Sequential anomaly detection in the presence of noise and limited feedback

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: 1) filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations and 2) hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset. © 1963-2012 IEEE.

High-fidelity, broadband stimulated-Brillouin-scattering-based slow light using fast noise modulation.

We demonstrate a 5-GHz-broadband tunable slow-light device based on stimulated Brillouin scattering in a standard highly-nonlinear optical fiber pumped by a noise-current-modulated laser beam. The noisemodulation waveform uses an optimized pseudo-random distribution of the laser drive voltage to obtain an optimal flat-topped gain profile, which minimizes the pulse distortion and maximizes pulse delay for a given pump power. In comparison with a previous slow-modulation method, eye-diagram and signal-to-noise ratio (SNR) analysis show that this broadband slow-light technique significantly increases the fidelity of a delayed data sequence, while maintaining the delay performance. A fractional delay of 0.81 with a SNR of 5.2 is achieved at the pump power of 350 mW using a 2-km-long highly nonlinear fiber with the fast noise-modulation method, demonstrating a 50% increase in eye-opening and a 36% increase in SNR in the comparison.

Lack of cross-scale linkages reduces robustness of community-based fisheries management.

Community-based management and the establishment of marine reserves have been advocated worldwide as means to overcome overexploitation of fisheries. Yet, researchers and managers are divided regarding the effectiveness of these measures. The "tragedy of the commons" model is often accepted as a universal paradigm, which assumes that unless managed by the State or privatized, common-pool resources are inevitably overexploited due to conflicts between the self-interest of individuals and the goals of a group as a whole. Under this paradigm, the emergence and maintenance of effective community-based efforts that include cooperative risky decisions as the establishment of marine reserves could not occur. In this paper, we question these assumptions and show that outcomes of commons dilemmas can be complex and scale-dependent. We studied the evolution and effectiveness of a community-based management effort to establish, monitor, and enforce a marine reserve network in the Gulf of California, Mexico. Our findings build on social and ecological research before (1997-2001), during (2002) and after (2003-2004) the establishment of marine reserves, which included participant observation in >100 fishing trips and meetings, interviews, as well as fishery dependent and independent monitoring. We found that locally crafted and enforced harvesting rules led to a rapid increase in resource abundance. Nevertheless, news about this increase spread quickly at a regional scale, resulting in poaching from outsiders and a subsequent rapid cascading effect on fishing resources and locally-designed rule compliance. We show that cooperation for management of common-pool fisheries, in which marine reserves form a core component of the system, can emerge, evolve rapidly, and be effective at a local scale even in recently organized fisheries. Stakeholder participation in monitoring, where there is a rapid feedback of the systems response, can play a key role in reinforcing cooperation. However, without cross-scale linkages with higher levels of governance, increase of local fishery stocks may attract outsiders who, if not restricted, will overharvest and threaten local governance. Fishers and fishing communities require incentives to maintain their management efforts. Rewarding local effective management with formal cross-scale governance recognition and support can generate these incentives.

Disturbance, response, and persistence in self-organized forested communities: Analysis of robustness and resilience in five communities in Southern Indiana

We develop an analytic framework for the analysis of robustness in social-ecological systems (SESs) over time. We argue that social robustness is affected by the disturbances that communities face and the way they respond to them. Using Ostrom's ontological framework for SESs, we classify the major factors influencing the disturbances and responses faced by five Indiana intentional communities over a 15-year time frame. Our empirical results indicate that operational and collective-choice rules, leadership and entrepreneurship, monitoring and sanctioning, economic values, number of users, and norms/social capital are key variables that need to be at the core of future theoretical work on robustness of self-organized systems. © 2010 by the author(s).

Invariant measure selection by noise. An example

We consider a deterministic system with two conserved quantities and infinity many invariant measures. However the systems possess a unique invariant measure when enough stochastic forcing and balancing dissipation are added. We then show that as the forcing and dissipation are removed a unique limit of the deterministic system is selected. The exact structure of the limiting measure depends on the specifics of the stochastic forcing.

Comparing the model-simulated global warming signal to observations using empirical estimates of unforced noise.

The comparison of observed global mean surface air temperature (GMT) change to the mean change simulated by climate models has received much public and scientific attention. For a given global warming signal produced by a climate model ensemble, there exists an envelope of GMT values representing the range of possible unforced states of the climate system (the Envelope of Unforced Noise; EUN). Typically, the EUN is derived from climate models themselves, but climate models might not accurately simulate the correct characteristics of unforced GMT variability. Here, we simulate a new, empirical, EUN that is based on instrumental and reconstructed surface temperature records. We compare the forced GMT signal produced by climate models to observations while noting the range of GMT values provided by the empirical EUN. We find that the empirical EUN is wide enough so that the interdecadal variability in the rate of global warming over the 20(th) century does not necessarily require corresponding variability in the rate-of-increase of the forced signal. The empirical EUN also indicates that the reduced GMT warming over the past decade or so is still consistent with a middle emission scenario's forced signal, but is likely inconsistent with the steepest emission scenario's forced signal.

Ambient Noise in the Kitimat Fjord System

Sound is an important medium for communication and marine organisms have evolved to capitalize on the efficiency with which sound energy travels through water. Anthropogenic and natural sound sources contribute to ocean ambient noise, which can interfere with the use of this sensory modality by marine animals. Anthropogenic noise sources have been increasing steadily over recent decades largely due to coastal population growth, increased global transportation, and offshore industrialization. Understanding the potential impacts of anthropogenic noise requires the establishment of ambient acoustic baselines from which to measure change. Establishing baselines, especially in quiet areas still largely unaffected by anthropogenic stressors, is particularly crucial in the face of the expansion of offshore industries, increasing coastal population and growing reliance on the ocean for global transportation. Global demand for liquid natural gas (LNG), catalyzed primarily by a growing Asian market, is expected to increase significantly in the next 20 years. The geographic position of British Columbia relative to these markets, a growing supply of LNG and new technology for extraction and shipping situate British Columbia as a strong competitor in the lucrative market. The LNG industry could have many adverse impacts on these territories and ecosystems. The Kitimat Fjord System is slated for the development of these LNG export facilities increasing shipping traffic for the port and thus increasing ambient noise in the fjord system. The purpose of this study is to 1) quantify the existing sound levels in the area surrounding Gil Island and 2) identify potential source mechanisms in order to provide a baseline study of the acoustic environment in the Kitimat Fjord system prior to potential increases from LNG shipping.

Correction for Eddy Current-Induced Echo-Shifting Effect in Partial-Fourier Diffusion Tensor Imaging.

In most diffusion tensor imaging (DTI) studies, images are acquired with either a partial-Fourier or a parallel partial-Fourier echo-planar imaging (EPI) sequence, in order to shorten the echo time and increase the signal-to-noise ratio (SNR). However, eddy currents induced by the diffusion-sensitizing gradients can often lead to a shift of the echo in k-space, resulting in three distinct types of artifacts in partial-Fourier DTI. Here, we present an improved DTI acquisition and reconstruction scheme, capable of generating high-quality and high-SNR DTI data without eddy current-induced artifacts. This new scheme consists of three components, respectively, addressing the three distinct types of artifacts. First, a k-space energy-anchored DTI sequence is designed to recover eddy current-induced signal loss (i.e., Type 1 artifact). Second, a multischeme partial-Fourier reconstruction is used to eliminate artificial signal elevation (i.e., Type 2 artifact) associated with the conventional partial-Fourier reconstruction. Third, a signal intensity correction is applied to remove artificial signal modulations due to eddy current-induced erroneous T2(∗) -weighting (i.e., Type 3 artifact). These systematic improvements will greatly increase the consistency and accuracy of DTI measurements, expanding the utility of DTI in translational applications where quantitative robustness is much needed.