Functional Change Point Detection with Nonnegative Matrix Factorization
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Statistical Analysis and Data Mining
We study regression using functional predictors in situations where these functions contains both phase and amplitude variability. In other words, the functions are misaligned due to errors in time measurements, and these errors can significantly degrade both model estimation and prediction performance. The current techniques either ignore the phase variability, or handle it via preprocessing, that is, use an off–the–shelf technique for functional alignment and phase removal. We develop a functional principal component regression model which has a comprehensive approach in handling phase and amplitude variability. The model utilizes a mathematical representation of the data known as the square–root slope function. These functions preserve the L2 norm under warping and are ideally suited for simultaneous estimation of regression and warping parameters. Furthermore, using both simulated and real–world data sets, we demonstrate our approach and evaluate its prediction performance relative to current models. In addition, we propose an extension to functional logistic and multinomial logistic regression.
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Bayesian Analysis
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Our work in radiographic image matching has centered on the use of SURF (Speeded Up Robust Features) for feature detection, and FLANN (Fast Learning Artificial Neural Network) for feature matching. We discovered that while the SURF process does return information on location, scale, and rotation for each detected feature, they are not essential for image matching. The nature of the remaining feature detection data does not appear to contain any useful information in terms of reconstructing a useful portion of an image, and therefore is not amenable to reconstructing the original image. This led us to wonder if, in fact, we had discovered an irreversible process; the original image could not be constructed from the remaining feature data. Additional detail on the derivation of the image processing and matching algorithms and the irreversibility hypothesis are available in the final SAND Report documenting our previous LDRD work (SAND2015-9665 “Processing Radiation Images Behind an Information Barrier for Automatic Warhead Authentication” Little, Wilson, Weber and Novick, 2015).