
Static strain can be detected by measuring a cross-correlation of reflection spectra from two fiber Bragg gratings (FBGs). However, the static-strain measurement resolution is limited by the dominant Gaussian noise source when using this traditional method. This paper presents a novel static-strain demodulation algorithm for FBG-based Fabry-Perot interferometers (FBG-FPs). The Hilbert transform is proposed for changing the Gaussian distribution of the two FBG-FPs’ reflection spectra, and a cross third-order cumulant is used to use the results of the Hilbert transform and get a group of noise-vanished signals which can be used to accurately calculate the wavelength difference of the two FBG-FPs. The benefit by these processes is that Gaussian noise in the spectra can be suppressed completely in theory and a higher resolution can be reached. In order to verify the precision and flexibility of this algorithm, a detailed theory model and a simulation analysis are given, and an experiment is implemented. As a result, a static-strain resolution of 0.9 nε under laboratory environment condition is achieved, showing a higher resolution than the traditional cross-correlation method. PMID:25923938
Huang, Wenzhu; Zhen, Tengkun; Zhang, Wentao; Zhang, Fusheng; Li, Fang
2015-04-27
Static strain can be detected by measuring a cross-correlation of reflection spectra from two fiber Bragg gratings (FBGs). However, the static-strain measurement resolution is limited by the dominant Gaussian noise source when using this traditional method. This paper presents a novel static-strain demodulation algorithm for FBG-based Fabry-Perot interferometers (FBG-FPs). The Hilbert transform is proposed for changing the Gaussian distribution of the two FBG-FPs' reflection spectra, and a cross third-order cumulant is used to use the results of the Hilbert transform and get a group of noise-vanished signals which can be used to accurately calculate the wavelength difference of the two FBG-FPs. The benefit by these processes is that Gaussian noise in the spectra can be suppressed completely in theory and a higher resolution can be reached. In order to verify the precision and flexibility of this algorithm, a detailed theory model and a simulation analysis are given, and an experiment is implemented. As a result, a static-strain resolution of 0.9 nε under laboratory environment condition is achieved, showing a higher resolution than the traditional cross-correlation method.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Abrecht, David G.; Schwantes, Jon M.; Kukkadapu, Ravi K.
2015-02-01
Spectrum-processing software that incorporates a gaussian smoothing kernel within the statistics of first-order Kalman filtration has been developed to provide cross-channel spectral noise reduction for increased real-time signal-to-noise ratios for Mossbauer spectroscopy. The filter was optimized for the breadth of the gaussian using the Mossbauer spectrum of natural iron foil, and comparisons between the peak broadening, signal-to-noise ratios, and shifts in the calculated hyperfine parameters are presented. The results of optimization give a maximum improvement in the signal-to-noise ratio of 51.1% over the unfiltered spectrum at a gaussian breadth of 27 channels, or 2.5% of the total spectrum width. Themore » full-width half-maximum of the spectrum peaks showed an increase of 19.6% at this optimum point, indicating a relatively weak increase in the peak broadening relative to the signal enhancement, leading to an overall increase in the observable signal. Calculations of the hyperfine parameters showed no statistically significant deviations were introduced from the application of the filter, confirming the utility of this filter for spectroscopy applications.« less
Gaussian covariance graph models accounting for correlated marker effects in genome-wide prediction.
Martínez, C A; Khare, K; Rahman, S; Elzo, M A
2017-10-01
Several statistical models used in genome-wide prediction assume uncorrelated marker allele substitution effects, but it is known that these effects may be correlated. In statistics, graphical models have been identified as a useful tool for covariance estimation in high-dimensional problems and it is an area that has recently experienced a great expansion. In Gaussian covariance graph models (GCovGM), the joint distribution of a set of random variables is assumed to be Gaussian and the pattern of zeros of the covariance matrix is encoded in terms of an undirected graph G. In this study, methods adapting the theory of GCovGM to genome-wide prediction were developed (Bayes GCov, Bayes GCov-KR and Bayes GCov-H). In simulated data sets, improvements in correlation between phenotypes and predicted breeding values and accuracies of predicted breeding values were found. Our models account for correlation of marker effects and permit to accommodate general structures as opposed to models proposed in previous studies, which consider spatial correlation only. In addition, they allow incorporation of biological information in the prediction process through its use when constructing graph G, and their extension to the multi-allelic loci case is straightforward. © 2017 Blackwell Verlag GmbH.
NASA Astrophysics Data System (ADS)
Sun, Alexander Y.; Morris, Alan P.; Mohanty, Sitakanta
2009-07-01
Estimated parameter distributions in groundwater models may contain significant uncertainties because of data insufficiency. Therefore, adaptive uncertainty reduction strategies are needed to continuously improve model accuracy by fusing new observations. In recent years, various ensemble Kalman filters have been introduced as viable tools for updating high-dimensional model parameters. However, their usefulness is largely limited by the inherent assumption of Gaussian error statistics. Hydraulic conductivity distributions in alluvial aquifers, for example, are usually non-Gaussian as a result of complex depositional and diagenetic processes. In this study, we combine an ensemble Kalman filter with grid-based localization and a Gaussian mixture model (GMM) clustering techniques for updating high-dimensional, multimodal parameter distributions via dynamic data assimilation. We introduce innovative strategies (e.g., block updating and dimension reduction) to effectively reduce the computational costs associated with these modified ensemble Kalman filter schemes. The developed data assimilation schemes are demonstrated numerically for identifying the multimodal heterogeneous hydraulic conductivity distributions in a binary facies alluvial aquifer. Our results show that localization and GMM clustering are very promising techniques for assimilating high-dimensional, multimodal parameter distributions, and they outperform the corresponding global ensemble Kalman filter analysis scheme in all scenarios considered.
Wang, Shunfang; Nie, Bing; Yue, Kun; Fei, Yu; Li, Wenjia; Xu, Dongshu
2017-12-15
Kernel discriminant analysis (KDA) is a dimension reduction and classification algorithm based on nonlinear kernel trick, which can be novelly used to treat high-dimensional and complex biological data before undergoing classification processes such as protein subcellular localization. Kernel parameters make a great impact on the performance of the KDA model. Specifically, for KDA with the popular Gaussian kernel, to select the scale parameter is still a challenging problem. Thus, this paper introduces the KDA method and proposes a new method for Gaussian kernel parameter selection depending on the fact that the differences between reconstruction errors of edge normal samples and those of interior normal samples should be maximized for certain suitable kernel parameters. Experiments with various standard data sets of protein subcellular localization show that the overall accuracy of protein classification prediction with KDA is much higher than that without KDA. Meanwhile, the kernel parameter of KDA has a great impact on the efficiency, and the proposed method can produce an optimum parameter, which makes the new algorithm not only perform as effectively as the traditional ones, but also reduce the computational time and thus improve efficiency.
Optimal Filter Estimation for Lucas-Kanade Optical Flow
Sharmin, Nusrat; Brad, Remus
2012-01-01
Optical flow algorithms offer a way to estimate motion from a sequence of images. The computation of optical flow plays a key-role in several computer vision applications, including motion detection and segmentation, frame interpolation, three-dimensional scene reconstruction, robot navigation and video compression. In the case of gradient based optical flow implementation, the pre-filtering step plays a vital role, not only for accurate computation of optical flow, but also for the improvement of performance. Generally, in optical flow computation, filtering is used at the initial level on original input images and afterwards, the images are resized. In this paper, we propose an image filtering approach as a pre-processing step for the Lucas-Kanade pyramidal optical flow algorithm. Based on a study of different types of filtering methods and applied on the Iterative Refined Lucas-Kanade, we have concluded on the best filtering practice. As the Gaussian smoothing filter was selected, an empirical approach for the Gaussian variance estimation was introduced. Tested on the Middlebury image sequences, a correlation between the image intensity value and the standard deviation value of the Gaussian function was established. Finally, we have found that our selection method offers a better performance for the Lucas-Kanade optical flow algorithm.
A novel multitarget model of radiation-induced cell killing based on the Gaussian distribution.
Zhao, Lei; Mi, Dong; Sun, Yeqing
2017-05-07
The multitarget version of the traditional target theory based on the Poisson distribution is still used to describe the dose-survival curves of cells after ionizing radiation in radiobiology and radiotherapy. However, noting that the usual ionizing radiation damage is the result of two sequential stochastic processes, the probability distribution of the damage number per cell should follow a compound Poisson distribution, like e.g. Neyman's distribution of type A (N. A.). In consideration of that the Gaussian distribution can be considered as the approximation of the N. A. in the case of high flux, a multitarget model based on the Gaussian distribution is proposed to describe the cell inactivation effects in low linear energy transfer (LET) radiation with high dose-rate. Theoretical analysis and experimental data fitting indicate that the present theory is superior to the traditional multitarget model and similar to the Linear - Quadratic (LQ) model in describing the biological effects of low-LET radiation with high dose-rate, and the parameter ratio in the present model can be used as an alternative indicator to reflect the radiation damage and radiosensitivity of the cells. Copyright © 2017 Elsevier Ltd. All rights reserved.
Electron Acceleration by Beating of Two Intense Cross-Focused Hollow Gaussian Laser Beams in Plasma
NASA Astrophysics Data System (ADS)
Mahmoud, Saleh T.; Gauniyal, Rakhi; Ahmad, Nafis; Rawat, Priyanka; Purohit, Gunjan
2018-01-01
This paper presents propagation of two cross-focused intense hollow Gaussian laser beams (HGBs) in collisionless plasma and its effect on the generation of electron plasma wave (EPW) and electron acceleration process, when relativistic and ponderomotive nonlinearities are simultaneously operative. Nonlinear differential equations have been set up for beamwidth of laser beams, power of generated EPW, and energy gain by electrons using WKB and paraxial approximations. Numerical simulations have been carried out to investigate the effect of typical laser-plasma parameters on the focusing of laser beams in plasmas and further its effect on power of excited EPW and acceleration of electrons. It is observed that focusing of two laser beams in plasma increases for higher order of hollow Gaussian beams, which significantly enhanced the power of generated EPW and energy gain. The amplitude of EPW and energy gain by electrons is found to enhance with an increase in the intensity of laser beams and plasma density. This study will be useful to plasma beat wave accelerator and in other applications requiring multiple laser beams. Supported by United Arab Emirates University for Financial under Grant No. UPAR (2014)-31S164
An End-to-End Model of Plant Pheromone Channel for Long Range Molecular Communication.
Unluturk, Bige D; Akyildiz, Ian F
2017-01-01
A new track in molecular communication is using pheromones which can scale up the range of diffusion-based communication from μm meters to meters and enable new applications requiring long range. Pheromone communication is the emission of molecules in the air which trigger behavioral or physiological responses in receiving organisms. The objective of this paper is to introduce a new end-to-end model which incorporates pheromone behavior with communication theory for plants. The proposed model includes both the transmission and reception processes as well as the propagation channel. The transmission process is the emission of pheromones from the leaves of plants. The dispersion of pheromones by the flow of wind constitutes the propagation process. The reception process is the sensing of pheromones by the pheromone receptors of plants. The major difference of pheromone communication from other molecular communication techniques is the dispersion channel acting under the laws of turbulent diffusion. In this paper, the pheromone channel is modeled as a Gaussian puff, i.e., a cloud of pheromone released instantaneously from the source whose dispersion follows a Gaussian distribution. Numerical results on the performance of the overall end-to-end pheromone channel in terms of normalized gain and delay are provided.
NASA Technical Reports Server (NTRS)
Fichtl, G. H.; Holland, R. L.
1978-01-01
A stochastic model of spacecraft motion was developed based on the assumption that the net torque vector due to crew activity and rocket thruster firings is a statistically stationary Gaussian vector process. The process had zero ensemble mean value, and the components of the torque vector were mutually stochastically independent. The linearized rigid-body equations of motion were used to derive the autospectral density functions of the components of the spacecraft rotation vector. The cross-spectral density functions of the components of the rotation vector vanish for all frequencies so that the components of rotation were mutually stochastically independent. The autospectral and cross-spectral density functions of the induced gravity environment imparted to scientific apparatus rigidly attached to the spacecraft were calculated from the rotation rate spectral density functions via linearized inertial frame to body-fixed principal axis frame transformation formulae. The induced gravity process was a Gaussian one with zero mean value. Transformation formulae were used to rotate the principal axis body-fixed frame to which the rotation rate and induced gravity vector were referred to a body-fixed frame in which the components of the induced gravity vector were stochastically independent. Rice's theory of exceedances was used to calculate expected exceedance rates of the components of the rotation and induced gravity vector processes.
Persistence of non-Markovian Gaussian stationary processes in discrete time
NASA Astrophysics Data System (ADS)
Nyberg, Markus; Lizana, Ludvig
2018-04-01
The persistence of a stochastic variable is the probability that it does not cross a given level during a fixed time interval. Although persistence is a simple concept to understand, it is in general hard to calculate. Here we consider zero mean Gaussian stationary processes in discrete time n . Few results are known for the persistence P0(n ) in discrete time, except the large time behavior which is characterized by the nontrivial constant θ through P0(n ) ˜θn . Using a modified version of the independent interval approximation (IIA) that we developed before, we are able to calculate P0(n ) analytically in z -transform space in terms of the autocorrelation function A (n ) . If A (n )→0 as n →∞ , we extract θ numerically, while if A (n )=0 , for finite n >N , we find θ exactly (within the IIA). We apply our results to three special cases: the nearest-neighbor-correlated "first order moving average process", where A (n )=0 for n >1 , the double exponential-correlated "second order autoregressive process", where A (n ) =c1λ1n+c2λ2n , and power-law-correlated variables, where A (n ) ˜n-μ . Apart from the power-law case when μ <5 , we find excellent agreement with simulations.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Leverrier, Anthony; Grangier, Philippe; Laboratoire Charles Fabry, Institut d'Optique, CNRS, University Paris-Sud, Campus Polytechnique, RD 128, F-91127 Palaiseau Cedex
2010-06-15
In this article, we give a simple proof of the fact that the optimal collective attacks against continuous-variable quantum key distribution with a Gaussian modulation are Gaussian attacks. Our proof, which makes use of symmetry properties of the protocol in phase space, is particularly relevant for the finite-key analysis of the protocol and therefore for practical applications.
Capacity of PPM on Gaussian and Webb Channels
NASA Technical Reports Server (NTRS)
Divsalar, D.; Dolinar, S.; Pollara, F.; Hamkins, J.
2000-01-01
This paper computes and compares the capacities of M-ary PPM on various idealized channels that approximate the optical communication channel: (1) the standard additive white Gaussian noise (AWGN) channel;(2) a more general AWGN channel (AWGN2) allowing different variances in signal and noise slots;(3) a Webb-distributed channel (Webb2);(4) a Webb+Gaussian channel, modeling Gaussian thermal noise added to Webb-distributed channel outputs.