Stochastic algorithms for self-adaptive filtering and prediction
Self-adaptive solution to problem of optimal filtering, prediction, and smoothing of stochastic signals imbedded in random noise
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Self-adaptive solution to problem of optimal filtering, prediction, and smoothing of stochastic signals imbedded in random noise
Human performance in visual detection, discrimination, identification, and search tasks typically improves with practice. Psychophysical studies suggest that perceptual learning is mediated by an enhancement in the coding of the signal, and physiological studies suggest that it might be related to the plasticity in the weighting or selection of sensory units coding task relevant information (learning through attention optimization). We propose an experimental paradigm (optimal perceptual learning paradigm) to systematically study the dynamics of perceptual learning in humans by allowing comparisons to that of an optimal Bayesian algorithm and a number of suboptimal learning models. We measured improvement in human localization (eight-alternative forced-choice with feedback) performance of a target randomly sampled from four elongated Gaussian targets with different orientations and polarities and kept as a target for a block of four trials. The results suggest that the human perceptual learning can occur within a lapse of four trials (<1 min) but that human learning is slower and incomplete with respect to the optimal algorithm (23.3% reduction in human efficiency from the 1st-to-4th learning trials). The greatest improvement in human performance, occurring from the 1st-to-2nd learning trial, was also present in the optimal observer, and, thus reflects a property inherent to the visual task and not a property particular to the human perceptual learning mechanism. One notable source of human inefficiency is that, unlike the ideal observer, human learning relies more heavily on previous decisions than on the provided feedback, resulting in no human learning on trials following a previous incorrect localization decision. Finally, the proposed theory and paradigm provide a flexible framework for future studies to evaluate the optimality of human learning of other visual cues and/or sensory modalities.
Scanning transmission electron microscopy (STEM) is an extremely versatile method for studying materials on the atomic scale. Many STEM experiments are supported or validated with electron scattering simulations. However, using the conventional multislice algorithm to perform these simulations can require extremely large calculation times, particularly for experiments with millions of probe positions as each probe position must be simulated independently. Recently, the plane-wave reciprocal-space interpolated scattering matrix (PRISM) algorithm was developed to reduce calculation times for large STEM simulations. Here, we introduce a new method for STEM simulation: partitioning of the STEM probe into “beamlets,” given by a natural neighbor interpolation of the parent beams. This idea is compatible with PRISM simulations and can lead to even larger improvements in simulation time, as well requiring significantly less computer random access memory (RAM). We have performed various simulations to demonstrate the advantages and disadvantages of partitioned PRISM STEM simulations. We find that this new algorithm is particularly useful for 4D-STEM simulations of large fields of view. We also provide a reference implementation of the multislice, PRISM, and partitioned PRISM algorithms.
Many data-driven planning methods are trained on data generated by planners. It is well known that many statistical learning methods are sensitive to sampling bias, and yet there has been little or no attention to planning as a sampling method and its role in introducing sampling bias into planner-generated training data. Recently, it has been demonstrated that A**,* in the presence of problems with variable heuristic error, prefers some solutions over other equally cost-optimal solutions. But, as we discuss in this paper, mitigation may not be as simple as resolving arbitrary tie-breaking by sampling from ties uniformly at random. In this paper, we formalize an intuition of planning bias. We focus on problems which output a single solution. Diverse planning only complicates the problem by generalizing it to bias in the set of sets; we show how it is subject to bias in the single solution. We make some useful observations about deterministic algorithms in contrast to non-deterministic algorithms. We explain how information entropy may be a good way to measure planning bias, and discuss some issues in evaluating practical approaches to measurement. We address the intuition that uniform random tiebreaking should mitigate bias; and sketch a novel approach to constructing an appropriate random distribution for duplicate detection during forward search for unbiased A*. Finally, we suggest directions for future work.
Remote sensing of earth terrain is examined. The layered random medium model is used to investigate the fully polarimetric scattering of electromagnetic waves from vegetation. The model is used to interpret the measured data for vegetation fields such as rice, wheat, or soybean over water or soil. Accurate calibration of polarimetric radar systems is essential for the polarimetric remote sensing of earth terrain. A polarimetric calibration algorithm using three arbitrary in-scene reflectors is developed. In the interpretation of active and passive microwave remote sensing data from the earth terrain, the random medium model was shown to be quite successful. A multivariate K-distribution is proposed to model the statistics of fully polarimetric radar returns from earth terrain. In the terrain cover classification using the synthetic aperture radar (SAR) images, the applications of the K-distribution model will provide better performance than the conventional Gaussian classifiers. The layered random medium model is used to study the polarimetric response of sea ice. Supervised and unsupervised classification procedures are also developed and applied to synthetic aperture radar polarimetric images in order to identify their various earth terrain components for more than two classes. These classification procedures were applied to San Francisco Bay and Traverse City SAR images.
Beginning in 1997, the Merged Precipitation Group at NASA Goddard has distributed gridded global precipitation products built by combining satellite and surface gauge data. This started with the Global Precipitation Climatology Project (GPCP), then the Tropical Rainfall Measuring Mission (TRMM) Multi-satellite Precipitation Analysis (TMPA), and recently the Integrated Multi-satellitE Retrievals for the Global Precipitation Measurement (GPM) mission (IMERG). This 20+-year (and on-going) activity has yielded an important set of insights and lessons learned for making state-of-the-art precipitation data accessible to the diverse communities of users. Merged-data products critically depend on the input sensors and the retrieval algorithms providing accurate, reliable estimates, but it is also important to provide ancillary information that helps users determine suitability for their application. We typically provide fields of estimated random error, and recently reintroduced the quality index concept at user request. Also at user request we have added a (diagnostic) field of estimated precipitation phase. Over time, increasingly more ancillary fields have been introduced for intermediate products that give expert users insight into the detailed performance of the combination algorithm, such as individual merged microwave and microwave-calibrated infrared estimates, the contributing microwave sensor types, and the relative influence of the infrared estimate.
Inverter-based resources (IBRs) such as photovoltaics (PVs), wind turbines, and battery energy storage systems (BESSs) are widely deployed in low-carbon power systems. However, these resources typically do not provide the inertia needed for grid stability, resulting in a low-inertia power system. IBRs and lack of inertia have been known to cause anomalies such as waveform distortions and wideband oscillations in power systems due to the limited inertia level, leading to increased generation trips and load shedding. Here, to achieve effective anomaly identification, this paper proposes a synchro-waveform-based algorithm utilizing real-time synchronized voltage waveform measurements from waveform measurement units (WMUs). In the proposed method, different physical characteristics, as well as statistical features, are extracted from synchronized voltage waveform measurements to filter anomalies. Then, the anomaly identification approach based on the random forest is developed and deployed into the FNET/GridEye system considering trade-offs among accuracy, computational burden, and deployment cost. Moreover, four WMUs are specially designed and deployed on Kauai Island to receive instantaneous synchronized voltage waveform measurements. To verify the performance of the proposed algorithm, different experiments are carried out with collected field test data. The result demonstrates that the performance of the proposed synchro-waveform-based anomaly categorization algorithm can accurately identify anomalies 95.35% of the time, which has comparable performance among benchmarking algorithms.
We investigate the potential of machine learning (ML) methods to model small-scale galaxy clustering for constraining Halo Occupation Distribution (HOD) parameters. Our analysis reveals that while many ML algorithms report good statistical fits, they often yield likelihood contours that are significantly biased in both mean values and variances relative to the true model parameters. This highlights the importance of careful data processing and algorithm selection in ML applications for galaxy clustering, as even seemingly robust methods can lead to biased results if not applied correctly. ML tools offer a promising approach to exploring the HOD parameter space with significantly reduced computational costs compared to traditional brute-force methods if their robustness is established. Using our ANN-based pipeline, we successfully recreate some standard results from recent literature. Properly restricting the HOD parameter space, transforming the training data, and carefully selecting ML algorithms are essential for achieving unbiased and robust predictions. Among the methods tested, artificial neural networks (ANNs) outperform random forests (RF) and ridge regression in predicting clustering statistics, when the HOD prior space is appropriately restricted. We demonstrate these findings using the projected two-point correlation function (w p (r p )), angular multipoles of the correlation function (ξ ℓ (r)), and the void probability function (VPF) of Luminous Red Galaxies from Dark Energy Spectroscopic Instrument mocks. Our results show that while combining w p (r p ) and VPF improves parameter constraints, adding the multipoles ξ 0 , ξ 2 , and ξ 4 to w p (r p ) does not significantly improve the constraints.
The frequency response function (FRF) is an essential means by which dynamic systems are qualified. In recent years, local modeling approaches have been extensively researched and shown to significantly outperform traditional FRF estimators. However, the standard local modeling approach assumes a perfectly-known system input, which results in biased FRF estimates in the presence of input noise. This paper derives a simple adjustment that can be used to improve FRF estimation for systems subjected to random excitation with noisy input data. This improvement can be implemented with little modification to standard local modeling algorithms and with little additional computational burden. The adjustment is coupled with a model selection procedure to avoid underfitting and overfitting. In conclusion, the methods presented in this paper are validated on a simulation, and they are shown to reduce bias due to input noise.
Evidence is mounting that the effectiveness of using prescribed burns as a management tactic may be diminishing due to the higher incidence of wildfire re-burns. The development of predictive models of re-burns is thus essential to better understand their primary drivers so that forest management practices can be updated to account for these events. First, we assess the potential for human activity as a driver of re-burns by evaluating re-burn trends both within and outside of the wildland–urban interface (WUI) of the western US. Next, we investigate the predictability of re-burns through the application of both random forest and the explanatory machine learning non-negative matrix factorization using k-means clustering (NMFk) algorithms to predict re-burn occurrence over California based on a number of climate factors. Our findings indicate that while most states showed increasing trends within the WUI when trends were conducted over longer moving windows (e.g. 20 years), California was the only state where the rate of increase was consistently higher in the WUI, indicating a stronger potential for human activity as a driver in that location. Furthermore, we find model performance was found to be robust over most of California (Testing F1 scores = 0.688), although results were highly variable based on EPA level III Ecoregion (F1 scores = 0.0–0.778). Insights provided from this study will lead to a better understanding of climate and human activity drivers of re-burns and how these vary at broad spatial scales so that improvements in forest management practices can be tuned according to the level of change that is expected for a given region.
Object density reconstruction from projections containing scattered radiation and noise is of critical importance in many applications. Existing scatter correction and density reconstruction methods may not provide the high accuracy needed in many applications and can break down in the presence of unmodeled or anomalous scatter and other experimental artifacts. Incorporating machine-learning models could prove beneficial for accurate density reconstruction, particularly in dynamic imaging, where the time evolution of the density fields could be captured by partial differential equations or by learning from hydrodynamics simulations. In this work, we demonstrate the ability of learned deep neural networks to perform artifact removal in noisy density reconstructions, where the noise is imperfectly characterized. Here, we use a Wasserstein generative adversarial network (WGAN), where the generator serves as a denoiser that removes artifacts in densities obtained from traditional reconstruction algorithms. We train the networks from large density time-series datasets, with noise simulated according to parametric random distributions that may mimic noise in experiments. The WGAN is trained with noisy density frames as generator inputs, to match the generator outputs to the distribution of clean densities (time series) from simulations. A supervised loss is also included in the training, which leads to an improved density restoration performance. In addition, we employ physics-based constraints such as mass conservation during the network training and application to further enable highly accurate density reconstructions. Our preliminary numerical results show that the models trained in our frameworks can remove significant portions of unknown noise in density time-series data.
GridSTAGE (Spatio-Temporal Adversarial scenario GEneration) is a framework for the simulation of adversarial scenarios and the generation of multivariate spatio-temporal data in cyber-physical systems. GridSTAGE is developed based on Matlab and leverages Power System Toolbox (PST) where the evolution of the power network is governed by nonlinear differential equations. Using GridSTAGE, one can create several event scenarios that correspond to several operating states of the power network by enabling or disabling any of the following: faults, AGC control, PSS control, exciter control, load changes, generation changes, and different types of cyber-attacks. Standard IEEE bus system data is used to define the power system environment. GridSTAGE emulates the data from PMU and SCADA sensors. The rate of frequency and location of the sensors can be adjusted as well. Detailed instructions on generating data scenarios with different system topologies, attack characteristics, load characteristics, sensor configuration, control parameters are available in the Github repository - https://github.com/pnnl/GridSTAGE. There is no existing adversarial data-generation framework that can incorporate several attack characteristics and yield adversarial PMU data. The GridSTAGE framework currently supports simulation of False Data Injection attacks (such as a ramp, step, random, trapezoidal, multiplicative, replay, freezing) and Denial of Service attacks (such as time-delay, packet-loss) on PMU data. Furthermore, it supports generating spatio-temporal time-series data corresponding to several random load changes across the network or corresponding to several generation changes. A Koopman mode decomposition (KMD) based algorithm to detect and identify the false data attacks in real-time is proposed in https://ieeexplore.ieee.org/document/9303022. Machine learning-based predictive models are developed to capture the dynamics of the underlying power system with a high level of accuracy under various operating conditions for IEEE 68 bus system. The corresponding machine learning models are available at https://github.com/pnnl/grid_prediction.
A digital computer program for the Fourier analysis of discrete time data is described. The program was designed to handle multiple channels of digitized data on general purpose computer systems. It is written, primarily, in a version of FORTRAN 2 currently in use on CDC 6000 series computers. Some small portions are written in CDC COMPASS, an assembler level code. However, functional descriptions of these portions are provided so that the program may be adapted for use on any facility possessing a FORTRAN compiler and random-access capability. Properly formatted digital data are windowed and analyzed by means of a fast Fourier transform algorithm to generate the following functions: (1) auto and/or cross power spectra, (2) autocorrelations and/or cross correlations, (3) Fourier coefficients, (4) coherence functions, (5) transfer functions, and (6) histograms.
This paper presents a robust control design methodology based on the estimation of the first two order moments of the random variables and processes that describe the controlled response. Synthesis is performed by solving an multi-objective optimization problem where stability and performance requirements in time- and frequency domains are integrated. The use of the first two order moments allows for the efficient estimation of the cost function thus for a faster synthesis algorithm. While reliability requirements are taken into account by using bounds to failure probabilities, requirements related to undesirable variability are implemented by quantifying the concentration of the random outcome about a deterministic target. The Hammersley Sequence Sampling and the First- and Second-Moment- Second-Order approximations are used to estimate the moments, whose accuracy and associated computational complexity are compared numerically. Examples using output-feedback and full-state feedback with state estimation are used to demonstrate the ideas proposed.
To draw inferences about gamma-ray burst (GRB) source populations based on Swift observations, it is essential to understand the detection efficiency of the Swift burst alert telescope (BAT). This study considers the problem of modeling the Swift BAT triggering algorithm for long GRBs, a computationally expensive procedure, and models it using machine learning algorithms. A large sample of simulated GRBs from Lien et al. (2014) is used to train various models: random forests, boosted decision trees (with AdaBoost), support vector machines, and artificial neural networks. The best models have accuracies of approximately greater than 97% (approximately less than 3% error), which is a significant improvement on a cut in GRB flux which has an accuracy of 89:6% (10:4% error). These models are then used to measure the detection efficiency of Swift as a function of redshift z, which is used to perform Bayesian parameter estimation on the GRB rate distribution. We find a local GRB rate density of eta(sub 0) approximately 0.48(+0.41/-0.23) Gpc(exp -3) yr(exp -1) with power-law indices of eta(sub 1) approximately 1.7(+0.6/-0.5) and eta(sub 2) approximately -5.9(+5.7/-0.1) for GRBs above and below a break point of z(sub 1) approximately 6.8(+2.8/-3.2). This methodology is able to improve upon earlier studies by more accurately modeling Swift detection and using this for fully Bayesian model fitting. The code used in this is analysis is publicly available online.
The use of multispectral geostationary satellites to study aquatic ecosystems improves the temporal frequency of observations and mitigates cloud obstruction, but no operational capability presently exists for the coastal and inland waters of the United States. The Advanced Baseline Imager (ABI) on the current iteration of the Geostationary Operational Environmental Satellites, termed the R Series (GOES-R), however, provides sub-hourly imagery and the opportunity to overcome this deficit and to leverage a large repository of existing GOES-R aquatic observations. The fulfillment of this opportunity is assessed herein using a spectrally simplified, two-channel aquatic algorithm consistent with ABI wave bands to estimate the diffuse attenuation coefficient for photosynthetically available radiation, K(d)(PAR). First, an in situ ABI dataset was synthesized using a globally representative dataset of above- and in-water radiometric data products. Values of K(d)(PAR) were estimated by fitting the ratio of the shortest and longest visible wave bands from the in situ ABI dataset to coincident, in situ K(d)(PAR) data products. The algorithm was evaluated based on an iterative cross-validation analysis in which 80% of the dataset was randomly partitioned for fitting and the remaining 20% was used for validation. The iteration producing the median coefficient of determination (R2) value (0.88) resulted in a root mean square difference of 0.319 m−1, or 8.5% of the range in the validation dataset. Second, coincident mid-day images of central and southern California from ABI and from the Moderate Resolution Imaging Spectroradiometer (MODIS) were compared using Google Earth Engine (GEE). GEE default ABI reflectance values were adjusted based on a near infrared signal. Matchups between the ABI and MODIS imagery indicated similar spatial variability (R2 = 0.60) between ABI adjusted blue-to-red reflectance ratio values and MODIS default diffuse attenuation coefficient for spectral downward irradiance at 490 nm, K(d)(490), values. This work demonstrates that if an operational capability to provide- ABI aquatic data products was realized, the spectral configuration of ABI would potentially support a sub-hourly, visible aquatic data product that is applicable to water-mass tracing and physical oceanography research.
A graph is a mathematical representation of a network; we say it consists of a set of vertices, which are connected by edges. Graphs have numerous applications in various fields, as they can model all sorts of connections, processes, or relations. For example, graphs can model intricate transit systems or the human nervous system. However, graphs that are large or complicated become difficult to analyze. This is why there is an increased interest in the area of graph partitioning, reducing the size of the graph into multiple partitions. For example, partitions of a graph representing a social network might help identify clusters of friends or colleagues. Graph partitioning is also a widely used approach to load balancing in parallel computing. The partitioning of a graph is extremely useful to decompose the graph into smaller parts and allow for easier analysis. There are different ways to solve graph partitioning problems. For this work, we focus on a spectral partitioning method which forms a partition based upon the eigenvectors of the graph Laplacian (details presented in Acer, et. al.). This method uses the LOBPCG algorithm to compute these eigenvectors. LOBPCG can be accelerated by an operator called a preconditioner. For this internship, we evaluate a randomized Cholesky (rchol) preconditioner for its effectiveness on graph partitioning problems with LOBPCG. We compare it with two standard preconditioners: Jacobi and Incomplete Cholesky (ichol). This research was conducted from August to December 2021 in conjunction with Sandia National Laboratories.
Parallelized versions of genetic algorithms (GAs) are popular primarily for three reasons: the GA is an inherently parallel algorithm, typical GA applications are very compute intensive, and powerful computing platforms, especially Beowulf-style computing clusters, are becoming more affordable and easier to implement. In addition, the low communication bandwidth required allows the use of inexpensive networking hardware such as standard office ethernet. In this paper we describe a parallel GA and its use in automated high-level circuit design. Genetic algorithms are a type of trial-and-error search technique that are guided by principles of Darwinian evolution. Just as the genetic material of two living organisms can intermix to produce offspring that are better adapted to their environment, GAs expose genetic material, frequently strings of 1s and Os, to the forces of artificial evolution: selection, mutation, recombination, etc. GAs start with a pool of randomly-generated candidate solutions which are then tested and scored with respect to their utility. Solutions are then bred by probabilistically selecting high quality parents and recombining their genetic representations to produce offspring solutions. Offspring are typically subjected to a small amount of random mutation. After a pool of offspring is produced, this process iterates until a satisfactory solution is found or an iteration limit is reached. Genetic algorithms have been applied to a wide variety of problems in many fields, including chemistry, biology, and many engineering disciplines. There are many styles of parallelism used in implementing parallel GAs. One such method is called the master-slave or processor farm approach. In this technique, slave nodes are used solely to compute fitness evaluations (the most time consuming part). The master processor collects fitness scores from the nodes and performs the genetic operators (selection, reproduction, variation, etc.). Because of dependency issues in the GA, it is possible to have idle processors. However, as long as the load at each processing node is similar, the processors are kept busy nearly all of the time. In applying GAs to circuit design, a suitable genetic representation 'is that of a circuit-construction program. We discuss one such circuit-construction programming language and show how evolution can generate useful analog circuit designs. This language has the desirable property that virtually all sets of combinations of primitives result in valid circuit graphs. Our system allows circuit size (number of devices), circuit topology, and device values to be evolved. Using a parallel genetic algorithm and circuit simulation software, we present experimental results as applied to three analog filter and two amplifier design tasks. For example, a figure shows an 85 dB amplifier design evolved by our system, and another figure shows the performance of that circuit (gain and frequency response). In all tasks, our system is able to generate circuits that achieve the target specifications.