A preceding paper [M. Dhar, J. A. Dickinson, and M. A. Berg, J. Chem. Phys. 159, 054110 (2023)] shows how to remove additive noise from an experimental time series, allowing both the equilibrium distribution of the system and its Green’s function to be recovered. The approach is based on nonlinear-correlation functions and is fully nonparametric: no initial model of the system or of the noise is needed. However, single-molecule spectroscopy often produces time series with either photon or photon-counting noise. Unlike additive noise, photon noise is signal-size correlated and quantized. Photon counting adds the potential for bias. This paper extends noise-corrected-correlation methods to these cases and tests them on synthetic datasets. Neither signal-size correlation nor quantization is a significant complication. Analysis of the sampling error yields guidelines for the data quality needed to recover the properties of a system with a given complexity. We show that bias in photon-counting data can be corrected, even at the high count rates needed to optimize the time resolution. Using all these results, we discuss the factors that limit the time resolution of single-molecule spectroscopy and the conditions that would be needed to push measurements into the submicrosecond region.
more »
« less
Efficient, nonparametric removal of noise and recovery of probability distributions from time series using nonlinear-correlation functions: Additive noise
Single-molecule and related experiments yield time series of an observable as it fluctuates due to thermal motion. In such data, it can be difficult to distinguish fluctuating signal from fluctuating noise. We present a method of separating signal from noise using nonlinear-correlation functions. The method is fully nonparametric: No a priori model for the system is required, no knowledge of whether the system is continuous or discrete is needed, the number of states is not fixed, and the system can be Markovian or not. The noise-corrected, nonlinear-correlation functions can be converted to the system’s Green’s function; the noise-corrected moments yield the system’s equilibrium-probability distribution. As a demonstration, we analyze synthetic data from a three-state system. The correlation method is compared to another fully nonparametric approach—time binning to remove noise, and histogramming to obtain the distribution. The correlation method has substantially better resolution in time and in state space. We develop formulas for the limits on data quality needed for signal recovery from time series and test them on datasets of varying size and signal-to-noise ratio. The formulas show that the signal-to-noise ratio needs to be on the order of or greater than one-half before convergence scales at a practical rate. With experimental benchmark data, the positions and populations of the states and their exchange rates are recovered with an accuracy similar to parametric methods. The methods demonstrated here are essential components in building a complete analysis of time series using only high-order correlation functions.
more »
« less
- Award ID(s):
- 2003619
- PAR ID:
- 10440192
- Publisher / Repository:
- pubs.aip.org
- Date Published:
- Journal Name:
- The Journal of chemical physics
- Volume:
- 159
- Issue:
- 5
- ISSN:
- 0021-9606
- Format(s):
- Medium: X Other: pdf/A
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Abstract Typical use of ambient noise interferometry focuses on longer period (>1 s) waves for exploration of subsurface structure and other applications, while very shallow structure and some environmental seismology applications may benefit from use of shorter period (<1 s) waves. We explore the potential for short‐period ambient noise interferometry to determine shallow seismic velocity structures by comparing two methodologies, the conventional amplitude‐based cross‐correlation and linear stacking (TCC‐Lin) and a more recently developed phase cross‐correlation and time‐frequency phase‐weighted‐stacking (PCC‐PWS) method with both synthetic and real data collected in a heterogeneous karst aquifer system. Our results suggest that the PCC‐PWS method is more effective in extracting short‐period wave velocities than the TCC‐Lin method, especially when using data collected in regions containing complex shallow structures such as the karst aquifer system investigated here. In addition to the different methodologies for computing the cross correlation functions, we also examine the relative importance of signal‐to‐noise ratio and number of wavelengths propagating between station pairs to determine data/solution quality. We find that the lower number of wavelengths of 3 has the greatest impact on the network‐averaged group velocity curve. Lastly, we test the sensitivity of the number of stacks used to create the final empirical Green's function, and find that the PCC‐PWS method required about half the number of cross‐correlation functions to develop reliable velocity curves compared to the TCC‐Lin method. This is an important advantage of the PCC‐PWS method when available data collection time is limited.more » « less
-
Energy localization, which are spatially confined response patterns, have been observed in turbomachinery applications, micro-electromechanical systems, and atomic crystals. While confined energy can reduce a device’s life-span, in sensing and energy harvesting applications, it can be beneficial to steer a system’s response into a localized mode. Building on earlier studies, in this article, the authors extend the research on localization by considering an array of coupled Duffing oscillators arranged in a circle. The system is composed of multiple nonlinear oscillators each connected to two neighboring oscillators via springs. Due to the periodic boundary conditions waves can propagate through the boundaries. These oscillators are hardening in most of the considered cases, and softening in the others. In the studied parameter range, the system is characterized by multi-stable behavior and a localized mode as well as a unison-low-amplitude motion coexist. The possibility that white noise can drive the system response from the localized mode to the low amplitude mode and thus suppresses energy localization is investigated. For different noise levels, the duration needed to stop energy localization as well as the probability to suppress localization within a certain time is numerically studied. In addition, the effects of linear coupling and nonlinear coupling between the oscillators on the strength of localization and the minimum noise addition needed to suppress energy localization are examined in depth. Moreover, modeling of large array dynamics with smaller subsystems is explored and dynamics with non-Gaussian noise is also considered.more » « less
-
Learning the Causal Structure of Networked Dynamical Systems under Latent Nodes and Structured NoiseThis paper considers learning the hidden causal network of a linear networked dynamical system (NDS) from the time series data at some of its nodes -- partial observability. The dynamics of the NDS are driven by colored noise that generates spurious associations across pairs of nodes, rendering the problem much harder. To address the challenge of noise correlation and partial observability, we assign to each pair of nodes a feature vector computed from the time series data of observed nodes. The feature embedding is engineered to yield structural consistency: there exists an affine hyperplane that consistently partitions the set of features, separating the feature vectors corresponding to connected pairs of nodes from those corresponding to disconnected pairs. The causal inference problem is thus addressed via clustering the designed features. We demonstrate with simple baseline supervised methods the competitive performance of the proposed causal inference mechanism under broad connectivity regimes and noise correlation levels, including a real world network. Further, we devise novel technical guarantees of structural consistency for linear NDS under the considered regime.more » « less
-
null (Ed.)We develop a framework for learning sparse nonparametric directed acyclic graphs (DAGs) from data. Our approach is based on a recent algebraic characterization of DAGs that led to a fully continuous program for score-based learning of DAG models parametrized by a linear structural equation model (SEM). We extend this algebraic characterization to nonparametric SEM by leveraging nonparametric sparsity based on partial derivatives, resulting in a continuous optimization problem that can be applied to a variety of nonparametric and semiparametric models including GLMs, additive noise models, and index models as special cases. Unlike existing approaches that require specific modeling choices, loss functions, or algorithms, we present a completely general framework that can be applied to general nonlinear models (e.g. without additive noise), general differentiable loss functions, and generic black-box optimization routines.more » « less
An official website of the United States government

