Application of regularization methods to damage detection in large scale plane frame structures using incomplete noisy modal data

This paper presents an approach for detecting local damage in large scale frame structures by utilizing regularization methods for ill-posed problems. A direct relationship between the change in stiffness caused by local damage and the measured modal data for the damaged structure is developed, based on the perturbation method for structural dynamic systems. Thus, the measured incomplete modal data can be directly adopted in damage identification without requiring model reduction techniques, and common regularization methods could be effectively employed to solve the developed equations. Damage indicators are appropriately chosen to reflect both the location and severity of local damage in individual components of frame structures such as in brace members and at beam-column joints. The Truncated Singular Value Decomposition solution incorporating the Generalized Cross Validation method is introduced to evaluate the damage indicators for the cases when realistic errors exist in modal data measurements. Results for a 16-story building model structure show that structural damage can be correctly identified at detailed level using only limited information on the measured noisy modal data for the damaged structure.

Iterative regularization methods for ill-posed problems

This Ph.D thesis focuses on iterative regularization methods for regularizing linear and nonlinear ill-posed problems. Regarding linear problems, three new stopping rules for the Conjugate Gradient method applied to the normal equations are proposed and tested in many numerical simulations, including some tomographic images reconstruction problems. Regarding nonlinear problems, convergence and convergence rate results are provided for a Newton-type method with a modified version of Landweber iteration as an inner iteration in a Banach space setting.

Regularization methods for the solution of a nonlinear least-squares problem in tomography

In this work we study a polyenergetic and multimaterial model for the breast image reconstruction in Digital Tomosynthesis, taking into consideration the variety of the materials forming the object and the polyenergetic nature of the X-rays beam. The modelling of the problem leads to the resolution of a high-dimensional nonlinear least-squares problem that, due to its nature of inverse ill-posed problem, needs some kind of regularization. We test two main classes of methods: the Levenberg-Marquardt method (together with the Conjugate Gradient method for the computation of the descent direction) and two limited-memory BFGS-like methods (L-BFGS). We perform some experiments for different values of the regularization parameter (constant or varying at each iteration), tolerances and stop conditions. Finally, we analyse the performance of the several methods comparing relative errors, iterations number, times and the qualities of the reconstructed images.

Infer user interests via link structure regularization

Learning user interests from online social networks helps to better understand user behaviors and provides useful guidance to design user-centric applications. Apart from analyzing users' online content, it is also important to consider users' social connections in the social Web. Graph regularization methods have been widely used in various text mining tasks, which can leverage the graph structure information extracted from data. Previously, graph regularization methods operate under the cluster assumption that nearby nodes are more similar and nodes on the same structure (typically referred to as a cluster or a manifold) are likely to be similar. We argue that learning user interests from complex, sparse, and dynamic social networks should be based on the link structure assumption under which node similarities are evaluated based on the local link structures instead of explicit links between two nodes. We propose a regularization framework based on the relation bipartite graph, which can be constructed from any type of relations. Using Twitter as our case study, we evaluate our proposed framework from social networks built from retweet relations. Both quantitative and qualitative experiments show that our proposed method outperforms a few competitive baselines in learning user interests over a set of predefined topics. It also gives superior results compared to the baselines on retweet prediction and topical authority identification. © 2014 ACM.

Electrical conduction in plasma polymerized thin films of γ-terpinene

Plasma polymerized c-terpinene (pp2GT) thin films are fabricated using RF plasma polymerization. MIM structures are fabricated and using the capacitive structures dielectric properties of the material is studied. The dielectric constant values are found to be in good agreement with those determined from ellipsometric data. At a frequency of 100 kHz, the dielectric constant varies with RF deposition power, from 3.69 (10 W) to 3.24 (75 W). The current density–voltage (J2V) characteristics of pp–GT thin films are investigated as a function of RF deposition power at room temperature to determine the resistivity and DC conduction mechanism of the films. At higher applied voltage region, Schottky conduction is the dominant DC conduction mechanism. The capacitance and the loss tangent are found to be frequency dependent. The conductivity of the pp2GT thin films is found to decrease from 1.39 3 10212 S/cm (10 W) to 1.02 3 10213 S/cm (75 W) and attributed to the change in the chemical composition and structure of the polymer. The breakdown field for pp–GT thin films increases from 1.48 MV/cm (10 W) to 2 MV/cm (75 W). A single broad relaxation peak is observed indicating the contribution of multiple relaxations to the dielectric response for temperature dependent J2V. The distribution of these relaxation times is determined through regularization methods. VC 2015 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2015, 132, 42318.

Extension of TSVM to multi-class and hierarchical text classification problems With general losses

Transductive SVM (TSVM) is a well known semi-supervised large margin learning method for binary text classification. In this paper we extend this method to multi-class and hierarchical classification problems. We point out that the determination of labels of unlabeled examples with fixed classifier weights is a linear programming problem. We devise an efficient technique for solving it. The method is applicable to general loss functions. We demonstrate the value of the new method using large margin loss on a number of multi-class and hierarchical classification datasets. For maxent loss we show empirically that our method is better than expectation regularization/constraint and posterior regularization methods, and competitive with the version of entropy regularization method which uses label constraints.

A MatLAB Based Virtual Phantom for 2D Electrical Impedance Tomography (MatVP2DEIT): Studying the Medical Electrical Impedance Tomography Reconstruction in Computer

Electrical Impedance Tomography (EIT) is a computerized medical imaging technique which reconstructs the electrical impedance images of a domain under test from the boundary voltage-current data measured by an EIT electronic instrumentation using an image reconstruction algorithm. Being a computed tomography technique, EIT injects a constant current to the patient's body through the surface electrodes surrounding the domain to be imaged (Omega) and tries to calculate the spatial distribution of electrical conductivity or resistivity of the closed conducting domain using the potentials developed at the domain boundary (partial derivative Omega). Practical phantoms are essentially required to study, test and calibrate a medical EIT system for certifying the system before applying it on patients for diagnostic imaging. Therefore, the EIT phantoms are essentially required to generate boundary data for studying and assessing the instrumentation and inverse solvers a in EIT. For proper assessment of an inverse solver of a 2D EIT system, a perfect 2D practical phantom is required. As the practical phantoms are the assemblies of the objects with 3D geometries, the developing of a practical 2D-phantom is a great challenge and therefore, the boundary data generated from the practical phantoms with 3D geometry are found inappropriate for assessing a 2D inverse solver. Furthermore, the boundary data errors contributed by the instrumentation are also difficult to separate from the errors developed by the 3D phantoms. Hence, the errorless boundary data are found essential to assess the inverse solver in 2D EIT. In this direction, a MatLAB-based Virtual Phantom for 2D EIT (MatVP2DEIT) is developed to generate accurate boundary data for assessing the 2D-EIT inverse solvers and the image reconstruction accuracy. MatVP2DEIT is a MatLAB-based computer program which simulates a phantom in computer and generates the boundary potential data as the outputs by using the combinations of different phantom parameters as the inputs to the program. Phantom diameter, inhomogeneity geometry (shape, size and position), number of inhomogeneities, applied current magnitude, background resistivity, inhomogeneity resistivity all are set as the phantom variables which are provided as the input parameters to the MatVP2DEIT for simulating different phantom configurations. A constant current injection is simulated at the phantom boundary with different current injection protocols and boundary potential data are calculated. Boundary data sets are generated with different phantom configurations obtained with the different combinations of the phantom variables and the resistivity images are reconstructed using EIDORS. Boundary data of the virtual phantoms, containing inhomogeneities with complex geometries, are also generated for different current injection patterns using MatVP2DEIT and the resistivity imaging is studied. The effect of regularization method on the image reconstruction is also studied with the data generated by MatVP2DEIT. Resistivity images are evaluated by studying the resistivity parameters and contrast parameters estimated from the elemental resistivity profiles of the reconstructed phantom domain. Results show that the MatVP2DEIT generates accurate boundary data for different types of single or multiple objects which are efficient and accurate enough to reconstruct the resistivity images in EIDORS. The spatial resolution studies show that, the resistivity imaging conducted with the boundary data generated by MatVP2DEIT with 2048 elements, can reconstruct two circular inhomogeneities placed with a minimum distance (boundary to boundary) of 2 mm. It is also observed that, in MatVP2DEIT with 2048 elements, the boundary data generated for a phantom with a circular inhomogeneity of a diameter less than 7% of that of the phantom domain can produce resistivity images in EIDORS with a 1968 element mesh. Results also show that the MatVP2DEIT accurately generates the boundary data for neighbouring, opposite reference and trigonometric current patterns which are very suitable for resistivity reconstruction studies. MatVP2DEIT generated data are also found suitable for studying the effect of the different regularization methods on reconstruction process. Comparing the reconstructed image with an original geometry made in MatVP2DEIT, it would be easier to study the resistivity imaging procedures as well as the inverse solver performance. Using the proposed MatVP2DEIT software with modified domains, the cross sectional anatomy of a number of body parts can be simulated in PC and the impedance image reconstruction of human anatomy can be studied.

地震波阻抗反演的迭代正则化算法

Post-stack seismic impedance inversion is the key technology of reservoir prediction and identification. Geophysicists have done a lot of research for the problem, but the developed methods still cannot satisfy practical requirements completely. The results of different inversion methods are different and the results of one method used by different people are different too. The reasons are due to the quality of seismic data, inaccurate wavelet extraction, errors between normal incidence assumption and real situation, and so on. In addition, there are two main influence factors: one is the band-limited property of seismic data; the other is the ill-posed property of impedance inversion. Thus far, the most effective way to solve the band-limited problem is the constrained inversion. And the most effective way to solve ill-posed problems is the regularization method assisted with proper optimization techniques. This thesis systematically introduces the iterative regularization methods and numerical optimization methods for impedance inversion. A regularized restarted conjugate gradient method for solving ill-posed problems in impedance inversion is proposed. Theoretic simulations are made and field data applications are performed. It reveals that the proposed algorithm possesses the superiority to conventional conjugate gradient method. Finally, non-smooth optimization is proposed as the further research direction in seismic impedance inversion according to practical situation.

基于信息重建技术的地震信号处理方法研究

The dissertation addressed the problems of signals reconstruction and data restoration in seismic data processing, which takes the representation methods of signal as the main clue, and take the seismic information reconstruction (signals separation and trace interpolation) as the core. On the natural bases signal representation, I present the ICA fundamentals, algorithms and its original applications to nature earth quake signals separation and survey seismic signals separation. On determinative bases signal representation, the paper proposed seismic dada reconstruction least square inversion regularization methods, sparseness constraints, pre-conditioned conjugate gradient methods, and their applications to seismic de-convolution, Radon transformation, et. al. The core contents are about de-alias uneven seismic data reconstruction algorithm and its application to seismic interpolation. Although the dissertation discussed two cases of signal representation, they can be integrated into one frame, because they both deal with the signals or information restoration, the former reconstructing original signals from mixed signals, the later reconstructing whole data from sparse or irregular data. The goal of them is same to provide pre-processing methods and post-processing method for seismic pre-stack depth migration. ICA can separate the original signals from mixed signals by them, or abstract the basic structure from analyzed data. I surveyed the fundamental, algorithms and applications of ICA. Compared with KL transformation, I proposed the independent components transformation concept (ICT). On basis of the ne-entropy measurement of independence, I implemented the FastICA and improved it by covariance matrix. By analyzing the characteristics of the seismic signals, I introduced ICA into seismic signal processing firstly in Geophysical community, and implemented the noise separation from seismic signal. Synthetic and real data examples show the usability of ICA to seismic signal processing and initial effects are achieved. The application of ICA to separation quake conversion wave from multiple in sedimentary area is made, which demonstrates good effects, so more reasonable interpretation of underground un-continuity is got. The results show the perspective of application of ICA to Geophysical signal processing. By virtue of the relationship between ICA and Blind Deconvolution , I surveyed the seismic blind deconvolution, and discussed the perspective of applying ICA to seismic blind deconvolution with two possible solutions. The relationship of PC A, ICA and wavelet transform is claimed. It is proved that reconstruction of wavelet prototype functions is Lie group representation. By the way, over-sampled wavelet transform is proposed to enhance the seismic data resolution, which is validated by numerical examples. The key of pre-stack depth migration is the regularization of pre-stack seismic data. As a main procedure, seismic interpolation and missing data reconstruction are necessary. Firstly, I review the seismic imaging methods in order to argue the critical effect of regularization. By review of the seismic interpolation algorithms, I acclaim that de-alias uneven data reconstruction is still a challenge. The fundamental of seismic reconstruction is discussed firstly. Then sparseness constraint on least square inversion and preconditioned conjugate gradient solver are studied and implemented. Choosing constraint item with Cauchy distribution, I programmed PCG algorithm and implement sparse seismic deconvolution, high resolution Radon Transformation by PCG, which is prepared for seismic data reconstruction. About seismic interpolation, dealias even data interpolation and uneven data reconstruction are very good respectively, however they can not be combined each other. In this paper, a novel Fourier transform based method and a algorithm have been proposed, which could reconstruct both uneven and alias seismic data. I formulated band-limited data reconstruction as minimum norm least squares inversion problem where an adaptive DFT-weighted norm regularization term is used. The inverse problem is solved by pre-conditional conjugate gradient method, which makes the solutions stable and convergent quickly. Based on the assumption that seismic data are consisted of finite linear events, from sampling theorem, alias events can be attenuated via LS weight predicted linearly from low frequency. Three application issues are discussed on even gap trace interpolation, uneven gap filling, high frequency trace reconstruction from low frequency data trace constrained by few high frequency traces. Both synthetic and real data numerical examples show the proposed method is valid, efficient and applicable. The research is valuable to seismic data regularization and cross well seismic. To meet 3D shot profile depth migration request for data, schemes must be taken to make the data even and fitting the velocity dataset. The methods of this paper are used to interpolate and extrapolate the shot gathers instead of simply embedding zero traces. So, the aperture of migration is enlarged and the migration effect is improved. The results show the effectiveness and the practicability.

Stability Problems in Inverse Diffraction

Inverse diffraction consists in determining the field distribution on a boundary surface from the knowledge of the distribution on a surface situated within the domain where the wave propagates. This problem is a good example for illustrating the use of least-squares methods (also called regularization methods) for solving linear ill-posed inverse problem. We focus on obtaining error bounds For regularized solutions and show that the stability of the restored field far from the boundary surface is quite satisfactory: the error is proportional to ∊(ðŗ‚ ≃ 1) ,ðŗœ being the error in the data (Hölder continuity). However, the error in the restored field on the boundary surface is only proportional to an inverse power of │In∊│ (logarithmic continuity). Such a poor continuity implies some limitations on the resolution which is achievable in practice. In this case, the resolution limit is seen to be about half of the wavelength. Copyright © 1981 by The Institute of Electrical and Electronics Engineers, Inc.

Virtual metrology enabled early stage prediction for enhanced control of multi-stage fabrication processes

Semiconductor fabrication involves several sequential processing steps with the result that critical production variables are often affected by a superposition of affects over multiple steps. In this paper a Virtual Metrology (VM) system for early stage measurement of such variables is presented; the VM system seeks to express the contribution to the output variability that is due to a defined observable part of the production line. The outputs of the processed system may be used for process monitoring and control purposes. A second contribution of this work is the introduction of Elastic Nets, a regularization and variable selection technique for the modelling of highly-correlated datasets, as a technique for the development of VM models. Elastic Nets and the proposed VM system are illustrated using real data from a multi-stage etch process used in the fabrication of disk drive read/write heads. © 2013 IEEE.

Choix de portefeuille de grande taille et mesures de risque pour preneurs de décision pessimistes

Cette thèse de doctorat consiste en trois chapitres qui traitent des sujets de choix de portefeuilles de grande taille, et de mesure de risque. Le premier chapitre traite du problème d’erreur d’estimation dans les portefeuilles de grande taille, et utilise le cadre d'analyse moyenne-variance. Le second chapitre explore l'importance du risque de devise pour les portefeuilles d'actifs domestiques, et étudie les liens entre la stabilité des poids de portefeuille de grande taille et le risque de devise. Pour finir, sous l'hypothèse que le preneur de décision est pessimiste, le troisième chapitre dérive la prime de risque, une mesure du pessimisme, et propose une méthodologie pour estimer les mesures dérivées. Le premier chapitre améliore le choix optimal de portefeuille dans le cadre du principe moyenne-variance de Markowitz (1952). Ceci est motivé par les résultats très décevants obtenus, lorsque la moyenne et la variance sont remplacées par leurs estimations empiriques. Ce problème est amplifié lorsque le nombre d’actifs est grand et que la matrice de covariance empirique est singulière ou presque singulière. Dans ce chapitre, nous examinons quatre techniques de régularisation pour stabiliser l’inverse de la matrice de covariance: le ridge, spectral cut-off, Landweber-Fridman et LARS Lasso. Ces méthodes font chacune intervenir un paramètre d’ajustement, qui doit être sélectionné. La contribution principale de cette partie, est de dériver une méthode basée uniquement sur les données pour sélectionner le paramètre de régularisation de manière optimale, i.e. pour minimiser la perte espérée d’utilité. Précisément, un critère de validation croisée qui prend une même forme pour les quatre méthodes de régularisation est dérivé. Les règles régularisées obtenues sont alors comparées à la règle utilisant directement les données et à la stratégie naïve 1/N, selon leur perte espérée d’utilité et leur ratio de Sharpe. Ces performances sont mesurée dans l’échantillon (in-sample) et hors-échantillon (out-of-sample) en considérant différentes tailles d’échantillon et nombre d’actifs. Des simulations et de l’illustration empirique menées, il ressort principalement que la régularisation de la matrice de covariance améliore de manière significative la règle de Markowitz basée sur les données, et donne de meilleurs résultats que le portefeuille naïf, surtout dans les cas le problème d’erreur d’estimation est très sévère. Dans le second chapitre, nous investiguons dans quelle mesure, les portefeuilles optimaux et stables d'actifs domestiques, peuvent réduire ou éliminer le risque de devise. Pour cela nous utilisons des rendements mensuelles de 48 industries américaines, au cours de la période 1976-2008. Pour résoudre les problèmes d'instabilité inhérents aux portefeuilles de grandes tailles, nous adoptons la méthode de régularisation spectral cut-off. Ceci aboutit à une famille de portefeuilles optimaux et stables, en permettant aux investisseurs de choisir différents pourcentages des composantes principales (ou dégrées de stabilité). Nos tests empiriques sont basés sur un modèle International d'évaluation d'actifs financiers (IAPM). Dans ce modèle, le risque de devise est décomposé en deux facteurs représentant les devises des pays industrialisés d'une part, et celles des pays émergents d'autres part. Nos résultats indiquent que le risque de devise est primé et varie à travers le temps pour les portefeuilles stables de risque minimum. De plus ces stratégies conduisent à une réduction significative de l'exposition au risque de change, tandis que la contribution de la prime risque de change reste en moyenne inchangée. Les poids de portefeuille optimaux sont une alternative aux poids de capitalisation boursière. Par conséquent ce chapitre complète la littérature selon laquelle la prime de risque est importante au niveau de l'industrie et au niveau national dans la plupart des pays. Dans le dernier chapitre, nous dérivons une mesure de la prime de risque pour des préférences dépendent du rang et proposons une mesure du degré de pessimisme, étant donné une fonction de distorsion. Les mesures introduites généralisent la mesure de prime de risque dérivée dans le cadre de la théorie de l'utilité espérée, qui est fréquemment violée aussi bien dans des situations expérimentales que dans des situations réelles. Dans la grande famille des préférences considérées, une attention particulière est accordée à la CVaR (valeur à risque conditionnelle). Cette dernière mesure de risque est de plus en plus utilisée pour la construction de portefeuilles et est préconisée pour compléter la VaR (valeur à risque) utilisée depuis 1996 par le comité de Bâle. De plus, nous fournissons le cadre statistique nécessaire pour faire de l’inférence sur les mesures proposées. Pour finir, les propriétés des estimateurs proposés sont évaluées à travers une étude Monte-Carlo, et une illustration empirique en utilisant les rendements journaliers du marché boursier américain sur de la période 2000-2011.

A variational approach to 3D geometry reconstruction from two or multiple views

[EN] In the last years we have developed some methods for 3D reconstruction. First we began with the problem of reconstructing a 3D scene from a stereoscopic pair of images. We developed some methods based on energy functionals which produce dense disparity maps by preserving discontinuities from image boundaries. Then we passed to the problem of reconstructing a 3D scene from multiple views (more than 2). The method for multiple view reconstruction relies on the method for stereoscopic reconstruction. For every pair of consecutive images we estimate a disparity map and then we apply a robust method that searches for good correspondences through the sequence of images. Recently we have proposed several methods for 3D surface regularization. This is a postprocessing step necessary for smoothing the final surface, which could be afected by noise or mismatch correspondences. These regularization methods are interesting because they use the information from the reconstructing process and not only from the 3D surface. We have tackled all these problems from an energy minimization approach. We investigate the associated Euler-Lagrange equation of the energy functional, and we approach the solution of the underlying partial differential equation (PDE) using a gradient descent method.

Regularisierung und Renormierung in der Quantenfeldtheorie : Resultate aus dem Vergleich konsistenter und praktikabler Methoden

Die Arbeit beginnt mit dem Vergleich spezieller Regularisierungsmethoden in der Quantenfeldtheorie mit dem Verfahren zur störungstheoretischen Konstruktion der S-Matrix nach Epstein und Glaser. Da das Epstein-Glaser-Verfahren selbst als Regularisierungsverfahren verwandt werden kann und darüberhinaus ausschließlich auf physikalisch motivierten Postulaten basiert, liefert dieser Vergleich ein Kriterium für die Zulässigkeit anderer Regularisierungsmethoden. Zusätzlich zur Herausstellung dieser Zulässigkeit resultiert aus dieser Gegenüberstellung als weiteres wesentliches Resultat ein neues, in der Anwendung praktikables sowie konsistentes Regularisierungsverfahren, das modifizierte BPHZ-Verfahren. Dieses wird anhand von Ein-Schleifen-Diagrammen aus der QED (Elektronselbstenergie, Vakuumpolarisation und Vertexkorrektur) demonstriert. Im Gegensatz zur vielverwandten Dimensionalen Regularisierung ist dieses Verfahren uneingeschränkt auch für chirale Theorien anwendbar. Als Beispiel hierfür dient die Berechnung der im Rahmen einer axialen Erweiterung der QED-Lagrangedichte auftretenden U(1)-Anomalie. Auf der Stufe von Mehr-Schleifen-Diagrammen zeigt der Vergleich der Epstein-Glaser-Konstruktion mit dem bekannten BPHZ-Verfahren an mehreren Beispielen aus der Phi^4-Theorie, darunter das sog. Sunrise-Diagramm, daß zu deren Berechnung die nach der Waldformel des BPHZ-Verfahrens zur Regularisierung beitragenden Unterdiagramme auf eine kleinere Klasse eingeschränkt werden können. Dieses Resultat ist gleichfalls für die Praxis der Regularisierung bedeutsam, da es bereits auf der Stufe der zu berücksichtigenden Unterdiagramme zu einer Vereinfachung führt.