Machine Learning and Kalman Filtering for Nanomechanical Mass
Spectrometry
- URL: http://arxiv.org/abs/2306.00563v1
- Date: Thu, 1 Jun 2023 11:22:04 GMT
- Title: Machine Learning and Kalman Filtering for Nanomechanical Mass
Spectrometry
- Authors: Mete Erdogan, Nuri Berke Baytekin, Serhat Emre Coban, Alper Demir
- Abstract summary: We present enhancements and robust realizations for a Kalman filtering technique, augmented with maximum-likelihood estimation.
We describe learning techniques that are based on neural networks and boosted decision trees for temporal location and event size estimation.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Nanomechanical resonant sensors are used in mass spectrometry via detection
of resonance frequency jumps. There is a fundamental trade-off between
detection speed and accuracy. Temporal and size resolution are limited by the
resonator characteristics and noise. A Kalman filtering technique, augmented
with maximum-likelihood estimation, was recently proposed as a Pareto optimal
solution. We present enhancements and robust realizations for this technique,
including a confidence boosted thresholding approach as well as machine
learning for event detection. We describe learning techniques that are based on
neural networks and boosted decision trees for temporal location and event size
estimation. In the pure learning based approach that discards the Kalman
filter, the raw data from the sensor are used in training a model for both
location and size prediction. In the alternative approach that augments a
Kalman filter, the event likelihood history is used in a binary classifier for
event occurrence. Locations and sizes are predicted using maximum-likelihood,
followed by a Kalman filter that continually improves the size estimate. We
present detailed comparisons of the learning based schemes and the confidence
boosted thresholding approach, and demonstrate robust performance for a
practical realization.
Related papers
- KFD-NeRF: Rethinking Dynamic NeRF with Kalman Filter [49.85369344101118]
We introduce KFD-NeRF, a novel dynamic neural radiance field integrated with an efficient and high-quality motion reconstruction framework based on Kalman filtering.
Our key idea is to model the dynamic radiance field as a dynamic system whose temporally varying states are estimated based on two sources of knowledge: observations and predictions.
Our KFD-NeRF demonstrates similar or even superior performance within comparable computational time and state-of-the-art view synthesis performance with thorough training.
arXiv Detail & Related papers (2024-07-18T05:48:24Z) - Pathspace Kalman Filters with Dynamic Process Uncertainty for Analyzing Time-course Data [4.350285695981938]
We develop a Pathspace Kalman Filter (PKF) which allows us to track the uncertainties associated with the underlying data and prior knowledge.
An application of this algorithm is to automatically detect temporal windows where the internal mechanistic model deviates from the data in a time-dependent manner.
We numerically demonstrate that the PKF outperforms conventional KF methods on a synthetic dataset lowering the mean-squared-error by several orders of magnitude.
arXiv Detail & Related papers (2024-02-07T00:54:35Z) - Low-rank extended Kalman filtering for online learning of neural
networks from streaming data [71.97861600347959]
We propose an efficient online approximate Bayesian inference algorithm for estimating the parameters of a nonlinear function from a potentially non-stationary data stream.
The method is based on the extended Kalman filter (EKF), but uses a novel low-rank plus diagonal decomposition of the posterior matrix.
In contrast to methods based on variational inference, our method is fully deterministic, and does not require step-size tuning.
arXiv Detail & Related papers (2023-05-31T03:48:49Z) - A New Adaptive Noise Covariance Matrices Estimation and Filtering
Method: Application to Multi-Object Tracking [6.571006663689735]
Kalman filters are widely used for object tracking, where process and measurement noise are usually considered accurately known and constant.
This paper proposes a new estimation-correction closed-loop estimation method to estimate the Kalman filter process and measurement noise covariance matrices online.
arXiv Detail & Related papers (2021-12-20T03:11:48Z) - Kalman Filtering with Adversarial Corruptions [33.99155519390116]
We give the first strong provable guarantees for linear quadratic estimation when even a constant fraction of measurements have been adversarially corrupted.
Our work is in a challenging Bayesian setting where the number of measurements scales with the complexity of what we need to estimate.
We develop a suite of new techniques to robustly extract information across different time steps and over varying time scales.
arXiv Detail & Related papers (2021-11-11T18:59:21Z) - KalmanNet: Neural Network Aided Kalman Filtering for Partially Known
Dynamics [84.18625250574853]
We present KalmanNet, a real-time state estimator that learns from data to carry out Kalman filtering under non-linear dynamics.
We numerically demonstrate that KalmanNet overcomes nonlinearities and model mismatch, outperforming classic filtering methods.
arXiv Detail & Related papers (2021-07-21T12:26:46Z) - Frequentist Parameter Estimation with Supervised Learning [0.0]
We use regression to infer a machine-learned point estimate of an unknown parameter.
When the number of training measurements are large, this is identical to the well-known maximum-likelihood estimator (MLE)
We show that the machine-learned estimator inherits the desirable properties of the MLE, up to a limit imposed by the resolution of the training grid.
arXiv Detail & Related papers (2021-05-26T02:24:25Z) - Neural Kalman Filtering [62.997667081978825]
We show that a gradient-descent approximation to the Kalman filter requires only local computations with variance weighted prediction errors.
We also show that it is possible under the same scheme to adaptively learn the dynamics model with a learning rule that corresponds directly to Hebbian plasticity.
arXiv Detail & Related papers (2021-02-19T16:43:15Z) - Bayesian Optimization with Machine Learning Algorithms Towards Anomaly
Detection [66.05992706105224]
In this paper, an effective anomaly detection framework is proposed utilizing Bayesian Optimization technique.
The performance of the considered algorithms is evaluated using the ISCX 2012 dataset.
Experimental results show the effectiveness of the proposed framework in term of accuracy rate, precision, low-false alarm rate, and recall.
arXiv Detail & Related papers (2020-08-05T19:29:35Z) - Applications of Koopman Mode Analysis to Neural Networks [52.77024349608834]
We consider the training process of a neural network as a dynamical system acting on the high-dimensional weight space.
We show how the Koopman spectrum can be used to determine the number of layers required for the architecture.
We also show how using Koopman modes we can selectively prune the network to speed up the training procedure.
arXiv Detail & Related papers (2020-06-21T11:00:04Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.