arXiv subjects

Yvo Pokern

Publications and source records attributed to Yvo Pokern.

5 recordsLinked to original sources

arXiv2023

Drift Models on Complex Projective Space for Electron-Nuclear Double Resonance

ENDOR spectroscopy is an important tool to determine the complicated three-dimensional structure of biomolecules and in particular enables measurements of intramolecular distances. Usually, spectra are determined by averaging the data matrix, which does not take into account the significant thermal drifts that occur in the measurement process. In contrast, we present an asymptotic analysis for the homoscedastic drift model, a pioneering parametric model that achieves striking model fits in practice and allows both hypothesis testing and confidence intervals for spectra. The ENDOR spectrum and an orthogonal component are modeled as an element of complex projective space, and formulated in the framework of generalized Fréchet means. To this end, two general formulations of strong consistency for set-valued Fréchet means are extended and subsequently applied to the homoscedastic drift model to prove strong consistency. Building on this, central limit theorems for the ENDOR spectrum are shown. Furthermore, we extend applicability by taking into account a phase noise contribution leading to the heteroscedastic drift model. Both drift models offer improved signal-to-noise ratio over pre-existing models.

math.ST↗

arXiv2022

Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices

We construct a generalization of the Ornstein-Uhlenbeck processes on the cone of covariance matrices endowed with the Log-Euclidean and the Affine-Invariant metrics. Our development exploits the Riemannian geometric structure of symmetric positive definite matrices viewed as a differential manifold. We then provide Bayesian inference for discretely observed diffusion processes of covariance matrices based on an MCMC algorithm built with the help of a novel diffusion bridge sampler accounting for the geometric structure. Our proposed algorithm is illustrated with a real data financial application.

stat.ME↗

arXiv2021

MCMC for a hyperbolic Bayesian inverse problem in traffic flow modelling

As a Bayesian approach to fitting motorway traffic flow models remains rare in the literature, we explore empirically the sampling challenges this approach offers which have to do with the strong correlations and multi-modality of the posterior distribution. In particular, we provide a unified statistical model to estimate using motorway data both boundary conditions and fundamental diagram parameters in LWR, a well known motorway traffic flow model. This allows us to provide a traffic flow density estimation method that is shown to be superior to two methods found in the traffic flow literature. To sample from this challenging posterior distribution we use a state-of-the-art gradient-free function space sampler augmented with parallel tempering.

stat.CO↗

arXiv2021

Characteristic and Necessary Minutiae in Fingerprints

Fingerprints feature a ridge pattern with moderately varying ridge frequency (RF), following an orientation field (OF), which usually features some singularities. Additionally at some points, called minutiae, ridge lines end or fork and this point pattern is usually used for fingerprint identification and authentication. Whenever the OF features divergent ridge lines (e.g. near singularities), a nearly constant RF necessitates the generation of more ridge lines, originating at minutiae. We call these the necessary minutiae. It turns out that fingerprints feature additional minutiae which occur at rather arbitrary locations. We call these the random minutiae or, since they may convey fingerprint individuality beyond the OF, the characteristic minutiae. In consequence, the minutiae point pattern is assumed to be a realization of the superposition of two stochastic point processes: a Strauss point process (whose activity function is given by the divergence field) with an additional hard core, and a homogeneous Poisson point process, modelling the necessary and the characteristic minutiae, respectively. We perform Bayesian inference using an MCMC-based minutiae separating algorithm (MiSeal). In simulations, it provides good mixing and good estimation of underlying parameters. In application to fingerprints, we can separate the two minutiae patterns and verify by example of two different prints with similar OF that characteristic minutiae convey fingerprint individuality.

stat.ME↗

arXiv2020

Gibbs flow for approximate transport with applications to Bayesian computation

Let $π_{0}$ and $π_{1}$ be two distributions on the Borel space $(\mathbb{R}^{d},\mathcal{B}(\mathbb{R}^{d}))$. Any measurable function $T:\mathbb{R}^{d}\rightarrow\mathbb{R}^{d}$ such that $Y=T(X)\simπ_{1}$ if $X\simπ_{0}$ is called a transport map from $π_{0}$ to $π_{1}$. For any $π_{0}$ and $π_{1}$, if one could obtain an analytical expression for a transport map from $π_{0}$ to $π_{1}$, then this could be straightforwardly applied to sample from any distribution. One would map draws from an easy-to-sample distribution $π_{0}$ to the target distribution $π_{1}$ using this transport map. Although it is usually impossible to obtain an explicit transport map for complex target distributions, we show here how to build a tractable approximation of a novel transport map. This is achieved by moving samples from $π_{0}$ using an ordinary differential equation with a velocity field that depends on the full conditional distributions of the target. Even when this ordinary differential equation is time-discretized and the full conditional distributions are numerically approximated, the resulting distribution of mapped samples can be efficiently evaluated and used as a proposal within sequential Monte Carlo samplers. We demonstrate significant gains over state-of-the-art sequential Monte Carlo samplers at a fixed computational complexity on a variety of applications.

stat.CO↗