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  1. Free, publicly-accessible full text available June 1, 2023
  2. Free, publicly-accessible full text available February 1, 2023
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  5. Detecting when the underlying distribution changes for the observed time series is a fundamental problem arising in a broad spectrum of applications. In this paper, we study multiple change-point localization in the high-dimensional regression setting, which is particularly challenging as no direct observations of the parameter of interest is available. Specifically, we assume we observe {xt,yt}nt=1 where {xt}nt=1 are p-dimensional covariates, {yt}nt=1 are the univariate responses satisfying 𝔼(yt)=x⊤tβ∗t for 1≤t≤n and {β∗t}nt=1 are the unobserved regression coefficients that change over time in a piecewise constant manner. We propose a novel projection-based algorithm, Variance Projected Wild Binary Segmentation~(VPWBS), which transforms themore »original (difficult) problem of change-point detection in p-dimensional regression to a simpler problem of change-point detection in mean of a one-dimensional time series. VPWBS is shown to achieve sharp localization rate Op(1/n) up to a log factor, a significant improvement from the best rate Op(1/n‾√) known in the existing literature for multiple change-point localization in high-dimensional regression. Extensive numerical experiments are conducted to demonstrate the robust and favorable performance of VPWBS over two state-of-the-art algorithms, especially when the size of change in the regression coefficients {β∗t}nt=1 is small.« less
  6. Abstract. Current cloud and aerosol identification methods for multispectral radiometers, such as the Moderate Resolution Imaging Spectroradiometer (MODIS) and Visible Infrared Imaging Radiometer Suite (VIIRS), employ multichannel spectral tests on individual pixels (i.e., fields of view). The use of the spatial information in cloud and aerosol algorithms has been primarily through statistical parameters such as nonuniformity tests of surrounding pixels with cloud classification provided by the multispectral microphysical retrievals such as phase and cloud top height. With these methodologies there is uncertainty in identifying optically thick aerosols, since aerosols and clouds have similar spectral properties in coarse-spectral-resolution measurements. Furthermore, identifying cloudsmore »regimes (e.g., stratiform, cumuliform) from just spectral measurements is difficult, since low-altitude cloud regimes have similar spectral properties. Recent advances in computer vision using deep neural networks provide a new opportunity to better leverage the coherent spatial information in multispectral imagery. Using a combination of machine learning techniques combined with a new methodology to create the necessary training data, we demonstrate improvements in the discrimination between cloud and severe aerosols and an expanded capability to classify cloud types. The labeled training dataset was created from an adapted NASA Worldview platform that provides an efficient user interface to assemble a human-labeled database of cloud and aerosol types. The convolutional neural network (CNN) labeling accuracy of aerosols and cloud types was quantified using independent Cloud-Aerosol Lidar with Orthogonal Polarization (CALIOP) and MODIS cloud and aerosol products. By harnessing CNNs with a unique labeled dataset, we demonstrate the improvement of the identification of aerosols and distinct cloud types from MODIS and VIIRS images compared to a per-pixel spectral and standard deviation thresholding method. The paper concludes with case studies that compare the CNN methodology results with the MODIS cloud and aerosol products.« less