On estimating the entropy of random fields
Random fields entropy estimation technique taking into account higher than immediately adjacent spatial dependencies
Kaplan, A. J.↗
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Random field optimization
Herein we present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces (e.g., space and time) such as stochastic processes (e.g., time series, Gaussian processes, and Markov processes), random matrices, and random spatial fields. This paradigm involves sophisticated mathematical objects (e.g., stochastic differential equations and space-time kernel functions) and has been widely used in neuroscience, geoscience, physics, civil engineering, and computer graphics. Despite of this, however, random fields have seen limited use in optimization; specifically, existing optimization paradigms that involve uncertainty (e.g., stochastic programming and robust optimization) mostly focus on the use of finite random variables. This trend is rapidly changing with the advent of statistical optimization (e.g., Bayesian optimization) and multi-scale optimization (e.g., integration of molecular sciences and process engineering). Our work extends a recently-proposed abstraction for infinite-dimensional optimization problems by capturing more general uncertainty representations. Moreover, we discuss solution paradigms for this new class of problems based on finite transformations and sampling, and identify open questions and challenges.
97 MATHEMATICS AND COMPUTING↗
Fast estimation of the look-elsewhere effect using Gaussian random fields
Abstract We discuss the use of Gaussian random fields to estimate the look-elsewhere effect correction. We show that Gaussian random fields can be used to model the null-hypothesis significance maps from a large set of statistical problems commonly encountered in physics, such as template matching and likelihood ratio tests. Some specific examples are searches for dark matter using pixel arrays, searches for astronomical transients, and searches for fast-radio bursts. Gaussian random fields can be sampled efficiently in the frequency domain, and the excursion probability can be fitted with these samples to extend any estimation of the look-elsewhere effect to lower p values. In addition, in cases where the Gaussian random field is stationary and the parameter space is Euclidean, the look-elsewhere effect correction can be computed analytically. We demonstrate these methods using two example template matching problems. Finally, we apply these methods to estimate the trial factor of a $$4^3$$ 4 3 accelerometer array for the detection of dark matter tracks in the Windchime project. When a global significance of $$3\sigma $$ 3 σ is required, the estimated trial factor for such an accelerometer array is $$10^{14}$$ 10 14 for a one-second search, and $$10^{22}$$ 10 22 for a 1-year search.
Qin, Juehang (ORCID:0000000182288949)↗
Spatio-temporal contextual classification based on Markov random field model
A contextural classifier based on a Markov random field model, which can utilize both spatial and temporal contexts, is investigated. Spatial and temporal neighbors are defined, and the class assignment of each pixel is assumed to be dependent only on the measurement vectors of itself and those of its spatial and temporal neighbors according to the Markov random field property. Only interpixel class dependency context is used in the classification. The joint prior probability of the classes of each pixel and its spatial and temporal neighbors are modeled by a Gibbs random field. The classification is performed in a recursive manner. Experiments with multi-temporal Thematic Mapper data show promising results.
Jeon, Byeungwoo↗
COBRA:COMPUTED-TOMOGRAPHY BASED RANDOM-FIELD APPROXIMATION
SF-25-115 COBRA (COmputed-tomography Based Random-field Approximation) is a Python application for generating statistically equivalent random fields from CT-scan imagery. It leverages Karhunen–Loève expansions to model microstructural variability, enabling users to: Preprocess CT scans (filtering and Gaussian transformation); Fit covariance kernels fromempirical data; Solve eigenproblems to obtain KL modes; Sample random fields onsistent with fitted statistics; Postprocess samples back into the physical domain.
Hu, Tianchen↗
Ordering and phase transitions in random-field Ising systems
An exact analysis of the Ising model with infinite-range interactions in a random field and a local mean-field theory in three dimensions is carried out leading to a phase diagram with several coexistence surfaces and lines of critical points. The results show that the phase diagram depends crucially on whether the distribution of random fields is symmetric or not. Thus, Ising-like phase transitions in a porous medium (the asymmetric case) are in a different universality class from the conventional random-field model (symmetric case).
Maritan, Amos↗
Augmented Gaussian random field: Theory and computation
We propose the novel augmented Gaussian random field (AGRF), which is a universal framework incorporating the data of observable and derivatives of any order. Rigorous theory is established. We prove that under certain conditions, the observable and its derivatives of any order are governed by a single Gaussian random field, which is the aforementioned AGRF. As a corollary, the statement "the derivative of a Gaussian process remains a Gaussian process" is validated, since the derivative is represented by a part of the AGRF. Moreover, a computational method corresponding to the universal AGRF framework is constructed. Both noiseless and noisy scenarios are considered. Formulas of the posterior distributions are deduced in a nice closed form. A significant advantage of our computational method is that the universal AGRF framework provides a natural way to incorporate arbitrary order derivatives and deal with missing data. We use four numerical examples to demonstrate the effectiveness of the computational method. The numerical examples are composite function, damped harmonic oscillator, Korteweg-De Vries equation, and Burgers' equation.
Mathematics↗
Experimental demonstration and analysis of random field effects in ferromagnet/antiferromagnet bilayers
More than 30 years ago, Malozemoff [Phys. Rev. B 35, 3679 (1987)] hypothesized that exchange interaction at the interface between a ferromagnet (F) and an antiferromagnet (AF) can act as an effective random field, which can profoundly affect the magnetic properties of the system. However, until now this hypothesis has not been directly experimentally tested. We utilize magnetoelectronic measurements to analyze the effective exchange fields at permalloy/CoO interface. Our results cannot be explained in terms of quasiuniform effective exchange fields but are in agreement with the random-field hypothesis of Malozemoff. Finally, the presented approach opens a new route for the quantitative analysis of effective exchange fields and anisotropies in magnetic heterostructures for memory, sensing and computing applications.
36 MATERIALS SCIENCE↗
A Markov Random Field Model for Texture-based Segmentation of Small Cracks in Thin InconelTubes
Markov random fields have been used for image segmentation since their introduction in the1980s. This work applies a method from Principal Component Thermography to enhance thecontrast in damage regions in 3D images derived from X-ray computed tomography (CT)inspections. The developed method is applied to sizing of small cracks in thin Inconel tubes designed as probability of detection (POD) samples for radiographic inspection.Misclassification errors arising from artifacts due to beam-hardening are reduced by fitting the boundary of the segmented damage region with the arc of an ellipse. Results are comparedagainst those obtained through manual inspection.
Image segmentation↗
Using porous random fields to predict the elastic modulus of unoxidized and oxidized superfine graphite
Nuclear graphite is a candidate material for Generation IV nuclear power plants. Porous materials such as graphite can contain complex networks of pores that influence the material's mechanical and irradiation response. A methodology known as the random finite element method (RFEM) was adapted to create synthetic microstructures and predict the influence of porosity on the elastic properties of graphite during oxidation. RFEM combines random field theory and the finite element method in a Monte Carlo framework to estimate the mechanical response of a given grade of graphite. In this research, the random fields were verified through experimental characterization to predict the elastic response of three nuclear graphite grades, ETU-10, IG-110, and 2114. Finite element models (FEM) were generated using segmentations of x-ray computed tomography (XCT) data known as image-based models (IBMs) to validate and compare with the RFEM results and better understand the effects of uniform oxidation in these graphite grades. The RFEM predictions appear to correlate well with the experimental values of the measured Young’s modulus of the three graphite grades and display the same trends as IBMs.
11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
Random field estimation approach to robot dynamics
The difference equations of Kalman filtering and smoothing recursively factor and invert the covariance of the output of a linear state-space system driven by a white-noise process. Here it is shown that similar recursive techniques factor and invert the inertia matrix of a multibody robot system. The random field models are based on the assumption that all of the inertial (D'Alembert) forces in the system are represented by a spatially distributed white-noise model. They are easier to describe than the models based on classical mechanics, which typically require extensive derivation and manipulation of equations of motion for complex mechanical systems. With the spatially random models, more primitive locally specified computations result in a global collective system behavior equivalent to that obtained with deterministic models. The primary goal of applying random field estimation is to provide a concise analytical foundation for solving robot control and motion planning problems.
Rodriguez, Guillermo↗
Random-Field Estimation For Dynamics Of Robots
Report discusses use of random-field mathematical models as alternatives to deterministic models of classical mechanics to describe dynamics of robot arms. These alternative models used to establish relationship between methods of estimation theory and robot dynamics. Approach yields new class of algorithms performing computations typical of estimation theory to solve such fundamental problems in robotics as forward and inverse dynamics and inverse kinematics.
Rodriguez, Guillermo↗
The statistics of peaks of Gaussian random fields
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.
Bardeen, J. M.↗
Experimental Realization of the 1D Random Field Ising Model
Here we have measured magnetic-field-induced avalanches in a square artificial spin ice array of interacting nanomagnets. Starting from the ground state ordered configuration, we imaged the individual nanomagnet moments after each successive application of an incrementally increasing field. The statistics of the evolution of the moment configuration show good agreement with the canonical one-dimensional random field Ising model. We extract information about the microscopic structure of the arrays from our macroscopic measurements of their collective behavior, demonstrating a process that could be applied to other systems exhibiting avalanches.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Random field estimation approach to multibody dynamics
The use of recursive techniques similar to random field models to factor and invert the inertia matrix of a multibody system is discussed. An equivalence is established between the composite multibody system inertia matrix and the covariance of the output of a described linear system model. Conditional mean estimation and sequential estimation problems are solved along with problems of filtering and smoothing. Formulas are developed to compute the covariance of several relevant quantities. The foregoing results are used to obtain the inverse of the composite multibody system inertia in closed form.
Rodriguez, G.↗
Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition
This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.
Gaussian random fields↗
Finite elements for Matérn-type random fields: Uncertainty in computational mechanics and design optimization
This work highlights an approach for incorporating realistic uncertainties into scientific computing workflows based on finite elements, focusing on prevalent applications in computational mechanics and design optimization. We leverage Matérn-type Gaussian random fields (GRFs) generated using the SPDE method to model aleatoric uncertainties, including environmental influences, variating material properties, and geometric ambiguities. Our focus lies on delivering practical GRF realizations that accurately capture imperfections and variations and understanding how they impact the predictions of computational models as well as the shape and topology of optimized designs. Here we describe a numerical algorithm based on solving a generalized SPDE to sample GRFs on arbitrary meshed domains. The algorithm leverages established techniques and integrates seamlessly with the open-source finite element library MFEM and associated scientific computing workflows, like those found in industrial and national laboratory settings. Our solver scales efficiently for large-scale problems and supports various domain types, including surfaces and embedded manifolds. We showcase its versatility through biomechanics and topology optimization applications, emphasizing the potential to influence these domains. The flexibility and efficiency of SPDE-based GRF generation empowers us to run large-scale optimization problems on 2D and 3D domains, including finding optimized designs on embedded surfaces, and to generate design features and topologies beyond the reach of conventional techniques. Moreover, these capabilities allow us to model and quantify geometric uncertainties on reconstructed submanifolds, such as the interpolated surfaces of cerebral aneurysms provided by postprocessing CT scans. In addition to offering benefits in these specific domains, the proposed techniques transcend specific applications and generalize to arbitrary forward and backward problems in uncertainty quantification involving finite elements.
97 MATHEMATICS AND COMPUTING↗
On the response of a structure moving through a random field.
Structure dynamic response for motion through homogeneous frozen random load field with spacewise variations, applying analysis method to beam
Beer, F. P.↗