1,031 research outputs found
An Ensemble Kalman-Particle Predictor-Corrector Filter for Non-Gaussian Data Assimilation
An Ensemble Kalman Filter (EnKF, the predictor) is used make a large change
in the state, followed by a Particle Filer (PF, the corrector) which assigns
importance weights to describe non-Gaussian distribution. The weights are
obtained by nonparametric density estimation. It is demonstrated on several
numerical examples that the new predictor-corrector filter combines the
advantages of the EnKF and the PF and that it is suitable for high dimensional
states which are discretizations of solutions of partial differential
equations.Comment: ICCS 2009, to appear; 9 pages; minor edit
Fast Ensemble Smoothing
Smoothing is essential to many oceanographic, meteorological and hydrological
applications. The interval smoothing problem updates all desired states within
a time interval using all available observations. The fixed-lag smoothing
problem updates only a fixed number of states prior to the observation at
current time. The fixed-lag smoothing problem is, in general, thought to be
computationally faster than a fixed-interval smoother, and can be an
appropriate approximation for long interval-smoothing problems. In this paper,
we use an ensemble-based approach to fixed-interval and fixed-lag smoothing,
and synthesize two algorithms. The first algorithm produces a linear time
solution to the interval smoothing problem with a fixed factor, and the second
one produces a fixed-lag solution that is independent of the lag length.
Identical-twin experiments conducted with the Lorenz-95 model show that for lag
lengths approximately equal to the error doubling time, or for long intervals
the proposed methods can provide significant computational savings. These
results suggest that ensemble methods yield both fixed-interval and fixed-lag
smoothing solutions that cost little additional effort over filtering and model
propagation, in the sense that in practical ensemble application the additional
increment is a small fraction of either filtering or model propagation costs.
We also show that fixed-interval smoothing can perform as fast as fixed-lag
smoothing and may be advantageous when memory is not an issue
Morphing Ensemble Kalman Filters
A new type of ensemble filter is proposed, which combines an ensemble Kalman
filter (EnKF) with the ideas of morphing and registration from image
processing. This results in filters suitable for nonlinear problems whose
solutions exhibit moving coherent features, such as thin interfaces in wildfire
modeling. The ensemble members are represented as the composition of one common
state with a spatial transformation, called registration mapping, plus a
residual. A fully automatic registration method is used that requires only
gridded data, so the features in the model state do not need to be identified
by the user. The morphing EnKF operates on a transformed state consisting of
the registration mapping and the residual. Essentially, the morphing EnKF uses
intermediate states obtained by morphing instead of linear combinations of the
states.Comment: 17 pages, 7 figures. Added DDDAS references to the introductio
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
A high efficiency, low background detector for measuring pair-decay branches in nuclear decay
We describe a high efficiency detector for measuring electron-positron pair
transitions in nuclei. The device was built to be insensitive to gamma rays and
to accommodate high overall event rates. The design was optimized for total
pair kinetic energies up to about 7 MeV.Comment: Accepted for publication by Nucl. Inst. & Meth. in Phys. Res. A (NIM
A
Parameter Identification in a Probabilistic Setting
Parameter identification problems are formulated in a probabilistic language,
where the randomness reflects the uncertainty about the knowledge of the true
values. This setting allows conceptually easily to incorporate new information,
e.g. through a measurement, by connecting it to Bayes's theorem. The unknown
quantity is modelled as a (may be high-dimensional) random variable. Such a
description has two constituents, the measurable function and the measure. One
group of methods is identified as updating the measure, the other group changes
the measurable function. We connect both groups with the relatively recent
methods of functional approximation of stochastic problems, and introduce
especially in combination with the second group of methods a new procedure
which does not need any sampling, hence works completely deterministically. It
also seems to be the fastest and more reliable when compared with other
methods. We show by example that it also works for highly nonlinear non-smooth
problems with non-Gaussian measures.Comment: 29 pages, 16 figure
Variational data assimilation for the initial-value dynamo problem
The secular variation of the geomagnetic field as observed at the Earth's surface results from the complex magnetohydrodynamics taking place in the fluid core of the Earth. One way to analyze this system is to use the data in concert with an underlying dynamical model of the system through the technique of variational data assimilation, in much the same way as is employed in meteorology and oceanography. The aim is to discover an optimal initial condition that leads to a trajectory of the system in agreement with observations. Taking the Earth's core to be an electrically conducting fluid sphere in which convection takes place, we develop the continuous adjoint forms of the magnetohydrodynamic equations that govern the dynamical system together with the corresponding numerical algorithms appropriate for a fully spectral method. These adjoint equations enable a computationally fast iterative improvement of the initial condition that determines the system evolution. The initial condition depends on the three dimensional form of quantities such as the magnetic field in the entire sphere. For the magnetic field, conservation of the divergence-free condition for the adjoint magnetic field requires the introduction of an adjoint pressure term satisfying a zero boundary condition. We thus find that solving the forward and adjoint dynamo system requires different numerical algorithms. In this paper, an efficient algorithm for numerically solving this problem is developed and tested for two illustrative problems in a whole sphere: one is a kinematic problem with prescribed velocity field, and the second is associated with the Hall-effect dynamo, exhibiting considerable nonlinearity. The algorithm exhibits reliable numerical accuracy and stability. Using both the analytical and the numerical techniques of this paper, the adjoint dynamo system can be solved directly with the same order of computational complexity as that required to solve the forward problem. These numerical techniques form a foundation for ultimate application to observations of the geomagnetic field over the time scale of centuries
Inverse Problems in a Bayesian Setting
In a Bayesian setting, inverse problems and uncertainty quantification (UQ)
--- the propagation of uncertainty through a computational (forward) model ---
are strongly connected. In the form of conditional expectation the Bayesian
update becomes computationally attractive. We give a detailed account of this
approach via conditional approximation, various approximations, and the
construction of filters. Together with a functional or spectral approach for
the forward UQ there is no need for time-consuming and slowly convergent Monte
Carlo sampling. The developed sampling-free non-linear Bayesian update in form
of a filter is derived from the variational problem associated with conditional
expectation. This formulation in general calls for further discretisation to
make the computation possible, and we choose a polynomial approximation. After
giving details on the actual computation in the framework of functional or
spectral approximations, we demonstrate the workings of the algorithm on a
number of examples of increasing complexity. At last, we compare the linear and
nonlinear Bayesian update in form of a filter on some examples.Comment: arXiv admin note: substantial text overlap with arXiv:1312.504
Impact of HPV-associated p16-expression on radiotherapy outcome in advanced oropharynx and non-oropharynx cancer
AbstractBackground and purposeHPV is found in head and neck cancer from all sites with a higher prevalence in oropharynx cancer (OPC) compared to non-OPC. HPV/p16-status has a significant impact on radiotherapy (RT) outcome in advanced OPC, but less is known about the influence in non-OPC. We analyzed HPV-associated p16-expression in a cohort of patients with stage III–IV pharynx and larynx cancer treated with primary, curatively intended (chemo-)RT, aiming to test the hypothesis that the impact of HPV/p16 also extends to tumors of non-oropharyngeal origin.Material and methods1294 patients enrolled in previously conducted DAHANCA-trials between 1992 and 2012 were identified. Tumors were evaluated by p16-immunohistochemistry and classified as positive in case of staining in >70% of tumors cells.ResultsThirty-eight percent (490/1294) of the tumors were p16-positive with a significantly higher frequency in OPC (425/815) than in non-OPC (65/479), p<.0001. In OPC p16-positivity significantly improved loco-regional control (LRC) (adjusted HR [95% CI]: 0.43 [0.32–0.57]), event-free survival (EFS) (HR 0.44 [0.35–0.56]), and overall survival (OS) (HR: 0.38 [0.29–0.49]), respectively, compared with p16-negativity. In non-OPC no prognostic impact of p16-status was found for either endpoint: LRC (HR: 1.13 [0.75–1.70]), EFS (HR: 1.06 [0.76–1.47]), and OS (HR: 0.82 [0.59–1.16]).ConclusionsThe independent influence of HPV-associated p16-expression in advanced OPC treated with primary RT was confirmed. However, RT-outcome in the group of non-OPC did not differ by tumor p16-status, indicating that the prognostic impact may be restricted to OPC only
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