用贝叶斯希尔伯特空间方法,从有限传感器数据恢复概率分布演化路径。
Measure flow path recovery in Bayes Hilbert spaces
- 将概率流转化为希尔伯特空间中的函数路径,通过最小能量传输重构演化轨迹。
- 证明单个移动传感器可恢复低维子空间内的路径,静态传感器需足够多才能保证可观测性。
- 适用于需要稳定重构动态概率分布的场景,如追踪群体迁移或流体演化。
我们研究了在有限个移动局部传感器条件下,从贝叶斯希尔伯特空间框架中恢复概率测度流的不适定问题。相对于固定参考测度,概率律由其中心化对数比坐标表示,使得演化律成为希尔伯特空间中的函数路径。对于足够光滑的贝叶斯希尔伯特路径,通过求解加权诺伊曼问题,构造出路径的最小能量传输实现,从而获得切向方向上的内在传输形式。随后,在贝叶斯希尔伯特路径空间上直接建立反问题模型。线性化观测算子后得到可观测性形式,可恢复性由其与传输几何的联合作用决定。在无限维环境中,我们发展了正则化变分理论,并揭示了局部传感的局限性:移动传感器能使联合形式为单射,但通常无法在全状态空间上提供强制稳定性估计。由此自然引出有限维贝叶斯希尔伯特降维。此时传输形式变为动能张量,线性化观测变为降维传感矩阵,可恢复性可通过显式的格拉姆条件表达。我们证明,局部突起传感器能检测每个固定降维方向,有限个合适放置的静态传感器可实现均匀降维可观测性,且存在依赖路径的传感器轨迹,使单个移动传感器也能恢复降维路径。最后,这些降维恢复结果可提升至近似环境恢复,对能被选定有限维子空间良好逼近的路径,可实现至投影误差范围内的稳定重建。
原文摘要 · Abstract (English)
We study the ill-posed problem of recovering a probability measure flow from finitely many moving localized sensors using a Bayes Hilbert framework. Relative to a fixed reference probability measure, a probability law is represented by its centered log-ratio coordinates, so that an evolving law becomes a path in a Hilbert space of functions. For sufficiently regular Bayes Hilbert paths, we construct a canonical minimum-energy transport realization of the path by solving a weighted Neumann problem at each time, yielding an intrinsic transport form on tangent directions. We then formulate an inverse problem directly on Bayes Hilbert path space. Linearization of an observation operator yields an observability form, and recoverability is governed by its interaction with the transport geometry through a joint transport--observability form. In the ambient infinite-dimensional setting, we develop a regularized variational theory and identify limitations of localized sensing: mobile sensors can make the joint form injective, but they do not in general yield a coercive stability estimate on the full state space. This obstruction leads naturally to finite-dimensional Bayes Hilbert reductions. There the transport form becomes a kinetic tensor and the linearized observations become reduced sensing matrices, so recoverability can be expressed through explicit Gramian conditions. We show that localized bump sensors detect every fixed reduced direction, that finitely many suitably placed static sensors yield uniform reduced observability, and there exist path-dependent sensor trajectories such that even a single moving sensor can recover the reduced path. Finally, we show that these reduced recovery results lift to approximate ambient recovery for paths that are well approximated by the chosen finite-dimensional subspaces, yielding stable reconstruction up to projection error.
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