State-space solutions to the dynamic magnetoencephalography inverse problem using high performance computing

Determining the magnitude and location of neural sources within the brain that are responsible for generating magnetoencephalography (MEG) signals measured on the surface of the head is a challenging problem in functional neuroimaging. The number of potential sources within the brain exceeds by an order of magnitude the number of recording sites. As a consequence, the estimates for the magnitude and location of the neural sources will be ill-conditioned because of the underdetermined nature of the problem. One well-known technique designed to address this imbalance is the minimum norm estimator (MNE). This approach imposes an $L^2$ regularization constraint that serves to stabilize and condition the source parameter estimates. However, these classes of regularizer are static in time and do not consider the temporal constraints inherent to the biophysics of the MEG experiment. In this paper we propose a dynamic state-space model that accounts for both spatial and temporal correlations within and across candidate intracortical sources. In our model, the observation model is derived from the steady-state solution to Maxwell's equations while the latent model representing neural dynamics is given by a random walk process.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS483 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Bayesian approach to ionospheric imaging with Gaussian Markov random field priors

Ionosphere is the partly ionised layer of Earth's atmosphere caused by solar radiation and particle precipitation. The ionisation can start from 60 km and extend up to 1000 km altitude. Often the interest in ionosphere is in the quantity and distribution of the free electrons. The electron density is related to the ionospheric refractive index and thus sufficiently high densities affect the electromagnetic waves propagating in the ionised medium. This is the reason for HF radio signals being able to reflect from the ionosphere allowing broadcast over the horizon, but also an error source in satellite positioning systems. The ionospheric electron density can be studied e.g. with specific radars and satellite in situ measurements. These instruments can provide very precise observations, however, typically only in the vicinity of the instrument. To make observations in regional and global scales, due to the volume of the domain and price of the aforementioned instruments, indirect satellite measurements and imaging methods are required. Mathematically ionospheric imaging suffers from two main complications. First, due to very sparse and limited measurement geometry between satellites and receivers, it is an ill-posed inverse problem. The measurements do not have enough information to reconstruct the electron density and thus additional information is required in some form. Second, to obtain sufficient resolution, the resulting numerical model can become computationally infeasible. In this thesis, the Bayesian statistical background for the ionospheric imaging is presented. The Bayesian approach provides a natural way to account for different sources of information with corresponding uncertainties and to update the estimated ionospheric state as new information becomes available. Most importantly, the Gaussian Markov Random Field (GMRF) priors are introduced for the application of ionospheric imaging. The GMRF approach makes the Bayesian approach computationally feasible by sparse prior precision matrices. The Bayesian method is indeed practicable and many of the widely used methods in ionospheric imaging revert back to the Bayesian approach. Unfortunately, the approach cannot escape the inherent lack of information provided by the measurement set-up, and similarly to other approaches, it is highly dependent on the additional subjective information required to solve the problem. It is here shown that the use of GMRF provides a genuine improvement for the task as this subjective information can be understood and described probabilistically in a meaningful and physically interpretative way while keeping the computational costs low.Ionosfääri on noin 60–1000 kilometrin korkeudella sijaitseva ilmakehän kerros, jossa kaasuatomien ja -molekyylien elektroneja on päässyt irtoamaan auringon säteilyn ja auringosta peräisin olevien nopeiden hiukkasten vaikutuksesta. Näin syntyneillä ioneilla ja vapailla elektroneilla on sähkö- ja magneettikenttien kanssa vuorovaikuttava sähkövaraus. Ionosfäärillä on siksi merkittävä rooli radioliikenteessä. Se voi mahdollistaa horisontin yli tapahtuvat pitkät radiolähetykset heijastamalla lähetetyn sähkömagneettisen signaalin takaisin maata kohti. Toisaalta ionosfääri vaikuttaa myös sen läpäiseviin korkeampitaajuuksisiin signaaleihin. Esimerkiksi satelliittipaikannuksessa ionosfäärin vaikutus on parhaassakin tapauksessa otettava huomioon, mutta huonoimmassa se voi estää paikannuksen täysin. Näkyvin ja tunnetuin ionosfääriin liittyvä ilmiö lienee revontulet. Yksi keskeisistä suureista ionosfäärin tutkimuksessa on vapaiden elektronien määrä kuutiometrin tilavuudessa. Käytännössä elektronitiheyden mittaaminen on mahdollista mm. tutkilla, kuten Norjan, Suomen ja Ruotsin alueilla sijaitsevalla EISCAT-tutkajärjestelmällä, sekä raketti- tai satelliittimittauksilla. Mittaukset voivat olla hyvinkin tarkkoja, mutta tietoa saadaan ainoastaan tutkakeilan suunnassa tai mittalaitteen läheisyydestä. Näillä menetelmillä ionosfäärin tutkiminen laajemmalla alueella on siten vaikeaa ja kallista. Olemassa olevat paikannussatelliitit ja vastaanotinverkot mahdollistavat ionosfäärin elektronitiheyden mittaamisen alueellisessa, ja jopa globaalissa mittakaavassa, ensisijaisen käyttötarkoituksensa sivutuotteena. Satelliittimittausten ajallinen ja paikallinen kattavuus on hyvä, ja kaiken aikaa kasvava, mutta esimerkiksi tarkkoihin tutkamittauksiin verrattuna yksittäisten mittausten tuottama informaatio on huomattavasti vähäisempää. Tässä väitöstyössä kehitettiin tietokoneohjelmisto ionosfäärin elektronitiheyden kolmiulotteiseen kuvantamiseen. Menetelmä perustuu matemaattisten käänteisongelmien teoriaan ja muistuttaa lääketieteessä käytettyjä viipalekuvausmenetelmiä. Satelliittimittausten puutteellisesta informaatiosta johtuen työssä on keskitytty etenkin siihen, miten ratkaisun löytymistä voidaan auttaa tilastollisesti esitetyllä fysikaalisella ennakkotiedolla. Erityisesti työssä sovellettiin gaussisiin Markovin satunnaiskenttiin perustuvaa uutta korrelaatiopriori-menetelmää. Menetelmä vähentää merkittävästi tietokonelaskennassa käytettävän muistin tarvetta, mikä lyhentää laskenta-aikaa ja mahdollistaa korkeamman kuvantamisresoluution

Probabilistic modeling and statistical inference for random fields and space-time processes

Author from publisher's list. Cover title.Final report for ONR Grant N00014-91-J-100

On dimension reduction in Gaussian filters

A priori dimension reduction is a widely adopted technique for reducing the computational complexity of stationary inverse problems. In this setting, the solution of an inverse problem is parameterized by a low-dimensional basis that is often obtained from the truncated Karhunen-Loeve expansion of the prior distribution. For high-dimensional inverse problems equipped with smoothing priors, this technique can lead to drastic reductions in parameter dimension and significant computational savings. In this paper, we extend the concept of a priori dimension reduction to non-stationary inverse problems, in which the goal is to sequentially infer the state of a dynamical system. Our approach proceeds in an offline-online fashion. We first identify a low-dimensional subspace in the state space before solving the inverse problem (the offline phase), using either the method of "snapshots" or regularized covariance estimation. Then this subspace is used to reduce the computational complexity of various filtering algorithms - including the Kalman filter, extended Kalman filter, and ensemble Kalman filter - within a novel subspace-constrained Bayesian prediction-and-update procedure (the online phase). We demonstrate the performance of our new dimension reduction approach on various numerical examples. In some test cases, our approach reduces the dimensionality of the original problem by orders of magnitude and yields up to two orders of magnitude in computational savings

The use of the Kalman filter in the automated segmentation of EIT lung images

In this paper, we present a new pipeline for the fast and accurate segmentation of impedance images of the lungs using electrical impedance tomography (EIT). EIT is an emerging, promising, non-invasive imaging modality that produces real-time, low spatial but high temporal resolution images of impedance inside a body. Recovering impedance itself constitutes a nonlinear ill-posed inverse problem, therefore the problem is usually linearized, which produces impedance-change images, rather than static impedance ones. Such images are highly blurry and fuzzy along object boundaries. We provide a mathematical reasoning behind the high suitability of the Kalman filter when it comes to segmenting and tracking conductivity changes in EIT lung images. Next, we use a two-fold approach to tackle the segmentation problem. First, we construct a global lung shape to restrict the search region of the Kalman filter. Next, we proceed with augmenting the Kalman filter by incorporating an adaptive foreground detection system to provide the boundary contours for the Kalman filter to carry out the tracking of the conductivity changes as the lungs undergo deformation in a respiratory cycle. The proposed method has been validated by using performance statistics such as misclassified area, and false positive rate, and compared to previous approaches. The results show that the proposed automated method can be a fast and reliable segmentation tool for EIT imaging