Group Importance Sampling for Particle Filtering and MCMC

Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques have become very popular in signal processing over the last years. Importance Sampling (IS) is a well-known Monte Carlo technique that approximates integrals involving a posterior distribution by means of weighted samples. In this work, we study the assignation of a single weighted sample which compresses the information contained in a population of weighted samples. Part of the theory that we present as Group Importance Sampling (GIS) has been employed implicitly in different works in the literature. The provided analysis yields several theoretical and practical consequences. For instance, we discuss the application of GIS into the Sequential Importance Resampling framework and show that Independent Multiple Try Metropolis schemes can be interpreted as a standard Metropolis-Hastings algorithm, following the GIS approach. We also introduce two novel Markov Chain Monte Carlo (MCMC) techniques based on GIS. The first one, named Group Metropolis Sampling method, produces a Markov chain of sets of weighted samples. All these sets are then employed for obtaining a unique global estimator. The second one is the Distributed Particle Metropolis-Hastings technique, where different parallel particle filters are jointly used to drive an MCMC algorithm. Different resampled trajectories are compared and then tested with a proper acceptance probability. The novel schemes are tested in different numerical experiments such as learning the hyperparameters of Gaussian Processes, two localization problems in a wireless sensor network (with synthetic and real data) and the tracking of vegetation parameters given satellite observations, where they are compared with several benchmark Monte Carlo techniques. Three illustrative Matlab demos are also provided.Comment: To appear in Digital Signal Processing. Related Matlab demos are provided at https://github.com/lukafree/GIS.gi

Summarizing the state of the terrestrial biosphere in few dimensions

In times of global change, we must closely monitor the state of the planet in order to understand gradual or abrupt changes early on. In fact, each of the Earth's subsystems – i.e. the biosphere, atmosphere, hydrosphere, and cryosphere – can be analyzed from a multitude of data streams. However, since it is very hard to jointly interpret multiple monitoring data streams in parallel, one often aims for some summarizing indicator. Climate indices, for example, summarize the state of atmospheric circulation in a region. Although such approaches are also used in other fields of science, they are rarely used to describe land surface dynamics. Here, we propose a robust method to create indicators for the terrestrial biosphere using principal component analysis based on a high-dimensional set of relevant global data streams. The concept was tested using 12 explanatory variables representing the biophysical states of ecosystems and land-atmosphere water, energy, and carbon fluxes. We find that two indicators account for 73 % of the variance of the state of the biosphere in space and time. While the first indicator summarizes productivity patterns, the second indicator summarizes variables representing water and energy availability. Anomalies in the indicators clearly identify extreme events, such as the Amazon droughts (2005 and 2010) and the Russian heatwave (2010), they also allow us to interpret the impacts of these events. The indicators also reveal changes in the seasonal cycle, e.g. increasing seasonal amplitudes of productivity in agricultural areas and in arctic regions. We assume that this generic approach has great potential for the analysis of land-surface dynamics from observational or model data

Kernel antenna array processing

We introduce two support vector machine (SVM)-based approaches for solving antenna problems such as beamforming, sidelobe suppression, and maximization of the signal-to-noise ratio. A basic introduction to SVM optimization is provided and a complex nonlinear SVM formulation developed to handle antenna array processing in space and time. The new optimization formulation is compared with both the minimum mean square error and the minimum variance distortionless response methods. Several examples are included to show the performance of the new approachesPublicad

Machine-learned cloud classes from satellite data for process-oriented climate model evaluation

Clouds play a key role in regulating climate change but are difficult to simulate within Earth system models (ESMs). Improving the representation of clouds is one of the key tasks towards more robust climate change projections. This study introduces a new machine-learning based framework relying on satellite observations to improve understanding of the representation of clouds and their relevant processes in climate models. The proposed method is capable of assigning distributions of established cloud types to coarse data. It facilitates a more objective evaluation of clouds in ESMs and improves the consistency of cloud process analysis. The method is built on satellite data from the MODIS instrument labelled by deep neural networks with cloud types defined by the World Meteorological Organization (WMO), using cloud type labels from CloudSat as ground truth. The method is applicable to datasets with information about physical cloud variables comparable to MODIS satellite data and at sufficiently high temporal resolution. We apply the method to alternative satellite data from the Cloud\_cci project (ESA Climate Change Initiative), coarse-grained to typical resolutions of climate models. The resulting cloud type distributions are physically consistent and the horizontal resolutions typical of ESMs are sufficient to apply our method. We recommend outputting crucial variables required by our method for future ESM data evaluation. This will enable the use of labelled satellite data for a more systematic evaluation of clouds in climate models.Comment: Main Paper 16 pages, 11 figures. Supporting material 7 Pages, 8 figures. This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl

An Emulator Toolbox to Approximate Radiative Transfer Models with Statistical Learning

Physically-based radiative transfer models (RTMs) help in understanding the processes occurring on the Earth’s surface and their interactions with vegetation and atmosphere. When it comes to studying vegetation properties, RTMs allows us to study light interception by plant canopies and are used in the retrieval of biophysical variables through model inversion. However, advanced RTMs can take a long computational time, which makes them unfeasible in many real applications. To overcome this problem, it has been proposed to substitute RTMs through so-called emulators. Emulators are statistical models that approximate the functioning of RTMs. Emulators are advantageous in real practice because of the computational efficiency and excellent accuracy and flexibility for extrapolation. We hereby present an “Emulator toolbox” that enables analysing multi-output machine learning regression algorithms (MO-MLRAs) on their ability to approximate an RTM. The toolbox is included in the free-access ARTMO’s MATLAB suite for parameter retrieval and model inversion and currently contains both linear and non-linear MO-MLRAs, namely partial least squares regression (PLSR), kernel ridge regression (KRR) and neural networks (NN). These MO-MLRAs have been evaluated on their precision and speed to approximate the soil vegetation atmosphere transfer model SCOPE (Soil Canopy Observation, Photochemistry and Energy balance). SCOPE generates, amongst others, sun-induced chlorophyll fluorescence as the output signal. KRR and NN were evaluated as capable of reconstructing fluorescence spectra with great precision. Relative errors fell below 0.5% when trained with 500 or more samples using cross-validation and principal component analysis to alleviate the underdetermination problem. Moreover, NN reconstructed fluorescence spectra about 50-times faster and KRR about 800-times faster than SCOPE. The Emulator toolbox is foreseen to open new opportunities in the use of advanced RTMs, in which both consistent physical assumptions and data-driven machine learning algorithms live together

Hyperspectral detection of citrus damage with Mahalanobis kernel classifier

Presented is a full computer vision system for the identification of post-harvest damage in citrus packing houses. The method is based on the combined use of hyperspectral images and the Mahalanobis kernel classifier. More accurate and reliable results compared to other methods are obtained in several scenarios and acquired images

Wildfire danger prediction and understanding with deep learning

The authors thank Fabian Gans who provided the instructions to deploy the data cube in a cloud‐optimized format. Publisher Copyright: © 2022 The Authors.Climate change exacerbates the occurence of extreme droughts and heatwaves, increasing the frequency and intensity of large wildfires across the globe. Forecasting wildfire danger and uncovering the drivers behind fire events become central for understanding relevant climate-land surface feedback and aiding wildfire management. In this work, we leverage Deep Learning (DL) to predict the next day's wildfire danger in a fire-prone part of the Eastern Mediterranean and explainable Artificial Intelligence (xAI) to diagnose model attributions. We implement DL models that capture the temporal and spatio-temporal context, generalize well for extreme wildfires, and demonstrate improved performance over the traditional Fire Weather Index. Leveraging xAI, we identify the substantial contribution of wetness-related variables and unveil the temporal focus of the models. The variability of the contribution of the input variables across wildfire events hints into different wildfire mechanisms. The presented methodology paves the way to more robust, accurate, and trustworthy data-driven anticipation of wildfires.publishersversionpublishe