اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدSimultaneous Estimation of Noise Variance and Number of Peaks in Bayesian Spectral Deconvolution
99
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
The heuristic identification of peaks from noisy complex spectra often leads to misunderstanding of the physical and chemical properties of matter. In this paper, we propose a framework based on Bayesian inference, which enables us to separate multipeak spectra into single peaks statistically and consists of two steps. The first step is estimating both the noise variance and the number of peaks as hyperparameters based on Bayes free energy, which generally is not analytically tractable. The second step is fitting the parameters of each peak function to the given spectrum by calculating the posterior density, which has a problem of local minima and saddles since multipeak models are nonlinear and hierarchical. Our framework enables the escape from local minima or saddles by using the exchange Monte Carlo method and calculates Bayes free energy via the multiple histogram method. We discuss a simulation demonstrating how efficient our framework is and show that estimating both the noise variance and the number of peaks prevents overfitting, overpenalizing, and misunderstanding the precision of parameter estimation.
قيم البحث
اقرأ أيضاً
Fitting a simplifying model with several parameters to real data of complex objects is a highly nontrivial task, but enables the possibility to get insights into the objects physics. Here, we present a method to infer the parameters of the model, the
model error as well as the statistics of the model error. This method relies on the usage of many data sets in a simultaneous analysis in order to overcome the problems caused by the degeneracy between model parameters and model error. Errors in the modeling of the measurement instrument can be absorbed in the model error allowing for applications with complex instruments.
We study the dependence of the spectral density of the covariance matrix ensemble on the power spectrum of the underlying multivariate signal. The white noise signal leads to the celebrated Marchenko-Pastur formula. We demonstrate results for some colored noise signals.
In a previous article we developed an approach to the optimal (minimum variance, unbiased) statistical estimation technique for the equilibrium displacement of a damped, harmonic oscillator in the presence of thermal noise. Here, we expand that work
to include the optimal estimation of several linear parameters from a continuous time series. We show that working in the basis of the thermal driving force both simplifies the calculations and provides additional insight to why various approximate (not optimal) estimation techniques perform as they do. To illustrate this point, we compare the variance in the optimal estimator that we derive for thermal noise with those of two approximate methods which, like the optimal estimator, suppress the contribution to the variance that would come from the irrelevant, resonant motion of the oscillator. We discuss how these methods fare when the dominant noise process is either white displacement noise or noise with power spectral density that is inversely proportional to the frequency ($1/f$ noise). We also construct, in the basis of the driving force, an estimator that performs well for a mixture of white noise and thermal noise. To find the optimal multi-parameter estimators for thermal noise, we derive and illustrate a generalization of traditional matrix methods for parameter estimation that can accommodate continuous data. We discuss how this approach may help refine the design of experiments as they allow an exact, quantitative comparison of the precision of estimated parameters under various data acquisition and data analysis strategies.
The generalized Langevin equation (GLE) overcomes the limiting Markov approximation of the Langevin equation by an incorporated memory kernel and can be used to model various stochastic processes in many fields of science ranging from climate modelin
g over neuroscience to finance. Generally, Bayesian estimation facilitates the determination of both suitable model parameters and their credibility for a measured time series in a straightforward way. In this work we develop a realization of this estimation technique for the GLE in the case of white noise. We assume piecewise constant drift and diffusion functions and represent the characteristics of the data set by only a few coefficients, which leads to a numerically efficient procedure. The kernel function is an arbitrary time-discrete function with a fixed length $K$. We show how to determine a reasonable value of $K$ based on the data. We illustrate the abilities of both the method and the model by an example from turbulence.
We present a Bayesian estimation analysis for a particular trace gas detection technique with species separation provided by differential diffusion. The proposed method collects a sample containing multiple gas species into a common volume, and then
allows it to diffuse across a linear array of optical absorption detectors, using, for example, high-finesse Fabry-Perot cavities. The estimation procedure assumes that all gas parameters (e.g. diffusion constants, optical cross sections) are known except for the number population of each species, which are determined from the time-of-flight absorption profiles in each detector.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
