348 results on '"Cross-covariance"'
Search Results
2. Multiscale Conditional Adversarial Networks based domain-adaptive method for rotating machinery fault diagnosis under variable working conditions.
- Author
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Hei, Zhendong, Yang, Haiyang, Sun, Weifang, Zhong, Meipeng, Wang, Gonghai, Kumar, Anil, Xiang, Jiawei, and Zhou, Yuqing
- Subjects
DEEP learning ,FEATURE extraction ,CUTTING tools ,DECISION making ,DYNAMIC models ,MONITORING of machinery - Abstract
Deep learning has been increasingly used in health management and maintenance decision-making for rotating machinery. However, some challenges must be addressed to make this technology more effective. For example, the collected data is assumed to follow the same feature distribution, and sufficient labeled training data are available. Unfortunately, domain shifts occur inevitably in real-world scenarios due to different working conditions, and acquiring sufficient labeled samples is time-consuming and expensive in complex environments. This study proposes a novel domain adaptive framework called deep Multiscale Conditional Adversarial Networks (MCAN) for machinery fault diagnosis to address these shortcomings. The MCAN model comprises two key components. Constructed by a novel multiscale module with an attention mechanism, the first component is a shared feature generator that captures rich features at different internal perceptual scales, and the attention mechanism determines the weights assigned to each scale, enhancing the model's dynamic adjustment and self-adaptation capabilities. The second component consists of two domain classifiers based on Bidirectional Long Short-Term Memory (BiLSTM) leveraging spatiotemporal features at various levels to achieve domain adaptation in the output space. The deep domain classifier also captures the cross-covariance dependencies between feature representations and classifier predictions, thereby improving the predictions' discriminability. The proposed method has been evaluated using two publicly available fault diagnosis datasets and one condition monitoring experiment. The results of cross-domain transfer tasks demonstrated that the proposed method outperformed several state-of-the-art methods in terms of transferability and stability. This result is a significant step forward in deep learning for health management and maintenance decision-making for rotating machinery, and it has the potential to revolutionize its future application. • A novel Multiscale Conditional Adversarial Networks (MCAN) is proposed. • An adaptive attention mechanism network is built to extract features from raw signals. • The cross-covariance matrix of deep features and output labels can improve domain alignment. • MCAN excels in cross-domain diagnosis and monitoring of bearings and cutting tools. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
3. Correcting the bias of the sample cross‐covariance estimator.
- Author
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Li, Yifan
- Subjects
- *
SAMPLE size (Statistics) , *ELECTRONIC data processing - Abstract
We derive the finite sample bias of the sample cross‐covariance estimator based on a stationary vector‐valued time series with an unknown mean. This result leads to a bias‐corrected estimator of cross‐covariances constructed from linear combinations of sample cross‐covariances, which can in theory correct for the bias introduced by the first h lags of cross‐covariance with any h not larger than the sample size minus two. Based on the bias‐corrected cross‐covariance estimator, we propose a bias‐adjusted long run covariance (LRCOV) estimator. We derive the asymptotic relations between the bias‐corrected estimators and their conventional Counterparts in both the small‐b and the fixed‐b limit. Simulation results show that: (i) our bias‐corrected cross‐covariance estimators are very effective in eliminating the finite sample bias of their conventional counterparts, with potential mean squared error reduction when the data generating process is highly persistent; and (ii) the bias‐adjusted LRCOV estimators can have superior performance to their conventional counterparts with a smaller bias and mean squared error. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
4. Inferring the temporal evolution of synaptic weights from dynamic functional connectivity
- Author
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Marco Celotto, Stefan Lemke, and Stefano Panzeri
- Subjects
Dynamic functional connectivity ,Spiking neural network ,Communication delay ,Transfer entropy ,Cross-covariance ,Computer applications to medicine. Medical informatics ,R858-859.7 ,Computer software ,QA76.75-76.765 - Abstract
Abstract How to capture the temporal evolution of synaptic weights from measures of dynamic functional connectivity between the activity of different simultaneously recorded neurons is an important and open problem in systems neuroscience. Here, we report methodological progress to address this issue. We first simulated recurrent neural network models of spiking neurons with spike timing-dependent plasticity mechanisms that generate time-varying synaptic and functional coupling. We then used these simulations to test analytical approaches that infer fixed and time-varying properties of synaptic connectivity from directed functional connectivity measures, such as cross-covariance and transfer entropy. We found that, while both cross-covariance and transfer entropy provide robust estimates of which synapses are present in the network and their communication delays, dynamic functional connectivity measured via cross-covariance better captures the evolution of synaptic weights over time. We also established how measures of information transmission delays from static functional connectivity computed over long recording periods (i.e., several hours) can improve shorter time-scale estimates of the temporal evolution of synaptic weights from dynamic functional connectivity. These results provide useful information about how to accurately estimate the temporal variation of synaptic strength from spiking activity measures.
- Published
- 2022
- Full Text
- View/download PDF
5. Quantitative Threshold Determination of Auditory Brainstem Responses in Mouse Models.
- Author
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Tanaka, Kenji, Ohara, Shuma, Matsuzaka, Tadaaki, Matsugaki, Aira, Ishimoto, Takuya, Ozasa, Ryosuke, Kuroda, Yukiko, Matsuo, Koichi, and Nakano, Takayoshi
- Subjects
- *
SOUND pressure , *LABORATORY mice , *LABORATORY animals , *REFERENCE values , *BRAIN stem - Abstract
The auditory brainstem response (ABR) is a scalp recording of potentials produced by sound stimulation, and is commonly used as an indicator of auditory function. However, the ABR threshold, which is the lowest audible sound pressure, cannot be objectively determined since it is determined visually using a measurer, and this has been a problem for several decades. Although various algorithms have been developed to objectively determine ABR thresholds, they remain lacking in terms of accuracy, efficiency, and convenience. Accordingly, we proposed an improved algorithm based on the mutual covariance at adjacent sound pressure levels. An ideal ABR waveform with clearly defined waves I–V was created; moreover, using this waveform as a standard template, the experimentally obtained ABR waveform was inspected for disturbances based on mutual covariance. The ABR testing was repeated if the value was below the established cross-covariance reference value. Our proposed method allowed more efficient objective determination of ABR thresholds and a smaller burden on experimental animals. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
6. Estimating the Temporal Evolution of Synaptic Weights from Dynamic Functional Connectivity
- Author
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Celotto, Marco, Lemke, Stefan, Panzeri, Stefano, Goos, Gerhard, Founding Editor, Hartmanis, Juris, Founding Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Mahmud, Mufti, editor, He, Jing, editor, Vassanelli, Stefano, editor, van Zundert, André, editor, and Zhong, Ning, editor
- Published
- 2022
- Full Text
- View/download PDF
7. Some correlation tests for vectors of large dimension.
- Author
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Ahmad, M. Rauf and Ahmed, S. Ejaz
- Subjects
- *
ASYMPTOTIC distribution , *STATISTICAL sampling , *U-statistics , *NULL hypothesis - Abstract
For a random sample of n iid p-dimensional vectors, each partitioned into b sub-vectors of dimensions pi, i = 1 , ... , b , tests for zero correlation of sub-vectors are presented when p i ≫ n and the distribution need not be normal. The test statistics are composed of U-statistics based estimators of the Frobenius norm measuring the distance between the null and alternative hypotheses. Asymptotic distributions of the tests are provided for n , p i → ∞ , with their finite-sample performance demonstrated through simulations. Some related tests are discussed. A real data application is also given. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
8. Multivariate Kalman filtering for spatio-temporal processes.
- Author
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Ferreira, Guillermo, Mateu, Jorge, and Porcu, Emilio
- Subjects
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SPATIOTEMPORAL processes , *METEOROLOGICAL stations , *SOLAR radiation , *STATISTICAL models , *BIVARIATE analysis - Abstract
An increasing interest in models for multivariate spatio-temporal processes has been noted in the last years. Some of these models are very flexible and can capture both marginal and cross spatial associations amongst the components of the multivariate process. In order to contribute to the statistical analysis of these models, this paper deals with the estimation and prediction of multivariate spatio-temporal processes by using multivariate state-space models. In this context, a multivariate spatio-temporal process is represented through the well-known Wold decomposition. Such an approach allows for an easy implementation of the Kalman filter to estimate linear temporal processes exhibiting both short and long range dependencies, together with a spatial correlation structure. We illustrate, through simulation experiments, that our method offers a good balance between statistical efficiency and computational complexity. Finally, we apply the method for the analysis of a bivariate dataset on average daily temperatures and maximum daily solar radiations from 21 meteorological stations located in a portion of south-central Chile. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
9. Optimal designs for some bivariate cokriging models.
- Author
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Dasgupta, Subhadra, Mukhopadhyay, Siuli, and Keith, Jonathan
- Subjects
- *
ORNSTEIN-Uhlenbeck process , *COVARIANCE matrices , *KRIGING , *WATERSHEDS , *BIVARIATE analysis , *GAUSSIAN processes - Abstract
This article focuses on the estimation and design aspects of a bivariate collocated cokriging experiment. For a large class of covariance matrices, a linear dependency criterion is identified, which allows the best linear unbiased estimator of the primary variable in a bivariate collocated cokriging setup to reduce to a univariate kriging estimator. Exact optimal designs for efficient prediction for such simple and ordinary reduced cokriging models with one-dimensional inputs are determined. Designs are found by minimizing the maximum and the integrated prediction variance, where the primary variable is an Ornstein–Uhlenbeck process. For simple and ordinary cokriging models with known covariance parameters, the equispaced design is shown to be optimal for both criterion functions. The more realistic scenario of unknown covariance parameters is addressed by assuming prior distributions on the parameter vector, thus adopting a Bayesian approach to the design problem. The equispaced design is proved to be the Bayesian optimal design for both criteria. The work is motivated by designing an optimal water monitoring system for an Indian river. • A linear dependency condition for reduction of simple and ordinary cokriging model to kriging model • Introduction of the generalized Markov-type covariance • G-optimal designs for reduced bivariate cokriging models under a frequentist setup • G-optimal and I-optimal designs for reduced bivariate cokriging models under a Bayesian setup [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
10. Multivariate Spatial Process Models
- Author
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Gelfand, Alan E., Fischer, Manfred M., editor, and Nijkamp, Peter, editor
- Published
- 2021
- Full Text
- View/download PDF
11. MODELING NONSTATIONARY AND ASYMMETRIC MULTIVARIATE SPATIAL COVARIANCES VIA DEFORMATIONS.
- Author
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Quan Vu, Zammit-Mangion, Andrew, and Cressie, Noel
- Abstract
Multivariate spatial-statistical models are often used when modeling environmental and socio-demographic processes. The most commonly used models for multivariate spatial covariances assume both stationarity and symmetry for the cross-covariances, but these assumptions are rarely tenable in practice. In this article, we introduce a new and highly exible class of nonstationary and asymmetric multivariate spatial covariance models that are constructed by modeling the simpler and more familiar stationary and symmetric multivariate covariances on a warped domain. Inspired by recent developments in the univariate case, we propose modeling the warping function as a composition of a number of simple injective warping functions in a deep-learning framework. Importantly, covariance-model validity is guaranteed by construction. We establish the types of warpings that allow for cross-covariance symmetry and asymmetry, and we use likelihood-based methods for inference that are computationally efficient. The utility of this new class of models is shown through two data illustrations: a simulation study on nonstationary data, and an application to ocean temperatures at two different depths. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
12. Cross-codifference for bidimensional VAR(1) time series with infinite variance.
- Author
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Grzesiek, Aleksandra, Teuerle, Marek, and Wyłomańska, Agnieszka
- Subjects
- *
TIME series analysis , *INFINITE series (Mathematics) , *WHITE noise , *MONTE Carlo method , *VECTOR autoregression model , *RANDOM noise theory , *STOCHASTIC processes , *AUTOREGRESSION (Statistics) - Abstract
In this paper, we consider the problem of a measure that allows us to describe the spatial and temporal dependence structure of multivariate time series with innovations having infinite variance. By using recent results obtained in the problem of temporal dependence structure of univariate stochastic processes, where the auto-codifference was used, we extend its idea and propose a cross-codifference measure for a general bidimensional vector autoregressive time series of order 1 (bidimensional VAR(1)). Next, we derive analytical results for VAR(1) model with Gaussian and α − stable sub-Gaussian innovations, that are characterized by finite and infinite variance, respectively. We emphasize that obtained expressions perfectly agree with the empirical counterparts. Moreover, we show that for the considered time series the cross-codifference simplifies to the well-established cross-covariance in the case when the innovations of time series are given by Gaussian white noise. The last part of the work is devoted to the statistical estimation of VAR(1) time series parameters based on the empirical cross-codifference. Again, we demonstrate via Monte Carlo simulations that the proposed methodology works correctly. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
13. Inferring the temporal evolution of synaptic weights from dynamic functional connectivity.
- Author
-
Celotto, Marco, Lemke, Stefan, and Panzeri, Stefano
- Abstract
How to capture the temporal evolution of synaptic weights from measures of dynamic functional connectivity between the activity of different simultaneously recorded neurons is an important and open problem in systems neuroscience. Here, we report methodological progress to address this issue. We first simulated recurrent neural network models of spiking neurons with spike timing-dependent plasticity mechanisms that generate time-varying synaptic and functional coupling. We then used these simulations to test analytical approaches that infer fixed and time-varying properties of synaptic connectivity from directed functional connectivity measures, such as cross-covariance and transfer entropy. We found that, while both cross-covariance and transfer entropy provide robust estimates of which synapses are present in the network and their communication delays, dynamic functional connectivity measured via cross-covariance better captures the evolution of synaptic weights over time. We also established how measures of information transmission delays from static functional connectivity computed over long recording periods (i.e., several hours) can improve shorter time-scale estimates of the temporal evolution of synaptic weights from dynamic functional connectivity. These results provide useful information about how to accurately estimate the temporal variation of synaptic strength from spiking activity measures. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
14. Cross-Covariance Weight of GSTAR-SUR Model for Rainfall Forecasting in Agricultural Areas
- Author
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Agus Dwi Sulistyono, Hartawati Hartawati, Ni Wayan Suryawardhani, Atiek Iriany, and Aniek Iriany
- Subjects
cross-covariance ,gstar model ,rainfall ,spatio-temporal ,Mathematics ,QA1-939 - Abstract
The use of location weights on the formation of the spatio-temporal model contributes to the accuracy of the model formed. The location weights that are often used include uniform location weight, inverse distance, and cross-correlation normalization. The weight of the location considers the proximity between locations. For data that has a high level of variability, the use of the location weights mentioned above is less relevant. This research was conducted with the aim of obtaining a weighting method that is more suitable for data with high variability. This research was conducted using secondary data derived from 10 daily rainfall data obtained from BMKG Karangploso. The data period used was January 2008 to December 2018. The points of the rain posts studied included the rain post of the Blimbing, Karangploso, Singosari, Dau, and Wagir regions. Based on the results of the research forecasting model obtained is the GSTAR ((1), 1,2,3,12,36) -SUR model. The cross-covariance model produces a better level of accuracy in terms of lower RMSE values and higher R2 values, especially for Karangploso, Dau, and Wagir areas.
- Published
- 2020
- Full Text
- View/download PDF
15. Strongly Coupled Data Assimilation of Ocean Observations Into an Ocean‐Atmosphere Model.
- Author
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Tang, Q., Mu, L., Goessling, H. F., Semmler, T., and Nerger, L.
- Subjects
- *
OCEAN temperature , *OCEAN , *WIND speed , *ATMOSPHERIC models - Abstract
We compare strongly coupled data assimilation (SCDA) and weakly coupled data assimilation (WCDA) by analyzing the assimilation effect on the estimation of the ocean and the atmosphere variables. The AWI climate model (AWI‐CM‐1.1) is coupled with the parallel data assimilation framework (PDAF). Only satellite sea surface temperature data are assimilated. For WCDA, only the ocean variables are directly updated by the assimilation. For SCDA, both the ocean and the atmosphere variables are directly updated by the assimilation. Both WCDA and SCDA improve ocean state and yield similar errors. In the atmosphere, WCDA gives slightly smaller errors for the near‐surface temperature and wind velocity than SCDA. In the free atmosphere, SCDA yields smaller errors for the temperature, wind velocity, and specific humidity than WCDA in the Arctic region, while in the tropical region, the errors are generally larger. Plain Language Summary: Satellite sea surface temperature observations are combined with a coupled ocean‐atmosphere model to improve the estimation of the ocean as well as the atmosphere variables. This is done by the so‐called strongly coupled data assimilation, which updates not only the ocean state but uses the cross‐covariance to update the atmosphere variables directly through the assimilation algorithm. The results are compared with the weakly coupled data assimilation, which only updates the ocean state directly. Both of the two assimilation algorithms improve the estimation of the ocean temperature. In the atmosphere, the strongly coupled data assimilation outperforms the weakly coupled data assimilation only in the Arctic region while in the low latitudes the strongly coupled data assimilation deteriorates the results. Key Points: Strongly coupled data assimilation is implemented for a coupled ocean atmosphere modelSatellite sea surface temperatures are the only observations for assimilationStrongly coupled data assimilation performs better in the Arctic region than the weakly coupled data assimilation [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
16. 基于二阶表征的条件对抗域适应网络.
- Author
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徐春荞, 张冰冰, and 李培华
- Subjects
- *
ENTROPY (Information theory) , *FORECASTING , *PHYSIOLOGICAL adaptation - Abstract
Domain adversarial learning is a mainstream approach of domain adaptation, which learns discriminative domain-invariant feature representation through classifier and domain discriminator. However, existing adversarial domain adaptation methods often use first-order features to learn domain-invariant feature representation, ignoring the second-order features with more powerful representative ability. This paper proposed conditional adversarial domain adaptation networks based on second-order representation, which modeled the second-order moments of features and the cross-covariance between features and classifier predictions for more effectively learning discriminative domain-invariant features. Moreover,it introduced entropy conditioning to guarantee the transferability. The proposed method was evaluated on two commonly used datasets Office-31 and ImageCLEF-DA. Experiments show that the proposed method outperforms its counterpart. [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
17. Error bounds for kernel-based approximations of the Koopman operator.
- Author
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Philipp, Friedrich M., Schaller, Manuel, Worthmann, Karl, Peitz, Sebastian, and Nüske, Feliks
- Subjects
- *
STOCHASTIC differential equations , *DIFFERENTIAL operators , *ORNSTEIN-Uhlenbeck process , *HILBERT space , *APPROXIMATION error - Abstract
We consider the data-driven approximation of the Koopman operator for stochastic differential equations on reproducing kernel Hilbert spaces (RKHS). Our focus is on the estimation error if the data are collected from long-term ergodic simulations. We derive both an exact expression for the variance of the kernel cross-covariance operator, measured in the Hilbert-Schmidt norm, and probabilistic bounds for the finite-data estimation error. Moreover, we derive a bound on the prediction error of observables in the RKHS using a finite Mercer series expansion. Further, assuming Koopman-invariance of the RKHS, we provide bounds on the full approximation error. Numerical experiments using the Ornstein-Uhlenbeck process illustrate our results. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
18. Modeling and Fitting of Three-Dimensional Mineral Microstructures by Multinary Random Fields.
- Author
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Teichmann, Jakob, Menzel, Peter, Heinig, Thomas, and van den Boogaart, Karl Gerald
- Subjects
- *
RANDOM fields , *THREE-dimensional modeling , *DISTRIBUTION (Probability theory) , *MINERALS , *GAUSSIAN distribution - Abstract
Modeling a mineral microstructure accurately in three dimensions can render realistic mineralogical patterns which can be used for three-dimensional processing simulations and calculation of three-dimensional mineral quantities. The present study introduces a flexible approach to model the microstructure of mineral material composed of a large number of facies. The common plurigaussian method, a valuable approach in geostatistics, can account for correlations within each facies and in principle be extended to correlations between the facies. Assuming stationarity and isotropy, founded on a new description of this model, formulas for first- and second-order characteristics, such as volume fraction, correlation function and cross-correlation function can be given by a multivariate normal distribution. In this particular situation, based on first- and second-order statistics, a fitting procedure can be developed which requires only numerical inversion of several one-dimensional monotone functions. The paper describes the whole workflow. The covariance structure is quickly obtained from two-dimensional particle pixel images using Fourier transform. Followed by model fitting and sampling, where the resulting three-dimensional microstructure is then efficiently represented by tessellations. The applicability is demonstrated for the three-dimensional case by modeling the microstructure from a Mineral Liberation Analyzer image data set of an andesitic basalt breccia. [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
19. Cross-covariance based affinity for graphs.
- Author
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Yadav, Rakesh Kumar, Abhishek, Verma, Shekhar, and Venkatesan, S
- Subjects
EUCLIDEAN distance ,RIEMANNIAN manifolds ,DATA distribution ,NEIGHBORHOODS - Abstract
The accuracy of graph based learning techniques relies on the underlying topological structure and affinity between data points, which are assumed to lie on a smooth Riemannian manifold. However, the assumption of local linearity in a neighborhood does not always hold true. Hence, the Euclidean distance based affinity that determines the graph edges may fail to represent the true connectivity strength between data points. Moreover, the affinity between data points is influenced by the distribution of the data around them and must be considered in the affinity measure. In this paper, we propose two techniques, CCGA
L and CCGAN that use cross-covariance based graph affinity (CCGA) to represent the relation between data points in a local region. CCGAL also explores the additional connectivity between data points which share a common local neighborhood. CCGAN considers the influence of respective neighborhoods of the two immediately connected data points, which further enhance the affinity measure. Experimental results of manifold learning on synthetic datasets show that CCGA is able to represent the affinity measure between data points more accurately. This results in better low dimensional representation. Manifold regularization experiments on standard image dataset further indicate that the proposed CCGA based affinity is able to accurately identify and include the influence of the data points and its common neighborhood that increase the classification accuracy. The proposed method outperforms the existing state-of-the-art manifold regularization methods by a significant margin. [ABSTRACT FROM AUTHOR]- Published
- 2021
- Full Text
- View/download PDF
20. A simple nearly unbiased estimator of cross‐covariances.
- Author
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Li, Yifan and Rao, Yao
- Subjects
- *
MOVING average process , *TIME series analysis , *MEAN field theory , *ELECTRONIC data processing - Abstract
In this article, we propose a simple estimator of cross‐covariance matrices for a multi‐variate time series with an unknown mean based on a linear combination of the circular sample cross‐covariance estimator. Our estimator is exactly unbiased when the data generating process follows a vector moving average (VMA) model with an order less than one half of the sampling period, and is nearly unbiased if such VMA model can approximate the data generating process well. In addition, our estimator is shown to be asymptotically equivalent to the conventional sample cross‐covariance estimator. Via simulation, we show that the proposed estimator can to a large extent eliminate the finite sample bias of cross‐covariance estimates, while not necessarily increase the mean squared error. [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
21. Fundamental Geostatistical Tools for Data Integration
- Author
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Azevedo, Leonardo, Soares, Amílcar, Swennen, Rudy, Series editor, Azevedo, Leonardo, and Soares, Amílcar
- Published
- 2017
- Full Text
- View/download PDF
22. Integration of Geophysical Data for Reservoir Modeling and Characterization
- Author
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Azevedo, Leonardo, Soares, Amílcar, Swennen, Rudy, Series editor, Azevedo, Leonardo, and Soares, Amílcar
- Published
- 2017
- Full Text
- View/download PDF
23. Distributed fusion cubature Kalman filters for nonlinear systems.
- Author
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Hao, Gang and Sun, Shuli
- Subjects
- *
NONLINEAR systems , *KALMAN filtering , *NONLINEAR equations , *MINIMUM variance estimation - Abstract
Summary: This paper is concerned with the distributed fusion estimation problem for multisensor nonlinear systems. Based on the Kalman filtering framework and the spherical cubature rule, a general method for calculating the cross‐covariance matrices between any two local estimators is presented for multisensor nonlinear systems. In the linear unbiased minimum variance sense, based on the cross‐covariance matrices, a distributed fusion cubature Kalman filter weighted by matrices (MW‐CKF) is presented. The proposed MW‐CKF has better accuracy and robustness. An example verifies the effectiveness of the proposed algorithms. [ABSTRACT FROM AUTHOR]
- Published
- 2019
- Full Text
- View/download PDF
24. 基于互协方差的L型嵌套阵列二维波达方向估计.
- Author
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高晓峰, 栗苹, 李国林, 郝新红, and 贾瑞丽
- Subjects
- *
COVARIANCE matrices , *ANTENNA arrays , *DIRECTION of arrival estimation , *SIGNAL-to-noise ratio , *ALGORITHMS - Abstract
The direction of arrival (DOA)estimation for L-shaped uniform antenna array is limited by low resolution, number of incident signals and signal-to-noise ratio. A two-dimensional DOA estimation algorithm for L-shaped nested array based on cross-covariance matrix is proposed to solve this problem. In the proposed algorithm, the cross-covariance matrixes of different sub-arrays are used to generate longer virtual arrays without redundant elements, which eliminate the noise. To cope with the coherent signals of virtual arrays, several equivalent covariance matrixes are constructed by using the signal of virtual arrays and its conjugate signal. The rotational invariance technique is used to deal with the equivalent covariance matrixes to obtain the angle of incident signals, and the angles are matched by using the uniqueness of equivalent signal vectors of virtual arrays. The effectiveness of the proposed algorithm for DOA estimation was verified. The simulated results show that the proposed algorithm can achieve better DOA estimation performance in low SNR environment and identify more spatial sources compared to the L-shaped uniform array with the same number of array elements. [ABSTRACT FROM AUTHOR]
- Published
- 2019
- Full Text
- View/download PDF
25. Some correlation tests for vectors of large dimension
- Author
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S. Ejaz Ahmed and M. Rauf Ahmad
- Subjects
Statistics and Probability ,cross-covariance ,Pure mathematics ,Zero correlation ,05 social sciences ,01 natural sciences ,3. Good health ,Correlation ,010104 statistics & probability ,Dimension (vector space) ,Canonical correlation ,0502 economics and business ,high-dimensional inference ,covariance tests ,Sannolikhetsteori och statistik ,Cross-covariance ,0101 mathematics ,Probability Theory and Statistics ,050205 econometrics ,Mathematics - Abstract
For a random sample of n iid p-dimensional vectors, each partitioned into b sub-vectors of dimensions pi, i=1,…,b, tests for zero correlation of sub-vectors are presented when pi ≫ n and the distribution need not be normal. The test statistics are composed of U-statistics based estimators of the Frobenius norm measuring the distance between the null and alternative hypotheses. Asymptotic distributions of the tests are provided for n,pi → ∞, with their finite-sample performance demonstrated through simulations. Some related tests are discussed. A real data application is also given.
- Published
- 2023
26. Cross-covariance regularized autoencoders for nonredundant sparse feature representation.
- Author
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Chen, Jie, Wu, Zhongcheng, Zhang, Jun, Li, Fang, Li, Wenjing, and Wu, Ziheng
- Subjects
- *
DEEP learning , *ANALYSIS of covariance , *BIG data , *COST functions , *DATA recovery - Abstract
Abstract We propose a new feature representation algorithm using cross-covariance in the context of deep learning. Existing feature representation algorithms based on the sparse autoencoder and nonnegativity-constrained autoencoder tend to produce duplicative encoding and decoding receptive fields, which leads to feature redundancy and overfitting. We propose using the cross-covariance to regularize the feature weight vector to construct a new objective function to eliminate feature redundancy and reduce overfitting. The results from the MNIST handwritten digits dataset, the NORB normalized-uniform dataset and the Yale face dataset indicate that relative to other algorithms based on the conventional sparse autoencoder and nonnegativity-constrained autoencoder, our method can effectively eliminate feature redundancy, extract more distinctive features, and improve sparsity and reconstruction quality. Furthermore, this method improves the image classification performance and reduces the overfitting of conventional networks without adding more computational time. [ABSTRACT FROM AUTHOR]
- Published
- 2018
- Full Text
- View/download PDF
27. On asymmetric relations and robustified cross-correlation approach to surveillance based on detection of SARS-CoV-2 in wastewater in Chile and Peru.
- Author
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Stehlík, Milan, Ibacache-Quiroga, Claudia, Dinamarca, M. Alejandro, González-Pizarro, Karoll, Valdivia-Carrera, Cesar A., Gonzales-Gustavson, Eloy, Ho-Palma, Ana C., and Barraza-Morales, Bastián
- Subjects
- *
SEWAGE , *SARS-CoV-2 , *STATISTICAL correlation , *COVID-19 pandemic , *MEDICAL screening - Abstract
We conduct statistical analysis of correlations for pre-alert system of the infection in population by wastewater screening of SARS-CoV-2 genomic fragments using qRT-PCR. We analyze data on surveillance of SARS-CoV-2 in wastewater as an epidemiological tool to anticipate outbreaks in Chile and Peru. We found there exists a positive relationship between genomic copies in wastewater and reported cases, and the relationship is of probabilistic nature. • We statistically relate reported Covid-19 cases with observed genomic copies in wastewater in Chile and Peru. • We show that there exists a statistical relationship. • The heterogeneity of collecting sites/plants are outlined and discussed. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
28. The Complexity of H-wave Amplitude Fluctuations and Their Bilateral Cross-Covariance Are Modified According to the Previous Fitness History of Young Subjects under Track Training
- Author
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Maria E. Ceballos-Villegas, Juan J. Saldaña Mena, Ana L. Gutierrez Lozano, Francisco J. Sepúlveda-Cañamar, Nayeli Huidobro, Elias Manjarrez, and Joel Lomeli
- Subjects
H-wave ,amplitude fluctuation ,complexity ,alpha-motoneuron ,cross-covariance ,fractal dimension ,Neurosciences. Biological psychiatry. Neuropsychiatry ,RC321-571 - Abstract
The Hoffmann reflex (H-wave) is produced by alpha-motoneuron activation in the spinal cord. A feature of this electromyography response is that it exhibits fluctuations in amplitude even during repetitive stimulation with the same intensity of current. We herein explore the hypothesis that physical training induces plastic changes in the motor system. Such changes are evaluated with the fractal dimension (FD) analysis of the H-wave amplitude-fluctuations (H-wave FD) and the cross-covariance (CCV) between the bilateral H-wave amplitudes. The aim of this study was to compare the H-wave FD as well as the CCV before and after track training in sedentary individuals and athletes. The training modality in all subjects consisted of running three times per week (for 13 weeks) in a concrete road of 5 km. Given the different physical condition of sedentary vs. athletes, the running time between sedentary and athletes was different. After training, the FD was significantly increased in sedentary individuals but significantly reduced in athletes, although there were no changes in spinal excitability in either group of subjects. Moreover, the CCV between bilateral H-waves exhibited a significant increase in athletes but not in sedentary individuals. These differential changes in the FD and CCV indicate that the plastic changes in the complexity of the H-wave amplitude fluctuations as well as the synaptic inputs to the Ia-motoneuron systems of both legs were correlated to the previous fitness history of the subjects. Furthermore, these findings demonstrate that the FD and CCV can be employed as indexes to study plastic changes in the human motor system.
- Published
- 2017
- Full Text
- View/download PDF
29. Bilateral Reflex Fluctuations during Rhythmic Movement of Remote Limb Pairs
- Author
-
Rinaldo A. Mezzarane, Tsuyoshi Nakajima, and E. Paul Zehr
- Subjects
cross-covariance ,variability ,H-reflex ,human ,spinal cord ,Neurosciences. Biological psychiatry. Neuropsychiatry ,RC321-571 - Abstract
The modulation of spinal cord excitability during rhythmic limb movement reflects the neuronal coordination underlying actions of the arms and legs. Integration of network activity in the spinal cord can be assessed by reflex variability between the limbs, an approach so far very little studied. The present work addresses this question by eliciting Hoffmann (H-) reflexes in both limbs to assess if common drive onto bilateral pools of motoneurons influence spinal cord excitability simultaneously or with a delay between sides. A cross-covariance (CCV) sequence between reflexes in both arms or legs was evaluated under conditions providing common drive bilaterally through voluntary muscle contraction and/or rhythmic movement of the remote limbs. For H-reflexes in the flexor carpi radialis (FCR) muscle, either contraction of the FCR or leg cycling induced significant reduction in the amplitude of the peak at the zero lag in the CCV sequence, indicating independent variations in spinal excitability between both sides. In contrast, for H-reflexes in the soleus (SO) muscle, arm cycling revealed no reduction in the amplitude of the peak in the CCV sequence at the zero lag. This suggests a more independent control of the arms compared with the legs. These results provide new insights into the organization of human limb control in rhythmic activity and the behavior of bilateral reflex fluctuations under different motor tasks. From a functional standpoint, changes in the co-variability might reflect dynamic adjustments in reflex excitability that are subsumed under more global control features during locomotion.
- Published
- 2017
- Full Text
- View/download PDF
30. Geostatistics for compositional data: from spatial interpolation to high dimensional prediction
- Author
-
(0000-0001-9847-0462) Tolosana Delgado, R., (0000-0003-4646-943X) Boogaart, K. G., (0000-0001-9847-0462) Tolosana Delgado, R., and (0000-0003-4646-943X) Boogaart, K. G.
- Abstract
Geostatistics is a name given to a series of statistical and machine learning tools devised to treat a spatially dependent variable with the goal of interpolating it. The key tool of classical geostatistics is the covariance function, capturing the covariance (matrix) between the variable (vector) observed at two locations in space. Pawlwowsky-Glahn and Olea (2004; "Geostatistical analysis for compositional data") already extended this framework to deal with spatially dependent compositional data, taking a logratio transformation, i.e. by means of the covariance function of the logratio transformed scores. Given a spatially dependent compositional data set, if we had available a model for the covariance function, it would be possible to predict the composition at a new location by means of multivariate multiple linear regression. The typical approach to obtain this covariance is to restrict it to be location-independent (but still depend on the lag difference between locations), and give it a parametric form. This vector of parameters is then either fitted via maximum likelihood, or else data-driven to specific collections of spread statistics of the sample. Similar approaches can be followed with compositions. Several such data driven methods have been proposed for compositions, which can be seen as choosing an \emph{oblique logratio} such that the covariance function becomes a diagonal matrix for all lags (and by extension, for all pairs of locations), with the resulting diagonal elements easily modelled separately. In this contribution we will discuss the several implications of these methodologies to obtain a parametric model for the covariance function, how to use this function to predict the composition at any location, the subcompositional properties of this predictor, and how this whole framework can be used beyond spatial statistics, to establish (almost) non-parametric predictive models for compositional responses with high dimensional regressors.
- Published
- 2022
31. Identifying influence areas with connectivity analysis - application to the local perturbation of heterogeneity distribution for history matching.
- Author
-
Gervais, Véronique and Ravalec, Mickaële
- Subjects
- *
RESERVOIRS , *GRAPH connectivity , *PERTURBATION theory , *REPRESENTATION theory , *PETROPHYSICS , *FLUID dynamics , *MATHEMATICAL models - Abstract
Numerical representations of a target reservoir can help to assess the potential of different development plans. To be as predictive as possible, these representations or models must reproduce the data (static, dynamic) collected on the field. However, constraining reservoir models to dynamic data - the history-matching process - can be very time consuming. Many uncertain parameters need to be taken into account, such as the spatial distribution of petrophysical properties. This distribution is mostly unknown and usually represented by millions of values populating the reservoir grid. Dedicated parameterization techniques make it possible to investigate many spatial distributions from a small number of parameters. The efficiency of the matching process can be improved from the perturbation of specific regions of the reservoir. Distinct approaches can be considered to define such regions. For instance, one can refer to streamlines. The leading idea is to identify areas that influence the production behavior where the data are poorly reproduced. Here, we propose alternative methods based on connectivity analysis to easily provide approximate influence areas for any fluid-flow simulation. The reservoir is viewed as a set of nodes connected by weighted links that characterize the distance between two nodes. The path between nodes (or grid blocks) with the lowest cumulative weight yields an approximate flow path used to define influence areas. The potential of the approach is demonstrated on the basis of 2D synthetic cases for the joint integration of production and 4D saturation data, considering several formulations for the weights attributed to the links. [ABSTRACT FROM AUTHOR]
- Published
- 2018
- Full Text
- View/download PDF
32. The Complexity of H-wave Amplitude Fluctuations and Their Bilateral Cross-Covariance Are Modified According to the Previous Fitness History of Young Subjects under Track Training.
- Author
-
Ceballos-Villegas, Maria E., Saldaña Mena, Juan J., Gutierrez Lozano, Ana L., Sepúlveda-Cañamar, Francisco J., Huidobro, Nayeli, Manjarrez, Elias, and Lomeli, Joel
- Subjects
COMPUTER simulation ,PHYSICAL training & conditioning ,PHYSICAL fitness ,MOTOR ability ,MOTOR neurons - Abstract
The Hoffmann reflex (H-wave) is produced by alpha-motoneuron activation in the spinal cord. A feature of this electromyography response is that it exhibits fluctuations in amplitude even during repetitive stimulation with the same intensity of current. We herein explore the hypothesis that physical training induces plastic changes in themotor system. Such changes are evaluated with the fractal dimension (FD) analysis of the H-wave amplitude-fluctuations (H-wave FD) and the cross-covariance (CCV) between the bilateral H-wave amplitudes. The aim of this study was to compare the H-wave FD as well as the CCV before and after track training in sedentary individuals and athletes. The training modality in all subjects consisted of running three times per week (for 13 weeks) in a concrete road of 5 km. Given the different physical condition of sedentary vs. athletes, the running time between sedentary and athletes was different. After training, the FD was significantly increased in sedentary individuals but significantly reduced in athletes, although there were no changes in spinal excitability in either group of subjects.Moreover, the CCV between bilateral H-waves exhibited a significant increase in athletes but not in sedentary individuals. These differential changes in the FD and CCV indicate that the plastic changes in the complexity of the H-wave amplitude fluctuations as well as the synaptic inputs to the Ia-motoneuron systems of both legs were correlated to the previous fitness history of the subjects. Furthermore, these findings demonstrate that the FD and CCV can be employed as indexes to study plastic changes in the human motor system. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
33. Bilateral Reflex Fluctuations during Rhythmic Movement of Remote Limb Pairs.
- Author
-
Mezzarane, Rinaldo A., Tsuyoshi Nakajima, and Zehr, E. Paul
- Subjects
BIOLOGICAL rhythms ,EXTREMITIES (Anatomy) ,BIOLOGICAL neural networks ,SPINAL cord ,REFLEXES ,SOLEUS muscle - Abstract
The modulation of spinal cord excitability during rhythmic limb movement reflects the neuronal coordination underlying actions of the arms and legs. Integration of network activity in the spinal cord can be assessed by reflex variability between the limbs, an approach so far very little studied. The present work addresses this question by eliciting Hoffmann (H-) reflexes in both limbs to assess if common drive onto bilateral pools of motoneurons influence spinal cord excitability simultaneously or with a delay between sides. A cross-covariance (CCV) sequence between reflexes in both arms or legs was evaluated under conditions providing common drive bilaterally through voluntary muscle contraction and/or rhythmic movement of the remote limbs. For H-reflexes in the flexor carpi radialis (FCR) muscle, either contraction of the FCR or leg cycling induced significant reduction in the amplitude of the peak at the zero lag in the CCV sequence, indicating independent variations in spinal excitability between both sides. In contrast, for H-reflexes in the soleus (SO) muscle, arm cycling revealed no reduction in the amplitude of the peak in the CCV sequence at the zero lag. This suggests a more independent control of the arms compared with the legs. These results provide new insights into the organization of human limb control in rhythmic activity and the behavior of bilateral reflex fluctuations under different motor tasks. From a functional standpoint, changes in the co-variability might reflect dynamic adjustments in reflex excitability that are subsumed under more global control features during locomotion. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
34. Two-Stage Covariance-Based Multisensing Damage Detection Method.
- Author
-
Lin, J. F. and Xu, Y. L.
- Subjects
- *
MULTISENSOR data fusion , *STRUCTURAL health monitoring , *ANALYSIS of covariance - Abstract
Different types of sensors in a structural health monitoring (SHM) system installed in a structure enable various types of structural responses to be measured. However, their distinct properties and limitations considerably complicate multisensing structural condition assessment. As a result, the information from these sensors is often used separately, and the potential advantage of multisensing information has not been used effectively. This paper first proposes a covariance-based multisensing (CBMS) damage detection method in the time domain in terms of a CBMS vector as a new damage index and a sensitivity study for damage detection. The proposed method has the merit of assimilating heterogeneous data and reducing the adverse effect of measurement noise. The CBMS damage detection method is then used in two stages for detecting damage location and severity consecutively. Numerical studies are finally performed to investigate the feasibility and accuracy of the proposed framework using an overhanging beam with two damage scenarios. The results show that the two-stage CBMS damage detection method improves the accuracy of damage detection and that the proposed method can be effectively used to combine multisensing information for better damage detection. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
35. Cross-covariance based affinity for graphs
- Author
-
S. Venkatesan, Rakesh Kumar Yadav, Shekhar Verma, and Abhishek
- Subjects
Manifold regularization ,Computer science ,Nonlinear dimensionality reduction ,02 engineering and technology ,Riemannian manifold ,Graph ,Article ,Euclidean distance ,Data point ,Affinity ,Artificial Intelligence ,0202 electrical engineering, electronic engineering, information engineering ,Neighborhoods ,020201 artificial intelligence & image processing ,Cross-covariance ,Cross-Covariance ,Algorithm - Abstract
The accuracy of graph based learning techniques relies on the underlying topological structure and affinity between data points, which are assumed to lie on a smooth Riemannian manifold. However, the assumption of local linearity in a neighborhood does not always hold true. Hence, the Euclidean distance based affinity that determines the graph edges may fail to represent the true connectivity strength between data points. Moreover, the affinity between data points is influenced by the distribution of the data around them and must be considered in the affinity measure. In this paper, we propose two techniques, CCGAL and CCGAN that use cross-covariance based graph affinity (CCGA) to represent the relation between data points in a local region. CCGAL also explores the additional connectivity between data points which share a common local neighborhood. CCGAN considers the influence of respective neighborhoods of the two immediately connected data points, which further enhance the affinity measure. Experimental results of manifold learning on synthetic datasets show that CCGA is able to represent the affinity measure between data points more accurately. This results in better low dimensional representation. Manifold regularization experiments on standard image dataset further indicate that the proposed CCGA based affinity is able to accurately identify and include the influence of the data points and its common neighborhood that increase the classification accuracy. The proposed method outperforms the existing state-of-the-art manifold regularization methods by a significant margin.
- Published
- 2020
36. Flexible Modeling of Variable Asymmetries in Cross-Covariance Functions for Multivariate Random Fields
- Author
-
Carolina Euán, Ying Sun, and Ghulam A. Qadir
- Subjects
0106 biological sciences ,Statistics and Probability ,Multivariate statistics ,Random field ,Applied Mathematics ,Inference ,Covariance ,010603 evolutionary biology ,01 natural sciences ,Agricultural and Biological Sciences (miscellaneous) ,010104 statistics & probability ,Variable (computer science) ,Statistical physics ,Cross-covariance ,0101 mathematics ,Statistics, Probability and Uncertainty ,Spatial dependence ,General Agricultural and Biological Sciences ,Spatial analysis ,General Environmental Science ,Mathematics - Abstract
The geostatistical analysis of multivariate spatial data for inference as well as joint predictions (co-kriging) ordinarily relies on modeling of the marginal and cross-covariance functions. While the former quantifies the spatial dependence within variables, the latter quantifies the spatial dependence across distinct variables. The marginal covariance functions are always symmetric; however, the cross-covariance functions often exhibit asymmetries in the real data. Asymmetric cross-covariance implies change in the value of cross-covariance for interchanged locations on fixed order of variables. Such change of cross-covariance values is often caused due to the spatial delay in effect of the response of one variable on another variable. These spatial delays are common in environmental processes, especially when dynamic phenomena such as prevailing wind and ocean currents are involved. Here, we propose a novel approach to introduce flexible asymmetries in the cross-covariances of stationary multivariate covariance functions. The proposed approach involves modeling the phase component of the constrained cross-spectral features to allow for asymmetric cross-covariances. We show the capability of our proposed model to recover the cross-dependence structure and improve spatial predictions against traditionally used models through multiple simulation studies. Additionally, we illustrate our approach on a real trivariate dataset of particulate matter concentration ( $${\hbox {PM}}_{2.5}$$ ), wind speed and relative humidity. The real data example shows that our approach outperforms the traditionally used models, in terms of model fit and spatial predictions. Supplementary materials accompanying this paper appear on-line.
- Published
- 2020
- Full Text
- View/download PDF
37. State Estimation of Hemodynamic Model for fMRI Under Confounds: SSM Method
- Author
-
Yu Zeng, Mingzhi Lu, and Haifeng Wu
- Subjects
Imagination ,Computer science ,media_common.quotation_subject ,Models, Biological ,Signal ,050105 experimental psychology ,03 medical and health sciences ,0302 clinical medicine ,Health Information Management ,medicine ,Humans ,Computer Simulation ,0501 psychology and cognitive sciences ,Electrical and Electronic Engineering ,media_common ,Estimation ,Signal processing ,Statistics::Applications ,medicine.diagnostic_test ,05 social sciences ,Hemodynamics ,Brain ,Signal Processing, Computer-Assisted ,Covariance ,Magnetic Resonance Imaging ,Computer Science Applications ,State (computer science) ,Cross-covariance ,Functional magnetic resonance imaging ,Algorithm ,Algorithms ,030217 neurology & neurosurgery ,Biotechnology - Abstract
Through hemodynamic models, the change of neuronal state can be estimated from functional magnetic resonance imaging (fMRI) signals. Usually, there are confounds in the fMRI signal, which will degrade the performance of the estimation for the neuronal state change. For the reason, this paper introduces a state-space model with confounds, from a conventional hemodynamic model. In this model, a successive state estimation method requires a state value vector, an error covariance, an innovation covariance, and a cross covariance to be re-derived. Thus, a confounds square-root cubature Kalman smoothing (CSCKS) algorithm is proposed in this paper. We use a Balloon-Windkessel model to generate simulation data and add confounds signals to evaluate the performance of the proposed algorithm. The experiment results show that when the signal-to-interference ratio is less than 21 dB, the CSCKS proposed in this paper reduced estimation error to 16%, whereas the traditional algorithm reduced it to only 73%.
- Published
- 2020
- Full Text
- View/download PDF
38. Multivariate Kalman filtering for spatio-temporal processes
- Author
-
Guillermo Ferreira, Jorge Mateu, and Emilio Porcu
- Subjects
cross-covariance ,Environmental Engineering ,time-varying models ,Environmental Chemistry ,geostatistics ,Kalman filter ,Safety, Risk, Reliability and Quality ,state space system ,General Environmental Science ,Water Science and Technology - Abstract
An increasing interest in models for multivariate spatio-temporal processes has been noted in the last years. Some of these models are very flexible and can capture both marginal and cross spatial associations amongst the components of the multivariate process. In order to contribute to the statistical analysis of these models, this paper deals with the estimation and prediction of multivariate spatio-temporal processes by using multivariate state-space models. In this context, a multivariate spatio-temporal process is represented through the well-known Wold decomposition. Such an approach allows for an easy implementation of the Kalman filter to estimate linear temporal processes exhibiting both short and long range dependencies, together with a spatial correlation structure. We illustrate, through simulation experiments, that our method offers a good balance between statistical efficiency and computational complexity. Finally, we apply the method for the analysis of a bivariate dataset on average daily temperatures and maximum daily solar radiations from 21 meteorological stations located in a portion of south-central Chile.The online version contains supplementary material available at 10.1007/s00477-022-02266-3.
- Published
- 2022
39. Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
- Author
-
Kühnert S
- Subjects
Algebra ,Statistics and Probability ,symbols.namesake ,other ,Hilbert space ,symbols ,Cross-covariance ,Cartesian product ,Covariance ,Statistics, Probability and Uncertainty ,probability_and_statistics ,Mathematics - Abstract
A major task in Functional Time Series Analysis is measuring the dependence within and between processes, for which lagged covariance and cross-covariance operators have proven to be a practical tool in well-established spaces. This article deduces estimators and asymptotic upper bounds of the estimation errors for lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces for fixed and increasing lag and Cartesian powers. We allow the processes to be non-centered, and to have values in different spaces when investigating the dependence between processes. Also, we discuss features of estimators for the principle components of our covariance operators.
- Published
- 2022
- Full Text
- View/download PDF
40. Geostatistics for compositional data: from spatial interpolation to high dimensional prediction
- Author
-
Tolosana Delgado, R. and Boogaart, K. G.
- Subjects
cross-covariance ,auto-covariance ,minimum-maximum autocorrelation factors ,kriging ,variogram - Abstract
Geostatistics is a name given to a series of statistical and machine learning tools devised to treat a spatially dependent variable with the goal of interpolating it. The key tool of classical geostatistics is the covariance function, capturing the covariance (matrix) between the variable (vector) observed at two locations in space. Pawlwowsky-Glahn and Olea (2004; "Geostatistical analysis for compositional data") already extended this framework to deal with spatially dependent compositional data, taking a logratio transformation, i.e. by means of the covariance function of the logratio transformed scores. Given a spatially dependent compositional data set, if we had available a model for the covariance function, it would be possible to predict the composition at a new location by means of multivariate multiple linear regression. The typical approach to obtain this covariance is to restrict it to be location-independent (but still depend on the lag difference between locations), and give it a parametric form. This vector of parameters is then either fitted via maximum likelihood, or else data-driven to specific collections of spread statistics of the sample. Similar approaches can be followed with compositions. Several such data driven methods have been proposed for compositions, which can be seen as choosing an \emph{oblique logratio} such that the covariance function becomes a diagonal matrix for all lags (and by extension, for all pairs of locations), with the resulting diagonal elements easily modelled separately. In this contribution we will discuss the several implications of these methodologies to obtain a parametric model for the covariance function, how to use this function to predict the composition at any location, the subcompositional properties of this predictor, and how this whole framework can be used beyond spatial statistics, to establish (almost) non-parametric predictive models for compositional responses with high dimensional regressors.
- Published
- 2022
41. Linear models of coregionalization for multivariate lattice data: a general framework for coregionalized multivariate CAR models.
- Author
-
MacNab, Ying C.
- Subjects
- *
DISEASES , *PROBABILITY theory , *REGRESSION analysis , *STATISTICS , *RELATIVE medical risk , *STATISTICAL models - Abstract
We present a general coregionalization framework for developing coregionalized multivariate Gaussian conditional autoregressive (cMCAR) models for Bayesian analysis of multivariate lattice data in general and multivariate disease mapping data in particular. This framework is inclusive of cMCARs that facilitate flexible modelling of spatially structured symmetric or asymmetric cross-variable local interactions, allowing a wide range of separable or non-separable covariance structures, and symmetric or asymmetric cross-covariances, to be modelled. We present a brief overview of established univariate Gaussian conditional autoregressive (CAR) models for univariate lattice data and develop coregionalized multivariate extensions. Classes of cMCARs are presented by formulating precision structures. The resulting conditional properties of the multivariate spatial models are established, which cast new light on cMCARs with richly structured covariances and cross-covariances of different spatial ranges. The related methods are illustrated via an in-depth Bayesian analysis of a Minnesota county-level cancer data set. We also bring a new dimension to the traditional enterprize of Bayesian disease mapping: estimating and mapping covariances and cross-covariances of the underlying disease risks. Maps of covariances and cross-covariances bring to light spatial characterizations of the cMCARs and inform on spatial risk associations between areas and diseases. Copyright © 2016 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]
- Published
- 2016
- Full Text
- View/download PDF
42. Composite Likelihood Inference for Multivariate Gaussian Random Fields.
- Author
-
Bevilacqua, Moreno, Alegria, Alfredo, Velandia, Daira, and Porcu, Emilio
- Subjects
- *
STOCHASTIC processes , *RANDOM fields , *MARKOV random fields , *PROBABILITY theory , *AUTOCORRELATION (Statistics) - Abstract
In the recent years, there has been a growing interest in proposing covariance models for multivariate Gaussian random fields. Some of these covariance models are very flexible and can capture both the marginal and the cross-spatial dependence of the components of the associated multivariate Gaussian random field. However, effective estimation methods for these models are somehow unexplored. Maximum likelihood is certainly a useful tool, but it is impractical in all the circumstances where the number of observations is very large. In this work, we consider two possible approaches based on composite likelihood for multivariate covariance model estimation. We illustrate, through simulation experiments, that our methods offer a good balance between statistical efficiency and computational complexity. Asymptotic properties of the proposed estimators are assessed under increasing domain asymptotics. Finally, we apply the method for the analysis of a bivariate dataset on chlorophyll concentration and sea surface temperature in the Chilean coast. [ABSTRACT FROM AUTHOR]
- Published
- 2016
- Full Text
- View/download PDF
43. Linear models of coregionalization for multivariate lattice data: Order-dependent and order-free cMCARs.
- Author
-
MacNab, Ying C.
- Subjects
- *
LINEAR statistical models , *MULTIVARIATE analysis , *DISEASE mapping , *GAUSSIAN Markov random fields , *CLINICAL trials , *PROBABILITY theory , *REGRESSION analysis , *TUMORS , *SYMPTOMS - Abstract
This paper concerns with multivariate conditional autoregressive models defined by linear combination of independent or correlated underlying spatial processes. Known as linear models of coregionalization, the method offers a systematic and unified approach for formulating multivariate extensions to a broad range of univariate conditional autoregressive models. The resulting multivariate spatial models represent classes of coregionalized multivariate conditional autoregressive models that enable flexible modelling of multivariate spatial interactions, yielding coregionalization models with symmetric or asymmetric cross-covariances of different spatial variation and smoothness. In the context of multivariate disease mapping, for example, they facilitate borrowing strength both over space and cross variables, allowing for more flexible multivariate spatial smoothing. Specifically, we present a broadened coregionalization framework to include order-dependent, order-free, and order-robust multivariate models; a new class of order-free coregionalized multivariate conditional autoregressives is introduced. We tackle computational challenges and present solutions that are integral for Bayesian analysis of these models. We also discuss two ways of computing deviance information criterion for comparison among competing hierarchical models with or without unidentifiable prior parameters. The models and related methodology are developed in the broad context of modelling multivariate data on spatial lattice and illustrated in the context of multivariate disease mapping. The coregionalization framework and related methods also present a general approach for building spatially structured cross-covariance functions for multivariate geostatistics. [ABSTRACT FROM AUTHOR]
- Published
- 2016
- Full Text
- View/download PDF
44. Improvement of performance of minimum variance beamformer by introducing cross covariance estimate
- Author
-
Ryo Nagaoka and Hideyuki Hasegawa
- Subjects
Beamforming ,Phantoms, Imaging ,Covariance matrix ,Image quality ,Transducers ,Reproducibility of Results ,Signal Processing, Computer-Assisted ,General Medicine ,Covariance ,030218 nuclear medicine & medical imaging ,03 medical and health sciences ,Matrix (mathematics) ,0302 clinical medicine ,Image Processing, Computer-Assisted ,030211 gastroenterology & hepatology ,Radiology, Nuclear Medicine and imaging ,Ultrasonic sensor ,Cross-covariance ,Algorithm ,Adaptive beamformer ,Algorithms ,Ultrasonography ,Mathematics - Abstract
The delay-and-sum beamformer is widely used in clinical ultrasound systems to obtain ultrasonic images. To improve image quality, the minimum variance (MV) beamformer was introduced in medical ultrasound imaging. The MV beamformer determines beamformer weights from ultrasonic echo signals received by individual transducer elements in an ultrasonic probe. In the present study, the MV beamformer was investigated to improve its performance. In MV beamforming, a covariance matrix of echo signals received by individual elements needs to be estimated to obtain adaptive beamformer weights. To obtain a stable estimate, a total receiving aperture is divided into subarrays, and a covariance matrix is obtained using echo signals from each subarray to average covariance matrices from all subarrays. This procedure is called “subarray averaging.” In the present study, a new method for estimation of the covariance matrix was proposed. In the proposed method, a covariance matrix, namely, a cross covariance matrix, is obtained using echo signals from different subarrays. Multiple covariance matrices are obtained from all different pairs of subarrays and averaged. In the present study, the performance of the proposed method was evaluated by basic experiments on a phantom. Lateral spatial resolutions obtained by MV beamforming with conventional subarray averaging and the proposed method were similar. However, contrast obtained by MV beamforming with the proposed method was − 0.56 dB, which was significantly better than the − 5.06 dB obtained by MV beamforming with conventional subarray averaging. Image contrast in MV beamforming could be improved significantly by estimating “cross” covariance matrices.
- Published
- 2020
- Full Text
- View/download PDF
45. A robust fusion estimation with unknown cross-covariance in distributed systems
- Author
-
Duzhi Wu and Aiping Hu
- Subjects
Fusion ,Computer science ,Intersection (set theory) ,lcsh:Electronics ,Relaxation (iterative method) ,lcsh:TK7800-8360 ,Tracking (particle physics) ,Ellipsoid ,lcsh:Telecommunication ,Distributed fusion ,lcsh:TK5101-6720 ,Robust fusion ,Positive semi-definite relaxation ,Cross-covariance ,Algorithm - Abstract
An efficient robust fusion estimation (RFE) for distributed fusion system without knowledge of the cross-covariances of sensor estimation errors is suggested. With the hypothesis that the object lying in the intersection of some ellipsoids related to sensor estimations, the robust fusion estimation is designed to be a minimax problem, which is solved by proposing a novel relaxation strategy. Some properties of the RFE are discussed, and numerical simulations are also present to compare the tracking performance of RFE with that of the centralized fusion and CI method. The numerical examples show that the average tracking performance of RFE is slightly better than that of the CI method, and the performance degradation of RFE is acceptable compared with the centralized fusion.
- Published
- 2019
- Full Text
- View/download PDF
46. Data generation for axially symmetric processes on the sphere
- Author
-
Wenshuang Wang, Christopher D. Vanlengenberg, and Haimeng Zhang
- Subjects
Statistics and Probability ,021103 operations research ,Test data generation ,Mathematical analysis ,0211 other engineering and technologies ,02 engineering and technology ,Method of moments (statistics) ,Covariance ,01 natural sciences ,010104 statistics & probability ,Modeling and Simulation ,Statistics ,Circular symmetry ,Cross-covariance ,0101 mathematics ,Axial symmetry ,Cross variogram ,Computer Science::Databases ,Mathematics - Abstract
In this article, we propose an algorithm that generates data on the entire sphere following the given axially symmetric covariance. We demonstrate that the axially symmetric data can be decomposed ...
- Published
- 2019
- Full Text
- View/download PDF
47. Modeling and Fitting of Three-Dimensional Mineral Microstructures by Multinary Random Fields
- Author
-
Teichmann, J., Menzel, P., Heinig, T., (0000-0003-4646-943X) Boogaart, K. G., Teichmann, J., Menzel, P., Heinig, T., and (0000-0003-4646-943X) Boogaart, K. G.
- Abstract
Modeling a mineral microstructure accurately in three dimensions allows to render realistic mineralogical patterns which can be used for threedimensional processing simulations and calculation of three-dimensional mineral quantities. The present study introduces a flexible approach to model the microstructure of mineral material composed of a large number of facies. The common plurigaussian method, a valuable approach in geostatistics, can account for correlations within each facies and in principle be extended to correlations between the facies. Assuming stationarity and isotropy, founded on a new description of this model, formulas for first- and second-order characteristics, such as volume fraction, correlation function and cross-correlation function can be given by a multivariate normal distribution. In this particular situation, based on first- and second-order statistics, a fitting procedure can be developed which requires only numerical inversion of several one-dimensional monotone functions. The paper describes the whole workflow; from getting the covariance structure fast from two-dimensional particle pixel images, by using Fourier transform, over model fitting to sampling and efficiently representing the resulting threedimensional microstructure by tessellations. The applicability is demonstrated for the three-dimensional case by modeling the microstructure from a Mineral Liberation Analyzer (MLA) image data set of an andesitic basalt breccia.
- Published
- 2021
48. Cross grouping strategy based 2DPCA method for face recognition.
- Author
-
Turhal, Ü.Ç. and Duysak, A.
- Subjects
HUMAN facial recognition software ,COVARIANCE matrices ,ALGORITHMS ,OPTIMAL control theory ,MATHEMATICAL models - Abstract
Grouping strategy exactly specifies the form of covariance matrix, therefore it is very essential. Most 2DPCA methods use the original 2D image matrices to form the covariance matrix which actually means that the strategy is to group the random variables by row or column of the input image. Because of their grouping strategies these methods have two main drawbacks. Firstly, 2DPCA and some of its variants such as A2DPCA, DiaPCA and MatPCA preserve only the covariance information between the elements of these groups. This directly implies that 2DPCA and these variants eliminate some covariance information while PCA preserves such information that can be useful for recognition. Secondly, all the existing methods suffer from the relatively high intra-group correlation, since the random variables in a row, column, or a block are closely located and highly correlated. To overcome such drawbacks we propose a novel grouping strategy named cross grouping strategy. The algorithm focuses on reducing the redundancy among the row and the column vectors of the image matrix. While doing this the algorithm completely preserves the covariance information of PCA between local geometric structures in the image matrix which is partially maintained in 2DPCA and its variants. And also in the proposed study intra-group correlation is weak according to the 2DPCA and its variants because the random variables spread over the whole face image. These make the proposed algorithm superior to 2DPCA and its variants. In order to achieve this, image cross-covariance matrix is calculated from the summation of the outer products of the column and the row vectors of all images. The singular value decomposition (SVD) is then applied to the image cross-covariance matrix. The right and the left singular vectors of SVD of the image cross-covariance matrix are used as the optimal projective vectors. Further in order to reduce the dimension LDA is applied on the feature space of the proposed method that is proposed method + LDA. The exhaustive experimental results demonstrate that proposed grouping strategy for 2DPCA is superior to 2DPCA, its specified variants and PCA, and proposed method outperforms bi-directional PCA + LDA. [ABSTRACT FROM AUTHOR]
- Published
- 2015
- Full Text
- View/download PDF
49. Cross-Covariance
- Author
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Gooch, Jan W. and Gooch, Jan W., editor
- Published
- 2011
- Full Text
- View/download PDF
50. The use of dendrograms to describe the electrical activity of motoneurons underlying behaviors in leeches
- Author
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León Jacobo Juárez-Hernández, Giacomo eBisson, and Vincent eTorre
- Subjects
Behavior ,leech ,electrical activity ,Cross-Covariance ,Dendrograms ,Neurosciences. Biological psychiatry. Neuropsychiatry ,RC321-571 ,Neurology. Diseases of the nervous system ,RC346-429 - Abstract
The present manuscript aims at identifying patterns of electrical activity recorded from neurons of the leech nervous system, characterizing specific behaviors. When leeches are at rest, the electrical activity of neurons and motoneurons is poorly correlated. When leeches move their head and/or tail, in contrast, action potential (AP) firing becomes highly correlated. When the head or tail suckers detach, specific patterns of electrical activity are detected. During elongation and contraction the electrical activity of motoneurons in the Medial Anterior and Dorsal Posterior nerves increase respectively and several motoneurons are activated both during elongation and contraction. During crawling, swimming and pseudo-swimming patterns of electrical activity are better described by the dendrograms of cross-correlations of motoneurons pairs. Dendrograms obtained from different animals exhibiting the same behavior are similar and by averaging these dendrograms we obtained a template underlying a given behavior. By using this template, the corresponding behavior is reliably identified from the recorded electrical activity. The analysis of dendrograms during different leech behavior reveals the fine orchestration of motoneurons firing specific to each stereotyped behavior. Therefore, dendrograms capture the subtle changes in the correlation pattern of neuronal networks when they become involved in different tasks or functions.
- Published
- 2013
- Full Text
- View/download PDF
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