32 research outputs found

    Particle filtering in high-dimensional chaotic systems

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    We present an efficient particle filtering algorithm for multiscale systems, that is adapted for simple atmospheric dynamics models which are inherently chaotic. Particle filters represent the posterior conditional distribution of the state variables by a collection of particles, which evolves and adapts recursively as new information becomes available. The difference between the estimated state and the true state of the system constitutes the error in specifying or forecasting the state, which is amplified in chaotic systems that have a number of positive Lyapunov exponents. The purpose of the present paper is to show that the homogenization method developed in Imkeller et al. (2011), which is applicable to high dimensional multi-scale filtering problems, along with important sampling and control methods can be used as a basic and flexible tool for the construction of the proposal density inherent in particle filtering. Finally, we apply the general homogenized particle filtering algorithm developed here to the Lorenz'96 atmospheric model that mimics mid-latitude atmospheric dynamics with microscopic convective processes.Comment: 28 pages, 12 figure

    Low Complexity Regularization of Linear Inverse Problems

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    Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for recovering the unknown signal is to solve a convex optimization problem that enforces some prior knowledge about its structure. This has proved efficient in many problems routinely encountered in imaging sciences, statistics and machine learning. This chapter delivers a review of recent advances in the field where the regularization prior promotes solutions conforming to some notion of simplicity/low-complexity. These priors encompass as popular examples sparsity and group sparsity (to capture the compressibility of natural signals and images), total variation and analysis sparsity (to promote piecewise regularity), and low-rank (as natural extension of sparsity to matrix-valued data). Our aim is to provide a unified treatment of all these regularizations under a single umbrella, namely the theory of partial smoothness. This framework is very general and accommodates all low-complexity regularizers just mentioned, as well as many others. Partial smoothness turns out to be the canonical way to encode low-dimensional models that can be linear spaces or more general smooth manifolds. This review is intended to serve as a one stop shop toward the understanding of the theoretical properties of the so-regularized solutions. It covers a large spectrum including: (i) recovery guarantees and stability to noise, both in terms of 2\ell^2-stability and model (manifold) identification; (ii) sensitivity analysis to perturbations of the parameters involved (in particular the observations), with applications to unbiased risk estimation ; (iii) convergence properties of the forward-backward proximal splitting scheme, that is particularly well suited to solve the corresponding large-scale regularized optimization problem

    Joint multi-field T1 quantification for fast field-cycling MRI

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    Acknowledgment This article is based upon work from COST Action CA15209, supported by COST (European Cooperation in Science and Technology). Oliver Maier is a Recipient of a DOC Fellowship (24966) of the Austrian Academy of Sciences at the Institute of Medical Engineering at TU Graz. The authors would like to acknowledge the NVIDIA Corporation Hardware grant support.Peer reviewedPublisher PD

    Random Vibration of a Nonlinear Autoparametric System

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    Summary. A noisy autoparametric system exhibiting 1:2 resonance is studied as a random perturbation of a fourdimensional Hamiltonian system. The problem involves three time scales. Nonstandard stochastic averaging technique is rigorously developed, application of which results in a lower-dimensional description of the system. Probability density of the limiting process is obtained using FEM methods. These results are validated using numerical simulation of the original equations. While the numerical simulations take several hours of computer time, FEM solutions take no more than a few minutes. The methods developed here could also be used for other auto-parametric systems such as in capsizing of ships in random seas
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