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At least 181 records · Page 10

Effect of likelihood misspecification in Gaussian process-driven autonomous experimentation

In recent years, several groups have designed Autonomous Experiment (AE) models with the aim of using them as an alternative method for neutron scattering scanning. In an AE, Gaussian processes (GPs) are most frequently used due to their interpretability, their non-parametric nature, their universal approximation, and their closed-form predictive distribution. GPs have two key components, namely, the model for the likelihood of a neutron count knowing the underlying dynamic structure factor and the acquisition function. In this paper, we investigate the impact, on the quality of an AE, of the likelihood and acquisition function choices, in energy scans and (Q, ω) ones, with respect to the signal-over-noise ratio. While we hypothesized that the quality of GP predictions would decrease when the normal to Poisson likelihood approximation breaks down at low count rates, we found that the use of the correct Poisson likelihood does not improve the quality of the data collected, as well as yields very poor results in (Q, ω) scans at low count rates. In fact, the best results are obtained with a combination of normal likelihood, including the observation noise, and the change in variance acquisition function. In addition, we find that the performance, or quality of the predictive distribution, is a misleading measure of efficiency, that is, of the quality of the data collected.

Perryman, David Elliott [Inst. Laue-Langevin (ILL)↗

Optimal experimental design: Formulations and computations

Questions of ‘how best to acquire data’ are essential to modelling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates computational methods to answer them. This article presents a systematic survey of modern OED, from its foundations in classical design theory to current research involving OED for complex models. We begin by reviewing criteria used to formulate an OED problem and thus to encode the goal of performing an experiment. We emphasize the flexibility of the Bayesian and decision-theoretic approach, which encompasses information-based criteria that are well-suited to nonlinear and non-Gaussian statistical models. We then discuss methods for estimating or bounding the values of these design criteria; this endeavour can be quite challenging due to strong nonlinearities, high parameter dimension, large per-sample costs, or settings where the model is implicit. A complementary set of computational issues involves optimization methods used to find a design; we discuss such methods in the discrete (combinatorial) setting of observation selection and in settings where an exact design can be continuously parametrized. Finally we present emerging methods for sequential OED that build non-myopic design policies, rather than explicit designs; these methods naturally adapt to the outcomes of past experiments in proposing new experiments, while seeking coordination among all experiments to be performed. Throughout, we highlight important open questions and challenges.

97 MATHEMATICS AND COMPUTING↗

A new method for solving the linearized 1D Vlasov–Poisson system yielding a new class of solutions

We describe a new method for solving the linearized 1D Vlasov–Poisson system by using properties of Cauchy-type integrals. Our method remedies critical flaws of the two standard methods, reveals a previously unrecognized Gaussian-in-time-like decay, and can also account for an externally applied electric field. The Landau approximation involves deforming the Bromwich contour around the poles closest to the real axis due to the analytically continued dielectric function, finding the long-time behavior for a stable system: Landau damping. Jackson's generalization encircles all poles while sending the contour to infinity, assuming its contribution vanishes, which is not true in general. This gives incorrect solutions for physically reasonable configurations and can exhibit pathological behavior, of which we show examples. The van Kampen method expresses the solution for a stable equilibrium as a continuous superposition of waves, resulting in an opaque integral. Case's generalization includes unstable systems and predicts a decaying discrete mode for each growing discrete mode, an apparent contradiction to both the Jackson solution and ours. We show, without imposing additional constraints, that the decaying modes are never present in the time evolution due to an exact cancellation with part of the continuum. Our solution is free of integral expressions, is obtained using algebra and Laurent series expansions, does not rely on analytic continuations, and results in a correct asymptotically convergent form in the case of infinite sums. The analysis used can be readily applied in higher-dimensional, electromagnetic systems and also provides a new technique for evaluating certain inverse Laplace transforms.

Physics↗

Graph-learning approach to combine multiresolution seismic velocity models

SUMMARY The resolution of velocity models obtained by tomography varies due to multiple factors and variables, such as the inversion approach, ray coverage, data quality, etc. Combining velocity models with different resolutions can enable more accurate ground motion simulations. Toward this goal, we present a novel methodology to fuse multiresolution seismic velocity maps with probabilistic graphical models (PGMs). The PGMs provide segmentation results, corresponding to various velocity intervals, in seismic velocity models with different resolutions. Further, by considering physical information (such as ray path density), we introduce physics-informed probabilistic graphical models (PIPGMs). These models provide data-driven relations between subdomains with low (LR) and high (HR) resolutions. Transferring (segmented) distribution information from the HR regions enhances the details in the LR regions by solving a maximum likelihood problem with prior knowledge from HR models. When updating areas bordering HR and LR regions, a patch-scanning policy is adopted to consider local patterns and avoid sharp boundaries. To evaluate the efficacy of the proposed PGM fusion method, we tested the fusion approach on both a synthetic checkerboard model and a fault zone structure imaged from the 2019 Ridgecrest, CA, earthquake sequence. The Ridgecrest fault zone image consists of a shallow (top 1 km) high-resolution shear-wave velocity model obtained from ambient noise tomography, which is embedded into the coarser Statewide California Earthquake Center Community Velocity Model version S4.26-M01. The model efficacy is underscored by the deviation between observed and calculated traveltimes along the boundaries between HR and LR regions, 38 per cent less than obtained by conventional Gaussian interpolation. The proposed PGM fusion method can merge any gridded multiresolution velocity model, a valuable tool for computational seismology and ground motion estimation.

Geochemistry & Geophysics↗

Compactly‐Supported Nonstationary Kernels for Computing Exact Gaussian Processes on Big Data

The Gaussian process (GP) is a widely used method for analyzing large-scale data sets, including spatio-temporal measurements of nonlinear processes that are now commonplace in the environmental sciences. Traditional implementations of GPs involve stationary kernels (also termed covariance functions) that limit their flexibility, and exact methods for inference that prevent application to data sets with more than about 10,000 points. Modern approaches to address stationarity assumptions generally fail to accommodate large data sets, while all attempts to address scalability focus on approximating the Gaussian likelihood, which can involve subjectivity and lead to inaccuracies. In this work, we explicitly derive an alternative kernel that can discover and encode both sparsity and nonstationarity. We embed the kernel within a fully Bayesian GP model and leverage high-performance computing resources to enable the analysis of massive data sets. We demonstrate the favorable performance of our novel kernel relative to existing exact and approximate GP methods across a variety of synthetic data examples. Furthermore, we conduct space–time prediction based on more than 1 million measurements of daily maximum temperature and verify that our results outperform state-of-the-art methods in the Earth sciences. More broadly, having access to exact GPs that use ultra-scalable, sparsity-discovering, nonstationary kernels allows GP methods to truly compete with a wide variety of machine learning methods.

Gaussian processes↗

Solution of the stochastic control problem in unbounded domains.

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of singular perturbation techniques or Monte Carlo simulation procedures. In this paper, using the fact that Poisson impulse noise tends to a Gaussian process under certain limiting conditions, a method which achieves an arbitrarily good approximate solution to the stochastic control problem is given. The method uses the two iterative techniques of successive approximation and quasi-linearization and is inherently more efficient than existing methods of solution.

Robinson, P.↗

Quadrature Based Neural Network Learning of Stochastic Hamiltonian Systems

Hamiltonian Neural Networks (HNNs) provide structure-preserving learning of Hamiltonian systems. In this paper, we extend HNNs to structure-preserving inversion of stochastic Hamiltonian systems (SHSs) from observational data. We propose the quadrature-based models according to the integral form of the SHSs’ solutions, where we denoise the loss-by-moment calculations of the solutions. The integral pattern of the models transforms the source of the essential learning error from the discrepancy between the modified Hamiltonian and the true Hamiltonian in the classical HNN models into that between the integrals and their quadrature approximations. This transforms the challenging task of deriving the relation between the modified and the true Hamiltonians from the (stochastic) Hamilton–Jacobi PDEs, into the one that only requires invoking results from the numerical quadrature theory. Meanwhile, denoising via moments calculations gives a simpler data fitting method than, e.g., via probability density fitting, which may imply better generalization ability in certain circumstances. Numerical experiments validate the proposed learning strategy on several concrete Hamiltonian systems. The experimental results show that both the learned Hamiltonian function and the predicted solution of our quadrature-based model are more accurate than that of the corrected symplectic HNN method on a harmonic oscillator, and the three-point Gaussian quadrature-based model produces higher accuracy in long-time prediction than the Kramers–Moyal method and the numerics-informed likelihood method on the stochastic Kubo oscillator as well as other two stochastic systems with non-polynomial Hamiltonian functions. Moreover, the Hamiltonian learning error εH arising from the Gaussian quadrature-based model is lower than that from Simpson’s quadrature-based model. These demonstrate the superiority of our approach in learning accuracy and long-time prediction ability compared to certain existing methods and exhibit its potential to improve learning accuracy via applying precise quadrature formulae.

Mathematics↗

Backscattering from a Gaussian distributed, perfectly conducting, rough surface

The problem of scattering by random surfaces possessing many scales of roughness is analyzed. The approach is applicable to bistatic scattering from dielectric surfaces, however, this specific analysis is restricted to backscattering from a perfectly conducting surface in order to more clearly illustrate the method. The surface is assumed to be Gaussian distributed so that the surface height can be split into large and small scale components, relative to the electromagnetic wavelength. A first order perturbation approach is employed wherein the scattering solution for the large scale structure is perturbed by the small scale diffraction effects. The scattering from the large scale structure is treated via geometrical optics techniques. The effect of the large scale surface structure is shown to be equivalent to a convolution in k-space of the height spectrum with the following: the shadowing function, a polarization and surface slope dependent function, and a Gaussian factor resulting from the unperturbed geometrical optics solution. This solution provides a continuous transition between the near normal incidence geometrical optics and wide angle Bragg scattering results.

Brown, G. S.↗

An operational method for estimating signal to noise ratios from data acquired with imaging spectrometers

A method, using the concept of local means and local standard deviations of small imaging blocks and using a box counting procedure, has been developed for unsupervised estimation of the average signal to noise ratios of images in which the noise is additive. The method has been applied to simulated images with Gaussian noise, to images acquired with the Airborne Visible Infrared Imaging Spectrometer and with the Geophysical and Environmental Research Imaging Spectrometer. The method is compared with other techniques for estimating signal to noise ratios from imaging data. It is believed that the method is generally applicable to images having many small homogeneous blocks. Because the method does not take into account interband effects, it is not appropriate to use the method to estimate signal to noise ratios from images having nonnegligible interband radiometric calibration errors at spatial scales less than or equal to the size of the small imaging blocks used in the noise estimation.

Gao, Bo-Cai↗

Characterizing the System Impulse Response Function from Photon-Counting LiDAR Data

NASA's Multiple Altimeter Beam Experimental LiDAR (MABEL) is an aircraft-based photon-counting laser altimeter designed as a simulator to test measurement techniques and algorithms for Advanced Topographic Laser Altimeter System (ATLAS), the sole instrument on NASA's Ice, Cloud, and land Elevation Satellite-2 (ICESat-2) mission. By measuring the time of flight, pointing angle, and absolute position for individual photons, ICESat-2 provides detailed elevation measurements of earth's surface. Calculating accurate and precise elevations requires an understanding of how photons interact with surfaces, and characterization of the photon distribution after returning from surfaces. Neither MABEL nor ATLAS records the transmitted laser pulse shape, relying instead on aggregating several pulses worth of photons, often using histograms, to characterize the pulse shape. In this paper, we assess the limitations of using histograms and propose a more robust method to describe MABEL's system impulse-response function using an exponentially modified Gaussian distribution. We also provide standard error estimates for the arithmetic mean and standard deviation calculations, and for exponentially modified Gaussian parameters using a Monte Carlo sensitivity analysis. We apply this method to photon returns from a sea ice lead and from a dry salt lake bed as case studies for estimating the standard error associated with sample size for the arithmetic mean and standard deviation, and for the exponentially modified Gaussian parameters. We use these standard errors to calculate the minimum number of photons required to find both Gaussian and exponentially modified Gaussian distribution parameters within 3 cm of their parent population values.

photoncounting↗

Automatic classification of soils and vegetation with ERTS-1 data

Preliminary results of a test of a computerized analysis method using ERTS 1 data are presented. The method consisted of a four-spectral-band supervised, maximum likelihood, Gaussian classifier with training statistics derived through a combination of clustering and manual methods. The multivariate analysis method leads to the assignment of each resolution element of the data to one of a preselected set of discrete classes. The data frame was an area over the Texas-Oklahoma border including Lake Texoma. The study suggests that multispectral scanner data coupled with machine processing shows promise for earth surface cover surveys. Futhermore, the processing time is short and consequently the costs are low; a full frame can be analyzed completely within 48 hours.

Landgrebe, D. A.↗

Neutron Positioning and Geometric Distortion Correction on the SNS SiPM Anger Camera

Neutron Anger cameras are scintillator-based thermal neutron detectors that utilize pixelated photosensors to read out visible light signals and position neutrons accurately They are versatile detectors that can cover large areas for diffraction instruments and offer high efficiency and sub-millimeter spatial resolution. Photomultiplier Tube (PMT) based cameras are installed on three instruments at Spallation Neutron Source (SNS). The next generation camera uses Silicon Photomultipliers (SiPMs) instead of PMTs, which allows for a more compact design and higher spatial resolution. In this report, the Gaussian least-squares position fitting method is described in detail, as well as the method used to correct for geometric distortions across the face of the camera. Results from neutron camera tests before and after the distortion correction are shown and the spatial resolution is quantified.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

An efficient algorithm for calculation of the Luenberger canonical form.

A new algorithm is presented to obtain the Luenberger canonical form for multivariable systems. A distinct feature of the method is that the canonical form is obtained directly and, if necessary, the similarity transformation can be computed. There is a substantial reduction in the amount of computation compared to Luenberger's method. The reduced computations along with Gaussian techniques lend greater inherent accuracy and the ability to refine the solution with additional computations. An example is presented to illustrate the technique.

Jordan, D.↗

Multivariable control of a forward swept wing aircraft

The impact of independent canard and flaperon control of the longitudinal axis of a generic forward swept wing aircraft is examined. The Linear Quadratic Gaussian (LQG)/Loop Transfer Recovery (LTR) method is used to design three compensators: two single-input-single-output (SISO) systems, one with angle of attack as output and canard as control, the other with pitch attitude as output and canard as control, and a two-input-two-output system with both canard and flaperon controlling both the pitch attitude and angle of attack. The performances of the three systems are compared showing the addition of flaperon control allows the aircraft to perform in the precision control modes with very little loss of command following accuracy.

Quinn, W. W.↗

Application of the LQG/LTR technique to robust controller synthesis for a large flexible space antenna

The problem of synthesizing a robust controller is considered for a large, flexible space-based antenna by using the linear-quadratic-Gaussian (LQG)/loop transfer recovery (LTR) method. The study is based on a finite-element model of the 122-m hoop/column antenna, which consists of three rigid-body rotational modes and the first 10 elastic modes. A robust compensator design for achieving the required performance bandwidth in the presence of modeling uncertainties is obtained using the LQG/LTR method for loop-shaping in the frequency domain. Different sensor actuator locations are analyzed in terms of the pole/zero locations of the multivariable systems and possible best locations are indicated. The computations are performed by using the LQG design package ORACLS augmented with frequency domain singular value analysis software.

Joshi, S. M.↗