Real-time information processing of environmental sensor network data using Bayesian Gaussian processes

In this article, we consider the problem faced by a sensor network operator who must infer, in real time, the value of some environmental parameter that is being monitored at discrete points in space and time by a sensor network. We describe a powerful and generic approach built upon an efficient multi-output Gaussian process that facilitates this information acquisition and processing. Our algorithm allows effective inference even with minimal domain knowledge, and we further introduce a formulation of Bayesian Monte Carlo to permit the principled management of the hyperparameters introduced by our flexible models. We demonstrate how our methods can be applied in cases where the data is delayed, intermittently missing, censored, and/or correlated. We validate our approach using data collected from three networks of weather sensors and show that it yields better inference performance than both conventional independent Gaussian processes and the Kalman filter. Finally, we show that our formalism efficiently reuses previous computations by following an online update procedure as new data sequentially arrives, and that this results in a four-fold increase in computational speed in the largest cases considered

Calculation of the effect of random superfluid density on the temperature dependence of the penetration depth

Microscopic variations in composition or structure can lead to nanoscale inhomogeneity in superconducting properties such as the magnetic penetration depth, but measurements of these properties are usually made on longer length scales. We solve a generalized London equation with a non-uniform penetration depth, lambda(r), obtaining an approximate solution for the disorder-averaged Meissner effect. We find that the effective penetration depth is different from the average penetration depth and is sensitive to the details of the disorder. These results indicate the need for caution when interpreting measurements of the penetration depth and its temperature dependence in systems which may be inhomogeneous

Phase I–II trial design for biologic agents using conditional auto‐regressive models for toxicity and efficacy

Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/147824/1/rssc12314_am.pdfhttps://deepblue.lib.umich.edu/bitstream/2027.42/147824/2/rssc12314.pd

Adaptive Covariance Estimation with model selection

We provide in this paper a fully adaptive penalized procedure to select a covariance among a collection of models observing i.i.d replications of the process at fixed observation points. For this we generalize previous results of Bigot and al. and propose to use a data driven penalty to obtain an oracle inequality for the estimator. We prove that this method is an extension to the matricial regression model of the work by Baraud

Spatial vegetation patterns and neighborhood competition among woody plants in an East African savanna

The majority of research on savanna vegetation dynamics has focused on the coexistence of woody and herbaceous vegetation. Interactions among woody plants in savannas are relatively poorly understood. We present data from a 10-year longitudinal study of spatially explicit growth patterns of woody vegetation in an East African savanna following exclusion of large herbivores and in the absence of fire. We examined plant spatial patterns and quantified the degree of competition among woody individuals. Woody plants in this semi-arid savanna exhibit strongly clumped spatial distributions at scales of 1 - 5 m. However, analysis of woody plant growth rates relative to their conspecific and heterospecific neighbors revealed evidence for strong competitive interactions at neighborhood scales of up to 5 m for most woody plant species. Thus, woody plants were aggregated in clumps despite significantly decreased growth rates in close proximity to neighbors, indicating that the spatial distribution of woody plants in this region depends on dispersal and establishment processes rather than on competitive, density-dependent mortality. However, our documentation of suppressive effects of woody plants on neighbors also suggests a potentially important role for tree-tree competition in controlling vegetation structure and indicates that the balanced-competition hypothesis may contribute to well-known patterns in maximum tree cover across rainfall gradients in Africa

Online approximations for wind-field models

We study online approximations to Gaussian process models for spatially distributed systems. We apply our method to the prediction of wind fields over the ocean surface from scatterometer data. Our approach combines a sequential update of a Gaussian approximation to the posterior with a sparse representation that allows to treat problems with a large number of observations

Mark correlations: relating physical properties to spatial distributions

Mark correlations provide a systematic approach to look at objects both distributed in space and bearing intrinsic information, for instance on physical properties. The interplay of the objects' properties (marks) with the spatial clustering is of vivid interest for many applications; are, e.g., galaxies with high luminosities more strongly clustered than dim ones? Do neighbored pores in a sandstone have similar sizes? How does the shape of impact craters on a planet depend on the geological surface properties? In this article, we give an introduction into the appropriate mathematical framework to deal with such questions, i.e. the theory of marked point processes. After having clarified the notion of segregation effects, we define universal test quantities applicable to realizations of a marked point processes. We show their power using concrete data sets in analyzing the luminosity-dependence of the galaxy clustering, the alignment of dark matter halos in gravitational $N$-body simulations, the morphology- and diameter-dependence of the Martian crater distribution and the size correlations of pores in sandstone. In order to understand our data in more detail, we discuss the Boolean depletion model, the random field model and the Cox random field model. The first model describes depletion effects in the distribution of Martian craters and pores in sandstone, whereas the last one accounts at least qualitatively for the observed luminosity-dependence of the galaxy clustering.Comment: 35 pages, 12 figures. to be published in Lecture Notes of Physics, second Wuppertal conference "Spatial statistics and statistical physics

The monomer-dimer problem and moment Lyapunov exponents of homogeneous Gaussian random fields

We consider an "elastic" version of the statistical mechanical monomer-dimer problem on the n-dimensional integer lattice. Our setting includes the classical "rigid" formulation as a special case and extends it by allowing each dimer to consist of particles at arbitrarily distant sites of the lattice, with the energy of interaction between the particles in a dimer depending on their relative position. We reduce the free energy of the elastic dimer-monomer (EDM) system per lattice site in the thermodynamic limit to the moment Lyapunov exponent (MLE) of a homogeneous Gaussian random field (GRF) whose mean value and covariance function are the Boltzmann factors associated with the monomer energy and dimer potential. In particular, the classical monomer-dimer problem becomes related to the MLE of a moving average GRF. We outline an approach to recursive computation of the partition function for "Manhattan" EDM systems where the dimer potential is a weighted l1-distance and the auxiliary GRF is a Markov random field of Pickard type which behaves in space like autoregressive processes do in time. For one-dimensional Manhattan EDM systems, we compute the MLE of the resulting Gaussian Markov chain as the largest eigenvalue of a compact transfer operator on a Hilbert space which is related to the annihilation and creation operators of the quantum harmonic oscillator and also recast it as the eigenvalue problem for a pantograph functional-differential equation.Comment: 24 pages, 4 figures, submitted on 14 October 2011 to a special issue of DCDS-