A Nonstationary Space-Time Gaussian Process Model for Partially Converged Simulations

In the context of expensive numerical experiments, a promising solution for alleviating the computational costs consists of using partially converged simulations instead of exact solutions. The gain in computational time is at the price of precision in the response. This work addresses the issue of fitting a Gaussian process model to partially converged simulation data for further use in prediction. The main challenge consists of the adequate approximation of the error due to partial convergence, which is correlated in both design variables and time directions. Here, we propose fitting a Gaussian process in the joint space of design parameters and computational time. The model is constructed by building a nonstationary covariance kernel that reflects accurately the actual structure of the error. Practical solutions are proposed for solving parameter estimation issues associated with the proposed model. The method is applied to a computational fluid dynamics test case and shows significant improvement in prediction compared to a classical kriging model.

Femur Specific Polyaffine Model to Regularize the Log-Domain Demons Registration

Osteoarticular allograft transplantation is a popular treatment method in wide surgical resections with large defects. For this reason hospitals are building bone data banks. Performing the optimal allograft selection on bone banks is crucial to the surgical outcome and patient recovery. However, current approaches are very time consuming hindering an efficient selection. We present an automatic method based on registration of femur bones to overcome this limitation. We introduce a new regularization term for the log-domain demons algorithm. This term replaces the standard Gaussian smoothing with a femur specific polyaffine model. The polyaffine femur model is constructed with two affine (femoral head and condyles) and one rigid (shaft) transformation. Our main contribution in this paper is to show that the demons algorithm can be improved in specific cases with an appropriate model. We are not trying to find the most optimal polyaffine model of the femur, but the simplest model with a minimal number of parameters. There is no need to optimize for different number of regions, boundaries and choice of weights, since this fine tuning will be done automatically by a final demons relaxation step with Gaussian smoothing. The newly developed synthesis approach provides a clear anatomically motivated modeling contribution through the specific three component transformation model, and clearly shows a performance improvement (in terms of anatomical meaningful correspondences) on 146 CT images of femurs compared to a standard multiresolution demons. In addition, this simple model improves the robustness of the demons while preserving its accuracy. The ground truth are manual measurements performed by medical experts.

On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series

Fossil pollen data from stratigraphic cores are irregularly spaced in time due to non-linear age-depth relations. Moreover, their marginal distributions may vary over time. We address these features in a nonparametric regression model with errors that are monotone transformations of a latent continuous-time Gaussian process Z(T). Although Z(T) is unobserved, due to monotonicity, under suitable regularity conditions, it can be recovered facilitating further computations such as estimation of the long-memory parameter and the Hermite coefficients. The estimation of Z(T) itself involves estimation of the marginal distribution function of the regression errors. These issues are considered in proposing a plug-in algorithm for optimal bandwidth selection and construction of confidence bands for the trend function. Some high-resolution time series of pollen records from Lago di Origlio in Switzerland, which go back ca. 20,000 years are used to illustrate the methods.

Estimating and quantifying uncertainties on level sets using the Vorob'ev expectation and deviation with Gaussian process models

Several methods based on Kriging have recently been proposed for calculating a probability of failure involving costly-to-evaluate functions. A closely related problem is to estimate the set of inputs leading to a response exceeding a given threshold. Now, estimating such a level set—and not solely its volume—and quantifying uncertainties on it are not straightforward. Here we use notions from random set theory to obtain an estimate of the level set, together with a quantification of estimation uncertainty. We give explicit formulae in the Gaussian process set-up and provide a consistency result. We then illustrate how space-filling versus adaptive design strategies may sequentially reduce level set estimation uncertainty.

Statistical inference for the optimal approximating model

In the setting of high-dimensional linear models with Gaussian noise, we investigate the possibility of confidence statements connected to model selection. Although there exist numerous procedures for adaptive (point) estimation, the construction of adaptive confidence regions is severely limited (cf. Li in Ann Stat 17:1001–1008, 1989). The present paper sheds new light on this gap. We develop exact and adaptive confidence regions for the best approximating model in terms of risk. One of our constructions is based on a multiscale procedure and a particular coupling argument. Utilizing exponential inequalities for noncentral χ2-distributions, we show that the risk and quadratic loss of all models within our confidence region are uniformly bounded by the minimal risk times a factor close to one.

Multi-Environment Model Estimation for Motility Analysis of Caernorhabditis elegans

The nematode Caenorhabditis elegans is a well-known model organism used to investigate fundamental questions in biology. Motility assays of this small roundworm are designed to study the relationships between genes and behavior. Commonly, motility analysis is used to classify nematode movements and characterize them quantitatively. Over the past years, C. elegans' motility has been studied across a wide range of environments, including crawling on substrates, swimming in fluids, and locomoting through microfluidic substrates. However, each environment often requires customized image processing tools relying on heuristic parameter tuning. In the present study, we propose a novel Multi-Environment Model Estimation (MEME) framework for automated image segmentation that is versatile across various environments. The MEME platform is constructed around the concept of Mixture of Gaussian (MOG) models, where statistical models for both the background environment and the nematode appearance are explicitly learned and used to accurately segment a target nematode. Our method is designed to simplify the burden often imposed on users; here, only a single image which includes a nematode in its environment must be provided for model learning. In addition, our platform enables the extraction of nematode ‘skeletons’ for straightforward motility quantification. We test our algorithm on various locomotive environments and compare performances with an intensity-based thresholding method. Overall, MEME outperforms the threshold-based approach for the overwhelming majority of cases examined. Ultimately, MEME provides researchers with an attractive platform for C. elegans' segmentation and ‘skeletonizing’ across a wide range of motility assays.

Gas transport in firn: multiple-tracer characterisation and model intercomparison for NEEM, Northern Greenland

Air was sampled from the porous firn layer at the NEEM site in Northern Greenland. We use an ensemble of ten reference tracers of known atmospheric history to characterise the transport properties of the site. By analysing uncertainties in both data and the reference gas atmospheric histories, we can objectively assign weights to each of the gases used for the depth-diffusivity reconstruction. We define an objective root mean square criterion that is minimised in the model tuning procedure. Each tracer constrains the firn profile differently through its unique atmospheric history and free air diffusivity, making our multiple-tracer characterisation method a clear improvement over the commonly used single-tracer tuning. Six firn air transport models are tuned to the NEEM site; all models successfully reproduce the data within a 1σ Gaussian distribution. A comparison between two replicate boreholes drilled 64 m apart shows differences in measured mixing ratio profiles that exceed the experimental error. We find evidence that diffusivity does not vanish completely in the lock-in zone, as is commonly assumed. The ice age- gas age difference (1 age) at the firn-ice transition is calculated to be 182+3−9 yr. We further present the first intercomparison study of firn air models, where we introduce diagnostic scenarios designed to probe specific aspects of the model physics. Our results show that there are major differences in the way the models handle advective transport. Furthermore, diffusive fractionation of isotopes in the firn is poorly constrained by the models, which has consequences for attempts to reconstruct the isotopic composition of trace gases back in time using firn air and ice core records.

Global Optimization with Sparse and Local Gaussian Process Models

We present a novel surrogate model-based global optimization framework allowing a large number of function evaluations. The method, called SpLEGO, is based on a multi-scale expected improvement (EI) framework relying on both sparse and local Gaussian process (GP) models. First, a bi-objective approach relying on a global sparse GP model is used to determine potential next sampling regions. Local GP models are then constructed within each selected region. The method subsequently employs the standard expected improvement criterion to deal with the exploration-exploitation trade-off within selected local models, leading to a decision on where to perform the next function evaluation(s). The potential of our approach is demonstrated using the so-called Sparse Pseudo-input GP as a global model. The algorithm is tested on four benchmark problems, whose number of starting points ranges from 102 to 104. Our results show that SpLEGO is effective and capable of solving problems with large number of starting points, and it even provides significant advantages when compared with state-of-the-art EI algorithms.

On ANOVA Decompositions of Kernels and Gaussian Random Field Paths

The FANOVA (or “Sobol’-Hoeffding”) decomposition of multivariate functions has been used for high-dimensional model representation and global sensitivity analysis. When the objective function f has no simple analytic form and is costly to evaluate, computing FANOVA terms may be unaffordable due to numerical integration costs. Several approximate approaches relying on Gaussian random field (GRF) models have been proposed to alleviate these costs, where f is substituted by a (kriging) predictor or by conditional simulations. Here we focus on FANOVA decompositions of GRF sample paths, and we notably introduce an associated kernel decomposition into 4 d 4d terms called KANOVA. An interpretation in terms of tensor product projections is obtained, and it is shown that projected kernels control both the sparsity of GRF sample paths and the dependence structure between FANOVA effects. Applications on simulated data show the relevance of the approach for designing new classes of covariance kernels dedicated to high-dimensional kriging.