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.

Observations on the propagation of internal tidal waves on the continental slope off Sierra Leone

During R/V Meteor-cruise no. 30 4 moorings with 17 current meters were placed on the continental slope of Sierra Leone at depths between 81 and 1058 meters. The observation period started on March 8, 1973, 16.55 hours GMT and lasted 19 days for moorings M30_068MOOR, M30_069MOOR, M30_070MOOR on the slope and 9 days for M30_067MOOR on the shelf. One current meter recorded at location M30_067MOOR for 22 days. Hydrographic data were collected at 32 stations by means of the "Kieler Multi-Meeressonde". Harmonic analysis is applied to the first 15 days of the time series to determine the M2 and S2 tides. By vertically averaging of the Fourier coefficients the field of motion is separated into its barotropic and its baroclinic component. The expected error generated by white Gaussian noise is estimated. To estimate the influence of the particular vertical distribution of the current meters, the barotropic M2 tide is calculated by ommitting and interchanging time series of different moorings. It is shown that only the data of moorings M30_069MOOR, M30_070MOOR and M30_067MOOR can be used. The results for the barotropic M2 tide agree well with the previous publications of other authors. On the slope at a depth of 1000 m there is a free barotropic wave under the influence of the Coriolis-force propagating along the slope with an amplitude of 3.4 cm S**-1. On the shelf, the maximum current is substantially greater (5.8 cm s**-1) and the direction of propagation is perpendicular to the slope. As for the continental slope a separation into different baroclinic modes using vertical eigenmodes is not reasonable, an interpretation of the total baroclinic wave field is tried by means of the method of characteristis. Assuming the continental slope to generate several linear waves, which superpose, baroclinic tidal ellipses are calculated. The scattering of the direction of the major axes M30_069MOOR is in contrast to M30_070MOOR, where they are bundled within an angle of 60°. This is presumably caused by the different character of the bottom topography in the vicinity of the two moorings. A detailed discussion of M30_069MOOR is renounced since the accuracy of the bathymetric chart is not sufficient to prove any relation between waves and topography. The bundeling of the major axes at M30_070MOOR can be explained by the longslope changes of the slope, which cause an energy transfer from the longslope barotropic component to the downslope baroclinic component. The maximum amplitude is found at a depth of 245 m where it is expected from the characteristics originating at the shelf edge. Because of the dominating barotropic tide high coherence is found between most of the current meters. To show the influence of the baroclinic tidal waves, the effect of the mean current is considered. There are two periods nearly opposite longshore mean current. For 128 hours during each of these periods, starting on March 11, 05.00, and March 21, 08.30, the coherences and energy spectra are calculated. The changes in the slope of the characteristics are found in agreement with the changes of energy and coherence. Because of the short periods of nearly constant mean current, some of the calculated differences of energy and coherence are not statistically significant. For the M2 tide a calculation of the ratios of vertically integrated total baroclinic energy and vertically integrated barotropic kinetic energy is carried out. Taking into account both components (along and perpendicular to the slope) the obtained values are 0.75 and 0.98 at the slope and 0.38 at the shelf. If each component is considered separately, the ratios are 0.39 and 1.16 parallel to the slope and 5.1 and 15.85 for the component perpendicular to it. Taking the energy transfer from the longslope component to the doenslope component into account, a simple model yields an energy-ratio of 2.6. Considering the limited application of the theory to the real conditions, the obtained are in agreement with the values calculated by Sandstroem.

Image analysis by moment invariants using a set of step-like basis functions

Moment invariants have been thoroughly studied and repeatedly proposed as one of the most powerful tools for 2D shape identification. In this paper a set of such descriptors is proposed, being the basis functions discontinuous in a finite number of points. The goal of using discontinuous functions is to avoid the Gibbs phenomenon, and therefore to yield a better approximation capability for discontinuous signals, as images. Moreover, the proposed set of moments allows the definition of rotation invariants, being this the other main design concern. Translation and scale invariance are achieved by means of standard image normalization. Tests are conducted to evaluate the behavior of these descriptors in noisy environments, where images are corrupted with Gaussian noise up to different SNR values. Results are compared to those obtained using Zernike moments, showing that the proposed descriptor has the same performance in image retrieval tasks in noisy environments, but demanding much less computational power for every stage in the query chain.

Elastografia em imagens de ultrassom utilizando elementos de contorno.

Este trabalho apresenta uma nova metodologia para elastografia virtual em imagens simuladas de ultrassom utilizando métodos numéricos e métodos de visão computacional. O objetivo é estimar o módulo de elasticidade de diferentes tecidos tendo como entrada duas imagens da mesma seção transversal obtidas em instantes de tempo e pressões aplicadas diferentes. Esta metodologia consiste em calcular um campo de deslocamento das imagens com um método de fluxo óptico e aplicar um método iterativo para estimar os módulos de elasticidade (análise inversa) utilizando métodos numéricos. Para o cálculo dos deslocamentos, duas formulações são utilizadas para fluxo óptico: Lucas-Kanade e Brox. A análise inversa é realizada utilizando duas técnicas numéricas distintas: o Método dos Elementos Finitos (MEF) e o Método dos Elementos de Contorno (MEC), sendo ambos implementados em Unidades de Processamento Gráfico de uso geral, GpGPUs ( \"General Purpose Graphics Units\" ). Considerando uma quantidade qualquer de materiais a serem determinados, para a implementação do Método dos Elementos de Contorno é empregada a técnica de sub-regiões para acoplar as matrizes de diferentes estruturas identificadas na imagem. O processo de otimização utilizado para determinar as constantes elásticas é realizado de forma semi-analítica utilizando cálculo por variáveis complexas. A metodologia é testada em três etapas distintas, com simulações sem ruído, simulações com adição de ruído branco gaussiano e phantoms matemáticos utilizando rastreamento de ruído speckle. Os resultados das simulações apontam o uso do MEF como mais preciso, porém computacionalmente mais caro, enquanto o MEC apresenta erros toleráveis e maior velocidade no tempo de processamento.

First-principles quantum dynamics in interacting Bose gases: I. The positive P representation

The performance of the positive P phase-space representation for exact many- body quantum dynamics is investigated. Gases of interacting bosons are considered, where the full quantum equations to simulate are of a Gross-Pitaevskii form with added Gaussian noise. This method gives tractable simulations of many-body systems because the number of variables scales linearly with the spatial lattice size. An expression for the useful simulation time is obtained, and checked in numerical simulations. The dynamics of first-, second- and third-order spatial correlations are calculated for a uniform interacting 1D Bose gas subjected to a change in scattering length. Propagation of correlations is seen. A comparison is made with other recent methods. The positive P method is particularly well suited to open systems as no conservation laws are hard-wired into the calculation. It also differs from most other recent approaches in that there is no truncation of any kind.

Noisy fitness evaluation in genetic algorithms and the dynamics of learning

A theoretical model is presented which describes selection in a genetic algorithm (GA) under a stochastic fitness measure and correctly accounts for finite population effects. Although this model describes a number of selection schemes, we only consider Boltzmann selection in detail here as results for this form of selection are particularly transparent when fitness is corrupted by additive Gaussian noise. Finite population effects are shown to be of fundamental importance in this case, as the noise has no effect in the infinite population limit. In the limit of weak selection we show how the effects of any Gaussian noise can be removed by increasing the population size appropriately. The theory is tested on two closely related problems: the one-max problem corrupted by Gaussian noise and generalization in a perceptron with binary weights. The averaged dynamics can be accurately modelled for both problems using a formalism which describes the dynamics of the GA using methods from statistical mechanics. The second problem is a simple example of a learning problem and by considering this problem we show how the accurate characterization of noise in the fitness evaluation may be relevant in machine learning. The training error (negative fitness) is the number of misclassified training examples in a batch and can be considered as a noisy version of the generalization error if an independent batch is used for each evaluation. The noise is due to the finite batch size and in the limit of large problem size and weak selection we show how the effect of this noise can be removed by increasing the population size. This allows the optimal batch size to be determined, which minimizes computation time as well as the total number of training examples required.

A generative probabilistic oriented wavelet model for texture segmentation

This Letter addresses image segmentation via a generative model approach. A Bayesian network (BNT) in the space of dyadic wavelet transform coefficients is introduced to model texture images. The model is similar to a Hidden Markov model (HMM), but with non-stationary transitive conditional probability distributions. It is composed of discrete hidden variables and observable Gaussian outputs for wavelet coefficients. In particular, the Gabor wavelet transform is considered. The introduced model is compared with the simplest joint Gaussian probabilistic model for Gabor wavelet coefficients for several textures from the Brodatz album [1]. The comparison is based on cross-validation and includes probabilistic model ensembles instead of single models. In addition, the robustness of the models to cope with additive Gaussian noise is investigated. We further study the feasibility of the introduced generative model for image segmentation in the novelty detection framework [2]. Two examples are considered: (i) sea surface pollution detection from intensity images and (ii) image segmentation of the still images with varying illumination across the scene.

Typical performance of low-density parity-check codes over general symmetric channels

Typical performance of low-density parity-check (LDPC) codes over a general binary-input output-symmetric memoryless channel is investigated using methods of statistical mechanics. The binary-input additive-white-Gaussian-noise channel and the binary-input Laplace channel are considered as specific channel noise models.

Structured codebooks for SCS watermarking

Digital watermarking aims at embedding information in digital data. The watermark is usually required to be imperceptible, unremovable and to have a high information content. Unfortunately, these three requirements are contradicting. For example, having a more robust watermark makes it either more perceptible or/and less informative. For Gaussian data and additive white Gaussian noise, an optimal but also impractical scheme has already be devised. Since then, many practical schemes have tried to approach the theoretical limits. This paper investigate improvements to current state-of-the-art embedding schemes.

Depth propagation and surface construction in 3-D vision

In stereo vision, regions with ambiguous or unspecified disparity can acquire perceived depth from unambiguous regions. This has been called stereo capture, depth interpolation or surface completion. We studied some striking induced depth effects suggesting that depth interpolation and surface completion are distinct stages of visual processing. An inducing texture (2-D Gaussian noise) had sinusoidal modulation of disparity, creating a smooth horizontal corrugation. The central region of this surface was replaced by various test patterns whose perceived corrugation was measured. When the test image was horizontal 1-D noise, shown to one eye or to both eyes without disparity, it appeared corrugated in much the same way as the disparity-modulated (DM) flanking regions. But when the test image was 2-D noise, or vertical 1-D noise, little or no depth was induced. This suggests that horizontal orientation was a key factor. For a horizontal sine-wave luminance grating, strong depth was induced, but for a square-wave grating, depth was induced only when its edges were aligned with the peaks and troughs of the DM flanking surface. These and related results suggest that disparity (or local depth) propagates along horizontal 1-D features, and then a 3-D surface is constructed from the depth samples acquired. The shape of the constructed surface can be different from the inducer, and so surface construction appears to operate on the results of a more local depth propagation process.

Area summation in human vision at and above detection threshold

The initial image-processing stages of visual cortex are well suited to a local (patchwise) analysis of the viewed scene. But the world's structures extend over space as textures and surfaces, suggesting the need for spatial integration. Most models of contrast vision fall shy of this process because (i) the weak area summation at detection threshold is attributed to probability summation (PS) and (ii) there is little or no advantage of area well above threshold. Both of these views are challenged here. First, it is shown that results at threshold are consistent with linear summation of contrast following retinal inhomogeneity, spatial filtering, nonlinear contrast transduction and multiple sources of additive Gaussian noise. We suggest that the suprathreshold loss of the area advantage in previous studies is due to a concomitant increase in suppression from the pedestal. To overcome this confound, a novel stimulus class is designed where: (i) the observer operates on a constant retinal area, (ii) the target area is controlled within this summation field, and (iii) the pedestal is fixed in size. Using this arrangement, substantial summation is found along the entire masking function, including the region of facilitation. Our analysis shows that PS and uncertainty cannot account for the results, and that suprathreshold summation of contrast extends over at least seven target cycles of grating. © 2007 The Royal Society.

Pulse compression applied to the detection of F.S.K. and P.S.K. signals

The matched filter detector is well known as the optimum detector for use in communication, as well as in radar systems for signals corrupted by Additive White Gaussian Noise (A.W.G.N.). Non-coherent F.S.K. and differentially coherent P.S.K. (D.P.S.K.) detection schemes, which employ a new approach in realizing the matched filter processor, are investigated. The new approach utilizes pulse compression techniques, well known in radar systems, to facilitate the implementation of the matched filter in the form of the Pulse Compressor Matched Filter (P.C.M.F.). Both detection schemes feature a mixer- P.C.M.F. Compound as their predetector processor. The Compound is utilized to convert F.S.K. modulation into pulse position modulation, and P.S.K. modulation into pulse polarity modulation. The mechanisms of both detection schemes are studied through examining the properties of the Autocorrelation function (A.C.F.) at the output of the P.C.M.F.. The effects produced by time delay, and carrier interference on the output A.C.F. are determined. Work related to the F.S.K. detection scheme is mostly confined to verifying its validity, whereas the D.P.S.K. detection scheme has not been reported before. Consequently, an experimental system was constructed, which utilized combined hardware and software, and operated under the supervision of a microprocessor system. The experimental system was used to develop error-rate models for both detection schemes under investigation. Performances of both F. S. K. and D.P. S. K. detection schemes were established in the presence of A. W. G. N. , practical imperfections, time delay, and carrier interference. The results highlight the candidacy of both detection schemes for use in the field of digital data communication and, in particular, the D.P.S.K. detection scheme, which performed very close to optimum in a background of A.W.G.N.

Data transmission by frequency-hopped multilevel frequency shift keying

Spread spectrum systems make use of radio frequency bandwidths which far exceed the minimum bandwidth necessary to transmit the basic message information.These systems are designed to provide satisfactory communication of the message information under difficult transmission conditions. Frequency-hopped multilevel frequency shift keying (FH-MFSK) is one of the many techniques used in spread spectrum systems. It is a combination of frequency hopping and time hopping. In this system many users share a common frequency band using code division multiplexing. Each user is assigned an address and the message is modulated into the address. The receiver, knowing the address, decodes the received signal and extracts the message. This technique is suggested for digital mobile telephony. This thesis is concerned with an investigation of the possibility of utilising FH-MFSK for data transmission corrupted by additive white gaussian noise (A.W.G.N.). Work related to FH-MFSK has so far been mostly confined to its validity, and its performance in the presence of A.W.G.N. has not been reported before. An experimental system was therefore constructed which utilised combined hardware and software and operated under the supervision of a microprocessor system. The experimental system was used to develop an error-rate model for the system under investigation. The performance of FH-MFSK for data transmission was established in the presence of A.W.G.N. and with deleted and delayed sample effects. Its capability for multiuser applications was determined theoretically. The results show that FH-MFSK is a suitable technique for data transmission in the presence of A.W.G.N.

Sparsely spread CDMA - A statistical mechanics-based analysis

Sparse code division multiple access (CDMA), a variation on the standard CDMA method in which the spreading (signature) matrix contains only a relatively small number of nonzero elements, is presented and analysed using methods of statistical physics. The analysis provides results on the performance of maximum likelihood decoding for sparse spreading codes in the large system limit. We present results for both cases of regular and irregular spreading matrices for the binary additive white Gaussian noise channel (BIAWGN) with a comparison to the canonical (dense) random spreading code. © 2007 IOP Publishing Ltd.

Response normalization and blur adaptation:data and multi-scale model

Adapting to blurred or sharpened images alters perceived blur of a focused image (M. A. Webster, M. A. Georgeson, & S. M. Webster, 2002). We asked whether blur adaptation results in (a) renormalization of perceived focus or (b) a repulsion aftereffect. Images were checkerboards or 2-D Gaussian noise, whose amplitude spectra had (log-log) slopes from -2 (strongly blurred) to 0 (strongly sharpened). Observers adjusted the spectral slope of a comparison image to match different test slopes after adaptation to blurred or sharpened images. Results did not show repulsion effects but were consistent with some renormalization. Test blur levels at and near a blurred or sharpened adaptation level were matched by more focused slopes (closer to 1/f) but with little or no change in appearance after adaptation to focused (1/f) images. A model of contrast adaptation and blur coding by multiple-scale spatial filters predicts these blur aftereffects and those of Webster et al. (2002). A key proposal is that observers are pre-adapted to natural spectra, and blurred or sharpened spectra induce changes in the state of adaptation. The model illustrates how norms might be encoded and recalibrated in the visual system even when they are represented only implicitly by the distribution of responses across multiple channels.