17,078 research outputs found
Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data
While nonlinear stochastic partial differential equations arise naturally in
spatiotemporal modeling, inference for such systems often faces two major
challenges: sparse noisy data and ill-posedness of the inverse problem of
parameter estimation. To overcome the challenges, we introduce a strongly
regularized posterior by normalizing the likelihood and by imposing physical
constraints through priors of the parameters and states. We investigate joint
parameter-state estimation by the regularized posterior in a physically
motivated nonlinear stochastic energy balance model (SEBM) for paleoclimate
reconstruction. The high-dimensional posterior is sampled by a particle Gibbs
sampler that combines MCMC with an optimal particle filter exploiting the
structure of the SEBM. In tests using either Gaussian or uniform priors based
on the physical range of parameters, the regularized posteriors overcome the
ill-posedness and lead to samples within physical ranges, quantifying the
uncertainty in estimation. Due to the ill-posedness and the regularization, the
posterior of parameters presents a relatively large uncertainty, and
consequently, the maximum of the posterior, which is the minimizer in a
variational approach, can have a large variation. In contrast, the posterior of
states generally concentrates near the truth, substantially filtering out
observation noise and reducing uncertainty in the unconstrained SEBM
Statistical Physics Analysis of Maximum a Posteriori Estimation for Multi-channel Hidden Markov Models
The performance of Maximum a posteriori (MAP) estimation is studied
analytically for binary symmetric multi-channel Hidden Markov processes. We
reduce the estimation problem to a 1D Ising spin model and define order
parameters that correspond to different characteristics of the MAP-estimated
sequence. The solution to the MAP estimation problem has different operational
regimes separated by first order phase transitions. The transition points for
-channel system with identical noise levels, are uniquely determined by
being odd or even, irrespective of the actual number of channels. We
demonstrate that for lower noise intensities, the number of solutions is
uniquely determined for odd , whereas for even there are exponentially
many solutions. We also develop a semi analytical approach to calculate the
estimation error without resorting to brute force simulations. Finally, we
examine the tradeoff between a system with single low-noise channel and one
with multiple noisy channels.Comment: The paper has been submitted to Journal of Statistical Physics with
submission number JOSS-S-12-0039
Multi-Detector Multi-Component spectral matching and applications for CMB data analysis
We present a new method for analyzing multi--detector maps containing
contributions from several components. Our method, based on matching the data
to a model in the spectral domain, permits to estimate jointly the spatial
power spectra of the components and of the noise, as well as the mixing
coefficients. It is of particular relevance for the analysis of
millimeter--wave maps containing a contribution from CMB anisotropies.Comment: 15 pages, 7 Postscript figures, submitted to MNRA
Smoothing and mean-covariance estimation of functional data with a Bayesian hierarchical model
Functional data, with basic observational units being functions (e.g.,
curves, surfaces) varying over a continuum, are frequently encountered in
various applications. While many statistical tools have been developed for
functional data analysis, the issue of smoothing all functional observations
simultaneously is less studied. Existing methods often focus on smoothing each
individual function separately, at the risk of removing important systematic
patterns common across functions. We propose a nonparametric Bayesian approach
to smooth all functional observations simultaneously and nonparametrically. In
the proposed approach, we assume that the functional observations are
independent Gaussian processes subject to a common level of measurement errors,
enabling the borrowing of strength across all observations. Unlike most
Gaussian process regression models that rely on pre-specified structures for
the covariance kernel, we adopt a hierarchical framework by assuming a Gaussian
process prior for the mean function and an Inverse-Wishart process prior for
the covariance function. These prior assumptions induce an automatic
mean-covariance estimation in the posterior inference in addition to the
simultaneous smoothing of all observations. Such a hierarchical framework is
flexible enough to incorporate functional data with different characteristics,
including data measured on either common or uncommon grids, and data with
either stationary or nonstationary covariance structures. Simulations and real
data analysis demonstrate that, in comparison with alternative methods, the
proposed Bayesian approach achieves better smoothing accuracy and comparable
mean-covariance estimation results. Furthermore, it can successfully retain the
systematic patterns in the functional observations that are usually neglected
by the existing functional data analyses based on individual-curve smoothing.Comment: Submitted to Bayesian Analysi
CMB map restoration
Estimating the cosmological microwave background is of utmost importance for
cosmology. However, its estimation from full-sky surveys such as WMAP or more
recently Planck is challenging: CMB maps are generally estimated via the
application of some source separation techniques which never prevent the final
map from being contaminated with noise and foreground residuals. These spurious
contaminations whether noise or foreground residuals are well-known to be a
plague for most cosmologically relevant tests or evaluations; this includes CMB
lensing reconstruction or non-Gaussian signatures search. Noise reduction is
generally performed by applying a simple Wiener filter in spherical harmonics;
however this does not account for the non-stationarity of the noise. Foreground
contamination is usually tackled by masking the most intense residuals detected
in the map, which makes CMB evaluation harder to perform. In this paper, we
introduce a novel noise reduction framework coined LIW-Filtering for Linear
Iterative Wavelet Filtering which is able to account for the noise spatial
variability thanks to a wavelet-based modeling while keeping the highly desired
linearity of the Wiener filter. We further show that the same filtering
technique can effectively perform foreground contamination reduction thus
providing a globally cleaner CMB map. Numerical results on simulated but
realistic Planck data are provided
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