A New Approximate Solution of the Optimal Nonlinear Filter for Data Assimilation in Meteorology and Oceanography

2008 ◽  
Vol 136 (1) ◽  
pp. 317-334 ◽  
Author(s):  
I. Hoteit ◽  
D-T. Pham ◽  
G. Triantafyllou ◽  
G. Korres
Keyword(s):  
Approximate Solution ◽  
Data Assimilation ◽  
Particle Filter ◽  
Weighted Average ◽  
Ocean Model ◽  
Nonlinear Filter ◽  
Low Rank ◽  
Low Rank Approximation ◽  
Type Particle ◽  
Rank Approximation

Abstract This paper introduces a new approximate solution of the optimal nonlinear filter suitable for nonlinear oceanic and atmospheric data assimilation problems. The method is based on a local linearization in a low-rank kernel representation of the state’s probability density function. In the resulting low-rank kernel particle Kalman (LRKPK) filter, the standard (weight type) particle filter correction is complemented by a Kalman-type correction for each particle using the covariance matrix of the kernel mixture. The LRKPK filter’s solution is then obtained as the weighted average of several low-rank square root Kalman filters operating in parallel. The Kalman-type correction reduces the risk of ensemble degeneracy, which enables the filter to efficiently operate with fewer particles than the particle filter. Combined with the low-rank approximation, it allows the implementation of the LRKPK filter with high-dimensional oceanic and atmospheric systems. The new filter is described and its relevance demonstrated through applications with the simple Lorenz model and a realistic configuration of the Princeton Ocean Model (POM) in the Mediterranean Sea.

Approximate Solution of Linear Systems with Laplace-like Operators via Cross Approximation in the Frequency Domain

2019 ◽  
Vol 19 (1) ◽  
pp. 137-145 ◽  
Author(s):  
Ekaterina A. Muravleva ◽  
Ivan V. Oseledets
Keyword(s):  
Approximate Solution ◽  
Iterative Method ◽  
Frequency Domain ◽  
Linear Systems ◽  
Stokes Problem ◽  
Inverse Operator ◽  
Low Rank ◽  
Low Rank Approximation ◽  
Rank Approximation ◽  
Reduced Complexity

AbstractIn this paper we propose an efficient algorithm to compute low-rank approximation to the solution of so-called “Laplace-like” linear systems. The idea is to transform the problem into the frequency domain, and then use cross approximation. In this case, we do not need to form explicit approximation to the inverse operator, and can approximate the solution directly, which leads to reduced complexity. We demonstrate that our method is fast and robust by using it as a solver inside Uzawa iterative method for solving the Stokes problem.

Improved MR image denoising via low- rank approximation and Laplacian-of-Gaussian edge detector

2020 ◽  
Vol 14 (12) ◽  
pp. 2791-2798
Author(s):  
Xiaoqun Qiu ◽  
Zhen Chen ◽  
Saifullah Adnan ◽  
Hongwei He
Keyword(s):  
Image Denoising ◽  
Low Rank ◽  
Edge Detector ◽  
Low Rank Approximation ◽  
Mr Image ◽  
Rank Approximation

scholarly journals Fast Joint Multiband Reconstruction From Wideband Images Based on Low-Rank Approximation

2020 ◽  
Vol 6 ◽  
pp. 922-933
Author(s):  
M. Amine Hadj-Youcef ◽  
Francois Orieux ◽  
Alain Abergel ◽  
Aurelia Fraysse
Keyword(s):  
Low Rank ◽  
Low Rank Approximation ◽  
Rank Approximation

scholarly journals Low-Rank Approximation of Difference between Correlation Matrices Using Inner Product

2021 ◽  
Vol 11 (10) ◽  
pp. 4582
Author(s):  
Kensuke Tanioka ◽  
Satoru Hiwa
Keyword(s):  
Dimensional Reduction ◽  
Low Rank ◽  
Inner Product ◽  
Low Rank Approximation ◽  
Correlation Matrices ◽  
Rank Matrix ◽  
Clustering Approach ◽  
Rank Approximation ◽  
The Difference ◽  
Low Rank Matrix

In the domain of functional magnetic resonance imaging (fMRI) data analysis, given two correlation matrices between regions of interest (ROIs) for the same subject, it is important to reveal relatively large differences to ensure accurate interpretation. However, clustering results based only on differences tend to be unsatisfactory and interpreting the features tends to be difficult because the differences likely suffer from noise. Therefore, to overcome these problems, we propose a new approach for dimensional reduction clustering. Methods: Our proposed dimensional reduction clustering approach consists of low-rank approximation and a clustering algorithm. The low-rank matrix, which reflects the difference, is estimated from the inner product of the difference matrix, not only from the difference. In addition, the low-rank matrix is calculated based on the majorize–minimization (MM) algorithm such that the difference is bounded within the range −1 to 1. For the clustering process, ordinal k-means is applied to the estimated low-rank matrix, which emphasizes the clustering structure. Results: Numerical simulations show that, compared with other approaches that are based only on differences, the proposed method provides superior performance in recovering the true clustering structure. Moreover, as demonstrated through a real-data example of brain activity measured via fMRI during the performance of a working memory task, the proposed method can visually provide interpretable community structures consisting of well-known brain functional networks, which can be associated with the human working memory system. Conclusions: The proposed dimensional reduction clustering approach is a very useful tool for revealing and interpreting the differences between correlation matrices, even when the true differences tend to be relatively small.

hIPPYlib

2021 ◽  
Vol 47 (2) ◽  
pp. 1-34
Author(s):  
Umberto Villa ◽  
Noemi Petra ◽  
Omar Ghattas
Keyword(s):  
Inverse Problems ◽  
Large Scale ◽  
Low Rank ◽  
Scalable Algorithms ◽  
Low Rank Approximation ◽  
Dimensional Parameter ◽  
Infinite Dimensional ◽  
Bayesian Inverse Problems ◽  
Rank Approximation ◽  
Extensible Software

We present an extensible software framework, hIPPYlib, for solution of large-scale deterministic and Bayesian inverse problems governed by partial differential equations (PDEs) with (possibly) infinite-dimensional parameter fields (which are high-dimensional after discretization). hIPPYlib overcomes the prohibitively expensive nature of Bayesian inversion for this class of problems by implementing state-of-the-art scalable algorithms for PDE-based inverse problems that exploit the structure of the underlying operators, notably the Hessian of the log-posterior. The key property of the algorithms implemented in hIPPYlib is that the solution of the inverse problem is computed at a cost, measured in linearized forward PDE solves, that is independent of the parameter dimension. The mean of the posterior is approximated by the MAP point, which is found by minimizing the negative log-posterior with an inexact matrix-free Newton-CG method. The posterior covariance is approximated by the inverse of the Hessian of the negative log posterior evaluated at the MAP point. The construction of the posterior covariance is made tractable by invoking a low-rank approximation of the Hessian of the log-likelihood. Scalable tools for sample generation are also discussed. hIPPYlib makes all of these advanced algorithms easily accessible to domain scientists and provides an environment that expedites the development of new algorithms.

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