25,777 research outputs found
Maximum-a-posteriori estimation with Bayesian confidence regions
Solutions to inverse problems that are ill-conditioned or ill-posed may have
significant intrinsic uncertainty. Unfortunately, analysing and quantifying
this uncertainty is very challenging, particularly in high-dimensional
problems. As a result, while most modern mathematical imaging methods produce
impressive point estimation results, they are generally unable to quantify the
uncertainty in the solutions delivered. This paper presents a new general
methodology for approximating Bayesian high-posterior-density credibility
regions in inverse problems that are convex and potentially very
high-dimensional. The approximations are derived by using recent concentration
of measure results related to information theory for log-concave random
vectors. A remarkable property of the approximations is that they can be
computed very efficiently, even in large-scale problems, by using standard
convex optimisation techniques. In particular, they are available as a
by-product in problems solved by maximum-a-posteriori estimation. The
approximations also have favourable theoretical properties, namely they
outer-bound the true high-posterior-density credibility regions, and they are
stable with respect to model dimension. The proposed methodology is illustrated
on two high-dimensional imaging inverse problems related to tomographic
reconstruction and sparse deconvolution, where the approximations are used to
perform Bayesian hypothesis tests and explore the uncertainty about the
solutions, and where proximal Markov chain Monte Carlo algorithms are used as
benchmark to compute exact credible regions and measure the approximation
error
CrocoPat 2.1 Introduction and Reference Manual
CrocoPat is an efficient, powerful and easy-to-use tool for manipulating
relations of arbitrary arity, including directed graphs. This manual provides
an introduction to and a reference for CrocoPat and its programming language
RML. It includes several application examples, in particular from the analysis
of structural models of software systems.Comment: 19 pages + cover, 2 eps figures, uses llncs.cls and
cs_techrpt_cover.sty, for downloading the source code, binaries, and RML
examples, see http://www.software-systemtechnik.de/CrocoPat
IGA-based Multi-Index Stochastic Collocation for random PDEs on arbitrary domains
This paper proposes an extension of the Multi-Index Stochastic Collocation
(MISC) method for forward uncertainty quantification (UQ) problems in
computational domains of shape other than a square or cube, by exploiting
isogeometric analysis (IGA) techniques. Introducing IGA solvers to the MISC
algorithm is very natural since they are tensor-based PDE solvers, which are
precisely what is required by the MISC machinery. Moreover, the
combination-technique formulation of MISC allows the straight-forward reuse of
existing implementations of IGA solvers. We present numerical results to
showcase the effectiveness of the proposed approach.Comment: version 3, version after revisio
Detection of REM Sleep Behaviour Disorder by Automated Polysomnography Analysis
Evidence suggests Rapid-Eye-Movement (REM) Sleep Behaviour Disorder (RBD) is
an early predictor of Parkinson's disease. This study proposes a
fully-automated framework for RBD detection consisting of automated sleep
staging followed by RBD identification. Analysis was assessed using a limited
polysomnography montage from 53 participants with RBD and 53 age-matched
healthy controls. Sleep stage classification was achieved using a Random Forest
(RF) classifier and 156 features extracted from electroencephalogram (EEG),
electrooculogram (EOG) and electromyogram (EMG) channels. For RBD detection, a
RF classifier was trained combining established techniques to quantify muscle
atonia with additional features that incorporate sleep architecture and the EMG
fractal exponent. Automated multi-state sleep staging achieved a 0.62 Cohen's
Kappa score. RBD detection accuracy improved by 10% to 96% (compared to
individual established metrics) when using manually annotated sleep staging.
Accuracy remained high (92%) when using automated sleep staging. This study
outperforms established metrics and demonstrates that incorporating sleep
architecture and sleep stage transitions can benefit RBD detection. This study
also achieved automated sleep staging with a level of accuracy comparable to
manual annotation. This study validates a tractable, fully-automated, and
sensitive pipeline for RBD identification that could be translated to wearable
take-home technology.Comment: 20 pages, 3 figure
Research and Education in Computational Science and Engineering
Over the past two decades the field of computational science and engineering
(CSE) has penetrated both basic and applied research in academia, industry, and
laboratories to advance discovery, optimize systems, support decision-makers,
and educate the scientific and engineering workforce. Informed by centuries of
theory and experiment, CSE performs computational experiments to answer
questions that neither theory nor experiment alone is equipped to answer. CSE
provides scientists and engineers of all persuasions with algorithmic
inventions and software systems that transcend disciplines and scales. Carried
on a wave of digital technology, CSE brings the power of parallelism to bear on
troves of data. Mathematics-based advanced computing has become a prevalent
means of discovery and innovation in essentially all areas of science,
engineering, technology, and society; and the CSE community is at the core of
this transformation. However, a combination of disruptive
developments---including the architectural complexity of extreme-scale
computing, the data revolution that engulfs the planet, and the specialization
required to follow the applications to new frontiers---is redefining the scope
and reach of the CSE endeavor. This report describes the rapid expansion of CSE
and the challenges to sustaining its bold advances. The report also presents
strategies and directions for CSE research and education for the next decade.Comment: Major revision, to appear in SIAM Revie
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An Assessment of PIER Electric Grid Research 2003-2014 White Paper
This white paper describes the circumstances in California around the turn of the 21st century that led the California Energy Commission (CEC) to direct additional Public Interest Energy Research funds to address critical electric grid issues, especially those arising from integrating high penetrations of variable renewable generation with the electric grid. It contains an assessment of the beneficial science and technology advances of the resultant portfolio of electric grid research projects administered under the direction of the CEC by a competitively selected contractor, the University of California’s California Institute for Energy and the Environment, from 2003-2014
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