Summary
Motivated by the problem of the detection of a change point in the mean structure of yield curves, we introduce several methods to test the null hypothesis that the mean structure of a time series of curves does not change. The mean structure does not refer merely to the level of the curves, but also to their range and other aspects of their shape, most prominently concavity. The performance of the tests depends on whether possible break points in the error structure, which refers to the random variability in the aspects of the curves listed above, are taken into account or not. If they are not taken into account, then an existing change point in the mean structure may fail to be detected with a large probability. The paper contains a complete asymptotic theory, a simulation study and illustrative data examples, as well as details of the numerical implementation of the testing procedures.
Photoacoustic tomography (PAT) is a hybrid imaging modality where we intend to reconstruct optical properties of heterogeneous media from measured ultrasound signals generated by the photoacoustic effect. In recent years, there have been considerable interests in using PAT to image two-photon absorption, in addition to the usual single-photon absorption, inside diffusive media. We present a mathematical model for quantitative image reconstruction in two-photon photoacoustic tomography (TP-PAT). We propose a computational strategy for the reconstruction of the optical absorption coefficients and provide some numerical evidences based on synthetic photoacoustic acoustic data to demonstrate the feasibility of quantitative reconstructions in TP-PAT.
We present a simple, frequency domain, preprocessing step to Kirchhoff migration that allows the method to image scatterers when the wave field phase information is lost at the receivers, and only intensities are measured. The resulting imaging method does not require knowing the phases of the probing field or manipulating the phase of the wave field at the receivers. In a regime where the scattered field is small compared to the probing field, the problem of recovering the full-waveform scattered field from intensity data can be formulated as an embarrassingly simple least-squares problem. Although this only recovers the projection (on a known subspace) of the full-waveform scattered field, we show that, for high frequencies, this projection gives Kirchhoff images asymptotically identical to the images obtained with full waveform data. Our method can also be used when the source is modulated by a Gaussian process and autocorrelations are measured at an array of receivers.
Scatterers in a homogeneous medium are imaged by probing the medium with two point sources of waves modulated by correlated signals and by measuring only intensities at one single receiver. For appropriately chosen source pairs, we show that full waveform array measurements can be recovered from such intensity measurements by solving a linear least squares problem. The least squares solution can be used to image with Kirchhoff migration, even if the solution is determined only up to a known one-dimensional nullspace. The same imaging strategy can be used when the medium is probed with point sources driven by correlated Gaussian processes and autocorrelations are measured at a single location. Since autocorrelations are robust to noise, this can be used for imaging when the probing wave is drowned in background noise.
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