Siam-Asa Journal on Uncertainty Quantification最新文献

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Sampling-based Spotlight SAR Image Reconstruction from Phase History Data for Speckle Reduction and Uncertainty Quantification 基于相位历史数据的基于采样的聚束SAR图像重建,用于散斑减少和不确定度量化
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-09-28 DOI: 10.1137/20m1379721
V. Churchill, A. Gelb
{"title":"Sampling-based Spotlight SAR Image Reconstruction from Phase History Data for Speckle Reduction and Uncertainty Quantification","authors":"V. Churchill, A. Gelb","doi":"10.1137/20m1379721","DOIUrl":"https://doi.org/10.1137/20m1379721","url":null,"abstract":". Spotlight mode airborne synthetic aperture radar (SAR) is a coherent imaging modality that is an 5 important tool in remote sensing. Existing methods for spotlight SAR image reconstruction from 6 phase history data typically produce a single image estimate which approximates the reflectivity 7 of an unknown ground scene, and therefore provide no quantification of the certainty with which 8 the estimate can be trusted. In addition, speckle affects all coherent imaging modalities causing a 9 degradation of image quality. Many point estimate image reconstruction methods incorrectly treat 10 speckle as additive noise resulting in an unnatural smoothing of the speckle that also reduces image 11 contrast. The purpose of this paper is to address the issues of speckle and uncertainty quantification 12 by introducing a sampling-based approach to SAR image reconstruction directly from phase history 13 data. In particular, a statistical model for speckle as well as a corresponding sparsity technique to 14 reduce it are directly incorporated into the model. Rather than a single point estimate, samples 15 of the resulting joint posterior density are efficiently obtained using a Gibbs sampler, which are in 16 turn used to derive estimates and other statistics which aid in uncertainty quantification. The latter 17 information is particularly important in SAR, where ground truth images even for synthetically-18 created examples are typically unknown. While similar methods have been deployed to process 19 formed images, this paper focuses on the integration of these techniques into image reconstruction 20 from phase history data. An example result using real-world data shows that, when compared with 21 existing methods, the sampling-based approach introduced provides parameter-free estimates with 22 improved contrast and significantly reduced speckle, as well as uncertainty quantification information. 23","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2022-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73260717","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case 目标导向的沙普利效应,特别注意分位数导向的情况
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-09-16 DOI: 10.1137/21m1395247
Kevin Elie-Dit-Cosaque, V. Maume-Deschamps
{"title":"Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case","authors":"Kevin Elie-Dit-Cosaque, V. Maume-Deschamps","doi":"10.1137/21m1395247","DOIUrl":"https://doi.org/10.1137/21m1395247","url":null,"abstract":"We propose to study quantile oriented sensitivity indices (QOSA indices) and quantile oriented Shapley effects (QOSE). Some theoretical properties of QOSA indices will be given and several calculations of QOSA indices and QOSE will allow to better understand the behaviour and the interest of these indices.","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2022-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75351884","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Objective Frequentist Uncertainty Quantification for Atmospheric (mathrm{CO}_2) Retrievals 目的大气(mathrm{CO}_2)反演的频率不确定度定量
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-08-28 DOI: 10.1137/20m1356403
Pratik V. Patil, Mikael Kuusela, J. Hobbs
{"title":"Objective Frequentist Uncertainty Quantification for Atmospheric (mathrm{CO}_2) Retrievals","authors":"Pratik V. Patil, Mikael Kuusela, J. Hobbs","doi":"10.1137/20m1356403","DOIUrl":"https://doi.org/10.1137/20m1356403","url":null,"abstract":"","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2022-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79285172","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Asymptotic Theory of (boldsymbol ell _1) -Regularized PDE Identification from a Single Noisy Trajectory (boldsymbol ell _1)的渐近理论-单噪声轨迹正则化PDE辨识
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-08-23 DOI: 10.1137/21m1398884
Yuchen He, Namjoon Suh, X. Huo, S. Kang, Y. Mei
{"title":"Asymptotic Theory of (boldsymbol ell _1) -Regularized PDE Identification from a Single Noisy Trajectory","authors":"Yuchen He, Namjoon Suh, X. Huo, S. Kang, Y. Mei","doi":"10.1137/21m1398884","DOIUrl":"https://doi.org/10.1137/21m1398884","url":null,"abstract":"","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2022-08-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74831687","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Risk-Adapted Optimal Experimental Design 风险适应优化实验设计
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-06-29 DOI: 10.1137/20m1357615
D. Kouri, J. Jakeman, J. G. Huerta
{"title":"Risk-Adapted Optimal Experimental Design","authors":"D. Kouri, J. Jakeman, J. G. Huerta","doi":"10.1137/20m1357615","DOIUrl":"https://doi.org/10.1137/20m1357615","url":null,"abstract":"","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2022-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77042544","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Empirical Bayesian Inference Using a Support Informed Prior 基于支持知情先验的经验贝叶斯推理
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-06-29 DOI: 10.1137/21m140794x
Jiahui Zhang, A. Gelb, Theresa Scarnati
{"title":"Empirical Bayesian Inference Using a Support Informed Prior","authors":"Jiahui Zhang, A. Gelb, Theresa Scarnati","doi":"10.1137/21m140794x","DOIUrl":"https://doi.org/10.1137/21m140794x","url":null,"abstract":"","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2022-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74672154","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Extrapolated Polynomial Lattice Rule Integration in Computational Uncertainty Quantification 计算不确定性量化中的外推多项式格规则积分
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-06-29 DOI: 10.1137/20m1338137
J. Dick, M. Longo, C. Schwab
{"title":"Extrapolated Polynomial Lattice Rule Integration in Computational Uncertainty Quantification","authors":"J. Dick, M. Longo, C. Schwab","doi":"10.1137/20m1338137","DOIUrl":"https://doi.org/10.1137/20m1338137","url":null,"abstract":"","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2022-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90846664","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Test Comparison for Sobol Indices over Nested Sets of Variables 嵌套变量集上Sobol指数的测试比较
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-03-31 DOI: 10.1137/21m1457370
T. Klein, Nicolas Peteilh, P. Rochet
{"title":"Test Comparison for Sobol Indices over Nested Sets of Variables","authors":"T. Klein, Nicolas Peteilh, P. Rochet","doi":"10.1137/21m1457370","DOIUrl":"https://doi.org/10.1137/21m1457370","url":null,"abstract":"Sensitivity indices are commonly used to quantify the relative influence of any specific group of input variables on the output of a computer code. One crucial question is then to decide whether a given set of variables has a significant impact on the output. Sobol indices are often used to measure this impact but their estimation can be difficult as they usually require a particular design of experiment. In this work, we take advantage of the monotonicity of Sobol indices with respect to set inclusion to test the influence of some of the input variables. The method does not rely on a direct estimation of the Sobol indices and can be performed under classical iid sampling designs.","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2022-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76520278","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Wavenumber-explicit parametric holomorphy of Helmholtz solutions in the context of uncertainty quantification 不确定量化条件下Helmholtz解的波数显式参数全纯
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-03-19 DOI: 10.48550/arXiv.2203.10270
E. Spence, J. Wunsch
{"title":"Wavenumber-explicit parametric holomorphy of Helmholtz solutions in the context of uncertainty quantification","authors":"E. Spence, J. Wunsch","doi":"10.48550/arXiv.2203.10270","DOIUrl":"https://doi.org/10.48550/arXiv.2203.10270","url":null,"abstract":"A crucial role in the theory of uncertainty quantification (UQ) of PDEs is played by the regularity of the solution with respect to the stochastic parameters; indeed, a key property one seeks to establish is that the solution is holomorphic with respect to (the complex extensions of) the parameters. In the context of UQ for the high-frequency Helmholtz equation, a natural question is therefore: how does this parametric holomorphy depend on the wavenumber $k$? The recent paper [Ganesh, Kuo, Sloan 2021] showed for a particular nontrapping variable-coefficient Helmholtz problem with affine dependence of the coefficients on the stochastic parameters that the solution operator can be analytically continued a distance $sim k^{-1}$ into the complex plane. In this paper, we generalise the result in [Ganesh, Kuo, Sloan 2021] about $k$-explicit parametric holomorphy to a much wider class of Helmholtz problems with arbitrary (holomorphic) dependence on the stochastic parameters; we show that in all cases the region of parametric holomorphy decreases with $k$, and show how the rate of decrease with $k$ is dictated by whether the unperturbed Helmholtz problem is trapping or nontrapping. We then give examples of both trapping and nontrapping problems where these bounds on the rate of decrease with $k$ of the region of parametric holomorphy are sharp, with the trapping examples coming from the recent results of [Galkowski, Marchand, Spence 2021]. An immediate implication of these results is that the $k$-dependent restrictions imposed on the randomness in the analysis of quasi-Monte Carlo (QMC) methods in [Ganesh, Kuo, Sloan 2021] arise from a genuine feature of the Helmholtz equation with $k$ large (and not, for example, a suboptimal bound).","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2022-03-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81689028","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Varying Coefficient Models and Design Choice for Bayes Linear Emulation of Complex Computer Models with Limited Model Evaluations 有限模型评价下复杂计算机模型贝叶斯线性仿真的变系数模型与设计选择
IF 2 3区 工程技术
Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-03-01 DOI: 10.1137/20m1318560
Amy L. Wilson, M. Goldstein, C. Dent
{"title":"Varying Coefficient Models and Design Choice for Bayes Linear Emulation of Complex Computer Models with Limited Model Evaluations","authors":"Amy L. Wilson, M. Goldstein, C. Dent","doi":"10.1137/20m1318560","DOIUrl":"https://doi.org/10.1137/20m1318560","url":null,"abstract":"","PeriodicalId":56064,"journal":{"name":"Siam-Asa Journal on Uncertainty Quantification","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74537949","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
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