We consider the problem of estimating a signal from noisy circularly-translated versions of itself, called (MRA). One natural approach to MRA could be to estimate the shifts of the observations first, and infer the signal by aligning and averaging the data. In contrast, we consider a method based on estimating the signal directly, using features of the signal that are invariant under translations. Specifically, we estimate the power spectrum and the bispectrum of the signal from the observations. Under mild assumptions, these invariant features contain enough information to infer the signal. In particular, the bispectrum can be used to estimate the Fourier phases. To this end, we propose and analyze a few algorithms. Our main methods consist of non-convex optimization over the smooth manifold of phases. Empirically, in the absence of noise, these non-convex algorithms appear to converge to the target signal with random initialization. The algorithms are also robust to noise. We then suggest three additional methods. These methods are based on frequency marching, semidefinite relaxation and integer programming. The first two methods provably recover the phases exactly in the absence of noise. In the high noise level regime, the invariant features approach for MRA results in stable estimation if the number of measurements scales like the cube of the noise variance, which is the information-theoretic rate. Additionally, it requires only one pass over the data which is important at low signal-to-noise ratio when the number of observations must be large.
A new framework is introduced for constructing interpretable and truly reliable reduced models for multi-scale problems in situations without scale separation. Hydrodynamic approximation to the kinetic equation is used as an example to illustrate the main steps and issues involved. To this end, a set of generalized moments are constructed first through an autoencoder to optimally represent the underlying velocity distribution. The well-known closure problem is then solved with the aim of best capturing the associated dynamics of the kinetic equation. The issue of physical constraints such as Galilean invariance is addressed and an active learning procedure is introduced to help ensure that the data set used is representative enough. The reduced system takes the form of the conventional moment systems and works regardless of the numerical discretization used. Numerical results are presented for the BGK model. We demonstrate that the reduced model achieves a uniform accuracy in a wide range of Knudsen numbers spanning from the hydrodynamic limit to free molecular flow.
The well-known Mori-Zwanzig theory tells us that model reduction leads to memory effect. For a long time, modeling the memory effect accurately and efficiently has been an important but nearly impossible task in developing a good reduced model. In this work, we explore a natural analogy between recurrent neural networks and the Mori-Zwanzig formalism to establish a systematic approach for developing reduced models with memory. Two training models-a direct training model and a dynamically coupled training model-are proposed and compared. We apply these methods to the Kuramoto-Sivashinsky equation and the Navier-Stokes equation. Numerical experiments show that the proposed method can produce reduced model with good performance on both short-term prediction and long-term statistical properties.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.