A central limit theorem in nonlinear filtering

It is shown that the probability law of a diffusion process conditioned on weakly corrupted observations is asymptotically Gaussian when properly scaled. The method of proof involves Fisher information matrices and a Cramér-Rao inequality.     

‘New mathematics’ and teaching

Inside the scientific world it is not always understood that the mood of mathematics, which is a product and a part of culture, can change with time. This is partly why many have been surprised by the coming of the so‐called new mathematics.

In the truly creative mathematical mind two opposite tendencies coexist: the logical and the imaginative. Apparently it seems that new mathematics can be reduced to a purely logical machinery. In fact it contains as much imaginative contributions as classical mathematics. But it is difficult to show simultaneously the logical sequence of propositions and the clumsy progression of research itself. Mathematical exposition does not always follow the ‘ most natural slopes’ of the mind. Unfamiliar presentations often give an impression of ‘ abstraction ‘, more familiar ones an impression of concreteness ‘.

So it appears that difficulties with new mathematics are mostly of psychological origin. Misuses of it can easily raise up intolerance reactions and emotional blocks. Perhaps insisting upon the fact that, here as elsewhere, it is important to be able to guess, to realize that intuition and imagination are essential, could help to make new mathematics better understood, more useful and more able to be considered as a unifing element among sciences.     

Fisher Information of Free-Electron Landau States

An electron in a constant magnetic field has energy levels, known as the Landau levels. One can obtain the corresponding radial wavefunction of free-electron Landau states in cylindrical polar coordinates. However, this system has not been explored so far in terms of an information-theoretical viewpoint. Here, we focus on Fisher information associated with these Landau states specified by the two quantum numbers. Fisher information provides a useful measure of the electronic structure in quantum systems, such as hydrogen-like atoms and under some potentials. By numerically evaluating the generalized Laguerre polynomials in the radial densities, we report that Fisher information increases linearly with the principal quantum number that specifies energy levels, but decreases monotonically with the azimuthal quantum number m. We also present relative Fisher information of the Landau states against the reference density with m=0, which is proportional to the principal quantum number. We compare it with the case when the lowest Landau level state is set as the reference.     

Building and analyzing the US airport network based on en-route location information

From a complex network perspective, this study sets out two aims around the US airport network (USAN) which is built from en-route location information of domestic flights in the US. First, we analyze the structural properties of the USAN with respect to its binary and weighted graphs, and second we explore the airport patterns, which have wide-ranging implications. Results from the two graphs indicate the following. (1) The USAN exhibits scale-free, small-world and disassortative mixing properties, which are consistent with the mainstream perspectives. Besides, we find (2) a remarkable power relationship between the structural measurements in the binary graph and the traffic measurements in the weighted counterpart, namely degree versus capacity and attraction versus volume. On the other hand, investigation of the airport patterns suggests (3) that all the airports can be classified into four categories based on multiple network metrics, which shows a complete typology of the airports. And it further indicates (4) that there is a subtle relationship between the airport traffic and the geographical constraints as well as the regional socioeconomic indicators.     

Rejoinder on “Statistical reasoning with set-valued information: Ontic vs. epistemic views”

This note replies to comments made on our contribution to the Low Quality Data debate.     

Edge linking and image segmentation by combining optical and digital methods

We present a hybrid method for segmentation of intensity images, which combines an optical contouring technique and digital algorithms for linking edge points or image segmentation. In a first stage, the digital image to be processed is displayed in a twisted-nematic liquid-crystal display (LCD), which is placed between a polarizer–analyzer pair at 45 deg (instead of 90 deg as occurs in standard LCDs). It is not difficult to demonstrate that the proposed setup produces a resultant image with very pronounced dark contours at middle intensity. After the optical preprocessing, two different digital algorithms are applied: an edge linking algorithm (modified chain code) and a simple thresholding technique for image segmentation. The proposed procedure works well with monochromatic and color images. The method could be useful as a robust technique for segmentation of large images in real-time, which presents potential applications in medical and biological imaging.     

NIFTy 3 – Numerical Information Field Theory: A Python Framework for Multicomponent Signal Inference on HPC Clusters

NIFTy , “Numerical Information Field Theory,” is a software framework designed to ease the development and implementation of field inference algorithms. Field equations are formulated independently of the underlying spatial geometry allowing the user to focus on the algorithmic design. Under the hood, NIFTy ensures that the discretization of the implemented equations is consistent. This enables the user to prototype an algorithm rapidly in 1D and then apply it to high‐dimensional real‐world problems. This paper introduces NIFTy  3, a major upgrade to the original NIFTy  framework. NIFTy  3 allows the user to run inference algorithms on massively parallel high performance computing clusters without changing the implementation of the field equations. It supports n‐dimensional Cartesian spaces, spherical spaces, power spaces, and product spaces as well as transforms to their harmonic counterparts. Furthermore, NIFTy  3 is able to handle non‐scalar fields, such as vector or tensor fields. The functionality and performance of the software package is demonstrated with example code, which implements a mock inference inspired by a real‐world algorithm from the realm of information field theory. NIFTy  3 is open‐source software available under the GNU General Public License v3 (GPL‐3) at https://gitlab.mpcdf.mpg.de/ift/NIFTy/tree/NIFTy_3 .     

Informational analysis of seismic sequences by applying the Fisher Information Measure and the Shannon entropy: An application to the 2004–2010 seismicity of Aswan area (Egypt)

The interevent-time (IET) and interevent-distance (IED) series of seismic events occurred at Aswan area (Egypt) from 2004 to 2010 were investigated by means of the Fisher Information Measure and the Shannon entropy. The analysis was performed varying the depth and the magnitude thresholds. The results point out to an increase of level of organization and order with the decrease of magnitude threshold and the increase of depth threshold for the IET series, while the IED series are characterized by a level of uncertainty approximately constant with the threshold magnitude. The complexity measure, calculated as the product of the Fisher Information Measure and the Shannon entropy power, presents very similar pattern for both the types of seismic series, indicating an increasing complexity with the decrease of the threshold magnitude and the increase of the threshold depth.     

Empirical Likelihood Estimation for the Two-Sample Mean under Density Ratio Models Using Auxiliary Information

Auxiliary population information is often available in finite population inference problems, and the empirical likelihood (EL) approach has been demonstrated to be flexible and useful for such problems. The present paper concerns EL when interest centers on inference for the mean of the baseline distribution under two-sample density ratio models. Although dual EL is a convenient technical tool since it has the same maximum point and maximum likelihood as DRM-based EL, it can not combine such auxiliary information into the likelihood conveniently and may have loss of efficiency. By contrast, the classical EL approach of Qin and Lawless\ucite{21} does not have this problem and incorporate seamlessly auxiliary information. Based on the EL using auxiliary information and the dual EL methods, we construct both point and interval estimations and make a careful comparison. Though the point estimation efficiency gain obtained by the former is not noticeable, we find that they may have different performances in interval estimation. In terms of coverage accuracy, the two intervals are comparable for not or moderate skewed populations, and the EL interval using auxiliary information can be much superior for severely skewed populations.