Suppose x is an unknown vector in Ropfm (a digital image or signal); we plan to measure n general linear functionals of x and then reconstruct. If x is known to be compressible by transform coding with a known transform, and we reconstruct via the nonlinear procedure defined here, the number of measurements n can be dramatically smaller than the size m. Thus, certain natural classes of images with m pixels need only n=O(m1/4log5/2(m)) nonadaptive nonpixel samples for faithful recovery, as opposed to the usual m pixel samples. More specifically, suppose x has a sparse representation in some orthonormal basis (e.g., wavelet, Fourier) or tight frame (e.g., curvelet, Gabor)-so the coefficients belong to an lscrp ball for 0<ples1. The N most important coefficients in that expansion allow reconstruction with lscr2 error O(N1/2-1p/). It is possible to design n=O(Nlog(m)) nonadaptive measurements allowing reconstruction with accuracy comparable to that attainable with direct knowledge of the N most important coefficients. Moreover, a good approximation to those N important coefficients is extracted from the n measurements by solving a linear program-Basis Pursuit in signal processing. The nonadaptive measurements have the character of "random" linear combinations of basis/frame elements. Our results use the notions of optimal recovery, of n-widths, and information-based complexity. We estimate the Gel'fand n-widths of lscrp balls in high-dimensional Euclidean space in the case 0<ples1, and give a criterion identifying near- optimal subspaces for Gel'fand n-widths. We show that "most" subspaces are near-optimal, and show that convex optimization (Basis Pursuit) is a near-optimal way to extract information derived from these near-optimal subspaces

Compressed sensing

Context. We present the second Gaia data release, Gaia DR2, consisting of astrometry, photometry, radial velocities, and information on astrophysical parameters and variability, for sources brighter than magnitude 21. In addition epoch astrometry and photometry are provided for a modest sample of minor planets in the solar system. Aims: A summary of the contents of Gaia DR2 is presented, accompanied by a discussion on the differences with respect to Gaia DR1 and an overview of the main limitations which are still present in the survey. Recommendations are made on the responsible use of Gaia DR2 results. Methods: The raw data collected with the Gaia instruments during the first 22 months of the mission have been processed by the Gaia Data Processing and Analysis Consortium (DPAC) and turned into this second data release, which represents a major advance with respect to Gaia DR1 in terms of completeness, performance, and richness of the data products. Results: Gaia DR2 contains celestial positions and the apparent brightness in G for approximately 1.7 billion sources. For 1.3 billion of those sources, parallaxes and proper motions are in addition available. The sample of sources for which variability information is provided is expanded to 0.5 million stars. This data release contains four new elements: broad-band colour information in the form of the apparent brightness in the GBP (330-680 nm) and GRP (630-1050 nm) bands is available for 1.4 billion sources; median radial velocities for some 7 million sources are presented; for between 77 and 161 million sources estimates are provided of the stellar effective temperature, extinction, reddening, and radius and luminosity; and for a pre-selected list of 14 000 minor planets in the solar system epoch astrometry and photometry are presented. Finally, Gaia DR2 also represents a new materialisation of the celestial reference frame in the optical, the Gaia-CRF2, which is the first optical reference frame based solely on extragalactic sources. There are notable changes in the photometric system and the catalogue source list with respect to Gaia DR1, and we stress the need to consider the two data releases as independent. Conclusions: Gaia DR2 represents a major achievement for the Gaia mission, delivering on the long standing promise to provide parallaxes and proper motions for over 1 billion stars, and representing a first step in the availability of complementary radial velocity and source astrophysical information for a sample of stars in the Gaia survey which covers a very substantial fraction of the volume of our galaxy.

/pdf/gaia-data-release-2-summary-of-the-contents-and-survey-539viwt72y.pdf

Gaia Data Release 2. Summary of the contents and survey properties

Convergence of Probability Measures. By P. Billingsley. Chichester, Sussex, Wiley, 1968. xii, 253 p. 9 1/4“. 117s.

Convergence of Probability Measures

We consider prediction and uncertainty analysis for systems which are approximated using complex mathematical models. Such models, implemented as computer codes, are often generic in the sense that by a suitable choice of some of the model's input parameters the code can be used to predict the behaviour of the system in a variety of specific applications. However, in any specific application the values of necessary parameters may be unknown. In this case, physical observations of the system in the specific context are used to learn about the unknown parameters. The process of fitting the model to the observed data by adjusting the parameters is known as calibration. Calibration is typically effected by ad hoc fitting, and after calibration the model is used, with the fitted input values, to predict the future behaviour of the system. We present a Bayesian calibration technique which improves on this traditional approach in two respects. First, the predictions allow for all sources of uncertainty, including the remaining uncertainty over the fitted parameters. Second, they attempt to correct for any inadequacy of the model which is revealed by a discrepancy between the observed data and the model predictions from even the best-fitting parameter values. The method is illustrated by using data from a nuclear radiation release at Tomsk, and from a more complex simulated nuclear accident exercise.

https://www.jstor.org/stable/pdfplus/2680584.pdf

Bayesian Calibration of computer models

Recently there has been a growing interest in designing efficient methods for the solution of ordinary/partial differential equations with random inputs. To this end, stochastic Galerkin methods appear to be superior to other nonsampling methods and, in many cases, to several sampling methods. However, when the governing equations take complicated forms, numerical implementations of stochastic Galerkin methods can become nontrivial and care is needed to design robust and efficient solvers for the resulting equations. On the other hand, the traditional sampling methods, e.g., Monte Carlo methods, are straightforward to implement, but they do not offer convergence as fast as stochastic Galerkin methods. In this paper, a high-order stochastic collocation approach is proposed. Similar to stochastic Galerkin methods, the collocation methods take advantage of an assumption of smoothness of the solution in random space to achieve fast convergence. However, the numerical implementation of stochastic collocation is trivial, as it requires only repetitive runs of an existing deterministic solver, similar to Monte Carlo methods. The computational cost of the collocation methods depends on the choice of the collocation points, and we present several feasible constructions. One particular choice, based on sparse grids, depends weakly on the dimensionality of the random space and is more suitable for highly accurate computations of practical applications with large dimensional random inputs. Numerical examples are presented to demonstrate the accuracy and efficiency of the stochastic collocation methods.

High-Order Collocation Methods for Differential Equations with Random Inputs

We study polynomial interpolation on a d-dimensional cube, where d is large. We suggest to use the least solution at sparse grids with the extrema of the Chebyshev polynomials. The polynomial exactness of this method is almost optimal. Our error bounds show that the method is universal, i.e., almost optimal for many different function spaces. We report on numerical experiments for d = 10 using up to 652 065 interpolation points.

High dimensional polynomial interpolation on sparse grids

Guest Editors' Preface: Special issue

We construct a new algorithm for the numerical integration of functions that are defined on a \(d\)-dimensional cube. It is based on the Clenshaw-Curtis rule for \(d=1\) and on Smolyak's construction. This way we make the best use of the smoothness properties of any (nonperiodic) function. We prove error bounds showing that our algorithm is almost optimal (up to logarithmic factors) for different classes of functions with bounded mixed derivative. Numerical results show that the new method is very competitive, in particular for smooth integrands and \(d \ge 8\).

High dimensional integration of smooth functions over cubes

https://web.maths.unsw.edu.au/~josefdick/preprints/Novak_Buch_1988.pdf

Erich Novak

Papers

High dimensional polynomial interpolation on sparse grids

Guest Editors' Preface: Special issue

High dimensional integration of smooth functions over cubes

Deterministic and Stochastic Error Bounds in Numerical Analysis

Tractability of Multivariate Problems Volume II: Standard Information for Functionals