Determination of Particle-Size Distributions from Light-Scattering Measurement Using Constrained Gaussian Process Regression
- URL: http://arxiv.org/abs/2507.03736v1
- Date: Fri, 04 Jul 2025 17:56:16 GMT
- Title: Determination of Particle-Size Distributions from Light-Scattering Measurement Using Constrained Gaussian Process Regression
- Authors: Fahime Seyedheydari, Mahdi Nasiri, Marcin Mińkowski, Simo Särkkä,
- Abstract summary: We propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements.<n>The proposed constrained Gaussian process regression framework accurately reconstructs particle size distributions.
- Score: 7.5715377940231114
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly formulated as a Fredholm integral equation of the first kind, an ill-posed inverse problem characterized by instability due to measurement noise and limited data. To address this, we use a Gaussian process prior to regularize the solution and integrate a normalization constraint into the Gaussian process via two approaches: by constraining the Gaussian process using a pseudo-measurement and by using Lagrange multipliers in the equivalent optimization problem. To improve computational efficiency, we employ a spectral expansion of the covariance kernel using eigenfunctions of the Laplace operator, resulting in a computationally tractable low-rank representation without sacrificing accuracy. Additionally, we investigate two complementary strategies for hyperparameter estimation: a data-driven approach based on maximizing the unconstrained log marginal likelihood, and an alternative approach where the physical constraints are taken into account. Numerical experiments demonstrate that the proposed constrained Gaussian process regression framework accurately reconstructs particle size distributions, producing numerically stable, smooth, and physically interpretable results. This methodology provides a principled and efficient solution for addressing inverse scattering problems and related ill-posed integral equations.
Related papers
- Distributed Markov Chain Monte Carlo Sampling based on the Alternating
Direction Method of Multipliers [143.6249073384419]
In this paper, we propose a distributed sampling scheme based on the alternating direction method of multipliers.
We provide both theoretical guarantees of our algorithm's convergence and experimental evidence of its superiority to the state-of-the-art.
In simulation, we deploy our algorithm on linear and logistic regression tasks and illustrate its fast convergence compared to existing gradient-based methods.
arXiv Detail & Related papers (2024-01-29T02:08:40Z) - On the Computation of the Gaussian Rate-Distortion-Perception Function [10.564071872770146]
We study the computation of the rate-distortion-perception function (RDPF) for a multivariate Gaussian source under mean squared error (MSE) distortion.
We provide the associated algorithmic realization, as well as the convergence and the rate of convergence characterization.
We corroborate our results with numerical simulations and draw connections to existing results.
arXiv Detail & Related papers (2023-11-15T18:34:03Z) - Noise-Free Sampling Algorithms via Regularized Wasserstein Proximals [3.4240632942024685]
We consider the problem of sampling from a distribution governed by a potential function.
This work proposes an explicit score based MCMC method that is deterministic, resulting in a deterministic evolution for particles.
arXiv Detail & Related papers (2023-08-28T23:51:33Z) - Learning Unnormalized Statistical Models via Compositional Optimization [73.30514599338407]
Noise-contrastive estimation(NCE) has been proposed by formulating the objective as the logistic loss of the real data and the artificial noise.
In this paper, we study it a direct approach for optimizing the negative log-likelihood of unnormalized models.
arXiv Detail & Related papers (2023-06-13T01:18:16Z) - Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation [2.365116842280503]
We develop a class of interacting particle systems for implementing a maximum marginal likelihood estimation procedure.<n>In particular, we prove that the parameter marginal of the stationary measure of this diffusion has the form of a Gibbs measure.<n>Using a particular rescaling, we then prove geometric ergodicity of this system and bound the discretisation error.<n>in a manner that is uniform in time and does not increase with the number of particles.
arXiv Detail & Related papers (2023-03-23T16:50:08Z) - Sampling with Mollified Interaction Energy Descent [57.00583139477843]
We present a new optimization-based method for sampling called mollified interaction energy descent (MIED)
MIED minimizes a new class of energies on probability measures called mollified interaction energies (MIEs)
We show experimentally that for unconstrained sampling problems our algorithm performs on par with existing particle-based algorithms like SVGD.
arXiv Detail & Related papers (2022-10-24T16:54:18Z) - Stochastic Mirror Descent for Large-Scale Sparse Recovery [13.500750042707407]
We discuss an application of quadratic Approximation to statistical estimation of high-dimensional sparse parameters.
We show that the proposed algorithm attains the optimal convergence of the estimation error under weak assumptions on the regressor distribution.
arXiv Detail & Related papers (2022-10-23T23:23:23Z) - Noise Estimation in Gaussian Process Regression [1.5002438468152661]
The presented method can be used to estimate the variance of the correlated error, and the variance of the noise based on maximizing a marginal likelihood function.
We demonstrate the computational advantages and robustness of the presented approach compared to traditional parameter optimization.
arXiv Detail & Related papers (2022-06-20T19:36:03Z) - Optimal oracle inequalities for solving projected fixed-point equations [53.31620399640334]
We study methods that use a collection of random observations to compute approximate solutions by searching over a known low-dimensional subspace of the Hilbert space.
We show how our results precisely characterize the error of a class of temporal difference learning methods for the policy evaluation problem with linear function approximation.
arXiv Detail & Related papers (2020-12-09T20:19:32Z) - Pathwise Conditioning of Gaussian Processes [72.61885354624604]
Conventional approaches for simulating Gaussian process posteriors view samples as draws from marginal distributions of process values at finite sets of input locations.
This distribution-centric characterization leads to generative strategies that scale cubically in the size of the desired random vector.
We show how this pathwise interpretation of conditioning gives rise to a general family of approximations that lend themselves to efficiently sampling Gaussian process posteriors.
arXiv Detail & Related papers (2020-11-08T17:09:37Z) - Distributed Averaging Methods for Randomized Second Order Optimization [54.51566432934556]
We consider distributed optimization problems where forming the Hessian is computationally challenging and communication is a bottleneck.
We develop unbiased parameter averaging methods for randomized second order optimization that employ sampling and sketching of the Hessian.
We also extend the framework of second order averaging methods to introduce an unbiased distributed optimization framework for heterogeneous computing systems.
arXiv Detail & Related papers (2020-02-16T09:01:18Z)
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.