Functional PCA for Remotely Sensed Lake Surface Water Temperature Data

Functional principal component analysis is used to investigate a high-dimensional surface water temperature data set of Lake Victoria, which has been produced in the ARC-Lake project. Two different perspectives are adopted in the analysis: modelling temperature curves (univariate functions) and temperature surfaces (bivariate functions). The latter proves to be a better approach in the sense of both dimension reduction and pattern detection. Computational details and some results from an application to Lake Victoria data are presented

N-Dimensional Principal Component Analysis

In this paper, we first briefly introduce the multidimensional Principal Component Analysis (PCA) techniques, and then amend our previous N-dimensional PCA (ND-PCA) scheme by introducing multidirectional decomposition into ND-PCA implementation. For the case of high dimensionality, PCA technique is usually extended to an arbitrary n-dimensional space by the Higher-Order Singular Value Decomposition (HO-SVD) technique. Due to the size of tensor, HO-SVD implementation usually leads to a huge matrix along some direction of tensor, which is always beyond the capacity of an ordinary PC. The novelty of this paper is to amend our previous ND-PCA scheme to deal with this challenge and further prove that the revised ND-PCA scheme can provide a near optimal linear solution under the given error bound. To evaluate the numerical property of the revised ND-PCA scheme, experiments are performed on a set of 3D volume datasets

PCA consistency in high dimension, low sample size context

Principal Component Analysis (PCA) is an important tool of dimension reduction especially when the dimension (or the number of variables) is very high. Asymptotic studies where the sample size is fixed, and the dimension grows [i.e., High Dimension, Low Sample Size (HDLSS)] are becoming increasingly relevant. We investigate the asymptotic behavior of the Principal Component (PC) directions. HDLSS asymptotics are used to study consistency, strong inconsistency and subspace consistency. We show that if the first few eigenvalues of a population covariance matrix are large enough compared to the others, then the corresponding estimated PC directions are consistent or converge to the appropriate subspace (subspace consistency) and most other PC directions are strongly inconsistent. Broad sets of sufficient conditions for each of these cases are specified and the main theorem gives a catalogue of possible combinations. In preparation for these results, we show that the geometric representation of HDLSS data holds under general conditions, which includes a $\rho$-mixing condition and a broad range of sphericity measures of the covariance matrix.Comment: Published in at http://dx.doi.org/10.1214/09-AOS709 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Parametrization of stochastic inputs using generative adversarial networks with application in geology

We investigate artificial neural networks as a parametrization tool for stochastic inputs in numerical simulations. We address parametrization from the point of view of emulating the data generating process, instead of explicitly constructing a parametric form to preserve predefined statistics of the data. This is done by training a neural network to generate samples from the data distribution using a recent deep learning technique called generative adversarial networks. By emulating the data generating process, the relevant statistics of the data are replicated. The method is assessed in subsurface flow problems, where effective parametrization of underground properties such as permeability is important due to the high dimensionality and presence of high spatial correlations. We experiment with realizations of binary channelized subsurface permeability and perform uncertainty quantification and parameter estimation. Results show that the parametrization using generative adversarial networks is very effective in preserving visual realism as well as high order statistics of the flow responses, while achieving a dimensionality reduction of two orders of magnitude

PynPoint: a modular pipeline architecture for processing and analysis of high-contrast imaging data

The direct detection and characterization of planetary and substellar companions at small angular separations is a rapidly advancing field. Dedicated high-contrast imaging instruments deliver unprecedented sensitivity, enabling detailed insights into the atmospheres of young low-mass companions. In addition, improvements in data reduction and PSF subtraction algorithms are equally relevant for maximizing the scientific yield, both from new and archival data sets. We aim at developing a generic and modular data reduction pipeline for processing and analysis of high-contrast imaging data obtained with pupil-stabilized observations. The package should be scalable and robust for future implementations and in particular well suitable for the 3-5 micron wavelength range where typically (ten) thousands of frames have to be processed and an accurate subtraction of the thermal background emission is critical. PynPoint is written in Python 2.7 and applies various image processing techniques, as well as statistical tools for analyzing the data, building on open-source Python packages. The current version of PynPoint has evolved from an earlier version that was developed as a PSF subtraction tool based on PCA. The architecture of PynPoint has been redesigned with the core functionalities decoupled from the pipeline modules. Modules have been implemented for dedicated processing and analysis steps, including background subtraction, frame registration, PSF subtraction, photometric and astrometric measurements, and estimation of detection limits. The pipeline package enables end-to-end data reduction of pupil-stabilized data and supports classical dithering and coronagraphic data sets. As an example, we processed archival VLT/NACO L' and M' data of beta Pic b and reassessed the planet's brightness and position with an MCMC analysis, and we provide a derivation of the photometric error budget.Comment: 16 pages, 9 figures, accepted for publication in A&A, PynPoint is available at https://github.com/PynPoint/PynPoin

Fast Mixing for the Low Temperature 2D Ising Model Through Irreversible Parallel Dynamics

We study tunneling and mixing time for a non-reversible probabilistic cellular automaton. With a suitable choice of the parameters, we first show that the stationary distribution is close in total variation to a low temperature Ising model. Then we prove that both the mixing time and the time to exit a metastable state grow polynomially in the size of the system, while this growth is exponential in reversible dynamics. In this model, non-reversibility, parallel updatings and a suitable choice of boundary conditions combine to produce an efficient dynamical stability