25,719 research outputs found
Diffusion Maps Kalman Filter for a Class of Systems with Gradient Flows
In this paper, we propose a non-parametric method for state estimation of
high-dimensional nonlinear stochastic dynamical systems, which evolve according
to gradient flows with isotropic diffusion. We combine diffusion maps, a
manifold learning technique, with a linear Kalman filter and with concepts from
Koopman operator theory. More concretely, using diffusion maps, we construct
data-driven virtual state coordinates, which linearize the system model. Based
on these coordinates, we devise a data-driven framework for state estimation
using the Kalman filter. We demonstrate the strengths of our method with
respect to both parametric and non-parametric algorithms in three tracking
problems. In particular, applying the approach to actual recordings of
hippocampal neural activity in rodents directly yields a representation of the
position of the animals. We show that the proposed method outperforms competing
non-parametric algorithms in the examined stochastic problem formulations.
Additionally, we obtain results comparable to classical parametric algorithms,
which, in contrast to our method, are equipped with model knowledge.Comment: 15 pages, 12 figures, submitted to IEEE TS
PocketCare: Tracking the Flu with Mobile Phones using Partial Observations of Proximity and Symptoms
Mobile phones provide a powerful sensing platform that researchers may adopt
to understand proximity interactions among people and the diffusion, through
these interactions, of diseases, behaviors, and opinions. However, it remains a
challenge to track the proximity-based interactions of a whole community and
then model the social diffusion of diseases and behaviors starting from the
observations of a small fraction of the volunteer population. In this paper, we
propose a novel approach that tries to connect together these sparse
observations using a model of how individuals interact with each other and how
social interactions happen in terms of a sequence of proximity interactions. We
apply our approach to track the spreading of flu in the spatial-proximity
network of a 3000-people university campus by mobilizing 300 volunteers from
this population to monitor nearby mobile phones through Bluetooth scanning and
to daily report flu symptoms about and around them. Our aim is to predict the
likelihood for an individual to get flu based on how often her/his daily
routine intersects with those of the volunteers. Thus, we use the daily
routines of the volunteers to build a model of the volunteers as well as of the
non-volunteers. Our results show that we can predict flu infection two weeks
ahead of time with an average precision from 0.24 to 0.35 depending on the
amount of information. This precision is six to nine times higher than with a
random guess model. At the population level, we can predict infectious
population in a two-week window with an r-squared value of 0.95 (a random-guess
model obtains an r-squared value of 0.2). These results point to an innovative
approach for tracking individuals who have interacted with people showing
symptoms, allowing us to warn those in danger of infection and to inform health
researchers about the progression of contact-induced diseases
- …