arXiv subjects

Patrice Abry

Publications and source records attributed to Patrice Abry.

At least 37 records · Page 2Linked to original sources

arXiv2021

Distance to healthy cardiovascular dynamics from fetal heart rate scale-dependent features in pregnant sheep model of human labor predicts cardiovascular decompensation

The overarching goal of the present work is to contribute to the understanding of the relations between fetal heart rate (FHR) temporal dynamics and the well-being of the fetus, notably in terms of predicting cardiovascular decompensation (CVD). It makes uses of an established animal model of human labor, where fourteen near-term ovine fetuses subjected to umbilical cord occlusions (UCO) were instrumented to permit regular intermittent measurements of metabolites, pH, and continuous recording of electrocardiogram (ECG) and systemic arterial blood pressure (to identify CVD) during UCO. ECG-derived FHR was digitized at the sampling rate of 1000 Hz and resampled to 4Hz, as used in clinical routine. We focused on four FHR variability features which are tunable to temporal scales of FHR dynamics, robustly computable from FHR sampled at $4$Hz and within short-time sliding windows, hence permitting a time-dependent, or local, analysis of FHR which helps dealing with signal noise. Results show the sensitivity of the proposed features for early detection of CVD, correlation to metabolites and pH, useful for early acidosis detection and the importance of coarse time scales (2.5 to 8 seconds) which are not disturbed by the low FHR sampling rate. Further, we introduce the performance of an individualized self-referencing metric of the distance to healthy state, based on a combination of the four features. We demonstrate that this novel metric, applied to clinically available FHR temporal dynamics alone, accurately predicts the time occurrence of CVD which heralds a clinically significant degradation of the fetal health reserve to tolerate the trial of labor.

physics.med-ph↗

arXiv2021

Multiview Variational Graph Autoencoders for Canonical Correlation Analysis

We present a novel multiview canonical correlation analysis model based on a variational approach. This is the first nonlinear model that takes into account the available graph-based geometric constraints while being scalable for processing large scale datasets with multiple views. It is based on an autoencoder architecture with graph convolutional neural network layers. We experiment with our approach on classification, clustering, and recommendation tasks on real datasets. The algorithm is competitive with state-of-the-art multiview representation learning techniques.

cs.LG↗

arXiv2021

Strongly Convex Optimization for Joint Fractal Feature Estimation and Texture Segmentation

The present work investigates the segmentation of textures by formulating it as a strongly convex optimization problem, aiming to favor piecewise constancy of fractal features (local variance and local regularity) widely used to model real-world textures in numerous applications very different in nature. Two objective functions combining these two features are compared, referred to as joint and coupled, promoting either independent or co-localized changes in local variance and regularity. To solve the resulting convex nonsmooth optimization problems, because the processing of large size images and databases are targeted, two categories of proximal algorithms (dual forward-backward and primal-dual), are devised and compared. An in-depth study of the objective functions, notably of their strong convexity, memory and computational costs, permits to propose significantly accelerated algorithms. A class of synthetic models of piecewise fractal texture is constructed and studied. They enable, by means of large-scale Monte-Carlo simulations, to quantify the benefits in texture segmentation of combining local regularity and local variance (as opposed to regularity only) while using strong-convexity accelerated primal-dual algorithms. Achieved results also permit to discuss the gains/costs in imposing co-localizations of changes in local regularity and local variance in the problem formulation. Finally, the potential of the proposed approaches is illustrated on real-world textures taken from a publicly available and documented database.

math.OC↗

arXiv2020

Parameter-free and fast nonlinear piecewise filtering. Application to experimental physics

Numerous fields of nonlinear physics, very different in nature, produce signals and images, that share the common feature of being essentially constituted of piecewise homogeneous phases. Analyzing signals and images from corresponding experiments to construct relevant physical interpretations thus often requires detecting such phases and estimating accurately their characteristics (borders, feature differences, ...). However, situations of physical relevance often comes with low to very low signal to noise ratio precluding the standard use of classical linear filtering for analysis and denoising and thus calling for the design of advanced nonlinear signal/image filtering techniques. Additionally, when dealing with experimental physics signals/images, a second limitation is the large amount of data that need to be analyzed to yield accurate and relevant conclusions requiring the design of fast algorithms. The present work proposes a unified signal/image nonlinear filtering procedure, with fast algorithms and a data-driven automated hyperparameter tuning, based on proximal algorithms and Stein unbiased estimator principles. The interest and potential of these tools are illustrated at work on low-confinement solid friction signals and porous media multiphase flows.

physics.data-an↗

arXiv2020

Automated data-driven selection of the hyperparameters for Total-Variation based texture segmentation

Penalized Least Squares are widely used in signal and image processing. Yet, it suffers from a major limitation since it requires fine-tuning of the regularization parameters. Under assumptions on the noise probability distribution, Stein-based approaches provide unbiased estimator of the quadratic risk. The Generalized Stein Unbiased Risk Estimator is revisited to handle correlated Gaussian noise without requiring to invert the covariance matrix. Then, in order to avoid expansive grid search, it is necessary to design algorithmic scheme minimizing the quadratic risk with respect to regularization parameters. This work extends the Stein's Unbiased GrAdient estimator of the Risk of Deledalle et al. to the case of correlated Gaussian noise, deriving a general automatic tuning of regularization parameters. First, the theoretical asymptotic unbiasedness of the gradient estimator is demonstrated in the case of general correlated Gaussian noise. Then, the proposed parameter selection strategy is particularized to fractal texture segmentation, where problem formulation naturally entails inter-scale and spatially correlated noise. Numerical assessment is provided, as well as discussion of the practical issues.

stat.ML↗

arXiv2019

Combining traffic counts and Bluetooth data for link-origin-destination matrix estimation in large urban networks: The Brisbane case study

Origin-Destination matrix estimation is a keystone for traffic representation and analysis. Traditionally estimated thanks to traffic counts, surveys and socio-economic models, recent technological advances permit to rethink the estimation problem. Road user identification technologies, such as connected GPS, Bluetooth or Wifi detectors bring additional information, that is, for a fraction of the users, the origin, the destination and to some extend the itinerary taken. In the present work, this additional information is used for the estimation of a more comprehensive traffic representation tool: the link-origin-destination matrix. Such three-dimensional matrices extend the concept of traditional origin-destination matrices by also giving information on the traffic assignment. Their estimation is solved as an inverse problem whose objective function represents a trade-off between important properties the traffic has to satisfy. This article presents the theory and how to implement such method on real dataset. With the case study of Brisbane City where over 600 hundreds Bluetooth detectors have been installed it also illustrates the opportunities such link-origin-destination matrices create for traffic analysis.

eess.SP↗

arXiv2019

Graph-based era segmentation of international financial integration

Assessing world-wide financial integration constitutes a recurrent challenge in macroeconometrics, often addressed by visual inspections searching for data patterns. Econophysics literature enables us to build complementary, data-driven measures of financial integration using graphs. The present contribution investigates the potential and interests of a novel 3-step approach that combines several state-of-the-art procedures to i) compute graph-based representations of the multivariate dependence structure of asset prices time series representing the financial states of 32 countries world-wide (1955-2015); ii) compute time series of 5 graph-based indices that characterize the time evolution of the topologies of the graph; iii) segment these time evolutions in piece-wise constant eras, using an optimization framework constructed on a multivariate multi-norm total variation penalized functional. The method shows first that it is possible to find endogenous stable eras of world-wide financial integration. Then, our results suggest that the most relevant globalization eras would be based on the historical patterns of global capital flows, while the major regulatory events of the 1970s would only appear as a cause of sub-segmentation.

q-fin.GN↗

arXiv2019

$L^γ$-PageRank for Semi-Supervised Learning

PageRank for Semi-Supervised Learning has shown to leverage data structures and limited tagged examples to yield meaningful classification. Despite successes, classification performance can still be improved, particularly in cases of fuzzy graphs or unbalanced labeled data. To address such limitations, a novel approach based on powers of the Laplacian matrix $L^γ$ ($γ> 0$), referred to as $L^γ$-PageRank, is proposed. Its theoretical study shows that it operates on signed graphs, where nodes belonging to one same class are more likely to share positive edges while nodes from different classes are more likely to be connected with negative edges. It is shown that by selecting an optimal $γ$, classification performance can be significantly enhanced. A procedure for the automated estimation of the optimal $γ$, from a unique observation of data, is devised and assessed. Experiments on several datasets demonstrate the effectiveness of both $L^γ$-PageRank classification and the optimal $γ$ estimation.

cs.SI↗

arXiv2018

A Generalized Multifractal Formalism for the Estimation of Nonconcave Multifractal Spectra

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical estimation of the multifractal spectrum fundamentally relies on exploiting the scale dependence of statistical properties of appropriate multiscale quantities, such as wavelet leaders, that can be robustly computed from discrete data. Despite successes of multifractal analysis in various real-world applications, current estimation procedures remain essentially limited to providing concave upper-bound estimates, while there is a priori no reason for the multifractal spectrum to be a concave function. This work addresses this severe practical limitation and proposes a novel formalism for multifractal analysis that enables nonconcave multifractal spectra to be estimated in a stable way. The key contributions reside in the development and theoretical study of a generalized multifractal formalism to assess the multiscale statistics of wavelet leaders, and in devising a practical algorithm that permits this formalism to be applied to real-world data, allowing for the estimation of nonconcave multifractal spectra. Numerical experiments are conducted on several synthetic multifractal processes as well as on a real-world remote-sensing image and demonstrate the benefits of the proposed multifractal formalism over the state of the art.

math.FA↗

arXiv2018

Evolutions of Individuals Use of Lyon's Bike Sharing System

Bike sharing systems (BSS) have been growing fast all over the world, along with the number of articles analyzing such systems. However the lack of temporally large trip databases has limited the analysis of BSS users behavior in the long term. This article studies the V'elo'v - a BSS located in Lyon, France - subscribers commitment in the long term and the evolution of their usage over time. Using a 5-year dataset covering 121,000 long-term distinct users, we show the heterogeneous individual trajectories masked by the overall system stability. Users follow two main trajectories: about 60% remain in the system for at most one year, showing a low median activity (47 trips); the remaining 40% correspond to more active users (median activity of 96 trips in their first year) that remain continuously active for several years (mean time = 2.9 years). This latter class exhibits a relatively stable activity, decreasing slightly over the years. We show that middle-aged, male and urban users are over represented among the 'stable' users.

physics.soc-ph↗

arXiv2017

Information Theory to probe Intrapartum Fetal Heart Rate Dynamics

Intrapartum fetal heart rate (FHR) monitoring constitutes a reference tool in clinical practice to assess the baby health status and to detect fetal acidosis. It is usually analyzed by visual inspection grounded on FIGO criteria. Characterization of Intrapartum fetal heart rate temporal dynamics remains a challenging task and continuously receives academic research efforts. Complexity measures, often implemented with tools referred to as \emph{Approximate Entropy} (ApEn) or \emph{Sample Entropy} (SampEn), have regularly been reported as significant features for intrapartum FHR analysis. We explore how Information Theory, and especially {\em auto mutual information} (AMI), is connected to ApEn and SampEn and can be used to probe FHR dynamics. Applied to a large (1404 subjects) and documented database of FHR data, collected in a French academic hospital, it is shown that i) auto mutual information outperforms ApEn and SampEn for acidosis detection in the first stage of labor and continues to yield the best performance in the second stage; ii) Shannon entropy increases as labor progresses, and is always much larger in the second stage;iii) babies suffering from fetal acidosis additionally show more structured temporal dynamics than healthy ones and that this progressive structuration can be used for early acidosis detection.

physics.med-ph↗

arXiv2017

Two-step wavelet-based estimation for mixed Gaussian fractional processes

A mixed Gaussian fractional process $\{Y(t)\}_{t \in {\Bbb R}} = \{PX(t)\}_{t \in {\Bbb R}}$ is a multivariate stochastic process obtained by pre-multiplying a vector of independent, Gaussian fractional process entries $X$ by a nonsingular matrix $P$. It is interpreted that $Y$ is observable, while $X$ is a hidden process occurring in an (unknown) system of coordinates $P$. Mixed processes naturally arise as approximations to solutions of physically relevant classes of multivariate fractional SDEs under aggregation. We propose a semiparametric two-step wavelet-based method for estimating both the demixing matrix $P^{-1}$ and the memory parameters of $X$. The asymptotic normality of the estimators is established both in continuous and discrete time. Monte Carlo experiments show that the finite sample estimation performance is comparable to that of parametric methods, while being very computationally efficient. As applications, we model a bivariate time series of annual tree ring width measurements, and establish the asymptotic normality of the eigenstructure of sample wavelet matrices.

math.ST↗

arXiv2017

Wavelet eigenvalue regression for $n$-variate operator fractional Brownian motion

In this contribution, we extend the methodology proposed in Abry and Didier (2017) to obtain the first joint estimator of the real parts of the Hurst eigenvalues of $n$-variate OFBM. The procedure consists of a wavelet regression on the log-eigenvalues of the sample wavelet spectrum. The estimator is shown to be consistent for any time reversible OFBM and, under stronger assumptions, also asymptotically normal starting from either continuous or discrete time measurements. Simulation studies establish the finite sample effectiveness of the methodology and illustrate its benefits compared to univariate-like (entrywise) analysis. As an application, we revisit the well-known self-similar character of Internet traffic by applying the proposed methodology to 4-variate time series of modern, high quality Internet traffic data. The analysis reveals the presence of a rich multivariate self-similarity structure.

math.ST↗

arXiv2017

Finite resolution effects in p-leader multifractal analysis

Multifractal analysis has become a standard signal processing tool,for which a promising new formulation, the p-leader multifractal formalism, has recently been proposed. It relies on novel multiscale quantities, the p-leaders, defined as local l^p norms of sets of wavelet coefficients located at infinitely many fine scales. Computing such infinite sums from actual finite-resolution data requires truncations to the finest available scale, which results in biased p-leaders and thus in inaccurate estimates of multifractal properties. A systematic study of such finite-resolution effects leads to conjecture an explicit and universal closed-form correction that permits an accurate estimation of scaling exponents. This conjecture is formulated from the theoretical study of a particular class of models for multifractal processes, the wavelet-based cascades. The relevance and generality of the proposed conjecture is assessed by numerical simulations conducted over a large variety of multifractal processes. Finally, the relevance of the proposed corrected estimators is demonstrated on the analysis of heart rate variability data.

math.NA↗

arXiv2017

Scaling in Internet Traffic: a 14 year and 3 day longitudinal study, with multiscale analyses and random projections

In the mid-90's, it was shown that the statistics of aggregated time series from Internet traffic departed from those of traditional short range dependent models, and were instead characterized by asymptotic self-similarity. Following this seminal contribution, over the years, many studies have investigated the existence and form of scaling in Internet traffic. This contribution aims first at presenting a methodology, combining multiscale analysis (wavelet and wavelet leaders) and random projections (or sketches), permitting a precise, efficient and robust characterization of scaling which is capable of seeing through non-stationary anomalies. Second, we apply the methodology to a data set spanning an unusually long period: 14 years, from the MAWI traffic archive, thereby allowing an in-depth longitudinal analysis of the form, nature and evolutions of scaling in Internet traffic, as well as network mechanisms producing them. We also study a separate 3-day long trace to obtain complementary insight into intra-day behavior. We find that a biscaling (two ranges of independent scaling phenomena) regime is systematically observed: long-range dependence over the large scales, and multifractal-like scaling over the fine scales. We quantify the actual scaling ranges precisely, verify to high accuracy the expected relationship between the long range dependent parameter and the heavy tail parameter of the flow size distribution, and relate fine scale multifractal scaling to typical IP packet inter-arrival and to round-trip time distributions.

cs.NI↗

arXiv2017

Bayesian selection for the l2-Potts model regularization parameter: 1D piecewise constant signal denoising

Piecewise constant denoising can be solved either by deterministic optimization approaches, based on the Potts model, or by stochastic Bayesian procedures. The former lead to low computational time but require the selection of a regularization parameter, whose value significantly impacts the achieved solution, and whose automated selection remains an involved and challenging problem. Conversely, fully Bayesian formalisms encapsulate the regularization parameter selection into hierarchical models, at the price of high computational costs. This contribution proposes an operational strategy that combines hierarchical Bayesian and Potts model formulations, with the double aim of automatically tuning the regularization parameter and of maintaining computational effciency. The proposed procedure relies on formally connecting a Bayesian framework to a l2-Potts functional. Behaviors and performance for the proposed piecewise constant denoising and regularization parameter tuning techniques are studied qualitatively and assessed quantitatively, and shown to compare favorably against those of a fully Bayesian hierarchical procedure, both in accuracy and in computational load.

cs.LG↗

arXiv2017

Multivariate Hadamard self-similarity: testing fractal connectivity

While scale invariance is commonly observed in each component of real world multivariate signals, it is also often the case that the inter-component correlation structure is not fractally connected, i.e., its scaling behavior is not determined by that of the individual components. To model this situation in a versatile manner, we introduce a class of multivariate Gaussian stochastic processes called Hadamard fractional Brownian motion (HfBm). Its theoretical study sheds light on the issues raised by the joint requirement of entry-wise scaling and departures from fractal connectivity. An asymptotically normal wavelet-based estimator for its scaling parameter, called the Hurst matrix, is proposed, as well as asymptotically valid confidence intervals. The latter are accompanied by original finite sample procedures for computing confidence intervals and testing fractal connectivity from one single and finite size observation. Monte Carlo simulation studies are used to assess the estimation performance as a function of the (finite) sample size, and to quantify the impact of omitting wavelet cross-correlation terms. The simulation studies are shown to validate the use of approximate confidence intervals, together with the significance level and power of the fractal connectivity test. The test performance and properties are further studied as functions of the HfBm parameters.

math.ST↗

arXiv2016

On-the-fly Approximation of Multivariate Total Variation Minimization

In the context of change-point detection, addressed by Total Variation minimization strategies, an efficient on-the-fly algorithm has been designed leading to exact solutions for univariate data. In this contribution, an extension of such an on-the-fly strategy to multivariate data is investigated. The proposed algorithm relies on the local validation of the Karush-Kuhn-Tucker conditions on the dual problem. Showing that the non-local nature of the multivariate setting precludes to obtain an exact on-the-fly solution, we devise an on-the-fly algorithm delivering an approximate solution, whose quality is controlled by a practitioner-tunable parameter, acting as a trade-off between quality and computational cost. Performance assessment shows that high quality solutions are obtained on-the-fly while benefiting of computational costs several orders of magnitude lower than standard iterative procedures. The proposed algorithm thus provides practitioners with an efficient multivariate change-point detection on-the-fly procedure.

cs.LG↗