379 research outputs found
Robust and Flexible Persistent Scatterer Interferometry for Long-Term and Large-Scale Displacement Monitoring
Die Persistent Scatterer Interferometrie (PSI) ist eine Methode zur Überwachung von Verschiebungen der Erdoberfläche aus dem Weltraum. Sie basiert auf der Identifizierung und Analyse von stabilen Punktstreuern (sog. Persistent Scatterer, PS) durch die Anwendung von Ansätzen der Zeitreihenanalyse auf Stapel von SAR-Interferogrammen. PS Punkte dominieren die Rückstreuung der Auflösungszellen, in denen sie sich befinden, und werden durch geringfügige Dekorrelation charakterisiert. Verschiebungen solcher PS Punkte können mit einer potenziellen Submillimetergenauigkeit überwacht werden, wenn Störquellen effektiv minimiert werden.
Im Laufe der Zeit hat sich die PSI in bestimmten Anwendungen zu einer operationellen Technologie entwickelt. Es gibt jedoch immer noch herausfordernde Anwendungen für die Methode. Physische Veränderungen der Landoberfläche und Änderungen in der Aufnahmegeometrie können dazu führen, dass PS Punkte im Laufe der Zeit erscheinen oder verschwinden. Die Anzahl der kontinuierlich kohärenten PS Punkte nimmt mit zunehmender Länge der Zeitreihen ab, während die Anzahl der TPS Punkte zunimmt, die nur während eines oder mehrerer getrennter Segmente der analysierten Zeitreihe kohärent sind. Daher ist es wünschenswert, die Analyse solcher TPS Punkte in die PSI zu integrieren, um ein flexibles PSI-System zu entwickeln, das in der Lage ist mit dynamischen Veränderungen der Landoberfläche umzugehen und somit ein kontinuierliches Verschiebungsmonitoring ermöglicht. Eine weitere Herausforderung der PSI besteht darin, großflächiges Monitoring in Regionen mit komplexen atmosphärischen Bedingungen durchzuführen. Letztere führen zu hoher Unsicherheit in den Verschiebungszeitreihen bei großen Abständen zur räumlichen Referenz.
Diese Arbeit befasst sich mit Modifikationen und Erweiterungen, die auf der Grund lage eines bestehenden PSI-Algorithmus realisiert wurden, um einen robusten und flexiblen PSI-Ansatz zu entwickeln, der mit den oben genannten Herausforderungen umgehen kann. Als erster Hauptbeitrag wird eine Methode präsentiert, die TPS Punkte vollständig in die PSI integriert. In Evaluierungsstudien mit echten SAR Daten wird gezeigt, dass die Integration von TPS Punkten tatsächlich die Bewältigung dynamischer Veränderungen der Landoberfläche ermöglicht und mit zunehmender Zeitreihenlänge zunehmende Relevanz für PSI-basierte Beobachtungsnetzwerke hat. Der zweite Hauptbeitrag ist die Vorstellung einer Methode zur kovarianzbasierten Referenzintegration in großflächige PSI-Anwendungen zur Schätzung von räumlich korreliertem Rauschen. Die Methode basiert auf der Abtastung des Rauschens an Referenzpixeln mit bekannten Verschiebungszeitreihen und anschließender Interpolation auf die restlichen PS Pixel unter Berücksichtigung der räumlichen Statistik des Rauschens. Es wird in einer Simulationsstudie sowie einer Studie mit realen Daten gezeigt, dass die Methode überlegene Leistung im Vergleich zu alternativen Methoden zur Reduktion von räumlich korreliertem Rauschen in Interferogrammen mittels Referenzintegration zeigt.
Die entwickelte PSI-Methode wird schließlich zur Untersuchung von Landsenkung im Vietnamesischen Teil des Mekong Deltas eingesetzt, das seit einigen Jahrzehnten von Landsenkung und verschiedenen anderen Umweltproblemen betroffen ist. Die geschätzten Landsenkungsraten zeigen eine hohe Variabilität auf kurzen sowie großen räumlichen Skalen. Die höchsten Senkungsraten von bis zu 6 cm pro Jahr treten hauptsächlich in städtischen Gebieten auf. Es kann gezeigt werden, dass der größte Teil der Landsenkung ihren Ursprung im oberflächennahen Untergrund hat. Die präsentierte Methode zur Reduzierung von räumlich korreliertem Rauschen verbessert die Ergebnisse signifikant, wenn eine angemessene räumliche Verteilung von Referenzgebieten verfügbar ist. In diesem Fall wird das Rauschen effektiv reduziert und unabhängige Ergebnisse von zwei Interferogrammstapeln, die aus unterschiedlichen Orbits aufgenommen wurden, zeigen große Übereinstimmung. Die Integration von TPS Punkten führt für die analysierte Zeitreihe von sechs Jahren zu einer deutlich größeren Anzahl an identifizierten TPS als PS Punkten im gesamten Untersuchungsgebiet und verbessert damit das Beobachtungsnetzwerk erheblich. Ein spezieller Anwendungsfall der TPS Integration wird vorgestellt, der auf der Clusterung von TPS Punkten basiert, die innerhalb der analysierten Zeitreihe erschienen, um neue Konstruktionen systematisch zu identifizieren und ihre anfängliche Bewegungszeitreihen zu analysieren
Natural and Technological Hazards in Urban Areas
Natural hazard events and technological accidents are separate causes of environmental impacts. Natural hazards are physical phenomena active in geological times, whereas technological hazards result from actions or facilities created by humans. In our time, combined natural and man-made hazards have been induced. Overpopulation and urban development in areas prone to natural hazards increase the impact of natural disasters worldwide. Additionally, urban areas are frequently characterized by intense industrial activity and rapid, poorly planned growth that threatens the environment and degrades the quality of life. Therefore, proper urban planning is crucial to minimize fatalities and reduce the environmental and economic impacts that accompany both natural and technological hazardous events
On factor models for high-dimensional time series
The aim of this thesis is to develop statistical methods for use with factor models for high-dimensional time series. We consider three broad areas: estimation, changepoint detection, and determination of the number of factors. In Chapter 1, we sketch the backdrop for our thesis and review key aspects of the literature. In Chapter 2, we develop a method to estimate the factors and parameters in an approximate dynamic factor model. Specifically, we present a spectral expectation-maximisation (or \spectral EM") algorithm, whereby we derive the E and M step equations in the frequency domain. Our E step relies on the Wiener-Kolmogorov smoother, the frequency domain counterpart of the Kalman smoother, and our M step is based on maximisation of the Whittle Likelihood with respect to the parameters of the model. We initialise our procedure using dynamic principal components analysis (or \dynamic PCA"), and by leveraging results on lag-window estimators of spectral density by Wu and Zaffaroni (2018), we establish consistency-with-rates of our spectral EM estimator of the parameters and factors as both the dimension (N) and the sample size (T) go to infinity. We find rates commensurate with the literature. Finally, we conduct a simulation study to numerically validate our theoretical results. In Chapter 3, we develop a sequential procedure to detect changepoints in an approximate static factor model. Specifically, we define a ratio of eigenvalues of the covariance matrix of N observed variables. We compute this ratio each period using a rolling window of size m over time, and declare a changepoint when its value breaches an alarm threshold. We investigate the asymptotic behaviour (as N;m ! 1) of our ratio, and prove that, for specific eigenvalues, the ratio will spike upwards when a changepoint is encountered but not otherwise. We use a block-bootstrap to obtain alarm thresholds. We present simulation results and an empirical application based on Financial Times Stock Exchange 100 Index (or \FTSE 100") data. In Chapter 4, we conduct an exploratory analysis which aims to extend the randomised sequential procedure of Trapani (2018) into the frequency domain. Specifically, we aim to estimate the number of dynamically loaded factors by applying the test of Trapani (2018) to eigenvalues of the estimated spectral density matrix (as opposed to the covariance matrix) of the data
A Survey on Causal Reinforcement Learning
While Reinforcement Learning (RL) achieves tremendous success in sequential
decision-making problems of many domains, it still faces key challenges of data
inefficiency and the lack of interpretability. Interestingly, many researchers
have leveraged insights from the causality literature recently, bringing forth
flourishing works to unify the merits of causality and address well the
challenges from RL. As such, it is of great necessity and significance to
collate these Causal Reinforcement Learning (CRL) works, offer a review of CRL
methods, and investigate the potential functionality from causality toward RL.
In particular, we divide existing CRL approaches into two categories according
to whether their causality-based information is given in advance or not. We
further analyze each category in terms of the formalization of different
models, ranging from the Markov Decision Process (MDP), Partially Observed
Markov Decision Process (POMDP), Multi-Arm Bandits (MAB), and Dynamic Treatment
Regime (DTR). Moreover, we summarize the evaluation matrices and open sources
while we discuss emerging applications, along with promising prospects for the
future development of CRL.Comment: 29 pages, 20 figure
Neural-Kalman Schemes for Non-Stationary Channel Tracking and Learning
This Thesis focuses on channel tracking in Orthogonal Frequency-Division Multiplexing (OFDM), a
widely-used method of data transmission in wireless communications, when abrupt changes occur
in the channel. In highly mobile applications, new dynamics appear that might make channel
tracking non-stationary, e.g. channels might vary with location, and location rapidly varies with
time. Simple examples might be the di erent channel dynamics a train receiver faces when it is
close to a station vs. crossing a bridge vs. entering a tunnel, or a car receiver in a route that
grows more tra c-dense. Some of these dynamics can be modelled as channel taps dying or being
reborn, and so tap birth-death detection is of the essence.
In order to improve the quality of communications, we delved into mathematical methods to
detect such abrupt changes in the channel, such as the mathematical areas of Sequential Analysis/
Abrupt Change Detection and Random Set Theory (RST), as well as the engineering advances
in Neural Network schemes. This knowledge helped us nd a solution to the problem of abrupt
change detection by informing and inspiring the creation of low-complexity implementations for
real-world channel tracking. In particular, two such novel trackers were created: the Simpli-
ed Maximum A Posteriori (SMAP) and the Neural-Network-switched Kalman Filtering (NNKF)
schemes.
The SMAP is a computationally inexpensive, threshold-based abrupt-change detector. It applies
the three following heuristics for tap birth-death detection: a) detect death if the tap gain
jumps into approximately zero (memoryless detection); b) detect death if the tap gain has slowly
converged into approximately zero (memory detection); c) detect birth if the tap gain is far from
zero.
The precise parameters for these three simple rules can be approximated with simple theoretical
derivations and then ne-tuned through extensive simulations. The status detector for each
tap using only these three computationally inexpensive threshold comparisons achieves an error
reduction matching that of a close-to-perfect path death/birth detection, as shown in simulations.
This estimator was shown to greatly reduce channel tracking error in the target Signal-to-Noise
Ratio (SNR) range at a very small computational cost, thus outperforming previously known systems.
The underlying RST framework for the SMAP was then extended to combined death/birth
and SNR detection when SNR is dynamical and may drift. We analyzed how di erent quasi-ideal
SNR detectors a ect the SMAP-enhanced Kalman tracker's performance. Simulations showed
SMAP is robust to SNR drift in simulations, although it was also shown to bene t from an accurate
SNR detection.
The core idea behind the second novel tracker, NNKFs, is similar to the SMAP, but now the tap
birth/death detection will be performed via an arti cial neuronal network (NN). Simulations show
that the proposed NNKF estimator provides extremely good performance, practically identical to a detector with 100% accuracy.
These proposed Neural-Kalman schemes can work as novel trackers for multipath channels,
since they are robust to wide variations in the probabilities of tap birth and death. Such robustness
suggests a single, low-complexity NNKF could be reusable over di erent tap indices and
communication environments.
Furthermore, a di erent kind of abrupt change was proposed and analyzed: energy shifts from
one channel tap to adjacent taps (partial tap lateral hops). This Thesis also discusses how to
model, detect and track such changes, providing a geometric justi cation for this and additional
non-stationary dynamics in vehicular situations, such as road scenarios where re ections on trucks
and vans are involved, or the visual appearance/disappearance of drone swarms. An extensive
literature review of empirically-backed abrupt-change dynamics in channel modelling/measuring
campaigns is included.
For this generalized framework of abrupt channel changes that includes partial tap lateral
hopping, a neural detector for lateral hops with large energy transfers is introduced. Simulation
results suggest the proposed NN architecture might be a feasible lateral hop detector, suitable for
integration in NNKF schemes.
Finally, the newly found understanding of abrupt changes and the interactions between Kalman
lters and neural networks is leveraged to analyze the neural consequences of abrupt changes
and brie y sketch a novel, abrupt-change-derived stochastic model for neural intelligence, extract
some neuro nancial consequences of unstereotyped abrupt dynamics, and propose a new
portfolio-building mechanism in nance: Highly Leveraged Abrupt Bets Against Failing Experts
(HLABAFEOs). Some communication-engineering-relevant topics, such as a Bayesian stochastic
stereotyper for hopping Linear Gauss-Markov (LGM) models, are discussed in the process.
The forecasting problem in the presence of expert disagreements is illustrated with a hopping
LGM model and a novel structure for a Bayesian stereotyper is introduced that might eventually
solve such problems through bio-inspired, neuroscienti cally-backed mechanisms, like dreaming
and surprise (biological Neural-Kalman). A generalized framework for abrupt changes and expert
disagreements was introduced with the novel concept of Neural-Kalman Phenomena. This Thesis
suggests mathematical (Neural-Kalman Problem Category Conjecture), neuro-evolutionary and
social reasons why Neural-Kalman Phenomena might exist and found signi cant evidence for their
existence in the areas of neuroscience and nance.
Apart from providing speci c examples, practical guidelines and historical (out)performance
for some HLABAFEO investing portfolios, this multidisciplinary research suggests that a Neural-
Kalman architecture for ever granular stereotyping providing a practical solution for continual
learning in the presence of unstereotyped abrupt dynamics would be extremely useful in communications
and other continual learning tasks.Programa de Doctorado en Multimedia y Comunicaciones por la Universidad Carlos III de Madrid y la Universidad Rey Juan CarlosPresidente: Luis Castedo Ribas.- Secretaria: Ana García Armada.- Vocal: José Antonio Portilla Figuera
Curious Replay for Model-based Adaptation
Agents must be able to adapt quickly as an environment changes. We find that
existing model-based reinforcement learning agents are unable to do this well,
in part because of how they use past experiences to train their world model.
Here, we present Curious Replay -- a form of prioritized experience replay
tailored to model-based agents through use of a curiosity-based priority
signal. Agents using Curious Replay exhibit improved performance in an
exploration paradigm inspired by animal behavior and on the Crafter benchmark.
DreamerV3 with Curious Replay surpasses state-of-the-art performance on
Crafter, achieving a mean score of 19.4 that substantially improves on the
previous high score of 14.5 by DreamerV3 with uniform replay, while also
maintaining similar performance on the Deepmind Control Suite. Code for Curious
Replay is available at https://github.com/AutonomousAgentsLab/curiousreplayComment: Accepted at ICML 2023. Website at
https://sites.google.com/view/curious-repla
Bayesian changepoint models motivated by cyber-security applications
Changepoint detection has an important role to play in the next generation of cyber security defenses. A cyber attack typically changes the behaviour of the target network. Therefore, to detect the presence of a network intrusion, it can be informative to monitor for changes in the high-volume data sources that are collected inside an enterprise computer network. However, most traditional changepoint detection methods are not adapted to characterise what cyber security analysts mean by a change, and consequently raise too many false alerts but also overlook weak signals that are suggestive of a real attack. This thesis will present three novel Bayesian changepoint models that address some challenges raised by cyber data: the first model combines evidence across a graph of time series to identify patterns of changepoints that are a priori more likely to correspond to an attack; the second model offers robustness to non-exchangeable data within segments so that normal dynamic phenomena observed in cyber data can be captured; and, the third model relaxes the standard assumption that changes are instantaneous, so that time intervals where cyber data may be subject to non-instantaneous changes can be identified.Open Acces
Automatic Identification of Driving Maneuver Patterns using a Robust Hidden Semi-Markov Models
There is an increase in interest to model driving maneuver patterns via the
automatic unsupervised clustering of naturalistic sequential kinematic driving
data. The patterns learned are often used in transportation research areas such
as eco-driving, road safety, and intelligent vehicles. One such model capable
of modeling these patterns is the Hierarchical Dirichlet Process Hidden
Semi-Markov Model (HDP-HSMM), as it is often used to estimate data
segmentation, state duration, and transition probabilities. While this model is
a powerful tool for automatically clustering observed sequential data, the
existing HDP-HSMM estimation suffers from an inherent tendency to overestimate
the number of states. This can result in poor estimation, which can potentially
impact impact transportation research through incorrect inference of driving
patterns. In this paper, a new robust HDP-HSMM (rHDP-HSMM) method is proposed
to reduce the number of redundant states and improve the consistency of the
model's estimation. Both a simulation study and a case study using naturalistic
driving data are presented to demonstrate the effectiveness of the proposed
rHDP-HSMM in identifying and inference of driving maneuver patterns
On Rank Energy Statistics via Optimal Transport: Continuity, Convergence, and Change Point Detection
This paper considers the use of recently proposed optimal transport-based
multivariate test statistics, namely rank energy and its variant the soft rank
energy derived from entropically regularized optimal transport, for the
unsupervised nonparametric change point detection (CPD) problem. We show that
the soft rank energy enjoys both fast rates of statistical convergence and
robust continuity properties which lead to strong performance on real datasets.
Our theoretical analyses remove the need for resampling and out-of-sample
extensions previously required to obtain such rates. In contrast the rank
energy suffers from the curse of dimensionality in statistical estimation and
moreover can signal a change point from arbitrarily small perturbations, which
leads to a high rate of false alarms in CPD. Additionally, under mild
regularity conditions, we quantify the discrepancy between soft rank energy and
rank energy in terms of the regularization parameter. Finally, we show our
approach performs favorably in numerical experiments compared to several other
optimal transport-based methods as well as maximum mean discrepancy.Comment: 36 pages, 5 figure
Machine Learning Algorithm for the Scansion of Old Saxon Poetry
Several scholars designed tools to perform the automatic scansion of poetry in many languages, but none of these tools
deal with Old Saxon or Old English. This project aims to be a first attempt to create a tool for these languages. We
implemented a Bidirectional Long Short-Term Memory (BiLSTM) model to perform the automatic scansion of Old Saxon
and Old English poems. Since this model uses supervised learning, we manually annotated the Heliand manuscript, and
we used the resulting corpus as labeled dataset to train the model. The evaluation of the performance of the algorithm
reached a 97% for the accuracy and a 99% of weighted average for precision, recall and F1 Score. In addition, we tested
the model with some verses from the Old Saxon Genesis and some from The Battle of Brunanburh, and we observed that
the model predicted almost all Old Saxon metrical patterns correctly misclassified the majority of the Old English input
verses
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