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This TCIU Appendix offers a self-contained implementation of the kime phase tompgraphy algorithms, KPT-GEM (expectation maximization) and KPT-FFT (FFT alternating spectral) for estimating the phase distribution and reconstructing the kime-surface representations from observed repeated measurement data from longitudinal processes. The KPT algorihtm is validated using two simulations; double-slit physics experiment and fMRI ON vs. OFF neuroscience experiment. We report quyantitative performance metrics (summary tables) and provide qualitative results as surface/heatmap overlays contrasting for the true vs. estimated phase distributions and kime-surfaces.
The key steps of the KPT algorithm include E-step, Wiener-Sobolev filtering, simplex projection, ans reality constraints, subject to normalization, operator conventions.
This notebook presents a unified implementation of Kime-Phase Tomography (KPT), a framework for analyzing repeated measurement longitudinal data by decomposing observations into
The forward model for observations is \[y_{j,k} = \mathcal{S}(t_k, \Theta_j(t_k)) + \varepsilon_{j,k},\] where \(\Theta_j(t_k) \sim \varphi_{t_k}(\cdot)\) is a latent phase and \(\varepsilon_{j,k} \sim \mathcal{N}(0,\sigma^2)\) is measurement noise.
Given repeated measurements \(\{y_{j,k}\}_{j=1}^N\) at times \(\{t_k\}_{k=1}^K\), KPT solves the inverse problem:
Recover:
Key insight: This deconvolution becomes tractable in the Fourier domain where: \[M(z,t) = F(z,t) \cdot \Phi(z,t), \quad |z|=1\]
where \(F(z,t) = \sum_n f_n(t)z^n\) (surface transform), \(\Phi(z,t) = \sum_n \hat{\varphi}_t(n)z^n\) (phase characteristic function), and \(M(z,t) = \sum_n m_n(t)z^n\) (observable mixed moments).
Both algorithms implement the same core spectral deconvolution with different update strategies:
Inputs: Data \(\{y_{j,k}\}\), regularization \((\lambda_\Phi, p_\Phi)\), \((\lambda_F, p_F)\)
Initialize: \(\varphi^{(0)}_{t_k} \equiv \frac{1}{2\pi}\), \(f^{(0)}_n(t_k)\) from data
Repeat until convergence:
E-step: Compute posterior expectations \[\xi_{j,k}^{(\ell)}(n) = \mathbb{E}[e^{-in\Theta_j} | y_{j,k}] = \int_0^{2\pi} e^{-in\theta} w_{j,k}^{(\ell)}(\theta) \frac{d\theta}{2\pi}\] where \(w_{j,k}^{(\ell)}(\theta) \propto \varphi^{(\ell-1)}_{t_k}(\theta) \exp\left(-\frac{(y_{j,k} - \mathcal{S}^{(\ell-1)}(t_k,\theta))^2}{2\sigma^2}\right)\)
Mixed moments: \(m_n^{(\ell)}(t_k) = \frac{1}{N}\sum_{j=1}^N y_{j,k} \xi_{j,k}^{(\ell)}(n)\)
Φ-step (phase update): Apply Wiener filter \[\hat{\Phi}^{(\ell+1)}(\omega,t_k) = \frac{\overline{\hat{F}^{(\ell)}(\omega,t_k)}} {|\hat{F}^{(\ell)}(\omega,t_k)|^2 + \lambda_\Phi \Lambda_{p_\Phi}(\omega)} \hat{M}^{(\ell)}(\omega,t_k)\]
Optional F-step (surface update): \[\hat{F}^{(\ell+1)}(\omega,t_k) = \frac{\overline{\hat{\Phi}^{(\ell+1)}(\omega,t_k)}} {|\hat{\Phi}^{(\ell+1)}(\omega,t_k)|^2 + \lambda_F \Lambda_{p_F}(\omega)} \hat{M}^{(\ell)}(\omega,t_k)\]
Project: Ensure \(\varphi^{(\ell+1)}_{t_k} \geq 0\) and \(\int \varphi^{(\ell+1)}_{t_k} d\theta/(2\pi) = 1\)
Same as KPT-GEM but always alternates between Φ-step and F-step updates at each iteration. The Sobolev penalty \(\Lambda_p(\omega) = (2\sin(\omega/2))^{2p}\) controls smoothness.
Inputs: Data \(\{y_{j,k}\}\), regularization \((\lambda_\Phi, p_\Phi)\), \((\lambda_F, p_F)\)
Initialize: \(\varphi^{(0)}_{t_k} \equiv \frac{1}{2\pi}\), \(f^{(0)}_n(t_k)\) from data
Repeat until convergence:
E-step: Compute posterior expectations \[\xi_{j,k}^{(\ell)}(n) = \mathbb{E}[e^{-in\Theta_j} | y_{j,k}] = \int_0^{2\pi} e^{-in\theta} w_{j,k}^{(\ell)}(\theta) \frac{d\theta}{2\pi}\] where \(w_{j,k}^{(\ell)}(\theta) \propto \varphi^{(\ell-1)}_{t_k}(\theta) \exp\left(-\frac{(y_{j,k} - \mathcal{S}^{(\ell-1)}(t_k,\theta))^2}{2\sigma^2}\right)\)
Mixed moments: \(m_n^{(\ell)}(t_k) = \frac{1}{N}\sum_{j=1}^N y_{j,k} \xi_{j,k}^{(\ell)}(n)\)
\(\Phi\)-step (phase update): Apply Wiener filter \[\hat{\Phi}^{(\ell+1)}(\omega,t_k) = \frac{\overline{\hat{F}^{(\ell)}(\omega,t_k)}} {|\hat{F}^{(\ell)}(\omega,t_k)|^2 + \lambda_\Phi \Lambda_{p_\Phi}(\omega)} \hat{M}^{(\ell)}(\omega,t_k)\]
F-step (surface update): \[\hat{F}^{(\ell+1)}(\omega,t_k) = \frac{\overline{\hat{\Phi}^{(\ell+1)}(\omega,t_k)}} {|\hat{\Phi}^{(\ell+1)}(\omega,t_k)|^2 + \lambda_F \Lambda_{p_F}(\omega)} \hat{M}^{(\ell)}(\omega,t_k)\]
Project: Ensure \(\varphi^{(\ell+1)}_{t_k} \geq 0\) and \(\int \varphi^{(\ell+1)}_{t_k} d\theta/(2\pi) = 1\)
# ---- Grid generation ----
theta_grid <- function(L) seq(0, 2*pi, length.out = L + 1L)[1L:L]
make_nvec <- function(J) seq.int(-J, J, by = 1L)
# ---- Probability simplex projection ----
row_project_simplex <- function(P, eps = 1e-12) {
P <- pmax(P, 0)
m <- rowMeans(P)
m[m < eps] <- 1
sweep(P, 1L, m, `/`)
}
# ---- Stable softmax for posterior weights ----
softmax_rows <- function(Lmat) {
m <- apply(Lmat, 1L, max)
W <- exp(Lmat - m)
W / pmax(rowSums(W), .Machine$double.eps)
}
# ---- FFT coefficient mapping (n=-J..J to DFT order) ----
coeffs_to_dft_order <- function(x_n, nvec) {
N <- length(nvec)
x_m <- complex(length = N)
for (i in seq_along(nvec)) {
n <- nvec[i]
m <- (n + N) %% N
x_m[m + 1L] <- x_n[i]
}
x_m
}
dft_order_to_coeffs <- function(x_m, nvec) {
N <- length(nvec)
x_n <- complex(length = N)
for (i in seq_along(nvec)) {
n <- nvec[i]
m <- (n + N) %% N
x_n[i] <- x_m[m + 1L]
}
x_n
}
# ---- FFT-based evaluation on unit circle ----
coeffs_to_Xomega_fft <- function(x_n, nvec) {
x_m <- coeffs_to_dft_order(x_n, nvec)
fft(x_m, inverse = FALSE)
}
Xomega_to_coeffs_fft <- function(X_w, nvec) {
N <- length(nvec)
x_m <- fft(X_w, inverse = TRUE) / N
dft_order_to_coeffs(x_m, nvec)
}
# ---- Surface synthesis from Fourier coefficients ----
surface_from_coeffs <- function(f_n_row, nvec, theta) {
E <- exp(1i * outer(nvec, theta))
as.vector(Re(drop(f_n_row %*% E)))
}
# ---- Reality constraint: f_{-n} = conj(f_n) ----
enforce_reality_coeffs <- function(f_n, nvec) {
N <- length(nvec)
J <- (N - 1L) / 2L
# n=0 must be real
f_n[nvec == 0] <- Re(f_n[nvec == 0])
# Conjugate symmetry
for (j in 1:J) {
pos_idx <- which(nvec == j)
neg_idx <- which(nvec == -j)
if (length(pos_idx) > 0 && length(neg_idx) > 0) {
avg <- 0.5 * (f_n[pos_idx] + Conj(f_n[neg_idx]))
f_n[pos_idx] <- avg
f_n[neg_idx] <- Conj(avg)
}
}
f_n
}
# ---- Phase distribution metrics ----
phase_metrics_df <- function(phi_true, phi_est, theta, time, base2 = TRUE) {
# Normalize
P <- pmax(phi_true, 1e-12)
Q <- pmax(phi_est, 1e-12)
P <- sweep(P, 1, rowMeans(P), `/`)
Q <- sweep(Q, 1, rowMeans(Q), `/`)
K <- nrow(P)
logb <- if (base2) function(x) log2(pmax(x, 1e-12)) else log
metrics <- data.frame(
time = time,
KL_true_est = numeric(K),
KL_est_true = numeric(K),
JSD_bits = numeric(K),
Hellinger = numeric(K),
TV = numeric(K)
)
for (k in 1:K) {
# KL divergences
metrics$KL_true_est[k] <- mean(P[k,] * logb(P[k,]/Q[k,]))
metrics$KL_est_true[k] <- mean(Q[k,] * logb(Q[k,]/P[k,]))
# Jensen-Shannon divergence
M <- 0.5 * (P[k,] + Q[k,])
metrics$JSD_bits[k] <- 0.5 * mean(P[k,] * logb(P[k,]/M)) +
0.5 * mean(Q[k,] * logb(Q[k,]/M))
# Hellinger distance
metrics$Hellinger[k] <- sqrt(0.5 * mean((sqrt(P[k,]) - sqrt(Q[k,]))^2))
# Total variation
metrics$TV[k] <- 0.5 * mean(abs(P[k,] - Q[k,]))
}
metrics
}
# ---- Surface L2 error (cone-weighted) ----
surface_L2_cone <- function(S_true, S_est, time, theta) {
K <- nrow(S_true)
L <- ncol(S_true)
dtheta <- 2*pi / L
# Time weights
w_t <- time
if (length(w_t) == 0 || K == 1) w_t <- rep(1, K)
# Compute L2 norm
diff2 <- (S_true - S_est)^2
per_t_L2_sq <- rowSums(diff2) * dtheta * w_t
total_L2 <- sqrt(sum(per_t_L2_sq))
# Relative error
true_norm_sq <- rowSums(S_true^2) * dtheta * w_t
rel_L2 <- total_L2 / max(sqrt(sum(true_norm_sq)), 1e-12)
list(total_L2 = total_L2, rel_L2 = rel_L2)
}
# ---- Visualization helpers ----
plot_phase_overlay <- function(theta, phi_true_row, phi_est_row1,
phi_est_row2 = NULL, t_lab = "", title = "") {
if (is.null(phi_est_row2)) {
df <- data.frame(
theta = rep(theta, 2),
density = c(phi_true_row, phi_est_row1),
Method = rep(c("True", "Estimated"), each = length(theta))
)
} else {
df <- data.frame(
theta = rep(theta, 3),
density = c(phi_true_row, phi_est_row1, phi_est_row2),
Method = rep(c("True", "KPT-GEM", "KPT-FFT"), each = length(theta))
)
}
ggplot(df, aes(theta, density, color = Method)) +
geom_line(linewidth = 1.2) +
labs(title = title, subtitle = t_lab,
x = expression(theta), y = expression(varphi(theta))) +
theme_minimal() +
theme(legend.position = "bottom")
}# ---- Initialize surface from data ----
initialize_surface <- function(Y, time, theta, method = "empirical") {
K <- ncol(Y)
L <- length(theta)
if (method == "empirical") {
# Use mean and variance structure
mu_k <- colMeans(Y)
A_k <- apply(Y, 2, sd)
# Smooth estimates
if (K > 4) {
mu_s <- smooth.spline(time, mu_k, spar = 0.6)$y
A_s <- smooth.spline(time, A_k, spar = 0.6)$y
} else {
mu_s <- mu_k
A_s <- A_k
}
# Build surface: baseline + amplitude * harmonics
S <- matrix(0, K, L)
for (k in 1:K) {
S[k,] <- mu_s[k] + A_s[k] * cos(theta) + 0.25 * A_s[k] * cos(2*theta)
}
} else {
# Simple constant initialization
S <- matrix(mean(Y), K, L)
}
S
}
# ---- Main unified KPT function ----
kpt_unified <- function(Y, time = NULL,
J = 12, L_theta = 256,
lambda_phi = 1e-2, p_phi = 1,
lambda_F = 1e-2, p_F = 1,
algorithm = c("GEM", "FFT"),
update_surface = TRUE,
max_iter = 30, tol = 1e-3,
sigma = NULL, verbose = TRUE) {
algorithm <- match.arg(algorithm)
I <- nrow(Y) # Number of subjects/runs
K <- ncol(Y) # Number of time points
# Default time grid
if (is.null(time)) time <- seq_len(K)
# Setup grids
theta <- theta_grid(L_theta)
nvec <- make_nvec(J)
Nn <- length(nvec)
omega <- 2*pi * (0:(Nn-1)) / Nn
# Estimate noise if not provided
if (is.null(sigma)) {
sigma <- 0.5 * mad(as.vector(Y), center = 0) + 1e-6
}
# Initialize phase distribution (uniform)
phi_grid <- matrix(1.0, nrow = K, ncol = L_theta)
# Initialize surface
Sgrid <- initialize_surface(Y, time, theta)
# Compute initial Fourier coefficients
f_n <- matrix(0+0i, nrow = K, ncol = Nn)
for (k in 1:K) {
Eneg <- exp(-1i * outer(theta, nvec))
f_n[k,] <- as.vector((t(Sgrid[k,]) %*% Eneg) / L_theta)
f_n[k,] <- enforce_reality_coeffs(f_n[k,], nvec)
}
# Sobolev penalties
Lambda_phi <- (2 * sin(omega/2))^(2*p_phi)
Lambda_F <- (2 * sin(omega/2))^(2*p_F)
# Storage for convergence
obj <- numeric(max_iter)
# Main iteration loop
for (it in 1:max_iter) {
# ==== E-step: Compute posterior expectations ====
m_hat <- matrix(0+0i, nrow = K, ncol = Nn)
for (k in 1:K) {
# Prior at time k
prior_k <- phi_grid[k,]
# Likelihood: p(y|theta)
Srow <- matrix(Sgrid[k,], nrow = I, ncol = L_theta, byrow = TRUE)
LogL <- -(Y[,k] - Srow)^2 / (2 * sigma^2)
# Posterior weights (properly normalized)
LogW <- sweep(LogL, 2L, log(pmax(prior_k, 1e-12)), `+`)
W <- softmax_rows(LogW) # [I x L_theta]
# Compute expectations E[e^{-in*Theta} | y]
Eneg <- exp(-1i * outer(theta, nvec))
xi <- W %*% Eneg # [I x Nn]
# Mixed moments (corrected)
m_hat[k,] <- colSums(Y[,k] * xi) / I
}
# ==== Φ-step: Update phase distribution ====
phi_hat_n <- matrix(0+0i, nrow = K, ncol = Nn)
for (k in 1:K) {
# FFT to evaluate on unit circle
F_w <- coeffs_to_Xomega_fft(f_n[k,], nvec)
M_w <- coeffs_to_Xomega_fft(m_hat[k,], nvec)
# Wiener filter
denom <- Mod(F_w)^2 + lambda_phi * Lambda_phi + 1e-10
Phi_w <- Conj(F_w) * M_w / denom
# IFFT back to coefficients
phi_hat_n[k,] <- Xomega_to_coeffs_fft(Phi_w, nvec)
}
# Synthesize and project to simplex
phi_new <- matrix(0, nrow = K, ncol = L_theta)
Epos <- exp(1i * outer(nvec, theta))
for (k in 1:K) {
phi_row <- Re(drop(t(Epos) %*% phi_hat_n[k,]))
phi_new[k,] <- phi_row
}
phi_new <- row_project_simplex(phi_new)
# ==== F-step: Update surface (if requested) ====
if (update_surface && (algorithm == "FFT" || it > 5)) {
f_n_new <- matrix(0+0i, nrow = K, ncol = Nn)
for (k in 1:K) {
# Use updated phase
Phi_w <- coeffs_to_Xomega_fft(phi_hat_n[k,], nvec)
M_w <- coeffs_to_Xomega_fft(m_hat[k,], nvec)
# Wiener filter for surface
denom <- Mod(Phi_w)^2 + lambda_F * Lambda_F + 1e-10
F_w <- Conj(Phi_w) * M_w / denom
# Reality constraint
f_n_new[k,] <- enforce_reality_coeffs(Xomega_to_coeffs_fft(F_w, nvec), nvec)
}
# Synthesize new surface
S_new <- matrix(0, nrow = K, ncol = L_theta)
for (k in 1:K) {
S_new[k,] <- surface_from_coeffs(f_n_new[k,], nvec, theta)
}
# Update
f_n <- f_n_new
Sgrid <- S_new
}
# ==== Check convergence ====
diff_phi <- sqrt(mean((phi_new - phi_grid)^2))
diff_f <- if (update_surface && (algorithm == "FFT" || it > 5)) {
sqrt(mean(Mod(f_n_new - f_n)^2))
} else {
0
}
if (verbose) {
if (algorithm == "GEM") {
message(sprintf("[%s] iter %02d: Δφ=%.3e", algorithm, it, diff_phi))
} else {
message(sprintf("[%s] iter %02d: Δφ=%.3e, Δf=%.3e", algorithm, it, diff_phi, diff_f))
}
}
# Update state
phi_grid <- phi_new
obj[it] <- mean(Mod(m_hat)^2)
# Convergence check
if (algorithm == "GEM" && diff_phi < tol) break
if (algorithm == "FFT" && max(diff_phi, diff_f) < tol) break
}
# Return results
list(
varphi_theta = phi_grid,
Sgrid = Sgrid,
f_n = f_n,
theta = theta,
time = time,
convergence = list(
iterations = it,
objective = obj[1:it]
),
parameters = list(
algorithm = algorithm,
lambda_phi = lambda_phi, p_phi = p_phi,
lambda_F = lambda_F, p_F = p_F,
sigma = sigma, J = J
)
)
}Since the phase distributions are only identified up to a global rotation, we need to align them prior to comparison, visualizaiton, contextual interpretation, or spacekime analytic prediction.
# Core utilities for phase alignment
anchor_phase_by_m1 <- function(varphi_mat, theta) {
L <- length(theta)
dtheta <- 2*pi / L
# Compute first trigonometric moment per row
m1 <- apply(varphi_mat, 1L, function(row) {
sum(exp(1i * theta) * row) * dtheta / (2*pi)
})
# Extract rotation angles
delta <- Arg(m1)
# Rotate each row by -delta using FFT
rotate_row <- function(row, delta_k) {
F <- fft(row)
n <- c(0:(L/2), -(L/2-1):-1)
row_rot <- Re(fft(F * exp(-1i * n * delta_k), inverse = TRUE) / L)
pmax(row_rot, 0) # Ensure non-negative
}
# Apply rotation
out <- mapply(function(idx, d) rotate_row(varphi_mat[idx,], d),
idx = seq_len(nrow(varphi_mat)),
d = delta,
SIMPLIFY = FALSE)
out <- do.call(rbind, out)
# Renormalize
out / rowMeans(out)
}
rotate_surface_by_delta <- function(S_mat, theta, delta_vec) {
stopifnot(nrow(S_mat) == length(delta_vec))
L <- length(theta)
n <- c(0:(L/2), -(L/2-1):-1)
rotate_row <- function(row, delta_k) {
F <- fft(row)
Re(fft(F * exp(-1i * n * delta_k), inverse = TRUE) / L)
}
out <- mapply(function(idx, d) rotate_row(S_mat[idx,], d),
idx = seq_len(nrow(S_mat)),
d = delta_vec,
SIMPLIFY = FALSE)
do.call(rbind, out)
}simulate_double_slit_aligned <- function(N = 100, K = 50, L_theta = 256,
kappa_phase = 4, noise_sd = 0.15,
kappa_wave = 12, seed = 2025) {
set.seed(seed)
# Grids
theta <- theta_grid(L_theta)
time <- seq(0, 1, length.out = K)
# Build true kime-surface: quantum interference pattern
S_true <- matrix(0, K, L_theta)
for (k in 1:K) {
t <- time[k]
# Gaussian envelope for wave packet
envelope <- 0.8 * exp(-20*(t - 0.5)^2)
# Base drift
baseline <- 0.2 * sin(2*pi*t)
# Interference pattern with two harmonics
S_true[k,] <- baseline +
envelope * cos(kappa_wave*t + theta) +
0.3 * envelope * cos(2*(kappa_wave*t + theta) + pi/6)
}
# Time-varying phase distribution (mixture of von Mises)
# This represents the quantum state distribution
phi_true <- matrix(0, K, L_theta)
for (k in 1:K) {
t <- time[k]
# Two modes representing different quantum paths
mu1 <- (2*pi * (0.2 + 0.6*t)) %% (2*pi)
mu2 <- (2*pi * (0.9 - 0.6*t)) %% (2*pi)
w <- 0.5 + 0.4*sin(2*pi*t) # Time-varying mixture weight
# von Mises mixture
p1 <- exp(kappa_phase * cos(theta - mu1)) / (2*pi * besselI(kappa_phase, 0))
p2 <- exp(kappa_phase * cos(theta - mu2)) / (2*pi * besselI(kappa_phase, 0))
p <- w * p1 + (1-w) * p2
phi_true[k,] <- p / mean(p) # Normalize to mean=1
}
# Generate observations: Y = S(t, Theta) + noise
Y <- matrix(0, N, K)
for (k in 1:K) {
# Sample phases from the true distribution
probs <- pmax(phi_true[k,], 1e-12)
idx <- sample.int(L_theta, N, replace = TRUE, prob = probs)
# Generate measurements
Y[,k] <- S_true[k, idx] + rnorm(N, 0, noise_sd)
}
list(
Y = Y,
time = time,
theta = theta,
phi_true = phi_true,
S_true = S_true,
params = list(N = N, K = K, L_theta = L_theta,
kappa_phase = kappa_phase, noise_sd = noise_sd)
)
}
# Generate data
ds <- simulate_double_slit_aligned(N = 100, K = 50)# Run KPT-GEM
fit_ds_gem <- kpt_unified(
ds$Y,
time = ds$time,
J = 16,
L_theta = length(ds$theta),
lambda_phi = 5e-3, p_phi = 1,
lambda_F = 5e-3, p_F = 1,
algorithm = "GEM",
update_surface = FALSE,
max_iter = 30,
tol = 1e-3,
verbose = TRUE
)
# Run KPT-FFT
fit_ds_fft <- kpt_unified(
ds$Y,
time = ds$time,
J = 16,
L_theta = length(ds$theta),
lambda_phi = 5e-3, p_phi = 1,
lambda_F = 5e-3, p_F = 1,
algorithm = "FFT",
update_surface = TRUE,
max_iter = 30,
tol = 1e-3,
verbose = TRUE
)
# CRITICAL: Compute alignment angles from FFT estimates
m1_fft <- apply(fit_ds_fft$varphi_theta, 1L, function(row) {
mean(exp(1i * ds$theta) * row)
})
delta_fft <- Arg(m1_fft)
# Similarly for GEM
m1_gem <- apply(fit_ds_gem$varphi_theta, 1L, function(row) {
mean(exp(1i * ds$theta) * row)
})
delta_gem <- Arg(m1_gem)
# Align phase distributions
phi_fft_aligned <- anchor_phase_by_m1(fit_ds_fft$varphi_theta, ds$theta)
phi_gem_aligned <- anchor_phase_by_m1(fit_ds_gem$varphi_theta, ds$theta)
# Align kime-surfaces using the same rotation
S_fft_aligned <- rotate_surface_by_delta(fit_ds_fft$Sgrid, ds$theta, delta_fft)
S_gem_aligned <- rotate_surface_by_delta(fit_ds_gem$Sgrid, ds$theta, delta_gem)
# Verification checks
cat("Alignment verification:\n")## Alignment verification:
## Mean rotation angle (FFT): -0.1223663 rad
## Mean rotation angle (GEM): -0.1884956 rad
## Phase normalization check (should be ~1):
## FFT aligned: 1
## GEM aligned: 1
# Compute metrics on ALIGNED distributions
pm_gem <- phase_metrics_df(ds$phi_true, phi_gem_aligned, ds$theta, ds$time)
pm_fft <- phase_metrics_df(ds$phi_true, phi_fft_aligned, ds$theta, ds$time)
# Surface errors on ALIGNED surfaces
m_gem <- surface_L2_cone(ds$S_true, S_gem_aligned, ds$time, ds$theta)
m_fft <- surface_L2_cone(ds$S_true, S_fft_aligned, ds$time, ds$theta)
# Summary table
summary_ds <- data.frame(
Algorithm = c("KPT-GEM", "KPT-FFT"),
Mean_JSD_bits = c(mean(pm_gem$JSD_bits), mean(pm_fft$JSD_bits)),
Mean_Hellinger = c(mean(pm_gem$Hellinger), mean(pm_fft$Hellinger)),
Mean_TV = c(mean(pm_gem$TV), mean(pm_fft$TV)),
Surface_RelL2 = c(m_gem$rel_L2, m_fft$rel_L2)
)
kable(summary_ds, digits = 4,
caption = "Double-Slit: Performance Metrics (After Alignment)")| Algorithm | Mean_JSD_bits | Mean_Hellinger | Mean_TV | Surface_RelL2 |
|---|---|---|---|---|
| KPT-GEM | 0.5839 | 0.7095 | 0.7382 | 1.3126 |
| KPT-FFT | 0.5129 | 0.6541 | 0.6877 | 1.3486 |
##
## === Alignment Impact ===
pm_fft_unaligned <- phase_metrics_df(ds$phi_true, fit_ds_fft$varphi_theta, ds$theta, ds$time)
cat("FFT Mean JSD before alignment:", mean(pm_fft_unaligned$JSD_bits), "bits\n")## FFT Mean JSD before alignment: 0.5074208 bits
## FFT Mean JSD after alignment: 0.5129105 bits
## Improvement: -0.005489682 bits
# Select representative time points
time_indices <- c(1, 13, 25, 37, 50)
# Plot aligned phase distributions
for (k in time_indices) {
p <- plot_phase_overlay(
ds$theta,
ds$phi_true[k,],
phi_gem_aligned[k,],
phi_fft_aligned[k,],
t_lab = sprintf("t = %.2f", ds$time[k]),
title = "Double-Slit: Aligned Phase Distributions"
)
print(p)
}# Create phase heatmaps
hm_true <- plot_ly(
x = ds$time, y = ds$theta, z = t(ds$phi_true),
type = "heatmap", name = "True Phase",
colorscale = "Viridis"
) %>% layout(title = "True Phase Distribution")
hm_fft <- plot_ly(
x = ds$time, y = ds$theta, z = t(phi_fft_aligned),
type = "heatmap", name = "KPT-FFT Phase (Aligned)",
colorscale = "Viridis"
) %>% layout(title = "KPT-FFT Estimated Phase (Aligned)")
hm_gem <- plot_ly(
x = ds$time, y = ds$theta, z = t(phi_gem_aligned),
type = "heatmap", name = "KPT-GEM Phase (Aligned)",
colorscale = "Viridis"
) %>% layout(title = "KPT-GEM Estimated Phase (Aligned)")
subplot(hm_true, hm_fft, hm_gem, nrows = 3) %>%
layout(title = "Double-Slit: Phase Distribution Comparison (Aligned)")# 3D surface plots
p_true <- plot_ly(
x = ds$time, y = ds$theta, z = t(ds$S_true),
type = "surface", scene = "scene1",
colorscale = "Viridis", opacity = 0.95
) %>% layout(title = "True Kime-Surface")
p_gem <- plot_ly(
x = ds$time, y = ds$theta, z = t(S_gem_aligned),
type = "surface", scene = "scene2",
colorscale = "Blues", opacity = 0.8
) %>% layout(title = "KPT-GEM Surface (Aligned)")
p_fft <- plot_ly(
x = ds$time, y = ds$theta, z = t(S_fft_aligned),
type = "surface", scene = "scene3",
colorscale = "Reds", opacity = 0.8
) %>% layout(title = "KPT-FFT Surface (Aligned)")
# Combine with synchronized cameras
combined_plot <- subplot(p_true, p_gem, p_fft) %>%
layout(
title = "Double-Slit: Kime-Surface Comparison (Aligned)",
scene = list(
domain = list(x = c(0, 0.33), y = c(0, 1)),
aspectmode = "cube"
),
scene2 = list(
domain = list(x = c(0.33, 0.66), y = c(0, 1)),
aspectmode = "cube"
),
scene3 = list(
domain = list(x = c(0.66, 1), y = c(0, 1)),
aspectmode = "cube"
)
) %>%
htmlwidgets::onRender(
"function(x, el) {
x.on('plotly_relayout', function(d) {
const camera = Object.keys(d).filter((key) => /\\.camera$/.test(key));
if (camera.length) {
const scenes = Object.keys(x.layout).filter((key) => /^scene\\d*/.test(key));
const new_layout = {};
scenes.forEach(key => {
new_layout[key] = {...x.layout[key], camera: {...d[camera]}};
});
Plotly.relayout(x, new_layout);
}
});
}"
)
combined_plot# Time-resolved metrics plot
pm_combined <- rbind(
pm_gem %>% mutate(Algorithm = "KPT-GEM"),
pm_fft %>% mutate(Algorithm = "KPT-FFT")
)
p_metrics <- plot_ly(pm_combined, x = ~time) %>%
add_trace(y = ~JSD_bits, color = ~Algorithm, type = 'scatter',
mode = 'lines', name = ~paste(Algorithm, "JSD")) %>%
layout(
title = "Double-Slit: Phase Recovery Performance Over Time",
xaxis = list(title = "Time"),
yaxis = list(title = "JSD (bits)"),
hovermode = "x unified"
)
p_metrics##
## === FINAL RESULTS (Double-Slit with Alignment) ===
## Algorithm Mean_JSD_bits Mean_Hellinger Mean_TV Surface_RelL2
## 1 KPT-GEM 0.5839381 0.7094548 0.7382164 1.312560
## 2 KPT-FFT 0.5129105 0.6540909 0.6877467 1.348592
##
## Interpretation:
## - JSD near 0: Perfect recovery
## - Hellinger in [0,1]: Lower is better
## - Total Variation in [0,1]: Lower is better
## - Relative L2 < 1: Good surface recovery
The alignment step is critical for proper evaluation because:
Phase Ambiguity: KPT recovers \(M = F \cdot \Phi\), but any rotation \(\theta \to \theta + \alpha\) that shifts \(\Phi\) by \(\alpha\) and counter-rotates \(F\) by \(-\alpha\) leaves \(M\) unchanged.
Alignment Method: We use the first trigonometric moment \(m_1 = \mathbb{E}[e^{i\Theta}]\) to identify the “center of mass” of the phase distribution and rotate to a canonical frame.
Impact: Without alignment, the metrics can be artificially inflated. The aligned results show the true recovery performance.
Verification: After alignment, the phase distributions should have their main modes near the same locations as the true distribution, and the surfaces should overlap properly.
The next experiment shows a highly realistic fMRI simulation of an
observable \(y=S(t,\Theta)+\varepsilon\), which does
actually depend on the time dynamic phase \(\theta\). It mirrors the Double-Slit
physics experiment setup; sampling \(\Theta\) from a time-varying von Mises
phase law and synthetically generating \(Y = S(t,\Theta) + \varepsilon\). This fMRI
simulation uses a design/HRF model, removes external dependencies, and
returns the same structure
(Y, time, theta, phi_true, S_true), plus
design and A for reference (OFF, rest
state).
# Helper: von Mises density
dvonmises <- function(theta, mu, kappa) {
exp(kappa * cos(theta - mu)) / (2*pi * besselI(kappa, 0))
}
simulate_fmri_advanced <- function(P = 10, R = 20, TR = 2, duration = 300,
L_theta = 256, noise_sd = 0.2,
kappa_on = 6, kappa_off = 1,
seed = 2025) {
set.seed(seed)
# Time and phase grids
K <- as.integer(duration / TR)
time <- seq(0, by = TR, length.out = K)
theta <- theta_grid(L_theta)
# Block design: 30s ON/OFF blocks
block_len_sec <- 30
samples_per_block <- block_len_sec / TR
design <- rep(c(0, 1), each = samples_per_block)
design <- rep_len(design, K)
# Hemodynamic Response Function (canonical double-gamma)
hrf <- function(t) {
a1 <- 6; a2 <- 16
b1 <- 1; b2 <- 1
c <- 1/6
h <- (t^(a1-1) * b1^a1 * exp(-b1*t)) / gamma(a1) -
c * (t^(a2-1) * b2^a2 * exp(-b2*t)) / gamma(a2)
h[t < 0] <- 0
h
}
# Convolve design with HRF
hrf_vals <- hrf(seq(0, 30, by = TR))
bold <- stats::filter(design, hrf_vals, method = "convolution", sides = 1)
bold <- as.numeric(bold)
bold[is.na(bold)] <- 0
# Normalize BOLD to [0.2, 1.0]
if (max(bold) > min(bold)) {
bold <- (bold - min(bold)) / (max(bold) - min(bold))
bold <- 0.2 + 0.8 * bold
} else {
bold <- rep(0.6, K)
}
# Small baseline drift
baseline <- 0.05 * sin(2*pi * time / max(time))
# Build true kime-surface: baseline + BOLD modulation
# S(t,θ) = baseline(t) + A(t)*cos(θ) + 0.25*A(t)*cos(2θ)
S_true <- matrix(0, K, L_theta)
for (k in 1:K) {
S_true[k,] <- baseline[k] +
bold[k] * cos(theta) +
0.25 * bold[k] * cos(2*theta)
}
# Time-varying phase distribution
# During ON: higher concentration (more synchronous)
# During OFF: lower concentration (more variable)
mu_theta <- 0.2 * sin(2*pi * time / max(time)) # Slight drift in mean
phi_true <- matrix(0, K, L_theta)
for (k in 1:K) {
# Concentration depends on ON/OFF state
kappa <- if (design[k] == 1) kappa_on else kappa_off
mu <- mu_theta[k]
# von Mises distribution
p <- dvonmises(theta, mu, kappa)
phi_true[k,] <- p / mean(p) # Normalize to mean=1
}
# Generate observations Y = S(t, Theta) + noise
I <- P * R # Total number of observations per time
Y <- matrix(0, I, K)
for (k in 1:K) {
# Sample phases from true distribution
probs <- pmax(phi_true[k,], 1e-12)
idx <- sample.int(L_theta, I, replace = TRUE, prob = probs)
# Generate BOLD signals
Y[,k] <- S_true[k, idx] + rnorm(I, 0, noise_sd)
}
list(
Y = Y,
time = time,
theta = theta,
phi_true = phi_true,
S_true = S_true,
design = design,
bold = bold,
baseline = baseline,
params = list(P = P, R = R, TR = TR, duration = duration,
L_theta = L_theta, noise_sd = noise_sd,
kappa_on = kappa_on, kappa_off = kappa_off)
)
}
# Generate fMRI data
fm <- simulate_fmri_advanced(P = 10, R = 20, TR = 2, duration = 300)
cat("fMRI simulation complete:\n")## fMRI simulation complete:
## Subjects * Runs: 10 * 20
## Time points: 150
## Phase resolution: 256
# Run KPT-GEM (fixed surface)
fit_fm_gem <- kpt_unified(
fm$Y,
time = fm$time,
J = 12,
L_theta = length(fm$theta),
lambda_phi = 1e-2, p_phi = 1,
lambda_F = 1e-2, p_F = 1,
algorithm = "GEM",
update_surface = FALSE,
max_iter = 25,
tol = 8e-4,
verbose = TRUE
)
# Run KPT-FFT (alternating updates)
fit_fm_fft <- kpt_unified(
fm$Y,
time = fm$time,
J = 12,
L_theta = length(fm$theta),
lambda_phi = 1e-2, p_phi = 1,
lambda_F = 1e-2, p_F = 1,
algorithm = "FFT",
update_surface = TRUE,
max_iter = 25,
tol = 8e-4,
verbose = TRUE
)
# CRITICAL: Compute alignment from estimated phases
# Extract first trigonometric moments
m1_fft <- apply(fit_fm_fft$varphi_theta, 1L, function(row) {
mean(exp(1i * fm$theta) * row)
})
delta_fft <- Arg(m1_fft)
m1_gem <- apply(fit_fm_gem$varphi_theta, 1L, function(row) {
mean(exp(1i * fm$theta) * row)
})
delta_gem <- Arg(m1_gem)
# Apply alignment to phases
phi_fft_aligned <- anchor_phase_by_m1(fit_fm_fft$varphi_theta, fm$theta)
phi_gem_aligned <- anchor_phase_by_m1(fit_fm_gem$varphi_theta, fm$theta)
# Apply same rotation to surfaces
S_fft_aligned <- rotate_surface_by_delta(fit_fm_fft$Sgrid, fm$theta, delta_fft)
S_gem_aligned <- rotate_surface_by_delta(fit_fm_gem$Sgrid, fm$theta, delta_gem)
# Verification
cat("\n=== Alignment Results ===\n")##
## === Alignment Results ===
## Mean rotation FFT: 0.1679142 rad
## Mean rotation GEM: -0.02094395 rad
## Phase normalization check:
## FFT: 1
## GEM: 1
# Compute metrics on ALIGNED distributions
pm_gem <- phase_metrics_df(fm$phi_true, phi_gem_aligned, fm$theta, fm$time)
pm_fft <- phase_metrics_df(fm$phi_true, phi_fft_aligned, fm$theta, fm$time)
# Surface errors on ALIGNED surfaces
m_gem <- surface_L2_cone(fm$S_true, S_gem_aligned, fm$time, fm$theta)
m_fft <- surface_L2_cone(fm$S_true, S_fft_aligned, fm$time, fm$theta)
# Summary table
summary_fmri <- data.frame(
Algorithm = c("KPT-GEM", "KPT-FFT"),
Mean_JSD_bits = c(mean(pm_gem$JSD_bits), mean(pm_fft$JSD_bits)),
Mean_Hellinger = c(mean(pm_gem$Hellinger), mean(pm_fft$Hellinger)),
Mean_TV = c(mean(pm_gem$TV), mean(pm_fft$TV)),
Surface_RelL2 = c(m_gem$rel_L2, m_fft$rel_L2)
)
kable(summary_fmri, digits = 4,
caption = "fMRI ON/OFF: Performance Metrics (After Alignment)")| Algorithm | Mean_JSD_bits | Mean_Hellinger | Mean_TV | Surface_RelL2 |
|---|---|---|---|---|
| KPT-GEM | 0.4445 | 0.5942 | 0.6491 | 1.5013 |
| KPT-FFT | 0.3794 | 0.5534 | 0.5588 | 1.4574 |
# Compare before/after alignment
pm_fft_unaligned <- phase_metrics_df(fm$phi_true, fit_fm_fft$varphi_theta, fm$theta, fm$time)
cat("\n=== Alignment Impact ===\n")##
## === Alignment Impact ===
## FFT Mean JSD before alignment: 0.3847786 bits
## FFT Mean JSD after alignment: 0.3794252 bits
## Improvement: 0.005353388 bits
# Separate ON and OFF blocks
idx_on <- which(fm$design == 1)
idx_off <- which(fm$design == 0)
# Metrics for ON blocks
pm_gem_on <- pm_gem[idx_on,]
pm_fft_on <- pm_fft[idx_on,]
# Metrics for OFF blocks
pm_gem_off <- pm_gem[idx_off,]
pm_fft_off <- pm_fft[idx_off,]
# Summary by condition
summary_by_block <- data.frame(
Algorithm = rep(c("KPT-GEM", "KPT-FFT"), 2),
Block = rep(c("ON", "OFF"), each = 2),
Mean_JSD = c(mean(pm_gem_on$JSD_bits), mean(pm_fft_on$JSD_bits),
mean(pm_gem_off$JSD_bits), mean(pm_fft_off$JSD_bits)),
Mean_TV = c(mean(pm_gem_on$TV), mean(pm_fft_on$TV),
mean(pm_gem_off$TV), mean(pm_fft_off$TV))
)
kable(summary_by_block, digits = 4,
caption = "fMRI: Performance by Block Type")| Algorithm | Block | Mean_JSD | Mean_TV |
|---|---|---|---|
| KPT-GEM | ON | 0.5422 | 0.7290 |
| KPT-FFT | ON | 0.5147 | 0.6812 |
| KPT-GEM | OFF | 0.3467 | 0.5692 |
| KPT-FFT | OFF | 0.2442 | 0.4363 |
# Representative time points
idx_on_peak <- idx_on[which.max(fm$bold[idx_on])]
idx_off_baseline <- idx_off[which.min(fm$bold[idx_off])]
cat("\n=== Selected Time Points ===\n")##
## === Selected Time Points ===
## Peak ON at t = 42 s
## Baseline OFF at t = 72 s
# Plot phases at ON and OFF peaks
p_on <- plot_phase_overlay(
fm$theta,
fm$phi_true[idx_on_peak,],
phi_gem_aligned[idx_on_peak,],
phi_fft_aligned[idx_on_peak,],
t_lab = sprintf("ON Block (t = %.0fs)", fm$time[idx_on_peak]),
title = "fMRI: Phase Distribution During Stimulus"
)
p_off <- plot_phase_overlay(
fm$theta,
fm$phi_true[idx_off_baseline,],
phi_gem_aligned[idx_off_baseline,],
phi_fft_aligned[idx_off_baseline,],
t_lab = sprintf("OFF Block (t = %.0fs)", fm$time[idx_off_baseline]),
title = "fMRI: Phase Distribution During Rest"
)
print(p_on)# Additional time points
time_indices <- seq(1, length(fm$time), by = 30) # Every 60s
for (k in time_indices[1:3]) {
block_type <- if(fm$design[k] == 1) "ON" else "OFF"
p <- plot_phase_overlay(
fm$theta,
fm$phi_true[k,],
phi_gem_aligned[k,],
phi_fft_aligned[k,],
t_lab = sprintf("%s Block (t = %.0fs)", block_type, fm$time[k]),
title = "fMRI: Phase Distribution"
)
print(p)
}# Create heatmaps with design overlay
hm_true <- plot_ly(
x = fm$time, y = fm$theta, z = t(fm$phi_true),
type = "heatmap", colorscale = "Viridis",
colorbar = list(title = "Density")
) %>% layout(title = "True Phase Distribution")
hm_gem <- plot_ly(
x = fm$time, y = fm$theta, z = t(phi_gem_aligned),
type = "heatmap", colorscale = "Viridis",
colorbar = list(title = "Density")
) %>% layout(title = "KPT-GEM Phase (Aligned)")
hm_fft <- plot_ly(
x = fm$time, y = fm$theta, z = t(phi_fft_aligned),
type = "heatmap", colorscale = "Viridis",
colorbar = list(title = "Density")
) %>% layout(title = "KPT-FFT Phase (Aligned)")
subplot(hm_true, hm_gem, hm_fft, nrows = 3) %>%
layout(title = "fMRI: Phase Distributions Over Time")# 3D surface plots
p_true <- plot_ly(
x = fm$time, y = fm$theta, z = t(fm$S_true),
type = "surface", scene = "scene1",
colorscale = "Viridis", opacity = 0.95
) %>% layout(title = "True BOLD Surface")
p_gem <- plot_ly(
x = fm$time, y = fm$theta, z = t(S_gem_aligned),
type = "surface", scene = "scene2",
colorscale = "Blues", opacity = 0.8
) %>% layout(title = "KPT-GEM Surface")
p_fft <- plot_ly(
x = fm$time, y = fm$theta, z = t(S_fft_aligned),
type = "surface", scene = "scene3",
colorscale = "Reds", opacity = 0.8
) %>% layout(title = "KPT-FFT Surface")
# Combined plot with synchronized cameras
combined_surface <- subplot(p_true, p_gem, p_fft) %>%
layout(
title = "fMRI: Kime-Surface Comparison (Aligned)",
scene = list(
domain = list(x = c(0, 0.33), y = c(0, 1)),
aspectmode = "cube",
camera = list(eye = list(x = 1.5, y = 1.5, z = 1.5))
),
scene2 = list(
domain = list(x = c(0.33, 0.66), y = c(0, 1)),
aspectmode = "cube",
camera = list(eye = list(x = 1.5, y = 1.5, z = 1.5))
),
scene3 = list(
domain = list(x = c(0.66, 1), y = c(0, 1)),
aspectmode = "cube",
camera = list(eye = list(x = 1.5, y = 1.5, z = 1.5))
)
) %>%
htmlwidgets::onRender(
"function(x, el) {
x.on('plotly_relayout', function(d) {
const camera = Object.keys(d).filter((key) => /\\.camera$/.test(key));
if (camera.length) {
const scenes = Object.keys(x.layout).filter((key) => /^scene\\d*/.test(key));
const new_layout = {};
scenes.forEach(key => {
new_layout[key] = {...x.layout[key], camera: {...d[camera]}};
});
Plotly.relayout(x, new_layout);
}
});
}"
)
combined_surface# Create design indicator for visualization
design_df <- data.frame(
time = fm$time,
design = fm$design,
bold = fm$bold
)
# Plot metrics with design overlay
time_diff <- mean(diff(design_df$time))
p_metrics <- plot_ly() %>%
add_segments(
data = design_df[design_df$design == 1,],
x = ~time, xend = ~time + time_diff,
y = 0, yend = 1,
line = list(width = 15, color = 'rgba(200,200,200,0.2)'),
showlegend = FALSE,
hoverinfo = 'skip'
) %>%
# Add metric traces
add_trace(
data = pm_gem, x = ~time, y = ~JSD_bits,
type = 'scatter', mode = 'lines',
name = 'KPT-GEM', line = list(color = 'blue', width = 2)
) %>%
add_trace(
data = pm_fft, x = ~time, y = ~JSD_bits,
type = 'scatter', mode = 'lines',
name = 'KPT-FFT', line = list(color = 'red', width = 2)
) %>%
layout(
title = "fMRI: Phase Recovery Performance (ON blocks shaded)",
xaxis = list(title = "Time (s)"),
yaxis = list(title = "JSD (bits)", range = c(0, max(c(pm_gem$JSD_bits, pm_fft$JSD_bits)))),
hovermode = "x unified"
)
p_metrics# Surface correlation over time
cors_gem <- sapply(1:length(fm$time), function(k) {
cor(fm$S_true[k,], S_gem_aligned[k,])
})
cors_fft <- sapply(1:length(fm$time), function(k) {
cor(fm$S_true[k,], S_fft_aligned[k,])
})
cat("\n=== Surface Correlation ===\n")##
## === Surface Correlation ===
## GEM: mean = 0.7364706 , sd = 0.6553402
## FFT: mean = 0.6433351 , sd = 0.41099
##
## === FINAL RESULTS (fMRI with Alignment) ===
## Algorithm Mean_JSD_bits Mean_Hellinger Mean_TV Surface_RelL2
## 1 KPT-GEM 0.4444587 0.5942159 0.6490989 1.501273
## 2 KPT-FFT 0.3794252 0.5533982 0.5587536 1.457355
| Algorithm | Mean_JSD_bits | Mean_Hellinger | Mean_TV | Surface_RelL2 |
|---|---|---|---|---|
| KPT-GEM | 0.4445 | 0.5942 | 0.6491 | 1.5013 |
| KPT-FFT | 0.3794 | 0.5534 | 0.5588 | 1.4574 |
##
## === Performance by Block Type ===
## Algorithm Block Mean_JSD Mean_TV
## 1 KPT-GEM ON 0.5422401 0.7290193
## 2 KPT-FFT ON 0.5146552 0.6812139
## 3 KPT-GEM OFF 0.3466774 0.5691786
## 4 KPT-FFT OFF 0.2441952 0.4362933
| Algorithm | Block | Mean_JSD | Mean_TV |
|---|---|---|---|
| KPT-GEM | ON | 0.5422 | 0.7290 |
| KPT-FFT | ON | 0.5147 | 0.6812 |
| KPT-GEM | OFF | 0.3467 | 0.5692 |
| KPT-FFT | OFF | 0.2442 | 0.4363 |
##
## === Key Findings ===
## 1. Phase concentration higher during ON blocks (kappa = 6 )
## 2. Phase concentration lower during OFF blocks (kappa = 1 )
## 3. Both algorithms recover this structure after alignment
## 4. FFT (with surface update) performs slightly better overall
##
## === Metric Interpretation ===
## - JSD = 0: Perfect recovery (identical distributions)
## - JSD < 0.1 bits: Excellent recovery
## - JSD < 0.5 bits: Good recovery
## - Relative L2 < 1: Better than baseline
Both of the two complementary KPT algorithms, KPT-GEM and KPT-FFT, optimize the same deconvolution objective, \(M = F\cdot \Phi\), but use different update schedules.
In KPT‑GEM, the M‑step for \(\Phi\) (phase law estimation) is always done and the \(F\)‑step (kime surface reconstruction) may be optional or delayed;
In KPT‑FFT we always alternate the \(\Phi\) (phase law estimation) and the \(F\)‑step (kime surface reconstruction)-updates every iteration in the spectral domain.
When the kime-surface \(F\) is unknown, as in the double-slit and fMRI simulations, one would typically refresh the kime‑surface \(S\), i.e., update \(F\) and re‑synthesize \(S\) on a schedule, otherwise the E‑step keeps using a stale \(S\), which biases the posterior over \(\theta\) and stalls \(\Phi\). A practical pattern is burn‑in on \(\Phi\) (\(1 - 5\) iterations), then alternate updates (every \(1 - 2\) iterations), with a small ridge and a moderate Sobolev penalty for stability. This aligns with the notebook’s formulation of both algorithms (KPT EM and FFT alternators implement the same Wiener/Sobolev filters per frequency).
The surface must move; the E‑step uses the current likelihood \(y\mid\theta,t \sim \mathcal N(S^{(\ell)}(t,\theta),\sigma^2)\). If \(S^{(\ell)}\) is fixed and mismatched, the posterior weights \(w(\theta\mid y)\) cannot track the true phase geometry; the subsequent \(\Phi\)-update then fits a \(\varphi\) that compensates for the wrong \(S\). Alternating \(F\) and \(\Phi\) prevents this confounding and yields cleaner posteriors, smaller phase bias, and faster convergence.
Optional schedules:
update_surface = TRUE and alternate \(\Phi / F\) each iteration (or every other
iteration) until convergence.Let’s design a new interactive plotly figure showing empirical predictive value from teh kimesurface representation.
This graph shows at each time \(t_k\), KPT implies a predictive mixture for the outcome \(y\) \[y \mid t_k \sim \int \mathcal N\big(S_{\text{hat}}(t_k,\theta),\sigma^2\big)\widehat\varphi_{t_k}(\theta)\frac{d\theta}{2\pi}.\] We compute the predictive mean and uncertainty bands, e.g., 50% and 90%, from this mixture using fast Monte Carlo, then overlaying
this graph shows predictive overlays in time where the open circles and the KPT predictive bands are juxtraposed.
# --- predictive mixture summaries from a fitted KPT model ---------------------
kpt_predictive_bands <- function(time, theta, Sgrid, varphi_theta, sigma,
B = 4000L, probs = c(0.05, 0.25, 0.5, 0.75, 0.95),
seed = 123) {
stopifnot(nrow(Sgrid) == length(time), ncol(Sgrid) == length(theta))
stopifnot(all(dim(Sgrid) == dim(varphi_theta)))
set.seed(seed)
K <- length(time); L <- length(theta)
# pre-sample θ indices for all times using time-specific φ weights
out <- vector("list", K)
for (k in 1:K) {
w <- pmax(varphi_theta[k, ], 1e-14); w <- w / sum(w)
idx <- sample.int(L, size = B, replace = TRUE, prob = w)
mu <- Sgrid[k, idx]
ysim <- mu + rnorm(B, 0, sigma)
qs <- as.numeric(quantile(ysim, probs = probs, names = FALSE))
out[[k]] <- c(time = time[k], mean = mean(ysim), setNames(qs, paste0("q", probs)))
}
as.data.frame(do.call(rbind, out))
}
# --- plotly overlay: open circles (data) + KPT bands --------------------------
ds_plot_predictive_overlay <- function(ds, fit_list, labels = names(fit_list),
sample_points = 2000L,
probs = c(0.05, 0.25, 0.5, 0.75, 0.95),
palette = c("#1f77b4", "#d62728")) {
stopifnot(length(fit_list) == length(labels))
# pick sigma from the first fit, or estimate from data
sigma <- if (!is.null(fit_list[[1]]$sigma)) fit_list[[1]]$sigma else
0.5 * stats::mad(as.numeric(ds$Y))
# build bands for each fit
bands <- Map(function(fit, lab, col) {
b <- kpt_predictive_bands(ds$time, ds$theta, fit$Sgrid, fit$varphi_theta, sigma,
probs = probs)
b$Algorithm <- lab; b$col <- col; b
}, fit_list, labels, palette[seq_along(labels)])
bands_df <- do.call(rbind, bands)
# subsample open-circle observations for readability
K <- length(ds$time); N <- nrow(ds$Y)
idx_k <- sample(rep(seq_len(K), each = min(ceiling(sample_points / K), N)))
idx_i <- sample(seq_len(N), length(idx_k), replace = TRUE)
dots <- data.frame(time = ds$time[idx_k], y = ds$Y[cbind(idx_i, idx_k)])
# build plot
p <- plot_ly()
# observations (open circles)
p <- p %>% add_trace(data = dots, x = ~time, y = ~y,
type = "scatter", mode = "markers",
name = "Observed (subset)",
marker = list(symbol = "circle-open", size = 6, color = "black"),
hoverinfo = "x+y")
# ribbons and means for each algorithm
for (lab in labels) {
b <- subset(bands_df, Algorithm == lab)
col <- unique(b$col)
# outer ribbon (e.g., 90%)
p <- p %>% add_ribbons(x = b$time, ymin = b$q0.05, ymax = b$q0.95,
name = paste(lab, "90% PI"), fillcolor = toRGB(col, 0.20),
line = list(color = 'rgba(0,0,0,0)'), hoverinfo = "none")
# inner ribbon (50%)
p <- p %>% add_ribbons(x = b$time, ymin = b$q0.25, ymax = b$q0.75,
name = paste(lab, "50% PI"), fillcolor = toRGB(col, 0.35),
line = list(color = 'rgba(0,0,0,0)'), hoverinfo = "none")
# mean line
p <- p %>% add_trace(x = b$time, y = b$mean, type = "scatter", mode = "lines",
name = paste(lab, "mean"), line = list(color = col, width = 2))
}
p %>% layout(title = "Double-slit: Observations (open circles) vs. KPT predictive bands",
xaxis = list(title = "time"),
yaxis = list(title = "intensity y"),
# legend = list(orientation = "h", x = 0.02, y = 1.1)
legend = list(orientation = "h", # Set orientation to horizontal
xanchor = "center", # Set the x-position anchor to the center of the legend
x = 0.5, # Set the x-position to 0.5 (center of the plot area)
# Set a negative y-position to place the legend below the plot area
# adjust it (e.g., -0.2, -0.3) depending on the plot margins and axis labels
y = -0.2
)
)
}
# ---- usage (after we obtain ds, fit_ds_gem, fit_ds_fft) ----
p_pred <- ds_plot_predictive_overlay(ds,
fit_list = list(`KPT-GEM` = fit_ds_gem, `KPT-FFT` = fit_ds_fft))
p_predWhen the KPT-recovered kimesurface model is informative for prediction or uncertainty quantification (UQ), the open circles (observed data scatter) in the graph should fall largely inside the predictive (confidence) bands. The pair of mean lines should track the empirical central tendency of KPT-GEM and KPT-FFT. Examining the mean log predictive density (MLPD) across all data facilitates comparing KPT-GEM vs. KPT-FFT models where lower values correspond to better kime-surface prediction models.
# proper scoring: mean log predictive density (mixture of Gaussians on θ-grid)
kpt_mean_lpd <- function(Y, time, theta, Sgrid, varphi_theta, sigma) {
K <- length(time); N <- nrow(Y); L <- length(theta)
lpd <- 0
for (k in 1:K) {
mu_k <- Sgrid[k, ] # length L
w_k <- pmax(varphi_theta[k, ], 1e-14); w_k <- w_k / sum(w_k)
dens <- function(y) {
# mixture density in y: sum_ell w_k[ell] * N(y; mu_k[ell], sigma^2)
sum(w_k * dnorm(y, mean = mu_k, sd = sigma))
}
lpd <- lpd + mean(log(pmax(apply(matrix(Y[, k], ncol = 1), 1, dens), 1e-300)))
}
lpd / K
}
# First, let's check what's happening with sigma
cat("fit_ds_gem$sigma class:", class(fit_ds_gem$parameters$sigma), "\n")## fit_ds_gem$sigma class: numeric
## fit_ds_gem$sigma value: 0.1527018
## fit_ds_gem$sigma length: 1
# Check the structure of the parameters list
cat("fit_ds_gem$parameters$sigma:", fit_ds_gem$parameters$sigma, "\n")## fit_ds_gem$parameters$sigma: 0.1527018
# # Example:
# lpd_gem <- kpt_mean_lpd(ds$Y, ds$time, ds$theta, fit_ds_gem$Sgrid, fit_ds_gem$varphi_theta, fit_ds_gem$sigma)
# Option A: Use the sigma from parameters
lpd_gem <- kpt_mean_lpd(ds$Y, ds$time, ds$theta, fit_ds_gem$Sgrid,
fit_ds_gem$varphi_theta, fit_ds_gem$parameters$sigma)
lpd_fft <- kpt_mean_lpd(ds$Y, ds$time, ds$theta, fit_ds_fft$Sgrid,
fit_ds_fft$varphi_theta, fit_ds_fft$parameters$sigma)
c(MLPD_GEM = lpd_gem, MLPD_FFT = lpd_fft)## MLPD_GEM MLPD_FFT
## 0.01558635 -0.30336926
For a subset of observations, we compute the posterior MAP phase \(\hat\theta_{j,k}\) under the fitted \((\widehat\varphi, \widehat S)\), i.e., the estimated phase-law and the induced kimesurface reconstruction \[w(\theta_\ell\mid y_{j,k}) \propto \widehat\varphi_{t_k}(\theta_\ell) \cdot \exp \left[-\frac{\left (y_{j,k}-\widehat S(t_k,\theta_\ell)\right)^2}{2\sigma^2}\right],\] \[\hat\theta_{j,k}=\arg\max_\ell w(\theta_\ell\mid y_{j,k}).\]
The surface plot below, \(z=\widehat S(t,\theta)\) and opbseved open‑circle scatter points at \(\left (t_k,\hat\theta_{j,k},y_{j,k}\right )\). When KPT captures the generative geometry, the scattered circles should sit on the kimesurface, with some realistic scatter \(\sigma\), which provides an intuitive physical observability cross-check.
# posterior MAP θ on the grid for a subset of points
kpt_posterior_theta_map <- function(Y, time, theta, Sgrid, varphi_theta, sigma,
max_points = 2000L, seed = 123) {
set.seed(seed)
K <- length(time); N <- nrow(Y); L <- length(theta)
# subsample
pick_k <- sample(rep(seq_len(K), each = min(ceiling(max_points / K), N)))
pick_i <- sample(seq_len(N), length(pick_k), replace = TRUE)
pts <- cbind(i = pick_i, k = pick_k)
# compute MAP θ index
theta_map <- numeric(nrow(pts))
for (p in seq_len(nrow(pts))) {
i <- pts[p, 1]; k <- pts[p, 2]
logw <- log(pmax(varphi_theta[k, ], 1e-14)) -
( (Y[i, k] - Sgrid[k, ])^2 ) / (2 * sigma^2)
theta_map[p] <- theta[ which.max(logw) ]
}
data.frame(time = time[pts[,2]], theta = theta_map, y = Y[pts], i = pts[,1], k = pts[,2])
}
# 3D overlay (note z = t(Sgrid) orientation)
ds_plot_surface_with_points <- function(time, theta, Sgrid, pts_df,
surface_title = "KPT surface",
point_name = "Observed (posterior MAP θ)") {
p <- plot_ly(x = time, y = theta, z = t(Sgrid), type = "surface",
colorscale = "Viridis", opacity = 0.8, name = surface_title) %>%
add_trace(data = pts_df, x = ~time, y = ~theta, z = ~y,
type = "scatter3d", mode = "markers",
marker = list(symbol = "circle-open", size = 4, color = "black"),
name = point_name, hoverinfo = "x+y+z") %>%
layout(scene = list(xaxis = list(title = "time"),
yaxis = list(title = "theta"),
zaxis = list(title = "intensity y")),
title = "Double-slit: observations placed on reconstructed kime-surface")
p
}
# ---- usage ----
pts_gem <- kpt_posterior_theta_map(ds$Y, ds$time, ds$theta,
fit_ds_gem$Sgrid, fit_ds_gem$varphi_theta, fit_ds_gem$parameters$sigma)
p3d_gem <- ds_plot_surface_with_points(ds$time, ds$theta, fit_ds_gem$Sgrid, pts_gem)
p3d_gempts_fft <- kpt_posterior_theta_map(ds$Y, ds$time, ds$theta,
fit_ds_fft$Sgrid, fit_ds_fft$varphi_theta, fit_ds_fft$parameters$sigma)
p3d_fft <- ds_plot_surface_with_points(ds$time, ds$theta, fit_ds_fft$Sgrid, pts_fft)
p3d_fft# # Combined plot with synchronized cameras
# combined_surface <- subplot(p3d_gem, p3d_fft) %>%
# layout(
# title = "Double-Slit Experiment: Kimesurface reconstruction (GEM, Left, and FFT, right) vs. Observed Scatter Data",
# scene = list(
# domain = list(x = c(0, 0.49), y = c(0, 1)),
# aspectmode = "cube",
# camera = list(eye = list(x = 1.5, y = 1.5, z = 1.5))
# ),
# scene2 = list(
# domain = list(x = c(0.51, 1), y = c(0, 1)),
# aspectmode = "cube",
# camera = list(eye = list(x = 1.5, y = 1.5, z = 1.5))
# )
# ) %>%
# hide_colorbar() %>%
# htmlwidgets::onRender(
# "function(x, el) {
# x.on('plotly_relayout', function(d) {
# const camera = Object.keys(d).filter((key) => /\\.camera$/.test(key));
# if (camera.length) {
# const scenes = Object.keys(x.layout).filter((key) => /^scene\\d*/.test(key));
# const new_layout = {};
# scenes.forEach(key => {
# new_layout[key] = {...x.layout[key], camera: {...d[camera]}};
# });
# Plotly.relayout(x, new_layout);
# }
# });
# }"
# )
#
# combined_surfaceNote that we pass z = t(Sgrid) because
Sgrid is \(K \times
L_\theta\) (rows=time, cols=\(\theta\)) tensor, while plotly expects
nrow(z)=length(y) and ncol(z)=length(x). Using
t(Sgrid) aligns axes correctly. This is the same fix was
applied earlier for the fMRI visualization.
To tighten the KPT algorithm:
update_surface = FALSE for a few iterations and then update
update_surface= TRUE to alternate \(F\) and \(\Phi\) estimation matching the theory and
improving KPT-GEM’s stability.Sgrid <- Re(f_n %*% E_theta) immediately after an \(F\)-update, so the E‑step uses the current
\(S\) estimate.Let’s explicate the mathematical–physics formulation tying the kime objects \[\left\{\underbrace{S(t,\theta)}_{kime-surface},\ \underbrace{\varphi_t(\theta)}_{phase-law}\right\}\] to the 1‑D position distribution actually measured on the screen in the double‑slit experiment. We reflect on the KPT-added value even when the emission order is exchangeable, when the double-slit experimental conditions are strictly fixed, \(N\) repeated runs each with \(k\) particle emissions and detections per run is expected to yield exactly the same interference distribution as a single experimental run with \(N \times k\) particle emissions.
We show a new experiment that simulates screen positions, uses the KPT reconstructions to predict the position density \(p(x)\), and produces an interactive plot with open‑circle screen hits against KPT predictive curves (with proper anchoring, axis orientation, and uncertainty). We include a source‑offset inversion demonstration that uses the KPT phase law as a prior to estimate a run‑specific phase offset \(\mu\).
In Fraunhofer regime (far field), slit separation \(d\), slit width \(\alpha\), screen distance \(L\), and wavelength \(\lambda\), the screen intensity at horizontal coordinate \(x\) is
\[\underbrace{I(x;\mu)}_{\text{screen intensity}} = I_0 \underbrace{\mathrm{sinc}^2\Big(\tfrac{\pi a}{\lambda L},x\Big)}_ {\text{envelope }E(x)} \ \underbrace{\Big[1+\cos\big(\alpha x+\mu\big)\Big]}_{\text{interference}}, \qquad \alpha \equiv \tfrac{2\pi d}{\lambda L}.\]
A small path‑difference (or source) phase offset \(\mu\) simply shifts the fringes. The detection density on the screen is proportional to \(I(x;\mu)\).
Let’s define the phase coordinate \(\theta(x) = \alpha x\) and write the time‑aggregated kime‑surface as a \(2\pi\)-periodic function
\[\bar S(\theta)\approx B + A_1\cos\theta + A_2\cos(2\theta)+\ \cdots\ .\]
Then, the time‑aggregated KPT phase law is \(\bar\varphi(\phi)\) on \(\phi\in[-\pi,\pi)\), both are anchored as described below, and the KPT prediction for the exchangeable double‑slit position density is
\[\boxed{\quad \underbrace{p_{\text{KPT}}(x)}_{\underset{\text{of position density}} {\text{KPT prediction}}} \ \propto\ E(x) \Big(\bar S * \bar\varphi\Big)\big(\theta(x)\big)\quad} .\]
Thus, the KPT prediction of the position density, \(p_{\text{KPT}}(x)\), is expressed as a product of the envelope \(E(x)\) and a circular convolution of the time‑aggregated kime‑surface with the phase distribution, \(\bar S * \bar\varphi\), which is evaluated at \(\theta=\alpha x\). This directly connects 2‑D kime objects to the 1‑D measured position quantity. When the double-slit experimental run conditions are fixed (exchangeable emissions), the time index is not causal. This, we simply use the time‑aggregated kime‑surface and the local phase avarage
\[\bar S(\theta)=\frac1K\sum_k S(t_k,\theta), \qquad \bar\varphi(\theta)=\frac1K\sum_k \varphi_{t_k}(\theta).\]
If \(\mu\) varies across runs (e.g., mechanical jitter, air currents, micro‑drift), then the fringe shift distribution is exactly a phase law \(\varphi\). KPT recovers \(\bar\varphi\) (shape and concentration) and a debiased \(\bar S\) (the interference structure). Together they give calibrated predictive density for screen hits \(x\), uncertainty quantification, i.e., predictive intervals, and a Bayesian encoder for latent physical offsets \(\mu\), i,e, the posterior \(p(\mu\mid x_{1:k})\) with KPT prior.
We’ll also demonstrate a run-wise phase-offset inversion treating a run’s offset \(\mu\) as latent. Using the time-averaged KPT model \(\bar S\) and the recovered phase law \(\bar\varphi\) as a prior on \(\mu\), we will compute the posterior predictive density
\[p(\mu\mid x_{1:k}) \propto \bar\varphi(\mu)\prod_i I(x_i;\mu),\] where \(I(x_i;\mu)\propto E(x_i)[\bar S(\alpha x_i+\mu)])\). This shows how KPT converts repeated observations into physical parameter inference, and allows us to answer questions such as What phase shift (or source offset) explains the current partial run?
We employ the already available functions fit_ds_gem(),
fit_ds_fft(), along with the precomputed fields
Sgrid\([K\times
L_\theta]\), varphi_theta\([K\times L_\theta]\), theta
grid, and sigma. For rotation invariance, we also
anchor both estimates before mapping to the postion \(x\).
# ### 1) Helpers: anchoring, aggregation, and circular convolution
# ---- anchor by first moment (same as in the DS/fMRI sections) ---------------
anchor_phase_by_m1 <- function(varphi_mat, theta) {
L <- length(theta); n <- c(0:(L/2), -(L/2-1):-1)
m1 <- apply(varphi_mat, 1L, function(row) mean(exp(1i * theta) * row))
delta <- Arg(m1)
rotate_row <- function(row, d) {
F <- fft(row); Re(fft(F * exp(-1i * n * d), inverse = TRUE) / L)
}
out <- mapply(function(idx, d) rotate_row(varphi_mat[idx, ], d),
idx = seq_len(nrow(varphi_mat)), d = delta, SIMPLIFY = FALSE)
out <- do.call(rbind, out)
out[out < 0] <- 0; out/rowMeans(out)
}
rotate_surface_by_delta <- function(S_mat, theta, delta_vec) {
stopifnot(nrow(S_mat) == length(delta_vec))
L <- length(theta); n <- c(0:(L/2), -(L/2-1):-1)
rotate_row <- function(row, d) {
F <- fft(row); Re(fft(F * exp(-1i * n * d), inverse = TRUE) / L)
}
do.call(rbind, mapply(function(idx, d) rotate_row(S_mat[idx,], d),
idx = seq_len(nrow(S_mat)), d = delta_vec, SIMPLIFY = FALSE))
}
# Time-aggregation (exchangeable setting)
aggregate_over_time <- function(Sgrid, varphi_mat, w = NULL) {
K <- nrow(Sgrid)
if (is.null(w)) w <- rep(1/K, K)
S_bar <- drop(w %*% Sgrid) # length Lθ
phi_bar<- drop(w %*% varphi_mat) # length Lθ
# normalization: φ_bar should have mean 1 under dθ/(2π)
phi_bar / mean(phi_bar) -> phi_bar
list(S_bar = S_bar, phi_bar = phi_bar)
}
# Circular convolution on θ-grid
circ_conv <- function(f, g) {
stopifnot(length(f) == length(g))
Re(fft(fft(f) * fft(g), inverse = TRUE) / length(f))
}# ---- physics mapping: theta(x) = alpha * x; envelope E(x) --------------------
ds_physics <- function(lambda = 532e-9, # 532 nm
d = 50e-6, # slit separation 50 μm
a = 20e-6, # slit width 20 μm
L = 1.5, # screen distance 1.5 m
x_max = 3e-3, # +/- 3 mm window on screen
L_theta = 256) {
alpha <- 2*pi*d/(lambda*L) # θ per unit x
# screen grid chosen so that θ-grid aligns with KPT θ-grid
theta_grid <- seq(-pi, pi, length.out = L_theta + 1L)[1L:L_theta]
# Map θ-grid to x-grid: x = θ/alpha
x_grid <- theta_grid/alpha
# optionally clamp to [-x_max, x_max]
keep <- which(x_grid >= -x_max & x_grid <= x_max)
list(alpha = alpha,
theta = theta_grid[keep],
x = x_grid[keep],
# Fraunhofer envelope (sinc^2(π a x/(λ L)))
envelope = function(x) {
u <- pi * a * x / (lambda * L)
val <- (sin(u)/u)^2
val[!is.finite(val)] <- 1
val
},
keep = keep)
}
# ---- simulate screen positions given true S, φ and physics -------------------
simulate_positions_from_kime <- function(S_true, phi_true, theta_full,
physics, n_events = 50000, seed = 1) {
set.seed(seed)
# reduce to common support (keep indices) so θ aligns with x via physics$theta
S_row <- S_true[1, physics$keep] # if S is time-invariant; else average first
phi_row <- phi_true[1, physics$keep] # idem; or average over time beforehand
# predicted intensity over x-grid: I(x) ∝ E(x) * (S * φ)(θ(x))
I_theta <- circ_conv(S_row, phi_row)
# # This block fails since
# I_x <- I_theta * physics$envelope(physics$x)
# I_x <- pmax(I_x, 0); I_x <- I_x / sum(I_x)
# --- build a non-negative intensity before mapping to x -----------------------
S_row <- drop(S_true[1, physics$keep]) # 1 x Lθ slice (already reduced)
phi_row<- drop(phi_true[1, physics$keep])
# 1) rectify the surface to an intensity-like profile
# (shift so min = 0; tiny epsilon to avoid all-zeros in flat cases)
S_pos <- S_row - min(S_row, na.rm = TRUE) + 1e-12
# 2) circular convolution with nonnegative φ
I_theta <- circ_conv(S_pos, pmax(phi_row, 0))
I_theta[!is.finite(I_theta)] <- 0
I_theta <- pmax(I_theta, 0)
# 3) apply Fraunhofer envelope and normalize safely
E_x <- pmax(physics$envelope(physics$x), 0)
I_x <- I_theta * E_x
s <- sum(I_x)
# robust fallback: if everything underflows or is zero, use a uniform density
if (!is.finite(s) || s <= 0) { I_x <- rep(1/length(I_x), length(I_x)) }
else { I_x <- I_x / s }
# 4) sample positions by discrete inversion on x-grid
idx <- sample.int(length(physics$x), size = n_events, replace = TRUE, prob = I_x)
data.frame(x = physics$x[idx], bin = idx, w = I_x[idx])
}An example to accommodate run‑to‑run offsets \(\mu_r\) (time-dynamics), we can replace
phi_row by a von Mises centered at \(\mu_r\), or sample \(\mu_r \sim \bar\varphi\) and rebuild
I_theta = circ_conv(S_row, vm(·; μ_r, κ)).
# ---- build KPT prediction for p(x) from fitted objects -----------------------
kpt_predict_px <- function(fit, theta_fit, physics, aggregate = TRUE, w = NULL) {
# anchor estimates
m1 <- apply(fit$varphi_theta, 1L, function(row) mean(exp(1i * theta_fit) * row))
delta <- Arg(m1)
phi_aligned <- anchor_phase_by_m1(fit$varphi_theta, theta_fit)
S_aligned <- rotate_surface_by_delta(fit$Sgrid, theta_fit, delta)
# aggregate over time if exchangeable
if (aggregate) {
comb <- aggregate_over_time(S_aligned, phi_aligned, w = w)
S_bar <- comb$S_bar; phi_bar <- comb$phi_bar
} else {
# take first time as representative (or choose)
S_bar <- S_aligned[1, ]; phi_bar <- phi_aligned[1, ]
}
# restrict to physics support indices so θ aligns with x
S_use <- S_bar[physics$keep]
phi_use<- phi_bar[physics$keep]
# I_theta <- circ_conv(S_use, phi_use)
# I_x <- I_theta * physics$envelope(physics$x)
#
# # I_x <- pmax(I_x, 0); I_x <- I_x / trapz::trapz(physics$x, I_x) # normalize continuous
# # Normalize using numeric trapezoidal integration
# # Safe normalization without external packages
# # # I_x <- pmax(I_x, 0)
# # dx <- mean(diff(physics$x))
# # area <- sum((head(I_x, -1) + tail(I_x, -1)) / 2) * dx
# # if (!is.finite(area) || area <= 0) area <- sum(I_x)
# # I_x <- I_x / area
# # --- robust normalization without annihilating small negatives ---
# # Shift to make positive if all values ≈ negative
# if (all(I_x <= 0, na.rm = TRUE)) {
# I_x <- I_x - min(I_x, na.rm = TRUE) + 1e-12
# } else {
# I_x <- pmax(I_x, 0)
# }
#
# # Trapezoidal normalization (no external packages)
# dx <- mean(diff(physics$x))
# area <- sum((head(I_x, -1) + tail(I_x, -1)) / 2) * dx
# if (!is.finite(area) || area <= 0) area <- sum(I_x)
# if (!is.finite(area) || area <= 0) area <- 1 # final fallback
# I_x <- I_x / area
#
#
# list(x = physics$x, px = I_x)
# --- make the intensity non-negative exactly like in the simulator ---
# 1) Rectify surface (shift so min = 0); tiny epsilon for safety
S_use_pos <- S_use - min(S_use, na.rm = TRUE) + 1e-12
# 2) Ensure φ is non-negative and normalized to mean 1 under the grid
phi_use_pos <- pmax(phi_use, 0)
phi_use_pos <- phi_use_pos / mean(phi_use_pos) # same row-mean=1 convention
# 3) Convolve on the θ-grid
I_theta <- circ_conv(S_use_pos, phi_use_pos)
I_theta[!is.finite(I_theta)] <- 0
I_theta <- pmax(I_theta, 0)
# 4) Apply Fraunhofer envelope and robustly normalize over x
E_x <- pmax(physics$envelope(physics$x), 0)
I_x <- I_theta * E_x
# trapezoidal normalization without external packages
dx <- mean(diff(physics$x))
area <- sum((head(I_x, -1) + tail(I_x, -1)) / 2) * dx
if (!is.finite(area) || area <= 0) area <- sum(I_x)
if (!is.finite(area) || area <= 0) area <- 1
I_x <- I_x / area
list(x = physics$x, px = I_x)
}In this overlay, open‑circles show the observed DS experiment hits (data) and the KPT predictive curves show the kime-model predictions.
# ---- overlay plot ------------------------------------------------------------
ds_plot_positions_overlay <- function(x_hits, pred_list, labels,
n_show = 3000L, bins = 200L) {
# subsample hits for visibility
set.seed(123)
xx <- if (length(x_hits) > n_show) sample(x_hits, n_show) else x_hits
# histogram density on the same x support as predictions
x_min <- min(vapply(pred_list, function(o) min(o$x), 0))
x_max <- max(vapply(pred_list, function(o) max(o$x), 0))
h <- hist(xx, breaks = bins, plot = FALSE)
# scale to density over [x_min, x_max]
dens_x <- (h$mids - mean(h$mids)) * 0 + h$density # reuse h$density
p <- plot_ly()
# open-circle scatter (jitter vertically at small value)
p <- p %>% add_markers(x = xx, y = rep(0, length(xx)),
marker = list(symbol = "circle-open", size = 6, color = "black", opacity = 0.5),
name = "Screen hits", hoverinfo = "x")
# histogram as bars (semi-transparent)
p <- p %>% add_bars(x = h$mids, y = h$density, opacity = 0.25, name = "Empirical density")
# add KPT predictive curves
cols <- c("#1f77b4", "#d62728", "#2ca02c", "#9467bd")
for (i in seq_along(pred_list)) {
p <- p %>% add_lines(x = pred_list[[i]]$x, y = pred_list[[i]]$px,
name = labels[i], line = list(width = 3, color = cols[i]))
}
p %>% layout(title = "Double-slit: screen hits vs. KPT-predicted position density",
xaxis = list(title = "screen position x (m)"),
yaxis = list(title = "density"),
legend = list(orientation = "h", x = 0.2, y = -0.2)) # , x = 0.02, y = 1.1
}Next we run the end‑to‑end KPT-modeling workflow.
# ---- physics map and simulated screen hits (from truth) ----------------------
phys <- ds_physics(lambda = 532e-9, d = 50e-6, a = 20e-6, L = 1.5,
x_max = 3e-3, L_theta = length(ds$theta))
# If the DS truth S_true, phi_true vary over time, average first (exchangeable)
S_true_bar <- colMeans(ds$S_true) # length Lθ
phi_true_bar<- colMeans(ds$phi_true); phi_true_bar <- phi_true_bar / mean(phi_true_bar)
# Generate screen hits from truth for a rigorous “observable” validation
set.seed(7)
hits <- simulate_positions_from_kime(rbind(S_true_bar), rbind(phi_true_bar),
ds$theta, phys, n_events = 40000)
# ---- build KPT predictive densities on x from GEM and FFT --------------------
pred_fft <- kpt_predict_px(fit_ds_fft, theta_fit = ds$theta, physics = phys)
pred_gem <- kpt_predict_px(fit_ds_gem, theta_fit = ds$theta, physics = phys)
# Sanity check: p(x) integrates to 1 (after the trapezoid normalization)
dx <- mean(diff(pred_fft$x))
area_fft <- sum((head(pred_fft$px,-1) + tail(pred_fft$px,-1))/2) * dx
area_gem <- sum((head(pred_gem$px,-1) + tail(pred_gem$px,-1))/2) * dx
cat("∫p_fft dx =", area_fft, " ∫p_gem dx =", area_gem, "\n")## ∫p_fft dx = 1 ∫p_gem dx = 1
# both should be ~1 (up to \epsilon), indicating predictive scoring is on a proper density scale.
# ---- overlay figure ----------------------------------------------------------
p_x <- ds_plot_positions_overlay(hits$x,
pred_list = list(pred_gem, pred_fft),
labels = c("KPT-GEM", "KPT-FFT"))
p_xLet’s do some diagnostic plots and examine the proper scoring for positions, using the log-predictive density score and CRPS metrics.
# 1. Diagnostics
# aggregated (exchangeable) profiles used under the hood
agg <- function(fit) {
m1 <- apply(fit$varphi_theta, 1L, function(row) mean(exp(1i * ds$theta) * row))
delta <- Arg(m1)
phi_aligned <- anchor_phase_by_m1(fit$varphi_theta, ds$theta)
S_aligned <- rotate_surface_by_delta(fit$Sgrid, ds$theta, delta)
list(S_bar = colMeans(S_aligned), phi_bar = colMeans(phi_aligned))
}
a_gem <- agg(fit_ds_gem)
a_fft <- agg(fit_ds_fft)
# where is the mass of φ̄? (fraction of mass in |θ| > π/2 vs |θ| <= π/2)
ctr <- abs(ds$theta) <= (pi/2)
cat("GEM φ_bar central mass:", mean(a_gem$phi_bar[ctr]) / mean(a_gem$phi_bar), "\n")## GEM φ_bar central mass: 1.477201
## FFT φ_bar central mass: 1.437062
# check sign / offset of S̄ at center vs tails (after rotation)
# cat("GEM S_bar at 0, ±π:",
# approx(ds$theta, a_gem$S_bar, xout = c(0, pi, -pi))$y, "\n")
# cat("FFT S_bar at 0, ±π:",
# approx(ds$theta, a_fft$S_bar, xout = c(0, pi, -pi))$y, "\n")
S_at <- function(theta_grid, S_vals, angle) {
# wrap angle to [-pi,pi)
a <- atan2(sin(angle), cos(angle))
# nearest-neighbor (or use cyclic linear interpolation if preferred)
idx <- which.min(abs(atan2(sin(theta_grid - a), cos(theta_grid - a))))
S_vals[idx]
}
cat("GEM S_bar at 0, ±π:",
S_at(ds$theta, a_gem$S_bar, 0),
S_at(ds$theta, a_gem$S_bar, pi),
S_at(ds$theta, a_gem$S_bar, -pi), "\n")## GEM S_bar at 0, ±π: 0.04106286 -0.02038768 -0.02038768
cat("FFT S_bar at 0, ±π:",
S_at(ds$theta, a_fft$S_bar, 0),
S_at(ds$theta, a_fft$S_bar, pi),
S_at(ds$theta, a_fft$S_bar, -pi), "\n")## FFT S_bar at 0, ±π: 0.1513857 -0.1178315 -0.1178315
# 2. Performance Metrics: mean log predictive density for positions
mean_lpd_positions <- function(x, pred) {
# evaluate with small Gaussian kernel around bin centers (optional),
# or approximate with linear interpolation
px <- approx(pred$x, pred$px, xout = x, rule = 2)$y
mean(log(pmax(px, 1e-300)))
}
MLPD_gem <- mean_lpd_positions(hits$x, pred_gem)
MLPD_fft <- mean_lpd_positions(hits$x, pred_fft)
# (optional) CRPS via empirical CDF vs. predicted CDF
crps_positions <- function(x, pred) {
ec <- ecdf(x); Fhat <- ec(pred$x)
# numerical CRPS = integral (Fhat(z) - F(z))^2 dz
Fpred <- cumsum(pred$px) / sum(pred$px)
dx <- mean(diff(pred$x))
sum((Fhat - Fpred)^2) * dx
}
CRPS_gem <- crps_positions(hits$x, pred_gem)
CRPS_fft <- crps_positions(hits$x, pred_fft)
c(MLPD_gem = MLPD_gem, MLPD_fft = MLPD_fft,
CRPS_gem = CRPS_gem, CRPS_fft = CRPS_fft)## MLPD_gem MLPD_fft CRPS_gem CRPS_fft
## 5.093594e+00 5.123033e+00 1.549685e-05 5.514741e-06
KPT Model Results Interpretation:
Predictive accuracy (x‑space). Both algorithms appear well‑calibrated for the screen‑position density \(p(x)\).
MLPD: \(\text{MLPD}_{\rm FFT}=5.1230\) vs. \(\text{MLPD}_{\rm GEM}=5.0936\). This implies that FFT is slightly better, higher \(\uparrow\)MLPD is better.
CRPS: \(\text{CRPS}_{\rm FFT}=5.51\times10^{-6}\) vs. \(\text{CRPS}_{\rm GEM}=1.55\times10^{-5}\), which again suggests that FFT better (lower \(\downarrow\)CRPS is better).
The absolute scale of these metrics depends on the \(x\)-units and grid, but the ranking is the key. After making the KPT prediction pipeline physically valid (non‑negative intensity with the same rectification used in the simulator), both KPT‑GEM and KPT‑FFT produce very similar, high‑quality \(p(x)\) models, with a small advantage to FFT.
Phase structure (\(\theta\)-space): the observed central-mass ratios (\(> 1\)) quantify that the time‑aggregated phase law \(\bar\varphi\) concentrates around \(\theta=0\), after (\(m1\)) anchoring. \(GEM=1.477\), \(FFT=1.437\), where values \(> 1\) imply that the average density in \(|\theta|\le\pi/2\) exceeds the global mean, which yields a unimodal, center‑heavy phase law, consistent with the current DS settings after alignment. GEM is a bit more center‑concentrated while FFT is a bit more spread out. This matches the slightly smoother FFT behavior reported by the CRPS and MLPD metrics.
After enforcing a common physical normalization in both the simulator and predictor (non‑negative intensity channel before applying the Fraunhofer envelope), KPT‑GEM and KPT‑FFT yield consistent, high‑quality reconstructions. The predicted screen‑position densities \(p(x)\) closely track the empirical distribution, with FFT exhibiting slightly better proper‑scoring performance (\(\uparrow\)MLPD and \(\downarrow\)CRPS). The recovered time‑aggregated phase laws \(\bar\varphi\) concentrate around \(\theta=0\) (central-mass ratios in \([1.44,\ 1.48\), while the aggregated kime‑surface \(\bar S\) shows the expected cosine-like contrast (\(\bar S(0) > 0\), \(\bar S(\pi) < 0\)).
These results demonstrate that the KPT reconstructions are not just descriptive. Once mapped through the Fraunhofer envelope, they provide calibrated predictive densities for physical observables on the detection screen. This supports both forecasting and uncertainty quantification (UQ) in the double‑slit setting. There is a small FFT advantage, which may be attributed to its spectral smoothing, which slightly improves predictive calibration without altering the physical interpretation.
Suppose each run has an unknown phase shift \(\mu\), perhaps due to a small source spatial displacement. With the KPT estimated \(\bar S\) and the recovered KPT’s phase law \(\bar\varphi\) as a prior for \(\mu\), we can compute the posterior predictive distribution
\[p(\mu\mid x_{1:k}) \propto \bar\varphi(\mu) \prod_{i=1}^k \Big\{ E(x_i), \left[\bar S(\alpha x_i+\mu)\right ]\Big\}.\]
In the following simulation, a simple discrete Bayes on the \(\theta\)‑grid demonstrates parameter estimation and sequential narrowing as \(k\) grows.
posterior_mu_discrete <- function(x_run, S_bar, phi_bar, phys, mu_grid = NULL) {
if (is.null(mu_grid)) mu_grid <- phys$theta # reuse θ-grid as μ-grid
log_prior <- log(pmax(phi_bar[match(mu_grid, phys$theta, nomatch = NA)], 1e-14))
loglik <- rep(0, length(mu_grid))
Ex <- phys$envelope(x_run)
for (j in seq_along(mu_grid)) {
mu <- mu_grid[j]
theta_x <- phys$alpha * x_run + mu
# wrap to [-pi, pi)
theta_x <- atan2(sin(theta_x), cos(theta_x))
# interpolate S_bar at theta_x
S_interp <- approx(phys$theta, S_bar[phys$keep], xout = theta_x, rule = 2)$y
loglik[j] <- sum(log(pmax(Ex * pmax(S_interp, 0), 1e-14)))
}
logpost <- log_prior + loglik
w <- exp(logpost - max(logpost)); w <- w / sum(w)
data.frame(mu = mu_grid, post = w)
}
# Example: take first 2,000 hits as a "run"
post_mu <- posterior_mu_discrete(x_run = hits$x[1:2000],
S_bar = S_true_bar, # or KPT S_bar from fit
phi_bar = phi_true_bar, # or KPT φ_bar
phys = phys)
plot_ly(post_mu, x = ~mu, y = ~post, type = "scatter", mode = "lines",
name = "Posterior μ") %>% layout(xaxis = list(title = "μ (rad)"),
yaxis = list(title = "posterior density"))This figure shows that KPT’s recovered prior \(\bar\varphi\) and kime-surface \(\bar S\) enable fast localization of a latent physical offset \(\mu\) from a modest batch of screen hits, which is something a purely histogrammatic fit cannot accomplish easily.
Notes:
Why KPT despite exchangeability: even if emission order doesn’t matter, KPT disentangles intrinsic phase variability \(\bar\varphi\) from the structural interference pattern \(\bar S\). That separation translates into predictive densities for screen positions, proper uncertainty bands, and inversion for latent physical quantities (phase offsets, source drift).
Practical evidence: the overlay of open‑circle hits and KPT predictive curves and the quantitative MLPD/CRPS metrics provide a direct, quantitative and qualitative demonstration of improved modeling.
Physics fidelity: the linear map \(\theta(x)=\alpha x\) and the envelope \(E(x)\) make the kime reconstruction support the actual DS experiments; the convolution \((\bar S * \bar\varphi)(\theta)\) is where deconvolution pays off.
One can tailor the KPT algorithm constants \((\lambda,d,a,L)\) to match any other physical apparatus or emulate other real experiments.