超参数控制下的波阻抗约束反演

The seismic survey is the most effective geophysical method during exploration and development of oil/gas. As a main means in processing and interpreting seismic data, impedance inversion takes up a special position in seismic survey. This is because the impedance parameter is a ligament which connects seismic data with well-logging and geological information, while it is also essential in predicting reservoir properties and sand-body. In fact, the result of traditional impedance inversion is not ideal. This is because the mathematical inverse problem of impedance is poor-pose so that the inverse result has instability and multi-result, so it is necessary to introduce regularization. Most simple regularizations are presented in existent literature, there is a premise that the image(or model) is globally smooth. In fact, as an actual geological model, it not only has made of smooth region but also be separated by the obvious edge, the edge is very important attribute of geological model. It's difficult to preserve these characteristics of the model and to avoid an edge too smooth to clear. Thereby, in this paper, we propose a impedance inverse method controlled by hyperparameters with edge-preserving regularization, the inverse convergence speed and result would be improved. In order to preserve the edge, the potential function of regularization should satisfy nine conditions such as basic assumptions edge preservation and convergence assumptions etc. Eventually, a model with clear background and edge-abnormity can be acquired. The several potential functions and the corresponding weight functions are presented in this paper. The potential functionφLφHL andφGM can meet the need of inverse precision by calculating the models. For the local constant planar and quadric models, we respectively present the neighborhood system of Markov random field corresponding to the regularization term. We linearity nonlinear regularization by using half-quadratic regularization, it not only preserve the edge, and but also simplify the inversion, and can use some linear methods. We introduced two regularization parameters (or hyperparameters) λ2 and δ in the regularization term. λ2 is used to balance the influence between the data term and the transcendental term; δ is a calibrating parameter used to adjust the gradient value at the discontinuous position(or formation interface). Meanwhile, in the inverse procedure, it is important to select the initial value of hyperparameters and to change hyperparameters, these will then have influence on convergence speed and inverse effect. In this paper, we roughly give the initial value of hyperparameters by using a trend- curve of φ-(λ2, δ) and by a method of calculating the upper limit value of hyperparameters. At one time, we change hyperparameters by using a certain coefficient or Maximum Likelihood method, this can be simultaneously fulfilled with the inverse procedure. Actually, we used the Fast Simulated Annealing algorithm in the inverse procedure. This method overcame restrictions from the local extremum without depending on the initial value, and got a global optimal result. Meanwhile, we expound in detail the convergence condition of FSA, the metropolis receiving probability form Metropolis-Hasting, the thermal procession based on the Gibbs sample and other methods integrated with FSA. These content can help us to understand and improve FSA. Through calculating in the theoretic model and applying it to the field data, it is proved that the impedance inverse method in this paper has the advantage of high precision practicability and obvious effect.

The Effect of Indexing on the Complexity of Object Recognition

Many current recognition systems use constrained search to locate objects in cluttered environments. Previous formal analysis has shown that the expected amount of search is quadratic in the number of model and data features, if all the data is known to come from a sinlge object, but is exponential when spurious data is included. If one can group the data into subsets likely to have come from a single object, then terminating the search once a "good enough" interpretation is found reduces the expected search to cubic. Without successful grouping, terminated search is still exponential. These results apply to finding instances of a known object in the data. In this paper, we turn to the problem of selecting models from a library, and examine the combinatorics of determining that a candidate object is not present in the data. We show that the expected search is again exponential, implying that naﶥ approaches to indexing are likely to carry an expensive overhead, since an exponential amount of work is needed to week out each of the incorrect models. The analytic results are shown to be in agreement with empirical data for cluttered object recognition.

Extracting Salient Curves from Images: An Analysis of the Saliency Network

The Saliency Network proposed by Shashua and Ullman is a well-known approach to the problem of extracting salient curves from images while performing gap completion. This paper analyzes the Saliency Network. The Saliency Network is attractive for several reasons. First, the network generally prefers long and smooth curves over short or wiggly ones. While computing saliencies, the network also fills in gaps with smooth completions and tolerates noise. Finally, the network is locally connected, and its size is proportional to the size of the image. Nevertheless, our analysis reveals certain weaknesses with the method. In particular, we show cases in which the most salient element does not lie on the perceptually most salient curve. Furthermore, in some cases the saliency measure changes its preferences when curves are scaled uniformly. Also, we show that for certain fragmented curves the measure prefers large gaps over a few small gaps of the same total size. In addition, we analyze the time complexity required by the method. We show that the number of steps required for convergence in serial implementations is quadratic in the size of the network, and in parallel implementations is linear in the size of the network. We discuss problems due to coarse sampling of the range of possible orientations. We show that with proper sampling the complexity of the network becomes cubic in the size of the network. Finally, we consider the possibility of using the Saliency Network for grouping. We show that the Saliency Network recovers the most salient curve efficiently, but it has problems with identifying any salient curve other than the most salient one.

An Accelerated Chow and Liu Algorithm: Fitting Tree Distributions to High Dimensional Sparse Data

Chow and Liu introduced an algorithm for fitting a multivariate distribution with a tree (i.e. a density model that assumes that there are only pairwise dependencies between variables) and that the graph of these dependencies is a spanning tree. The original algorithm is quadratic in the dimesion of the domain, and linear in the number of data points that define the target distribution $P$. This paper shows that for sparse, discrete data, fitting a tree distribution can be done in time and memory that is jointly subquadratic in the number of variables and the size of the data set. The new algorithm, called the acCL algorithm, takes advantage of the sparsity of the data to accelerate the computation of pairwise marginals and the sorting of the resulting mutual informations, achieving speed ups of up to 2-3 orders of magnitude in the experiments.

Time-Frequency Representations for Speech Signals

This work addresses two related questions. The first question is what joint time-frequency energy representations are most appropriate for auditory signals, in particular, for speech signals in sonorant regions. The quadratic transforms of the signal are examined, a large class that includes, for example, the spectrograms and the Wigner distribution. Quasi-stationarity is not assumed, since this would neglect dynamic regions. A set of desired properties is proposed for the representation: (1) shift-invariance, (2) positivity, (3) superposition, (4) locality, and (5) smoothness. Several relations among these properties are proved: shift-invariance and positivity imply the transform is a superposition of spectrograms; positivity and superposition are equivalent conditions when the transform is real; positivity limits the simultaneous time and frequency resolution (locality) possible for the transform, defining an uncertainty relation for joint time-frequency energy representations; and locality and smoothness tradeoff by the 2-D generalization of the classical uncertainty relation. The transform that best meets these criteria is derived, which consists of two-dimensionally smoothed Wigner distributions with (possibly oriented) 2-D guassian kernels. These transforms are then related to time-frequency filtering, a method for estimating the time-varying 'transfer function' of the vocal tract, which is somewhat analogous to ceptstral filtering generalized to the time-varying case. Natural speech examples are provided. The second question addressed is how to obtain a rich, symbolic description of the phonetically relevant features in these time-frequency energy surfaces, the so-called schematic spectrogram. Time-frequency ridges, the 2-D analog of spectral peaks, are one feature that is proposed. If non-oriented kernels are used for the energy representation, then the ridge tops can be identified, with zero-crossings in the inner product of the gradient vector and the direction of greatest downward curvature. If oriented kernels are used, the method can be generalized to give better orientation selectivity (e.g., at intersecting ridges) at the cost of poorer time-frequency locality. Many speech examples are given showing the performance for some traditionally difficult cases: semi-vowels and glides, nasalized vowels, consonant-vowel transitions, female speech, and imperfect transmission channels.

Optimization of physical and optical properties of biodegradable edible films based on pea starch and guar gum

The influence of process variables (pea starch, guar gum and glycerol) on the viscosity (V), solubility (SOL), moisture content (MC), transparency (TR), Hunter parameters (L, a, and b), total color difference (ΔE), yellowness index (YI), and whiteness index (WI) of the pea starch based edible films was studied using three factors with three level Box–Behnken response surface design. The individual linear effect of pea starch, guar and glycerol was significant (p < 0.05) on all the responses. However, a value was only significantly (p < 0.05) affected by pea starch and guar gum in a positive and negative linear term, respectively. The effect of interaction of starch × glycerol was also significant (p < 0.05) on TR of edible films. Interaction between independent variables starch × guar gum had a significant impact on the b and YI values. The quadratic regression coefficient of pea starch showed a significant effect (p < 0.05) on V, MC, L, b, ΔE, YI, and WI; glycerol level on ΔE and WI; and guar gum on ΔE and SOL value. The results were analyzed by Pareto analysis of variance (ANOVA) and the second order polynomial models were developed from the experimental design with reliable and satisfactory fit with the corresponding experimental data and high coefficient of determination (R2) values (>0.93). Three-dimensional response surface plots were established to investigate the relationship between process variables and the responses. The optimized conditions with the goal of maximizing TR and minimizing SOL, YI and MC were 2.5 g pea starch, 25% glycerol and 0.3 g guar gum. Results revealed that pea starch/guar gum edible films with appropriate physical and optical characteristics can be effectively produced and successfully applied in the food packaging industry.

Protein Docking by the Underestimation of Free Energy Funnels in the Space of Encounter Complexes

Similarly to protein folding, the association of two proteins is driven by a free energy funnel, determined by favorable interactions in some neighborhood of the native state. We describe a docking method based on stochastic global minimization of funnel-shaped energy functions in the space of rigid body motions (SE(3)) while accounting for flexibility of the interface side chains. The method, called semi-definite programming-based underestimation (SDU), employs a general quadratic function to underestimate a set of local energy minima and uses the resulting underestimator to bias further sampling. While SDU effectively minimizes functions with funnel-shaped basins, its application to docking in the rotational and translational space SE(3) is not straightforward due to the geometry of that space. We introduce a strategy that uses separate independent variables for side-chain optimization, center-to-center distance of the two proteins, and five angular descriptors of the relative orientations of the molecules. The removal of the center-to-center distance turns out to vastly improve the efficiency of the search, because the five-dimensional space now exhibits a well-behaved energy surface suitable for underestimation. This algorithm explores the free energy surface spanned by encounter complexes that correspond to local free energy minima and shows similarity to the model of macromolecular association that proceeds through a series of collisions. Results for standard protein docking benchmarks establish that in this space the free energy landscape is a funnel in a reasonably broad neighborhood of the native state and that the SDU strategy can generate docking predictions with less than 5 � ligand interface Ca root-mean-square deviation while achieving an approximately 20-fold efficiency gain compared to Monte Carlo methods.

INVESTIGATION OF OCEAN ACOUSTICS USING AUTONOMOUS INSTRUMENTATION TO QUANTIFY THE WATER-SEDIMENT BOUNDARY PROPERTIES

Sound propagation in shallow water is characterized by interaction with the oceans surface, volume, and bottom. In many coastal margin regions, including the Eastern U.S. continental shelf and the coastal seas of China, the bottom is composed of a depositional sandy-silty top layer. Previous measurements of narrow and broadband sound transmission at frequencies from 100 Hz to 1 kHz in these regions are consistent with waveguide calculations based on depth and frequency dependent sound speed, attenuation and density profiles. Theoretical predictions for the frequency dependence of attenuation vary from quadratic for the porous media model of M.A. Biot to linear for various competing models. Results from experiments performed under known conditions with sandy bottoms, however, have agreed with attenuation proportional to f1.84, which is slightly less than the theoretical value of f2 [Zhou and Zhang, J. Acoust. Soc. Am. 117, 2494]. This dissertation presents a reexamination of the fundamental considerations in the Biot derivation and leads to a simplification of the theory that can be coupled with site-specific, depth dependent attenuation and sound speed profiles to explain the observed frequency dependence. Long-range sound transmission measurements in a known waveguide can be used to estimate the site-specific sediment attenuation properties, but the costs and time associated with such at-sea experiments using traditional measurement techniques can be prohibitive. Here a new measurement tool consisting of an autonomous underwater vehicle and a small, low noise, towed hydrophone array was developed and used to obtain accurate long-range sound transmission measurements efficiently and cost effectively. To demonstrate this capability and to determine the modal and intrinsic attenuation characteristics, experiments were conducted in a carefully surveyed area in Nantucket Sound. A best-fit comparison between measured results and calculated results, while varying attenuation parameters, revealed the estimated power law exponent to be 1.87 between 220.5 and 1228 Hz. These results demonstrate the utility of this new cost effective and accurate measurement system. The sound transmission results, when compared with calculations based on the modified Biot theory, are shown to explain the observed frequency dependence.

On classical and other methods of discriminant analysis and estimation of log-odds

For two multinormal populations with equal covariance matrices the likelihood ratio discriminant function, an alternative allocation rule to the sample linear discriminant function when n1 ≠ n2 ,is studied analytically. With the assumption of a known covariance matrix its distribution is derived and the expectation of its actual and apparent error rates evaluated and compared with those of the sample linear discriminant function. This comparison indicates that the likelihood ratio allocation rule is robust to unequal sample sizes. The quadratic discriminant function is studied, its distribution reviewed and evaluation of its probabilities of misclassification discussed. For known covariance matrices the distribution of the sample quadratic discriminant function is derived. When the known covariance matrices are proportional exact expressions for the expectation of its actual and apparent error rates are obtained and evaluated. The effectiveness of the sample linear discriminant function for this case is also considered. Estimation of true log-odds for two multinormal populations with equal or unequal covariance matrices is studied. The estimative, Bayesian predictive and a kernel method are compared by evaluating their biases and mean square errors. Some algebraic expressions for these quantities are derived. With equal covariance matrices the predictive method is preferable. Where it derives this superiority is investigated by considering its performance for various levels of fixed true log-odds. It is also shown that the predictive method is sensitive to n1 ≠ n2. For unequal but proportional covariance matrices the unbiased estimative method is preferred. Product Normal kernel density estimates are used to give a kernel estimator of true log-odds. The effect of correlation in the variables with product kernels is considered. With equal covariance matrices the kernel and parametric estimators are compared by simulation. For moderately correlated variables and large dimension sizes the product kernel method is a good estimator of true log-odds.

Design Optimization and Security For Communication Networks

In this work we introduce a new mathematical tool for optimization of routes, topology design, and energy efficiency in wireless sensor networks. We introduce a vector field formulation that models communication in the network, and routing is performed in the direction of this vector field at every location of the network. The magnitude of the vector field at every location represents the density of amount of data that is being transited through that location. We define the total communication cost in the network as the integral of a quadratic form of the vector field over the network area. With the above formulation, we introduce a mathematical machinery based on partial differential equations very similar to the Maxwell's equations in electrostatic theory. We show that in order to minimize the cost, the routes should be found based on the solution of these partial differential equations. In our formulation, the sensors are sources of information, and they are similar to the positive charges in electrostatics, the destinations are sinks of information and they are similar to negative charges, and the network is similar to a non-homogeneous dielectric media with variable dielectric constant (or permittivity coefficient). In one of the applications of our mathematical model based on the vector fields, we offer a scheme for energy efficient routing. Our routing scheme is based on changing the permittivity coefficient to a higher value in the places of the network where nodes have high residual energy, and setting it to a low value in the places of the network where the nodes do not have much energy left. Our simulations show that our method gives a significant increase in the network life compared to the shortest path and weighted shortest path schemes. Our initial focus is on the case where there is only one destination in the network, and later we extend our approach to the case where there are multiple destinations in the network. In the case of having multiple destinations, we need to partition the network into several areas known as regions of attraction of the destinations. Each destination is responsible for collecting all messages being generated in its region of attraction. The complexity of the optimization problem in this case is how to define regions of attraction for the destinations and how much communication load to assign to each destination to optimize the performance of the network. We use our vector field model to solve the optimization problem for this case. We define a vector field, which is conservative, and hence it can be written as the gradient of a scalar field (also known as a potential field). Then we show that in the optimal assignment of the communication load of the network to the destinations, the value of that potential field should be equal at the locations of all the destinations. Another application of our vector field model is to find the optimal locations of the destinations in the network. We show that the vector field gives the gradient of the cost function with respect to the locations of the destinations. Based on this fact, we suggest an algorithm to be applied during the design phase of a network to relocate the destinations for reducing the communication cost function. The performance of our proposed schemes is confirmed by several examples and simulation experiments. In another part of this work we focus on the notions of responsiveness and conformance of TCP traffic in communication networks. We introduce the notion of responsiveness for TCP aggregates and define it as the degree to which a TCP aggregate reduces its sending rate to the network as a response to packet drops. We define metrics that describe the responsiveness of TCP aggregates, and suggest two methods for determining the values of these quantities. The first method is based on a test in which we drop a few packets from the aggregate intentionally and measure the resulting rate decrease of that aggregate. This kind of test is not robust to multiple simultaneous tests performed at different routers. We make the test robust to multiple simultaneous tests by using ideas from the CDMA approach to multiple access channels in communication theory. Based on this approach, we introduce tests of responsiveness for aggregates, and call it CDMA based Aggregate Perturbation Method (CAPM). We use CAPM to perform congestion control. A distinguishing feature of our congestion control scheme is that it maintains a degree of fairness among different aggregates. In the next step we modify CAPM to offer methods for estimating the proportion of an aggregate of TCP traffic that does not conform to protocol specifications, and hence may belong to a DDoS attack. Our methods work by intentionally perturbing the aggregate by dropping a very small number of packets from it and observing the response of the aggregate. We offer two methods for conformance testing. In the first method, we apply the perturbation tests to SYN packets being sent at the start of the TCP 3-way handshake, and we use the fact that the rate of ACK packets being exchanged in the handshake should follow the rate of perturbations. In the second method, we apply the perturbation tests to the TCP data packets and use the fact that the rate of retransmitted data packets should follow the rate of perturbations. In both methods, we use signature based perturbations, which means packet drops are performed with a rate given by a function of time. We use analogy of our problem with multiple access communication to find signatures. Specifically, we assign orthogonal CDMA based signatures to different routers in a distributed implementation of our methods. As a result of orthogonality, the performance does not degrade because of cross interference made by simultaneously testing routers. We have shown efficacy of our methods through mathematical analysis and extensive simulation experiments.

Estimating stochastic volatility diffusion using conditional moments of integrated volatility

We exploit the distributional information contained in high-frequency intraday data in constructing a simple conditional moment estimator for stochastic volatility diffusions. The estimator is based on the analytical solutions of the first two conditional moments for the latent integrated volatility, the realization of which is effectively approximated by the sum of the squared high-frequency increments of the process. Our simulation evidence indicates that the resulting GMM estimator is highly reliable and accurate. Our empirical implementation based on high-frequency five-minute foreign exchange returns suggests the presence of multiple latent stochastic volatility factors and possible jumps. © 2002 Elsevier Science B.V. All rights reserved.

Accelerating self-consistent field convergence with the augmented Roothaan-Hall energy function.

Based on Pulay's direct inversion iterative subspace (DIIS) approach, we present a method to accelerate self-consistent field (SCF) convergence. In this method, the quadratic augmented Roothaan-Hall (ARH) energy function, proposed recently by Høst and co-workers [J. Chem. Phys. 129, 124106 (2008)], is used as the object of minimization for obtaining the linear coefficients of Fock matrices within DIIS. This differs from the traditional DIIS of Pulay, which uses an object function derived from the commutator of the density and Fock matrices. Our results show that the present algorithm, abbreviated ADIIS, is more robust and efficient than the energy-DIIS (EDIIS) approach. In particular, several examples demonstrate that the combination of ADIIS and DIIS ("ADIIS+DIIS") is highly reliable and efficient in accelerating SCF convergence.

Identification of fluorescent beads using a coded aperture snapshot spectral imager.

We apply a coded aperture snapshot spectral imager (CASSI) to fluorescence microscopy. CASSI records a two-dimensional (2D) spectrally filtered projection of a three-dimensional (3D) spectral data cube. We minimize a convex quadratic function with total variation (TV) constraints for data cube estimation from the 2D snapshot. We adapt the TV minimization algorithm for direct fluorescent bead identification from CASSI measurements by combining a priori knowledge of the spectra associated with each bead type. Our proposed method creates a 2D bead identity image. Simulated fluorescence CASSI measurements are used to evaluate the behavior of the algorithm. We also record real CASSI measurements of a ten bead type fluorescence scene and create a 2D bead identity map. A baseline image from filtered-array imaging system verifies CASSI's 2D bead identity map.

Millimeter-wave compressive holography.

We describe an active millimeter-wave holographic imaging system that uses compressive measurements for three-dimensional (3D) tomographic object estimation. Our system records a two-dimensional (2D) digitized Gabor hologram by translating a single pixel incoherent receiver. Two approaches for compressive measurement are undertaken: nonlinear inversion of a 2D Gabor hologram for 3D object estimation and nonlinear inversion of a randomly subsampled Gabor hologram for 3D object estimation. The object estimation algorithm minimizes a convex quadratic problem using total variation (TV) regularization for 3D object estimation. We compare object reconstructions using linear backpropagation and TV minimization, and we present simulated and experimental reconstructions from both compressive measurement strategies. In contrast with backpropagation, which estimates the 3D electromagnetic field, TV minimization estimates the 3D object that produces the field. Despite undersampling, range resolution is consistent with the extent of the 3D object band volume.

Computational Inference of Genome-Wide Protein-DNA Interactions Using High-Throughput Genomic Data

Transcriptional regulation has been studied intensively in recent decades. One important aspect of this regulation is the interaction between regulatory proteins, such as transcription factors (TF) and nucleosomes, and the genome. Different high-throughput techniques have been invented to map these interactions genome-wide, including ChIP-based methods (ChIP-chip, ChIP-seq, etc.), nuclease digestion methods (DNase-seq, MNase-seq, etc.), and others. However, a single experimental technique often only provides partial and noisy information about the whole picture of protein-DNA interactions. Therefore, the overarching goal of this dissertation is to provide computational developments for jointly modeling different experimental datasets to achieve a holistic inference on the protein-DNA interaction landscape.

We first present a computational framework that can incorporate the protein binding information in MNase-seq data into a thermodynamic model of protein-DNA interaction. We use a correlation-based objective function to model the MNase-seq data and a Markov chain Monte Carlo method to maximize the function. Our results show that the inferred protein-DNA interaction landscape is concordant with the MNase-seq data and provides a mechanistic explanation for the experimentally collected MNase-seq fragments. Our framework is flexible and can easily incorporate other data sources. To demonstrate this flexibility, we use prior distributions to integrate experimentally measured protein concentrations.

We also study the ability of DNase-seq data to position nucleosomes. Traditionally, DNase-seq has only been widely used to identify DNase hypersensitive sites, which tend to be open chromatin regulatory regions devoid of nucleosomes. We reveal for the first time that DNase-seq datasets also contain substantial information about nucleosome translational positioning, and that existing DNase-seq data can be used to infer nucleosome positions with high accuracy. We develop a Bayes-factor-based nucleosome scoring method to position nucleosomes using DNase-seq data. Our approach utilizes several effective strategies to extract nucleosome positioning signals from the noisy DNase-seq data, including jointly modeling data points across the nucleosome body and explicitly modeling the quadratic and oscillatory DNase I digestion pattern on nucleosomes. We show that our DNase-seq-based nucleosome map is highly consistent with previous high-resolution maps. We also show that the oscillatory DNase I digestion pattern is useful in revealing the nucleosome rotational context around TF binding sites.

Finally, we present a state-space model (SSM) for jointly modeling different kinds of genomic data to provide an accurate view of the protein-DNA interaction landscape. We also provide an efficient expectation-maximization algorithm to learn model parameters from data. We first show in simulation studies that the SSM can effectively recover underlying true protein binding configurations. We then apply the SSM to model real genomic data (both DNase-seq and MNase-seq data). Through incrementally increasing the types of genomic data in the SSM, we show that different data types can contribute complementary information for the inference of protein binding landscape and that the most accurate inference comes from modeling all available datasets.

This dissertation provides a foundation for future research by taking a step toward the genome-wide inference of protein-DNA interaction landscape through data integration.