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BIVARIATE QUANTILE INTERPOLATION FOR ENSEMBLE DERIVED PROBABILITY DENSITY ESTIMATES

机译:可推导概率密度估计的二元量化插值

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Probability distribution functions (PDFs) may be estimated from members in an ensemble. For an ensemble of 2D vector fields, this results in a bivariate PDF at each location in the field. Vector field analysis and visualization, e.g., stream line calculation, require an interpolation to be defined over these 2D density estimates. Thus, a nonparametric PDF interpolation must advect features as opposed to cross-fading them, where arbitrary modalities in the distribution can be introduced. This is already achieved for 1D PDF interpolation via inverse cumulative distribution functions (CDFs). However, there is no closed-form extension to bivariate PDF. This paper presents one such direct extension of the 1D closed-form solution for bivariates. We show an example of physically coupled components (velocity) and correlated random variables. Our method does not require a complex implementation or expensive computation as does displacement interpolation Banned et al., ACM Trans. Graphics (TOG), 30(6):158, 2011. Additionally, our method does not suffer from ambiguous pair-wise linear interpolants, as does Gaussian Mixture Model Interpolation.
机译:概率分布函数(PDF)可以从集合中的成员估计。对于2D矢量场的整体,这将在场中的每个位置生成一个双变量PDF。矢量场分析和可视化(例如流线计算)要求在这些2D密度估算值上定义插值。因此,非参数PDF插值必须对特征进行平移,而不是对它们进行交叉淡入淡出,在这种情况下,可以引入分布中的任意模态。通过逆累积分布函数(CDF)对一维PDF插值已经实现了这一点。但是,没有对双变量PDF的封闭形式扩展。本文提出了双变量的一维封闭形式解的这种直接扩展。我们显示了一个物理耦合组件(速度)和相关随机变量的示例。我们的方法不需要位移插值Banned等人(ACM Trans)的复杂实现或昂贵的计算。 Graphics(TOG),30(6):158,2011年。此外,我们的方法不会像高斯混合模型插值法那样遭受含糊的成对线性插值法的困扰。

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