arXiv subjects

Thierry Chonavel

Publications and source records attributed to Thierry Chonavel.

5 recordsLinked to original sources

arXiv2026

Aitchison Geometry on the Simplex for Uncertainty Quantification in Bayesian Hyperspectral Image Unmixing

Most algorithms for hyperspectral image unmixing produce point estimates of fractional abundances of the materials to be separated. However, in the absence of reliable ground truth, the ability to perform abundance uncertainty quantification (UQ) should be an important feature of algorithms, e.g. to evaluate how hard the unmixing problem is and how much the results should be trusted. The usual modeling assumptions in Bayesian models for unmixing rely heavily on the Euclidean geometry of the simplex and typically disregard spatial information. In addition, to our knowledge, abundance UQ is close to nonexistent. In this paper, we propose to leverage Aitchinson geometry from the compositional data analysis literature to provide practitioners with alternative tools for modeling prior abundance distributions. In particular we show how to design simplex-valued Gaussian Process priors using this geometry. Then we link Aitchinson geometry to constrained sampling algorithms in the literature, and propose UQ diagnostics that comply with the constraints on abundance vectors. We illustrate these concepts on real and simulated data.

stat.ME↗

arXiv2025

Relationship between unpredictability and intermittency in shell models of turbulence and experiments

We study the predictability of turbulent velocity signals using probabilistic analog-forecasting. Here, predictability is defined by the accuracy of forecasts and the associated uncertainties. We study the Gledzer--Ohkitani--Yamada (GOY) shell model of turbulence as well as experimental measurements from a fully developed turbulent flow. In both cases, we identify the extreme values of velocity at small scales as localized unpredictable events that lead to a loss of predictability: worse mean predictions and increase of their uncertainties. The GOY model, with its explicit scale separation, allows to evaluate the prediction performance at individual scales, and so to better relate the intensity of extreme events and the loss of forecast performance. Results show that predictability decreases systematically from large to small scales. These findings establish a statistical connection between predictability loss across scales and intermittency in turbulent flows.

physics.flu-dyn↗

arXiv2025

A Second-Order Majorant Algorithm for Nonnegative Matrix Factorization

Nonnegative Matrix Factorization (NMF) is a fundamental tool in unsupervised learning, widely used for tasks such as dimensionality reduction, feature extraction, representation learning, and topic modeling. Many algorithms have been developed for NMF, including the well-known Multiplicative Updates (MU) algorithm, which belongs to a broader class of majorization-minimization techniques. In this work, we introduce a general second-order optimization framework for NMF under both quadratic and $β$-divergence loss functions. This approach, called Second-Order Majorant (SOM), constructs a local quadratic majorization of the loss function by majorizing its Hessian matrix. It includes MU as a special case, while enabling faster variants. In particular, we propose mSOM, a new algorithm within this class that leverages a tighter local approximation to accelerate convergence. We provide a convergence analysis, showing linear convergence for individual factor updates and global convergence to a stationary point for the alternating version, AmSOM algorithm. Numerical experiments on both synthetic and real data sets demonstrate that mSOM consistently outperforms state-of-the-art algorithms across multiple loss functions.

math.OC↗

arXiv2024

Analog-Based Forecasting of Turbulent Velocity: Relationship between Unpredictability and Intermittency

This study evaluates the performance of analog-based methodologies to predict, in a statistical way, the longitudinal velocity in a turbulent flow. The data used comes from hot wire experimental measurements from the Modane wind tunnel. We compared different methods and explored the impact of varying the number of analogs and their sizes on prediction accuracy. We illustrate that the innovation, defined as the difference between the true velocity value and the prediction value, highlights particularly unpredictable events that we directly link with extreme events of the velocity gradients and so to intermittency. A statistical study of the innovation indicates that while the estimator effectively seizes linear correlations, it fails to fully capture higher-order dependencies. The innovation underscores the presence of intermittency, revealing the limitations of current predictive models and suggesting directions for future improvements in turbulence forecasting.This study evaluates the performance of analog-based methodologies to predict the longitudinal velocity in a turbulent flow. The data used comes from hot wire experimental measurements from the Modane wind tunnel. We compared different methods and explored the impact of varying the number of analogs and their sizes on prediction accuracy. We illustrate that the innovation, defined as the difference between the true velocity value and the prediction value, highlights particularly unpredictable events that we directly link with extreme events of the velocity gradients and so to intermittency. This result indicates that while the estimator effectively seizes linear correlations, it fails to fully capture higher-order dependencies. The innovation underscores the presence of intermittency, revealing the limitations of current predictive models and suggesting directions for future improvements in turbulence forecasting.

physics.data-an↗

arXiv2019

Large-Scale Characterization and Segmentation of Internet Path Delays with Infinite HMMs

Round-Trip Times are one of the most commonly collected performance metrics in computer networks. Measurement platforms such as RIPE Atlas provide researchers and network operators with an unprecedented amount of historical Internet delay measurements. It would be very useful to automate the processing of these measurements (statistical characterization of paths performance, change detection, recognition of recurring patterns, etc.). Humans are pretty good at finding patterns in network measurements but it can be difficult to automate this to enable many time series being processed at the same time. In this article we introduce a new model, the HDP-HMM or infinite hidden Markov model, whose performance in trace segmentation is very close to human cognition. This is obtained at the cost of a greater complexity and the ambition of this article is to make the theory accessible to network monitoring and management researchers. We demonstrate that this model provides very accurate results on a labeled dataset and on RIPE Atlas and CAIDA MANIC data. This method has been implemented in Atlas and we introduce the publicly accessible Web API.

cs.NI↗