The Water Residence Time distribution is the equivalent of the impulse response of a linear system allowing the propagation of water through a medium, e.g. the propagation of rain water from the top of the mountain towards the aquifers. We consider the output aquifer levels as the convolution between the input rain levels and the Water Residence Time, starting with an initial aquifer base level. The estimation of Water Residence Time is important for a better understanding of hydro-bio-geochemical processes and mixing properties of wetlands used as filters in ecological applications, as well as protecting fresh water sources for wells from pollutants. Common methods of estimating the Water Residence Time focus on cross-correlation, parameter fitting and non-parametric deconvolution methods. Here we propose a 1D full-deconvolution, regularized, non-parametric inverse problem algorithm that enforces smoothness and uses constraints of causality and positivity to estimate the Water Residence Time curve. Compared to Bayesian non-parametric deconvolution approaches, it has a fast runtime per test case; compared to the popular and fast cross-correlation method, it produces a more precise Water Residence Time curve even in the case of noisy measurements. The algorithm needs only one regularization parameter to balance between smoothness of the Water Residence Time and accuracy of the reconstruction. We propose an approach on how to automatically find a suitable value of the regularization parameter from the input data only. Tests on real data illustrate the potential of this method to analyze hydrological datasets.
As a first example, let's take @cite_25 which does a regularized non-parametric deconvolution and uses a bi-criterion curve; it navigates the optimality map to find the optimal estimation of the residence time by using a lag-one auto-correlation coefficient between the two error criteria. We consider this to be similar to our approach but our functional has a simpler, unified formulation from the direct model's point of view and a different method to navigate the optimality map through the Projected Newton method in the AM algorithm. Also in the cited article there is no discussion about positivity, smoothness and causality of the estimated residence time.
@cite_25
2149967459 2574867284 2094248329 2410641873
This paper considers a sparse signal recovery task in time-varying (time-adaptive) environments. The contribution of the paper to sparsity-aware online learning is threefold; first, a generalized thresholding (GT) operator, which relates to both convex and non-convex penalty functions, is introduced. This operator embodies, in a unified way, the majority of well-known thresholding rules which promote sparsity. Second, a non-convexly constrained, sparsity-promoting, online learning scheme, namely the adaptive projection-based generalized thresholding (APGT), is developed that incorporates the GT operator with a computational complexity that scales linearly to the number of unknowns. Third, the novel family of partially quasi-nonexpansive mappings is introduced as a functional analytic tool for treating the GT operator. By building upon the rich fixed point theory, the previous class of mappings establishes also a link between the GT operator and a union of linear subspaces; a non-convex object which lies at the heart of any sparsity promoting technique, batch or online. Based on this functional analytic framework, a convergence analysis of the APGT is provided. Extensive experiments suggest that the APGT exhibits competitive performance when compared to computationally more demanding alternatives, such as the sparsity-promoting affine projection algorithm (APA)- and recursive least-squares (RLS)-based techniques. In this paper, we propose three criteria for efficient sample selection in case of data stream regression problems within an online active learning context. The selection becomes important whenever the target values, which guide the update of the regressors as well as the implicit model structures, are costly or time-consuming to measure and also in case when very fast models updates are required to cope with stream mining real-time demands. Reducing the selected samples as much as possible while keeping the predictive accuracy of the models on a high level is, thus, a central challenge. This should be ideally achieved in unsupervised and single-pass manner. Our selection criteria rely on three aspects: 1) the extrapolation degree combined with the model's nonlinearity degree , which is measured in terms of a new specific homogeneity criterion among adjacent local approximators; 2) the uncertainty in model outputs, which can be measured in terms of confidence intervals using so-called adaptive local error bars — we integrate a weighted localization of an incremental noise level estimator and propose formulas for online merging of local error bars; 3) the uncertainty in model parameters, which is estimated by the so-called A-optimality criterion, which relies on the Fisher information matrix. The selection criteria are developed in combination with evolving generalized Takagi–Sugeno (TS) fuzzy models (containing rules in arbitrarily rotated position), as it could be shown in previous publications that these outperform conventional evolving TS models (containing axis-parallel rules). The results based on three high-dimensional real-world streaming problems show that a model update based on only 10 –20 selected samples can still achieve similar accumulated model errors over time to the case when performing a full model update on all samples. This can be achieved with a negligible sensitivity on the size of the active learning latency buffer. Random sampling with the same percentages of samples selected, however, achieved much higher error rates. Hence, the intelligence in our sample selection concept leads to an economic balance between model accuracy and measurement as well computational costs for model updates. A hierarchical Bayes Gaussian Mixture Model (HBGMM) with adaptive sparsity is proposed.We impose our hierarchical Bayes prior on the entries of precision matrices in GMM to encourage sparsity.Our adaptive sparsity can reduce the dimensionality of the parameters in GMM to be estimated.Our HBGMM method does not involve any hyperparameters to be estimated, i.e., it is hyperparameter-free. Gaussian Mixture Model (GMM) has been widely used in statistics for its great flexibility. However, parameter estimation for GMM with high dimensionality is a challenge because of the large number of parameters and the lack of observation data. In this paper, we propose an effective method named hierarchical Bayes based Adaptive Sparsity in Gaussian Mixture Model (ASGMM) to estimate the parameters in a GMM by incorporating a two-layer hierarchical Bayes based adaptive sparsity prior. The prior we impose on the precision matrices can encourage sparsity and hence reduce the dimensionality of the parameters to be estimated. In contrast to the l 1 -norm penalty or Laplace prior, our approach does not involve any hyperparameters that must be tuned, and the sparsity adapts to the observation data. The proposed method is achieved by three steps: first, we formulate an adaptive hierarchical Bayes model of the precision matrices in the GMM with a Jeffrey's noninformative hyperprior, which expresses scale-invariance and, more importantly, is hyperparameter-free and unbiased. Second, we perform a Cholesky decomposition on the precision matrices to impose the positive definite property. Finally, we exploit the expectation maximization (EM) algorithm to obtain the final estimated parameters in the GMM. Experimental results on synthetic and real-world datasets demonstrate that ASGMM cannot only adapt the sparsity of high-dimensional data with small estimated error, but also achieve better clustering performance comparing with several classical methods. We present a novel algorithm to produce descriptive online 3D occupancy maps using Gaussian processes (GPs). GP regression and classification have met with recent success in their application to robot mapping, as GPs are capable of expressing rich correlation among map cells and sensor data. However, the cubic computational complexity has limited its application to large-scale mapping and online use. In this paper we address this issue first by proposing test-data octrees, octrees within blocks of the map that prune away nodes of the same state, condensing the number of test data used in a regression, in addition to allowing fast data retrieval. We also propose a nested Bayesian committee machine which, after new sensor data is partitioned among several GP regressions, fuses the result and updates the map with greatly reduced complexity. Finally, by adjusting the range of influence of the training data and tuning a variance threshold implemented in our method's binary classification step, we are able to control the richness of inference achieved by GPs - and its tradeoff with classification accuracy. The performance of the proposed approach is evaluated with both simulated and real data, demonstrating that the method may serve both as an improved-accuracy classifier, and as a predictive tool to support autonomous navigation.