Performance analysis using equivariant kernel density estimator in nonlinear mixture

This paper investigates the performance analysis of separation of mutually independent sources in nonlinear models. The nonlinear mapping constituted by an unsupervised linear mixture is followed by an unknown and invertible nonlinear distortion, are found in many signal processing cases. Generally, blind separation of sources from their nonlinear mixtures is rather difficult. We propose using a kernel density estimator incorporated with equivariant gradient analysis to separate the sources with nonlinear distortion. The kernel density estimator parameters of which are iteratively updated to minimize the output independence expressed as a mutual information criterion. The equivariant gradient algorithm has the form of nonlinear decorrelation to perform the convergence analysis. Experiments are proposed to illustrate these results.

Squared Extrapolation Methods (SQUAREM): A New Class of Simple and Efficient Numerical Schemes for Accelerating the Convergence of the EM Algorithm

We derive a new class of iterative schemes for accelerating the convergence of the EM algorithm, by exploiting the connection between fixed point iterations and extrapolation methods. First, we present a general formulation of one-step iterative schemes, which are obtained by cycling with the extrapolation methods. We, then square the one-step schemes to obtain the new class of methods, which we call SQUAREM. Squaring a one-step iterative scheme is simply applying it twice within each cycle of the extrapolation method. Here we focus on the first order or rank-one extrapolation methods for two reasons, (1) simplicity, and (2) computational efficiency. In particular, we study two first order extrapolation methods, the reduced rank extrapolation (RRE1) and minimal polynomial extrapolation (MPE1). The convergence of the new schemes, both one-step and squared, is non-monotonic with respect to the residual norm. The first order one-step and SQUAREM schemes are linearly convergent, like the EM algorithm but they have a faster rate of convergence. We demonstrate, through five different examples, the effectiveness of the first order SQUAREM schemes, SqRRE1 and SqMPE1, in accelerating the EM algorithm. The SQUAREM schemes are also shown to be vastly superior to their one-step counterparts, RRE1 and MPE1, in terms of computational efficiency. The proposed extrapolation schemes can fail due to the numerical problems of stagnation and near breakdown. We have developed a new hybrid iterative scheme that combines the RRE1 and MPE1 schemes in such a manner that it overcomes both stagnation and near breakdown. The squared first order hybrid scheme, SqHyb1, emerges as the iterative scheme of choice based on our numerical experiments. It combines the fast convergence of the SqMPE1, while avoiding near breakdowns, with the stability of SqRRE1, while avoiding stagnations. The SQUAREM methods can be incorporated very easily into an existing EM algorithm. They only require the basic EM step for their implementation and do not require any other auxiliary quantities such as the complete data log likelihood, and its gradient or hessian. They are an attractive option in problems with a very large number of parameters, and in problems where the statistical model is complex, the EM algorithm is slow and each EM step is computationally demanding.

Local convergence of quasi-Newton methods under metric regularity

We consider quasi-Newton methods for generalized equations in Banach spaces under metric regularity and give a sufficient condition for q-linear convergence. Then we show that the well-known Broyden update satisfies this sufficient condition in Hilbert spaces. We also establish various modes of q-superlinear convergence of the Broyden update under strong metric subregularity, metric regularity and strong metric regularity. In particular, we show that the Broyden update applied to a generalized equation in Hilbert spaces satisfies the Dennis–Moré condition for q-superlinear convergence. Simple numerical examples illustrate the results.

Stability and convergence of variable order multistep methods,

Includes bibliographical references.

On the convergence of successive Galerkin approximation for nonlinear output feedback H(infinity) control

Although the formulation of the nonlinear theory of H(infinity) control has been well developed, solving the Hamilton-Jacobi-Isaacs equation remains a challenge and is the major bottleneck for practical application of the theory. Several numerical methods have been proposed for its solution. In this paper, results on convergence and stability for a successive Galerkin approximation approach for nonlinear H(infinity) control via output feedback are presented. An example is presented illustrating the application of the algorithm.

Comparison of different numerical methods for the solution of the time-fractional reaction-diffusion equation with variable diffusion coefficient

In this work we perform a comparison of two different numerical schemes for the solution of the time-fractional diffusion equation with variable diffusion coefficient and a nonlinear source term. The two methods are the implicit numerical scheme presented in [M.L. Morgado, M. Rebelo, Numerical approximation of distributed order reaction- diffusion equations, Journal of Computational and Applied Mathematics 275 (2015) 216-227] that is adapted to our type of equation, and a colocation method where Chebyshev polynomials are used to reduce the fractional differential equation to a system of ordinary differential equations

On the convergence of EM-like algorithms for image segmentation using Markov random fields.

Inference of Markov random field images segmentation models is usually performed using iterative methods which adapt the well-known expectation-maximization (EM) algorithm for independent mixture models. However, some of these adaptations are ad hoc and may turn out numerically unstable. In this paper, we review three EM-like variants for Markov random field segmentation and compare their convergence properties both at the theoretical and practical levels. We specifically advocate a numerical scheme involving asynchronous voxel updating, for which general convergence results can be established. Our experiments on brain tissue classification in magnetic resonance images provide evidence that this algorithm may achieve significantly faster convergence than its competitors while yielding at least as good segmentation results.

Numerical Methods for Non-Stationary Stokes Flow

We consider a first order implicit time stepping procedure (Euler scheme) for the non-stationary Stokes equations in smoothly bounded domains of R3. Using energy estimates we can prove optimal convergence properties in the Sobolev spaces Hm(G) (m = 0;1;2) uniformly in time, provided that the solution of the Stokes equations has a certain degree of regularity. For the solution of the resulting Stokes resolvent boundary value problems we use a representation in form of hydrodynamical volume and boundary layer potentials, where the unknown source densities of the latter can be determined from uniquely solvable boundary integral equations’ systems. For the numerical computation of the potentials and the solution of the boundary integral equations a boundary element method of collocation type is used. Some simulations of a model problem are carried out and illustrate the efficiency of the method.

KAM: Automatic Planning and Interpretation of Numerical Experiments Using Geometrical Methods

KAM is a computer program that can automatically plan, monitor, and interpret numerical experiments with Hamiltonian systems with two degrees of freedom. The program has recently helped solve an open problem in hydrodynamics. Unlike other approaches to qualitative reasoning about physical system dynamics, KAM embodies a significant amount of knowledge about nonlinear dynamics. KAM's ability to control numerical experiments arises from the fact that it not only produces pictures for us to see, but also looks at (sic---in its mind's eye) the pictures it draws to guide its own actions. KAM is organized in three semantic levels: orbit recognition, phase space searching, and parameter space searching. Within each level spatial properties and relationships that are not explicitly represented in the initial representation are extracted by applying three operations ---(1) aggregation, (2) partition, and (3) classification--- iteratively.

The Kineticist's Workbench: Combining Symbolic and Numerical Methods in the Simulation of Chemical Reaction Mechanisms

The Kineticist's Workbench is a program that simulates chemical reaction mechanisms by predicting, generating, and interpreting numerical data. Prior to simulation, it analyzes a given mechanism to predict that mechanism's behavior; it then simulates the mechanism numerically; and afterward, it interprets and summarizes the data it has generated. In performing these tasks, the Workbench uses a variety of techniques: graph- theoretic algorithms (for analyzing mechanisms), traditional numerical simulation methods, and algorithms that examine simulation results and reinterpret them in qualitative terms. The Workbench thus serves as a prototype for a new class of scientific computational tools---tools that provide symbiotic collaborations between qualitative and quantitative methods.

Numerical convergence of the Block-Maxima approach to the generalized extreme value distribution

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. (Phys. Rev. Lett. 97(21): 210602, 2006) have found analytical results.

Plane wave discontinuous Galerkin methods: exponential convergence of the hp-version

We consider the two-dimensional Helmholtz equation with constant coefficients on a domain with piecewise analytic boundary, modelling the scattering of acoustic waves at a sound-soft obstacle. Our discretisation relies on the Trefftz-discontinuous Galerkin approach with plane wave basis functions on meshes with very general element shapes, geometrically graded towards domain corners. We prove exponential convergence of the discrete solution in terms of number of unknowns.