Stephen S.‐T. Yau

Wenhan Cao, Tianyi Zhang, Zeju Sun et al.

Practical Bayes filters often assume the state distribution of each time step to be Gaussian for computational tractability, resulting in the so-called Gaussian filters. When facing nonlinear systems, Gaussian filters such as extended Kalman filter (EKF) or unscented Kalman filter (UKF) typically rely on certain linearization techniques, which can introduce large estimation errors. To address this issue, this paper reconstructs the prediction and update steps of Gaussian filtering as solutions to two distinct optimization problems, whose optimal conditions are found to have analytical forms from Stein's lemma. It is observed that the stationary point for the prediction step requires calculating the first two moments of the prior distribution, which is equivalent to that step in existing moment-matching filters. In the update step, instead of linearizing the model to approximate the stationary points, we propose an iterative approach to directly minimize the update step's objective to avoid linearization errors. For the purpose of performing the steepest descent on the Gaussian manifold, we derive its natural gradient that leverages Fisher information matrix to adjust the gradient direction, accounting for the curvature of the parameter space. Combining this update step with moment matching in the prediction step, we introduce a new iterative filter for nonlinear systems called \textit{N}atural Gr\textit{a}dient Gaussia\textit{n} Appr\textit{o}ximation filter, or NANO filter for short. We prove that NANO filter locally converges to the optimal Gaussian approximation at each time step. Furthermore, the estimation error is proven exponentially bounded for nearly linear measurement equation and low noise levels through constructing a supermartingale-like property across consecutive time steps.

Wenhan Cao, Shiqi Liu, Chang Liu et al.

Bayesian filtering serves as the mainstream framework of state estimation in dynamic systems. Its standard version utilizes total probability rule and Bayes' law alternatively, where how to define and compute conditional probability is critical to state distribution inference. Previously, the conditional probability is assumed to be exactly known, which represents a measure of the occurrence probability of one event, given the second event. In this paper, we find that by adding an additional event that stipulates an inequality condition, we can transform the conditional probability into a special integration that is analogous to convolution. Based on this transformation, we show that both transition probability and output probability can be generalized to convolutional forms, resulting in a more general filtering framework that we call convolutional Bayesian filtering. This new framework encompasses standard Bayesian filtering as a special case when the distance metric of the inequality condition is selected as Dirac delta function. It also allows for a more nuanced consideration of model mismatch by choosing different types of inequality conditions. For instance, when the distance metric is defined in a distributional sense, the transition probability and output probability can be approximated by simply rescaling them into fractional powers. Under this framework, a robust version of Kalman filter can be constructed by only altering the noise covariance matrix, while maintaining the conjugate nature of Gaussian distributions. Finally, we exemplify the effectiveness of our approach by reshaping classic filtering algorithms into convolutional versions, including Kalman filter, extended Kalman filter, unscented Kalman filter and particle filter.

Songlin Zhou, Tao Zhou, Xin Li et al.

Purpose: Thyroid cancer has been a common cancer. Papillary thyroid cancer and follicular thyroid cancer are the two most common types of thyroid cancer. Follicular thyroid cancer lacks distinctive ultrasound signs and is more difficult to diagnose preoperatively than the more prevalent papillary thyroid cancer, and the clinical studies associated with it are less well established. We aimed to analyze the clinical data of follicular thyroid cancer based on a novel data mining tool to identify some clinical indications that may help in preoperative diagnosis. Methods: We performed a retrospective analysis based on case data collected by the Department of General Surgery of Peking University Third Hospital between 2010 and 2023. Unlike traditional statistical methods, we improved the association rule mining, a classical data mining method, and proposed new analytical metrics reflecting the malignant association between clinical indications and cancer with the help of the idea of SHAP method in interpretable machine learning. Results: The dataset was preprocessed to contain 1673 cases (in terms of nodes rather than patients), of which 1414 were benign and 259 were malignant nodes. Our analysis pointed out that in addition to some common indicators (e.g., irregular or lobulated nodal margins, uneven thickness halo, hypoechogenicity), there were also some indicators with strong malignant associations, such as nodule-in-nodule pattern, trabecular pattern, and low TSH scores. In addition, our results suggest that the combination of Hashimoto's thyroiditis may also have a strong malignant association. Conclusion: In the preoperative diagnosis of nodules suspected of follicular thyroid cancer, multiple clinical indications should be considered for a more accurate diagnosis. The diverse malignant associations identified in our study may serve as a reference for clinicians in related fields.

Xue Luo, Shing-Tung Yau, Stephen S. -T. Yau

A time-dependent Hermite-Galerkin spectral method (THGSM) is investigated in this paper for the nonlinear convection-diffusion equations in the unbounded domains. The time-dependent scaling factor and translating factor are introduced in the definition of the generalized Hermite functions (GHF). As a consequence, the THGSM based on these GHF has many advantages, not only in theorethical proofs, but also in numerical implementations. The stability and spectral convergence of our proposed method have been established in this paper. The Korteweg-de Vries-Burgers (KdVB) equation and its special cases, including the heat equation and the Burgers' equation, as the examples, have been numerically solved by our method. The numerical results are presented, and it surpasses the existing methods in accuracy. Our theoretical proof of the spectral convergence has been supported by the numerical results.