6,378 research outputs found
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
Recovering edges in ill-posed inverse problems: optimality of curvelet frames
We consider a model problem of recovering a function from noisy Radon data. The function to be recovered is assumed smooth apart from a discontinuity along a curve, that is, an edge. We use the continuum white-noise model, with noise level .
Traditional linear methods for solving such inverse problems behave poorly in the presence of edges. Qualitatively, the reconstructions are blurred near the edges; quantitatively, they give in our model mean squared errors (MSEs) that tend to zero with noise level only as as . A recent innovation--nonlinear shrinkage in the wavelet domain--visually improves edge sharpness and improves MSE convergence to . However, as we show here, this rate is not optimal.
In fact, essentially optimal performance is obtained by deploying the recently-introduced tight frames of curvelets in this setting. Curvelets are smooth, highly anisotropic elements ideally suited for detecting and synthesizing curved edges. To deploy them in the Radon setting, we construct a curvelet-based biorthogonal decomposition of the Radon operator and build "curvelet shrinkage" estimators based on thresholding of the noisy curvelet coefficients. In effect, the estimator detects edges at certain locations and orientations in the Radon domain and automatically synthesizes edges at corresponding locations and directions in the original domain.
We prove that the curvelet shrinkage can be tuned so that the estimator will attain, within logarithmic factors, the MSE as noise level . This rate of convergence holds uniformly over a class of functions which are except for discontinuities along curves, and (except for log terms) is the minimax rate for that class. Our approach is an instance of a general strategy which should apply in other inverse problems; we sketch a deconvolution example
Cell Detection by Functional Inverse Diffusion and Non-negative Group SparsityPart I: Modeling and Inverse Problems
In this two-part paper, we present a novel framework and methodology to
analyze data from certain image-based biochemical assays, e.g., ELISPOT and
Fluorospot assays. In this first part, we start by presenting a physical
partial differential equations (PDE) model up to image acquisition for these
biochemical assays. Then, we use the PDEs' Green function to derive a novel
parametrization of the acquired images. This parametrization allows us to
propose a functional optimization problem to address inverse diffusion. In
particular, we propose a non-negative group-sparsity regularized optimization
problem with the goal of localizing and characterizing the biological cells
involved in the said assays. We continue by proposing a suitable discretization
scheme that enables both the generation of synthetic data and implementable
algorithms to address inverse diffusion. We end Part I by providing a
preliminary comparison between the results of our methodology and an expert
human labeler on real data. Part II is devoted to providing an accelerated
proximal gradient algorithm to solve the proposed problem and to the empirical
validation of our methodology.Comment: published, 15 page
Distribution of localized states from fine analysis of electron spin resonance spectra of organic semiconductors: Physical meaning and methodology
We develop an analytical method for the processing of electron spin resonance
(ESR) spectra. The goal is to obtain the distributions of trapped carriers over
both their degree of localization and their binding energy in semiconductor
crystals or films composed of regularly aligned organic molecules [Phys. Rev.
Lett. v. 104, 056602 (2010)]. Our method has two steps. We first carry out a
fine analysis of the shape of the ESR spectra due to the trapped carriers; this
reveals the distribution of the trap density of the states over the degree of
localization. This analysis is based on the reasonable assumption that the
linewidth of the trapped carriers is predetermined by their degree of
localization because of the hyperfine mechanism. We then transform the
distribution over the degree of localization into a distribution over the
binding energies. The transformation uses the relationships between the binding
energies and the localization parameters of the trapped carriers. The
particular relation for the system under study is obtained by the Holstein
model for trapped polarons using a diagrammatic Monte Carlo analysis. We
illustrate the application of the method to pentacene organic thin-film
transistors.Comment: 14 pages, 11 figure
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