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Gauges, loops, and polynomials for partition functions of graphical models

Graphical models represent multivariate and generally not normalized probability distributions. Computing the normalization factor, called the partition function, is the main inference challenge relevant to multiple statistical and optimization applications. The problem is #P-hard that is of an exponential complexity with respect to the number of variables. Here, aimed at approximating the partition function, we consider multi-graph models where binary variables and multivariable factors are associated with edges and nodes, respectively, of an undirected multi-graph. We suggest a new methodology for analysis and computations that combines the Gauge function technique from Chertkov and Chernyak with the technique developed in Anari and Oveis Gharan 2017 arXiv:1702.02937; Gurvits 2011 arXiv:1106.2844; Straszak and Vishnoi 2017 55th Annual Allerton Conf. on Communication, Control, and Computing, based on the recent progress in the field of real stable polynomials. We show that the Gauge function, representing a single-out term in a finite sum expression for the partition function which achieves extremum at the so-called belief-propagation gauge, has a natural polynomial representation in terms of gauges/variables associated with edges of the multi-graph. Moreover, Gauge function can be used to recover the partition function through a sequence of transformations allowing appealing algebraic and graphical interpretations. Algebraically, one step in the sequence consists of the application of a differential operator over gauges associated with an edge. Graphically, the sequence is interpreted as a repetitive elimination/contraction of edges resulting in multi-graph models on decreasing in size (number of edges) graphs with the same partition function as in the original multi-graph model. Even though the complexity of computing factors in the sequence of the derived multi-graph models and respective Gauge functions grow exponentially with the number of eliminated edges, polynomials associated with the new factors remain bi-stable if the original factors have this property. Moreover, we show that BP estimations in the sequence do not decrease, each low-bounding the partition function.

97 MATHEMATICS AND COMPUTING↗

Highlighting the Impact of Yaw Control by Parsing Atmospheric Conditions Based on Total Variation: Preprint

Identification of atmospheric conditions within a multivariate atmospheric dataset is a necessary step in the validation of wind plant control strategies. Most often, operating conditions are characterized in terms of aggregated observations and assume that the atmosphere is 'quasi-steady'. Aggregation of observations without regard to covariance between time series discounts the dynamical nature of the atmosphere and is not sufficiently representative of wind plant operating conditions. Identification and characterization of continuous time periods with atmospheric conditions that have a high value for analysis or simulation sets the stage for more advanced model validation and the development of real-time control and operation strategies. Controlling observational data for statistical stationarity highlights significant enhancements to the power production of waked turbines under wake steering wind plant control. Considering the combined energy ratio of the turbine to which yaw offsets are prescribed as well as the waked turbine show only moderate improvements when filtering for total validation. The same quality control that highlights wake steering also serves to underpin the off-nominal operation of the controlled turbine.

17 WIND ENERGY↗

Measurement of the Inclusive $t\bar{t}$ Production Cross Section in $p\bar{p}$ Collisions at $\sqrt{s}=1.96$ TeV and Determination of the Top Quark Pole Mass

The inclusive cross section of top quark-antiquark pairs produced in pp¯ collisions at s=1.96 TeV is measured in the lepton+jets and dilepton decay channels. The data sample corresponds to 9.7 fb-1 of integrated luminosity recorded with the D0 detector during Run II of the Fermilab Tevatron Collider. Employing multivariate analysis techniques we measure the cross section in the two decay channels and we perform a combined cross section measurement. For a top quark mass of 172.5 GeV, we measure a combined inclusive top quark-antiquark pair production cross section of σtt¯=7.26±0.13(stat)-0.50+0.57(syst) pb which is consistent with standard model predictions. We also perform a likelihood fit to the measured and predicted top quark mass dependence of the inclusive cross section, which yields a measurement of the pole mass of the top quark. The extracted value is mt=172.8±1.1(theo)-3.1+3.3(exp) GeV.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Observation of Single Top Quark Production in Association with a Z Boson in Proton-Proton Collisions at s =13 TeV

The observation of single top quark production in association with a Z boson and a quark (tZq) is reported. Events from proton-proton collisions at a center-of-mass energy of 13 TeV containing three charged leptons (either electrons or muons) and at least two jets are analyzed. The data were collected with the CMS detector in 2016 and 2017 and correspond to an integrated luminosity of 77.4fb-1. The increased integrated luminosity, a multivariate lepton identification, and a redesigned analysis strategy improve significantly the sensitivity of the analysis compared to previous searches for tZq production. The tZq signal is observed with a significance well over 5 standard deviations. The measured tZq production cross section is σ(pp→tZq→t?+?-q)=111±13(stat)-9+11(syst) fb, for dilepton invariant masses above 30 GeV, in agreement with the standard model expectation. © 2019 CERN.

60 APPLIED LIFE SCIENCES↗

Detecting outliers in streaming time series data from ARM distributed sensors

The Atmospheric Radiation Measurement (ARM) Data Center at ORNL collects data from a number of permanent and mobile facilities around the globe. The data is then ingested to create high level scientific products. High frequency streaming measurements from sensors and radar instruments at ARM sites require high degree of accuracy to enable rigorous study of atmospheric processes. Outliers in collected data are common due to instrument failure or extreme weather events. Thus, it is critical to identify and flag them. We employed multiple univariate, multivariate and time series techniques for outlier detection methods and studied their effectiveness. First, we examined Pearson correlation coefficient which is used to measure the pairwise correlations between variables. Singular Spectrum Analysis (SSA) was applied to detect outliers by removing the anticipated annual and seasonal cycles from the signal to accentuate anomalies. K-means was applied for multivariate examination of data from collection of sensors to identify any deviation from expected and known patterns and identify abnormal observation. The Pearson correlation coefficient, SSA and K-means methods were later combined together in a framework to detect outliers through a range of checks. We applied the developed method to data from meteorological sensors at ARM Southern Great Plains site and validated against existing database of known data quality issues.

Lu, Yuping↗

Latent Neural ODE for Integrating Multi-Timescale Measurements in Smart Distribution Grids

Under a smart grid paradigm, there has been an increase in sensor installations to enhance situational awareness. The measurements from these sensors can be leveraged for real-time monitoring, control, and protection. However, these measurements are typically irregularly sampled. These measure-ments may also be intermittent due to communication bandwidth limitations. To tackle this problem, this paper proposes a novel latent neural ordinary differential equations (LODE) approach to aggregate the unevenly sampled multivariate time-series measurements. The proposed approach is flexible in performing both imputations and predictions while being computationally efficient. Simulation results on IEEE 37 bus test systems illustrate the efficiency of the proposed approach.

multi time-scale measurements↗

Absorptive Weak Plume Detection on Gaussian and Non-Gaussian Background Clutter

For additive signals on Gaussian clutter, the optimal detector is a linear matched filter that is adapted to the known signal and the covariance of the background. This adaptive matched filter is widely used for gas-phase plume detection, even though the effect of the plume on the background is not strictly additive. Here, a derivation of the matched filter for a strictly absorptive plume produces, in the weak plume limit, a quadratic filter. This quadratic matched filter is extended in two ways: an elliptically-contoured multivariate t distribution is used to generalize the Gaussian background clutter, and a generalized likelihood ratio test detector is derived to extend applicability to stronger plumes. In addition to detectors whose purpose is to identify presence versus absence of a plume, expressions are also derived for estimating plume strength. The performance of these various detectors is evaluated by implanting simulated plume into background images that are either real hyperspectral images or simulated images based on different (Gaussian, multivariate t, and lognormal) clutter distributions.

79 ASTRONOMY AND ASTROPHYSICS↗

Transfer Learning-Based Independent Component Analysis

Understanding the underlying component structure is crucial for multivariate signal analysis. Among all the techniques that try to learn the latent structure, independent component analysis (ICA) is one of the most important and popular methods, which aims to extract independent components from multivariate signals and enables further analysis. For example, in electroencephalogram (EEG) analysis, artifacts filtering and disease detection are conducted based on the independent components of the signals. One critical challenge in existing ICA approaches is that the component extraction accuracy may degrade when the available data of a unit are limited. To address this issue, this paper proposes a transfer learning-based ICA method by innovatively transferring component distribution from a source domain, so that accurate component extraction results can be achieved even when only limited data are available in the target domain. To the best of our knowledge, this is the first work that leverages transfer learning to improve ICA accuracy with limited available data. In particular, we first extract all the independent components from the source domain by maximizing the log-likelihood function with a Newton-like method on a smooth manifold. Then for the target domain, the component with the largest negentropy is extracted in each round. To effectively leverage the knowledge from the source domain and to prevent the negative transfer, we try to find a component in the source domain that matches the component we are extracting. The probability density function of the matched component will then be used to improve the component extraction accuracy if such matched component can be found; otherwise, no knowledge will be transferred. Finally, numerical simulations and a case study with electrocardiogram (ECG) data are conducted, showing the effectiveness of the proposed method in transferring knowledge and reducing negative transfer.

42 ENGINEERING↗

Data-Driven Nonlinear Subspace Modeling for Prediction and Control of Molten Iron Quality Indices in Blast Furnace Ironmaking

Blast furnace (BF) in ironmaking is a nonlinear dynamic process with complicated physical-chemical reactions, where multi-phase and multi-field coupling and large time delay occur during its operation. In BF operation, the molten iron temperature (MIT) as well as Si, P and S contents of molten iron are the most essential molten iron quality (MIQ) indices, whose measurement, modeling and control have always been important issues in metallurgic engineering and automation field. This paper develops a novel data-driven nonlinear state space modeling for the prediction and control of multivariate MIQ indices by integrating hybrid modeling and control techniques. First, to improve modeling efficiency, a data-driven hybrid method combining canonical correlation analysis and correlation analysis is proposed to identify the most influential controllable variables as the modeling inputs from multitudinous factors would affect the MIQ indices. Then, a Hammerstein model for the prediction of MIQ indices is established using the LS-SVM based nonlinear subspace identification method. Such a model is further simplified by using piecewise cubic Hermite interpolating polynomial method to fit the complex nonlinear kernel function. Compared to the original Hammerstein model, this simplified model can not only significantly reduce the computational complexity, but also has almost the same reliability and accuracy for a stable prediction of MIQ indices. Last, in order to verify the practicability of the developed model, it is applied in designing a genetic algorithm based nonlinear predictive controller for multivariate MIQ indices by directly taking the established model as a predictor. Industrial experiments show the advantages and effectiveness of the proposed approach.

Blast furnace (BF)↗

Pregnancy outcome after first trimester exposure to domperidone—An observational cohort study

Abstract Aim To assess the teratogenic risk of domperidone by comparing the incidence of major malformation with domperidone to a control. Methods Pregnancy outcome data were obtained for women at two Japanese facilities that provide counseling on drug use during pregnancy between April 1988 and December 2017. The incidence of major malformation was calculated among infants born to women taking domperidone ( n = 519), nonteratogenic drugs (control, n = 1673), or metoclopramide (reference, n = 241) during the first trimester of pregnancy. Using the control group as reference, the crude odds ratio (OR) of the incidence of major malformation in the domperidone and metoclopramide groups was calculated using univariable logistic regression analysis. Adjusted OR was also calculated using multivariable logistic regression analysis adjusted for various other factors. Results The incidence of major malformation was 2.9% (14/485, 95% confidence interval [CI]: 1.6–4.8) in the domperidone group, 1.7% (27/1554, 95%CI: 1.1–2.5) in the control group, and 3.6% (8/224, 95%CI: 1.6–6.9) in the metoclopramide group. The adjusted multivariable logistic regression analysis showed no significant difference in incidence between the control and domperidone groups (adjusted OR: 1.86 [95%CI: 0.73–4.70], p = 0.191) or between the control and metoclopramide groups (adjusted OR: 2.20 [95%CI: 0.69–6.98], p = 0.183). Conclusions This observational cohort study showed that domperidone exposure during the first trimester was not associated with increased risk of major malformation in infants. These results may help alleviate the anxiety of patients who took domperidone during pregnancy.

Hishinuma, Kayoko↗

Learning the Temporal Effect in Infrared Thermal Videos With Long Short-Term Memory for Quality Prediction in Resistance Spot Welding

With the advances of sensing technology, in-situ infrared thermal videos can be collected from Resistance Spot Welding (RSW) processes. Each video records the formulation process of a weld nugget. The nugget evolution creates a “temporal effect” across the frames, which can be leveraged for real-time, nondestructive evaluation (NDE) of the weld quality. Currently, quality prediction with imaging data mainly focuses on optical feature extraction with Convolutional Neural Network (CNN) but does not make the most of such temporal effect. In this study, pixels corresponding to critical locations on the weld nugget surface are extracted from a video to form multivariate time series (MTS). Multivariate Adaptive Regression Splines (MARS) is used in MTS processing to remove noisy signals related to uninformative frames. A Stacked Long Short-Term Memory (LSTM) model is developed to learn from the processed MTS and then predicts weld nugget size and thickness in real-time NDE. Results from a case study on RSW of Boron steel demonstrates the improvement in prediction accuracy and computational time with the proposed method, as compared to CNN-based weld quality prediction.

Guo, Shenghan↗

Evaluation of image guided motion management methods in lung cancer radiotherapy

Purpose: To evaluate the accuracy and reliability of three target localization methods for image guided motion management in lung cancer radiotherapy. Methods: Three online image localization methods, including (1) 2D method based on 2D cone beam (CB) projection images, (2) 3D method using 3D cone beam CT (CBCT) imaging, and (3) 4D method using 4D CBCT imaging, have been evaluated using a moving phantom controlled by (a) 1D theoretical breathing motion curves and (b) 3D target motion patterns obtained from daily treatment of 3 lung cancer patients. While all methods are able to provide target mean position (MP), the 2D and 4D methods can also provide target motion standard deviation (SD) and excursion (EX). For each method, the detected MP/SD/EX values are compared to the analytically calculated actual values to calculate the errors. The MP errors are compared among three methods and the SD/EX errors are compared between the 2D and 4D methods. In the theoretical motion study (a), the dependency of MP/SD/EX error on EX is investigated with EX varying from 2.0 cm to 3.0 cm with an increment step of 0.2 cm. In the patient motion study (b), the dependency of MP error on target sizes (2.0 cm and 3.0 cm), motion patterns (four motions per patient) and EX variations is investigated using multivariant linear regression analysis. Results: In the theoretical motion study (a), the MP detection errors are −0.2 ± 0.2, −1.5 ± 1.1, and −0.2 ± 0.2 mm for 2D, 3D, and 4D methods, respectively. Both the 2D and 4D methods could accurately detect motion pattern EX (error < 1.2 mm) and SD (error < 1.0 mm). In the patient motion study (b), MP detection error vector (mm) with the 2D method (0.7 ± 0.4) is found to be significantly less than with the 3D method (1.7 ± 0.8,p < 0.001) and the 4D method (1.4 ± 1.0, p < 0.001) using paired t-test. However, no significant difference is found between the 4D method and the 3D method. Based on multivariant linear regression analysis, the variances of MP error in SI direction explained by target sizes, motion patterns, and EX variations are 9% with the 2D method, 74.4% with the 3D method, and 27% with the 4D method. The EX/SD detection errors are both < 1.0 mm for the 2D method and < 2.0 mm for the 4D method. Conclusions: The 2D method provides the most accurate MP detection regardless of the motion pattern variations, while its performance is limited by the accuracy of target identification in the projection images. The 3D method causes the largest error in MP determination, and its accuracy significantly depends on target sizes, motion patterns, and EX variations. The 4D method provides moderate MP detection results, while its accuracy relies on a regular motion pattern. In addition, the 2D and 4D methods both provide accurate measurement of the motion SD/EX, providing extra information for motion management.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

TU-G-204-06: Correlation Between Texture Analysis-Based Model Observer and Human Observer in Diagnosis of Ischemic Infarct in Non-Contrast Head CT of Adults

Purpose: To investigate the correlation between texture analysis-based model observer and human observer in the task of diagnosis of ischemic infarct in non-contrast head CT of adults. Methods: Non-contrast head CTs of five patients (2 M, 3 F; 58–83 y) with ischemic infarcts were retro-reconstructed using FBP and Adaptive Statistical Iterative Reconstruction (ASIR) of various levels (10–100%). Six neuro -radiologists reviewed each image and scored image quality for diagnosing acute infarcts by a 9-point Likert scale in a blinded test. These scores were averaged across the observers to produce the average human observer responses. The chief neuro-radiologist placed multiple ROIs over the infarcts. These ROIs were entered into a texture analysis software package. Forty-two features per image, including 11 GLRL, 5 GLCM, 4 GLGM, 9 Laws, and 13 2-D features, were computed and averaged over the images per dataset. The Fisher-coefficient (ratio of between-class variance to in-class variance) was calculated for each feature to identify the most discriminating features from each matrix that separate the different confidence scores most efficiently. The 15 features with the highest Fisher -coefficient were entered into linear multivariate regression for iterative modeling. Results: Multivariate regression analysis resulted in the best prediction model of the confidence scores after three iterations (df=11, F=11.7, p-value<0.0001). The model predicted scores and human observers were highly correlated (R=0.88, R-sq=0.77). The root-mean-square and maximal residual were 0.21 and 0.44, respectively. The residual scatter plot appeared random, symmetric, and unbiased. Conclusion: For diagnosis of ischemic infarct in non-contrast head CT in adults, the predicted image quality scores from texture analysis-based model observer was highly correlated with that of human observers for various noise levels. Texture-based model observer can characterize image quality of low contrast, subtle texture changes in addition to human observers.

60 APPLIED LIFE SCIENCES↗

Iterative Importance Sampling Algorithms for Parameter Estimation

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov chain Monte Carlo (MCMC) is often used for the numerical solution of such problems. An alternative to MCMC is importance sampling, which can exhibit near perfect scaling with the number of cores on high performance computing systems because samples are drawn independently. However, finding a suitable proposal distribution is a challenging task. Several sampling algorithms have been proposed over the past years that take an iterative approach to constructing a proposal distribution. We investigate the applicability of such algorithms by applying them to two realistic and challenging test problems, one in subsurface flow, and one in combustion modeling. More specifically, we implement importance sampling algorithms that iterate over the mean and covariance matrix of Gaussian or multivariate t-proposal distributions. Our implementation leverages massively parallel computers, and we present strategies to initialize the iterations using “coarse” MCMC runs or Gaussian mixture models.

97 MATHEMATICS AND COMPUTING↗

Projective Integral Updates for High-Dimensional Variational Inference

Variational inference is an approximation framework for Bayesian inference that seeks to improve quantified uncertainty in predictions by optimizing a simplified distribution over parameters to stand in for the full posterior. Capturing model variations that remain consistent with training data enables more robust predictions by reducing parameter sensitivity. This work introduces a fixed-point optimization for variational inference that is applicable when every feasible log density can be expressed as a linear combination of functions from a given basis. In such cases, the optimizer becomes a fixed-point of projective integral updates. When the basis spans univariate quadratics in each parameter, the feasible distributions are Gaussian mean-fields and the projective integral updates yield quasi-Newton variational Bayes (QNVB). Other bases and updates are also possible. Since these updates require high-dimensional integration, this work begins by proposing an efficient quasirandom sequence of quadratures for mean-field distributions. Each iterate of the sequence contains two evaluation points that combine to correctly integrate all univariate quadratic functions and, if the mean-field factors are symmetric, all univariate cubics. More importantly, averaging results over short subsequences achieves periodic exactness on a much larger space of multivariate polynomials of quadratic total degree. The corresponding variational updates require four loss evaluations with standard (not second-order) backpropagation to eliminate error terms from over half of all multivariate quadratic basis functions. Furthermore, this integration technique is motivated by first proposing stochastic blocked mean-field quadratures, which may be useful in other contexts. A PyTorch implementation of QNVB allows for better control over model uncertainty during training than competing methods. Experiments demonstrate superior generalizability for multiple learning problems and architectures.

Gaussian mean-field↗

Nomogram for Predicting Postoperative Portal Venous Systemic Thrombosis in Patients with Cirrhosis Undergoing Splenectomy and Esophagogastric Devascularization

Objectives. The aim of the study is to develop a nomogram for predicting postoperative portal venous systemic thrombosis (PVST) in patients with cirrhosis undergoing splenectomy and esophagogastric devascularization. Methods. In total, 195 eligible patients were included. Demographic characteristics were collected, and the results of perioperative routine laboratory investigations and ultrasound examinations were also recorded. Blood cell morphological traits, including the red cell volume distribution width (RDW), mean platelet volume, and platelet distribution width, were identified. Univariate and multivariate logistic regressions were implemented for risk factor filtration, and an integrated nomogram was generated and then validated using the bootstrap method. Results. A color Doppler abdominal ultrasound examination on a postoperative day (POD) 7 (38.97%) revealed that 76 patients had PVST. The results of the multivariate logistic regression suggested that a higher RDW on POD3 (RDW3) (odds ratio (OR): 1.188, 95% confidence interval (CI): 1.073–1.326), wider portal vein diameter (OR: 1.387, 95% CI: 1.203–1.642), history of variceal hemorrhage (OR: 3.407, 95% CI: 1.670–7.220), and longer spleen length (OR: 1.015, 95% CI: 1.001–1.029) were independent risk parameters for postoperative PVST. Moreover, the nomogram integrating these four parameters exhibited considerable capability in PVST forecasting. The nomogram’s receiver operating characteristic curve reached 0.83 and achieved a sensitivity and specificity of 0.711 and 0.848, respectively, at its cutoff. The nomogram’s calibration curve demonstrated that it was well calibrated. Conclusion. The nomogram exhibited excellent performance in PVST prediction and might assist surgeons in identifying vulnerable patients and administering timely prophylaxis.

Chen, Miao↗

qFeature

This package contains statistical routines for extracting features from multivariate time-series data which can then be used for subsequent multivariate statistical analysis to identify patterns and anomalous behavior. It calculates local linear or quadratic regression model fits to moving windows for each series and then summarizes the model coefficients across user-defined time intervals for each series. These methods are domain agnostic-but they have been successfully applied to a variety of domains, including commercial aviation and electric power grid data.

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