Gaussian deconvolution: a useful method for a form-free modeling of scattering data from mono- and multilayered planar systems

A new method for analysis of scattering data from lamellar bilayer systems is presented. The method employs a form-free description of the cross-section structure of the bilayer and the fit is performed directly to the scattering data, introducing also a structure factor when required. The cross-section structure (electron density profile in the case of X-ray scattering) is described by a set of Gaussian functions and the technique is termed Gaussian deconvolution. The coefficients of the Gaussians are optimized using a constrained least-squares routine that induces smoothness of the electron density profile. The optimization is coupled with the point-of-inflection method for determining the optimal weight of the smoothness. With the new approach, it is possible to optimize simultaneously the form factor, structure factor and several other parameters in the model. The applicability of this method is demonstrated by using it in a study of a multilamellar system composed of lecithin bilayers, where the form factor and structure factor are obtained simultaneously, and the obtained results provided new insight into this very well known system.

Hydrodynamic correlation functions of a driven granular fluid in steady state

We study a homogeneously driven granular fluid of hard spheres at intermediate volume fractions and focus on time-delayed correlation functions in the stationary state. Inelastic collisions are modeled by incomplete normal restitution, allowing for efficient simulations with an event-driven algorithm. The incoherent scattering function Fincoh(q,t ) is seen to follow time-density superposition with a relaxation time that increases significantly as the volume fraction increases. The statistics of particle displacements is approximately Gaussian. For the coherent scattering function S(q,ω), we compare our results to the predictions of generalized fluctuating hydrodynamics, which takes into account that temperature fluctuations decay either diffusively or with a finite relaxation rate, depending on wave number and inelasticity. For sufficiently small wave number q we observe sound waves in the coherent scattering function S(q,ω) and the longitudinal current correlation function Cl(q,ω). We determine the speed of sound and the transport coefficients and compare them to the results of kinetic theory.

Estimating and quantifying uncertainties on level sets using the Vorob'ev expectation and deviation with Gaussian process models

Several methods based on Kriging have recently been proposed for calculating a probability of failure involving costly-to-evaluate functions. A closely related problem is to estimate the set of inputs leading to a response exceeding a given threshold. Now, estimating such a level set—and not solely its volume—and quantifying uncertainties on it are not straightforward. Here we use notions from random set theory to obtain an estimate of the level set, together with a quantification of estimation uncertainty. We give explicit formulae in the Gaussian process set-up and provide a consistency result. We then illustrate how space-filling versus adaptive design strategies may sequentially reduce level set estimation uncertainty.

A new Bayesian approach to the reconstruction of spectral functions

We present a novel approach for the reconstruction of spectra from Euclidean correlator data that makes close contact to modern Bayesian concepts. It is based upon an axiomatically justified dimensionless prior distribution, which in the case of constant prior function m(ω) only imprints smoothness on the reconstructed spectrum. In addition we are able to analytically integrate out the only relevant overall hyper-parameter α in the prior, removing the necessity for Gaussian approximations found e.g. in the Maximum Entropy Method. Using a quasi-Newton minimizer and high-precision arithmetic, we are then able to find the unique global extremum of P[ρ|D] in the full Nω » Nτ dimensional search space. The method actually yields gradually improving reconstruction results if the quality of the supplied input data increases, without introducing artificial peak structures, often encountered in the MEM. To support these statements we present mock data analyses for the case of zero width delta peaks and more realistic scenarios, based on the perturbative Euclidean Wilson Loop as well as the Wilson Line correlator in Coulomb gauge.

Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations

Multi-objective optimization algorithms aim at finding Pareto-optimal solutions. Recovering Pareto fronts or Pareto sets from a limited number of function evaluations are challenging problems. A popular approach in the case of expensive-to-evaluate functions is to appeal to metamodels. Kriging has been shown efficient as a base for sequential multi-objective optimization, notably through infill sampling criteria balancing exploitation and exploration such as the Expected Hypervolume Improvement. Here we consider Kriging metamodels not only for selecting new points, but as a tool for estimating the whole Pareto front and quantifying how much uncertainty remains on it at any stage of Kriging-based multi-objective optimization algorithms. Our approach relies on the Gaussian process interpretation of Kriging, and bases upon conditional simulations. Using concepts from random set theory, we propose to adapt the Vorob’ev expectation and deviation to capture the variability of the set of non-dominated points. Numerical experiments illustrate the potential of the proposed workflow, and it is shown on examples how Gaussian process simulations and the estimated Vorob’ev deviation can be used to monitor the ability of Kriging-based multi-objective optimization algorithms to accurately learn the Pareto front.

On degeneracy and invariances of random fields paths with applications in Gaussian process modelling

We study pathwise invariances and degeneracies of random fields with motivating applications in Gaussian process modelling. The key idea is that a number of structural properties one may wish to impose a priori on functions boil down to degeneracy properties under well-chosen linear operators. We first show in a second order set-up that almost sure degeneracy of random field paths under some class of linear operators defined in terms of signed measures can be controlled through the two first moments. A special focus is then put on the Gaussian case, where these results are revisited and extended to further linear operators thanks to state-of-the-art representations. Several degeneracy properties are tackled, including random fields with symmetric paths, centred paths, harmonic paths, or sparse paths. The proposed approach delivers a number of promising results and perspectives in Gaussian process modelling. In a first numerical experiment, it is shown that dedicated kernels can be used to infer an axis of symmetry. Our second numerical experiment deals with conditional simulations of a solution to the heat equation, and it is found that adapted kernels notably enable improved predictions of non-linear functionals of the field such as its maximum.

High Performance FPGA-oriented mersenne twister uniform random number generator

Mersenne Twister (MT) uniform random number generators are key cores for hardware acceleration of Monte Carlo simulations. In this work, two different architectures are studied: besides the classical table-based architecture, a different architecture based on a circular buffer and especially targeting FPGAs is proposed. A 30% performance improvement has been obtained when compared to the fastest previous work. The applicability of the proposed MT architectures has been proven in a high performance Gaussian RNG.

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.

Linear latent force models using Gaussian Processes

Purely data-driven approaches for machine learning present difficulties when data are scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to identify and specify all the interactions in the problem at hand (which may not be feasible) and still leave the issue of how to parameterize the system. In this paper, we present a hybrid approach using Gaussian processes and differential equations to combine data-driven modeling with a physical model of the system. We show how different, physically inspired, kernel functions can be developed through sensible, simple, mechanistic assumptions about the underlying system. The versatility of our approach is illustrated with three case studies from motion capture, computational biology, and geostatistics.

Cyclobutadiene automerization and rotation of ethylene: Energetics of the barriers by using Spin-polarized wave functions

Spin-projected spin polarized Møller–Plesset and spin polarized coupled clusters calculations have been made to estimate the cyclobutadiene automerization, the ethylene torsion barriers in their ground state, and the gap between the singlet and triplet states of ethylene. The results have been obtained optimizing the geometries at MP4 and/or CCSD levels, by an extensive Gaussian basis set. A comparative analysis with more complex calculations, up to MP5 and CCSDTQP, together with others from the literature, have also been made, showing the efficacy of using spin-polarized wave functions as a reference wave function for Møller–Plesset and coupled clusters calculations, in such problems.

On ANOVA Decompositions of Kernels and Gaussian Random Field Paths

The FANOVA (or “Sobol’-Hoeffding”) decomposition of multivariate functions has been used for high-dimensional model representation and global sensitivity analysis. When the objective function f has no simple analytic form and is costly to evaluate, computing FANOVA terms may be unaffordable due to numerical integration costs. Several approximate approaches relying on Gaussian random field (GRF) models have been proposed to alleviate these costs, where f is substituted by a (kriging) predictor or by conditional simulations. Here we focus on FANOVA decompositions of GRF sample paths, and we notably introduce an associated kernel decomposition into 4 d 4d terms called KANOVA. An interpretation in terms of tensor product projections is obtained, and it is shown that projected kernels control both the sparsity of GRF sample paths and the dependence structure between FANOVA effects. Applications on simulated data show the relevance of the approach for designing new classes of covariance kernels dedicated to high-dimensional kriging.

Regression with Gaussian processes

The Bayesian analysis of neural networks is difficult because the prior over functions has a complex form, leading to implementations that either make approximations or use Monte Carlo integration techniques. In this paper I investigate the use of Gaussian process priors over functions, which permit the predictive Bayesian analysis to be carried out exactly using matrix operations. The method has been tested on two challenging problems and has produced excellent results.

Gaussian processes for regression

The Bayesian analysis of neural networks is difficult because a simple prior over weights implies a complex prior distribution over functions. In this paper we investigate the use of Gaussian process priors over functions, which permit the predictive Bayesian analysis for fixed values of hyperparameters to be carried out exactly using matrix operations. Two methods, using optimization and averaging (via Hybrid Monte Carlo) over hyperparameters have been tested on a number of challenging problems and have produced excellent results.

Regression with input-dependent noise: A Gaussian process treatment

Gaussian processes provide natural non-parametric prior distributions over regression functions. In this paper we consider regression problems where there is noise on the output, and the variance of the noise depends on the inputs. If we assume that the noise is a smooth function of the inputs, then it is natural to model the noise variance using a second Gaussian process, in addition to the Gaussian process governing the noise-free output value. We show that prior uncertainty about the parameters controlling both processes can be handled and that the posterior distribution of the noise rate can be sampled from using Markov chain Monte Carlo methods. Our results on a synthetic data set give a posterior noise variance that well-approximates the true variance.