A Robust Classification of Galaxy Spectra: Dealing with Noisy and Incomplete Data

Over the next few years new spectroscopic surveys (from the optical surveys of the Sloan Digital Sky Survey and the 2 degree Field survey through to space-based ultraviolet satellites such as GALEX) will provide the opportunity and challenge of understanding how galaxies of different spectral type evolve with redshift. Techniques have been developed to classify galaxies based on their continuum and line spectra. Some of the most promising of these have used the Karhunen and Loeve transform (or Principal Component Analysis) to separate galaxies into distinct classes. Their limitation has been that they assume that the spectral coverage and quality of the spectra are constant for all galaxies within a given sample. In this paper we develop a general formalism that accounts for the missing data within the observed spectra (such as the removal of sky lines or the effect of sampling different intrinsic rest wavelength ranges due to the redshift of a galaxy). We demonstrate that by correcting for these gaps we can recover an almost redshift independent classification scheme. From this classification we can derive an optimal interpolation that reconstructs the underlying galaxy spectral energy distributions in the regions of missing data. This provides a simple and effective mechanism for building galaxy spectral energy distributions directly from data that may be noisy, incomplete or drawn from a number of different sources.Comment: 20 pages, 8 figures. Accepted for publication in A

Determining the Spectral Signature of Spatial Coherent Structures

We applied to an open flow a proper orthogonal decomposition (pod) technique, on 2D snapshots of the instantaneous velocity field, to reveal the spatial coherent structures responsible of the self-sustained oscillations observed in the spectral distribution of time series. We applied the technique to 2D planes out of 3D direct numerical simulations on an open cavity flow. The process can easily be implemented on usual personal computers, and might bring deep insights on the relation between spatial events and temporal signature in (both numerical or experimental) open flows.Comment: 4 page

An extension of Wiener integration with the use of operator theory

With the use of tensor product of Hilbert space, and a diagonalization procedure from operator theory, we derive an approximation formula for a general class of stochastic integrals. Further we establish a generalized Fourier expansion for these stochastic integrals. In our extension, we circumvent some of the limitations of the more widely used stochastic integral due to Wiener and Ito, i.e., stochastic integration with respect to Brownian motion. Finally we discuss the connection between the two approaches, as well as a priori estimates and applications.Comment: 13 page

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

Likelihood contrasts: a machine learning algorithm for binary classification of longitudinal data

Machine learning methods have gained increased popularity in biomedical research during the recent years. However, very few of them support the analysis of longitudinal data, where several samples are collected from an individual over time. Additionally, most of the available longitudinal machine learning methods assume that the measurements are aligned in time, which is often not the case in real data. Here, we introduce a robust longitudinal machine learning method, named likelihood contrasts (LC), which supports study designs with unaligned time points. Our LC method is a binary classifier, which uses linear mixed models for modelling and log-likelihood for decision making. To demonstrate the benefits of our approach, we compared it with existing methods in four simulated and three real data sets. In each simulated data set, LC was the most accurate method, while the real data sets further supported the robust performance of the method. LC is also computationally efficient and easy to use.</p