Identification of Noise Covariances for Voltage Dynamics Estimation in Microgrids.
Abstract not provided.
Bhujel, Niranjan↗
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Results for “noise covariance estimation”
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Identification of Noise Covariances for Voltage Dynamics Estimation in Microgrids.
Abstract not provided.
Bhujel, Niranjan↗
Evaluation of a generalized least squares algorithm for infrasound beamforming with coherent background noise
Infrasonic signals of interest can occur during periods with persistent, coherent, background noise, which may be natural or anthropogenic. For high signal-to-noise (SNR) ratio transient signals, an ‘overprinting’ of the coherent background may occur, and the signal may still be detected. However, this approach fails for low SNR signals of interest, which may be obscured by coherent noise. An infrasound beamforming method based on generalized least squares (GLS) is investigated for detecting transient signals of interest in the presence of coherent and incoherent background noise. This approach relies on an estimate of the noise covariance, captured in a covariance matrix, to effectively null contributions to the array response from noisy directions of arrival. Synthetic array data is used to investigate the performance of the GLS beamformer compared to the Bartlett beamformer when coherent and incoherent backgrounds are present. Additionally, the effects of array element number and relative strength of the interfering signal on the GLS estimates is investigated. GLS empirical area under the curve estimates suggest that the beamformer can recover coherent power for a signal of interest lower in amplitude than the coherent background, but this effectiveness degrades more quickly with SNR for a four element array compared to a six or eight element infrasound array. Finally, infrasound from the Forensic Surface Experiment, a bolide signal observed at IMS array I37NO, and a volcanic signal recorded at the Alaska Volcano Observatory array ADKI are used to evaluate GLS performance on recorded data. A ten minute window was used to capture the background noise, and the coherent background signal was nulled in all three examples.
58 GEOSCIENCES↗
The parameter-level performance of covariance matrix conditioning in cosmic microwave background data analyses
Empirical estimates of the band power covariance matrix are commonly used in cosmic microwave background (CMB) power spectrum analyses. While this approach easily captures correlations in the data, noise in the resulting covariance estimate can systematically bias the parameter fitting. Conditioning the estimated covariance matrix, by applying prior information on the shape of the eigenvectors, can reduce these biases and ensure the recovery of robust parameter constraints. In this work, we use simulations to benchmark the performance of four different conditioning schemes, motivated by contemporary CMB analyses. The simulated surveys measure the TT, TE, and EE power spectra over the angular multipole range 300 ≤ ℓ ≤ 3500 in Δℓ = 50 wide bins, for temperature map-noise levels of 10, 6.4, and $2\, \mu$K arcmin. We divide the survey data into N real = 30, 50, or 100 uniform subsets. We show the results of different conditioning schemes on the errors in the covariance estimate, and how these uncertainties on the covariance matrix propagate to the best-fitting parameters and parameter uncertainties. The most significant effect we find is an additional scatter in the best-fitting point, beyond what is expected from the data likelihood. For a minimal conditioning strategy, N real = 30, and a temperature map-noise level of 10$\, \mu$K arcmin, we find the uncertainty on the recovered best-fitting parameter to be ×1.3 larger than the apparent posterior width from the likelihood (×1.2 larger than the uncertainty when the true covariance is used). Stronger priors on the covariance matrix reduce the misestimation of parameter uncertainties to $\lt 1{{\ \rm per\ cent}}$. As expected, empirical estimates perform better with higher N real , ameliorating the adverse effects on parameter constraints.
79 ASTRONOMY AND ASTROPHYSICS↗
Bias on tensor-to-scalar ratio inference with estimated covariance matrices
ABSTRACT We investigate simulation-based bandpower covariance matrices commonly used in cosmological parameter inferences such as the estimation of the tensor-to-scalar ratio r. We find that upper limits on r can be biased low by tens of per cent. The underestimation of the upper limit is most severe when the number of simulation realizations is similar to the number of observables. Convergence of the covariance-matrix estimation can require a number of simulations an order of magnitude larger than the number of observables, which could mean $\mathcal {O}(10\ 000)$ simulations. This is found to be caused by an additional scatter in the posterior probability of r due to Monte Carlo noise in the estimated bandpower covariance matrix, in particular, by spurious non-zero off-diagonal elements. We show that matrix conditioning can be a viable mitigation strategy in the case that legitimate covariance assumptions can be made.
79 ASTRONOMY AND ASTROPHYSICS↗
BEYONDPLANCK II. CMB mapmaking through Gibbs sampling
We present a Gibbs sampling solution to the mapmaking problem for cosmic microwave background (CMB) measurements that builds on existing destriping methodology. Gibbs sampling breaks the computationally heavy destriping problem into two separate steps: noise filtering and map binning. Considered as two separate steps, both are computationally much cheaper than solving the combined problem. This provides a huge performance benefit as compared to traditional methods and it allows us, for the first time, to bring the destriping baseline length to a single sample. Here, we applied the Gibbs procedure to simulated Planck 30 GHz data. We find that gaps in the time-ordered data are handled efficiently by filling them in with simulated noise as part of the Gibbs process. The Gibbs procedure yields a chain of map samples, from which we are able to compute the posterior mean as a best-estimate map. The variation in the chain provides information on the correlated residual noise, without the need to construct a full noise covariance matrix. However, if only a single maximum-likelihood frequency map estimate is required, we find that traditional conjugate gradient solvers converge much faster than a Gibbs sampler in terms of the total number of iterations. The conceptual advantages of the Gibbs sampling approach lies in statistically well-defined error propagation and systematic error correction. This methodology thus forms the conceptual basis for the mapmaking algorithm employed in the BEYONDPLANCK framework, which implements the first end-to-end Bayesian analysis pipeline for CMB observations.
79 ASTRONOMY AND ASTROPHYSICS↗
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements
In this paper, we consider a strongly convex stochastic optimization problem and propose three classes of variable sample-size stochastic first-order methods: (i) the standard stochastic gradient descent method, (ii) its accelerated variant, and (iii) the stochastic heavy-ball method. In each scheme, the exact gradients are approximated by averaging across an increasing batch size of sampled gradients. We prove that when the sample size increases at a geometric rate, the generated estimates converge in mean to the optimal solution at an analogous geometric rate for schemes (i)–(iii). Based on this result, we provide central limit statements, whereby it is shown that the rescaled estimation errors converge in distribution to a normal distribution with the associated covariance matrix dependent on the Hessian matrix, the covariance of the gradient noise, and the step length. If the sample size increases at a polynomial rate, we show that the estimation errors decay at a corresponding polynomial rate and establish the associated central limit theorems (CLTs). Under certain conditions, we discuss how both the algorithms and the associated limit theorems may be extended to constrained and nonsmooth regimes. As a result, we provide an avenue to construct confidence regions for the optimal solution based on the established CLTs and test the theoretical findings on a stochastic parameter estimation problem.
Lei, Jinlong↗
Cosmic shear power spectra in practice
Cosmic shear is one of the most powerful probes of Dark Energy, targeted by several current and future galaxy surveys. Lensing shear, however, is only sampled at the positions of galaxies with measured shapes in the catalog, making its associated sky window function one of the most complicated amongst all projected cosmological probes of inhomogeneities, as well as giving rise to inhomogeneous noise. Partly for this reason, cosmic shear analyses have been mostly carried out in real-space, making use of correlation functions, as opposed to Fourier-space power spectra. Since the use of power spectra can yield complementary information and has numerical advantages over real-space pipelines, it is important to develop a complete formalism describing the standard unbiased power spectrum estimators as well as their associated uncertainties. Building on previous work, this paper contains a study of the main complications associated with estimating and interpreting shear power spectra, and presents fast and accurate methods to estimate two key quantities needed for their practical usage: the noise bias and the Gaussian covariance matrix, fully accounting for survey geometry, with some of these results also applicable to other cosmological probes. Here, we demonstrate the performance of these methods by applying them to the latest public data releases of the Hyper Suprime-Cam and the Dark Energy Survey collaborations, quantifying the presence of systematics in our measurements and the validity of the covariance matrix estimate. We make the resulting power spectra, covariance matrices, null tests and all associated data necessary for a full cosmological analysis publicly available.
79 ASTRONOMY AND ASTROPHYSICS↗
Cosmology From CMB Lensing and Delensed EE Power Spectra Using 2019-2020 SPT-3G Polarization Data
From CMB polarization data alone we reconstruct the CMB lensing power spectrum, comparable in overall constraining power to previous temperature-based reconstructions, and an unlensed E -mode power spectrum, with clear detections of the third through tenth acoustic peaks. The observations, taken in 2019 and 2020 with the South Pole Telescope (SPT) and the SPT-3G camera, cover 1500 deg 2 at 95, 150, and 220 GHz with arcminute resolution and roughly 4.9 µ K-arcmin coadded noise in polarization. The power spectrum estimates, together with systematic parameter estimates and a joint covariance matrix, follow from a Bayesian analysis using the Marginal Unbiased Score Expansion (MUSE) method. The E -mode spectrum at ℓ > 2000 and lensing spectrum at L > 350 are the most precise to date. Assuming the ΛCDM model, and using only these SPT data and priors on τ and absolute calibration from Planck, we find H 0 = 66.81 ± 0.81 km/s/Mpc, comparable in precision to the Planck determination and in 5.4 σ tension with the most precise H 0 inference derived via the distance ladder. We also find S 8 ≡ σ 8 (Ω m /0.3) 0.5 = 0.850 ± 0.017, providing further independent evidence of a slight tension with low-redshift structure probes. The ΛCDM model provides a good simultaneous fit to the combined Planck, ACT, and SPT data, and thus passes a powerful test. Combining these CMB datasets with BAO observations, we explore extensions to the ΛCDM model. We find that the effective number of neutrino species, spatial curvature, and primordial helium fraction are consistent with standard model values, and that the 95% confidence upper limit on the neutrino mass sum is 0.075 eV, close to the minimum sum expected from observations of solar and atmospheric neutrino oscillations. The SPT data are consistent with the somewhat weak (< 3 σ ) preference for excess lensing power seen in Planck and ACT data relative to predictions of the ΛCDM model given the combined Planck, ACT, and BAO data sets. Finally, we also detect at greater than 3 σ the influence of non-linear evolution in the CMB lensing power spectrum and discuss it in the context of the S 8 tension. Forthcoming SPT-3G analyses will feature deeper and wider observations in temperature and polarization, providing even tighter constraints and more powerful tests of the ΛCDM model.
79 ASTRONOMY AND ASTROPHYSICS↗
The DESI-Lensing Mock Challenge: large-scale cosmological analysis of 3x2-pt statistics
The current generation of large galaxy surveys will test the cosmological model by combining multiple types of observational probes. Realising the statistical promise of these new datasets requires rigorous attention to all aspects of analysis including cosmological measurements, modelling, covariance and parameter likelihood. In this paper we present the results of an end-to-end simulation study designed to test the analysis pipeline for the combination of the Dark Energy Spectroscopic Instrument (DESI) Year 1 galaxy redshift dataset and separate weak gravitational lensing information from the Kilo-Degree Survey, Dark Energy Survey and Hyper-Suprime-Cam Survey. Our analysis employs the 3x2-pt correlation functions including cosmic shear and galaxy-galaxy lensing, together with the projected correlation function of the spectroscopic DESI lenses. We build realistic simulations of these datasets including galaxy halo occupation distributions, photometric redshift errors, weights, multiplicative shear calibration biases and magnification. We calculate the analytical covariance of these correlation functions including the Gaussian, noise and super-sample contributions, and show that our covariance determination agrees with estimates based on the ensemble of simulations. We use a Bayesian inference platform to demonstrate that we can recover the fiducial cosmological parameters of the simulation within the statistical error margin of the experiment, investigating the sensitivity to scale cuts. This study is the first in a sequence of papers in which we present and validate the large-scale 3x2-pt cosmological analysis of DESI-Y1.
79 ASTRONOMY AND ASTROPHYSICS↗
Noise and error analysis and optimization in particle-based kinetic plasma simulations
In this paper we analyze the noise in macro-particle methods used in plasma physics and fluid dynamics, leading to approaches for minimizing the total error, focusing on electrostatic models in one dimension. We begin by describing kernel density estimation for continuous values of the spatial variable x, expressing the kernel in a form in which its shape and width are represented separately. The covariance matrix of the noise in the density is computed, first for uniform true density. The bandwidth of the covariance matrix C(x,y) is related to the width of the kernel. A feature that stands out is the presence of constant negative terms in the elements of the covariance matrix both on and off-diagonal. These negative correlations are related to the fact that the total number of particles is fixed at each time step; they also lead to the property ∫C(x,y)dy = 0. We investigate the effect of these negative correlations on the electric field computed by Gauss's law, finding that the noise in the electric field is related to a process called the Ornstein-Uhlenbeck bridge, leading to a covariance matrix of the electric field with variance significantly reduced relative to that of a Brownian process. For non-constant density, p(x), still with continuous x, we analyze the total error in the density estimation and discuss it in terms of bias-variance optimization (BVO). For some characteristic length l, determined by the density and its second derivative, and kernel width h, having too few particles within h leads to too much variance; for h that is large relative to l, there is too much smoothing of the density. The optimum between these two limits is found by BVO. For kernels of the same width, it is shown that this optimum (minimum) is weakly sensitive to the kernel shape. Next, we repeat the analysis for x discretized on a grid. In this case the charge deposition rule is determined by a particle shape. An important property to be respected in the discrete system is the exact preservation of total charge on the grid; this property is necessary to ensure that the electric field is equal at both ends, consistent with periodic boundary conditions. We find that if the particle shapes satisfy a partition of unity property, the particle charge deposited on the grid is conserved exactly. Further, if the particle shape is expressed as the convolution of a kernel with another kernel that satisfies the partition of unity, then the particle shape obeys the partition of unity. This property holds for kernels of arbitrary width, including widths that are not integer multiples of the grid spacing. Furthermore, we show results relaxing the approximations used to do BVO optimization analytically, by doing numerical computations of the total error as a function of the kernel width, on a grid in x. The comparison between numerical and analytical results shows good agreement over a range of particle shapes. We discuss the practical implications of our results, including the criteria for design and implementation of computationally efficient particle shapes that take advantage of the developed theory.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Testing the ΛCDM Cosmological Model with Forthcoming Measurements of the Cosmic Microwave Background with SPT-3G
We forecast constraints on cosmological parameters enabled by three surveys conducted with SPT-3G, the third-generation camera on the South Pole Telescope. The surveys cover separate regions of 1500, 2650, and 6000 deg$^{2}$ to different depths, in total observing 25% of the sky. These regions will be measured to white noise levels of roughly 2.5, 9, and 12μK-armin, respectively, in cosmic microwave background (CMB) temperature units at 150 GHz by the end of 2024. The survey also includes measurements at 95 and 220 GHz, which have noise levels a factor of ∼1.2 and 3.5 times higher than 150 GHz, respectively, with each band having a polarization noise level ∼2times higher than the temperature noise. We use a novel approach to obtain the covariance matrices for jointly and optimally estimated gravitational lensing potential band powers and unlensed CMB temperature and polarization band powers. We demonstrate the ability to test the ΛCDM model via the consistency of cosmological parameters constrained independently from SPT-3G and Planck data, and consider the improvement in constraints on ΛCDM extension parameters from a joint analysis of SPT-3G and Planck data. The ΛCDM cosmological parameters are typically constrained with uncertainties up to ∼2 times smaller with SPT-3G data, compared to Planck, with the two data sets measuring significantly different angular scales and polarization levels, providing additional tests of the standard cosmological model.
79 ASTRONOMY AND ASTROPHYSICS↗
Stability of Kuramoto networks subject to large and small fluctuations from heterogeneous and spatially correlated noise
Oscillatory networks subjected to noise are broadly used to model physical and technological systems. Due to their nonlinear coupling, such networks typically have multiple stable and unstable states that a network might visit due to noise. In this article, we focus on the assessment of fluctuations resulting from heterogeneous and spatially correlated noise inputs on Kuramoto model networks. We evaluate the typical, small fluctuations near synchronized states and connect the network variance to the overlap between stable modes of synchronization and the input noise covariance. Going beyond small to large fluctuations, we introduce the indicator mode approximation that projects the dynamics onto a single amplitude dimension. Such an approximation allows for estimating rates of fluctuations to saddle instabilities, resulting in phase slips between connected oscillators. Statistics for both regimes are quantified in terms of effective noise amplitudes that are compared and contrasted for several noise models. In conclusion, bridging the gap between small and large fluctuations, we show that a larger network variance does not necessarily lead to higher rates of large fluctuations.
42 ENGINEERING↗
Dark Energy Survey year 3 results: covariance modelling and its impact on parameter estimation and quality of fit
ABSTRACT We describe and test the fiducial covariance matrix model for the combined two-point function analysis of the Dark Energy Survey Year 3 (DES-Y3) data set. Using a variety of new ansatzes for covariance modelling and testing, we validate the assumptions and approximations of this model. These include the assumption of Gaussian likelihood, the trispectrum contribution to the covariance, the impact of evaluating the model at a wrong set of parameters, the impact of masking and survey geometry, deviations from Poissonian shot noise, galaxy weighting schemes, and other sub-dominant effects. We find that our covariance model is robust and that its approximations have little impact on goodness of fit and parameter estimation. The largest impact on best-fitting figure-of-merit arises from the so-called fsky approximation for dealing with finite survey area, which on average increases the χ2 between maximum posterior model and measurement by $3.7{{\ \rm per\ cent}}$ (Δχ2 ≈ 18.9). Standard methods to go beyond this approximation fail for DES-Y3, but we derive an approximate scheme to deal with these features. For parameter estimation, our ignorance of the exact parameters at which to evaluate our covariance model causes the dominant effect. We find that it increases the scatter of maximum posterior values for Ωm and σ8 by about $3{{\ \rm per\ cent}}$ and for the dark energy equation-of-state parameter by about $5{{\ \rm per\ cent}}$.
79 ASTRONOMY AND ASTROPHYSICS↗
Likelihood Maximization and Moment Matching in Low SNR Gaussian Mixture Models
We derive an asymptotic expansion for the log-likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for parameter estimation: the method of moments and likelihood optimizing algorithms such as Expectation-Maximization (EM). We show that likelihood optimization in the low SNR regime reduces to a sequence of least squares optimization problems that match the moments of the estimate to the ground truth moments one by one. This connection is a stepping stone towards the analysis of EM and maximum likelihood estimation in a wide range of models. A motivating application for the study of low SNR mixture models is cryo-electron microscopy data, which can be modeled as a GMM with algebraic constraints imposed on the mixture centers. We discuss the application of our expansion to algebraically constrained GMMs, among other example models of interest. © 2022 The Authors. Communications on Pure and Applied Mathematics published by Wiley Periodicals LLC.
97 MATHEMATICS AND COMPUTING↗
Numerical characterization of support recovery in sparse regression with correlated design
Sparse regression is employed in diverse scientific settings as a feature selection method. A pervasive aspect of scientific data is the presence of correlations between predictive features. These correlations hamper both feature selection and estimation and jeopardize conclusions drawn from estimated models. On the other hand, theoretical results on sparsity-inducing regularized regression have largely addressed conditions for selection consistency via asymptotics, and disregard the problem of model selection, whereby regularization parameters are chosen. In this numerical study, we address these issues through exhaustive characterization of the performance of several regression estimators, coupled with a range of model selection strategies. These estimators and selection criteria were examined across correlated regression problems with varying degrees of signal to noise, distributions of non-zero model coefficients, and model sparsity. Our results reveal a fundamental tradeoff between false positive and false negative control in all regression estimators and model selection criteria examined. Additionally, we numerically explore a transition point modulated by the signal-to-noise ratio and spectral properties of the design covariance matrix at which the selection accuracy of all considered algorithms degrades. Overall, we find that SCAD coupled with BIC or empirical Bayes model selection performs the best feature selection across the regression problems considered.
97 MATHEMATICS AND COMPUTING↗
On the Solution of ℓ 0 -Constrained Sparse Inverse Covariance Estimation Problems
The sparse inverse covariance matrix is used to model conditional dependencies between variables in a graphical model to fit a multivariate Gaussian distribution. Estimating the matrix from data are well known to be computationally expensive for large-scale problems. Sparsity is employed to handle noise in the data and to promote interpretability of a learning model. Although the use of a convex ℓ 1 regularizer to encourage sparsity is common practice, the combinatorial ℓ 0 penalty often has more favorable statistical properties. In this paper, we directly constrain sparsity by specifying a maximally allowable number of nonzeros, in other words, by imposing an ℓ 0 constraint. Here, we introduce an efficient approximate Newton algorithm using warm starts for solving the nonconvex ℓ 0 -constrained inverse covariance learning problem. Numerical experiments on standard data sets show that the performance of the proposed algorithm is competitive with state-of-the-art methods.
$\ell_0$-Constrained↗
DESI DR1 Ly α 1D power spectrum: the Fast Fourier Transform estimator measurement
Here, we present the one-dimensional Lyman-α forest power spectrum measurement derived from the data release 1 (DR1) of the Dark Energy Spectroscopic Instrument (DESI). The measurement of the Lyman-α forest power spectrum along the line of sight from high-redshift quasar spectra provides information on the shape of the linear matter power spectrum, neutrino masses, and the properties of dark matter. In this work, we use a Fast Fourier Transform (FFT)-based estimator, which is validated on synthetic data in a companion paper. Compared to the FFT measurement performed on the DESI early data release, we improve the noise characterization with a cross-exposure estimator and test the robustness of our measurement using various data splits. We also refine the estimation of the uncertainties and now present an estimator for the covariance matrix of the measurement. Furthermore, we compare our results to previous high-resolution and eBOSS measurements. In another companion paper, we present the same DR1 measurement using the Quadratic Maximum Likelihood Estimator (QMLE). These two measurements are consistent with each other and constitute the most precise one-dimensional power spectrum measurement to date, while being in good agreement with results from the DESI early data release.
Lyman alpha forest↗