Coherent Approaches to Disturbance Mapping Using SAR Covariance Matrices Time-Series
No abstract provided
Lavalle, Marco↗
SEARCH · Search NASA
Results for “Covariance matrices”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
Comparing approximate methods for mock catalogues and covariance matrices II: power spectrum multipoles
Explore the source record for details and available documents.
Linda Blot↗
Comparing approximate methods for mock catalogues and covariance matrices – I. Correlation function
Explore the source record for details and available documents.
Martha Lippich↗
Covariance matrices for galaxy cluster weak lensing: from virial regime to uncorrelated large-scale structure
Explore the source record for details and available documents.
Hao-Yi Wu↗
Covariance Shaping Over Riemannian Manifolds for Massive MIMO Communication
Acquiring accurate instantaneous channel state information (CSI) is a challenging aspect of massive multi-input multi-output (MIMO) communication. Utilizing statistical information, such as channel covariance matrix, to design statistical beamforming vectors is robust when compared to instantaneous CSI. In this paper, we propose a novel MIMO covariance shaping scheme over Riemannian manifolds. It serves as an effective statistical beamforming solution to a number of close proximity user equipment (UE) that are undergoing substantial channel correlation. Proposed algorithm exploits the Hermitian positive definite nature of covariance matrices lying over Riemannian manifold. We introduce Wasserstein distance function as a Riemannian metric to measure distances between channel covariance matrices. Furthermore, K-means clustering technique is utilized to effectively identify the optimal shape of effective optimal covariance matrices. Our findings suggest that maximizing the geodesic distance between covariance matrices ultimately leads to a corresponding increase in the network throughput, as determined by the beamforming vector used to shape the covariance matrices. Simulation results validate that the proposed solution converges faster than Euclidean-based state-of-the-art, while maintaining the same computational complexity. Finally, the sum rate performance asymptotically achieves full capacity for two-UE case and more than 96% of the upper bound exhaustive search benchmark for multi-UE scenario.
42 ENGINEERING↗
DESI mock challenge: constructing DESI galaxy catalogues based on FastPM simulations
Together with larger spectroscopic surveys such as the Dark Energy Spectroscopic Instrument (DESI), the precision of large-scale structure studies and thus the constraints on the cosmological parameters are rapidly improving. Therefore, one must build realistic simulations and robust covariance matrices. We build galaxy catalogues by applying a halo occupation distribution (HOD) model upon the FastPM simulations, such that the resulting galaxy clustering reproduces high-resolution N-body simulations. While the resolution and halo finder are different from the reference simulations, we reproduce the reference galaxy two-point clustering measurements – monopole and quadrupole – to a precision required by the DESI Year 1 emission line galaxy sample down to non-linear scales, i.e. $k\lt 0.5\, h\, \mathrm{Mpc}^{-1}$ or $s\gt 10\, \mathrm{Mpc}\, h^{-1}$. Furthermore, we compute covariance matrices based on the resulting FastPM galaxy clustering – monopole and quadrupole. We study for the first time the effect of fitting on Fourier conjugate (e.g. power spectrum) on the covariance matrix of the Fourier counterpart (e.g. correlation function). We estimate the uncertainties of the two parameters of a simple clustering model and observe a maximum variation of 20 per cent for the different covariance matrices. Nevertheless, for most studied scales the scatter is between 2 and 10 per cent. Consequently, using the current pipeline we can precisely reproduce the clustering of N-body simulations and the resulting covariance matrices provide robust uncertainty estimations against HOD fitting scenarios. We expect our methodology will be useful for the coming DESI data analyses and their extension for other studies.
79 ASTRONOMY AND ASTROPHYSICS↗
An Empirical State Error Covariance Matrix Orbit Determination Example
State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. First, consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. Then it follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix of the estimate will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully include all of the errors in the state estimate. The empirical error covariance matrix is determined from a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm. It is a formally correct, empirical state error covariance matrix obtained through use of the average form of the weighted measurement residual variance performance index rather than the usual total weighted residual form. Based on its formulation, this matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty and whether the source is anticipated or not. It is expected that the empirical error covariance matrix will give a better, statistical representation of the state error in poorly modeled systems or when sensor performance is suspect. In its most straight forward form, the technique only requires supplemental calculations to be added to existing batch estimation algorithms. In the current problem being studied a truth model making use of gravity with spherical, J2 and J4 terms plus a standard exponential type atmosphere with simple diurnal and random walk components is used. The ability of the empirical state error covariance matrix to account for errors is investigated under four scenarios during orbit estimation. These scenarios are: exact modeling under known measurement errors, exact modeling under corrupted measurement errors, inexact modeling under known measurement errors, and inexact modeling under corrupted measurement errors. For this problem a simple analog of a distributed space surveillance network is used. The sensors in this network make only range measurements and with simple normally distributed measurement errors. The sensors are assumed to have full horizon to horizon viewing at any azimuth. For definiteness, an orbit at the approximate altitude and inclination of the International Space Station is used for the study. The comparison analyses of the data involve only total vectors. No investigation of specific orbital elements is undertaken. The total vector analyses will look at the chisquare values of the error in the difference between the estimated state and the true modeled state using both the empirical and theoretical error covariance matrices for each of scenario.
Frisbee, Joseph H., Jr.↗
Computational Bayesian Methods Applied to Complex Problems in Bio and Astro Statistics
In this dissertation we apply computational Bayesian methods to three distinct problems. In the first chapter, we address the issue of unrealistic covariance matrices used to estimate collision probabilities. We model covariance matrices with a Bayesian Normal-Inverse-Wishart model, which we fit with Gibbs sampling. In the second chapter, we are interested in determining the sample sizes necessary to achieve a particular interval width and establish non-inferiority in the analysis of prevalences using two fallible tests. To this end, we use a third order asymptotic approximation. In the third chapter, we wish to synthesize evidence across multiple domains in measurements taken longitudinally across time, featuring a substantial amount of structurally missing data, and fit the model with Hamiltonian Monte Carlo in a simulation to analyze how estimates of a parameter of interest change across sample sizes.
Elrod, Chris↗
DESI mock challenge: Halo and galaxy catalogues with the bias assignment method
We present a novel approach to the construction of mock galaxy catalogues for large-scale structure analysis based on the distribution of dark matter halos obtained with effective bias models at the field level. We aim to produce mock galaxy catalogues capable of generating accurate covariance matrices for a number of cosmological probes that are expected to be measured in current and forthcoming galaxy redshift surveys (e.g. two- and three-point statistics). The construction of the catalogues shown in this paper is part of a mock-comparison project within the Dark Energy Spectroscopic Instrument (DESI) collaboration. We use the bias assignment method ( BAM ) to model the statistics of halo distribution through a learning algorithm using a few detailed N-body simulations, and approximated gravity solvers based on Lagrangian perturbation theory. We introduce cosmic-web-dependent corrections to modelling redshift-space distortions at the N-body level – both in the halo and galaxy distributions –, as well as a multi-scale approach for accurate assignment of halo properties. Using specific models of halo occupation distributions to populate halos, we generate galaxy mocks with the expected number density and central-satellite fraction of emission-line galaxies, which are a key target of the DESI experiment. BAM generates mock catalogues with per cent accuracy in a number of summary statistics, such as the abundance, the two- and three-point statistics of halo distributions, both in real and redshift space. In particular, the mock galaxy catalogues display ~3%-10% accuracy in the multipoles of the power spectrum up to scales of k ~ 0.4 h -1 Mpc. We show that covariance matrices of two- and three-point statistics obtained with BAM display a similar structure to the reference simulation. BAM offers an efficient way to produce mock halo catalogues with accurate two- and three-point statistics and is able to generate a variety of multi-tracer catalogues with precise covariance matrices of several cosmological probes. We discuss future developments of the algorithm towards mock production in DESI and other galaxy-redshift surveys.
79 ASTRONOMY AND ASTROPHYSICS↗
Towards real-time monitoring: data assimilated time-lapse full waveform inversion for seismic velocity and uncertainty estimation
SUMMARY Rapid development of time-lapse seismic monitoring instrumentations has made it possible to collect dense time-lapse data for tomographically retrieving time-lapse (even continuous) images of subsurface changes. While traditional time-lapse full waveform inversion (TLFWI) algorithms are designed for sparse time-lapse surveys, they lack of effective temporal constraint on time-lapse data, and, more importantly, lack of the uncertainty estimation of the TLFWI results that is critical for further interpretation. Here, we propose a new data assimilation TLFWI method, using hierarchical matrix powered extended Kalman filter (HiEKF) to quantify the image uncertainty. Compared to existing Kalman filter algorithms, HiEKF allows to store and update a data-sparse representation of the cross-covariance matrices and propagate model errors without expensive operations involving covariance matrices. Hence, HiEKF is computationally efficient and applicable to 3-D TLFWI problems. Then, we reformulate TLFWI in the framework of HiEKF (termed hereafter as TLFWI-HiEKF) to predict time-lapse images of subsurface spatiotemporal velocity changes and simultaneously quantify the uncertainty of the inverted velocity changes over time. We demonstrate the validity and applicability of TLFWI–HiEKF with two realistic CO2 monitoring models derived from Frio-II and Cranfield CO2 injection sites, respectively. In both 2-D and 3-D examples, the inverted high-resolution time-lapse velocity results clearly reveal a continuous velocity reduction due to the injection of CO2. Moreover, the accuracy of the model is increasing over time by assimilating more time-lapse data while the standard deviation is decreasing over lapsed time. We expect TLFWI-HiEKF to be equipped with real-time seismic monitoring systems for continuously imaging the distribution of subsurface gas and fluids in the future large-scale CO2 sequestration experiments and reservoir management.
58 GEOSCIENCES↗
Geomagnetic modeling by optimal recursive filtering
The results of a preliminary study to determine the feasibility of using Kalman filter techniques for geomagnetic field modeling are given. Specifically, five separate field models were computed using observatory annual means, satellite, survey and airborne data for the years 1950 to 1976. Each of the individual field models used approximately five years of data. These five models were combined using a recursive information filter (a Kalman filter written in terms of information matrices rather than covariance matrices.) The resulting estimate of the geomagnetic field and its secular variation was propogated four years past the data to the time of the MAGSAT data. The accuracy with which this field model matched the MAGSAT data was evaluated by comparisons with predictions from other pre-MAGSAT field models. The field estimate obtained by recursive estimation was found to be superior to all other models.
Gibbs, B. P.↗
A Framework for Propagation of Uncertainties in the Kepler Data Analysis Pipeline
The Kepler space telescope is designed to detect Earth-like planets around Sun-like stars using transit photometry by simultaneously observing 100,000 stellar targets nearly continuously over a three and a half year period. The 96-megapixel focal plane consists of 42 charge-coupled devices (CCD) each containing two 1024 x 1100 pixel arrays. Cross-correlations between calibrated pixels are introduced by common calibrations performed on each CCD requiring downstream data products access to the calibrated pixel covariance matrix in order to properly estimate uncertainties. The prohibitively large covariance matrices corresponding to the ~75,000 calibrated pixels per CCD preclude calculating and storing the covariance in standard lock-step fashion. We present a novel framework used to implement standard propagation of uncertainties (POU) in the Kepler Science Operations Center (SOC) data processing pipeline. The POU framework captures the variance of the raw pixel data and the kernel of each subsequent calibration transformation allowing the full covariance matrix of any subset of calibrated pixels to be recalled on-the-fly at any step in the calibration process. Singular value decomposition (SVD) is used to compress and low-pass filter the raw uncertainty data as well as any data dependent kernels. The combination of POU framework and SVD compression provide downstream consumers of the calibrated pixel data access to the full covariance matrix of any subset of the calibrated pixels traceable to pixel level measurement uncertainties without having to store, retrieve and operate on prohibitively large covariance matrices. We describe the POU Framework and SVD compression scheme and its implementation in the Kepler SOC pipeline.
Clarke, Bruce D.↗
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
The paper considers testing and signal identification for covariance matrices from two populations of marginally sub-Gaussian distributed. A multi-level thresholding procedure is proposed for testing the equality of two high-dimensional covariance matrices, which is designed to detect sparse and faint differences between the covariances. A novel -statistic composition is developed to establish the asymptotic distribution of the thresholding statistics in conjunction with the matrix blocking and the coupling techniques. It is shown that the proposed test is more powerful than the existing tests in detecting sparse and weak signals in covariances. Multiple testing procedures are constructed to discover different covariances and the sub-groups of variables with different covariance structures between the two populations. The proposed procedures are based on the multi-level thresholding test, which are able to control the false discovery proportion () with high power. Simulation experiments and a case study on the returns of the S&P 500 stocks before and after the COVID-19 pandemic are conducted to demonstrate and compare the utilities of the proposed methods.
97 MATHEMATICS AND COMPUTING↗
Pattern Recognition and Linear Discriminant Function
The properties of a linear discriminant function are discussed for the case of arbitrary distributions with equal covariance matrices. Using two examples, a comparison is made showing how the difference of the means relates to the covariance matrices.
Finch, L. H.↗
Matrix partitioning and EOF/principal component analysis of Antarctic Sea ice brightness temperatures
A field of measured anomalies of some physical variable relative to their time averages, is partitioned in either the space domain or the time domain. Eigenvectors and corresponding principal components of the smaller dimensioned covariance matrices associated with the partitioned data sets are calculated independently, then joined to approximate the eigenstructure of the larger covariance matrix associated with the unpartitioned data set. The accuracy of the approximation (fraction of the total variance in the field) and the magnitudes of the largest eigenvalues from the partitioned covariance matrices together determine the number of local EOF's and principal components to be joined by any particular level. The space-time distribution of Nimbus-5 ESMR sea ice measurement is analyzed.
Murray, C. W., Jr.↗
An Empirical State Error Covariance Matrix for Batch State Estimation
State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. Consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. It then follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully account for the error in the state estimate. By way of a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm, it is possible to arrive at an appropriate, and formally correct, empirical state error covariance matrix. The first specific step of the method is to use the average form of the weighted measurement residual variance performance index rather than its usual total weighted residual form. Next it is helpful to interpret the solution to the normal equations as the average of a collection of sample vectors drawn from a hypothetical parent population. From here, using a standard statistical analysis approach, it directly follows as to how to determine the standard empirical state error covariance matrix. This matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty. Also, in its most straight forward form, the technique only requires supplemental calculations to be added to existing batch algorithms. The generation of this direct, empirical form of the state error covariance matrix is independent of the dimensionality of the observations. Mixed degrees of freedom for an observation set are allowed. As is the case with any simple, empirical sample variance problems, the presented approach offers an opportunity (at least in the case of weighted least squares) to investigate confidence interval estimates for the error covariance matrix elements. The diagonal or variance terms of the error covariance matrix have a particularly simple form to associate with either a multiple degree of freedom chi-square distribution (more approximate) or with a gamma distribution (less approximate). The off diagonal or covariance terms of the matrix are less clear in their statistical behavior. However, the off diagonal covariance matrix elements still lend themselves to standard confidence interval error analysis. The distributional forms associated with the off diagonal terms are more varied and, perhaps, more approximate than those associated with the diagonal terms. Using a simple weighted least squares sample problem, results obtained through use of the proposed technique are presented. The example consists of a simple, two observer, triangulation problem with range only measurements. Variations of this problem reflect an ideal case (perfect knowledge of the range errors) and a mismodeled case (incorrect knowledge of the range errors).
Frisbee, Joseph H., Jr.↗
Physics-informed Estimation of the Covariance Matrix for Various Neutron Spectra
A method for estimating covariance matrices which capture the uncertainties in calculated reactor spectra has been developed. This method is based on perturbing the parameters of a physics-based analytic model fitted to a calculated spectrum. The covariance of the perturbed analytic spectra imposes energy-dependent correlations due to the physics of the neutron processes in the reactor, i.e., a fission component, a 1/E down-scatting component, and a thermal Maxwellian component. An analytic model is developed which is shown to produce good fits to several reactor environments. The covariance matrices produced via this method are then used as the prior spectrum in STAYSL least squares spectrum adjustment where it is combined with integral metrics, such as activation measurements, to produce a high-fidelity neutron spectrum characterization. It was concluded that the methodology showed agreeable results for the ACRR free-field spectrum adjustment in STAYSL resulting in a 𝜒 2 value of 2.21 (per degree of freedom), but further work is needed to describe scattering and interface regions.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
Performance Assessment of Different Pulse Reconstruction Algorithms for the ATHENA X-Ray Integral Field Unit
The X-ray Integral Field Unit (X-IFU) microcalorimeter, on-board Athena, with its focal plane comprising 3840 Transition Edge Sensors (TESs) operating at 90 mK, will provide unprecedented spectral-imaging capability in the 0.2-12 keV energy range. It will rely on the on-board digital processing of current pulses induced by the heat deposited in the TES absorber, as to recover the energy of each individual events. Assessing the capabilities of the pulse reconstruction is required to understand the overall scientific performance of the X-IFU, notably in terms of energy resolution degradation with both increasing energies and count rates. Using synthetic data streams generated by the X-IFU End-to-End simulator, we present here a comprehensive benchmark of various pulse reconstruction techniques, ranging from standard optimal filtering to more advanced algorithms based on noise covariance matrices. Beside deriving the spectral resolution achieved by the different algorithms, a first assessment of the computing power and ground calibration needs is presented. Overall, all methods show similar performances, with the reconstruction based on noise covariance matrices showing the best improvement with respect to the standard optimal filtering technique. Due to prohibitive calibration needs, this method might however not be applicable to the X-IFU and the best compromise currently appears to be the so-called resistance space analysis which also features very promising high count rate capabilities.
microcalorimeters↗