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At least 19 records

Gaussian Process Regression under Computational and Epistemic Misspecification

Gaussian process regression is a classical kernel method for function estimation and data interpolation. In large data applications, computational costs can be reduced using low-rank or sparse approximations of the kernel. This paper investigates the effect of such kernel approximations on the interpolation error. We introduce a unified framework to analyze Gaussian process regression under important classes of computational misspecification: Karhunen-Loève expansions that result in low-rank kernel approximations, multiscale wavelet expansions that induce sparsity in the covariance matrix, and finite element representations that induce sparsity in the precision matrix. Furthermore, our theory also accounts for epistemic misspecification in the choice of kernel parameters.

Gaussian process regression↗

Nonstationary Dynamics Data Analysis with Wavelet-SVD Filtering

Nonstationary time-frequency analysis is used for identification and classification of aeroelastic and aeroservoelastic dynamics. Time-frequency multiscale wavelet processing generates discrete energy density distributions. The distributions are processed using the singular value decomposition (SVD). Discrete density functions derived from the SVD generate moments that detect the principal features in the data. The SVD standard basis vectors are applied and then compared with a transformed-SVD, or TSVD, which reduces the number of features into more compact energy density concentrations. Finally, from the feature extraction, wavelet-based modal parameter estimation is applied.

Brenner, Marty↗

Arctic Sea Ice Motion from Wavelet Analysis of Satellite Data

Wavelet analysis of DMSP SSM/I (Special Sensor Microwave/Imager) 85 GHz and 37 GHz radiance data, SMMR (Scanning Multichannel Microwave Radiometer) 37 GHz, and NSCAT (NASA Scatterometer) 13.9 GHZ data can be used to obtain daily sea ice drift information for both the northern and southern polar regions. The derived maps of sea ice drift provide both improved spatial coverage over the existing array of Arctic Ocean buoys and better temporal resolution over techniques utilizing data from satellite synthetic aperture radars (SAR). Examples of derived ice-drift maps in the Arctic illustrate large-scale circulation reversals within a period of a couple weeks. Comparisons with ice displacements derived from buoys show good quantitative agreement. NASA Scatterometer (NSCAT) 13.9 GHZ data have been also used for wavelet analysis to derive sea-ice drift. First, the 40' incidence-angle, sigma-zero (surface roughness) daily map of whole Arctic region with 25 km of pixel size from satellite's 600 km swath has been constructed. Then, the similar wavelet transform procedure to SSM/I data can be applied. Various scales of wavelet transform and threshold have been tested. By overlaying , neighbor filtering, and block-averaging the results of multiscale wavelet transforms, the final sea ice drift vectors are much smooth and representative to the sea ice motion. This wavelet analysis procedure is robust and can make a major contribution to the understanding of ice motion over large areas at relatively high temporal resolutions. The results of wavelet analysis of SSM/I and NSCAT images and buoy data can be merged by some data fusion techniques and will help to improve our current knowledge of sea ice drift and related processes through the data assimilation of ocean-ice numerical model.

Liu, Antony K.↗

Tracking of Ice Edges and Ice Floes by Wavelet Analysis of SAR Images

This paper demonstrates the use of wavelet transforms in the tracking of sequential ice features in the ERS-1 synthetic aperture radar (SAR) imagery, especially in situations where feature correlation techniques fail to yield reasonable results. Examples include the evolution of the St. Lawrence polynya and summer sea ice change in the Beaufort Sea. For the polynya, the evolution of the region of young ice growth surrounding a polynya can be easily tracked by wavelet analysis due to the large backscatter difference between the young and old ice. Also within the polynya, a 2D fast Fourier transform (FFT) is used to identify the extent of the Langmuir circulation region, which is coincident with the wave-agitated frazil ice growth region, where the sea ice experiences its fastest growth. Therefore, the combination of wavelet and FFT analysis of SAR images provides for the large-scale monitoring of different polynya features. For summer ice, previous work shows that this is the most difficult period for ice trackers due to the lack of features on the sea ice cover. The multiscale wavelet analysis shows that this method delineates the detailed floe shapes during this period, so that between consecutive images, the floe translation and rotation can be estimated.

Liu, Antony K.↗

Clustering of inertial particles in turbulent flow through a porous unit cell

We report direct numerical simulation is used to investigate effects of turbulent flow in the confined geometry of a face-centred cubic porous unit cell on the transport, clustering and deposition of fine particles at different Stokes numbers (St = 0.01, 0.1, 0.5, 1, 2) and at a pore Reynolds number of 500. Particles are advanced using one-way coupling and the collision of particles with pore walls is modelled as perfectly elastic with specular reflection. Tools for studying inertial particle dynamics and clustering developed for homogeneous flows are adapted to take into account the embedded, curved geometry of the pore walls. The pattern and dynamics of clustering are investigated using the volume change of Voronoi tesselation in time to analyse the divergence and convergence of the particles. Similar to the case of homogeneous, isotropic turbulence, the cluster formation is present at large volumes, while cluster destruction is prominent at small volumes and these effects are amplified with the Stokes number. However, unlike homogeneous, isotropic turbulence, the formation of a large number of very small volumes was observed at all Stokes numbers and attributed to the collision of particles with the pore wall. Multiscale wavelet analysis of the particle number density indicates that the peak of the energy density spectrum, representative of enhanced particle clustering, shifts towards larger scales with an increase in the Stokes number. Scale-dependent skewness and flatness quantify the intermittent void and cluster distribution, with cluster formation observed at small scales for all Stokes numbers, and void regions at large scales for large Stokes numbers.

42 ENGINEERING↗

SnowPac : a multiscale cubic B-spline wavelet compressor for astronomical images

ABSTRACT As more advanced and complex survey telescopes are developed, the size and scale of data being captured grows at increasing rates. Across various domains, data compression through wavelets has enabled the reduction of data size and increase in computation efficiency. In this paper, we provide qualitative and quantitative tests of a new wavelet-based image compression method compared against the current standard for astronomical images. The analysis is improved by making use of state-of-the-art object detection systems to accurately measure the impact of the compression. We find that a combination of lossy wavelet-based methods, efficient quantization, and lossless dictionary compressors can preserve up to 98 per cent of astronomical objects at a 10:1 compression ratio. This significant reduction in file size also preserves astronomical object properties better than existing methods. These methods help further reduce future workloads for image-heavy processing pipelines.

Pulido, Jesus↗

Demonstration of Wavelet Techniques in the Spectral Analysis of Bypass Transition Data

A number of wavelet-based techniques for the analysis of experimental data are developed and illustrated. A multiscale analysis based on the Mexican hat wavelet is demonstrated as a tool for acquiring physical and quantitative information not obtainable by standard signal analysis methods. Experimental data for the analysis came from simultaneous hot-wire velocity traces in a bypass transition of the boundary layer on a heated flat plate. A pair of traces (two components of velocity) at one location was excerpted. A number of ensemble and conditional statistics related to dominant time scales for energy and momentum transport were calculated. The analysis revealed a lack of energy-dominant time scales inside turbulent spots but identified transport-dominant scales inside spots that account for the largest part of the Reynolds stress. Momentum transport was much more intermittent than were energetic fluctuations. This work is the first step in a continuing study of the spatial evolution of these scale-related statistics, the goal being to apply the multiscale analysis results to improve the modeling of transitional and turbulent industrial flows.

Lewalle, Jacques↗

Windowed and Wavelet Analysis of Marine Stratocumulus Cloud Inhomogeneity

To improve radiative transfer calculations for inhomogeneous clouds, a consistent means of modeling inhomogeneity is needed. One current method of modeling cloud inhomogeneity is through the use of fractal parameters. This method is based on the supposition that cloud inhomogeneity over a large range of scales is related. An analysis technique named wavelet analysis provides a means of studying the multiscale nature of cloud inhomogeneity. In this paper, the authors discuss the analysis and modeling of cloud inhomogeneity through the use of wavelet analysis. Wavelet analysis as well as other windowed analysis techniques are used to study liquid water path (LWP) measurements obtained during the marine stratocumulus phase of the First ISCCP (International Satellite Cloud Climatology Project) Regional Experiment. Statistics obtained using analysis windows, which are translated to span the LWP dataset, are used to study the local (small scale) properties of the cloud field as well as their time dependence. The LWP data are transformed onto an orthogonal wavelet basis that represents the data as a number of times series. Each of these time series lies within a frequency band and has a mean frequency that is half the frequency of the previous band. Wavelet analysis combined with translated analysis windows reveals that the local standard deviation of each frequency band is correlated with the local standard deviation of the other frequency bands. The ratio between the standard deviation of adjacent frequency bands is 0.9 and remains constant with respect to time. This ratio defined as the variance coupling parameter is applicable to all of the frequency bands studied and appears to be related to the slope of the data's power spectrum. Similar analyses are performed on two cloud inhomogeneity models, which use fractal-based concepts to introduce inhomogeneity into a uniform cloud field. The bounded cascade model does this by iteratively redistributing LWP at each scale using the value of the local mean. This model is reformulated into a wavelet multiresolution framework, thereby presenting a number of variants of the bounded cascade model. One variant introduced in this paper is the 'variance coupled model,' which redistributes LWP using the local standard deviation and the variance coupling parameter. While the bounded cascade model provides an elegant two- parameter model for generating cloud inhomogeneity, the multiresolution framework provides more flexibility at the expense of model complexity. Comparisons are made with the results from the LWP data analysis to demonstrate both the strengths and weaknesses of these models.

Gollmer, Steven M.↗

A multiresolution adaptive wavelet method for nonlinear partial differential equations

We report the multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to solve partial differential equations (PDEs) with features evolving on a wide range of spatial and temporal scales. To meet these challenges, we present a multiresolution wavelet algorithm to solve PDEs with significant data compression and explicit error control. We discretize in space by projecting fields and spatial derivative operators onto wavelet basis functions. We provide error estimates for the wavelet representation of fields and their derivatives. Then, our estimates are used to construct a sparse multiresolution discretization which guarantees the prescribed accuracy. Additionally, we embed a predictor-corrector procedure within the temporal integration to dynamically adapt the computational grid and maintain the accuracy of the solution of the PDE as it evolves. We present examples to highlight the accuracy and adaptivity of our approach.

97 MATHEMATICS AND COMPUTING↗

Performance of a Discrete Wavelet Transform for Compressing Plasma Count Data and its Application to the Fast Plasma Investigation on NASA's Magnetospheric Multiscale Mission

Plasma measurements in space are becoming increasingly faster, higher resolution, and distributed over multiple instruments. As raw data generation rates can exceed available data transfer bandwidth, data compression is becoming a critical design component. Data compression has been a staple of imaging instruments for years, but only recently have plasma measurement designers become interested in high performance data compression. Missions will often use a simple lossless compression technique yielding compression ratios of approximately 2:1, however future missions may require compression ratios upwards of 10:1. This study aims to explore how a Discrete Wavelet Transform combined with a Bit Plane Encoder (DWT/BPE), implemented via a CCSDS standard, can be used effectively to compress count information common to plasma measurements to high compression ratios while maintaining little or no compression error. The compression ASIC used for the Fast Plasma Investigation (FPI) on board the Magnetospheric Multiscale mission (MMS) is used for this study. Plasma count data from multiple sources is examined: resampled data from previous missions, randomly generated data from distribution functions, and simulations of expected regimes. These are run through the compression routines with various parameters to yield the greatest possible compression ratio while maintaining little or no error, the latter indicates that fully lossless compression is obtained. Finally, recommendations are made for future missions as to what can be achieved when compressing plasma count data and how best to do so.

Particles↗

Model-Based, Multiscale Self-Tuning Controller Developed for Active Combustion Control

New challenges concerning system health-monitoring and life-extending robust controls for the Ultra-Efficient Engine Technology Project, as well as other advanced engine and power system concepts at NASA and elsewhere, have renewed the control community s interest in smart, model-based methods. In particular, these challenges have further motivated efforts at the NASA Glenn Research Center to exploit the versatility and superiority of the dynamic features extraction of multiscale analysis for controls--such as with "wavelets" and "wavelet filter-banks.' The accomplishments reported herein pertain to the active suppression of combustion instabilities in liquid-fuel combustors via fuel modulation. The fundamentals and initial success of this innovation were reported for a unique demonstration of active combustion control (a research collaboration of NASA Glenn with Pratt & Whitney and the United Technologies Research Center, UTRC). This demonstration, conducted in 2002 at UTRC on the NASA single nozzle rig (SNR) combustor, was the first known suppression of high-frequency instability with a liquid-fueled combustor. The SNR is based on a high-powered military engine combustor that exhibited well-known instabilities.

Le, Dzu K.↗

Multiscale Flow for robust and optimal cosmological analysis

We propose Multiscale Flow, a generative Normalizing Flow that creates samples and models the field-level likelihood of two-dimensional cosmological data such as weak lensing. Multiscale Flow uses hierarchical decomposition of cosmological fields via a wavelet basis and then models different wavelet components separately as Normalizing Flows. The log-likelihood of the original cosmological field can be recovered by summing over the log-likelihood of each wavelet term. This decomposition allows us to separate the information from different scales and identify distribution shifts in the data such as unknown scale-dependent systematics. The resulting likelihood analysis can not only identify these types of systematics, but can also be made optimal, in the sense that the Multiscale Flow can learn the full likelihood at the field without any dimensionality reduction. We apply Multiscale Flow to weak lensing mock datasets for cosmological inference and show that it significantly outperforms traditional summary statistics such as power spectrum and peak counts, as well as machine learning–based summary statistics such as scattering transform and convolutional neural networks. We further show that Multiscale Flow is able to identify distribution shifts not in the training data such as baryonic effects. Finally, we demonstrate that Multiscale Flow can be used to generate realistic samples of weak lensing data.

79 ASTRONOMY AND ASTROPHYSICS↗

Agile Multi-Scale Decompositions for Automatic Image Registration

In recent works, the first and third authors developed an automatic image registration algorithm based on a multiscale hybrid image decomposition with anisotropic shearlets and isotropic wavelets. This prototype showed strong performance, improving robustness over registration with wavelets alone. However, this method imposed a strict hierarchy on the order in which shearlet and wavelet features were used in the registration process, and also involved an unintegrated mixture of MATLAB and C code. In this paper, we introduce a more agile model for generating features, in which a flexible and user-guided mix of shearlet and wavelet features are computed. Compared to the previous prototype, this method introduces a flexibility to the order in which shearlet and wavelet features are used in the registration process. Moreover, the present algorithm is now fully coded in C, making it more efficient and portable than the MATLAB and C prototype. We demonstrate the versatility and computational efficiency of this approach by performing registration experiments with the fully-integrated C algorithm. In particular, meaningful timing studies can now be performed, to give a concrete analysis of the computational costs of the flexible feature extraction. Examples of synthetically warped and real multi-modal images are analyzed.

Science Data Processing↗

Agile Multi-Scale Decompositions for Automatic Image Registration

In recent works, the first and third authors developed an automatic image registration algorithm based on a multiscale hybrid image decomposition with anisotropic shearlets and isotropic wavelets. This prototype showed strong performance, improving robustness over registration with wavelets alone. However, this method imposed a strict hierarchy on the order in which shearlet and wavelet features were used in the registration process, and also involved an unintegrated mixture of MATLAB and C code. In this paper, we introduce a more agile model for generating features, in which a flexible and user-guided mix of shearlet and wavelet features are computed. Compared to the previous prototype, this method introduces a flexibility to the order in which shearlet and wavelet features are used in the registration process. Moreover, the present algorithm is now fully coded in C, making it more efficient and portable than the MATLAB and C prototype. We demonstrate the versatility and computational efficiency of this approach by performing registration experiments with the fully-integrated C algorithm. In particular, meaningful timing studies can now be performed, to give a concrete analysis of the computational costs of the flexible feature extraction. Examples of synthetically warped and real multi-modal images are analyzed.

Science Data Processing↗

Shiftable multiscale transforms

A type of translational invariance, referred to as shiftability, is defined for wavelet transforms. The property of shiftability is first discussed with respect to individual parameters: spatial position, orientation, and scale. The discussion then focuses on transformations that are simultaneously shiftable with respect to subsets of these parameters. It is shown that the critical sampling condition on the wavelet transforms must be relaxed to achieve shiftability. Two example transforms are implemented and applied to several signal and image processing problems.

Simoncelli, Eero P.↗

Entanglement Renormalization for Quantum Field Theories with Discrete Wavelet Transforms

We propose an adaptation of Entanglement Renormalization for quantum field theories that, through the use of discrete wavelet transforms, strongly parallels the tensor network architecture of the Multiscale Entanglement Renormalization Ansatz (a.k.a. MERA). Our approach, called wMERA, has several advantages of over previous attempts to adapt MERA to continuum systems. In particular, (i) wMERA is formulated directly in position space, hence preserving the quasi-locality and sparsity of entanglers; and (ii) it enables a built-in RG flow in the implementation of real-time evolution and in computations of correlation functions, which is key for efficient numerical implementations. As examples, we describe in detail two concrete implementations of our wMERA algorithm for free scalar and fermionic theories in (1+1) spacetime dimensions. Possible avenues for constructing wMERAs for interacting field theories are also discussed.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Recent Advances in Registration, Integration and Fusion of Remotely Sensed Data: Redundant Representations and Frames

In recent years, sophisticated mathematical techniques have been successfully applied to the field of remote sensing to produce significant advances in applications such as registration, integration and fusion of remotely sensed data. Registration, integration and fusion of multiple source imagery are the most important issues when dealing with Earth Science remote sensing data where information from multiple sensors, exhibiting various resolutions, must be integrated. Issues ranging from different sensor geometries, different spectral responses, differing illumination conditions, different seasons, and various amounts of noise need to be dealt with when designing an image registration, integration or fusion method. This tutorial will first define the problems and challenges associated with these applications and then will review some mathematical techniques that have been successfully utilized to solve them. In particular, we will cover topics on geometric multiscale representations, redundant representations and fusion frames, graph operators, diffusion wavelets, as well as spatial-spectral and operator-based data fusion. All the algorithms will be illustrated using remotely sensed data, with an emphasis on current and operational instruments.

Fusion↗

Wavelet analysis introduction and application to radar scattering from water waves

Double-parameter expansions, leading to an instantaneous multiscale analysis, are used to obtain time-frequency graphs from time-series data for interpretation of scatterometer response to sea surface geometry. This method is used to define, as well as possible, one-dimensional signal input (elevation and slope). However, some important fundamental parameters, such as the asymmetric development of short scales in crests and troughs, the long-wave amplitude modulation, the different zero-crossings, and so forth, are easily extracted from the wavelet images.

Chapron, B.↗