Bispectrum Inversion with Application to Multireference Alignment

We consider the problem of estimating a signal from noisy circularly-translated versions of itself, called multireference alignment (MRA). One natural approach to MRA could be to estimate the shifts of the observations first, and infer the signal by aligning and averaging the data. In contrast, we consider a method based on estimating the signal directly, using features of the signal that are invariant under translations. Specifically, we estimate the power spectrum and the bispectrum of the signal from the observations. Under mild assumptions, these invariant features contain enough information to infer the signal. In particular, the bispectrum can be used to estimate the Fourier phases. To this end, we propose and analyze a few algorithms. Our main methods consist of non-convex optimization over the smooth manifold of phases. Empirically, in the absence of noise, these non-convex algorithms appear to converge to the target signal with random initialization. The algorithms are also robust to noise. We then suggest three additional methods. These methods are based on frequency marching, semidefinite relaxation and integer programming. The first two methods provably recover the phases exactly in the absence of noise. In the high noise level regime, the invariant features approach for MRA results in stable estimation if the number of measurements scales like the cube of the noise variance, which is the information-theoretic rate. Additionally, it requires only one pass over the data which is important at low signal-to-noise ratio when the number of observations must be large

The 27-28 October 1986 FIRE IFO cirrus case study: Cirrus parameter relationships derived from satellite and lidar data

Cirrus cloud radiative and physical characteristics are determined using a combination of ground-based, aircraft, and satellite measurements taken as part of the First ISCCP Regional Experiment (FIRE) Cirrus Intensive Field Observations (IFO) during October and November 1986. Lidar backscatter data are used to define cloud base, center, and top heights and the corresponding temperatures. Coincident GOES 4 km visible (0.65 microns) and 8 km infrared window (11.5 microns) radiances are analyzed to determine cloud emittances and reflectances. Infrared optical depth is computed from the emittance results. Visible optical depth is derived from reflectance using a theoretical ice crystal scattering model and an empirical bidirectional reflectance mode. No clouds with visible optical depths greater than 5 or infrared optical depths less than 0.1 were used in the analysis. Average cloud thickness ranged from 0.5 km to 8 km for the 71 scenes. An average visible scattering efficiency of 2.1 was found for this data set. The results reveal a significant dependence of scattering efficiency on cloud temperature

Heterogeneous multireference alignment: a single pass approach

Multireference alignment (MRA) is the problem of estimating a signal from many noisy and cyclically shifted copies of itself. In this paper, we consider an extension called heterogeneous MRA, where $K$ signals must be estimated, and each observation comes from one of those signals, unknown to us. This is a simplified model for the heterogeneity problem notably arising in cryo-electron microscopy. We propose an algorithm which estimates the $K$ signals without estimating either the shifts or the classes of the observations. It requires only one pass over the data and is based on low-order moments that are invariant under cyclic shifts. Given sufficiently many measurements, one can estimate these invariant features averaged over the $K$ signals. We then design a smooth, non-convex optimization problem to compute a set of signals which are consistent with the estimated averaged features. We find that, in many cases, the proposed approach estimates the set of signals accurately despite non-convexity, and conjecture the number of signals $K$ that can be resolved as a function of the signal length $L$ is on the order of $\sqrt{L}$.Comment: 6 pages, 3 figure

On adaptive control and particle filtering in the automatic administration of medicinal drugs

Automatic feedback methodologies for the administration of medicinal drugs offer undisputed potential benefits in terms of cost reduction and improved clinical outcomes. However, despite several decades of research, the ultimate safety of many--it would be fair to say most--closed-loop drug delivery approaches remains under question and manual methods based on clinicians' expertise are still dominant in clinical practice. Key challenges to the design of control systems for these applications include uncertainty in pharmacological models, as well as intra- and interpatient variability in the response to drug administration. Pharmacological systems may feature nonlinearities, time delays, time-varying parameters and non-Gaussian stochastic processes. This dissertation investigates a novel multi-controller adaptive control strategy capable of delivering safe control for closed-loop drug delivery applications without impairing clinicians' ability to make an expert assessment of a clinical situation. Our new feedback control approach, which we have named Robust Adaptive Control with Particle Filtering (RAC-PF), estimates a patient's individual response characteristic in real-time through particle filtering and uses the Bayesian inference result to select the most suitable controller for closed-loop operation from a bank of candidate controllers designed using the robust methodology of mu-synthesis. The work is presented as four distinct pieces of research. We first apply the existing approach of Robust Multiple-Model Adaptive Control (RMMAC), which features robust controllers and Kalman filter estimators, to the case-study of administration of the vasodepressor drug sodium nitroprusside and examine benefits and drawbacks. We then consider particle filtering as an alternative to Kalman filter-based methods for the real-time estimation of pharmacological dose-response, and apply this to the nonlinear pharmacokinetic-pharmacodynamic model of the anaesthetic drug propofol. We ultimately combine particle filters and robust controllers to create RAC-PF, and test our novel approach first in a proof-of-concept design and finally in the case of sodium nitroprusside. The results presented in the dissertation are based on computational studies, including extensive Monte-Carlo simulation campaigns. Our findings of improved parameter estimates from noisy observations support the use of particle filtering as a viable tool for real-time Bayesian inference in pharmacological system identification. The potential of the RAC-PF approach as an extension of RMMAC for closed-loop control of a broader class of systems is also clearly highlighted, with the proposed new approach delivering safe control of acute hypertension through sodium nitroprusside infusion when applied to a very general population response model. All approaches presented are generalisable and may be readily adapted to other drug delivery instances

Utilisation de tests basés sur des statistiques d'ordre supérieur dans l'analyse de séries temporelles mesurées dans l'espace

Tests of hypotheses based on Higher Order Statistics (HOS) are reviewed in the particular context of the identification of nonlinear processes in space plasma. The time series under study are associated with the measurements of electric or/and magnetic field components, or/and counting rates of particles. The basic principles of HOS techniques are reviewed. A general and unified procedure is suggested in order to construct statistical tests: (1) for detecting a non-gaussian or transient signal in a gaussian (or non-gaussian) noise, (2) testing a stochastic time series for non-gaussianity (including non-linearity), (3) studying non-linear wave interactions by using the kth-order coherency function. Asymptotic theory of estimates of the kthorder spectra is implemented in a digital signal processing framework. The effectiveness of the signal detection algorithms is demonstrated through computer simulations. Examples of application on the analysis of satellite data are given.Des tests d'hypothèses basés sur des statistiques d'ordre supérieur sont revus dans le contexte particulier de l'identification de processus non-linéaires dans les plasmas spatiaux. Les séries temporelles étudiées sont associées à la mesure de composantes du champ électrique et/ou magnétique d'ondes ou de turbulences, et/ou de données particules. Les principes de base des statistiques d'ordre supérieur sont brièvement rappelés. Une procédure générale et unifiée est suggérée afin de construire des tests statistiques permettant: (1) de détecter des signaux non-gaussiens ou transitoires au sein d'un bruit gaussien (ou non-gaussien), (2) de tester si une série temporelle est associée ou non à un processus stochastique issu d'un processus non-linéaire, (3) d'étudier des interactions non-linéaires à plusieurs ondes par l'utilisation de la fonction de cohérence d'ordre k. La théorie asymptotique des estimés des spectres d'ordre k est mise en oeuvre dans le cas discret. L'efficacité des algorithmes de détection est démontrée par le biais de simulations numériques. Des exemples d'applications à des données satellites sont présentés

Fault Classification of Nonlinear Small Sample Data through Feature Sub-Space Neighbor Vote

The fault classification of a small sample of high dimension is challenging, especially for a nonlinear and non-Gaussian manufacturing process. In this paper, a similarity-based feature selection and sub-space neighbor vote method is proposed to solve this problem. To capture the dynamics, nonlinearity, and non-Gaussianity in the irregular time series data, high order spectral features, and fractal dimension features are extracted, selected, and stacked in a regular matrix. To address the problem of a small sample, all labeled fault data are used for similarity decisions for a specific fault type. The distances between the new data and all fault types are calculated in their feature subspaces. The new data are classified to the nearest fault type by majority probability voting of the distances. Meanwhile, the selected features, from respective measured variables, indicate the cause of the fault. The proposed method is evaluated on a publicly available benchmark of a real semiconductor etching dataset. It is demonstrated that by using the high order spectral features and fractal dimensionality features, the proposed method can achieve more than 84% fault recognition accuracy. The resulting feature subspace can be used to match any new fault data to the fingerprint feature subspace of each fault type, and hence can pinpoint the root cause of a fault in a manufacturing process