Inversion using a new low-dimensional representation of complex binary geological media based on a deep neural network

Efficient and high-fidelity prior sampling and inversion for complex geological media is still a largely unsolved challenge. Here, we use a deep neural network of the variational autoencoder type to construct a parametric low-dimensional base model parameterization of complex binary geological media. For inversion purposes, it has the attractive feature that random draws from an uncorrelated standard normal distribution yield model realizations with spatial characteristics that are in agreement with the training set. In comparison with the most commonly used parametric representations in probabilistic inversion, we find that our dimensionality reduction (DR) approach outperforms principle component analysis (PCA), optimization-PCA (OPCA) and discrete cosine transform (DCT) DR techniques for unconditional geostatistical simulation of a channelized prior model. For the considered examples, important compression ratios (200 - 500) are achieved. Given that the construction of our parameterization requires a training set of several tens of thousands of prior model realizations, our DR approach is more suited for probabilistic (or deterministic) inversion than for unconditional (or point-conditioned) geostatistical simulation. Probabilistic inversions of 2D steady-state and 3D transient hydraulic tomography data are used to demonstrate the DR-based inversion. For the 2D case study, the performance is superior compared to current state-of-the-art multiple-point statistics inversion by sequential geostatistical resampling (SGR). Inversion results for the 3D application are also encouraging

Image Processing using Approximate Data-path Units

abstract: In this work, we present approximate adders and multipliers to reduce data-path complexity of specialized hardware for various image processing systems. These approximate circuits have a lower area, latency and power consumption compared to their accurate counterparts and produce fairly accurate results. We build upon the work on approximate adders and multipliers presented in [23] and [24]. First, we show how choice of algorithm and parallel adder design can be used to implement 2D Discrete Cosine Transform (DCT) algorithm with good performance but low area. Our implementation of the 2D DCT has comparable PSNR performance with respect to the algorithm presented in [23] with ~35-50% reduction in area. Next, we use the approximate 2x2 multiplier presented in [24] to implement parallel approximate multipliers. We demonstrate that if some of the 2x2 multipliers in the design of the parallel multiplier are accurate, the accuracy of the multiplier improves significantly, especially when two large numbers are multiplied. We choose Gaussian FIR Filter and Fast Fourier Transform (FFT) algorithms to illustrate the efficacy of our proposed approximate multiplier. We show that application of the proposed approximate multiplier improves the PSNR performance of 32x32 FFT implementation by 4.7 dB compared to the implementation using the approximate multiplier described in [24]. We also implement a state-of-the-art image enlargement algorithm, namely Segment Adaptive Gradient Angle (SAGA) [29], in hardware. The algorithm is mapped to pipelined hardware blocks and we synthesized the design using 90 nm technology. We show that a 64x64 image can be processed in 496.48 µs when clocked at 100 MHz. The average PSNR performance of our implementation using accurate parallel adders and multipliers is 31.33 dB and that using approximate parallel adders and multipliers is 30.86 dB, when evaluated against the original image. The PSNR performance of both designs is comparable to the performance of the double precision floating point MATLAB implementation of the algorithm.Dissertation/ThesisM.S. Computer Science 201

Energy efficient hardware acceleration of multimedia processing tools

The world of mobile devices is experiencing an ongoing trend of feature enhancement and generalpurpose multimedia platform convergence. This trend poses many grand challenges, the most pressing being their limited battery life as a consequence of delivering computationally demanding features. The envisaged mobile application features can be considered to be accelerated by a set of underpinning hardware blocks Based on the survey that this thesis presents on modem video compression standards and their associated enabling technologies, it is concluded that tight energy and throughput constraints can still be effectively tackled at algorithmic level in order to design re-usable optimised hardware acceleration cores. To prove these conclusions, the work m this thesis is focused on two of the basic enabling technologies that support mobile video applications, namely the Shape Adaptive Discrete Cosine Transform (SA-DCT) and its inverse, the SA-IDCT. The hardware architectures presented in this work have been designed with energy efficiency in mind. This goal is achieved by employing high level techniques such as redundant computation elimination, parallelism and low switching computation structures. Both architectures compare favourably against the relevant pnor art in the literature. The SA-DCT/IDCT technologies are instances of a more general computation - namely, both are Constant Matrix Multiplication (CMM) operations. Thus, this thesis also proposes an algorithm for the efficient hardware design of any general CMM-based enabling technology. The proposed algorithm leverages the effective solution search capability of genetic programming. A bonus feature of the proposed modelling approach is that it is further amenable to hardware acceleration. Another bonus feature is an early exit mechanism that achieves large search space reductions .Results show an improvement on state of the art algorithms with future potential for even greater savings

Stochastic arrays and learning networks

This thesis presents a study of stochastic arrays and learning networks. These arrays will be shown to consist of simple elements utilising probabilistic coding techniques which may interact with a random and noisy environment to produce useful results. Such networks have generated considerable interest since it is possible to design large parallel self-organising arrays of these elements which are trained by example rather than explicit instruction. Once the learning process has been completed, they then have the potential ability to form generalisations, perform global optimisation of traditionally difficult problems such as routing and incorporate an associative memory capability which can enable such tasks as image recognition and reconstruction to be performed, even when given a partial or noisy view of the target. Since the method of operation of such elements is thought to emulate the basic properties of the neurons of the brain, these arrays have been termed neural 'networks. The research demonstrates the use of stochastic elements for digital signal processing by presenting a novel systolic array, utilising a simple, replicated cell structure, which is shown to perform the operations of Cyclic Correlation and the Discrete Fourier Transform on inherently random and noisy probabilistic single bit inputs. This work is then extended into the field of stochastic learning automata and to neural networks by examining the Associative Reward-Punish (A(_R-P)) pattern recognising learning automaton. The thesis concludes that all the networks described may potentially be generalised to simple variations of one standard probabilistic element utilising stochastic coding, whose properties resemble those of biological neurons. A novel study is presented which describes how a powerful deterministic algorithm, previously considered to be biologically unviable due to its nature, may be represented in this way. It is expected that combinations of these methods may lead to a series of useful hybrid techniques for training networks. The nature of the element generalisation is particularly important as it reveals the potential for encoding successful algorithms in cheap, simple hardware with single bit interconnections. No claim is made that the particular algorithms described are those actually utilised by the brain, only to demonstrate that those properties observed of biological neurons are capable of endowing collective computational ability and that actual biological algorithms may perhaps then become apparent when viewed in this light

A Novel Fourier Transform B-spline Method for Option Pricing

We present a new efficient and robust framework for European option pricing under continuous-time asset models from the family of exponential semimartingale processes. We introduce B-spline interpolation theory to derivative pricing to provide an accurate closed-form representation of the option price under an inverse Fourier transform. We compare our method with some state-of-the-art option pricing methods, and demonstrate that it is extremely fast and accurate. This suggests a wide range of applications, including the use of more realistic asset models in high frequency trading. Examples considered in the paper include option pricing under asset models, including stochastic volatility and jumps, computation of the Greeks, and the inverse problem of cross-sectional calibration