Stability of stochastic Leipholz column with stochastic loading

The Leipholz column which is having the Young modulus and mass per unit length as stochastic processes and also the distributed tangential follower load behaving stochastically is considered. The non self-adjoint differential equation and boundary conditions are considered to have random field coefficients. The standard perturbation method is employed. The non self-adjoint operators are used within the regularity domain. Full covariance structure of the free vibration eigenvalues and critical loads is derived in terms of second order properties of input random fields characterizing the system parameter fluctuations. The mean value of critical load is calculated using the averaged problem and the corresponding eigenvalue statistics are sought. Through the frequency equation a transformation is done to yield load parameter statistics. A numerical study incorporating commonly observed correlation models is reported which illustrates the full potentials of the derived expressions.

Improved large-MIMO detection based on damped belief propagation

In this paper, we consider the application of belief propagation (BP) to achieve near-optimal signal detection in large multiple-input multiple-output (MIMO) systems at low complexities. Large-MIMO architectures based on spatial multiplexing (V-BLAST) as well as non-orthogonal space-time block codes(STBC) from cyclic division algebra (CDA) are considered. We adopt graphical models based on Markov random fields (MRF) and factor graphs (FG). In the MRF based approach, we use pairwise compatibility functions although the graphical models of MIMO systems are fully/densely connected. In the FG approach, we employ a Gaussian approximation (GA) of the multi-antenna interference, which significantly reduces the complexity while achieving very good performance for large dimensions. We show that i) both MRF and FG based BP approaches exhibit large-system behavior, where increasingly closer to optimal performance is achieved with increasing number of dimensions, and ii) damping of messages/beliefs significantly improves the bit error performance.

Scalable sequential alternating proximal methods for sparse structural SVMs and CRFs

Structural Support Vector Machines (SSVMs) and Conditional Random Fields (CRFs) are popular discriminative methods used for classifying structured and complex objects like parse trees, image segments and part-of-speech tags. The datasets involved are very large dimensional, and the models designed using typical training algorithms for SSVMs and CRFs are non-sparse. This non-sparse nature of models results in slow inference. Thus, there is a need to devise new algorithms for sparse SSVM and CRF classifier design. Use of elastic net and L1-regularizer has already been explored for solving primal CRF and SSVM problems, respectively, to design sparse classifiers. In this work, we focus on dual elastic net regularized SSVM and CRF. By exploiting the weakly coupled structure of these convex programming problems, we propose a new sequential alternating proximal (SAP) algorithm to solve these dual problems. This algorithm works by sequentially visiting each training set example and solving a simple subproblem restricted to a small subset of variables associated with that example. Numerical experiments on various benchmark sequence labeling datasets demonstrate that the proposed algorithm scales well. Further, the classifiers designed are sparser than those designed by solving the respective primal problems and demonstrate comparable generalization performance. Thus, the proposed SAP algorithm is a useful alternative for sparse SSVM and CRF classifier design.

Influence of Anisotropy on Pavement Responses Using Adaptive Sparse Polynomial Chaos Expansion

Modeling the spatial variability that exists in pavement systems can be conveniently represented by means of random fields; in this study, a probabilistic analysis that considers the spatial variability, including the anisotropic nature of the pavement layer properties, is presented. The integration of the spatially varying log-normal random fields into a linear-elastic finite difference analysis has been achieved through the expansion optimal linear estimation method. For the estimation of the critical pavement responses, metamodels based on polynomial chaos expansion (PCE) are developed to replace the computationally expensive finite-difference model. The sparse polynomial chaos expansion based on an adaptive regression-based algorithm, and enhanced by the combined use of the global sensitivity analysis (GSA) is used, with significant savings in computational effort. The effect of anisotropy in each layer on the pavement responses was studied separately, and an effort is made to identify the pavement layer wherein the introduction of anisotropic characteristics results in the most significant impact on the critical strains. It is observed that the anisotropy in the base layer has a significant but diverse effect on both critical strains. While the compressive strain tends to be considerably higher than that observed for the isotropic section, the tensile strains show a decrease in the mean value with the introduction of base-layer anisotropy. Furthermore, asphalt-layer anisotropy also tends to decrease the critical tensile strain while having little effect on the critical compressive strain. (C) 2015 American Society of Civil Engineers.

Dynamic response of structures with uncertain parameters

This thesis presents a technique for obtaining the response of linear structural systems with parameter uncertainties subjected to either deterministic or random excitation. The parameter uncertainties are modeled as random variables or random fields, and are assumed to be time-independent. The new method is an extension of the deterministic finite element method to the space of random functions.

First, the general formulation of the method is developed, in the case where the excitation is deterministic in time. Next, the application of this formulation to systems satisfying the one-dimensional wave equation with uncertainty in their physical properties is described. A particular physical conceptualization of this equation is chosen for study, and some engineering applications are discussed in both an earthquake ground motion and a structural context.

Finally, the formulation of the new method is extended to include cases where the excitation is random in time. Application of this formulation to the random response of a primary-secondary system is described. It is found that parameter uncertainties can have a strong effect on the system response characteristics.

Estudo da quantificação de incertezas para o problema de contaminação de meios porosos heterogêneos

As técnicas de injeção de traçadores têm sido amplamente utilizadas na investigação de escoamentos em meios porosos, principalmente em problemas envolvendo a simulação numérica de escoamentos miscíveis em reservatórios de petróleo e o transporte de contaminantes em aquíferos. Reservatórios subterrâneos são em geral heterogêneos e podem apresentar variações significativas das suas propriedades em várias escalas de comprimento. Estas variações espaciais são incorporadas às equações que governam o escoamento no interior do meio poroso por meio de campos aleatórios. Estes campos podem prover uma descrição das heterogeneidades da formação subterrânea nos casos onde o conhecimento geológico não fornece o detalhamento necessário para a predição determinística do escoamento através do meio poroso. Nesta tese é empregado um modelo lognormal para o campo de permeabilidades a fim de reproduzir-se a distribuição de permeabilidades do meio real, e a geração numérica destes campos aleatórios é feita pelo método da Soma Sucessiva de Campos Gaussianos Independentes (SSCGI). O objetivo principal deste trabalho é o estudo da quantificação de incertezas para o problema inverso do transporte de um traçador em um meio poroso heterogêneo empregando uma abordagem Bayesiana para a atualização dos campos de permeabilidades, baseada na medição dos valores da concentração espacial do traçador em tempos específicos. Um método do tipo Markov Chain Monte Carlo a dois estágios é utilizado na amostragem da distribuição de probabilidade a posteriori e a cadeia de Markov é construída a partir da reconstrução aleatória dos campos de permeabilidades. Na resolução do problema de pressão-velocidade que governa o escoamento empregase um método do tipo Elementos Finitos Mistos adequado para o cálculo acurado dos fluxos em campos de permeabilidades heterogêneos e uma abordagem Lagrangiana, o método Forward Integral Tracking (FIT), é utilizada na simulação numérica do problema do transporte do traçador. Resultados numéricos são obtidos e apresentados para um conjunto de realizações amostrais dos campos de permeabilidades.

A unifying resolution-independent formulation for early vision

We present a model for early vision tasks such as denoising, super-resolution, deblurring, and demosaicing. The model provides a resolution-independent representation of discrete images which admits a truly rotationally invariant prior. The model generalizes several existing approaches: variational methods, finite element methods, and discrete random fields. The primary contribution is a novel energy functional which has not previously been written down, which combines the discrete measurements from pixels with a continuous-domain world viewed through continous-domain point-spread functions. The value of the functional is that simple priors (such as total variation and generalizations) on the continous-domain world become realistic priors on the sampled images. We show that despite its apparent complexity, optimization of this model depends on just a few computational primitives, which although tedious to derive, can now be reused in many domains. We define a set of optimization algorithms which greatly overcome the apparent complexity of this model, and make possible its practical application. New experimental results include infinite-resolution upsampling, and a method for obtaining subpixel superpixels. © 2012 IEEE.

Bayesian Structured Prediction Using Gaussian Processes

We introduce a conceptually novel structured prediction model, GPstruct, which is kernelized, non-parametric and Bayesian, by design. We motivate the model with respect to existing approaches, among others, conditional random fields (CRFs), maximum margin Markov networks (M3N), and structured support vector machines (SVMstruct), which embody only a subset of its properties. We present an inference procedure based on Markov Chain Monte Carlo. The framework can be instantiated for a wide range of structured objects such as linear chains, trees, grids, and other general graphs. As a proof of concept, the model is benchmarked on several natural language processing tasks and a video gesture segmentation task involving a linear chain structure. We show prediction accuracies for GPstruct which are comparable to or exceeding those of CRFs and SVMstruct.

基于半马尔科夫条件随机场的命名体识别及其关系抽取研究

随着互联网和电子化办公的发展，出现了大量的文本资源。信息抽取技术可以帮助人们快速获取大规模文本中的有用信息。命名体识别与关系抽取是信息抽取的两个基本任务。本文在调研当前命名体识别和实体关系抽取中采用的主要方法的基础上，分别给出了解决方案。论文开展的主要工作有：（1）从模型选择和特征选择两个方面总结了命名体识别及实体关系抽取的国内外研究现状，重点介绍用于命名体识别的统计学习方法以及用于实体关系抽取的基于核的方法。（2）针对当前命名体识别中命名体片段边界的确定问题，研究了如何将 Semi-Markov CRFs 模型应用于中文命名体识别。这种模型只要求段间遵循马尔科夫规则，而段内的文本之间则可以被灵活的赋予各种规则。将这种模型用于中文命名体识别任务时，我们可以更有效更自由的设计出各种有利于识别出命名体片段边界的特征。实验表明，加入段相关的特征后，命名体识别的性能提高了 4-5 个百分点。（3）实体关系抽取的任务是判别两个实体之间的语义关系。之前的研究已经表明，待判别关系的两个实体间的语法树结构对于确定二者的关系类别是非常有用的，而相对成熟的基于平面特征的关系抽取方法在充分提取语法树结构特征方面的能力有限，因此，本文研究了基于核的中文实体关系抽取方法。针对中文特点，我们探讨了卷积（Convolution）核中使用不同的语法树对中文实体关系抽取性能的影响，构造了几种基于卷积核的复合核，改进了最短路依赖核。因为核方法开始被用于英文关系抽取时，F1 值也只有40%左右，而我们只使用作用在语法树上的卷积核时，中文关系抽取的F1 值达到了35%，可见核方法对中文关系抽取也是有效的。

基于MRF模型的油气储层属性随机建模方法研究

Stochastic reservoir modeling is a technique used in reservoir describing. Through this technique, multiple data sources with different scales can be integrated into the reservoir model and its uncertainty can be conveyed to researchers and supervisors. Stochastic reservoir modeling, for its digital models, its changeable scales, its honoring known information and data and its conveying uncertainty in models, provides a mathematical framework or platform for researchers to integrate multiple data sources and information with different scales into their prediction models. As a fresher method, stochastic reservoir modeling is on the upswing. Based on related works, this paper, starting with Markov property in reservoir, illustrates how to constitute spatial models for catalogued variables and continuum variables by use of Markov random fields. In order to explore reservoir properties, researchers should study the properties of rocks embedded in reservoirs. Apart from methods used in laboratories, geophysical means and subsequent interpretations may be the main sources for information and data used in petroleum exploration and exploitation. How to build a model for flow simulations based on incomplete information is to predict the spatial distributions of different reservoir variables. Considering data source, digital extent and methods, reservoir modeling can be catalogued into four sorts: reservoir sedimentology based method, reservoir seismic prediction, kriging and stochastic reservoir modeling. The application of Markov chain models in the analogue of sedimentary strata is introduced in the third of the paper. The concept of Markov chain model, N-step transition probability matrix, stationary distribution, the estimation of transition probability matrix, the testing of Markov property, 2 means for organizing sections-method based on equal intervals and based on rock facies, embedded Markov matrix, semi-Markov chain model, hidden Markov chain model, etc, are presented in this part. Based on 1-D Markov chain model, conditional 1-D Markov chain model is discussed in the fourth part. By extending 1-D Markov chain model to 2-D, 3-D situations, conditional 2-D, 3-D Markov chain models are presented. This part also discusses the estimation of vertical transition probability, lateral transition probability and the initialization of the top boundary. Corresponding digital models are used to specify, or testify related discussions. The fifth part, based on the fourth part and the application of MRF in image analysis, discusses MRF based method to simulate the spatial distribution of catalogued reservoir variables. In the part, the probability of a special catalogued variable mass, the definition of energy function for catalogued variable mass as a Markov random field, Strauss model, estimation of components in energy function are presented. Corresponding digital models are used to specify, or testify, related discussions. As for the simulation of the spatial distribution of continuum reservoir variables, the sixth part mainly explores 2 methods. The first is pure GMRF based method. Related contents include GMRF model and its neighborhood, parameters estimation, and MCMC iteration method. A digital example illustrates the corresponding method. The second is two-stage models method. Based on the results of catalogued variables distribution simulation, this method, taking GMRF as the prior distribution for continuum variables, taking the relationship between catalogued variables such as rock facies, continuum variables such as porosity, permeability, fluid saturation, can bring a series of stochastic images for the spatial distribution of continuum variables. Integrating multiple data sources into the reservoir model is one of the merits of stochastic reservoir modeling. After discussing how to model spatial distributions of catalogued reservoir variables, continuum reservoir variables, the paper explores how to combine conceptual depositional models, well logs, cores, seismic attributes production history.

Probabilistic Solution of Inverse Problems

In this thesis we study the general problem of reconstructing a function, defined on a finite lattice from a set of incomplete, noisy and/or ambiguous observations. The goal of this work is to demonstrate the generality and practical value of a probabilistic (in particular, Bayesian) approach to this problem, particularly in the context of Computer Vision. In this approach, the prior knowledge about the solution is expressed in the form of a Gibbsian probability distribution on the space of all possible functions, so that the reconstruction task is formulated as an estimation problem. Our main contributions are the following: (1) We introduce the use of specific error criteria for the design of the optimal Bayesian estimators for several classes of problems, and propose a general (Monte Carlo) procedure for approximating them. This new approach leads to a substantial improvement over the existing schemes, both regarding the quality of the results (particularly for low signal to noise ratios) and the computational efficiency. (2) We apply the Bayesian appraoch to the solution of several problems, some of which are formulated and solved in these terms for the first time. Specifically, these applications are: teh reconstruction of piecewise constant surfaces from sparse and noisy observationsl; the reconstruction of depth from stereoscopic pairs of images and the formation of perceptual clusters. (3) For each one of these applications, we develop fast, deterministic algorithms that approximate the optimal estimators, and illustrate their performance on both synthetic and real data. (4) We propose a new method, based on the analysis of the residual process, for estimating the parameters of the probabilistic models directly from the noisy observations. This scheme leads to an algorithm, which has no free parameters, for the restoration of piecewise uniform images. (5) We analyze the implementation of the algorithms that we develop in non-conventional hardware, such as massively parallel digital machines, and analog and hybrid networks.

Stochastic Analysis of Saltwater Intrusion in Heterogeneous Aquifers using Local Average Subdivision

This study investigates the effects of ground heterogeneity, considering permeability as a random variable, on an intruding SW wedge using Monte Carlo simulations. Random permeability fields were generated, using the method of Local Average Subdivision (LAS), based on a lognormal probability density function. The LAS method allows the creation of spatially correlated random fields, generated using coefficients of variation (COV) and horizontal and vertical scales of fluctuation (SOF). The numerical modelling code SUTRA was employed to solve the coupled flow and transport problem. The well-defined 2D dispersive Henry problem was used as the test case for the method. The intruding SW wedge is defined by two key parameters, the toe penetration length (TL) and the width of mixing zone (WMZ). These parameters were compared to the results of a homogeneous case simulated using effective permeability values. The simulation results revealed: (1) an increase in COV resulted in a seaward movement of TL; (2) the WMZ extended with increasing COV; (3) a general increase in horizontal and vertical SOF produced a seaward movement of TL, with the WMZ increasing slightly; (4) as the anisotropic ratio increased the TL intruded further inland and the WMZ reduced in size. The results show that for large values of COV, effective permeability parameters are inadequate at reproducing the effects of heterogeneity on SW intrusion.

Deep Salience: Visual Salience Modeling via Deep Belief Propagation

Visual salience is an intriguing phenomenon observed in biological neural systems. Numerous attempts have been made to model visual salience mathematically using various feature contrasts, either locally or globally. However, these algorithmic models tend to ignore the problem’s biological solutions, in which visual salience appears to arise during the propagation of visual stimuli along the visual cortex. In this paper, inspired by the conjecture that salience arises from deep propagation along the visual cortex, we present a Deep Salience model where a multi-layer model based on successive Markov random fields (sMRF) is proposed to analyze the input image successively through its deep belief propagation. As a result, the foreground object can be automatically separated from the background in a fully unsupervised way. Experimental evaluation on the benchmark dataset validated that our Deep Salience model can consistently outperform eleven state-of-the-art salience models, yielding the higher rates in the precision-recall tests and attaining the best F-measure and mean-square error in the experiments.

A Single-Frame Super-Resolution Innovative Approach

Super-resolution refers to the process of obtaining a high resolution image from one or more low resolution images. In this work, we present a novel method for the super-resolution problem for the limited case, where only one image of low resolution is given as an input. The proposed method is based on statistical learning for inferring the high frequencies regions which helps to distinguish a high resolution image from a low resolution one. These inferences are obtained from the correlation between regions of low and high resolution that come exclusively from the image to be super-resolved, in term of small neighborhoods. The Markov random fields are used as a model to capture the local statistics of high and low resolution data when they are analyzed at different scales and resolutions. Experimental results show the viability of the method.