Measures of observation impact in non-Gaussian data assimilation

ABSTRACT Non-Gaussian/non-linear data assimilation is becoming an increasingly important area of research in the Geosciences as the resolution and non-linearity of models are increased and more and more non-linear observation operators are being used. In this study, we look at the effect of relaxing the assumption of a Gaussian prior on the impact of observations within the data assimilation system. Three different measures of observation impact are studied: the sensitivity of the posterior mean to the observations, mutual information and relative entropy. The sensitivity of the posterior mean is derived analytically when the prior is modelled by a simplified Gaussian mixture and the observation errors are Gaussian. It is found that the sensitivity is a strong function of the value of the observation and proportional to the posterior variance. Similarly, relative entropy is found to be a strong function of the value of the observation. However, the errors in estimating these two measures using a Gaussian approximation to the prior can differ significantly. This hampers conclusions about the effect of the non-Gaussian prior on observation impact. Mutual information does not depend on the value of the observation and is seen to be close to its Gaussian approximation. These findings are illustrated with the particle filter applied to the Lorenz ’63 system. This article is concluded with a discussion of the appropriateness of these measures of observation impact for different situations.

Heat kernel smoothing via Laplace-Beltrami eigenfunctions and its application to subcortical structure modeling

We present a new subcortical structure shape modeling framework using heat kernel smoothing constructed with the Laplace-Beltrami eigenfunctions. The cotan discretization is used to numerically obtain the eigenfunctions of the Laplace-Beltrami operator along the surface of subcortical structures of the brain. The eigenfunctions are then used to construct the heat kernel and used in smoothing out measurements noise along the surface. The proposed framework is applied in investigating the influence of age (38-79 years) and gender on amygdala and hippocampus shape. We detected a significant age effect on hippocampus in accordance with the previous studies. In addition, we also detected a significant gender effect on amygdala. Since we did not find any such differences in the traditional volumetric methods, our results demonstrate the benefit of the current framework over traditional volumetric methods.

Is DARTEL-based voxel-based morphometry affected by width of smoothing kernel and group size? A study using simulated atrophy

Purpose: To quantify to what extent the new registration method, DARTEL (Diffeomorphic Anatomical Registration Through Exponentiated Lie Algebra), may reduce the smoothing kernel width required and investigate the minimum group size necessary for voxel-based morphometry (VBM) studies. Materials and Methods: A simulated atrophy approach was employed to explore the role of smoothing kernel, group size, and their interactions on VBM detection accuracy. Group sizes of 10, 15, 25, and 50 were compared for kernels between 0–12 mm. Results: A smoothing kernel of 6 mm achieved the highest atrophy detection accuracy for groups with 50 participants and 8–10 mm for the groups of 25 at P < 0.05 with familywise correction. The results further demonstrated that a group size of 25 was the lower limit when two different groups of participants were compared, whereas a group size of 15 was the minimum for longitudinal comparisons but at P < 0.05 with false discovery rate correction. Conclusion: Our data confirmed DARTEL-based VBM generally benefits from smaller kernels and different kernels perform best for different group sizes with a tendency of smaller kernels for larger groups. Importantly, the kernel selection was also affected by the threshold applied. This highlighted that the choice of kernel in relation to group size should be considered with care.

Observation impact in data assimilation: the effect of non-Gaussian observation error.

Data assimilation methods which avoid the assumption of Gaussian error statistics are being developed for geoscience applications. We investigate how the relaxation of the Gaussian assumption affects the impact observations have within the assimilation process. The effect of non-Gaussian observation error (described by the likelihood) is compared to previously published work studying the effect of a non-Gaussian prior. The observation impact is measured in three ways: the sensitivity of the analysis to the observations, the mutual information, and the relative entropy. These three measures have all been studied in the case of Gaussian data assimilation and, in this case, have a known analytical form. It is shown that the analysis sensitivity can also be derived analytically when at least one of the prior or likelihood is Gaussian. This derivation shows an interesting asymmetry in the relationship between analysis sensitivity and analysis error covariance when the two different sources of non-Gaussian structure are considered (likelihood vs. prior). This is illustrated for a simple scalar case and used to infer the effect of the non-Gaussian structure on mutual information and relative entropy, which are more natural choices of metric in non-Gaussian data assimilation. It is concluded that approximating non-Gaussian error distributions as Gaussian can give significantly erroneous estimates of observation impact. The degree of the error depends not only on the nature of the non-Gaussian structure, but also on the metric used to measure the observation impact and the source of the non-Gaussian structure.

Gaussian anamorphosis in the analysis step of the EnKF: a joint state-variable/observation approach

The analysis step of the (ensemble) Kalman filter is optimal when (1) the distribution of the background is Gaussian, (2) state variables and observations are related via a linear operator, and (3) the observational error is of additive nature and has Gaussian distribution. When these conditions are largely violated, a pre-processing step known as Gaussian anamorphosis (GA) can be applied. The objective of this procedure is to obtain state variables and observations that better fulfil the Gaussianity conditions in some sense. In this work we analyse GA from a joint perspective, paying attention to the effects of transformations in the joint state variable/observation space. First, we study transformations for state variables and observations that are independent from each other. Then, we introduce a targeted joint transformation with the objective to obtain joint Gaussianity in the transformed space. We focus primarily in the univariate case, and briefly comment on the multivariate one. A key point of this paper is that, when (1)-(3) are violated, using the analysis step of the EnKF will not recover the exact posterior density in spite of any transformations one may perform. These transformations, however, provide approximations of different quality to the Bayesian solution of the problem. Using an example in which the Bayesian posterior can be analytically computed, we assess the quality of the analysis distributions generated after applying the EnKF analysis step in conjunction with different GA options. The value of the targeted joint transformation is particularly clear for the case when the prior is Gaussian, the marginal density for the observations is close to Gaussian, and the likelihood is a Gaussian mixture.

Gaussian processes autoencoder for dimensionality reduction

Learning low dimensional manifold from highly nonlinear data of high dimensionality has become increasingly important for discovering intrinsic representation that can be utilized for data visualization and preprocessing. The autoencoder is a powerful dimensionality reduction technique based on minimizing reconstruction error, and it has regained popularity because it has been efficiently used for greedy pretraining of deep neural networks. Compared to Neural Network (NN), the superiority of Gaussian Process (GP) has been shown in model inference, optimization and performance. GP has been successfully applied in nonlinear Dimensionality Reduction (DR) algorithms, such as Gaussian Process Latent Variable Model (GPLVM). In this paper we propose the Gaussian Processes Autoencoder Model (GPAM) for dimensionality reduction by extending the classic NN based autoencoder to GP based autoencoder. More interestingly, the novel model can also be viewed as back constrained GPLVM (BC-GPLVM) where the back constraint smooth function is represented by a GP. Experiments verify the performance of the newly proposed model.

On-line Gaussian mixture density estimator for adaptive minimum bit-error-rate beamforming receivers

We develop an on-line Gaussian mixture density estimator (OGMDE) in the complex-valued domain to facilitate adaptive minimum bit-error-rate (MBER) beamforming receiver for multiple antenna based space-division multiple access systems. Specifically, the novel OGMDE is proposed to adaptively model the probability density function of the beamformer’s output by tracking the incoming data sample by sample. With the aid of the proposed OGMDE, our adaptive beamformer is capable of updating the beamformer’s weights sample by sample to directly minimize the achievable bit error rate (BER). We show that this OGMDE based MBER beamformer outperforms the existing on-line MBER beamformer, known as the least BER beamformer, in terms of both the convergence speed and the achievable BER.

Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities

We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such Gaussian rough paths. Together with Lyons' universal limit theorem, our results yield immediately the corresponding results for pathwise solutions to stochastic differential equations driven by such Gaussian process in the sense of rough paths. Moreover, our LDP result implies the result of Yoshida on the LDP for capacities over the abstract Wiener space associated with such Gaussian process.

High-precision measurements of the co-polar correlation coefficient: non-Gaussian errors and retrieval of the dispersion parameter µ in rainfall

The co-polar correlation coefficient (ρhv) has many applications, including hydrometeor classification, ground clutter and melting layer identification, interpretation of ice microphysics and the retrieval of rain drop size distributions (DSDs). However, we currently lack the quantitative error estimates that are necessary if these applications are to be fully exploited. Previous error estimates of ρhv rely on knowledge of the unknown "true" ρhv and implicitly assume a Gaussian probability distribution function of ρhv samples. We show that frequency distributions of ρhv estimates are in fact highly negatively skewed. A new variable: L = -log10(1 - ρhv) is defined, which does have Gaussian error statistics, and a standard deviation depending only on the number of independent radar pulses. This is verified using observations of spherical drizzle drops, allowing, for the first time, the construction of rigorous confidence intervals in estimates of ρhv. In addition, we demonstrate how the imperfect co-location of the horizontal and vertical polarisation sample volumes may be accounted for. The possibility of using L to estimate the dispersion parameter (µ) in the gamma drop size distribution is investigated. We find that including drop oscillations is essential for this application, otherwise there could be biases in retrieved µ of up to ~8. Preliminary results in rainfall are presented. In a convective rain case study, our estimates show µ to be substantially larger than 0 (an exponential DSD). In this particular rain event, rain rate would be overestimated by up to 50% if a simple exponential DSD is assumed.

Sparse density estimation on multinomial manifold combining local component analysis

A new sparse kernel density estimator is introduced based on the minimum integrated square error criterion combining local component analysis for the finite mixture model. We start with a Parzen window estimator which has the Gaussian kernels with a common covariance matrix, the local component analysis is initially applied to find the covariance matrix using expectation maximization algorithm. Since the constraint on the mixing coefficients of a finite mixture model is on the multinomial manifold, we then use the well-known Riemannian trust-region algorithm to find the set of sparse mixing coefficients. The first and second order Riemannian geometry of the multinomial manifold are utilized in the Riemannian trust-region algorithm. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with competitive accuracy to existing kernel density estimators.

Conservative force fields in non-Gaussian statistics

In this Letter, we determine the kappa-distribution function for a gas in the presence of an external field of force described by a potential U(r). In the case of a dilute gas, we show that the kappa-power law distribution including the potential energy factor term can rigorously be deduced in the framework of kinetic theory with basis on the Vlasov equation. Such a result is significant as a preliminary to the discussion on the role of long range interactions in the Kaniadakis thermostatistics and the underlying kinetic theory. (C) 2008 Elsevier B.V. All rights reserved.

The univalent polynomial of Suffridge as a summability kernel

A positive summability trigonometric kernel {K(n)(theta)}(infinity)(n=1) is generated through a sequence of univalent polynomials constructed by Suffridge. We prove that the convolution {K(n) * f} approximates every continuous 2 pi-periodic function f with the rate omega(f, 1/n), where omega(f, delta) denotes the modulus of continuity, and this provides a new proof of the classical Jackson`s theorem. Despite that it turns out that K(n)(theta) coincide with positive cosine polynomials generated by Fejer, our proof differs from others known in the literature.

Robustness of bipartite Gaussian entangled beams propagating in lossy channels

Subtle quantum properties offer exciting new prospects in optical communications. For example, quantum entanglement enables the secure exchange of cryptographic keys(1) and the distribution of quantum information by teleportation(2,3). Entangled bright beams of light are increasingly appealing for such tasks, because they enable the use of well-established classical communications techniques(4). However, quantum resources are fragile and are subject to decoherence by interaction with the environment. The unavoidable losses in the communication channel can lead to a complete destruction of entanglement(5-8), limiting the application of these states to quantum-communication protocols. We investigate the conditions under which this phenomenon takes place for the simplest case of two light beams, and analyse characteristics of states which are robust against losses. Our study sheds new light on the intriguing properties of quantum entanglement and how they may be harnessed for future applications.

An analytical relation between entropy production and quantum Lyapunov exponents for Gaussian bipartite systems

We study and compare the information loss of a large class of Gaussian bipartite systems. It includes the usual Caldeira-Leggett-type model as well as Anosov models ( parametric oscillators, the inverted oscillator environment, etc), which exhibit instability, one of the most important characteristics of chaotic systems. We establish a rigorous connection between the quantum Lyapunov exponents and coherence loss, and show that in the case of unstable environments coherence loss is completely determined by the upper quantum Lyapunov exponent, a behavior which is more universal than that of the Caldeira-Leggett-type model.