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Kernel-based statistical methods are efficient, but their performance depends heavily on the selection of kernel parameters. In literature, the optimization studies on kernel-based chemometric methods is limited and often reduced to grid searching. Previously, the authors introduced Kernel Flows (KF) to learn kernel parameters for Kernel Partial Least-Squares (K-PLS) regression. KF is easy to implement and helps minimize overfitting. In cases of high collinearity between spectra and biogeophysical quantities in spectroscopy, simpler methods like Principal Component Regression (PCR) may be more suitable. In this study, we propose a new KF-type approach to optimize Kernel Principal Component Regression (K-PCR) and test it alongside KF-PLS. Both methods are benchmarked against non-linear regression techniques using two hyperspectral remote sensing datasets.

We applied Bayesian Optimal Experimental Design (OED) in the estimation of parameters involved in the Equilibrium Dispersive Model for chromatography with two components with the Langmuir adsorption isotherm. The coefficients estimated were Henry's coefficients, the total absorption capacity and the number of theoretical plates, while the design variables were the injection time and the initial concentration. The Bayesian OED algorithm is based on nested Monte Carlo estimation, which becomes computationally challenging due to the simulation time of the PDE involved in the dispersive model. This complication was relaxed by introducing a surrogate model based on Piecewise Sparse Linear Interpolation. Using the surrogate model instead the original reduces significantly the simulation time and it approximates the solution of the PDE with high degree of accuracy. The estimation of the parameters over strategical design points provided by OED reduces the uncertainty in the estimation of parameters. Additionally, the Bayesian OED methodology indicates no improvements when increasing the number of measurements in temporal nodes above a threshold value., Comment: 23 pages and 8 figures

Partial Least-Squares (PLS) Regression is a widely used tool in chemometrics for performing multivariate regression. PLS is a bi-linear method that has a limited capacity of modelling non-linear relations between the predictor variables and the response. Kernel PLS (K-PLS) has been introduced for modelling non-linear predictor-response relations. In K-PLS, the input data is mapped via a kernel function to a Reproducing Kernel Hilbert space (RKH), where the dependencies between the response and the input matrix are assumed to be linear. K-PLS is performed in the RKH space between the kernel matrix and the dependent variable. Most available studies use fixed kernel parameters. Only a few studies have been conducted on optimizing the kernel parameters for K-PLS. In this article, we propose a methodology for the kernel function optimization based on Kernel Flows (KF), a technique developed for Gaussian process regression (GPR). The results are illustrated with four case studies. The case studies represent both numerical examples and real data used in classification and regression tasks. K-PLS optimized with KF, called KF-PLS in this study, is shown to yield good results in all illustrated scenarios. The paper presents cross-validation studies and hyperparameter analysis of the KF methodology when applied to K-PLS.

Self organizing complex systems can be modeled using cellular automaton models. However, the parametrization of these models is crucial and significantly determines the resulting structural pattern. In this research, we introduce and successfully apply a sound statistical method to estimate these parameters. The method is based on constructing Gaussian likelihoods using characteristics of the structures such as the mean particle size. We show that our approach is robust with respect to the method parameters, domain size of patterns, or CA iterations.

In industrial applications, it is common to scan objects on a moving conveyor belt. If slice-wise 2D computed tomography (CT) measurements of the moving object are obtained we call it a sequential scanning geometry. In this case, each slice on its own does not carry sufficient information to reconstruct a useful tomographic image. Thus, here we propose the use of a Dimension reduced Kalman Filter to accumulate information between slices and allow for sufficiently accurate reconstructions for further assessment of the object. Additionally, we propose to use an unsupervised clustering approach known as Density Peak Advanced, to perform a segmentation and spot density anomalies in the internal structure of the reconstructed objects. We evaluate the method in a proof of concept study for the application of wood log scanning for the industrial sawing process, where the goal is to spot anomalies within the wood log to allow for optimal sawing patterns. Reconstruction and segmentation quality are evaluated from experimental measurement data for various scenarios of severely undersampled X-measurements. Results show clearly that an improvement in reconstruction quality can be obtained by employing the Dimension reduced Kalman Filter allowing to robustly obtain the segmented logs.

Pattern formation in biological tissues plays an important role in the development of living organisms. Since the classical work of Alan Turing, a pre-eminent way of modelling has been through reaction-diffusion mechanisms. More recently, alternative models have been proposed, that link dynamics of diffusing molecular signals with tissue mechanics. In order to distinguish among different models, they should be compared to experimental observations. However, in many experimental situations only the limiting, stationary regime of the pattern formation process is observable, without knowledge of the transient behaviour or the initial state. The unstable nature of the underlying dynamics in all alternative models seriously complicates model and parameter identification, since small changes in the initial condition lead to distinct stationary patterns. To overcome this problem the initial state of the model can be randomised. In the latter case, fixed values of the model parameters correspond to a family of patterns rather than a fixed stationary solution, and standard approaches to compare pattern data directly with model outputs, e.g., in the least squares sense, are not suitable. Instead, statistical characteristics of the patterns should be compared, which is difficult given the typically limited amount of available data in practical applications. To deal with this problem, we extend a recently developed statistical approach for parameter identification using pattern data, the so-called Correlation Integral Likelihood (CIL) method. We suggest modifications that allow increasing the accuracy of the identification process without resizing the data set. The proposed approach is tested using different classes of pattern formation models. For all considered equations, parallel GPU-based implementations of the numerical solvers with efficient time stepping schemes are provided., Comment: Minor errors corrected, additional clarification added, results unchanged

Assessing the magnitude of fuel consumption of marine traffic is a challenging task. The consumption can be reduced by the ways the vessels are operated, to achieve both improved cost efficiency and reduced CO2 emissions. Mathematical models for predicting ships' consumption are in a central role in both of these tasks. Nowadays, many ships are equipped with data collection systems, which enable data-based calibration of the consumption models. Typically this calibration procedure is carried out independently for each particular ship, using only data collected from the ship in question. In this paper, we demonstrate a hierarchical Bayesian modeling approach, where we fit a single model over many vessels, with the assumption that the parameters of vessels of same type and similar characteristics (e.g. vessel size) are likely close to each other. The benefits of such an approach are two-fold; 1) we can borrow information about parameters that are not well informed by the vessel-specific data using data from similar ships, and 2) we can use the final hierarchical model to predict the behavior of a vessel from which we don't have any data, based only on its characteristics. In this paper, we discuss the basic concept and present a first simple version of the model. We apply the Stan statistical modeling tool for the model fitting and use real data from 64 cruise ships collected via the widely used commercial Eniram platform. By using Bayesian statistical methods we obtain uncertainties for the model predictions, too. The prediction accuracy of the model is compared to an existing data-free modeling approach.

We elaborate on results obtained in \cite{christen2018} for controlling the numerical posterior error for Bayesian UQ problems, now considering forward maps arising from the solution of a semilinear evolution partial differential equation. Results in \cite{christen2018} demand an estimate for the absolute global error (AGE) of the numeric forward map. Our contribution is a numerical method for computing the AGE for semilinear evolution PDEs and shows the potential applicability of \cite{christen2018} in this important wide range family of PDEs. Numerical examples are given to illustrate the efficiency of the proposed method, obtaining numerical posterior distributions for unknown parameters that are nearly identical to the corresponding theoretical posterior, by keeping their Bayes factor close to 1., Comment: 30 pages, 12 figures

Segmentation of overlapping convex objects has various applications, for example, in nanoparticles and cell imaging. Often the segmentation method has to rely purely on edges between the background and foreground making the analyzed images essentially silhouette images. Therefore, to segment the objects, the method needs to be able to resolve the overlaps between multiple objects by utilizing prior information about the shape of the objects. This paper introduces a novel method for segmentation of clustered partially overlapping convex objects in silhouette images. The proposed method involves three main steps: pre-processing, contour evidence extraction, and contour estimation. Contour evidence extraction starts by recovering contour segments from a binarized image by detecting concave points. After this, the contour segments which belong to the same objects are grouped. The grouping is formulated as a combinatorial optimization problem and solved using the branch and bound algorithm. Finally, the full contours of the objects are estimated by a Gaussian process regression method. The experiments on a challenging dataset consisting of nanoparticles demonstrate that the proposed method outperforms three current state-of-art approaches in overlapping convex objects segmentation. The method relies only on edge information and can be applied to any segmentation problems where the objects are partially overlapping and have a convex shape., Comment: 16 pages, 11 Figures

A two-dimensional tomographic problem is studied. The target is assumed to be a homogeneous object bounded by a smooth curve. A Non Uniform Rational Basis Splines (NURBS) curve is used as computational representation of the boundary. This approach conveniently provides the result in a format readily compatible with computer-aided design (CAD) software. However, the linear tomography task becomes a nonlinear inverse problem due to the NURBS-based parameterization. Therefore, Bayesian inversion with Markov chain Monte Carlo (MCMC) sampling is used for calculating an estimate of the NURBS control points. The reconstruction method is tested with both simulated data and measured X-ray projection data. The proposed method recovers the shape and the attenuation coefficient significantly better than the baseline algorithm (optimally thresholded total variation regularization), but at the cost of heavier computation.

Markov chain Monte Carlo (MCMC) methods are powerful computational tools for analysis of complex statistical problems. However, their computational efficiency is highly dependent on the chosen proposal distribution, which is generally difficult to find. One way to solve this problem is to use adaptive MCMC algorithms which automatically tune the statistics of a proposal distribution during the MCMC run. A new adaptive MCMC algorithm, called the variational Bayesian adaptive Metropolis (VBAM) algorithm, is developed. The VBAM algorithm updates the proposal covariance matrix using the variational Bayesian adaptive Kalman filter (VB-AKF). A strong law of large numbers for the VBAM algorithm is proven. The empirical convergence results for three simulated examples and for two real data examples are also provided., Comment: Research paper: 30 pages, 10 figures

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