High-Dimensional Density Ratio Estimation with Extensions to Approximate Likelihood Computation

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most of these methods fail if the sample space is high-dimensional, and hence require a dimension reduction step, the result of which can be a significant loss of information. Here we propose a simple-to-implement, fully nonparametric density ratio estimator that expands the ratio in terms of the eigenfunctions of a kernel-based operator; these functions reflect the underlying geometry of the data (e.g., submanifold structure), often leading to better estimates without an explicit dimension reduction step. We show how our general framework can be extended to address another important problem, the estimation of a likelihood function in situations where that function cannot be well-approximated by an analytical form. One is often faced with this situation when performing statistical inference with data from the sciences, due the complexity of the data and of the processes that generated those data. We emphasize applications where using existing likelihood-free methods of inference would be challenging due to the high dimensionality of the sample space, but where our spectral series method yields a reasonable estimate of the likelihood function. We provide theoretical guarantees and illustrate the effectiveness of our proposed method with numerical experiments.Comment: With supplementary materia

SLIDES: A Working Model for Oil and Gas Produced Water Treatment

Presenter: Lee Schafer, Integrity Production Services, Inc., for Anticline Disposal LLC 11 slide

Prototype selection for parameter estimation in complex models

Parameter estimation in astrophysics often requires the use of complex physical models. In this paper we study the problem of estimating the parameters that describe star formation history (SFH) in galaxies. Here, high-dimensional spectral data from galaxies are appropriately modeled as linear combinations of physical components, called simple stellar populations (SSPs), plus some nonlinear distortions. Theoretical data for each SSP is produced for a fixed parameter vector via computer modeling. Though the parameters that define each SSP are continuous, optimizing the signal model over a large set of SSPs on a fine parameter grid is computationally infeasible and inefficient. The goal of this study is to estimate the set of parameters that describes the SFH of each galaxy. These target parameters, such as the average ages and chemical compositions of the galaxy's stellar populations, are derived from the SSP parameters and the component weights in the signal model. Here, we introduce a principled approach of choosing a small basis of SSP prototypes for SFH parameter estimation. The basic idea is to quantize the vector space and effective support of the model components. In addition to greater computational efficiency, we achieve better estimates of the SFH target parameters. In simulations, our proposed quantization method obtains a substantial improvement in estimating the target parameters over the common method of employing a parameter grid. Sparse coding techniques are not appropriate for this problem without proper constraints, while constrained sparse coding methods perform poorly for parameter estimation because their objective is signal reconstruction, not estimation of the target parameters.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS500 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Dynamics of methane ebullition from a peat monolith revealed from a dynamic flux chamber system

Methane (CH4) ebullition in northern peatlands is poorly quantified in part due to its high spatiotemporal variability. In this study, a dynamic flux chamber (DFC) system was used to continuously measure CH4 fluxes from a monolith of near‐surface Sphagnum peat at the laboratory scale to understand the complex behavior of CH4 ebullition. Coincident transmission ground penetrating radar measurements of gas content were also acquired at three depths within the monolith. A graphical method was developed to separate diffusion, steady ebullition, and episodic ebullition fluxes from the total CH4 flux recorded and to identify the timing and CH4 content of individual ebullition events. The results show that the application of the DFC had minimal disturbance on air‐peat CH4 exchange and estimated ebullition fluxes were not sensitive to the uncertainties associated with the graphical model. Steady and episodic ebullition fluxes were estimated to be averagely 36 ± 24% and 38 ± 24% of the total fluxes over the study period, respectively. The coupling between episodic CH4 ebullition and gas content within the three layers supports the existence of a threshold gas content regulating CH4 ebullition. However, the threshold at which active ebullition commenced varied between peat layers with a larger threshold (0.14 m3 m−3) observed in the deeper layers, suggesting that the peat physical structure controls gas bubble dynamics in peat. Temperature variation (23°C to 27°C) was likely only responsible for small episodic ebullition events from the upper peat layer, while large ebullition events from the deeper layers were most likely triggered by drops in atmospheric pressure

Calorons and fermion zero-modes

Calorons in the confined phase for SU(n) gauge theory, having a non-trivial Polyakov loop, "dissolve" in n monopole constituents for large enough instanton scale parameters. We discuss recent results for these caloron solutions and their fermion zero-modes, as well as the implications for lattice studies and comment on the possible influence of the constituent monopoles on the instanton size distribution.Comment: 3 pages, 2 figures (in 7 parts); Lattice2003(topology

Statistical Communication Theory

Contains research objectives and reports on two research projects.Joint Services Electronics Programs (U. S. Army, U.S. Navy, and U.S. Air Force) under Contract DA 36-039-AMC-03200(E)National Aeronautics and Space Administration (Grant NsG-496)National Science Foundation (Grant GK-835

Measurement-induced decoherence and Gaussian smoothing of the Wigner distribution function

We study the problem of measurement-induced decoherence using the phase-space approach employing the Gaussian-smoothed Wigner distribution function. Our investigation is based on the notion that measurement-induced decoherence is represented by the transition from the Wigner distribution to the Gaussian-smoothed Wigner distribution with the widths of the smoothing function identified as measurement errors. We also compare the smoothed Wigner distribution with the corresponding distribution resulting from the classical analysis. The distributions we computed are the phase-space distributions for simple one-dimensional dynamical systems such as a particle in a square-well potential and a particle moving under the influence of a step potential, and the time-frequency distributions for high-harmonic radiation emitted from an atom irradiated by short, intense laser pulses.Comment: Accepted in Annals of Physic

Meson-loop contributions to the quark condensate from the instanton vacuum

We investigate the quark condensate of the QCD vacuum within the instanton vacuum model. We calculate the meson-loop contributions to the dynamical quark mass and quark condensate to ${\cal O}(1/N_c)$-, ${\cal O}(m/N_c)$-, and ${\cal O}((m\ln m) /N_c)$-order corrections. We find that the meson (especially pion) loops provide substantial contributions to the dynamical quark mass and as a result to the quark condensate. The results indicate that the $1/N_c$ corrections should be reconsidered in the systematical way. The present results are consistent with those from chiral perturbation theory.Comment: Final version accepted for publication in Phys. Lett. B. The title was changed. Small corrections were adde