To save content items to your account,
please confirm that you agree to abide by our usage policies.
If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account.
Find out more about saving content to .
To save content items to your Kindle, first ensure no-reply@cambridge.org
is added to your Approved Personal Document E-mail List under your Personal Document Settings
on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part
of your Kindle email address below.
Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations.
‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi.
‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
The aim of these notes is to provide a clear and concise mathematical introduction to the subjects of Inverse Problems and Data Assimilation, and their interrelations, together with bibliographic pointers to literature in this area that goes into greater depth. The target audiences are advanced undergraduates and beginning graduate students in the mathematical sciences, together with researchers in the sciences and engineering who are interested in the systematic underpinnings of methodologies widely used in their disciplines.
We present a novel methodology for optimizing fiber optic network performance by determining the ideal values for attenuation, nonlinearity, and dispersion parameters in terms of achieved signal-to-noise ratio (SNR) gain from digital backpropagation (DBP). Our approach uses Gaussian process regression, a probabilistic machine learning technique, to create a computationally efficient model for mapping these parameters to the resulting SNR after applying DBP. We then use simplicial homology global optimization to find the parameter values that yield maximum SNR for the Gaussian process model within a set of a priori bounds. This approach optimizes the parameters in terms of the DBP gain at the receiver. We demonstrate the effectiveness of our method through simulation and experimental testing, achieving optimal estimates of the dispersion, nonlinearity, and attenuation parameters. Our approach also highlights the limitations of traditional one-at-a-time grid search methods and emphasizes the interpretability of the technique. This methodology has broad applications in engineering and can be used to optimize performance in various systems beyond optical networks.
In this chapter we introduce the Bayesian approach to inverse problems in which the unknown parameter and the observed data are viewed as random variables. In this probabilistic formulation, the solution of the inverse problem is the posterior distribution on the parameter given the data. We will show that the Bayesian formulation leads to a form of well-posedness: small perturbations of the forward model or the observed data translate into small perturbations of the posterior distribution. Well-posedness requires a notion of distance between probability measures. We introduce the total variation and Hellinger distances, giving characterizations of them, and bounds relating them, that will be used throughout these notes. We prove well-posedness in the Hellinger distance.
This chapter demonstrates the use of optimization, namely the 3DVAR and 4DVAR methodologies, to obtain information from the filtering and smoothing distributions. We emphasize that the methods we present in this chapter do not provide approximations of the filtering and smoothing distributions; they simply provide estimates of the signal, given data, in the filtering (on-line) and smoothing (off-line) data scenarios.
This chapter is devoted to the particle filter, a method that approximates the filtering distribution by a sum of Dirac masses. Particle filters provably converge to the filtering distribution as the number of particles, and hence the number of Dirac masses, approaches infinity. We focus on the bootstrap particle filter (BPF), also known as sequential importance resampling; it is linked to the material on Monte Carlo and importance sampling described in Chapter 5.
In this chapter we study Markov chain Monte Carlo (MCMC), a methodology that delivers approximate samples from a given target distribution π. The methodology applies to settings in which π is the posterior distribution in (1.2), but it is also widely used in numerous applications beyond Bayesian inference. As with Monte Carlo and importance sampling, MCMC may be viewed as approximating the target distribution by a sum of Dirac masses, thus allowing the approximation of expectations with respect to the target. Implementation of Monte Carlo presupposes that independent samples from the target can be obtained. Importance sampling and MCMC bypass this restrictive assumption: importance sampling by appropriately weighting independent samples from a proposal distribution, and MCMC by drawing correlated samples from a Markov kernel that has the target as invariant distribution.
In this chapter we again adopt an optimization approach to the problem of Bayesian inference, but instead seek a Gaussian distribution 𝑝 = N(μ, Σ) that minimizes some distance-like measure from the posterior 𝜋𝑦 (u). However, rather than using a metric to define the distance, we use the Kullback–Leibler divergence introduced in Section 4.1.
This chapter demonstrates the use of optimization, namely the 3DVAR and 4DVAR methodologies, to obtain information from the filtering and smoothing distributions. We emphasize that the methods we present in this chapter do not provide approximations of the filtering and smoothing distributions; they simply provide estimates of the signal, given data, in the filtering (on-line) and smoothing (off-line) data scenarios.
This chapter brings together the material in the first two parts of these notes, demonstrating how the principles and ideas underpinning the derivation of extended and ensemble Kalman filters for data assimilation can be used to design ensemble Kalman methods for inverse problems.
Governments all over the world are rapidly embracing digital technologies for information collection, governance, and social control. Recent studies suggest citizens may accept or even support digital surveillance. By using an online survey dataset on public opinion about facial recognition technology, contact tracing apps, and the social credit system in China, Germany, the US, and the UK, this article shows that these studies have overlooked a small yet significant group of digital technology doubters. Our results show that while up to 10% of Chinese citizens belong to the group of “digital doubters,” this group is the largest in Germany with 30% of citizens. The US and the UK are in the middle with approximately 20%. While citizens who belong to this group of digital doubters worry about privacy and surveillance issues, their attitudes can also be explained by them not being convinced of the benefits of digital technologies, including improved efficiency, security, or convenience. We find that the more citizens lack trust in their government, the more likely they are to belong to the group of digital doubters. Our findings demonstrate that in both democratic and authoritarian states, there are citizens opposing the adoption of certain digital technologies. This underscores the importance of initiating societal debate to determine the appropriate regulations that align with these societal preferences.
We extend the classical setting of an optimal stopping problem under full information to include problems with an unknown state. The framework allows the unknown state to influence (i) the drift of the underlying process, (ii) the payoff functions, and (iii) the distribution of the time horizon. Since the stopper is assumed to observe the underlying process and the random horizon, this is a two-source learning problem. Assigning a prior distribution for the unknown state, standard filtering theory can be employed to embed the problem in a Markovian framework with one additional state variable representing the posterior of the unknown state. We provide a convenient formulation of this Markovian problem, based on a measure change technique that decouples the underlying process from the new state variable. Moreover, we show by means of several novel examples that this reduced formulation can be used to solve problems explicitly.
SARS-CoV-2 has become one of the most important and challenging medical research topics in recent years. The presence of endothelial dysfunction, immune thrombosis, and oxidative stress contributes to complications and requires more extended hospitalisation of patients. In this article, we focused on analysing the impact of oxidative stress on the severity of COVID-19 infection. The study group consisted of 72 patients with laboratory-confirmed SARS-CoV enrolled. The patients were divided into moderate and severe diseases according to the SCRI (Simple Covid Risk Index, including lymphocyte/D-dimer ratio). Using the ELISA kit, we determined the level of AOPP and 8-OHdG. Patients with severe COVID-19 had higher levels of both AOPP (P < 0.05) and 8-OHdG (P < 0.05) compared to patients with moderate disease. Albumin levels were significantly lower (P < 0.001), although fibrinogen (P < 0.01), D-dimer (P < 0.001), and TF (P < 0.05) levels were higher in severe patients than in moderate course. AOPP/Alb was also higher among severe patients (P < 0.05). Our data suggest a potential role for AOPP and 8-OHdG in predicting the outcome of SARS-CoV-2 patients. Elevated AOPP levels were associated with increased Dimer-D, TF, and vWF activity levels.
We propose a modification to the random destruction of graphs: given a finite network with a distinguished set of sources and targets, remove (cut) vertices at random, discarding components that do not contain a source node. We investigate the number of cuts required until all targets are removed, and the size of the remaining graph. This model interpolates between the random cutting model going back to Meir and Moon (J. Austral. Math. Soc.11, 1970) and site percolation. We prove several general results, including that the size of the remaining graph is a tight family of random variables for compatible sequences of expander-type graphs, and determine limiting distributions for binary caterpillar trees and complete binary trees.
We consider parallel single-server queues in heavy traffic with randomly split Hawkes arrival processes. The service times are assumed to be independent and identically distributed (i.i.d.) in each queue and are independent in different queues. In the critically loaded regime at each queue, it is shown that the diffusion-scaled queueing and workload processes converge to a multidimensional reflected Brownian motion in the non-negative orthant with orthonormal reflections. For the model with abandonment, we also show that the corresponding limit is a multidimensional reflected Ornstein–Uhlenbeck diffusion in the non-negative orthant.