135 resultados para Approximate Bayesian computation


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The goal of this work is to reduce the cost of computing the coefficients in the Karhunen-Loeve (KL) expansion. The KL expansion serves as a useful and efficient tool for discretizing second-order stochastic processes with known covariance function. Its applications in engineering mechanics include discretizing random field models for elastic moduli, fluid properties, and structural response. The main computational cost of finding the coefficients of this expansion arises from numerically solving an integral eigenvalue problem with the covariance function as the integration kernel. Mathematically this is a homogeneous Fredholm equation of second type. One widely used method for solving this integral eigenvalue problem is to use finite element (FE) bases for discretizing the eigenfunctions, followed by a Galerkin projection. This method is computationally expensive. In the current work it is first shown that the shape of the physical domain in a random field does not affect the realizations of the field estimated using KL expansion, although the individual KL terms are affected. Based on this domain independence property, a numerical integration based scheme accompanied by a modification of the domain, is proposed. In addition to presenting mathematical arguments to establish the domain independence, numerical studies are also conducted to demonstrate and test the proposed method. Numerically it is demonstrated that compared to the Galerkin method the computational speed gain in the proposed method is of three to four orders of magnitude for a two dimensional example, and of one to two orders of magnitude for a three dimensional example, while retaining the same level of accuracy. It is also shown that for separable covariance kernels a further cost reduction of three to four orders of magnitude can be achieved. Both normal and lognormal fields are considered in the numerical studies. (c) 2014 Elsevier B.V. All rights reserved.

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In this work, we propose an algorithm for optical flow estimation using Approximate Nearest Neighbor Fields (ANNF). Proposed optical flow estimation algorithm consists of two steps, flow initialization using ANNF maps and cost filtering. Flow initialization is done by computing the ANNF map using FeatureMatch between two consecutive frames. The ANNF map obtained represents a noisy optical flow, which is refined by making use of superpixels. The best flow associated with each superpixel is computed by optimizing a cost function. The proposed approach is evaluated on Middlebury and MPI-Sintel optical flow dataset and is found to be comparable with the state of the art methods for optical flow estimation.

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To perform super resolution of low resolution images, state-of-the-art methods are based on learning a pair of lowresolution and high-resolution dictionaries from multiple images. These trained dictionaries are used to replace patches in lowresolution image with appropriate matching patches from the high-resolution dictionary. In this paper we propose using a single common image as dictionary, in conjunction with approximate nearest neighbour fields (ANNF) to perform super resolution (SR). By using a common source image, we are able to bypass the learning phase and also able to reduce the dictionary from a collection of hundreds of images to a single image. By adapting recent developments in ANNF computation, to suit super-resolution, we are able to perform much faster and accurate SR than existing techniques. To establish this claim, we compare the proposed algorithm against various state-of-the-art algorithms, and show that we are able to achieve b etter and faster reconstruction without any training.

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In several wireless sensor networks, it is of interest to determine the maximum of the sensor readings and identify the sensor responsible for it. We propose a novel, decentralized, scalable, energy-efficient, timer-based, one-shot max function computation (TMC) algorithm. In it, the sensor nodes do not transmit their readings in a centrally pre-defined sequence. Instead, the nodes are grouped into clusters, and computation occurs over two contention stages. First, the nodes in each cluster contend with each other using the timer scheme to transmit their reading to their cluster-heads. Thereafter, the cluster-heads use the timer scheme to transmit the highest sensor reading in their cluster to the fusion node. One new challenge is that the use of the timer scheme leads to collisions, which can make the algorithm fail. We optimize the algorithm to minimize the average time required to determine the maximum subject to a constraint on the probability that it fails to find the maximum. TMC significantly lowers average function computation time, average number of transmissions, and average energy consumption compared to approaches proposed in the literature.

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When Markov chain Monte Carlo (MCMC) samplers are used in problems of system parameter identification, one would face computational difficulties in dealing with large amount of measurement data and (or) low levels of measurement noise. Such exigencies are likely to occur in problems of parameter identification in dynamical systems when amount of vibratory measurement data and number of parameters to be identified could be large. In such cases, the posterior probability density function of the system parameters tends to have regions of narrow supports and a finite length MCMC chain is unlikely to cover pertinent regions. The present study proposes strategies based on modification of measurement equations and subsequent corrections, to alleviate this difficulty. This involves artificial enhancement of measurement noise, assimilation of transformed packets of measurements, and a global iteration strategy to improve the choice of prior models. Illustrative examples cover laboratory studies on a time variant dynamical system and a bending-torsion coupled, geometrically non-linear building frame under earthquake support motions. (C) 2015 Elsevier Ltd. All rights reserved.

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In this paper, we propose a super resolution (SR) method for synthetic images using FeatureMatch. Existing state-of-the-art super resolution methods are learning based methods, where a pair of low-resolution and high-resolution dictionary pair are trained, and this trained pair is used to replace patches in low-resolution image with appropriate matching patches from the high-resolution dictionary. In this paper, we show that by using Approximate Nearest Neighbour Fields (ANNF), and a common source image, we can by-pass the learning phase, and use a single image for dictionary. Thus, reducing the dictionary from a collection obtained from hundreds of training images, to a single image. We show that by modifying the latest developments in ANNF computation, to suit super resolution, we can perform much faster and more accurate SR than existing techniques. To establish this claim we will compare our algorithm against various state-of-the-art algorithms, and show that we are able to achieve better and faster reconstruction without any training phase.

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With increasing energy demand, it necessitates to generate and transmit the electrical power with minimal losses. High voltage power transmission is the most economical way of transmitting bulk power over long distances. Transmission insulator is one of the main components used as a mechanical support and to electrically isolate the conductor from the tower. Corona from the hardware and conductors can significantly affect the performance of the polymeric insulators. In the present investigation a methodology is presented to evaluate the corona performance of the polymeric shed material under different environment conditions for both ac and dc excitation. The results of the comprehensive analysis on various polymeric samples and the power released from the corona electrode for both the ac and dc excitation are presented. Some interesting results obtained from the chemical analysis confirmed the presence of nitric acid species on the treated sample which in long term will affect the strength of the insulator, also the morphological changes were found to be varying for different experimental conditions. (C) 2015 The Authors. Published by Elsevier Ltd.

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The impulse response of wireless channels between the N-t transmit and N-r receive antennas of a MIMO-OFDM system are group approximately sparse (ga-sparse), i.e., NtNt the channels have a small number of significant paths relative to the channel delay spread and the time-lags of the significant paths between transmit and receive antenna pairs coincide. Often, wireless channels are also group approximately cluster-sparse (gac-sparse), i.e., every ga-sparse channel consists of clusters, where a few clusters have all strong components while most clusters have all weak components. In this paper, we cast the problem of estimating the ga-sparse and gac-sparse block-fading and time-varying channels in the sparse Bayesian learning (SBL) framework and propose a bouquet of novel algorithms for pilot-based channel estimation, and joint channel estimation and data detection, in MIMO-OFDM systems. The proposed algorithms are capable of estimating the sparse wireless channels even when the measurement matrix is only partially known. Further, we employ a first-order autoregressive modeling of the temporal variation of the ga-sparse and gac-sparse channels and propose a recursive Kalman filtering and smoothing (KFS) technique for joint channel estimation, tracking, and data detection. We also propose novel, parallel-implementation based, low-complexity techniques for estimating gac-sparse channels. Monte Carlo simulations illustrate the benefit of exploiting the gac-sparse structure in the wireless channel in terms of the mean square error (MSE) and coded bit error rate (BER) performance.

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A modified approach to obtain approximate numerical solutions of Fredholin integral equations of the second kind is presented. The error bound is explained by the aid of several illustrative examples. In each example, the approximate solution is compared with the exact solution, wherever possible, and an excellent agreement is observed. In addition, the error bound in each example is compared with the one obtained by the Nystrom method. It is found that the error bound of the present method is smaller than the ones obtained by the Nystrom method. Further, the present method is successfully applied to derive the solution of an integral equation arising in a special Dirichlet problem. (C) 2015 Elsevier Inc. All rights reserved.

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We are given a set of sensors at given locations, a set of potential locations for placing base stations (BSs, or sinks), and another set of potential locations for placing wireless relay nodes. There is a cost for placing a BS and a cost for placing a relay. The problem we consider is to select a set of BS locations, a set of relay locations, and an association of sensor nodes with the selected BS locations, so that the number of hops in the path from each sensor to its BS is bounded by h(max), and among all such feasible networks, the cost of the selected network is the minimum. The hop count bound suffices to ensure a certain probability of the data being delivered to the BS within a given maximum delay under a light traffic model. We observe that the problem is NP-Hard, and is hard to even approximate within a constant factor. For this problem, we propose a polynomial time approximation algorithm (SmartSelect) based on a relay placement algorithm proposed in our earlier work, along with a modification of the greedy algorithm for weighted set cover. We have analyzed the worst case approximation guarantee for this algorithm. We have also proposed a polynomial time heuristic to improve upon the solution provided by SmartSelect. Our numerical results demonstrate that the algorithms provide good quality solutions using very little computation time in various randomly generated network scenarios.

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This paper considers decentralized spectrum sensing, i.e., detection of occupancy of the primary users' spectrum by a set of Cognitive Radio (CR) nodes, under a Bayesian set-up. The nodes use energy detection to make their individual decisions, which are combined at a Fusion Center (FC) using the K-out-of-N fusion rule. The channel from the primary transmitter to the CR nodes is assumed to undergo fading, while that from the nodes to the FC is assumed to be error-free. In this scenario, a novel concept termed as the Error Exponent with a Confidence Level (EECL) is introduced to evaluate and compare the performance of different detection schemes. Expressions for the EECL under general fading conditions are derived. As a special case, it is shown that the conventional error exponent both at individual sensors, and at the FC is zero. Further, closed-form lower bounds on the EECL are derived under Rayleigh fading and lognormal shadowing. As an example application, it answers the question of whether to use pilot-signal based narrowband sensing, where the signal undergoes Rayleigh fading, or to sense over the entire bandwidth of a wideband signal, where the signal undergoes lognormal shadowing. Theoretical results are validated using Monte Carlo simulations. (C) 2015 Elsevier B.V. All rights reserved.

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Simple geometries which are possible alternatives for the Orbitrap are studied in this paper. We have taken up for numerical investigation two segmented-electrode structures, ORB1 and ORB2, to mimic the electric field of the Orbitrap. In the ORB1, the inner spindle-like electrode and the outer barrel-like electrode of the Orbitrap have been replaced by 35 rings and 35 discs of fixed radii, respectively. In this structure two segmented end cap electrodes have been added. In this geometry, different potentials are applied to the different electrodes keeping top-bottom symmetry intact. In the second geometry, ORB2, the inner and outer electrodes of the Orbitrap were replaced by an approximate step structure which follows the profile of the Orbitrap electrodes. In the present study 45 steps have been used. In the ORB2, like the Orbitrap, the inner electrode is held at a negative potential and the outer electrode is at ground potential. For the purpose of comparing the performance of ORB1 and ORB2 with that of the Orbitrap, the following studies have been undertaken: (1) variation of electric potential, (2) computation of ion trajectories, (3) simulation of image currents. These studies have been carried out using both 2D and 3D Boundary Element Method (BEM), the 3D BEM was developed specifically for this study. It has been seen in these investigations that ORB1 and ORB2 have performance similar to that of the Orbitrap, with the performance of the ORB1 being seen to be marginally superior to that of the ORB2. It has been shown that with proper optimization, geometries containing far fewer electrodes can be used as mass analyzers. A novel technique of optimization of the electric field has been proposed with the objective of minimizing the dependence of axial frequency of ion motion on the initial position of an ion. The results on the optimization of 9 and 15 segmented-electrode traps having the same design as ORB1 show that it can provide accurate mass analysis. (C) 2015 Elsevier B.V. All rights reserved.

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Simple geometries which are possible alternatives for the Orbitrap are studied in this paper. We have taken up for numerical investigation two segmented-electrode structures, ORB1 and ORB2, to mimic the electric field of the Orbitrap. In the ORB1, the inner spindle-like electrode and the outer barrel-like electrode of the Orbitrap have been replaced by 35 rings and 35 discs of fixed radii, respectively. In this structure two segmented end cap electrodes have been added. In this geometry, different potentials are applied to the different electrodes keeping top-bottom symmetry intact. In the second geometry, ORB2, the inner and outer electrodes of the Orbitrap were replaced by an approximate step structure which follows the profile of the Orbitrap electrodes. In the present study 45 steps have been used. In the ORB2, like the Orbitrap, the inner electrode is held at a negative potential and the outer electrode is at ground potential. For the purpose of comparing the performance of ORB1 and ORB2 with that of the Orbitrap, the following studies have been undertaken: (1) variation of electric potential, (2) computation of ion trajectories, (3) simulation of image currents. These studies have been carried out using both 2D and 3D Boundary Element Method (BEM), the 3D BEM was developed specifically for this study. It has been seen in these investigations that ORB1 and ORB2 have performance similar to that of the Orbitrap, with the performance of the ORB1 being seen to be marginally superior to that of the ORB2. It has been shown that with proper optimization, geometries containing far fewer electrodes can be used as mass analyzers. A novel technique of optimization of the electric field has been proposed with the objective of minimizing the dependence of axial frequency of ion motion on the initial position of an ion. The results on the optimization of 9 and 15 segmented-electrode traps having the same design as ORB1 show that it can provide accurate mass analysis. (C) 2015 Elsevier B.V. All rights reserved.

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The Restricted Boltzmann Machines (RBM) can be used either as classifiers or as generative models. The quality of the generative RBM is measured through the average log-likelihood on test data. Due to the high computational complexity of evaluating the partition function, exact calculation of test log-likelihood is very difficult. In recent years some estimation methods are suggested for approximate computation of test log-likelihood. In this paper we present an empirical comparison of the main estimation methods, namely, the AIS algorithm for estimating the partition function, the CSL method for directly estimating the log-likelihood, and the RAISE algorithm that combines these two ideas.

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Signals recorded from the brain often show rhythmic patterns at different frequencies, which are tightly coupled to the external stimuli as well as the internal state of the subject. In addition, these signals have very transient structures related to spiking or sudden onset of a stimulus, which have durations not exceeding tens of milliseconds. Further, brain signals are highly nonstationary because both behavioral state and external stimuli can change on a short time scale. It is therefore essential to study brain signals using techniques that can represent both rhythmic and transient components of the signal, something not always possible using standard signal processing techniques such as short time fourier transform, multitaper method, wavelet transform, or Hilbert transform. In this review, we describe a multiscale decomposition technique based on an over-complete dictionary called matching pursuit (MP), and show that it is able to capture both a sharp stimulus-onset transient and a sustained gamma rhythm in local field potential recorded from the primary visual cortex. We compare the performance of MP with other techniques and discuss its advantages and limitations. Data and codes for generating all time-frequency power spectra are provided.