A new method to quantify the predictability limit of ensemble forecasting is presented using the Kullback–Leibler(KL)divergence(also called the relative entropy), which provides a measure of the difference between th...A new method to quantify the predictability limit of ensemble forecasting is presented using the Kullback–Leibler(KL)divergence(also called the relative entropy), which provides a measure of the difference between the probability distributions of ensemble forecasts and local reference(true) states. The KL divergence is applicable to a non-normal distribution of ensemble forecasts, which is a substantial improvement over the previous method using the ensemble spread. An example from the three-variable Lorenz model illustrates the effectiveness of the KL divergence, which can effectively quantify the predictability limit of ensemble forecasting. On this basis, the KL divergence is used to investigate the dependence of the predictability limit of ensemble forecasting on the initial states and the magnitude of initial errors. The local predictability limit of ensemble forecasting varies considerably with the initial states, as well as with the magnitude of initial errors. Further research is needed to examine the real-world applications of the KL divergence in measuring the predictability of ensemble weather forecasts.展开更多
In the classical form,the Poisson Multi-Bernoulli Mixture(PMBM)filter uses a PMBM density to describe target birth,surviving,and death,which does not model the appearance of spawned targets.Although such a model can h...In the classical form,the Poisson Multi-Bernoulli Mixture(PMBM)filter uses a PMBM density to describe target birth,surviving,and death,which does not model the appearance of spawned targets.Although such a model can handle target birth,surviving,and death well,its performance may degrade when target spawning arises.The reason for this is that the original PMBM filter treats the spawned targets as birth targets,ignoring the surviving targets’information.In this paper,we propose a Kullback–Leibler Divergence(KLD)minimization based derivation for the PMBM prediction step,including target spawning,in which the spawned targets are modeled using a Poisson Point Process(PPP).Furthermore,to improve the computational efficiency,three approximations are used to implement the proposed algorithm,such as the Variational MultiBernoulli(VMB)filter,the Measurement-Oriented marginal MeMBer/Poisson(MOMB/P)filter,and the Track-Oriented marginal MeMBer/Poisson(TOMB/P)filter.Finally,simulation results demonstrate the validity of the proposed filter by using the spawning model in these three approximations.展开更多
Accurate reconstruction from a reduced data set is highly essential for computed tomography in fast and/or low dose imaging applications. Conventional total variation（TV）-based algorithms apply the L1 norm-based pen...Accurate reconstruction from a reduced data set is highly essential for computed tomography in fast and/or low dose imaging applications. Conventional total variation（TV）-based algorithms apply the L1 norm-based penalties, which are not as efficient as Lp（0〈p〈1） quasi-norm-based penalties. TV with a p-th power-based norm can serve as a feasible alternative of the conventional TV, which is referred to as total p-variation（TpV）. This paper proposes a TpV-based reconstruction model and develops an efficient algorithm. The total p-variation and Kullback-Leibler（KL） data divergence, which has better noise suppression capability compared with the often-used quadratic term, are combined to build the reconstruction model. The proposed algorithm is derived by the alternating direction method（ADM） which offers a stable, efficient, and easily coded implementation. We apply the proposed method in the reconstructions from very few views of projections（7 views evenly acquired within 180°）. The images reconstructed by the new method show clearer edges and higher numerical accuracy than the conventional TV method. Both the simulations and real CT data experiments indicate that the proposed method may be promising for practical applications.展开更多
This paper considers a Kullback-Leibler distance (KLD) which is asymptotically equivalent to the KLD by Goutis and Robert [1] when the reference model (in comparison to a competing fitted model) is correctly specified...This paper considers a Kullback-Leibler distance (KLD) which is asymptotically equivalent to the KLD by Goutis and Robert [1] when the reference model (in comparison to a competing fitted model) is correctly specified and that certain regularity conditions hold true (ref. Akaike [2]). We derive the asymptotic property of this Goutis-Robert-Akaike KLD under certain regularity conditions. We also examine the impact of this asymptotic property when the regularity conditions are partially satisfied. Furthermore, the connection between the Goutis-Robert-Akaike KLD and a weighted posterior predictive p-value (WPPP) is established. Finally, both the Goutis-Robert-Akaike KLD and WPPP are applied to compare models using various simulated examples as well as two cohort studies of diabetes.展开更多
基金supported by the National Key Research and Development Program of China (Grant No. 2018YFC1506402)the National Program on Global Change and Air–Sea Interaction (Grant Nos. GASI-IPOVAI-03 and GASIIPOVAI-06)the National Key Technology Research and Development Program of the Ministry of Science and Technology of China (Grant No. 2015BAC03B07)
文摘A new method to quantify the predictability limit of ensemble forecasting is presented using the Kullback–Leibler(KL)divergence(also called the relative entropy), which provides a measure of the difference between the probability distributions of ensemble forecasts and local reference(true) states. The KL divergence is applicable to a non-normal distribution of ensemble forecasts, which is a substantial improvement over the previous method using the ensemble spread. An example from the three-variable Lorenz model illustrates the effectiveness of the KL divergence, which can effectively quantify the predictability limit of ensemble forecasting. On this basis, the KL divergence is used to investigate the dependence of the predictability limit of ensemble forecasting on the initial states and the magnitude of initial errors. The local predictability limit of ensemble forecasting varies considerably with the initial states, as well as with the magnitude of initial errors. Further research is needed to examine the real-world applications of the KL divergence in measuring the predictability of ensemble weather forecasts.
基金supported by the National Natural Science Foundation of China(No.61871301)。
文摘In the classical form,the Poisson Multi-Bernoulli Mixture(PMBM)filter uses a PMBM density to describe target birth,surviving,and death,which does not model the appearance of spawned targets.Although such a model can handle target birth,surviving,and death well,its performance may degrade when target spawning arises.The reason for this is that the original PMBM filter treats the spawned targets as birth targets,ignoring the surviving targets’information.In this paper,we propose a Kullback–Leibler Divergence(KLD)minimization based derivation for the PMBM prediction step,including target spawning,in which the spawned targets are modeled using a Poisson Point Process(PPP).Furthermore,to improve the computational efficiency,three approximations are used to implement the proposed algorithm,such as the Variational MultiBernoulli(VMB)filter,the Measurement-Oriented marginal MeMBer/Poisson(MOMB/P)filter,and the Track-Oriented marginal MeMBer/Poisson(TOMB/P)filter.Finally,simulation results demonstrate the validity of the proposed filter by using the spawning model in these three approximations.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61372172 and 61601518)
文摘Accurate reconstruction from a reduced data set is highly essential for computed tomography in fast and/or low dose imaging applications. Conventional total variation（TV）-based algorithms apply the L1 norm-based penalties, which are not as efficient as Lp（0〈p〈1） quasi-norm-based penalties. TV with a p-th power-based norm can serve as a feasible alternative of the conventional TV, which is referred to as total p-variation（TpV）. This paper proposes a TpV-based reconstruction model and develops an efficient algorithm. The total p-variation and Kullback-Leibler（KL） data divergence, which has better noise suppression capability compared with the often-used quadratic term, are combined to build the reconstruction model. The proposed algorithm is derived by the alternating direction method（ADM） which offers a stable, efficient, and easily coded implementation. We apply the proposed method in the reconstructions from very few views of projections（7 views evenly acquired within 180°）. The images reconstructed by the new method show clearer edges and higher numerical accuracy than the conventional TV method. Both the simulations and real CT data experiments indicate that the proposed method may be promising for practical applications.
文摘This paper considers a Kullback-Leibler distance (KLD) which is asymptotically equivalent to the KLD by Goutis and Robert [1] when the reference model (in comparison to a competing fitted model) is correctly specified and that certain regularity conditions hold true (ref. Akaike [2]). We derive the asymptotic property of this Goutis-Robert-Akaike KLD under certain regularity conditions. We also examine the impact of this asymptotic property when the regularity conditions are partially satisfied. Furthermore, the connection between the Goutis-Robert-Akaike KLD and a weighted posterior predictive p-value (WPPP) is established. Finally, both the Goutis-Robert-Akaike KLD and WPPP are applied to compare models using various simulated examples as well as two cohort studies of diabetes.
